Fourier transform with mixed derivatives/ 2nd order ODE

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Homework Help Overview

The problem involves solving a second-order ordinary differential equation (ODE) with mixed derivatives using Fourier transforms. The equation is given as a combination of second and fourth derivatives with respect to spatial and temporal variables, along with initial conditions defined in terms of functions f(x) and g(x).

Discussion Character

  • Exploratory, Mathematical reasoning, Problem interpretation

Approaches and Questions Raised

  • Participants discuss the application of Fourier transforms to the ODE and the resulting transformed equation. There are attempts to derive the characteristic equation and find roots, with some participants questioning the correctness of the derived expressions and solutions. Initial conditions are also applied to find constants in the general solution.

Discussion Status

Some participants have provided guidance on identifying mistakes in the characteristic equation and the general solution. There is an ongoing exploration of the implications of the initial conditions on the constants in the solution. Multiple interpretations of the problem are being examined, and there is no explicit consensus yet.

Contextual Notes

Participants note the complexity of the problem due to the mixed derivatives and the need for careful application of Fourier transforms. There is an acknowledgment of the challenge in deriving the correct solution without specific forms for f(x) and g(x).

jianxu
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Homework Statement


Hi, So I'm suppose to solve the following problem:

\left.\frac{d^{2}u}{dt^{2}}-4\frac{d^{3}u}{dt dx^{2}}+3\frac{d^{4}u}{dx^{4}}=0

\left.u(x,0) = f(x)
\left.\frac{du}{dt}(x,0) = g(x)

Homework Equations



The Attempt at a Solution


First I use Fourier transform on the given expression so that I get the following:

Fourier transform of \left.\frac{d^{2}u}{dt^{2}}(x,t) = \frac{d^{2}\widehat{u}}{dt^{2}}(\omega ,t)

Fourier transform of \left.\frac{du}{dt}(x,t) = \frac{d\widehat{u}}{dt}(\omega ,t)

Fourier transform of \left.\frac{d^{2}u}{dx^{2}}(x,t) = \left(i\omega\right)^{2}\widehat{u}(\omega ,t) = -\left(\omega\right)^{2}\widehat{u}(\omega ,t)

Fourier transform of \left.\frac{d^{4}u}{dx^{2}}(x,t) = \left(i\omega\right)^{4}\widehat{u}(\omega ,t) = \left(\omega\right)^{4}\widehat{u}(\omega ,t)

Which means me overall expression after transform is:
\left.\frac{d^{2}\widehat{u}}{dt^{2}}(\omega ,t)+4\left(\omega\right)^{2}\frac{d\widehat{u}}{dt}(\omega ,t)+3\left(\omega\right)^{4}\widehat{u}(\omega ,t)=0

Now assuming I did that correctly, the next step I think I should proceed with is to solve for \left.\widehat{u}(\omega ,t). I don't remember how to solve this type of ODE, I was reading a couple of sites and it says I should use a characteristic equation which would I assume then be, \left.\lambda^{2}+4\omega^{2} \lambda +3\omega where \lambda is just an arbitrary symbol to denote a quadratic equation. I looked for the roots and used it along with the general expression of the 2nd order ODE to get
\left.\widehat{u}(\omega ,t)=c_{1}+c_{2}e^{-4\omega^{2}t}
But it seems to be incorrect since I took the derivative and plugged it back into my Fourier transform expression and did not get a 0 for my answer so...Any guidance would be much appreciated! Thanks!
 
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HI jianxu! :smile:

(have an omega: ω :wink:)
jianxu said:
Which means me overall expression after transform is:
\left.\frac{d^{2}\widehat{u}}{dt^{2}}(\omega ,t)+4\left(\omega\right)^{2}\frac{d\widehat{u}}{dt}(\omega ,t)+3\left(\omega\right)^{4}\widehat{u}(\omega ,t)=0

… I should use a characteristic equation which would I assume then be, \left.\lambda^{2}+4\omega^{2} \lambda +3\omega^4 where \lambda is just an arbitrary symbol to denote a quadratic equation. I looked for the roots and used it along with the general expression of the 2nd order ODE to get
\left.\widehat{u}(\omega ,t)=c_{1}+c_{2}e^{-4\omega^{2}t}

No, the roots are ω2 = -1 and -3, so the general solution is c1e2t + c2e-3ω2t :smile:
 
Hi TinyTim, thanks for the reply! I just realized where I made my mistake! Thanks very much for the help!
 
Hello!

I've been working on this problem and was wondering if someone could check if I've done the rest of this problem correctly!

So after finding the roots, I apply the initial conditions where:
\left.\widehat{u}\left(\omega,0\right) = \widehat{f}\left(\omega\right)

since t = 0, I have:
\left.\widehat{u}\left(\omega,0\right) = \widehat{f}\left(\omega\right) = C_{1}+C_{2}

For \left.\frac{d\widehat{u}}{dt}:
\left.\frac{d\widehat{u}}{dt}= -\omega C_{1}e^{-\omega^{2}t}-3\omega C_{2}e^{-3\omega^{2}t}
applying initial conditions:
\left.\frac{d\widehat{u}}{dt}\left(\omega,0\right)= -\omega C_{1}-3\omega C_{2} = \widehat{g}\left(\omega\right)

Now I solved for the constants using elimination and got:
\left.C_{1}= \frac{3\widehat{f}(\omega)}{2} + \frac{\widehat{g}(\omega)}{2\omega^{2}}
and:
\left.C_{2}= -\frac{\widehat{f}(\omega)}{2} - \frac{\widehat{g}(\omega)}{2\omega^{2}}

Therefore our \left.\widehat{u}(\omega ,t) = \left(\frac{3\widehat{f}(\omega)}{2} + \frac{\widehat{g}(\omega)}{2\omega^{2}}\right)e^{-\omega^{2}t}+ \left(-\frac{\widehat{f}(\omega)}{2} - \frac{\widehat{g}(\omega)}{2\omega^{2}}\right)e^{-3\omega^{2}t}

Now I apply inverse Fourier transformation so that:
\left.u(x,t) = \widehat{f^{-1}}(\omega)

Which means:
\left.u(x,t) = \frac{1}{\sqrt{2\pi}}\int^{\infty}_{-\infty}(\widehat{u}(\omega ,t))e^{i\omega x}d\omega

that would be the solution seeing that we don't know what \left.\widehat{f}(\omega ) or \left.\widehat{g}(\omega ) are.

Thanks!
 

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