Fourier Transformation of ODE

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SUMMARY

This discussion focuses on solving an ordinary differential equation (ODE) using the Fourier Transform method. The user initially applies the Fourier Transform, resulting in the equation \(\hat{f}(k) = \frac{\hat{\phi}(k)}{\mathrm{i}k-2}\). However, confusion arises regarding the inversion of this function, particularly the incorrect assumption that the inverse Fourier Transform can be distributed over multiplication. The correct approach involves computing \(\hat{\phi}(k)\) and then applying the inverse Fourier Transform directly to \(\frac{\hat{\phi}(k)}{\mathrm{i}k-2}\).

PREREQUISITES
  • Understanding of Fourier Transform and Inverse Fourier Transform
  • Basic knowledge of ordinary differential equations (ODEs)
  • Familiarity with complex numbers and integrals
  • Concept of convolution in the context of Fourier Transforms
NEXT STEPS
  • Compute the integral \(\hat{\phi}(k) = \int_0^{\infty} e^{-2x -ikx} dx\)
  • Learn about the properties of Fourier Transforms, specifically convolution
  • Study the application of inverse Fourier Transform in solving ODEs
  • Explore examples of ODEs solved using Fourier Transform techniques
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Students and professionals in mathematics, physics, and engineering who are looking to deepen their understanding of solving ordinary differential equations using Fourier Transform techniques.

The_Sleeper
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Homework Statement


I am to solve an ODE using the Fourier Transform, however I am quite inexperienced in using this method so I'd like some advice:

fourier_ode.JPG

Homework Equations



a) The Fourier Transform

b) The Inverse Fourier Transform

The Attempt at a Solution



I started by applying the Fourier Transform to the equation, this gives me:

\mathrm{i} k \hat{f}(k) - 2\hat{f}(k) = \hat{\phi}(k)

I then solve for the transformed function:

\hat{f}(k) = \frac{\hat{\phi}(k)}{\mathrm{i}k-2}

At this point I want to invert this function in order to find the solution to the ODE:

f(x) = F^{-1}\left( \frac{\hat{\phi}(k)}{\mathrm{i}k-2} \right) = F^{-1}\left( \hat{\phi}(k) \right) F^{-1}\left( \frac{1}{\mathrm{i}k-2} \right) = \phi(x) F^{-1}\left( \frac{1}{\mathrm{i}k-2} \right)

This is where I'm a bit unsure of how to proceed. As I said in the beginning I'm quite inexperienced with this. So I am unsure if I have made any mistakes or wrong assumptions up till this point. How do I proceed with the inversion of the function?
 

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The_Sleeper said:
\hat{f}(k) = \frac{\hat{\phi}(k)}{\mathrm{i}k-2}

At this point I want to invert this function in order to find the solution to the ODE:

f(x) = F^{-1}\left( \frac{\hat{\phi}(k)}{\mathrm{i}k-2} \right) = F^{-1}\left( \hat{\phi}(k) \right) F^{-1}\left( \frac{1}{\mathrm{i}k-2} \right) = \phi(x) F^{-1}\left( \frac{1}{\mathrm{i}k-2} \right)

I think you're using an invalid property of Fourier transforms. If F^{-1} means the inverse Fourier transform, then it's not true that

F^{-1}(\hat{A}(k) \hat{B}(k)) = F^{-1}(\hat{A}(k)) F^{-1}(\hat{B}(k))

But you don't need that. You just need to compute \hat{\phi(k)} and then compute F^{-1}(\frac{\hat{\phi}(k)}{ik - 2})

\hat{\phi}(k) = \int \phi(x) e^{-ikx} dx = \int_0^{\infty} e^{-2x -ikx} dx

What is the value of that integral?
 
The_Sleeper said:

Homework Statement


I am to solve an ODE using the Fourier Transform, however I am quite inexperienced in using this method so I'd like some advice:

View attachment 222522

Homework Equations



a) The Fourier Transform

b) The Inverse Fourier Transform

The Attempt at a Solution



I started by applying the Fourier Transform to the equation, this gives me:

\mathrm{i} k \hat{f}(k) - 2\hat{f}(k) = \hat{\phi}(k)

I then solve for the transformed function:

\hat{f}(k) = \frac{\hat{\phi}(k)}{\mathrm{i}k-2}

At this point I want to invert this function in order to find the solution to the ODE:

f(x) = F^{-1}\left( \frac{\hat{\phi}(k)}{\mathrm{i}k-2} \right) = F^{-1}\left( \hat{\phi}(k) \right) F^{-1}\left( \frac{1}{\mathrm{i}k-2} \right) = \phi(x) F^{-1}\left( \frac{1}{\mathrm{i}k-2} \right)

This is where I'm a bit unsure of how to proceed. As I said in the beginning I'm quite inexperienced with this. So I am unsure if I have made any mistakes or wrong assumptions up till this point. How do I proceed with the inversion of the function?

You made a fatal error: if ##a(x)## and ##b(x)## have F.Ts ##A(k)## and ##B(k)## it is not the case that ##\text{F.T.}(a b) = A(k) B(k)##. In fact,
$$A(k) B(k) = \text{F.T.} (a \circ b )(k) = A(k) B(k), $$
where ##a \circ b## is the convolution of ##a(\cdot)## and ##b(\cdot)##:
$$(a \circ b) (x) = \int_{-\infty}^{\infty} a(x-y) b(y) \, dy.$$
 

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