Fourier Transformation of ODE

In summary: So, in order to invert the function, you need to compute ##\phi(x)## and then compute ##F^{-1}(\frac{\hat{\phi}(k)}{ik - 2})##.
  • #1
The_Sleeper
1
0

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:

[tex]\mathrm{i} k \hat{f}(k) - 2\hat{f}(k) = \hat{\phi}(k)[/tex]

I then solve for the transformed function:

[tex]\hat{f}(k) = \frac{\hat{\phi}(k)}{\mathrm{i}k-2}[/tex]

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

[tex]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) [/tex]

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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  • #2
The_Sleeper said:
[tex]\hat{f}(k) = \frac{\hat{\phi}(k)}{\mathrm{i}k-2}[/tex]

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

[tex]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) [/tex]

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

[itex]F^{-1}(\hat{A}(k) \hat{B}(k)) = F^{-1}(\hat{A}(k)) F^{-1}(\hat{B}(k))[/itex]

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

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

What is the value of that integral?
 
  • #3
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:

[tex]\mathrm{i} k \hat{f}(k) - 2\hat{f}(k) = \hat{\phi}(k)[/tex]

I then solve for the transformed function:

[tex]\hat{f}(k) = \frac{\hat{\phi}(k)}{\mathrm{i}k-2}[/tex]

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

[tex]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) [/tex]

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)##:
$$(a \circ b) (x) = \int_{-\infty}^{\infty} a(x-y) b(y) \, dy.$$
 

1. What is the Fourier transformation of ODE?

The Fourier transformation of ODE (ordinary differential equation) is a mathematical technique used to convert a differential equation from the time domain to the frequency domain. It allows us to analyze the behavior of a system in terms of its frequency components.

2. How does the Fourier transformation of ODE work?

The Fourier transformation of ODE works by decomposing a function into its frequency components. This is done by representing the function as a sum of sinusoidal functions with different frequencies and amplitudes. The resulting function in the frequency domain can then be used to solve the original differential equation.

3. What are the applications of Fourier transformation of ODE?

The Fourier transformation of ODE has various applications in physics, engineering, and other fields. It is commonly used in signal processing, image processing, and solving differential equations in electrical circuits, mechanical systems, and fluid dynamics.

4. What are the advantages of using Fourier transformation of ODE?

One of the main advantages of using Fourier transformation of ODE is that it reduces a complex differential equation into a simpler algebraic equation in the frequency domain. It also allows us to analyze a system's behavior in terms of its frequency components, which can provide valuable insights for solving real-world problems.

5. Are there any limitations to using Fourier transformation of ODE?

One limitation of using Fourier transformation of ODE is that it assumes the system is linear and time-invariant. Additionally, it may not work for all types of functions and may require special techniques for solving certain types of differential equations. It is important to carefully consider the assumptions and limitations before applying this technique to a problem.

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