Using Fourier Transform to Solve ODE with Initial Conditions

In summary, the conversation discusses using the Fourier transform to solve the ode y''(t) = f(t), y(0)=0, y'(0)=0. It is shown that the Fourier transform of -1/w^2 is tsgn(t), which can be used to compute the convolution integral. There is also a discussion about using the properties of Fourier transform to solve the problem and the suggestion to use Laplace transform instead.
  • #1
ondine4
4
3
Hi, let's take this ode:
y''(t) = f(t),y(0)=0, y'(0)=0.
using the FT it becomes:
-w^2 Y(w) = F(w)
Y(w)=( -1/w^2 )F(w)

so i can say that -1/w^2 is the Fourier transorm of the green's function(let's call it G(w)).
then
y(t) = g(t) * f(t)
where
g(t) = F^-1 (G(w))
(inverse Fourier transorm)
how can i solve the integral to find g(t)?
if f(t)=0 for t<0 and f(t)=1 for t>=0 how can i say that y(t)= 1/2t^2?
 
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  • #2
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  • #3
First of all thank you for the answer :)
My problem is that i don't know why the inverse Fourier tranform of -1/w^2 is tsgn(t).
using the definition of inverse Fourier transform I have to calculate an integral from -infinity to +infinity of a function that has some issue in w=0.
I can use Jordan's lemma and the residue theorem but w=0 lies on the integration's curve and it's a second order pole.. how can i overcome this problem?
 
  • #4
Don't use the definition of inverse Fourier transform. Use the properties of Fourier transform. We know that the Fourier transform of sgn(t) is ##\frac{1}{iw}## (you can prove this by the definition of Fourier transform). Therefore by a known property of Fourier transform (property 107 here https://en.wikipedia.org/wiki/Fourier_transform#Tables_of_important_Fourier_transforms)

it follows that the Fourier transform of ##t~sgn(t)## will be

##i\frac{d}{dw}(\frac{1}{iw})=-\frac{1}{w^2}##
 
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  • #5
Thank you very much, this is a very simple and smart method to calculate some Fourier transforms :) i will keep that in mind.
 
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  • #6
If you are using the Fourier transform to solve this kind of problem then you need to be a little more careful. The solution of
[tex]
-\omega^2 Y(\omega) = F(\omega)
[/tex]
is
[tex]
Y(\omega) = - \frac{1}{\omega^2} F(\omega) + a \, \delta(\omega) + b \, \delta^\prime(\omega),
[/tex]
where ##a## and ##b## are arbitrary constants that you determine by using your initial conditions.

By the way, the Laplace transform is a more straightforward way of solving these kind of problems, in my opinion.

Jason
 
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  • #7
Thank you :) yes i know that i have to add the solution of the associated homogeneus equation to find the complete solution..I wanted to use ft to solve this ode because i haven't studied laplace transform yet, thanks for the advice!
 
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1. What is an ode using Fourier Transform?

An ode (ordinary differential equation) using Fourier Transform is a mathematical method for solving differential equations by converting them into algebraic equations using the Fourier Transform. This allows for easier and more efficient calculation of solutions to complex differential equations.

2. How does the Fourier Transform work?

The Fourier Transform is a mathematical tool that decomposes a function into its individual frequency components. It uses complex numbers to represent the amplitude and phase of each frequency component. This allows for the representation of a function in the frequency domain, making it easier to analyze and manipulate.

3. What are the advantages of using Fourier Transform in ode?

The use of Fourier Transform in ode has several advantages. It allows for the transformation of a differential equation into an algebraic equation, making it easier to solve. It also makes it possible to solve complex differential equations that may not have a closed-form solution. Additionally, it can be used to analyze the behavior of a system over time, providing valuable insights into the dynamics of the system.

4. Are there any limitations to using Fourier Transform in ode?

While Fourier Transform is a powerful tool, it does have some limitations when used in ode. It may not be suitable for solving certain types of differential equations, such as those with discontinuous or non-periodic functions. Additionally, it may require advanced mathematical knowledge and computational resources to accurately calculate the solutions.

5. How is Fourier Transform used in real-world applications?

Fourier Transform has a wide range of applications in various fields, including physics, engineering, and signal processing. It is used to analyze signals and data, such as sound waves, electrical signals, and images. It is also used in the design of filters and in solving differential equations in physics and engineering problems.

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