Solving a simple second order PDE, do I need the Fourier?

In summary: So I suspect there is a follow-up question...In summary, the conversation involves solving a second order differential equation with a steady-state and general solution. The person first finds the general solution by finding the characteristic equation and using imaginary roots. Then, they find the steady-state solution using the Fourier series. They make a mistake in their calculations, but eventually arrive at the correct solution. They also mention the possibility of using a simpler form for the steady-state solution.
  • #1
Emspak
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1
Solving a "simple" second order PDE, do I need the Fourier?

Homework Statement



The problem as given:

[itex]y'' + 2y' + 5y = 10\cos t[/itex]

We want to find the general solution and the steady-state solution. We're using [itex]\mu y'' + c y' + k y = F(t)[/itex] as our general form.

OK, so I first want the general solution to the 2nd order DE. That should be easy: the characteristic equation is [itex]\lambda^2 + 2\lambda + 5[/itex] and it has imaginary roots at [itex]-1 \pm \sqrt{-4}[/itex] which is [itex]-1\pm 2i[/itex].

So the general solution should be [itex]y=C_1e^{-t} \cos 2t + C_2e^{-t}\sin 2t[/itex]

The steady state solution is given by the Fourier series [itex]y_p(t) = \alpha_0 + \sum_{n=0}^\infty \left( \alpha_n\cos \frac{n\pi}{p} t + \beta_n \sin \frac {n\pi}{p}t\right)[/itex]

But we needn't be that complicated, it seems to me, since could try looking for solutions in the form of [itex]y_p = A \sin t + B \cos t[/itex].

We differentiate and we get [itex]y_p' = A \cos t - B \sin t[/itex] and [itex]y_p'' = -A \sin t - B \cos t[/itex].

Substitute in [itex]y_p[/itex] to the original equation. We get [tex]-A \sin t - B \cos t + 2(A \cos t - B \sin t)+ 5(A \sin t + B \cos t) = 10 \cos t[/tex]

And simplifying we have

[tex](4A - 2B) \sin t - (4B+ 2A) \cos t = 10 \cos t[/tex]

And that leaves us with [itex](4A - 2B) = 0[/itex] and [itex](-4B - 2A) = 10[/itex]. Solving for both we get [itex]B = -2[/itex] and [itex]A =-1[/itex].

So the steady state solution is

[tex]y=C_1e^{-t} \cos 2t + C_2e^{-t}\sin 2t - \sin t - 2 \cos t [/tex]Now here's the part where everyone tells me I messed this up :-) I just feel I have done something way off here. But it seems ok... I just wonder if I should have been following through on the whole theorem in the text that says how to solve equations like this, which is much more complex but presumably would yield the same answer.

Anyhow, thanks for bearing with me.
 
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  • #2
It's what I would have done.
[edit: I'd have probably made some algebra errors too :) ]

Though sometimes you are provided with exercises which can be done a simple way, then asked to do it the complicated way, in order to give you practice at doing it the complicated way... for when you have a harder problem.
 
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  • #3
Emspak said:
But we needn't be that complicated, it seems to me, since could try looking for solutions in the form of [itex]y_p = A \sin t + B \cos t[/itex].

We differentiate and we get [itex]y_p' = A \cos t - B \sin t[/itex] and [itex]y_p'' = -A \sin t - B \cos t[/itex].

Substitute in [itex]y_p[/itex] to the original equation. We get [tex]-A \sin t - B \cos t + 2(A \cos t - B \sin t)+ 5(A \sin t + B \cos t) = 10 \cos t[/tex]

And simplifying we have

[tex](4A - 2B) \sin t - (4B+ 2A) \cos t = 10 \cos t[/tex]

You made a mistake. It should be

[tex](4A - 2B) \sin t + (4B+ 2A) \cos t = 10 \cos t[/tex]


Emspak said:
So the steady state solution is

[tex]y=C_1e^{-t} \cos 2t + C_2e^{-t}\sin 2t - \sin t - 2 \cos t [/tex]

That is the general solution if you correct your mistakes with the signs.
The steady-state solution (particular solution) is yp = sint+2cost. The general solution is the sum of the general solution of the homogeneous equation and the particular solution yp.

ehild
 
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  • #4
@Simon Bridge -- yeah when I tried going through the whole process with the "complicated" method -- essentially following through this set of formulas --

$$\alpha_n = \frac{A_n a_n - B_nb_n}{A_n^2+B_n^2},\ A_n = k-\mu\left(\frac{n\pi}{p}\right)^2, \beta_n = \frac{A_n b_n + B_na_n}{A_n^2+B_n^2},\ A_n = k-\mu\left(\frac{n\pi}{p}\right)^2$$

and when i went through the whole routine to get the other Fourier coefficients I got a solution in terms of sin and cos but it was kind'a messy.

@echild -- thanks - I keep getting confused between which solution is which. Stupid of me.
 
  • #5
Also, contrary to the title of this thread, you have an ODE, not a PDE.
 
  • #6
well, it's in a PDE text :-) Asmar as it happens.
 

1. Do I need to know the Fourier transform to solve a simple second order PDE?

No, knowing the Fourier transform is not necessary to solve a simple second order PDE. There are other methods such as separation of variables and the method of characteristics that can also be used.

2. What is the advantage of using the Fourier transform to solve a second order PDE?

The Fourier transform can be advantageous in some cases because it allows for the transformation of the PDE into an ordinary differential equation, which can be easier to solve. It also allows for the use of properties such as linearity and convolution to simplify the solution process.

3. Can the Fourier transform be used for any type of second order PDE?

No, the Fourier transform is most commonly used for linear PDEs with constant coefficients. It may not be applicable for nonlinear PDEs or those with variable coefficients.

4. How does the use of the Fourier transform affect the boundary conditions of the PDE?

The Fourier transform can change the boundary conditions from being specified in terms of space to being specified in terms of frequency. This can sometimes make it easier to solve the PDE, but it may also require additional steps to transform the solution back to the original space domain.

5. Are there any limitations to using the Fourier transform to solve a second order PDE?

Yes, the Fourier transform may not always provide an exact solution and may only be able to give an approximate solution. It also may not be suitable for PDEs with discontinuous boundary conditions or solutions that are not smooth.

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