Solving ODE using Fourier Transform

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Discussion Overview

The discussion revolves around solving ordinary differential equations (ODEs) using Fourier transform techniques. Participants explore the correctness of proposed solutions, the application of convolution, and the implications of specific functions in the context of Fourier transforms. The conversation includes technical reasoning, mathematical derivations, and challenges related to convergence and the properties of solutions.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested
  • Homework-related

Main Points Raised

  • One participant presents a general solution involving a convolution integral and seeks validation for their approach.
  • Another participant questions the correctness of the proposed solution and requests the derivation steps, emphasizing the need for clarity on the Fourier transform definition used.
  • A participant provides a Fourier transform of both sides of the equation, leading to a convolution result, and asks for confirmation of correctness.
  • Concerns are raised about the square integrability of functions involved in the Fourier transform.
  • Some participants assert that the proposed homogeneous solution does not satisfy the corresponding homogeneous equation.
  • Discussions arise regarding the nature of roots in characteristic equations, with some participants clarifying the distinction between distinct and repeated roots.
  • Participants explore the implications of specific functions, such as f(x) = x^5, and question the convergence of integrals involving these functions.
  • Several participants engage in a discussion about the Fourier transform of products of functions and the application of the product rule in differentiation.
  • There is a transition from a second-order ODE to a first-order ODE, with participants discussing the separability of the new equation and the steps to solve it.

Areas of Agreement / Disagreement

Participants express differing views on the correctness of proposed solutions and the application of Fourier transform techniques. There is no consensus on the validity of the initial general solution, and multiple competing interpretations of the mathematical steps and properties of the functions involved are present throughout the discussion.

Contextual Notes

Participants reference specific mathematical properties and assumptions, such as square integrability and convergence tests, which remain unresolved. The discussion includes various mathematical derivations that depend on the definitions and formalism of the Fourier transform being used.

absolute76
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i have found the general solution which is,

u(x)= (C1 + C2x)e^ax + (1/2a)\int f(x-y) e^\left|y\right| dy<br /> <br /> is this correct??<br /> now, i just want your help to guide me for justifying f(x)=x^5...<br /> <br /> is that wrong if i solve the integration and just substitute the integral which is the range( infinity to negative infinity)??<br /> <br /> thank you...
 

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absolute76 said:
i have found the general solution which is,

u(x)= (C1 + C2x)e^ax + (1/2a)\int f(x-y) e^\left|y\right| dy<br /> <br /> is this correct??
<br /> That doesn&#039;t look correct. Could you show the work that led you to this result? Also, since there is no one agreed-upon definition of the Fourier transform, tell us what formalism you are using.<br /> <br /> I know just enough about Fourier transforms to be dangerous. I&#039;ve asked other homework helpers who are better versed than am I in Fourier transforms to jump in and help. Until then, show some work and try to think about the second part of the question.<br /> <br /> A hint for that: Are those functions square integrable?
 
I Fourier transform both sides and I get this:

u~(k) = 1/(k^2 + a^2) . f~(k)

From table,

1/(k^2 + a^2) = √(∏/2) (e^-a|x|/a)----> denotes this as g~(k)

u~(k) = g~(k)*f~(k) ----> applied convolution

After convolution, I get 1/2a ∫f(x-y) e^-a|y| dy ; range -∞<y<∞

Is it correct up until here??
 
D H said:
A hint for that: Are those functions square integrable?

can you explain in detail of what you mean by that??
 
You've correctly found the particular solution, u_p(x)=\frac{1}{2a}\int_{-\infty}^{\infty}f(x-y)e^{-a|y|}dy, (assuming a&gt;0) via Fourier Transform methods. But (c_1+c_2x)e^{ax} does not satisfy the homogeneous equation -\frac{d^2 u}{dx^2}+a^2u=0, and so it is not the correct homogeneous solution.
 
gabbagabbahey said:
You've correctly found the particular solution, u_p(x)=\frac{1}{2a}\int_{-\infty}^{\infty}f(x-y)e^{-a|y|}dy, (assuming a&gt;0) via Fourier Transform methods. But (c_1+c_2x)e^{ax} does not satisfy the homogeneous equation -\frac{d^2 u}{dx^2}+a^2u=0, and so it is not the correct homogeneous solution.

-d^2 u/dx^2 + a^u = 0

2nd order homogeneous eq.

-λ^2(e^ λx)+a^2e ^λx = 0
- λ^2+a^2=0
a^2= λ^2
a= λ ------- y=(c1+c2x)e^ax

is this wrong??
 
a^2=\lambda^2\implies a=\pm\lambda

You have two distinct roots, not one double root.
 
gabbagabbahey said:
a^2=\lambda^2\implies a=\pm\lambda

You have two distinct roots, not one double root.

oh issit that way?? i thought

a=(λ^2)^1/2

and will give us a=λ because we cancel the 2x(1/2)??
 
No, (-\lambda)^2=\lambda^2. You can't only take the positive root, and then claim that it is a repeated root. It's the exact same concept as solving the equation x^2=c; both x=\sqrt{c} and x=-\sqrt{c} are solutions.
 
  • #10
gabbagabbahey said:
a^2=\lambda^2\implies a=\pm\lambda

You have two distinct roots, not one double root.

oh sorry! my mistake!

i get it already!..thank you..

anyway I am aware that for the second part f(x)=x^5,

1/2a ∫(x-y)^5 e^-a|y| dy -∞<y<∞

right??

I am aware that i have to use convergence test..isn't it the same?

i have to integrate it and substitue the range?
 
  • #11
please correct me if I am wrong,

for f(x)=x^5

let say i take -∞<y<0 (first)

then i substitute inside---->∫(x-y)^5 e^-a|y| dy

y=0---> (x)^5 [(e^0)=1]

which give us when y=0 x^5

will this solution conclude that f(x)=x^5 is convergence??
 
  • #12
If u don’t mind, can I ask one more question..

2 d²u/dx² - x du/dx + u =0

For this question, I already Fourier transform both sides which give me,

u~(k)[-2k² - xik + 1]=0… but it is impossible if just u~(k)=0

do you have any idea of solving it?
 
  • #13
absolute76 said:
please correct me if I am wrong,

for f(x)=x^5

let say i take -∞<y<0 (first)

then i substitute inside---->∫(x-y)^5 e^-a|y| dy

y=0---> (x)^5 [(e^0)=1]

which give us when y=0 x^5

will this solution conclude that f(x)=x^5 is convergence??

That doesn't look like any convergence test I've ever seen.
 
  • #14
absolute76 said:
If u don’t mind, can I ask one more question..

2 d²u/dx² - x du/dx + u =0

For this question, I already Fourier transform both sides which give me,

u~(k)[-2k² - xik + 1]=0… but it is impossible if just u~(k)=0

do you have any idea of solving it?

F\left[x\frac{du}{dx}\right]\neq ikx\tilde{u}(k)

There is a rule that tells you how to take the FT of the product of x^n with any function...use that rule.
 
  • #15
gabbagabbahey said:
F\left[x\frac{du}{dx}\right]\neq ikx\tilde{u}(k)

There is a rule that tells you how to take the FT of the product of x^n with any function...use that rule.

u~[-2k² + 1] = i/2∏ [d/dk u~(k)]

I transfer, xu’ to the right side

It this correct??

doesnt [d/dk u~(k)] =iku~(k)

is the same?
 
Last edited:
  • #16
You're missing a factor of k and you don't need the 1/2\pi:

F\left[x\frac{du}{dx}\right]=i\frac{d}{dk}\left(F\left[\frac{du}{dx}\right]\right)=i\frac{d}{dk}\left[(ik)\tilde{u}(k)\right]=-k\frac{d\tilde{u}}{dk}
 
  • #17
gabbagabbahey said:
You're missing a factor of k and you don't need the 1/2\pi:

F\left[x\frac{du}{dx}\right]=i\frac{d}{dk}\left(F\left[\frac{du}{dx}\right]\right)=i\frac{d}{dk}\left[(ik)\tilde{u}(k)\right]=-k\frac{d\tilde{u}}{dk}

ok thank you!, so now i rearrange it,

u~(k)=(-k/-2k²+1)(du~/dk)
is this correct if i diffrentiate towards k on the right side?

that will give me u~(k)=2k³-4k²-k/(-2k²+1)²?
 
Last edited:
  • #18
Actually, I made an error in my previous post:

i\frac{d}{dk}\left[(ik)\tilde{u}(k)\right]\neq-k\frac{d\tilde{u}}{dk}[/itex]<br /> <br /> You will need to use the product rule to carry out the derivative.
 
  • #19
gabbagabbahey said:
Actually, I made an error in my previous post:

i\frac{d}{dk}\left[(ik)\tilde{u}(k)\right]\neq-k\frac{d\tilde{u}}{dk}[/itex]<br /> <br /> You will need to use the product rule to carry out the derivative.
<br /> <br /> <img src="https://cdn.jsdelivr.net/joypixels/assets/8.0/png/unicode/64/1f615.png" class="smilie smilie--emoji" loading="lazy" width="64" height="64" alt=":confused:" title="Confused :confused:" data-smilie="5"data-shortname=":confused:" /> error?<br /> <br /> error in which part??<br /> <br /> yes i got the answer of 2k³-4k²-k/(-2k²+1)² using...(u&#039;v-uv&#039;)/v² am i right??
 
  • #20
absolute76 said:
:confused: error?

error in which part??

\frac{d}{dk}\left(k\tilde{u}\right)\neq k\frac{d\tilde{u}}{dk}
 
  • #21
gabbagabbahey said:
Actually, I made an error in my previous post:

i\frac{d}{dk}\left[(ik)\tilde{u}(k)\right]\neq-k\frac{d\tilde{u}}{dk}[/itex]<br /> <br /> You will need to use the product rule to carry out the derivative.
<br /> <br /> &lt;br /&gt; i\frac{d}{dk}\left[(ik)\tilde{u}(k)\right]&lt;br /&gt;<br /> <br /> owk i think i got it, is it correct...i(iu~(k)-k²u~(k))<br /> <br /> that will give me -u~(k)+ik²u~(k)----&gt;u~(k)[-1+ik²]??<br /> <br /> owk how do i separate u~(k) so that it don&#039;t cancel each other(left and right side)??
 
  • #22
absolute76 said:
<br /> i\frac{d}{dk}\left[(ik)\tilde{u}(k)\right]<br />

owk i think i got it, is it correct...i(iu~(k)-k²u~(k))

No.

i\frac{d}{dk}\left[(ik)\tilde{u}\right]=-\frac{d}{dk}\left[k\tilde{u}\right]=-\left(\tilde{u}\frac{dk}{dk}+k\frac{d\tilde{u}}{dk}\right)=-\tilde{u}-k\frac{d\tilde{u}}{dk}

This is a basic application of the product rule.
 
  • #23
gabbagabbahey said:
No.

i\frac{d}{dk}\left[(ik)\tilde{u}\right]=-\frac{d}{dk}\left[k\tilde{u}\right]=-\left(\tilde{u}\frac{dk}{dk}+k\frac{d\tilde{u}}{dk}\right)=-\tilde{u}-k\frac{d\tilde{u}}{dk}

This is a basic application of the product rule.

Ok my mistake again,

so now the equation will be u~(k)[-2k²+2]=-k du~/dk

so u~(k)= [-k/(-2k²+2) du~/dk

Is it correct if i diffrentiate towards k on the right side?
 
  • #24
absolute76 said:
so now the equation will be u~(k)[-2k²+2]=-k du~/dk

so u~(k)= [-k/(-2k²+2) du~/dk

That's correct. So now you have a 1st order ODE to solve instead of the 2nd order one you started with. This one is separable:

\frac{d\tilde{u}}{\tilde{u}}=2\frac{k^2-1}{k}dk
 
  • #25
gabbagabbahey said:
That's correct. So now you have a 1st order ODE to solve instead of the 2nd order one you started with. This one is separable:

\frac{d\tilde{u}}{\tilde{u}}=2\frac{k^2-1}{k}dk

Owk now is this correct?

u~(k)=e^[(k²)-(2 ln k)]

...u~(k)=e^(k²)/e^(2 ln k)

then i transform it using the table?? right?
 
  • #26
absolute76 said:
Owk now is this correct?

u~(k)=e^[(k²)-(2 ln k)]

...u~(k)=e^(k²)/e^(2 ln k)

then i transform it using the table?? right?

Right. Although, I doubt your table will give you the inverse FT of this function, so you will probably want to use the convolution theorem with \tilde{g}(k)=\frac{1}{k^2}
 
  • #27
gabbagabbahey said:
Right. Although, I doubt your table will give you the inverse FT of this function, so you will probably want to use the convolution theorem with \tilde{g}(k)=\frac{1}{k^2}

ok, so if i want to find the general solution,

should i just let it be in terms of convolution plus the homogenous equation right?

that should be my final general solution.
 
  • #28
Right, although in this case, I think your second solution comes from solving u&#039;&#039;(x)=0 and xu&#039;-u=0[/tex]. which isn&#039;t really &quot;the homogeneous equation&quot;.
 
  • #29
gabbagabbahey said:
Right, although in this case, I think your second solution comes from solving u&#039;&#039;(x)=0 and xu&#039;-u=0[/tex]. which isn&#039;t really &quot;the homogeneous equation&quot;.
<br /> <br /> owh ok..i think i get it...<br /> anyway thanks a lot for your help!<br /> i really appreciate it..
 

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