Fourier Best Notes Mod2 Lect9

Mathematics - III
Module - II :: Lecture - 9
Dr. H. K. Patel
Department of Mathematics
Ujjain Engineering College, Ujjain
July - December’ 2020
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Dr. H. K. Patel Mathematics - IIIModule - II :: Lecture - 9
Fourier Transforms:
Partial Differential Equations
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1. Use of Fourier Transforms
We will illustrate the use of a Fourier

transform to solve the problem on a half-line.
On the half-line, we can try a Fourier sine or
a Fourier cosine transform of u(x, t). The
choice depends on the operational rules for
these transforms.
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The cosine transform requires that we know
something about the derivative (with respect
to x) of u at x = 0, while the sine transform
requires information about the function itself
at x = 0.
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2. FT of derivatives
We have already proved the following results
in the previous lectures:
Fc {f 0(t)} = ωFs (ω) − f (0).
Fs {f 0(t)} = −ωFc (ω)
Fc {f 00(t)} = −ω 2Fc (ω) − f 0(0)
Fs {f 00(t)} = −ω 2Fs (ω) + ωf (0)

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NOTATIONS: Let u(x, t) be a function of x
and t. Then
Fourier cosine Transform with respect to
x will be denoted by Uc (ω, t).
Fourier sine Transform with respect to x
will be denoted by Us (ω, t).
Fourier cosine Transform with respect to
t will be denoted by Uc (x, ω).
Fourier sine Transform with respect to t
will be denoted by Us (x, ω).
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Transforms of u (x , t ) and its derivatives:

∂u
I Fc = ωUs (ω, t) − u(0, t)
∂x
2
∂ u
I Fc 2
= −ω 2Uc (ω, t) − ux (0, t)
∂x

∂u d
I Fc = Uc (ω, t)
∂t dt
2
∂ u d2
I Fc = 2 Uc (ω, t)
∂t 2 dt
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∂u
I Fs = −ωUc (ω, t)
∂x
∂ 2u

2
I Fs = −ω Us (ω, t) − ωu(0, t)
∂x 2

∂u d
I Fs = Us (ω, t)
∂t dt
2
∂ u d2
I Fs = 2 Us (ω, t)
∂t 2 dt
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3. Two Useful Fourier Transforms
It is a straightforward exercise in integration
by parts to show that Fourier sine and cosine
transforms of f (x) = e −bx , x > 0, b > 0 are,
in turn,
Z ∞
ω
Fs {e −bx } = e −bx sin ωxdx = 2
0 b + ω2
Z ∞
b
Fc {e −bx } = e −bx cos ωxdx = 2
0 b + ω2
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Another way to quickly obtain (and
remember) these two results is to identify the
two integrals with the more familiar Laplace
transform. With the symbols x, b, and ω
playing the part of t, s, and a, respectively.
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4. Examples
Example 1 The steady-state temperature in
a semi-infinite plate is determined from
∂ 2u ∂ 2u
+ = 0, 0 < x < π, y > 0
∂x 2 ∂y 2
u(0, y ) = 0, u(π, y ) = e −y , y > 0

∂u
= 0, 0 < x < π
∂y y =0
Solve for u(x, y ). 11/ 28
Solution: The domain of the variable y and
the prescribed condition at y = 0 indicate
that the Fourier cosine transform is suitable
for the problem. Let
Fc {u(x, y )} = Uc (x, ω). Taking Fourier
cosine transform with respect to y , of the
given equation, we get
2 2
∂ u ∂ u
Fc + F c = Fc (0).
∂x 2 ∂y 2
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d2
⇒ 2 Uc (x, ω) − ω 2Uc (x, ω) − uy (x, 0) = 0.
dx
d2
⇒ 2 Uc (x, ω) − ω 2Uc (x, ω) = 0.
dx
Since the domain of x is a finite interval, we
choose to write the solution of the ordinary
differential equation as
Uc (x, ω) = c1 cosh ωx + c2 sinh ωx.

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Applying Fourier cosine transform to the
boundary conditions, we get
1
Uc (0, ω) = 0, and Uc (π, ω) = .
1 + ω2
Applying these conditions, we get
1
c1 = 0 and c2 =
(1 + ω 2) sinh ωπ
Therefore,
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sinh ωx
Uc (x, ω) = .
(1 + ω 2) sinh ωπ
Taking inverse Fourier cosine transform, we
get
2 ∞
Z
sinh ωx
u(x, y ) = cos ωyd ω.
π 0 (1 + ω 2) sinh ωπ

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Example 2 Solve the wave equation
∂ 2y ∂ 2y
= 9 2 , 0 ≤ x < ∞, t > 0
∂t 2 ∂x
such that y (0, t) = 0 for t ≥ 0 and

x(1 − x), 0 ≤ x ≤ 1
y (x, 0) =
0, x >1

∂y
= 0.
∂t t=0
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Solution: Since we are given that
y (0, t) = 0, this is the kind of information
we have, so choose the sine transform.
Taking Fourier sine transform with respect to
x, of the wave equation, we get
2 2
∂ y ∂ y
Fs = 9F s
∂t 2 ∂x 2
d2
⇒ 2 Ys (ω, t) = 9[−ω 2Ys (ω, t) − ωy (0, t)].
dt
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d2
⇒ 2 Ys (ω, t) + 9ω 2Ys (ω, t) = 0.
dt
This is a differential equation for Ys (ω, t)
with t as the variable. The general solution is
Ys (ω, t) = A cos(3ωt) + B sin(3ωt).
d
⇒ Ys (ω, t) = −3Aω sin(3ωt)+3Bω cos(3ωt)
dt
Therefore
d
3Bω = Ys (ω, 0) = 0.
dt 18/ 28
So, B = 0. Thus
Ys (ω, t) = A cos(3ωt).
⇒ A = Ys (ω, 0) = Fs {y (x, 0)}
Z 1
= x(1 − x) sin ωxdx
0
2 − ω sin ω − 2 cos ω
=
ω3
Therefore,

2 − ω sin ω − 2 cos ω
Ys (ω, t) = cos(3ωt).
ω3
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Taking the inverse Fourier sine transform, we
get
Z ∞
2 2 − ω sin ω − 2 cos ω
y (x , t ) = cos(3ω t ) sin(ω x )d ω
π 0 ω3
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Example 3 Use a Fourier transform on the
half-line to solve the problem
∂u ∂ 2u
= 2 − tu, x > 0, t > 0
∂t ∂x
where u(0, t) = 0 for t > 0, and
u(x, 0) = xe −x for x > 0.
Solution: Since we are given that
y (0, t) = 0, this is the kind of information
we have, so choose the sine transform.
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Taking Fourier sine transform with respect to
x, of the given equation, we get
d
Us (ω, t) = [−ω 2Us (ω, t)−ωu(0, t)]−tU(ω, t).
dt
Applying the given condition, we get
d
Us (ω, t) = −(ω 2 + t)Us (ω, t).
dt
Integrating, we get
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2 t+t 2 /2)
Us (ω, t) = Ae −(ω
Where, A is an arbitrary constant. Therefore,
A = Us (ω, 0). So
A = Us (ω, 0) = Fs {u(x, 0)} = Fs {xe −x }.
2ω
=
(1 + ω 2)2
Thus
2ω −(ω 2 t+t 2 /2)
Us (ω, t) = e
(1 + ω 2)2
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Taking the inverse Fourier sine transform, we
get
2 ∞
Z
2ω 2 2
u (x , t ) = 2 2
e −(ω t +t /2) sin ω xd ω
π 0 (1 + ω )
4 ∞
Z
ω 2 2
= 2 2
e −(ω t +t /2) sin ω xd ω
π 0 (1 + ω )
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5. Exercises
1 Use a Fourier transform on the half-line
to solve the problem
∂u ∂ 2u
= k 2 , x > 0, t > 0
∂t ∂x
u(0, t) = 0 for t > 0; u(x, 0) = f (x) for
x > 0, where
(a) f (x) = e−αx , α any positive constant.
x, 0 ≤ x ≤ 2
(b) f (x) =
0, x > 2.
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2 Solve the problem for wave equation
∂ 2y 2
2∂ y
=c
∂t 2 ∂x 2
on the half-line for the given c, initial
position f and initial velocity g , by using
an appropriate Fourier transform.
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(a) c = 3, f (x) = 0, and

 0, 0 ≤ x ≤ 4
g (x) = 2, 4 < x ≤ 11
0, x > 11.

(b) c = 6, f (x) = −2e −x , and g (x) = 0.
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”THANKS”
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Mathematics - III

July - December’ 2020

We will illustrate the use of a Fourier

Fc {f 0(t)} = ωFs (ω) − f (0).

Fs {f 0(t)} = −ωFc (ω)

Fc {f 00(t)} = −ω 2Fc (ω) − f 0(0)

Fs {f 00(t)} = −ω 2Fs (ω) + ωf (0)

Uc (x, ω) = c1 cosh ωx + c2 sinh ωx.

(b) c = 6, f (x) = −2e −x , and g (x) = 0.

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