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III Solution of pde’s using integral transforms Introduction Convolution theorem Application of Fourier Transforms, Sine and Cosine Transforms Application of Laplace Transforms 3.1 Introduction

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Introduction Integral transforms are used to: Simplify solutions by eliminating or reducing order of pde in a particular variable Offer physical insight into the problem Convolution (Faltung) theorems Type of transform depends on BC of problem

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Introduction General form for integral transform SF 95-104, 191-197 K(s,t) is the kernel of the transform which decides the type of transform. f(t) is transformed to F(s) Fourier transform (FT) and back transform FT suitable for BC where the dependent variable vanishes at Example: Find the FT of exp[-ax 2 ] Hint: Complete the square

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Introduction Fourier transforms of partial derivatives The first two results are obtained by integration by parts pde’s are transformed when integral transforms are applied to the pde and BC

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Introduction Example: FT the wave equation wrt x u tt – c 2 u xx = 0pde u(x,t) → 0 as x → BC u(x,0) = exp[-ax 2 ]IC U(k,t) = U(k,0)exp[–i t)] = ckode solution F[u tt ] – c 2 F[u xx ] = 0FT pde U''(k,t) + (ck) 2 U(k,t) = 0ode in t U(k,0) = F[exp(-ax 2 )] = FT IC u(x,t) = pde solution

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Sine and cosine transforms Definitions The choice of integral transform depends on BC. If we wish to solve a pde with boundaries at x = 0 and x → then sine and cosine transforms are appropriate.

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Sine and cosine transforms Transforms of partial derivatives These results are obtained using integration by parts to eliminate derivatives from the integrand

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3.2 Convolution Theorem Convolution (or resultant or Faltung) of f and g (f*g) is defined to be If a function u may be written Its inverse Fourier transform is the convolution of f and g. See Boas p 658 for a proof. Used for solving pde’s when we obtain a solution to a particular problem in terms of products of Fourier transforms

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Convolution Theorem Example

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3.3 Application of Fourier, sine and cosine transforms Example: Inhomogeneous BVP solved using finite sine transform SF pp193ff u tt = u xx + sin( x)0 < x < 1 0 < t < u( ,t) = 0 0 < t < u( ,t) = 0 u(x ) = 1 0 < x < 1 u t (x ) = 1 We require a finite integral transform for which BC are specified as u(t) (not u x (t), etc.)

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Application of Fourier, sine and cosine transforms Finite sine and cosine transforms Note that the range of integration is [0,L] (finite)

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Application of Fourier, sine and cosine transforms T ransforms of partial derivatives Note that BC enter as u(t) in S[u xx ] and as u x (t) in C[u xx ]. The specified BC determine which transform to choose.

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Application of Fourier, sine and cosine transforms Solving inhomogeneous BVP using finite sine transform 1.Transform pde 2.Transform IC 3.Solve resulting ode 4.Back transform BC involve u(t) rather than u x (t) so finite sine transform 1.Transform pde S[u tt ] = S[u xx ] + S[sin( x)] S n ''(t) = -(n ) 2 S n (t) + 2n [u(0,t) + (-1) n+1 u(1,t)] + S[sin( x)] = -(n ) 2 S n (t) + S[sin( x)] S[sin( x)] = 1n = 1 = 0 n = 2, 3, 4, …

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Application of Fourier, sine and cosine transforms Solving inhomogeneous BVP using finite sine transform 2. Transform IC S[u(x,0)] = S[1] S[u t (x,0)] = S[0] = 0 n = 1, 2, 3, …

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Application of Fourier, sine and cosine transforms Solving inhomogeneous BVP using finite sine transform 3. Solve resulting ode S n ''(t) + (n ) 2 S n (t) = 1 n = 1ode = 0 n = 2, 3, 4,.. S n '(t) = 0 n = 1, 2, 3, … IC

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Application of Fourier, sine and cosine transforms Solving inhomogeneous BVP using finite sine transform S 1 (t) = A cos( t) + -2 S n (t) = 0n = 2, 4, 6, … solution S n (t) = 4 (n -1 cos(n t) n = 3, 5, 7, … S 1 (0) = A + -2 = 4 A = (4 – 1) S n (0) = 0n = 2, 4, 6, … IC satisfied S n (0) = 4 (n -1 n = 3, 5, 7, … S 1 '(0) = -A sin( 0) = 0 S n '(0) = 0n = 2, 4, 6, … IC satisfied S n '(0) = -4 sin(n 0) = 0 n = 3, 5, 7, … ode satisfied S n ''(t) + (n ) 2 S n (t) = -A 2 cos( t) + A 2 cos( t) + n = 1 = -4n cos(n t) + 4n cos(n t) n = 3, 5,

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Application of Fourier, sine and cosine transforms Solving inhomogeneous BVP using finite sine transform 4. Back transform

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3.4 Application of Laplace transforms The Laplace transform is defined by ant the inverse Laplace transform by This is an integral in the complex plane. For our purposes it will be sufficient to use tables of Laplace transforms to find the inverse Laplace transform.

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Application of Laplace transforms Laplace transforms of partial derivatives

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Summary of Integral Transforms KernelBoundary ConditionsRestrictions exp(ikx)No FT exists for many functions sin(kx)u(0,t) = f(t)PDE must have no 1 st order derivatives wrt x cos(kx)u x (0,t) = f(t)PDE must have no 1 st order derivatives wrt x finite sineu(0,t), u(L,t)no mixed BC finite cosineu x (0,t), u x (L,t)no mixed BC exp(-st)u(0,t), u x (0,t)u(x,t) does not grow faster than exponentially BC can be mixed for t>T

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