AMATH 353

Partial Differential Equations and Waves

Weston Barger
Summer 2016
Homework 6
Due: Wednesday, August 10, 2016

1. Recall that for a continuous function on [–L, L], we define the Fourier series of f (x ) to be
∞
a0 X  nπx   nπx 
+ an cos + bn sin ,
2 L L
n=1

where
1 L 1 L
Z  nπx  Z  nπx 
an = f (x ) cos dx , bn = f (x ) sin dx ,
L –L L L –L L
for n = 1, 2, 3, · · ·. Parseval’s Theorem states that
∞
1 π 2
Z
1 X
f (x ) dx = a02 + an2 + bn2 . (0.1)
L –π 2
n=1

This theorem can be thought of as a kind of conservation of energy.

The Basel problem, first stated in 1644, is to determine to what value the series
∞
X 1
n2
n=1

converges. Euler’s solution of the Basel problem lauched him into fame in 1735 (he was 28 at the
time) when he provided a proof in which he manipulated Taylor series. Euler solved this problem in 3
different ways in his lifetime, and since mathematicians have continually provied for interesting, and
enlightening approaches to this same problem.

Let f (x ) = x on the interval [–π, π] and compute the Fourier series of f (x ). Then, use (0.1) to solve
the Basel problem.

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 Solution. One can see that f (x ) = x is an odd function. Therefore, an = 0 for n = 0, 1, 2, 3, · · ·. By
integration by parts we have

1 π 1 π cos(nx )
Z Z
1 x cos (nx ) π
bn = x sin(nx ) dx = –  + dx
π –π π n –π π –π n
2π cos(nπ)
=– +0
πn
2(–1)n
=–
n
Furthermore,

1 π 2 1 π 2 2π 2
Z Z
f (x ) dx = x dx = .
π –π π –π 3

By Parseval’s Theorem,
∞ ∞
2π 2 1 π 2
Z
a0 X  nπx   nπx  X 1
= f (x ) dx = + an cos + bn sin = 4 2.
3 π –π 2 L L n
n=1 n=1

Therefore,
∞
X 1 π2
2
= .
n 6
n=1

2. Let f (x ) and g(x ) be functions defined on R and let c1 , c2 ∈ R. Show that F is linear i.e.

F{c1 f (x ) + c2 g(x )} = c1 F{f (x )} + c2 F{g(x )}.

Solution. Note that

Z ∞
1
F{c1 f (x ) + c2 g(x )} = (c1 f (x ) + c2 g(x )) e i πx dx
2π
Z–∞
∞ Z ∞
1 1
= c1 f (x )e i πx dx + c2 g(x )e i πx dx
2π –∞ 2π –∞
Z ∞
c2 ∞
Z
c1 i πx
= f (x )e dx + g(x )e i πx dx
2π –∞ 2π –∞
= c1 F{f (x )} + c2 F{g(x )}.

3. Consider the problem

(
x ∈ (–∞, ∞), t ∈ (0, ∞)
ut = σuxx – γu, (0.2)
u(x , 0) = f (x )

We will see what effect the term –γu has on the solution.

(a) Show that the solution to (0.2) is the inverse Fourier transform of
2
U (ω, t ) = c(ω)e –(σω +γ)t , c(ω) = F{f (x )}. (0.3)

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 Solution. We know that

F {ut (x , t )} = U t (ω, t ), F {uxx (ω, t )} = (–i ω)2 U (ω, t ) = –ω 2 U (ω, t ), F {u(x , t )} = U (ω, t ).

Therefore, taking the Fourier transform of both sides of (0.2) yields

Ut (ω, t ) = –σω 2 U (ω, t ) – γU (ω, t ) = –(σω 2 + γ)U (ω, t ).

This is an ODE for U (ω, t ) in t . Solving this ODE gives

2
U (ω, t ) = c(ω)e –(σω +γ)t .

Note that

c(ω) = U (ω, 0) = F {u(x , 0)} = F {f (x )} .

Hence, the solution to (0.2) is the inverse Fourier transform of (0.3).

(b) Following the steps outlined in lecture 10, compute F–1 {U (ω, t )}. Your answer will involve an
integral. HINT: We have that F–1 {g(t )h(ω, t )} = g(t )F–1 {h(ω, t )}, since g(t ) does not depend
on the variable of integration ω.
Solution. Note that
2 2
U (ω, t ) = c(ω)e –(σω +γ)t = c(ω)e –σω t e –γt .

Therefore, (using the hint)

n 2
o n 2
o
F–1 U (ω, t ) = F–1 c(ω)e –σω t e –γt = e –γt F–1 c(ω)e –σω t .


Recalling that
r
–1 –σω 2 t π – x2
F {e }= e 4σt ,
σt
we see that (from lecture 10)
n 2
o
u(x , t ) = e –γt F–1 c(ω)e –σω t
Z ∞
–γt 2
=e c(ω)e –i ωx e –σω t dω
Z–∞∞ 1 Z ∞ 
–γt i ωy 2
=e f (y)e dy e –i ωx e –σω t dω
–∞ 2π
Z ∞ Z ∞–∞
1 2
= e –γt f (y)e –i ω(x –y) e –σω t dω dy
2π –∞ –∞
Z ∞ Z ∞ 
1 2
= e –γt f (y) e –i ω(x –y) e –σω t dω dy
2π –∞ –∞
Z ∞ r
π – (x –y)2

–γt 1
=e f (y) e 4σt dy
2π –∞ σt
Z ∞
1 (x –y)2
= e –γt f (y) √ e – 4σt dy.
–∞ 4πσt

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 (c) In one sentence, describe how the solution to the heat equation with convection (0.2) relates to
the standard heat equation, whose solution we saw in lecture 10.
Solution. The solution to (0.2) is exactly the solution to the standard heat equation IVP on R
except multiplied by a factor of e –γt .

4. Let F (ω) be the Fourier transform of f (x ) and let β be a constant. Show that
n o
F–1 e i βω F (ω) = f (x – β).

This result is known as the shift theorem.

Solution. Suppose that f (x ) = F–1 {F (ω)} i.e.
Z ∞
f (x ) = F (ω)e –ix ω dω.
–∞

Well,
Z ∞ Z ∞ n o
f (x – β) = F (ω)e –i (x –β)ω dω = F (ω)e i βω e –ix ω dω = F–1 e i βω F (ω) .
–∞ –∞

5. Consider the problem

(
x ∈ (–∞, ∞), t ∈ (0, ∞),
ut = σuxx + cux , (0.4)
u(x , 0) = f (x ).

This PDE is known as the heat equation with convection.

(a) Compute the Fourier transform of the PDE in (0.4).

Solution. We know that

F {ut (x , t )} = U t (ω, t ), F {uxx (ω, t )} = (–i ω)2 U (ω, t ) = –ω 2 U (ω, t ), F {ux (x , t )} = –i ωU (ω, t ).

Therefore, taking the Fourier transform of (0.4) gives

U t (ω, t ) = –σω 2 U (ω, t ) – icωU (ω, t ) = –(σω 2 + icω)U (ω, t ). (0.5)

(b) Solve the resulting ODE, including applying the initial condition.
Solution. The ODE in (0.5) is a first order ODE in U wrt t . Solving (0.5) gives
2
U (ω, t ) = c(ω)e –(σω +icω)t .

Note that

c(ω) = U (ω, 0) = F {u(x , 0)} = F {f (x )} .

Therefore,
2
U (ω, t ) = c(ω)e –(σω +icω)t , c(ω) = F {f (x )} .

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(c) Use the result in the previous exercise (i.e. the shift theorem) to compute the inverse Fourier
transform. Recall that when F{f (x )} = c(ω), we had
Z ∞
2 1 1 2
v (x , t ) = F–1 {c(ω)e –σω t } = f (y) √ e –(x –y) /(4σt ) dy. (0.6)
2π –∞ 4πσt
Solution. We can write
2 2
U (ω, t ) = c(ω)e –(σω +icω)t = c(ω)e –σω e i (–ct )ω .

With β = –ct , we apply the shift theorem to (0.6) to get

n 2
o
u(x , t ) = F–1 U (ω, t ) = F–1 c(ω)e –σω e i (–ct )ω

Z ∞
1 1 2
= f (y) √ e –((x +ct )–y) /(4σt ) dy.
2π –∞ 4πσt
Therefore, the cux term has an “advection effect.” That is, solutions are translated as they are
diffusing.