Solve ODE using Fourier series.
$begingroup$
I have that
$$f(x)=frac{4}{3}+frac{2}{pi^2}sum_{ninmathbb{Z}}frac{(-1)^n(1+ipi
n)}{n^2}e^{ipi n x}, quad nneq0tag1$$
and I want to find a 2-periodic function $y(x)$ that solves the
following diff-equation
$$2y''-y'-y=f(x).tag{2}$$
Since $(1)$ is a linear ODE I know that it's solution is of the form $y(x)=y_h+y_p.$ Finding $y_h$ is trivial and done by solving the characteristic equation. I found it to be $y_h=C_1e^x+C_2e^{-x/2}.$
For $y_p$, I need to use $f(x)$ somehow, I could not find any good example in the book on how to do this. I only found one video on youtube but it does not really seem to be that similar to my problem.
I want to follow the answer in this thread but I can't seem to grasp the mechanics of what he means. Can someone show me how to go about this?
ordinary-differential-equations fourier-analysis fourier-series
$endgroup$
add a comment |
$begingroup$
I have that
$$f(x)=frac{4}{3}+frac{2}{pi^2}sum_{ninmathbb{Z}}frac{(-1)^n(1+ipi
n)}{n^2}e^{ipi n x}, quad nneq0tag1$$
and I want to find a 2-periodic function $y(x)$ that solves the
following diff-equation
$$2y''-y'-y=f(x).tag{2}$$
Since $(1)$ is a linear ODE I know that it's solution is of the form $y(x)=y_h+y_p.$ Finding $y_h$ is trivial and done by solving the characteristic equation. I found it to be $y_h=C_1e^x+C_2e^{-x/2}.$
For $y_p$, I need to use $f(x)$ somehow, I could not find any good example in the book on how to do this. I only found one video on youtube but it does not really seem to be that similar to my problem.
I want to follow the answer in this thread but I can't seem to grasp the mechanics of what he means. Can someone show me how to go about this?
ordinary-differential-equations fourier-analysis fourier-series
$endgroup$
1
$begingroup$
Write the solution in its series form and plug it into the ODE to obtain a system of algebraic equations in terms of the Fourier coefficients. You already have $f$ in series form so this should be fairly straightforward
$endgroup$
– Dylan
Jan 24 at 12:02
$begingroup$
@Dylan - How do I write the solution in series form if I don't know the solution yet?
$endgroup$
– Parseval
Jan 24 at 12:34
$begingroup$
You write it as an unknown series, and derive the coefficients from the resulting equations. See my answer.
$endgroup$
– Dylan
Jan 24 at 13:00
add a comment |
$begingroup$
I have that
$$f(x)=frac{4}{3}+frac{2}{pi^2}sum_{ninmathbb{Z}}frac{(-1)^n(1+ipi
n)}{n^2}e^{ipi n x}, quad nneq0tag1$$
and I want to find a 2-periodic function $y(x)$ that solves the
following diff-equation
$$2y''-y'-y=f(x).tag{2}$$
Since $(1)$ is a linear ODE I know that it's solution is of the form $y(x)=y_h+y_p.$ Finding $y_h$ is trivial and done by solving the characteristic equation. I found it to be $y_h=C_1e^x+C_2e^{-x/2}.$
For $y_p$, I need to use $f(x)$ somehow, I could not find any good example in the book on how to do this. I only found one video on youtube but it does not really seem to be that similar to my problem.
I want to follow the answer in this thread but I can't seem to grasp the mechanics of what he means. Can someone show me how to go about this?
ordinary-differential-equations fourier-analysis fourier-series
$endgroup$
I have that
$$f(x)=frac{4}{3}+frac{2}{pi^2}sum_{ninmathbb{Z}}frac{(-1)^n(1+ipi
n)}{n^2}e^{ipi n x}, quad nneq0tag1$$
and I want to find a 2-periodic function $y(x)$ that solves the
following diff-equation
$$2y''-y'-y=f(x).tag{2}$$
Since $(1)$ is a linear ODE I know that it's solution is of the form $y(x)=y_h+y_p.$ Finding $y_h$ is trivial and done by solving the characteristic equation. I found it to be $y_h=C_1e^x+C_2e^{-x/2}.$
For $y_p$, I need to use $f(x)$ somehow, I could not find any good example in the book on how to do this. I only found one video on youtube but it does not really seem to be that similar to my problem.
I want to follow the answer in this thread but I can't seem to grasp the mechanics of what he means. Can someone show me how to go about this?
ordinary-differential-equations fourier-analysis fourier-series
ordinary-differential-equations fourier-analysis fourier-series
edited Jan 24 at 12:08
Dylan
13.6k31027
13.6k31027
asked Jan 24 at 11:55
ParsevalParseval
2,9881719
2,9881719
1
$begingroup$
Write the solution in its series form and plug it into the ODE to obtain a system of algebraic equations in terms of the Fourier coefficients. You already have $f$ in series form so this should be fairly straightforward
$endgroup$
– Dylan
Jan 24 at 12:02
$begingroup$
@Dylan - How do I write the solution in series form if I don't know the solution yet?
$endgroup$
– Parseval
Jan 24 at 12:34
$begingroup$
You write it as an unknown series, and derive the coefficients from the resulting equations. See my answer.
$endgroup$
– Dylan
Jan 24 at 13:00
add a comment |
1
$begingroup$
Write the solution in its series form and plug it into the ODE to obtain a system of algebraic equations in terms of the Fourier coefficients. You already have $f$ in series form so this should be fairly straightforward
$endgroup$
– Dylan
Jan 24 at 12:02
$begingroup$
@Dylan - How do I write the solution in series form if I don't know the solution yet?
$endgroup$
– Parseval
Jan 24 at 12:34
$begingroup$
You write it as an unknown series, and derive the coefficients from the resulting equations. See my answer.
$endgroup$
– Dylan
Jan 24 at 13:00
1
1
$begingroup$
Write the solution in its series form and plug it into the ODE to obtain a system of algebraic equations in terms of the Fourier coefficients. You already have $f$ in series form so this should be fairly straightforward
$endgroup$
– Dylan
Jan 24 at 12:02
$begingroup$
Write the solution in its series form and plug it into the ODE to obtain a system of algebraic equations in terms of the Fourier coefficients. You already have $f$ in series form so this should be fairly straightforward
$endgroup$
– Dylan
Jan 24 at 12:02
$begingroup$
@Dylan - How do I write the solution in series form if I don't know the solution yet?
$endgroup$
– Parseval
Jan 24 at 12:34
$begingroup$
@Dylan - How do I write the solution in series form if I don't know the solution yet?
$endgroup$
– Parseval
Jan 24 at 12:34
$begingroup$
You write it as an unknown series, and derive the coefficients from the resulting equations. See my answer.
$endgroup$
– Dylan
Jan 24 at 13:00
$begingroup$
You write it as an unknown series, and derive the coefficients from the resulting equations. See my answer.
$endgroup$
– Dylan
Jan 24 at 13:00
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
A $2$-periodic function has the form
$$ y(x) = c_0 + sum_{n=pm 1}^{pminfty} c_n e^{inpi x} $$
where $c_n$ are unknown coefficients. Plug this expression into the ODE (differentiating term-wise)
$$ 2y'' - y' - y = - c_0 - sum_{n=pm1}^{pminfty} (n^2pi^2 + inpi + 1)c_n e^{inpi x} $$
Comparing coefficients gives
begin{align}
-c_0 &= frac43 \
-(n^2pi^2+inpi+1)c_n &= frac{2}{pi^2}(-1)^n frac{1+inpi}{n^2}
end{align}
The homogeneous solution is not periodic so it isn't needed.
$endgroup$
$begingroup$
This is great, thank you! I have a question, what is meant by "2-periodic"? and how does one see that the substitution for $y(x)$ is 2-periodic?
$endgroup$
– Parseval
Jan 24 at 14:32
$begingroup$
$2$-periodic means it has a period of $2$, i.e. $y(x+2)=y(x)$. How did you obtain the Fourier series of $f(x)$ in your earlier question? How did you know it has terms in $e^{inpi x}$? How did you get through that question without knowing what it means?
$endgroup$
– Dylan
Jan 24 at 14:45
$begingroup$
Okay, maybe my question was a bit misleading. I know what periodicity refers to, however in my book it says that one can express a function $f$ on the form $$f(x)=sum_{-infty}^{infty}c_n e^{i n x},$$ so I'm wondering why you substituted $$y(x)=c_0+sum_{-infty}^{infty}c_ne^{inpi x}.$$ Why do you latch on the $c_0$ when they excluded it in my book?
$endgroup$
– Parseval
Jan 24 at 14:56
1
$begingroup$
The first series does include a constant term. What is $e^{inx}$ when $n=0$?
$endgroup$
– Dylan
Jan 24 at 15:03
$begingroup$
Ok I got it now! Thanks.
$endgroup$
– Parseval
Jan 24 at 15:08
add a comment |
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3085787%2fsolve-ode-using-fourier-series%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
A $2$-periodic function has the form
$$ y(x) = c_0 + sum_{n=pm 1}^{pminfty} c_n e^{inpi x} $$
where $c_n$ are unknown coefficients. Plug this expression into the ODE (differentiating term-wise)
$$ 2y'' - y' - y = - c_0 - sum_{n=pm1}^{pminfty} (n^2pi^2 + inpi + 1)c_n e^{inpi x} $$
Comparing coefficients gives
begin{align}
-c_0 &= frac43 \
-(n^2pi^2+inpi+1)c_n &= frac{2}{pi^2}(-1)^n frac{1+inpi}{n^2}
end{align}
The homogeneous solution is not periodic so it isn't needed.
$endgroup$
$begingroup$
This is great, thank you! I have a question, what is meant by "2-periodic"? and how does one see that the substitution for $y(x)$ is 2-periodic?
$endgroup$
– Parseval
Jan 24 at 14:32
$begingroup$
$2$-periodic means it has a period of $2$, i.e. $y(x+2)=y(x)$. How did you obtain the Fourier series of $f(x)$ in your earlier question? How did you know it has terms in $e^{inpi x}$? How did you get through that question without knowing what it means?
$endgroup$
– Dylan
Jan 24 at 14:45
$begingroup$
Okay, maybe my question was a bit misleading. I know what periodicity refers to, however in my book it says that one can express a function $f$ on the form $$f(x)=sum_{-infty}^{infty}c_n e^{i n x},$$ so I'm wondering why you substituted $$y(x)=c_0+sum_{-infty}^{infty}c_ne^{inpi x}.$$ Why do you latch on the $c_0$ when they excluded it in my book?
$endgroup$
– Parseval
Jan 24 at 14:56
1
$begingroup$
The first series does include a constant term. What is $e^{inx}$ when $n=0$?
$endgroup$
– Dylan
Jan 24 at 15:03
$begingroup$
Ok I got it now! Thanks.
$endgroup$
– Parseval
Jan 24 at 15:08
add a comment |
$begingroup$
A $2$-periodic function has the form
$$ y(x) = c_0 + sum_{n=pm 1}^{pminfty} c_n e^{inpi x} $$
where $c_n$ are unknown coefficients. Plug this expression into the ODE (differentiating term-wise)
$$ 2y'' - y' - y = - c_0 - sum_{n=pm1}^{pminfty} (n^2pi^2 + inpi + 1)c_n e^{inpi x} $$
Comparing coefficients gives
begin{align}
-c_0 &= frac43 \
-(n^2pi^2+inpi+1)c_n &= frac{2}{pi^2}(-1)^n frac{1+inpi}{n^2}
end{align}
The homogeneous solution is not periodic so it isn't needed.
$endgroup$
$begingroup$
This is great, thank you! I have a question, what is meant by "2-periodic"? and how does one see that the substitution for $y(x)$ is 2-periodic?
$endgroup$
– Parseval
Jan 24 at 14:32
$begingroup$
$2$-periodic means it has a period of $2$, i.e. $y(x+2)=y(x)$. How did you obtain the Fourier series of $f(x)$ in your earlier question? How did you know it has terms in $e^{inpi x}$? How did you get through that question without knowing what it means?
$endgroup$
– Dylan
Jan 24 at 14:45
$begingroup$
Okay, maybe my question was a bit misleading. I know what periodicity refers to, however in my book it says that one can express a function $f$ on the form $$f(x)=sum_{-infty}^{infty}c_n e^{i n x},$$ so I'm wondering why you substituted $$y(x)=c_0+sum_{-infty}^{infty}c_ne^{inpi x}.$$ Why do you latch on the $c_0$ when they excluded it in my book?
$endgroup$
– Parseval
Jan 24 at 14:56
1
$begingroup$
The first series does include a constant term. What is $e^{inx}$ when $n=0$?
$endgroup$
– Dylan
Jan 24 at 15:03
$begingroup$
Ok I got it now! Thanks.
$endgroup$
– Parseval
Jan 24 at 15:08
add a comment |
$begingroup$
A $2$-periodic function has the form
$$ y(x) = c_0 + sum_{n=pm 1}^{pminfty} c_n e^{inpi x} $$
where $c_n$ are unknown coefficients. Plug this expression into the ODE (differentiating term-wise)
$$ 2y'' - y' - y = - c_0 - sum_{n=pm1}^{pminfty} (n^2pi^2 + inpi + 1)c_n e^{inpi x} $$
Comparing coefficients gives
begin{align}
-c_0 &= frac43 \
-(n^2pi^2+inpi+1)c_n &= frac{2}{pi^2}(-1)^n frac{1+inpi}{n^2}
end{align}
The homogeneous solution is not periodic so it isn't needed.
$endgroup$
A $2$-periodic function has the form
$$ y(x) = c_0 + sum_{n=pm 1}^{pminfty} c_n e^{inpi x} $$
where $c_n$ are unknown coefficients. Plug this expression into the ODE (differentiating term-wise)
$$ 2y'' - y' - y = - c_0 - sum_{n=pm1}^{pminfty} (n^2pi^2 + inpi + 1)c_n e^{inpi x} $$
Comparing coefficients gives
begin{align}
-c_0 &= frac43 \
-(n^2pi^2+inpi+1)c_n &= frac{2}{pi^2}(-1)^n frac{1+inpi}{n^2}
end{align}
The homogeneous solution is not periodic so it isn't needed.
answered Jan 24 at 12:54
DylanDylan
13.6k31027
13.6k31027
$begingroup$
This is great, thank you! I have a question, what is meant by "2-periodic"? and how does one see that the substitution for $y(x)$ is 2-periodic?
$endgroup$
– Parseval
Jan 24 at 14:32
$begingroup$
$2$-periodic means it has a period of $2$, i.e. $y(x+2)=y(x)$. How did you obtain the Fourier series of $f(x)$ in your earlier question? How did you know it has terms in $e^{inpi x}$? How did you get through that question without knowing what it means?
$endgroup$
– Dylan
Jan 24 at 14:45
$begingroup$
Okay, maybe my question was a bit misleading. I know what periodicity refers to, however in my book it says that one can express a function $f$ on the form $$f(x)=sum_{-infty}^{infty}c_n e^{i n x},$$ so I'm wondering why you substituted $$y(x)=c_0+sum_{-infty}^{infty}c_ne^{inpi x}.$$ Why do you latch on the $c_0$ when they excluded it in my book?
$endgroup$
– Parseval
Jan 24 at 14:56
1
$begingroup$
The first series does include a constant term. What is $e^{inx}$ when $n=0$?
$endgroup$
– Dylan
Jan 24 at 15:03
$begingroup$
Ok I got it now! Thanks.
$endgroup$
– Parseval
Jan 24 at 15:08
add a comment |
$begingroup$
This is great, thank you! I have a question, what is meant by "2-periodic"? and how does one see that the substitution for $y(x)$ is 2-periodic?
$endgroup$
– Parseval
Jan 24 at 14:32
$begingroup$
$2$-periodic means it has a period of $2$, i.e. $y(x+2)=y(x)$. How did you obtain the Fourier series of $f(x)$ in your earlier question? How did you know it has terms in $e^{inpi x}$? How did you get through that question without knowing what it means?
$endgroup$
– Dylan
Jan 24 at 14:45
$begingroup$
Okay, maybe my question was a bit misleading. I know what periodicity refers to, however in my book it says that one can express a function $f$ on the form $$f(x)=sum_{-infty}^{infty}c_n e^{i n x},$$ so I'm wondering why you substituted $$y(x)=c_0+sum_{-infty}^{infty}c_ne^{inpi x}.$$ Why do you latch on the $c_0$ when they excluded it in my book?
$endgroup$
– Parseval
Jan 24 at 14:56
1
$begingroup$
The first series does include a constant term. What is $e^{inx}$ when $n=0$?
$endgroup$
– Dylan
Jan 24 at 15:03
$begingroup$
Ok I got it now! Thanks.
$endgroup$
– Parseval
Jan 24 at 15:08
$begingroup$
This is great, thank you! I have a question, what is meant by "2-periodic"? and how does one see that the substitution for $y(x)$ is 2-periodic?
$endgroup$
– Parseval
Jan 24 at 14:32
$begingroup$
This is great, thank you! I have a question, what is meant by "2-periodic"? and how does one see that the substitution for $y(x)$ is 2-periodic?
$endgroup$
– Parseval
Jan 24 at 14:32
$begingroup$
$2$-periodic means it has a period of $2$, i.e. $y(x+2)=y(x)$. How did you obtain the Fourier series of $f(x)$ in your earlier question? How did you know it has terms in $e^{inpi x}$? How did you get through that question without knowing what it means?
$endgroup$
– Dylan
Jan 24 at 14:45
$begingroup$
$2$-periodic means it has a period of $2$, i.e. $y(x+2)=y(x)$. How did you obtain the Fourier series of $f(x)$ in your earlier question? How did you know it has terms in $e^{inpi x}$? How did you get through that question without knowing what it means?
$endgroup$
– Dylan
Jan 24 at 14:45
$begingroup$
Okay, maybe my question was a bit misleading. I know what periodicity refers to, however in my book it says that one can express a function $f$ on the form $$f(x)=sum_{-infty}^{infty}c_n e^{i n x},$$ so I'm wondering why you substituted $$y(x)=c_0+sum_{-infty}^{infty}c_ne^{inpi x}.$$ Why do you latch on the $c_0$ when they excluded it in my book?
$endgroup$
– Parseval
Jan 24 at 14:56
$begingroup$
Okay, maybe my question was a bit misleading. I know what periodicity refers to, however in my book it says that one can express a function $f$ on the form $$f(x)=sum_{-infty}^{infty}c_n e^{i n x},$$ so I'm wondering why you substituted $$y(x)=c_0+sum_{-infty}^{infty}c_ne^{inpi x}.$$ Why do you latch on the $c_0$ when they excluded it in my book?
$endgroup$
– Parseval
Jan 24 at 14:56
1
1
$begingroup$
The first series does include a constant term. What is $e^{inx}$ when $n=0$?
$endgroup$
– Dylan
Jan 24 at 15:03
$begingroup$
The first series does include a constant term. What is $e^{inx}$ when $n=0$?
$endgroup$
– Dylan
Jan 24 at 15:03
$begingroup$
Ok I got it now! Thanks.
$endgroup$
– Parseval
Jan 24 at 15:08
$begingroup$
Ok I got it now! Thanks.
$endgroup$
– Parseval
Jan 24 at 15:08
add a comment |
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3085787%2fsolve-ode-using-fourier-series%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
1
$begingroup$
Write the solution in its series form and plug it into the ODE to obtain a system of algebraic equations in terms of the Fourier coefficients. You already have $f$ in series form so this should be fairly straightforward
$endgroup$
– Dylan
Jan 24 at 12:02
$begingroup$
@Dylan - How do I write the solution in series form if I don't know the solution yet?
$endgroup$
– Parseval
Jan 24 at 12:34
$begingroup$
You write it as an unknown series, and derive the coefficients from the resulting equations. See my answer.
$endgroup$
– Dylan
Jan 24 at 13:00