Using the Fourier Transform to Solve PDEs

In these notes we are going to solve the wave and telegraph equations on the full real line by Fourier
transforming in the spatial variable. We start with
The Wave Equation
If u(x, t) is the displacement from equilibrium of a string at position x and time t and if the string is
undergoing small amplitude transverse vibrations, then we have seen that

2
u
t
2
(x, t) = c
2
2
u
x
2
(x, t) (1)
for a constant c. We are now going to solve this equation by multiplying both sides by e
ikx
and integrating
with respect to x. That is, we shall Fourier transform with respect to the spatial variable x. Denote the
Fourier transform with respect to x, for each xed t, of u(x, t) by
u(k, t) =
_

u(x, t)e
ikx
dx
We have already seen (in property (D) in the notes Fourier Transforms) that the Fourier transform of the
derivative f

(x) is
_

(x)e
ikx
dx = ik
_

f(x)e
ikx
dx = ik

f(k) (2)
(by integration by parts with u = e
ikx
, dv = f

(x) dx, du = ike

ikx
dx, v(x) = f(x) and assuming that
f(x) 0 as x ). Applying this with f(x) =

x
u(x, t) and a second time with f(x) = u(x, t), gives
that the Fourier transform of

2
u
x
2
(x, t) is k
2
u(k, t). Computation of the Fourier transform of

2
u
t
2
(x, t) is
even easier. For the rst tderivative,
_

u
t
(x, t)e
ikx
dx =
_

lim
h0
u(x,t+h)u(x,t)
h
e
ikx
dx
= lim
h0
1
h
_ _

u(x, t + h)e
ikx
dx
_

u(x, t)e
ikx
dx
_
= lim
h0
1
h
_
u(k, t + h) u(k, t)

=

t
u(k, t) (3)
To get two t-derivatives, we just apply this twice (with u replaced by u
t
the rst time)
_

2
u
t
2
(x, t) e
ikx
dx =

t
_

t
u(x, t) e
ikx
dx =

2
t
2
u(k, t)
So applying the Fourier transform to both sides of (1) gives

2
t
2
u(k, t) = c
2
k
2
u(k, t) (4)
This has not yet led to the solution for u(x, t) or u(k, t), but it has led to a considerable simplication. We
now have, for each xed k, a constant coecient, homogeneous, second order ordinary dierential equation
for u(k, t).
February 21, 2007 Using the Fourier Transform to Solve PDEs 1
To emphasise that each k may now be treated independently, x any k and write u(k, t) = U(t). The
dierential equation (4) now is U

(t) + c
2
k
2
U(t) = 0. From earlier courses, we know that this equation can
be solved easily by trying U(t) = e
rt
. Since U

(t) + c
2
k
2
U(t) = (r
2
+ c
2
k
2
)e
rt
= 0 if and only if r = ick,
the general solution to U

(t) +c
2
k
2
U(t) = 0, for any k = 0, is U(t) = d
1
e
ickt
+d
2
e
ickt
. For k = 0, when the
two values of r = ick are the same, the dierential equation reduces to U

= 0 and has general solution

U(t) = d
1
+d
2
t. We have to reject the d
2
t solution (i.e. we have to require that d
2
= 0) on physical grounds
small transverse oscillations certainly do not include amplitudes that grow to innity at t goes to innity.
Recalling that U(t) = u(k, t) we conclude that the general solution to (4) is
u(k, t) =

F(k)e
ikct
+

G(k)e
ikct
We have renamed the arbitrary constants d
1
and d
2
to

F(k) and

G(k) respectively. The reason for these
funny names will be made clear very soon. In any event, the arbitrary constants are certainly allowed to
depend on k viewed as an equation for an unknown function of t, (4) is a dierent equation for every
dierent value of k. To recover u(x, t) we just need to take the inverse Fourier transform
u(x, t) =
1
2
_

u(k, t)e
ikx
dk
=
1
2
_

_

F(k)e
ikct
+

G(k)e
ikct

e
ikx
dk
=
1
2
_

F(k)e
ik(xct)
dk +
1
2
_

G(k)e
ik(x+ct)
dk
= F(x ct) + G(x + ct)
This is called the DAlembert form of the solution of the wave equation. The F(x ct) part of the
solution represents a wave packet moving to the right with speed c. You can see this by observing that all
points (x, t) in space time for which x ct takes the same xed value, z, have the same value of F(x ct),
namely F(z). So if you move so that your position at time t is x = z + ct (i.e. move the right with speed
c) you always see the same string height. The gure below illustrates this. It contains the graphs of F(x),
F(xc) = F(xct)

t=1
and F(x2c) = F(xct)

t=2
for a bump shaped F(x). In the gure I have chosen
the location of the tick z on the xaxis so that F(z) = max
x
F(x).
x
y
z
y = F(x)
t = 0
z + c
y = F(x c)
t = 1
z + 2c
y = F(x 2c)
t = 2
Similarly, G(x + ct) represents a wave packet moving to the left with speed c.
Suppose, for example, the string starts at rest with the initial bump u(x, 0) = p(x). To satisfy these
initial conditions, F and G must obey
p(x) = u(x, 0) = F(x) + G(x)
and
0 = u
t
(x, 0) = cF

(x) + cG

(x) F

(x) = G

(x) F(x) = G(x) + C

These equations only determine F and G up to an additive constant. This additive constant is irrelevant
adding any constant to F while subtracting the same constant from G does not change the value of
February 21, 2007 Using the Fourier Transform to Solve PDEs 2
F(x ct) + G(x + ct) for any x or t. The functions F(x) = G(x) =
1
2
p(x) do the job. So the bump resolves
itself into two equal sized halves. One moves to the right with speed c and the other moves to the left with
speed c. If the initial speed u
t
(x, 0) = s(x) is not zero, the string behaves similarly, but the left and right
moving parts need not have the same size and shape.
The Telegraph Equation
We may also use the same technique to solve the telegraph equation
u
tt
+ ( + )u
t
+ u = c
2
u
xx
(5)
though the details are somewhat messier. The case = = 0 is just the wave equation again. We now
consider only the case that , > 0, i.e. that there is nonzero resistance in the wire and nonzero conductance
to ground.
Again multiply both sides by e
ikx
, integrate with respect to x and denote the Fourier transform with
respect to x, for each xed t, of u(x, t) by
u(k, t) =
_

u(x, t)e
ikx
dx
Using (2) and (3) gives
u
tt
(k, t) + ( + ) u
t
(k, t) + u(k, t) = k
2
c
2
u(k, t) (6)
Once again, we have, for each xed k, a constant coecient, homogeneous, second order ordinary dierential
equation for u(k, t). To emphasise, again, that each k may now be treated independently, x any k and write
u(k, t) = U(t). The dierential equation (6) now is
U

(t) + ( + )U

(t) + ( + c
2
k
2
)U(t) = 0 (6)
The guess U(t) = e
rt
is a solution if and only if
0 = U

(t) + ( + )U

(t) + ( + c
2
k
2
)U(t) =
_
r
2
+ ( + )r + ( + c
2
k
2
)
_
e
rt
= 0
This is the case if and only if
r =
(+)

(+)
2
4(+c
2
k
2
)
2
=
(+)

()
2
4c
2
k
2
2
If 4c
2
k
2
( )
2
then both values of r are real and negative. To see this, note that
0 ( )
2
4c
2
k
2
( )
2
0
_
( )
2
4c
2
k
2
| |

(+)||
2

(+)

()
2
4c
2
k
2
2

(+)+||
2
Because || is either (if ) or (if ),
(+)

()
2
4c
2
k
2
2
is a real number between
and and both values of r are strictly negative. Then both solutions for U(t) damp to zero as t
and thus represent transients in the wire.
So we shall only consider u(k, t)s that are zero unless 4c
2
k
2
> ( )
2
. Then
r =
(+)

()
2
4c
2
k
2
2
=
+
2

1
2
i
_
4c
2
k
2
( )
2
= i(k)
February 21, 2007 Using the Fourier Transform to Solve PDEs 3
where
=
+
2
, (k) =
_
c
2
k
2

2
_
2
so that the general solution to (6) is
u(k, t) = U(t) =

F(k)e
[i(k)]t
+

G(k)e
[+i(k)]t
= e
t
_

F(k)e
i(k)t
+

G(k)e
i(k)t

where

F(k) and

G(k) are arbitrary constants (recall that k is a parameter which is just a constant as far as
the ODE (6) is concerned). So
u(x, t) =
1
2
e
t
_

_

F(k)e
i(k)t
+

G(k)e
i(k)t

e
ikx
dk
If we carefully tune our telegraph wire so that = , then (k) = ck and
u(x, t) =
1
2
e
t
_

_

F(k)e
ikct
+

G(k)e
ikct

e
ikx
dk
=
1
2
e
t
_

_

F(k)e
ik(xct)
+

G(k)e
ik(x+ct)

dk
= e
t
_
F(x ct) + G(x + ct)

As in the case of the solution to the wave equation, we have a wave packet that is moving to the right with
speed c and a wave packet that is moving to the left with speed c. The wave packets do not change shape
as time progresses, but the factor of e
t
causes the size of the packets to diminish. If we put in ampliers
periodically along the wire, we can use it to transmit signals without distortion.
If = , then (k) is a more complicated function of k. If

F(k) is nonzero only for k in a narrow interval
around some xed (spatial frequency) k
0
, then in that interval (k) is essentially given by the beginning of
its Taylor expansion about k
0
, which is (k
0
) +
d
dk
(k
0
) (k k
0
). Writing v(k
0
) =
d
dk
(k
0
),
1
2
e
t
_

F(k)e
i(k)t
e
ikx
dk =
1
2
e
t
_

F(k)e
i[(k0)+v(k0)(kk0)]t
e
ikx
dk
= e
t
e
i[(k0)v(k0)k0]t 1
2
_

F(k)e
ik[xv(k0)t]
dk
= e
t
e
i[(k0)v(k0)k0]t
F
_
x v(k
0
)t
_
This tells us that the part of the wave packet with k very close to k
0
travels with speed v(k
0
), which is called
the group velocity. Except when = , v(k
0
) has a nontrivial dependence on k
0
. So parts of the wave
packet with dierent values of k travel with dierent speeds. This is called dispersion. It causes a distortion
of the wave packet, which is illustrated in an applet on our course web page.
February 21, 2007 Using the Fourier Transform to Solve PDEs 4