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Fourier Transforms - Solving The Diffusion Equation

This document discusses Fourier transforms and how they can be used to solve the diffusion equation. It introduces the heat equation and how Fourier developed Fourier transforms and series as tools to solve this type of equation. The Fourier transform takes a function of space and transforms it into wave space. The inverse Fourier transform converts it back to real space. Applying the Fourier transform to the diffusion equation reduces it from a partial differential equation to a simpler ordinary differential equation. Once solved in wave space, the solution can be inverted back to real space. This provides a powerful technique for solving many equations.

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72 views

Fourier Transforms - Solving The Diffusion Equation

This document discusses Fourier transforms and how they can be used to solve the diffusion equation. It introduces the heat equation and how Fourier developed Fourier transforms and series as tools to solve this type of equation. The Fourier transform takes a function of space and transforms it into wave space. The inverse Fourier transform converts it back to real space. Applying the Fourier transform to the diffusion equation reduces it from a partial differential equation to a simpler ordinary differential equation. Once solved in wave space, the solution can be inverted back to real space. This provides a powerful technique for solving many equations.

Uploaded by

ahmadfaza
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Fourier Transforms

Solving the Diffusion Equation

Joseph Fourier

The Heat Equation


Fourier, Joseph (1822). Thorie analytique de la

chaleur

The heat equation is for temperature what the

diffusion equation is for solutes


Fourier developed the Fourier transform and
Fourier series as tools to solve this equation

The Fourier Transform


Take a function f(x), where x is space and we want to

transform it to wave space k

where

The Inverse Fourier Transform


To invert from Fourier space to real space

Where the inverse transform is given by

Aside
Note that there are several alternative definitions of

the Fourier transform (see for example Wikipedia


page). They are all equivalent, but once you choose
one convention you must stay with that convention.
In this class we will take the definition as given on
previous page (which is typical in Physics)

Just be careful if looking up references to make sure that you


are being consistent.

So who cares and why on earth would you ever do this?


The Fourier transform decomposes a function/

signal into the various waves (of wavelength k) that


make it up (useful for example in noise signal
processing)

Many times it is easier to solve an equation in

Fourier space than in real space (what we will do


here).

Properties of Fourier Transform


Linearity

Translation

Modulation

Properties of Fourier Transform


Scaling

Convolution

where

Properties of Fourier Transform


Derivatives

For more details and properties please see


http://en.wikipedia.org/wiki/Fourier_transform
(again, be careful that you are using the correct
form of FT)

Some useful Fourier Transforms


(of many again see Wikipedia for more)

Again, who cares?


Take the Diffusion Equation (1d)

Fourier Transform this equation

We have reduced a PDE in t and x to an ODE in t

Solution
Solve the ODE

And now in real space

And we have our solution (as ugly as it may be it is a correct


solution)

Consider the following simple example

A delta pulse initial condition (i.e. a small localized spill of mass 1)


Then

Any ideas what to do? Hint:


Let

What is the integral?

Hint:

Let

And rearrange

Recall

What is this?

Any of you who have taken a basic intro to

contaminant transport should recognize this as the


fundamental solution to the diffusion equation

What if?
Well then

What does this solution look like?


Pay attention to
two things:
Peak
concentration

Width of
distribution

What about more complex initial condition

Not always so easy to invert


But we can use Greens functions (next chapter)

Take Away Message


The Fourier transform allows us to convert a PDE in

space and time into an ODE in wavenumber and


time, which is in general much easier to solve.
Once we have the solution in wave space we have to

be able to invert.
Aside sometimes the solution in Fourier space,

even is we cannot invert provides a lot of useful


information (we will see this later on in particular).

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