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Mathematics: Fourier and Laplace transforms

The HIG and Coastal Notes appear to contain a lot of mathematics, but that is because
every math step is included in derivations. The mathematics itself involves only standard
math techniques, and is not di cult.
Most di erential equations are solved using the methods of Fourier and Laplace trans-
forms. These methods are very powerful because they transform di erential equations into
algebraic ones, which are very easy to solve. Since these methods are perhaps not familiar
to many students, here I review the basic ideas that lie behind them.

1 Fourier transforms
Fourier transforms are used when the domain is in nite, that is, extends from 1 <
x < 1. The method is based on the existence of the transform pair
Z +1
ikx 1 Z +1
q~(k) = e q(x)dx ! q(x) = eikx q~(k)dk; (1)
1 2 1

where q~(k) is referred to as the \Fourier transform" of q(x).


The usefulness of Fourier transforms for solving di erential equations in x is based on
the properties that
Z +1
ikx
qfx (k) = e qx (x)dx
1
Z +1 h i
ikx ikx
= e q + ike q dx
1 x
Z +1
ikx +1 ikx
= e q + ik e qdx = ik q~ (2)
1 1

and Z +1
ikx
qg
xx (k) = e qxx (x)dx = k 2 q~: (3)
1

According to (2) and (3), the operators @x and @xx are replaced by the numbers ik and k 2 ,
respectively.
The Fourier-transform method proceeds as follows: 1) Take the Fourier transform of the
di erential equation. 2) Solve the transformed equation algebraically for q~(k). 3) Invert
q~(k) to get q(x). The inversion requires evaluation of the second integral in (1), which is
often very di cult. On the other hand, many inversions are simple enough to be obtained
analytically, and are listed in tables of Fourier transforms. The solutions obtained in this
course are all of this simple type.

2 Laplace transforms
Laplace transforms are used when the domain is semi-in nite, that is, extends from
0 < t < 1. The method utilizes the transform pair
Z 1
st 1 Z c+i1 st
q^(s) = e q(t)dt ! q(t) = e q^(s)ds; (4)
0 2 i c i1
where c is positive real number. The function q^(s) is referred to as the \Laplace transform"
of q(x).
The Laplace transforms of qt and qtt are then
Z +1
st
qbt (k) = e qt (t)dt
0
Z +1 h i
st st
= e q + se q dt
0 t
Z +1
st +1 st
= e q +s e qdt = q(0) + s^
q (5)
0 0

and
Z +1
st
qctt (s) = e qtt (t)dt = s2 q^(s) sq(0) qt (0); (6)
0

where q(0) and qt (0) are initial conditions. In all the di erential equations we solve, the
initial conditions are
q(0) = qt (0) = 0: (7)
As as result, (5) and (6) simplify to

qbt (k) = s^
q (s); qctt (s) = s2 q^(s);

so that the operators @t and @tt are replaced by the numbers s and s2 , respectively.
As for the Fourier-transform method, the Laplace-transform method has the following
steps: 1) Take the Laplace transform of the di erential equation. 2) Solve the transformed
equation algebraically for q^(s). 3) Invert q^(s) to get q(x). For the solutions obtained in this
course, Step 3) can be done by using a table of Laplace transforms.