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Finite Fourier Transform

The document presents the problem statement and boundary conditions for solving partial differential equations using Fourier series. It gives the Laplace equation and boundary conditions for the quarter plane and whole plane cases. It then assumes a Fourier series solution with basis functions of sines or cosines. Applying the boundary conditions results in algebraic equations that can be solved for the Fourier coefficients. This allows solving the PDE by reducing it to an infinite system of ordinary differential equations for the coefficients.

Uploaded by

Goh Kek Boon
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
169 views

Finite Fourier Transform

The document presents the problem statement and boundary conditions for solving partial differential equations using Fourier series. It gives the Laplace equation and boundary conditions for the quarter plane and whole plane cases. It then assumes a Fourier series solution with basis functions of sines or cosines. Applying the boundary conditions results in algebraic equations that can be solved for the Fourier coefficients. This allows solving the PDE by reducing it to an infinite system of ordinary differential equations for the coefficients.

Uploaded by

Goh Kek Boon
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Problem Statement and Boundary Conditions

2q = 0

Problem Statement and Boundary Conditions


2 q+ H ( x , y ) = 0

2 q 2 q
+
= 0 ( Laplace)
x 2 y 2

2 q 2 q
+
+ H ( x, y ) = 0 ( Laplace)
x 2 y 2

q( 0, y ) = 0

q( 0, y ) = g 0 ( y )

q( 1, y ) = 0

q( 1, y ) = g1 ( y )

q( x, 0) = f0 ( x)

q( x, 0) = f 0 ( x)

q( x,1) = f1 ( x)

q( x,1) = f1 ( x)

Assume Series Expansion

Assume Series Expansion

q( x, y ) = Cn ( y ) F n ( x) ( 2 functions each with one spatial var )

q( x, y ) = Cn ( y ) F n ( x) ( 2 functions each with one spatial var )

( npx )
2
F n ( x) =
sin
, n =1, 2,...( as length is1)
{
l
l
Basis function

( npx)
2
F n ( x) =
sin
, n =1, 2,...( as length is 1)
{
l
l
Basis function

n=1

F n ( x ) = 2 sin ( npx ) , n = 1, 2,...


{

n=1

F n ( x ) = 2 sin ( npx) , n =1, 2,...


{

Basis function

Basis function

Satisfy Basis Function


BC for x coordinate , 0 x 1

Satisfy Basis Function


BC for x coordinate , 0 x 1

F n ( 0) = 2 sin ( np0) = 0
{

Basis function

F n ( 1) = 2 sin ( np) = 0
{

Basis function

F n ( 0) = 2 sin ( np0) = 0
{

Basis function

F n ( 1) = 2 sin ( np) = 0
{

Basis function

Finite Fourier Series (Part 1)

Finite Fourier Series (Part 1)

qn ( y ) = F n ( x)q( x, y ) dx ( FFT )
0

qn = F n qdx
0

1
1
2q 2q
2q
2q

qn ( y ) = F n ( x) 2 + 2
dx
=
F
(
x
)
dx
+
F
(
x
)

n x 2
n y 2 dx

y
x
1

Do y first
1

F n ( x)
0

2 q
d2
dx
=
y 2
dy 2

F n ( x)qdx =
0

d 2qn
dy 2

Do x first
1

2q
dq
F
(
x
)
n x2 dx =F n dx 0 0
u =F n v =
u'=

dF n
dx

dq
x

v'=

d 2q
dx 2

F n q
dx
x x

qn ( y ) = F n ( x )q( x, y ) dx ( FFT )
0

qn = F n qdx
0

2q 2q

qn ( y ) = F n ( x )
dx =
2 + 2 + H ( x, y )

0
1

= F n ( x)
0

2 q
2q
dx
+
F
(
x
)
n y 2 dx + F n ( x) H ( x, y ) dx
x 2
0
0

Do y first
1

2q
d2
F
(
x
)
dx
=
n y 2
dy 2
0

F n ( x)qdx =
0

d 2qn
dy 2

Do x first
1

F n ( x)
0

2 q
dq
dx = F n
2
x
dx 0

u =F n v =
u'=

Finite Fourier Series (Part 2)

dF n
dx

dq
x

v'=

d 2q
dx 2

Finite Fourier Series (Part 2)

dF n d q
dx
dx dx

q( 0, y) =0

1, y) =0
F ( 0/1) =0
7448
644
474448 6q4(4
1
1
1
1
1
1
F n q
dF n
d 2F n
2q
dq
dq
F
(
x
)
dx
=F
dx
=
F
q
+
q
dx
n
n
n x2
dx 0
x x
dx 0
dx 0
x 2
0
0
0
1

q( 0, y ) =g0 ( y )

=g1 ( y )
F ( 0/1) =0
8
644
474448 q(61,4y4)744
1
1
1
1
1
1
dF n d q
dF n
2F n
2q
dq
dq
F
(
x
)
dx
=F
dx
=F
q
+
q
dx
n
n
n

x 2
dx 0
dx dx
dx 0
x 0
x 2
0
0
0

qn
6444744
48
1

2F n
2q
2
2
F
(
x
)
dx
=
q
n
x2 x2 dx = ( np) qF n dx =- ( np) qn
0
0
0
F n ( x) = 2 sin ( npx) , n = 1, 2,...
{

qn
6444744
48

2F
2
2
= q 2n dx = ( np) qF n dx =- ( np) qn
x
0
0
F n ( x) = 2 sin ( npx ) , n = 1, 2,...
{

Basis function

Basis function

dF n
= 2np cos ( xnp)
dx
d 2F n
2
2
=- 2 ( np) sin ( xnp) =- ( np) F n
2
dx

F n
= 2np cos ( xnp)
x
F n ( 0)
F ( 1)
= 2np, n
=- 2np
x
x
q( 0, y ) =g 0 ( y )

q( 1, y ) =g1 ( y )
6
44474448
1
dF n
=- qd
=- - 2npg1 ( y ) + 2npg 0 ( y )
x 0

=
d

F
Finishing
2qn
2
- ( np) qn = 0
2
y

Problem Statement and Boundary Conditions

2npg1 ( y ) -

2npg 0 ( y ) = Cn ( y )

2F n
2
2
=- 2 ( np) sin ( xnp) =- ( np) F n
2
dx

1
n

( x) H ( x, y ) dx = 2 sin ( npx ) H ( x, y ) dx = H n ( y )
0

Finishing
d 2qn
2
- ( np) qn = Cn ( y ) - H n ( y )
2
dy

Problem Statement and Boundary Conditions

q 2q
=
t x 2
q( 0, t ) = 0
q( 1, t ) = 0
q( x, 0) = 0

Assume Series Expansion

q 2q
=
t x 2
q
( 0, t ) =- 1
x
q
( 1, t ) = 0
x
q( x, 0) = 0
Assume Series Expansion

q( x, y ) = Cn ( y ) F n ( x) ( 2 functions each with one spatial var )

q( x, y ) = Cn ( y ) F n ( x) ( 2 functions each with one spatial var )

( npx )
2
F n ( x) =
sin
, n =1, 2,...( as length is1)
{
l
l
Basis function

( npx)
2
F n ( x) =
cos
, n = 1, 2,...( as length is 1)
{
l
l
Basis function

n=1

F n ( x ) = 2 sin ( npx ) , n = 1, 2,...


{

n=1

F n ( x ) = 2 cos ( npx ) , n = 1, 2,...


{

Basis function

Basis function

Satisfy Basis Function


BC for x coordinate , 0 x 1

Satisfy Basis Function


BC for x coordinate , 0 x 1

F n ( 0) = 2 sin ( np0) = 0
{

Basis function

F n ( 1) = 2 sin ( np) = 0
{

Basis function

F n ( 0) = 2 cos ( np0) = 2
{

Basis function

F n ( 1) = 2 cos ( np) = (- 1) n 2
{

Basis function

Finite Fourier Series (Part 1)

Finite Fourier Series (Part 1)

qn ( y ) = F n ( x )q( x, t ) dx ( FFT )

qn ( y ) = F n ( x)q( x, t ) dx ( FFT )

qn = F nqdx

qn = F nqdx

q 2q
q

qn ( y ) = F n ( x )
dx
=
F n ( x)
dx
2

t
t x
0
0
1

Do t first
1

dq
q
d
F n ( x) t dx = dy F n ( x)qdx = dtn
0
0

2q
F
(
x
)
n x 2 dx qn ( y ) =
0

q 2q
q

dx = F n ( x)
dx F n ( x) t - x 2

0
0
1

Do t first
1

dq
q
d
F n ( x) t dx = dy F n ( x)qdx = dtn
0
0

F n ( x)
0

2q
dx
x 2

Finite Fourier Series (Part 2)


Do x first
q( 0,t ) =1

q( 1,t ) =0
F ( 0/1) =0
47448
644
474448 64
1
1
1
1
2
dF n
d 2F n
q
dq
F
(
x
)
dx
=F
q
+
q
dx
n
n x2
dx 0
dx 0
x 2
0
0

u =F n v =
u'=

q
x

F n
2 q
v'= 2
x
x
q( 0,t ) =1

q( 1,t ) =0
64
47448
1
1
1
dF n
d 2F
d 2F
=- q
+ q 2n dx = 2np + q 2n dx
dx 0 0 x
x
0

F n ( 0)
F ( 1)
= 2np, n =- 2np
x
x
qn
6444744
48
1
1
2
Fn
2
2
q x 2 dx = ( np) qF n dx =- ( np) qn
0
0
F n ( x) = 2 sin ( npx) , n =1, 2,...
{

Basis function

F n
= 2np cos ( xnp)
x
2F n
2
2
=- 2 ( np) sin ( xnp) =- ( np) F n
2
x

Finite Fourier Series (Part 2)

Do x first
F ( 0/1) = 2 ,( - 1)n 2

q
( 0,t ) =- 1
x
q
( 1,t ) =0
x

6447448
644
474448
1
1
1
dF n
d 2F n
2 q
dq
F
(
x
)
dx
=
F
q
+
q
dx
n
n

x 2
dx 0
dx 0
x 2
0
0
1

F ( 0/1) = 2 ,(- 1)n 2


d F ( 0/1)
=0
dx

q
( 0,t ) =- 1
x
q
( 1,t ) =0
x

6447448
6447448
1
1
dF
d 2F
dq
Fn
- q n + q 2n dx
dx 0
dx 0 0 x
2

=- 2 - ( np) qn
u =F n v =

q
x

F n
2 q
v'= 2
x
x
F n ( 0)
F ( 1)
= 2np, n
=- 2np
x
x
qn
6444744
48
1
1
2
Fn
2
2
q x 2 dx = ( np) qF n dx =- ( np) qn
0
0

u'=

F n ( x) = 2 sin ( npx ) , n = 1, 2,...


{

Basis function

F n
= 2np cos ( xnp)
x
2F n
2
2
=- 2 ( np) sin ( xnp) =- ( np) F n
x 2

Finishing
d qn
2
= 2np - ( np) qn
dt

Finishing
d qn
2
= 2np - ( np) qn
dt

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