Fourier Transform of Airy Equation

calculusfourier transformordinary differential equationsproof-verification

I am trying to find $Y(k)$ of the equation $y''(x)-xy(x)=0$ and hence show that $$y(x)=\sqrt{\frac{2}{\pi}}\int_0^{\infty}\cos\left(\frac{k^3}{3}+kx\right) \ dk,$$ given $Y(0)=1$.

Here, we use the following definition of the Fourier transform: $$F(k)=\mathcal{F}(f(x))=\frac{1}{\sqrt{2\pi}}\int_{-\infty}^{\infty}e^{-ikx}f(x) \ dx.$$

It is easy to show that $$\mathcal{F}(xy(x))=i\frac{dY(k)}{dk},$$ where $Y(k)=\mathcal{F}(y(x))$. My working is as follows:

\begin{align}
\mathcal{F}(y''(x))-\mathcal{F}(xy(x))&=0 \\
-k^2\mathcal{F}(y(x))-i\frac{dY(k)}{dk}&=0 \\
i\frac{dY(k)}{dk}+k^2Y(k)&=0 \\
\implies Y(k)&=Ae^{ik^2} \\
\implies Y(k)&=e^{ik^2} \\
y(x)&=\mathcal{F}^{-1}(e^{ik^2}) \\
y(x)&=\frac{1}{\sqrt{2\pi}}\int_{-\infty}^{\infty}e^{i(k^2+kx)} \ dk \\
y(x)&=\sqrt{\frac{2}{\pi}}\int_0^{\infty}\cos(k^2+kx) \ dk \ \ \text{(sine is odd)}
\end{align}

I don't know where/if I've made an error in the argument of $\cos$.

Best Answer

Your error is in the resolution of the differential equation for $Y(k)$.