Inverse Fourier Transform For Solution Of Diffusion Equation With Convection

fourier transformpartial differential equations

My Question:

How do I complete the inverse Fourier Transform of:

$\displaystyle \int_{-\infty}^\infty F(\omega)e^{-k\omega^2t}e^{-ci\omega t}e^{-i\omega x}\,dx$

I cant figure out quite how to use the shift/convolution theorem here.

The Problem:

Solve the diffusion equation with convection:

$\displaystyle \frac{\partial u}{\partial t} = k\frac{\partial^2
u}{\partial x^2}+c\frac{\partial u}{\partial x}, -\infty \lt x \lt
\infty$

$\displaystyle u(x,0)=f(x)$

What I have done so far:

$\displaystyle \mathcal{F}\left[\frac{\partial u}{\partial t}\right] = k\mathcal{F}\left[\frac{\partial^2 u}{\partial x^2}\right]+c\mathcal{F}\left[\frac{\partial u}{\partial x}\right]$

$\displaystyle \frac{dU}{dt}=-k\omega^2U-ci\omega U$

$\displaystyle \implies U(\omega,t)=C(\omega)e^{-k\omega^2t}e^{-ci\omega t}$

$\displaystyle u(x,0)=f(x)\implies U(\omega,t)=F(\omega)e^{-k\omega^2t}e^{-ci\omega t}$

Let $\displaystyle G(\omega)=e^{-k\omega^2t}e^{-ci\omega t}$, and $H(\omega)=F(\omega)G(\omega)$

Then $U(\omega,t)=H(\omega)$

$\mathcal{F}^{-1}[U(\omega,t)]=\mathcal{F}^{-1}[H(\omega)]$

$\displaystyle \implies u(x,t)=h(x)$

$\displaystyle = \int_{-\infty}^\infty F(\omega)G(\omega)e^{-i\omega x}\,dx$

$\displaystyle = \int_{-\infty}^\infty F(\omega)e^{-k\omega^2t}e^{-ci\omega t}e^{-i\omega x}\,dx$ (Stuck here, when trying to do the inverse….)

Best Answer

Suppose $u(t, x)$ a solution to the original pde, then define $v(t, x)= e^{-ct}u(t, x)$. Observe \begin{align} v_t-k v_{xx} =&\ -ce^{-ct}u(t, x)+e^{ct}u_t(t, x)-ke^{ct}u_{xx}(t, x) \\ =&\ e^{ct}(u_t(t, x)-ku_{xx}(t, x)-cu(t, x)) = 0 \end{align} which is just the heat equation. Now solve it with Fourier transform or whatever you like. Then we see that \begin{align} u(t, x) = e^{ct}v(t, x) \end{align} is your solution.

Edit: Consider \begin{align} w(t, x) = \exp\left(\frac{c^2t}{4k}+\frac{cx}{2k}\right) u(t, x) \end{align} then we see that \begin{align} \partial_tw-k\partial_{xx}w =&\, \frac{c^2}{4k}\exp\left(\frac{c^2t}{4k}+\frac{cx}{2k}\right) u+\exp\left(\frac{c^2t}{4k}+\frac{cx}{2k}\right)\partial_t u - \exp\left(\frac{c^2t}{4k}+\frac{cx}{2k}\right)\left(\frac{c^2}{4k} u+cu_x+ku_{xx}\right)\\ =&\, \exp\left(\frac{c^2t}{4k}+\frac{cx}{2k}\right)\left(\partial_t u-c u_x-ku_{xx} \right) = 0. \end{align}