Contradiction in Fourier analysis of differential equation - what rules did I break?

59 Views Asked by At

I'm interested in the Fourier Spectrum of the solution of the differential equation on the domain $t \in [0, \infty]$:

$$ \frac{dp}{dt} = -\beta p $$

Doing Fourier Analysis on this differential equation I get:

$$ (i \omega + \beta ) P = 0 $$

which is interesting because this would seem to indicate that there are only trivial solutions to this equation.

The time domain solution to this equation is:

$$ p(t) = p(0) e^{-\beta t} \quad \text{for } t \geq 0$$

If I take the fourier transform of this I get:

$$ P (\omega) = \int_{0}^{\infty} p(0) e^{-\beta t} e^{-i\omega t} dt = p(0) \int_{0}^{\infty} e^{-(i\omega + \beta) t} dt $$

$$ P(\omega) = - \frac{p(0)}{i\omega + \beta} e^{-(i\omega + \beta) t} \big |^{t=\infty}_{t = 0} = \frac{p(0)}{i\omega + \beta} $$

Now I plut this into my original equation:

$$ (i \omega + \beta) P = (i \omega + \beta) \frac{p(0)}{i \omega + \beta} = p(0) \neq 0 $$

Where did I go wrong?

1

There are 1 best solutions below

3
On BEST ANSWER

In the first case you take the Fourier transform over all of $\mathbb R,$ but in the second case you take it only over the positive half of $\mathbb R.$

If we limit $p(t)$ to be non-zero only for $t>0$ then the first Fourier transform becomes $$ \mathcal{F}\{LHS\} = \int_0^\infty p'(t) \, e^{-i\omega t} \, dt \\ = [p(t) \, e^{-i\omega t}]_0^\infty - \int_0^\infty p(t) \, (-i\omega) e^{-i\omega t} \, dt \\ = -p(0) + i\omega \int_0^\infty p(t) e^{-i\omega t} \, dt \\ = -p(0) + i\omega P(\omega) $$ and $$ \mathcal{F}\{RHS\} = \int_0^\infty (-\beta p(t)) \, e^{-i\omega t} \, dt \\ = -\beta \int_0^\infty p(t) \, e^{-i\omega t} \, dt \\ = -\beta P(\omega) $$

Thus, $$(i\omega+\beta)P(\omega) = p(0)$$ so $$P(\omega) = p(0)/(i\omega+\beta).$$

This is the same as you got in the second case.