On the analytical solution of a linear system of coupled partial differential equations with Dirac functions using Fourier series expansion method

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I am trying to find an analytical solution of the following system of coupled partial differential equations: \begin{align} \rho_{,t} &= \rho_{,xx} - \frac{\phi_{,x}}{2} + P(x) \, , \\ \phi_{,t} &= \rho_{,x} - \phi\, , \end{align} where comma in indices stads for a partial derivative. In addition, $$ P(x) = \delta(x) - \frac{1}{2} \Big( \delta\left(x-\tfrac{1}{2}\right) +\delta\left(x+\tfrac{1}{2}\right) \Big) \, . $$ This system is subject to the boundary conditions $\rho(x= \pm \frac{1}{2}, t)=0$ (zero displacement at boundaries), in addition to the initial conditions $\rho(x,t=0) = \phi(x,t=0)=0$.

For that purpose, I tried to expand the fields in Fourier series in such a way the BC's above are satisfied. Accordingly, \begin{align} \rho(x,t) &= \sum_{n \ge 1} \rho_n(t) \left( 1 + c_n(x) \right) \, , \\ \phi(x,t) &= \sum_{n \ge 1} \phi_n(t) \, s_n(x) \, , \end{align} where $\rho_n$ and $\phi_n$ are unknown time-dependent series coefficients. Moreover, \begin{align} c_n(x) &= \cos \left( 2(2n-1)\pi x \right) \, , \\ s_n(x) &= \sin \left( 2(2n-1)\pi x \right) \, . \end{align}

By making use of the Fourier series expansion of the delta Dirac function, \begin{equation} \delta(x)=1 + 2 \sum_{n\ge 1} \cos \left( 2\pi n x \right) \, . \end{equation} it is easy to show that $$ P(x) = 4\sum_{n\ge 1} c_n(x) \, . $$

Upon substitution in the original equations, we obtain \begin{align} \sum_{n\ge 1} \frac{\mathrm{d} \rho_n}{\mathrm{d} t} \big( 1 + c_n(x) \big) &= \sum_{n\ge 1} \Bigg( -H_n \left( H_n \, \rho_n +\frac{\phi_n}{2} \right) + 4 \Bigg) c_n(x) \, , \tag{1} \\ \sum_{n\ge 1} \frac{\mathrm{d} \phi_n}{\mathrm{d} t} \, s_n(x) &= - \sum_{n\ge 1} \left( H_n\, \rho_n + \phi_n \right) s_n (x) \, , \tag{2} \end{align} where we have defined $H_n = 2(2n-1)\pi$.

By multiplying both members of Eqs. (1) and (2) by $c_m(x)$ and $s_m(x)$, respectively, integrating with respect to $x$ over $-1/2$ and $1/2$, and making use of the orthogonality relations, \begin{equation} \int_{-\frac{1}{2}}^{\frac{1}{2}} c_n(x) c_m(x) \, \mathrm{d} x =\int_{-\frac{1}{2}}^{\frac{1}{2}} s_n(x) s_m(x) \, \mathrm{d} x = \frac{1}{2} \, \delta_{mn} , \end{equation} only the terms $m=n$ of the infinite sums remain, to obtain \begin{align} \frac{\mathrm{d} \rho_n}{\mathrm{d} t} &= - H_n \bigg( H_n \, \rho_n + \frac{\phi_n}{2} \bigg) + 4 \, , \tag{3} \\ \frac{\mathrm{d} \phi_n}{\mathrm{d} t} &= - H_n \, \rho_n - \phi_n \, . \tag{4} \end{align}

The system composed of Eqs. (3) and (4) can readily be solved using Laplace transforms, or alternatively, using Maple or Mathematica, to obtain \begin{align} \rho_n(t) &= \frac{8}{H_n^2} \Bigg( 1+\frac{\delta_n^+}{T_n} \left( \delta_n^--1 \right)e^{-\delta_n^-t} -\frac{\delta_n^-}{T_n} \left( \delta_n^+ -1\right)e^{-\delta_n^+ t} \Bigg) \, , \\ \phi_n (t) &= -\frac{8}{H_n} \left( 1 -\frac{\delta_n^+}{T_n} \, e^{-\delta_n^- t} + \frac{\delta_n^-}{T_n} \, e^{-\delta_n^+ t} \right) \, , \end{align} where we have defined \begin{align} T_n &= \sqrt{1+H_n^4} \, , \\ \delta_n^\pm &= \frac{1}{2} \left( H_n^2+1 \pm T_n \right) \, . \end{align}

The problem one is facing is that this solution does not satisfy Eqs. (1) when evaluating the left and right-hand sides at some arbitrary points, say $x=1/4$ and $t=1/10$. Eq. (2) on the other hand is well satisfied.

I would be grateful if someone here could find some time to have a look at my calculations and let me know whether some math steps/ assumptions, notably the ones leading to Eqs. (3) and (4), are wrong.

Any ideas/ suggestions are most welcome -- Thank you


Clearly, $\delta_n^\pm \ge 0$, and thus both $\rho_n$ and $\phi_n$ are well behaved in the limit as $t\to\infty$, to obtain \begin{align} \lim_{t\to\infty} \rho(x,t) &= \frac{2}{\pi^2} \sum_{n\ge 1} \frac{1+c_n(x)}{(2n-1)^2} \, , \\ \lim_{t\to\infty} \phi(x,t) &= -\frac{4}{\pi} \sum_{n\ge 1} \frac{s_n(x)}{2n-1} \, , \end{align} which correspond, respectively, to the Fourier series representation of the triangle and square waves functions of frequency $2\pi$. The method seems to work quite nicely in the steady limit where the solution can easily be obtained and is given by \begin{align} \rho(x) &= P_0 \left( \frac{1}{2} - |x| \right) \, , \\ \phi(x) &= -P_0 \, \mathrm{sgn} (x) \, , \end{align} where $\mathrm{sgn}(x) := x/|x|$ denotes the sign function.

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the solution of your problem can more conveniently by obtained using Fourier transoms in space, followed by Laplace transform of the temporal variable to solve the resulting ODE. \begin{align} \hat{\rho}_{,t} &= -q^2 \hat{\rho} - \frac{iq}{2} \, \hat{\phi} + 2 \sin \left( \frac{q}{4} \right)^2 \, , \\ \hat{\phi}_{,t} &= iq \hat{\rho} - \hat{\phi} \,. \end{align}

Employing the initial conditions $\hat{\rho}(q,t=0)=\hat{\phi}(q,t=0)=0$, we obtain \begin{align} s \, \hat{\rho}(q,s) &= -q^2 \hat{\rho}(q,s) - \frac{iq}{2} \, \hat{\phi} (q,s) + \frac{2}{s} \, \sin \left( \frac{q}{4} \right)^2 \, , \\ s \, \hat{\phi}(q,s) &= iq \hat{\rho}(q,s) - \hat{\phi}(q,s) \, . \end{align} Solving for $\hat{\rho} (s)$ and $\hat{\phi} (s)$ yields \begin{equation} \hat{\rho} (q, s) = \frac{4(1+s)}{Q} \, \sin \left( \frac{q}{4} \right)^2 \, , \qquad \hat{\phi} (q, s) = \frac{4iq}{Q} \, \sin \left( \frac{q}{4} \right)^2 \, , \end{equation} where we have defined \begin{equation} Q = s \big( 2s^2 + 2(1+ q^2)s + q^2 \big) \, . \end{equation}

By applying the inverse Laplace transform, we obtain \begin{align} \hat{\rho} (q,t) &= \frac{4}{q^2} \, \sin \left( \frac{q}{4} \right)^2 \bigg[ 1-e^{-\beta t} \left( \cosh \left( \alpha t \right) + \frac{1}{2\alpha} \, \sinh \left( \alpha t\right) \right) \bigg] \, , \notag \\ \hat{\phi} (q,t) &= \frac{4i }{q} \, \sin \left( \frac{q}{4} \right)^2 \left[ 1- e^{-\beta t } \left( \cosh(\alpha t) + \frac{\beta}{\alpha} \, \sinh (\alpha t) \right) \right] \, , \end{align} where we have defined \begin{equation} \alpha = \frac{1}{2} \sqrt{1+q^4} \, , \qquad \beta = \frac{1}{2} \left( 1+q^2 \right) \, . \end{equation}

The solution in real space can readily be obtained (via numerical integration) upon inverse Fourier transformation. Hope this could help a bit.

Why your method solution, even though it look correct, does not work still is an open question!