Math Methods Fall Final 2010

Matthew Hickman
Professor Trodden

Problem 1
We are given that
f (x) = g(x)e−a|x| , g(x + 2π) = g(x), a > 0
And we want to find the Fourier transform of f (x). We just write out the formula for the Fourier transform.
Z ∞
f˜(k) = g(x)e−a|x| e−ikx dx
−∞

We can rewrite this as two different infinite sums

X∞ Z 2π(n+1) ∞ Z
X −2πn
= g(x)e−a|x| e−ikx dx + g(x)e−a|x| e−ikx dx
n=0 2πn n=0 −2π(n+1)

Here I’ve used the property of integrals that

Z b Z c Z c
f (x) dx + f (x) dx = f (x) dx
a b a

an infinite amount of times (infinite sum.) Now we can use the fact that

x x≥0
|x| =
−x x < 0

To rewrite this as
∞ Z
X 2π(n+1) ∞ Z
X −2πn
f˜(k) = g(x)e −ax −ikx
e dx + g(x)eax e−ikx dx
n=0 2πn n=0 −2π(n+1)

∞ Z
X 2π(n+1) ∞ Z
X −2πn
−u(a+ik)
= g(u)e du + g(v)ev(a−ik) dv
n=0 2πn n=0 −2π(n+1)

Where here I’ve also introduced a dummy variables u and v that we will soon replace again with what will
be called x. Here it’s also good to mention we know
Z 2π
c(k) = g(x)e−ikx dx
0

Let’s do these two sums separately. The first one reads

∞ Z
X 2π(n+1)
g(u)e−u(a+ik) du
n=0 2πn

1
Let’s do a variable substituion where
x = u − 2πn ⇒ dx = du
This is of courses a different variable substituion for each term in the sum. Also we must change the limits
of integration, so we get
X∞ Z 2π
= g(x + 2πn)e−(x+2πn)(a+ik) dx
n=0 0

From the periodicity condition of g(x) we know that g(x + 2πn) = g(x + 2π(n − 1)) = ... = g(x). We can
also factor out parts of the integral that don’t depend on x, and we get.
∞
X Z 2π ∞
X Z 2π
= e−2πn(a+ik) g(x)e−x(a+ik) dx = e−2πn(a+ik) g(x)e−x(i(k−ia)) dx
n=0 0 n=0 0

∞
X ∞
X
= e−2πin(k−ia) c(k − ia) = c(k − ia) e−2πin(k−ia)
n=0 n=0

We can then use the geometric sum formula, that is

∞
X 1
zn = , |z| < 1
n=0
1−z

to reduce this answer to

c(k − ia)
1 − e−2πi(k−ia)
I should mention that we knew |e−2πi(k−ia) | = e−2πa < 1 since we know a > 0. So the sum formula applies.
Now we return to the second sum involving v that I neglected. We gave
∞ Z
X −2πn
g(v)ev(a−ik) dv
n=0 −2π(n+1)

Here we’ll make the substitution

x = v + 2π(n + 1) ⇒ dx = dv
So we get
∞ Z
X 2π
g(x − 2π(n + 1))e(x−2π(n+1))(a−ik) dx
n=0 0

∞
X Z ∞ ∞
X
−2π(n+1)(a−ik)
= e g(x)e−ix(k+ia) dx = e−2π(a−ik) e−2πn(a−ik) c(k + ia)
n=0 0 n=0

1 −c(k + ia) −c(k + ia)

= e−2π(a−ik) c(k + ia) = =
1 − e−2π(a−ik) 1−e −2π(a−ik) 1 − e−2πi(k+ia)
Again, here |e−2π(a−ik) | = e−2πa < 1 since a > 0 so the sum formula applies again. So I’ve now worked out
both sums, we can combine the two to get

c(k − ia) c(k + ia)

f˜(k) = −
1 − e−2πi(k−ia) 1 − e−2πi(k+ia)

Which is the desirved result. Now the test now says to draw where the singularities of f˜(k) lie. Since we
know that e2πin = 1 whenever n ∈ Z. This means that we have singularities from the first part whenever
k = n + ia and from the second part whenever k = n − ia with n ∈ Z. So whenever the real part of k is an

2
 1.0

0.5

-2 -1 1 2

-0.5

-1.0

Fig. 1: Plot of singularities where y axis has units of a.

integer, and whenever to imaginary part of k is ±a. Figure 1 shows where they are, where the imaginary
axis has units of a.
Now, let’s take the inverse transform of this, assuming that x > 0. Using the Fourier inversion theorem
we get Z ∞ 
1 c(k − ia) c(k + ia)
f (x) = − eikx dk
2π −∞ 1 − e−2πi(k−ia) 1 − e−2πi(k+ia)
We can expand this to a closed contour integral, where the first part goes from −∞ to ∞ on the real axis.
The second part of the contour takes the usual upper half plane contour in the positive imaginary part.
This upper half circle goes to 0, we are gauranteed this by Jordan’s Lemma since x > 0 and we have a eikx
in the integral. So this contour only encloses the singularities where k = n + ia, n ∈ Z. Let’s evaluate a
residue at k = n + ik.
(k − n − ia)c(k − ia) ikx
R(k = n + ia) = lim e
k→n+ia 1 − e−2πi(k−ia)
We ignore the second term in f˜(k) because it has no singularity. This limit goes to 0
0 so we use L’hopitals
rule.
c(k − ia)eikx + (k − n − ia)c0 (k − ia)eikx + ix(k − n − ia)c(k − ia)eikx c(n) i(n+ia)x
= lim = e
k→n+ia 2πi e−2πi(k−ia) 2πi
Using the residue theorem we get

∞ ∞
!
1 X c(n) i(n+ia)x 1 X
f (x) = 2πi e = c(n)e(in−a)x
2π n=−∞
2πi 2π n=−∞

Now we want to do the same thing but for x < 0. Most things are still the same, we still have the same real
integral along k,but we must take a contour in the negative part of the imaginary plane instead because of
the eikx term and Jordan’s Lemma. So now let’s evaluate the residue for when k = n − ia, n ∈ Z.

(k − n + ia)(−c(k + ia))eikx
R(k = n − ia) = lim
k→n−ia 1 − e−2πi(k+ia)

3
Here we ignored the first term because it doesn’t have singularities in the negative imaginary. We see again
this goes to 00 so we use L’hopitals Rule and get

−c(k + ia)eikx − (k − n + ia)c0 (k + ia)eikx − ix(k − n + ia)c(k + ia)eikx

R(k = n − ia) = lim
k→n−ia 2πi e−2πi(k+ia)
c(n) i(n−ia)x c(n) (in+a)x
=− e =− e
2πi 2πi
We then use the Fourier inversion theorem to get
∞   ∞
1 X c(n) (in+a)x 1 X
f (x) = −2πi − e = c(n)e(in+a)x
2π n=−∞ 2πi 2π n=−∞

for x < 0. The minus sign for this sum came from the fact that this contour was clockwise while the residue
theorem applied for counterclockwise contours, so I just stuck in a minus sign.
 −ax P∞ ∞
1 e P n=−∞ c(n)einx x > 0 e−a|x| X
⇒ f (x) = ax ∞ inx = c(n)einx
2π e n=−∞ c(n)e x<0 2π n=−∞

Since f (x) = g(x)e−a|x| we can conclude that

∞
1 X
g(x) = c(n)einx
2π n=−∞

Problem 2
We are given Z   
1 1 3
f (θ) = exp θ t + t dt
2πi C 3
Where C begins at ∞ in the sector −π/2 < arg(t) < −π/6 and ends at ∞ in the sector π/6 < arg(t) < π/2.
First though to keep similar notation to the notes I’m going to write this as
Z   
1 1
f (z) = exp z t + t3 dt
2πi C 3
This integral take the form of Z
f (z) = exp(zh(t)) dt
C
So we can use the method of steepest descent. First we find our saddle points, that is where h0 (t) = 0.

h0 (t0 ) = 1 + 2t20 = 0 ⇒ t0 = ±i

Normally we take the saddle point with the biggest value of R(h(t0 )) but here they both have real parts of
0 as h(±i) = ± 32 i. This means we’ll have to include them both in our assymptotic approximation.
Let’s start by evaluating this for the t = +i case. Since we have h00 (t) = st. We have
2 00
h(i) = i h (i) = 2i
3
We want to take the path of steepest descent in the integral as this point, so we write the following.

(t − i) = reiθ h00 (i) = |h00 (i)|eiα

4
Then we write the series of h(t) around i remembering that the 1st derivative vanishes.
2 2 00
⇒
h(t) = 3 i + (t − i) h (i)/2 + ...
φ(t) = |h00 (i)|r2 cos(α + 2θ)/2 + ...

Where φ(t) is the real part of h(t). The direction to go for this to be steepest descent is when cos is −1.
Since h00 (i) = 2i we know α = π/2. And in class we learned this means
 
π−α
θ= = π/4
2

Now we just evaluate the integral in the asymptotic limit here, for the saddle point t0 = i. We do
Z ∞
00 2 dt
ezh(t0 ) ezh (t0 )(t−t0 ) /2 dr
−∞ dr

Where we extend the limits to infinity because as we take this integral out it just doesn’t matter (because z
grows in the exponential.) Remembering that (t − t0 ) = reiθ this means dt/dr = eiθ . Also let’s recall that

h00 (t0 )(t − t0 )2 = |h00 (t0 )|r2 (cos(α + 2θ) + i sin(α + 2θ))

But on this steepest descent path cos(α + 2θ) = −1 and sin(α + 2θ) = 0. So we are simply left with
Z ∞ s
zh(t0 ) −z|h00 (t0)|r 2 /2 iθ zh(t0 ) 2π
e e e dr = e 00 (t )|
eiθ
−∞ z|h 0

The last part was just a Gaussian integral, where the normal formula applies because there are no poles in
the integrand, so we can just make a rotation. Since h(t0 ) = 32 i, |h00 (t0 )| = 2 and θ = π/4 we get
r
π
exp(i(2z/3 + π/4))
z

Now let’s do this thing for the other saddle point t0 = −i. All the arguments I just used should still apply,
I just need to find h(−i), |h00 (−i)| and θ. We find the following
2
h(−i) = − i h00 (−i) = −2i
3
Also we know h00 (−i) = |h00 (−i)|eiα . This means α = −π/2 and |h00 (−i)| = 2.
 
π−α
⇒θ= = 3π/4
2

This means the contribution from the saddle point, just plugging into the formula is
r
π
exp(−i(2z/4 − 3π/4))
z

We have to add these answers together, notice that we can factor out a phase of π/2 out of each of them to
get them in a desireable form. Also I neglected a 1/(2πi) term in front of the integral. Adding these together
and adding the term we get

eiπ/2 π  i(2z/3−π/4)
r 
f (z) ∼ e + e−i(2z/3−π/4)
2πi z

5
We see that we just have cos, also eiπ/2 = i so finally we get
 
1 2 1
f (z) ∼ √ cos z− π
πz 3 4
as z → ∞.
Now I haven’t really solved for the paths of steepest descent yet. So from class we know that the steepest
descent is described by the imaginary component of h(t) constant. For y > 0 we look at the saddle point
t0 = i. We know that the imaginary part of h(t) must by 2i/3 then. Writing out t = x + iy we get
1 x3 y3
h(x + iy) = (x + iy) + (x + iy)3 = + x − xy 2 + i(y + x2 y − )
3 3 3
1/2
y3 (y − 1)2 (2 + y)
 
2 2+y
⇒ y + x2 y − = ⇒ x2 = ⇒x=± (y − 1)
3 3 3y 3y
Where we choose the positive sign for the square root. This is because we found θ = π/4 for the path of
steepest descent and the positive square root has an increasing y with increasing x around the saddle point.
We take the limit of y/x as y → ∞ we get
1/2 
√
 
3y y
lim = 3
y→∞ 2 + y y−1
√
This implies that arg(t) near ∞ is tan−1 ( 3) = π/3 which falls within the parameters of the problem as they
are given, which is nice. For the y < 0 case we look at our other saddle point, t0 = −i, and h(−i) = −3i/2.
1/2
y3 (y − 2)(y + 1)2

2 y−2
⇒ y + x2 y − = − ⇒ x2 = ⇒x=± (y + 1)
3 3 3y 3y
Again for this we want to take the minus square root. This is because we found θ = 3π/4 so we expect x to
get bigger as y gets smaller around the saddle point. Also, we can take the same limit of y/x
1/2 
√
 
3y y
lim − =− 3
y→∞ y−2 y+1
√
This means that arg(t) goes to tan−1 (− 3) = −π/3, which is within where the path C starts, which is
good. So that’s that.

Problem 3
We are given the following 4th order differential equation

d4 y 2
2d y
+ k = f (t)
dt4 dt2
Before we tackle this problem, let’s develop some formalism for dealing with Green’s functions for 4th
order differential equations. Let’s assume (by the suggestion of this problem) that the Green’s function
G(t, τ ) can simply be written G(t − τ ) for t > τ . We’ll call the 4th order differential operator on the left L,
then we are looking for the function G(t − τ ) such that.
L[G(t − τ )] = δ(t − τ )
Now when t 6= τ this equation shows we can assume that G is smooth up. We’ll also assume that G, Gt ,
Gtt , and Gttt are all bounded. Then we can see what this means in the conext of some general 4th order
differential operator
d4 d3 d2 d
L = 4 + p3 3 + p2 2 + p1 + p0
dt dt dt dt

6
Knowing that
L[G(t, τ )] = δ(t − τ )
⇒ Gtttt + p3 Gttt + p2 Gtt + p1 Gt + p0 G = δ(t − τ )
Now let’s integrate each side some small  around τ .
Z τ + Z τ +
⇒ Gtttt + p3 Gttt + p2 Gtt + p1 Gt + p0 G dt = δ(t − τ ) dt = 1
τ − τ −
Z τ +
t=τ +
⇒ [Gttt ]t=τ − + p3 Gttt + p2 Gtt + p1 Gt + p0 G dt = 1
τ −

We’ve already said that the integrand here is bounded, so this integral ends up being O(), or just zero.
Thus we have our first boundary condition that the 3rd derivative of G with respect to t has a jump in the
derivative going from τ− to τ+ .
Remembering this is interesting because the differential equation we have is L[y] = f (t) with y(0) =
y 0 (0) = y 00 (0) = y 000 (0) = 0. If we have a Green’s Function G(t, τ ) with

G(0, τ ) = Gt (0, τ ) = Gtt (0, τ ) = Gttt (0, τ ) = 0

If we consider Z ∞
y(t) = G(t, τ )f (t) dτ
0

Using these boundaries for the Green’s function, we have a y(t) that already satisfies the initial value problem
we’ve been given (just differentiate 0,1,2, or 3 times with respect to t and plug in t=0, you get zero.) Also,
of course, this satisfies the differential equation.
Z ∞ Z ∞
L[y(t)] = L[G(t, τ )]f (τ ) dτ = δ(t − τ )f (τ ) dτ = f (t)
0 0

So this solves our differential equation, and initial conditions. So we’re in pretty decent shape so far...
So we’ll define the following for the Green’s function for this problem with initial value conditions as
obeying the following.

1. For t ≥ 0, τ ≥ 0, t 6= τ , G is smooth, and L[G] = 0, for fixed τ .

2. G(0, τ ) = Gt (0, τ ) = Gtt (0, τ ) = Gttt (0, τ ) = 0 for τ > 0. (It’s this step that set’s our initial value
problem.)
3. G is C 2 at t = τ , with [Gttt ]ττ +
− = 1. (We found this jump from integrating a small  around t = τ .

This is analagous to us solving y(0) = y 0 (0) = 0 in class, but with added conditions because L is a 4th
order differential operator. So again, at the suggestion of this problem I’ll assume now that G(t, τ ) = G(t−τ )
for t > τ . So I’ll write

0 t<τ
G(t − τ ) =
c1 y1 (t − τ ) + c2 y2 (t − τ ) + c3 y3 (t − τ ) + c4 y4 (t − τ ) t > τ
Where yi (t) are the solutions to the homogeneous equation L[y(t)] = 0. So let’s solve the homogeneours
equation. We have
d4 y 2
2d y
+ k =0
dt4 dt2
Let’s make a guess and say y(t) = eλt .

⇒ λ4 eλt + k 2 λ2 eλt = 0

7
 eλt 6= 0 ⇒ λ4 + k 2 λ2 = 0
We get λ = 0 (double root) and λ = ±ik. So we’ll call y1 (t) = 1, y2 (t) = t, y3 (t) = sin(kt), y4 (t) = cos(kt).
Where y1 came from λ = 0, y2 came from 0 being a double root, so we multiple the first solution by t, and
sin(kt) and cos(kt) are linearly independent linear combinations of eikt and e−ikt . So now we have

0 t<τ
G(t − τ ) =
c1 + c2(t − τ ) + c3 sin(k(t − τ )) + c4 cos(k(t − τ )) t > τ

We can now apply the boundary conditions for this at t = τ remembering we must have continuinty in G,
Gt , Gtt and a jump in the derivative of 1 going from t = τ− to t = τ+ in Gttt . These boundary conditions
yield the following equations:

c1 + c4 =0
c2 + k c3 =0
−k 2 c4 = 0 ⇒ c4 = 0 ⇒ c1 = 0
−k 3 c3 = 1 ⇒ c3 = −1/k 3 ⇒ c1 = 1/k 2

0 t<τ
⇒ G(t − τ ) = (t−τ )
k2 + − sin(k(t−τ
k3
))
t>τ

Which is what we wanted to get, so that’s pretty cool.

We now will evaluate what y(t) is for the forcing function f (t) = e−t . We just follow the perscription for
finding y(t)
Z ∞ Z t  Z ∞
(t − τ ) sin(k(t − τ )) −τ
⇒ y(t) = G(t − τ )f (τ ) dτ = − e dτ + 0 dτ
0 0 k2 k3 t
Z t  Z t 
(t − τ ) sin(k(t − τ )) −τ t−τ sin(k(τ − t)) −τ
= − e dτ = + e dτ
0 k2 k3 0 k2 k3
Let’s just focus on the 2nd part of this integral, without the 1/k 3 part in it. So we’ll evaluate
Z t t Z t
sin(k(τ − t))e−τ dτ = − sin(k(τ − t))e−τ  + k cos(k(τ − t))e−τ dτ

0 0 0

t Z t
= − sin(kt) − k cos(k(τ − t))e−τ  − k 2 sin(k(τ − t))e−τ dτ

0 0
Where this was done by integration by parts, we see the integral repeats itself, so moving it to the other side
Z t
k cos(kt) − sin(kt) − ke−t
⇒ sin(k(τ − t))e−τ dτ =
0 k2 + 1

Now let’s focus on the 1st part of the integral, that is

Z t t Z t t
−τ −τ 
(τ − t)e dτ = −(τ − t)e  + e−τ dτ = −t + −e−τ  = 1 − t − e−t

0 0 0 0

We know
t t
−1
Z Z
−τ 1
y(t) = 2 (τ − t)e dτ + 3 sin(k(τ − t))e−τ dτ
k 0 k 0

−t
e + t − 1 k cos(kt) − ke−t − sin(kt)
⇒ y(t) = +
k2 k 3 (k 2 + 1)

8
Now let’s see if this satisfies the boundary conditions.
1−1 k−k
y(0) = + 3 2 =0
k2 k (k + 1)

1 − e−t ke−t − k 2 sin(kt) − k cos(kt) 1−1 k−k

y 0 (t) = 2
+ ⇒ y 0 (0) = + 3 2 =0
k k 3 (k 2 + 1) k2 k (k + 1)
e−t k 2 sin(kt) − ke−t − k 3 cos(kt) 1 k(k 2 + 1) 1 1
y 00 (t) = 2
+ 3 2
⇒ y 00 (0) = 2 − 3 2 = 2 − 2 =0
k k (k + 1) k k (k + 1) k k
e−t k 3 cos(kt) + ke−t + k 4 sin(kt) 1 k3 + k 1 1
y 000 (t) = − 2
+ 3 2
⇒ y 000
(0) = − 2
+ 3 2
=− 2 + 2 =0
k k (k + 1) k k (k + 1) k k
So the initial conditions are satisfied. Now we check if the differential equation is satisfied.

e−t k 5 cos(kt) − ke−t − k 4 sin(kt)

y (4) (t) = +
k2 k 3 (k 2 + 1)

e−t k 5 cos(kt) − ke−t − k 4 sin(kt) + k 4 sin(kt) − k 3 e−t − k 5 cos(kt)

⇒ y (4) (t) + k 2 y 00 (t) = 2
+ + e−t
k k 3 (k 2 + 1)
e−t k(k 2 + 1)e−t
= 2
− 3 2 + e−t = e−t
k k (k + 1)
Which is what we wanted. So that’s it, thanks for the fun class.