Skip to main content

differential equations - Solving PDE involving Hilbert transform numerically


I'm trying to solve the following equation numerically:


$$u_{tt}-\mathcal{H}(u_x)=A^2_{xx},$$



where $\mathcal{H}$ is the Hilbert transform and $A$ is a prescribed forcing function which we assume takes the form $A(x,t)=f(x)\delta(t)$ for $\delta(t)$ the Dirac delta function. Note, the Hilbert transform is defined as


$$\mathcal{H}(u)(x)=\frac{1}{\pi}P.V. \int_{-\infty}^{\infty} \frac{u(x')}{x-x'}dx'.$$


Finally, I would like to invoke a causality condition, such that for $t<0$, $u=0$.


Currently, I am trying to implement, for example,


NDSolve[{-(D[Convolve[u[t, xp], xp^(-1), xp, x, PrincipalValue -> True], x]/Pi) + 
Derivative[2, 0][u][t, x] == -2*Sech[50*(-1 + t)]*Sech[x]^2*Tanh[x], u[0, x] == 0,
Derivative[1, 0][u][0, x] == 0, u[t, -10] == u[t, 10]}, u, {t, 0, 10}, {x, -10, 10}]

And Mathematica tells me


NDSolve::delpde: Delay partial differential equations are not currently supported by NDSolve.


Are there any work arounds for this? I am using Mathematica 7.



Answer



As I pointed out in a comment above, this problem can be solved by performing a Fourier Transform in x, solving the resulting ODE, and transforming back. The Fourier Transform of a Hilbert Transform is given by - I Sign[k] v[k], and the Fourier Transform of D[u[x],x] is I k v[k], where v is the Fourier Transform of u. Additionally, the Fourier Transform of the inhomogeneous term in the equation is


g = FourierTransform[Sech[x]^2*Tanh[x], x, k]
(* 1/2 I k^2 Sqrt[π/2] Csch[(k π)/2] *)

The resulting equation can be solved by


sol = FullSimplify[DSolveValue[{Derivative[2][v][t] + Abs[k] v[t] == 
-2*Sech[50*(-1 + t)] g, v[0] == 0, Derivative[1][v][0] == 0}, v[t], t]]

(* (E^(-50 - I t Sqrt[Abs[k]]) k^2 Sqrt[π/2] Csch[(k π)/2] (E^(2 I t Sqrt[ Abs[k]])
(50 + I Sqrt[Abs[k]]) Hypergeometric2F1[1, 1/2 - 1/100 I Sqrt[Abs[k]],
3/2 - 1/100 I Sqrt[Abs[k]], -(1/E^100)] - I E^(t (50 + I Sqrt[Abs[k]]))
(-50 I + Sqrt[Abs[k]]) Hypergeometric2F1[1, 1/2 - 1/100 I Sqrt[Abs[k]],
3/2 - 1/100 I Sqrt[Abs[k]], -E^(100 (-1 + t))] + I (50 I + Sqrt[Abs[k]])
(Hypergeometric2F1[1, 1/2 +1/100 I Sqrt[Abs[k]], 3/2 + 1/100 I Sqrt[Abs[k]], -(1/E^100)]
- E^(t (50 + I Sqrt[Abs[k]])) Hypergeometric2F1[1, 1/2 + 1/100 I Sqrt[Abs[k]],
3/2 + 1/100 I Sqrt[Abs[k]], -E^(100 (-1 + t))])))/(Sqrt[Abs[k]] (2500 + Abs[k])) *)

Not surprisingly, InverseFourierTransform cannot invert this expression. It can, of course, be inverted numerically. A typical plot of the expression is



Plot[Evaluate[ReIm[sol /. t -> 10]], {k, -6, 6}, PlotRange -> All]

enter image description here


The real part is essentially zero (because the source term in the ODE is so narrow in time), and the imaginary part is antisymmetric. Hence, a numerical sine transform can be used to invert expression. For instance,


Quiet@Table[NIntegrate[-2 Im[sol] Sin[k x]/Sqrt[2 Pi], {k, 0, 10}], {t, 2, 18, 8}, 
{x, 0, 20, .2}];
ListLinePlot[%, DataRange -> {0, 20}, PlotRange -> All, AxesLabel -> {x, u}]

enter image description here


u[x] spreads and increasingly oscillates as t increases.



Comments

Popular posts from this blog

front end - keyboard shortcut to invoke Insert new matrix

I frequently need to type in some matrices, and the menu command Insert > Table/Matrix > New... allows matrices with lines drawn between columns and rows, which is very helpful. I would like to make a keyboard shortcut for it, but cannot find the relevant frontend token command (4209405) for it. Since the FullForm[] and InputForm[] of matrices with lines drawn between rows and columns is the same as those without lines, it's hard to do this via 3rd party system-wide text expanders (e.g. autohotkey or atext on mac). How does one assign a keyboard shortcut for the menu item Insert > Table/Matrix > New... , preferably using only mathematica? Thanks! Answer In the MenuSetup.tr (for linux located in the $InstallationDirectory/SystemFiles/FrontEnd/TextResources/X/ directory), I changed the line MenuItem["&New...", "CreateGridBoxDialog"] to read MenuItem["&New...", "CreateGridBoxDialog", MenuKey["m", Modifiers-...

How to thread a list

I have data in format data = {{a1, a2}, {b1, b2}, {c1, c2}, {d1, d2}} Tableform: I want to thread it to : tdata = {{{a1, b1}, {a2, b2}}, {{a1, c1}, {a2, c2}}, {{a1, d1}, {a2, d2}}} Tableform: And I would like to do better then pseudofunction[n_] := Transpose[{data2[[1]], data2[[n]]}]; SetAttributes[pseudofunction, Listable]; Range[2, 4] // pseudofunction Here is my benchmark data, where data3 is normal sample of real data. data3 = Drop[ExcelWorkBook[[Column1 ;; Column4]], None, 1]; data2 = {a #, b #, c #, d #} & /@ Range[1, 10^5]; data = RandomReal[{0, 1}, {10^6, 4}]; Here is my benchmark code kptnw[list_] := Transpose[{Table[First@#, {Length@# - 1}], Rest@#}, {3, 1, 2}] &@list kptnw2[list_] := Transpose[{ConstantArray[First@#, Length@# - 1], Rest@#}, {3, 1, 2}] &@list OleksandrR[list_] := Flatten[Outer[List, List@First[list], Rest[list], 1], {{2}, {1, 4}}] paradox2[list_] := Partition[Riffle[list[[1]], #], 2] & /@ Drop[list, 1] RM[list_] := FoldList[Transpose[{First@li...

plotting - Magnifying Glass on a Plot

Although there is a trick in TEX magnifying glass but I want to know is there any function to magnifying glass on a plot with Mathematica ? For example for a function as Sin[x] and at x=Pi/6 Below, this is just a picture desired from the cited site. the image got huge unfortunately I don't know how can I change the size of an image here! Answer Insetting a magnified part of the original Plot A) by adding a new Plot of the specified range xPos = Pi/6; range = 0.2; f = Sin; xyMinMax = {{xPos - range, xPos + range}, {f[xPos] - range*GoldenRatio^-1, f[xPos] + range*GoldenRatio^-1}}; Plot[f[x], {x, 0, 5}, Epilog -> {Transparent, EdgeForm[Thick], Rectangle[Sequence @@ Transpose[xyMinMax]], Inset[Plot[f[x], {x, xPos - range, xPos + range}, Frame -> True, Axes -> False, PlotRange -> xyMinMax, ImageSize -> 270], {4., 0.5}]}, ImageSize -> 700] B) by adding a new Plot within a Circle mf = RegionMember[Disk[{xPos, f[xPos]}, {range, range/GoldenRatio}]] Show...