Fourier Transform Methods for solving DE's and PDE's

[vickymaj]

I am looking for a good book or some online online videos and lectures which focuses on FT Techniques for solving Differential Equations and Partial Differential Equations.

Would prefer something which is easy to understand.

Thanks in advance.

 

[Mathchismo]

I am looking for a good book or some online online videos and lectures which focuses on FT Techniques for solving Differential Equations and Partial Differential Equations.

Would prefer something which is easy to understand.

Thanks in advance.

Here:

If you are finding it difficult you should first brush up on
1. Power series and respective operations on power series (addition/subtraction, multiplication/division and finally differentiation)
2. After this re-read your notes on complex algebra.

The rest should follow through fairly easily.

 

[Daniel Duffy]

And PDE is a very wide field. Once you have learned the basis of FT you can try applying it to the 1d heat equation.

Heat equation - Wikipedia

Once you understand it for this case you can then move on to more advanced PDEs in computational finance, for example.

// a bit of Fourier series does no harm, either.

 

[Mathchismo]

And PDE is a very wide field. Once you have learned the basis of FT you can try applying it to the 1d heat equation.

Heat equation - Wikipedia

Once you understand it for this case you can then move on to more advanced PDEs in computational finance, for example.

// a bit of Fourier series does no harm, either.

Yes exactly go through some Heat Equation examples those are always the ones first taught in class for Fourier transforms and then build up from there.

 

[Daniel Duffy]

When learning a new concept I always take a small manageable example and work it out with pen(cil) and paper. Once the process is clear then it can be automated, in this case FFTW

FFTW - Wikipedia