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How to handle fft of initial condition?


From: John B. Thoo
Subject: How to handle fft of initial condition?
Date: Mon, 18 May 2009 08:22:12 -0700

Hi. I have a question about solving a differential equation using fft, specifically, how to handle the initial condition.

Suppose the equation is

  u_t = f(x, t),  u(x,0) = u0(x).

Applying the F.T., I think I get the system of ODEs

  d [u^]_k
  --------  =  [f^]_k(t),  [u^]_k(0) = [u0^]_k,
     dt

for k = -infinity..infinity, where ^ denotes the F.T. Then I think the solution u would be

  u(x,t) = \sum_{k=-infinity..infinity} [u^]_k(t) * exp(ikx).

My question is this: If I let [u0^] = fft (u0), how do I match a negative index k when Octave begins with k = 1? E.g., if k = -3, then I think I can handle [u^]_{-3} using complex conjugates:

  d [u^]_{-3}     d [u']_3
  -----------  =  --------.
       dt            dt

But then what would be [u0^]_{-3}? Or am I approaching this wrongly altogether?

Please let me know if my question is not clear and I will try to restate it. Thanks.

---John.


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