Numerical solution of partial differential equations using the discrete Fourier transform

Authors

  • D. E. Rodríguez-Lara Facultad de Ciencias Físico Matemáticas, Universidad Michoacana de San Nicolás de Hidalgo
  • I. Álvarez-Ríos Instituto de Física y Matemáticas, Universidad Michoacana de San Nicolás de Hidalgo
  • F. S. Guzmán Instituto de Física y Matemáticas, Universidad Michoacana de San Nicolás de Hidalgo https://orcid.org/0000-0002-1350-3673

DOI:

https://doi.org/10.31349/RevMexFisE.22.020221

Keywords:

Partial differential equations of physics; numerical methods; Fourier transform

Abstract

In this paper, we explain how to use the Fast Fourier Transform (FFT) to solve partial differential equations (PDEs). We start by defining appropriate discrete domains in coordinate and frequency domains. Then describe the main limitation of the method arising from the Sampling Theorem, which defines the critical Nyquist frequency and the aliasing effect. We then define the Fourier Transform (FT) and the FFT in a way that can be implemented in one and more dimensions. Finally, we show how to apply the FFT in the solution of PDEs related to problems involving two spatial dimensions, specifically the Poisson equation, the diffusion equation and the wave equation for elliptic, parabolic and hyperbolic cases, respectively.

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Published

2025-07-01

How to Cite

[1]
D. E. . Rodríguez Lara, I. Álvarez, and F. Guzmán, “Numerical solution of partial differential equations using the discrete Fourier transform”, Rev. Mex. Fis. E, vol. 22, no. 2 Jul-Dec, pp. 020221 1–, Jul. 2025.