Fourier solution of a first-order equation with periodic forcing

ID: fourier-solution-of-a-first-order-equation-with-periodic-forcing

Let be nonzero real constants and let be a smooth periodic function of period , with real Fourier coefficients . Write the unknown periodic solution with Fourier coefficients . Fourier orthogonality applied to the equation gives
Solving these two-by-two linear systems gives
The smooth forcing has rapidly decreasing Fourier coefficients, so the resulting series and its derivatives converge and satisfy the equation. Uniqueness follows because the difference of two solutions is , which is periodic only when . A single sinusoidal forcing therefore gives a single sinusoidal response with changed amplitude and phase.

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