Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 4 / 39C / a / Solution

Expand the unknown in Fourier modes:By Termwise differentiation of a Fourier series,Also,Therefore the coefficient of $e^{i\pi mx}$ on the left-hand side isThe right-hand side has coefficientsbecause the coefficient of each of $e^{\pm i\pi nx}$ is $1/(n^2+1)$ and the constant coefficient is one. Hence the Fourier spectral system for a cosine-modulated second derivative isIts coefficient array is an infinite tridiagonal matrix.

For a spectral truncation, retain the modes $-M\le n\le M$, setand impose the displayed coefficient equation for every $-M\le m\le M$. This gives an explicit $(2M+1)$-dimensional tridiagonal system. The resulting finite Fourier series automatically satisfies the periodic boundary conditions.