Fourier series method for differential equations

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Let gg be 2π2\pi-periodic, continuous on [−π,π][-\pi ,\pi ] and have Fourier series

a02+∑n=1∞(ancos⁡nx+bnsin⁡nx). \frac{a_{0}}{2}+\sum _{n=1}^{\infty } (a_{n}\cos nx+b_{n}\sin nx).

Let ff be 2π2\pi-periodic and satisfy the differential equation

f′′(x)+kf(x)=g(x) f''(x)+kf(x) = g(x)

where k≠n2k \neq n^{2}, n=1,2,3,…n = 1,2,3,\ldots. Find the Fourier series of ff and prove that it converges everywhere.

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Use the Fourier method to solve the heat conduction equation ∂u/∂t=∂2u/∂x2\partial u/\partial t=\partial^2u/\partial x^2 on the circle T\mathrm{T} with initial data u(0,x)=v(x)u(0,x)=v(x) (see Problem 607).

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References

[deSi04] de Souza P.N., Silva J. Berkeley Problems in Mathematics. 3rd ed., Springer, 2004.
[KiGv88] Kirillov A.A., Gvishiani A.D. Теоремы и задачи функционального анализа. 2-е изд., Наука, 1988.