This video describes how the Fourier Transform can be used to solve the heat equation. In fact, the Fourier transform is a change of coordinates into the eigenvector coordinates for the heat equation.

Book Website: [ Ссылка ]
Book PDF: [ Ссылка ]

These lectures follow Chapter 2 from:
"Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz

Amazon: [ Ссылка ]

Brunton Website: eigensteve.com

This video was produced at the University of Washington

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