Mathematical Techniques (Some Important Facts)
Mathematical Techniques (Some Important Facts)
Fourier Series
Here we will express a non- sinusoidal periodic function into a fundamental and its
harmonics. A series of sines and cosines of an angle and its multiples of the form.
𝒂𝟎
f(x) = + ∑𝒏 𝟏 𝒂𝒏 𝒄𝒐𝒔(𝒏𝒙) + ∑𝒏 𝟏 𝒃𝒏 𝒔𝒊𝒏(𝒏𝒙)
𝟐
Where, C o= a o
1. Is single- valued
2. Is bounded
3. Has at most a finite number of maxima and minima.
4. Has only a finite number of discontinuous.
5. Is f(x+ 2π) = f(x) for values of x outside [-π, π], then
𝒂𝟎
SP(x) = 𝟐
+ ∑𝑷
𝒏 𝟏 𝒂𝒏 𝒄𝒐𝒔(𝒏𝒙) + ∑𝑷
𝒏 𝟏 𝒃𝒏 𝒔𝒊𝒏(𝒏𝒙)
Converges to f(x) as P→ ∞ at values of x for which f(x) is continuous and to [𝑓(𝑥 + 0) + 𝑓(𝑥 − 0)]
at points of discontinuity.
Advantages of Fourier Series
1. Discontinuous function can be represented by Fourier series. Although derivatives of the
discontinuous function do not exist.
2. The Fourier series is useful in expanding the periodic function since outside the closed
interval, there exists a periodic extension of the function.
3. Expansion of an oscillating function by Fourier series gives all modes of oscillation
(fundamental and all overtones) which is extremely useful in physics.
4. Fourier series of a discontinuous function is not uniformly convergent at all points.
5. Term by term integration of a convergent Fourier series is always valid, and it may be valid if
the series is not convergent. However, term by term, differentiation of a Fourier series is not
valid in most cases.
Let the function f(x) be defined in interval (-c, c). Now we want to change the function to the period
of 2π so that we can use the formulae of an, bn
Fourier series
𝟏 𝟐𝝅 𝟏 𝟐𝝅 𝒄𝒛
Where, ao= 𝝅 ∫𝟎 𝑭(𝒛). 𝒅𝒛 = ∫ 𝒇 𝝅
𝝅 𝟎
𝒅𝒛
𝟏 𝟐𝒄 𝝅𝒙 𝟏 𝟐𝒄
= 𝝅 ∫𝟎 𝒇(𝒙)𝒅 𝒄
= ∫ 𝒇(𝒙). 𝒅𝒙
𝒄 𝟎
𝟏 𝟐𝝅 𝟏 𝟐𝝅 𝒄𝒛
an = 𝝅 ∫𝟎 𝑭(𝒛)𝒄𝒐𝒔(𝒏𝒛)𝒅𝒛 = 𝝅 ∫𝟎 𝒇 𝝅
𝒄𝒐𝒔(𝒏𝒛)𝒅𝒛
𝟏 𝟐𝒄 𝝅𝒙 𝝅𝒙 𝟏 𝟐𝒄 𝒏𝝅𝒙 𝝅𝒙
= 𝟐𝝅 ∫𝟎 𝒇(𝒙)𝒄𝒐𝒔 𝒄
𝒅 𝒄
= ∫ 𝒇(𝒙)𝒄𝒐𝒔 𝒄
𝒄 𝟎
𝒅𝒙 𝑷𝒖𝒕 𝒛 = 𝒄
𝟏 𝟐𝝅 𝒏𝝅𝒙
Similarly, bn= ∫𝟎 𝒇(𝒙)𝒔𝒊𝒏 . 𝒅𝒙
𝒄 𝒄
Cosine Series
𝒂𝟎 𝒏𝝅𝒙
F(x)= 𝟐
+ ∑𝒏 𝟏 𝒂𝒏 𝒄𝒐𝒔 𝒄
𝟐 𝒄 𝟐 𝒄 𝒏𝝅𝒙
Where ao = ∫𝟎 𝒇(𝒙). 𝒅𝒙, an= ∫𝟎 𝒇(𝒙). 𝒄𝒐𝒔 𝒅𝒙
𝒄 𝒄 𝒄
Sine Series
𝒏𝝅𝒙
F(x)= ∑𝒏 𝟎 𝒃𝒏 . 𝒔𝒊𝒏 𝒄
𝟐 𝒄 𝒏𝝅𝒙
Where bn= 𝒄 ∫𝟎 𝒇(𝒙). 𝒔𝒊𝒏 𝒄
𝒅𝒙
Parseval’s Formula:
𝒄
𝟏 𝟐
[𝒇(𝒙)]𝟐 . 𝒅𝒙 = 𝒄 𝒂 + 𝒂𝟐𝒐 + 𝒃𝟐𝒐
𝟐 𝒐 𝒏 𝟏
𝒄
Laplace Transformation
Introduction
Laplace transform help in solving the differential equations with boundary values without
finding the general solution and the values of the arbitrary constants.
Definition
F(s)= ∫𝟎 𝒆 𝒔𝒕
𝒇(𝒕). 𝒅𝒕
Provided the integral exists is called the Laplace Transform of f(t). It is denoted as
L[f(t)]= F(s)= ∫𝟎 𝒆 𝒔𝒕
𝒇(𝒕). 𝒅𝒕
Property first:-
Property Second:-
L[eatf(t)]= F(s-a)
𝟏
1. L(t)= 𝒔
𝒏!
2. L{tn}=𝒔𝒏 𝟏 . When n=0,1,2,3,4,5,…………….
𝟏
3. L{eat}= 𝒔 𝒂
𝒔
4. L{cosh(at)}= 𝒔𝟐 𝒂𝟐
(s2>a2)
𝒔
5. L{cos(at)}= 𝒔𝟐 𝒂𝟐
𝒂
6. L{sinh(at)}= 𝒔𝟐 𝒂𝟐
𝒂
7. L{sin(at)}= 𝒔𝟐 𝒂𝟐
𝒃
8. L{eatsin(bt)}= (𝒔
𝒂)𝟐 𝒃𝟐
𝒃
9. L{eatsinh(bt)}= (𝒔 𝒃)𝟐 𝒃𝟐
𝒔 𝒂
10. L{eatcos(bt)}= (𝒔 𝒂)𝟐 𝒃𝟐
𝒔 𝒂
11. L{eatsinh(bt)}= (𝒔 𝒂)𝟐 𝒃𝟐
𝒏!
12. L{eattn}= (𝒔 𝒂)𝒏 𝟏
Similarly,
𝟏
Laplace Transform of 𝒇(𝒕)(Division by t)
𝒕
If L[f(t)]= F(s),
𝟏
then L 𝒕 𝒇(𝒕) = ∫𝒔 𝑭(𝒔). 𝒅𝒔
Theorem
Lf(t).u(t-a)= e-asL[f(t+a)]
Impulse Function
When large force acts for a short time, then the product of the force and the time is called
impulse in applied mechanics. The unit impulse function is the limiting function.
𝛿(𝑡 − 1) = , a<t<a+ε
=0, otherwise
The value of the function (height of the strip in the figure) becomes infinite as a ε→0 and area of the
rectangle is unity.
Laplace Transform
= f(η)
Property 1.
Property 2.
∫ 𝑒 𝑓(𝑡). 𝑑𝑡
𝐿[𝑓(𝑡)] =
1−𝑒
Convolution Theorem
If L[f1(t)]= F1(s) and L[f2(t)= F2(x)
Multiplication by s
𝟏 [𝒔𝑭(𝒔)]
𝒅
𝑳 = 𝒇(𝒕) + 𝒇(𝟎)𝜹(𝒕)
𝒅𝒕
𝟏
Division by s (multiplication )
𝒔
𝒕 𝒕
𝟏
𝑭(𝒔) 𝟏 [𝑭(𝒔)].
𝑳 = 𝑳 𝒅𝒕 = 𝒇(𝒕). 𝒅𝒕
𝒔
𝟎 𝟎
𝟏
𝒇(𝒕) 𝟏 𝟏 [𝑭(𝒔)]
𝑳 𝒇(𝒔). 𝒅𝒔 = = 𝑳
𝒕 𝒕
𝒔
Or, 𝑳 𝟏 [𝑭(𝒔)]
= 𝒕𝑳 𝟏
∫𝒔 𝒇(𝒔). 𝒅𝒔
𝒕
𝟏 {𝑭
⇒ 𝒇𝟏 (𝒙) ∗ 𝒇𝟐 (𝒕 − 𝒙). 𝒅𝒙 = 𝑳 𝟏 (𝒔). 𝑭𝟐 (𝒔)}
𝟎
Solution of Differential Equation by Laplace Transforms
Ordinary linear differential equation with constant coefficients be easily solved by the
Laplace Transforms method, without finding the general solution and the arbitrary constants.
Example 1. Using Laplace Transforms, find the solution of the initial value problem
y’’-4y’+4y = 64sin(2t)
y(0) = 0, y’(0) = 1
y(0) = 0, y’(0)= 1
S2𝑦 – 1 – 4s𝑦 + 4𝑦 =
y=( )
+ ( ) ( )
=( )
− +( )
+
y= L-1 − +( )
+
𝑭(𝒔)
Heaviside’s Inverse Formula of 𝑮(𝒔)
If F(s) and G(s) be two polynomials in s. The degree of F(s) is less than that of G(s). Let
𝜶𝟏 , 𝜶𝟐 , 𝜶𝟑 , . . . . . . . . . . . . . . . 𝜶𝒏 be n roots of the equation G(s)= 0
𝑭(𝒔) 𝟏 𝑭(𝒔) 𝑭(𝜶𝒊 ) 𝜶 𝒕
Inverse Laplace formula of 𝑮(𝒔) is given by 𝑳 𝑮(𝒔)
= ∑𝒏𝒊 𝟏 𝑮 (𝜶 ) 𝒆
𝒊
𝒊
𝟐
𝟏 𝟐𝒔 𝟓𝒔 𝟒
Example: 1. Find 𝑳 𝒔𝟑 𝒔𝟐 𝟐𝒔
G’(s) = 3s2 + 2s – 2
𝛼 = 0, 𝛼 = 1 , 𝛼 = −2
( ) ( )
By Heaviside’s Inverse formula 𝐿 ( )
= ∑ ( )
𝑒
= 𝑒 + 𝑒 + 𝑒
=2 + et – e-2t
Answer: =2 + et – e-2t