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math lectures

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CamScanner 11 26 2023 18.12

math lectures

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Chapter 12 Orthogonal Functions and Fourier Series and so aye ff s0x) cos x ads. 7 f fl pad © Finally, if we multiply (2) by sin(mzrx/p), integrate, and make use ofthe results [isin BE xde=0, m>0, ff sin" xsin 2 xde=0 P P and ME yin th deal AA fis xsin dee on we find that beak f pea sin cde o ‘The trigonometric series (2) with coefficients ao, ay, and b, defined by (4), (6), ‘and (7), respectively, is said to be the Fourier series of the function f. The coeffi- cients obtained from (4), (6), and (7) are referred to as Fourier coefficients of f In finding the coefficients as, a,, and b, we assumed that f was integrable on the interval and that (2), as well as the series obtained by multiplying (2) by cos(mzz/p), converged in such a manner as to permit term-by-term integration. Until (2) is shown to be convergent for a given function f, the equality sign is not to be taken in a strict of literal sense. Some texts use the symbol ~ in place of =. In view of the fact that most functions in applications are of a type that guarantees convergence of the series, we shall use the equality symbol. We summarize the results: Example.1 Expansion in a Fourier Series -a 0, feet) =]im fle), fO-) = Jim flx-h). se, Chul nd anes Wal Brn, Foe Series ond Bedary Vou roblns “York: McGraw-Hill). Veins Protons Cio ‘We may assume that the given ~Z function fis periodic. ‘Chapter 12 Orthogonal Functions and Fourier Series @ Periodic Extension Observe that each of the functions ini the basic set (1) hhas a different fundamental period,* namely, 2p/n, n 2 1, but since a positive integer multiple of a period is also a period we see that all of the functions have in common the period 2p (verify). Hence the right-hand side of (2) is 2p-periodic; indeed, 2p is the fundamental period of the sum. We conclude that a Fourier series not only repre- sents the function on the interval (~p, p) but also gives the periodic extension of f outside this interval. We can now apply Theorem 12.1 to the periodic extension of f, ‘or we may assume from the outset that the given function is lic with period T= 2p; that is, f(x + T) = f(a). When f is piecewise continuous and the right- and left- hand derivatives exist at x =~p and x = p, respectively, then the series (8) converges to the average [ f(p-) +f(-p+)J2 at these endpoints and to this value extended peri- odically to +3p, +5p, +7p, and so on. The Fourier series in (13) converges to the periodic extension of (12) on the entire x-axis. At 0, +2, +4: and at £1, +3, +52, ..., the series converges to the values f+) +fO- ang L0#)+ fle) 2 respectively. The solid dots in Figure 12.2 represent the value 7/2. a Figure 12.2 HH Sequence of Partial Sums It is interesting to see how the sequence of partial sums (Sy(x)} of a Fourier series approximates a function. For example, the first three partial sums of (13) are S@)=F 54) = 2 + 2 cos x + sin, 50) =% +2 cos x4 sine +b sin2x 4 4% 4% 2 In Figure 12.3 we have used a CAS to graph the partial sums S3(1), $s), Ss), and Sya(2) of (13) on the interval (-7, 2). Figure 12.3(e) shows the periodic extension using S\3(x) on (42, 47). y y 3 So (b) $5(2) on (-m, ) ast mr (a) 500) 09 Figure 12.3 Partial sums of a Fourier series continued Sex Problem 2 in xereises 121 oS (©) Sy(2) on x, =) (6) S362) 00-2 . aos SO (©) S,s(2) on (4, 4) igure 12.5 (continued) EE Gn re 17. Use the result of Problem 5 to show In Problems 1-16, find the Fourier series of fon the given inter- 1 -n «. Since p -> « impli ve o the limit of (2) has the form lima-s0 Da=1 Flabec which osae bong ; inition of the integral [> F(t) daz Thus if [~ f(®) dt exists, the limit of he rst term in (2) is zero and the limit of the sum becomes oe fQ)= if (L f{0) cos art «) cos Ox + (L flo) sin att dt) sin aa| da. (3) ‘The result given in (3) is called the Fourier int 1 tegral of f on (-22, «). As the follow- ing summary shows, the basic structure of the Fourier integral eniniscea of te of a Fourier series. (a) =f f(s) sin ax dx Convergence of a Fourier Integral Sufficient conditions under which a Fourier integral converges to f(t) are similar to, but slightly more restrictive than, the conditions for a Fourier series. Integral Representation presentation ofthe function 0, x<0 poyett, 0652 0, x>2 Example 1 Fourier Find the Fourier integral re Uh chia ey TFs ana that te integral [Yee ds com h 15.3 Fourier Integral 7aT SOLUTION The function, whose graph is shown in Figure 15.6, satisfies the 1 hypotheses of Theorem 15.1. Hence from (5) and (6) we have at once : Aca) = [fa) 608 ax de Figws 158 = [pe cos axar+ fs) cos ax de + [fay cos ax ds jin 2 a = [cos axde= mays [foysin arden [in ax dew 120820, ‘Substituting these coefficients into (4) then gives eds) aver) aoe ‘When we use trigonometric identities, the last integral simplifies to fox) = fs) = 2 [sin e04 ate— 0 gay oo a m . ‘The Fourier integral can be used to evaluate integrals. For example, at x = 1 it follows from Theorem 15.1 that (7) converges to f(1); that is, [BS dead a \ The latter result is worthy of special note since it cannot be obtained in the “usual” ‘manner; the integrand (sin x)/x does not possess an antiderivative that is an elemen- tary function, @ Cosine and Sine Integrals When f is an even function on the interval (Cee, e=), then the product f(x) cos c.x is also an even function whereas f(x) sin ox is an odd function. As a consequence of property (g) of Section 12.3, B(c) = 0, and so (4) becomes: fe 19-2 ([ ose ora cos ard Here we have also used property (f) of Section 12.3 to write [1000s ar dr=2 [fp c0s at a Similarly, when fis an odd function on (—se, ee), products f(x) cos zx and f(x) sin exx are odd and even functions, respectively. Therefore A(c) = 0 and so=2 f° (f A) sin at ) sin ax dew ‘We summarize in the following definition, 748 Chapter 15 Integral Transform Method Example 2 Cosine Integral Representation Find the Fourier integral representation of the function {i Ix|a. fe SOLUTION It is apparent from Figure 15.7 that f is an even function. Hen wwe represent f by the Fourier cosine integral (8). From (9) we obtain Aca) = [#0 cos ax de= ffs) cos ax de+ [fa) cos ax dx a [cos a ac= 8, z and so foe? (ee py ar ‘The integrals (8) and (10) can be used when f is neither odd nor even 3 defined only on the half-line (0, ), In this case (8) represents f on the inter (0, ©) and its even (but not periodic) extension to (—*, 0), whereas (10) represe fon (0, 2) and its ‘odd extension to the interval (—s=, 0). The next example ill trates this concept. _ Example 3 Cosine and Sine Integral Representations Represent f(x) =e, x>0 f (a) by a cosine integral; (b) by a sine integral. SOLUTION The graph of the function is given in Figure 15.8. (a) Using integration by parts, we find 1 Figure 15.8 aca=[ c0s ax de = Ta 15.3 Fourier Integral 149 ‘Therefore the cosine integral of fis 2 ax foy=% [EF aa. (&) Similarly, we have Corin a Bea) = [ e* sin axde= 2. ‘The sine integral of fis then 2 (asin ax | 10°75), Tear Figure 15.9 shows the graphs of the functions and their extensions represented by the two integrals. a (©) Sine integral apecite BH Complex Form The Fourier integral (4) also possesses an equivalent complex form, or exponential form, that is analogous to the complex form of a Fourier series (see Section 12.4). If (5) and (6) are substituted into (4), then $022 [ Fotoos a cos ex + sin asin a ade =A [so cos a(t — x) dt dor = [_ [sos ate ara «2 =f J noteos ate 2) + sin a2) der a3) =e [Lpnene? aede = x L (L fide «) em dex aay We note that (12) follows from the fact that the integrand is an even function of a. In (13) we have simply added zero to the integrand, i L [10 sin a(t -x) dt da=0, pecause the integrand is an odd function of a ‘The integral in (14) can be expressed as Le cae L0* 35 Claye'* dan, as) where c(a)= [toe dx. 6 ‘This latter form of the Fourier integral will be put to use in the next sectio when we return to the solution of boundary-value problems, 750 Chapter 15 Integral Transform Method CER EE TGS pop anon nce In Problems 1-6, find the Fourier integral representation of the given function. 0, x<-l -1, -1 2 0, x<0 0, x<0 B.fa)efx O3 0, x>e af x<0 fe, xl Sf) fe x30 6.r0=[6 Ikj>1 In Problems 7-12, represent the given function by an appropri- __ ate cosine or sine integral. 0, x<-1 0, let <5, -11 PIR xl, [x]0,2>0 15. fix)=xe™, 2>0 In Problems 17 and 18, solve the given integral equati function f, a ira, Wesco x59 16. flxy=e* cos, x59 17. [fos cos ax deme 1 n . 1, O 0, [7 ; 20. Use the complex form (15) to find the Fourier integral representation of f(x) = e~!*., Show that the result is the sam as that obtained from (8). 15.4 Fourier Transform @ Transform Pairs The Laplace transform F(s) of a function f(#) is defined b an integral, but up to now we have been using the symbolic representation f() £"{F(s)}.to denote the inverse Laplace transform of F(s). Actually, the invers Laplace transform is also an integral. If then | complex vari | leone LMFO = 5G i e*F(s) ds =fl0. ‘The last integral is called a contour integral; ‘ fables (sce Chapter 17). The point is this: integral transforms appet transform pairs. If f(x) is transformed int then the function f can be recovered by another LO) = f efit) dt = Fs), its evaluation requires the use to F(a) by an integral transform F(a) = f SG)K(@, x) dx, 6 integral transform fa)= f F(a)H(@, x) de, a functions K and H are called the kernels of the R(t) = e~"as the kemel ofthe Laplace transfom of the inverse Laplace transform. 15.4 Foy Transforms 751 Fourier Transfc form Pairs The Fourier integral is the source of three new ce From (8) and (9), (10) and (11), and (15) and (16) of the preced- section we are prompted to define the following Fourier transform pairs. [Existence The conditions under which (5), (7), and (9) exist are more strin- gent than those for the Laplace transform. For example, you should verify that F(1}, FAI), and F(1} do not exist. Sufficient conditions for existenet Me that f be Stuolbtely integrable on the appropriate interval and that f and f” be piecewise continuous on every finite interval. @ Operational Properties Since our immediate goal is to apply these new transforms to boundary-value problems, we need to examine the transforms of derivatives. Fourier Transform Suppose that fis continuous and absolutely integrable on ihe interval (-22, =) and f” is plecewise continuous on every finite interval ff) asx —> & then inte- gration by parts gives (sures [sone ax =sore | ia stae'e dx \ =Hioe [fone des that is, FI f(o) = ~iaF(@). ap ‘Similarly, under the added assumptions that f” is continuous on (-ee, ©), f°) is piecewise continuous on every finite interval and f(x) 90 as.x > + e, We have Af) = iaPA LO) = -a7F(@)- (12). WwW 752 How do we know what transform to use? c Chapter 15 Integral Transform Method It is important to be aware that the sine and cosine transforms are not sj for transforming the fist derivative (ot for that matter, any derivative of odd gu® It is readily shown that , Flo) =-0FA fe) and FAP) = @FLI) ~f(0, ‘The difficulty is apparent; the transform of /“(x) is not expressed in terms of the inal integral transform. ort Fourier Sine Transform Suppose that fand f’ are continuous, fis absolutely integrable on the interval (0, “), and f” is piecewise continuous on every finite interval. If f -» 0 and f’ 9 xe, then FAs) = [fe sin ax de =f) sin ax |" or [79 cos ox de [ref 10 sin ax «| = af(0) - oP F.{fex)}s that is, FASC) = 07 F(a) + af(0). (3) =-al fo os ax Fourier Cosine Transform Under the same assumptions that lead to (9), we find the Fourier cosine transform of £°@) to be Ff") = 07 F(a) -f'0)- ca) A natural question is “How do we know which transform to use on a giver boundary-value problem?” Clearly, to use a Fourier transform, the domain of te variable to be eliminated must be (—s, °°). To utilize a sine or cosine transform, the domain of at least one of the variables in the problem must be (0, 9). But the dete mining factor in choosing between the sine transform and the cosine transform is he type of boundary condition specified at zero. In the examples that follow we shall assume without further mention that both" and dw/@kx (or du/Ay) approach zero as x —> + ee, This is not a major restriction set these conditions hold in most applications. Example 1 Using the Fourier Transform . Ou Ol Solve the heat equation i = * —220, subject to <1 >i. |x| Ix| u(x, 0)=fG), where f(x) = ie SOLUTION The problem can be interpreted as finding the temperature u( a in an infinite rod. Since the domain of x is the infinite interval (-s2, ») ¥® the Fourier transform (5) and define Flucs.o} =f uese' dx= Ua ts 154 Fouri rier Transforms 153 ‘Transforming the partial differential equation and using (12), ou ou se] - a dU yields stature, 9-22 WW gt = a*U(a,) =F or + ka" U(a,)=0. Solving the last equation gives U(a, t) = ce**”'. Now the transform of the initial condition is Flu(x0)} = Jas ap it let bt mt SS uso) =f fade d= [male d= uo ‘This result is the same as U(a, 0) = 2u0 ae ‘Applying this condition to the solution U(Q, t) gives U(at, 0) = ¢ = (2 sin ar)/a, and so ay Si ota U (ee 1) = 2uy = It then follows from the inversion integral (6) that sin C92 wa, = [ BS etetete dae ah. @ ‘The last expression can be simplified somewhat by Euler's formula ““* i Osa cos ax ~ isin ax and noting that f- = ‘et sin orx dar= 0 since the inte- grand is an odd function of a Hence we finally have ~ sin 0608 Or (a, = Me f ASE ede, asa ah. @ Itis let to the reader to show that the solution (15) can be expressed in terms of the error function See Problem 4 in Exercises 15.4. Exaniple 2 Using the Cosine Transform steady-state temperature in a semi-infinite plate is ‘dgtermined from Solve for u(x, y). SOLUTION The domain of the variable y and the prescribed condition at y = 0 fndigate that the Fourier cosine transform is suitable forthe problem. We define Aus, 99) = [we 9) 608 ay dy = Us a. ol «(Fs FA} In view of (14), #55 fay

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