AEM 3e Chapter 12
AEM 3e Chapter 12
EXERCISES 12.1
Orthogonal Functions
2
2 2
1 2
3. −x −x
e (xe − e )dx =
x
(x − 1)dx = x − x = 0
0 0 2 0
5π/4 5π/4
1 x 1
6. ex sin x dx = e sin x − ex cos x =0
π/4 2 2 π/4
9. For m = n π
π
1
sin nx sin mx dx = cos(n − m)x − cos(n + m)x dx
0 2 0
π π
1 1
=
sin(n − m)x − sin(n + m)x = 0.
2(n − m) 0 2(n + m) 0
For m = n π π
π π
1 1 1 1 π
sin2 nx dx = − cos 2nx dx = x − sin 2nx =
0 0 2 2 2 0 4n 0 2
so that
π
sin nx = .
2
12. For m = n, we use Problems 11 and 10:
p p
nπ mπ nπ mπ
cos x cos x dx = 2 cos x cos x dx = 0
−p p p 0 p p
p p
nπ mπ nπ mπ
sin x sin x dx = 2 sin x sin x dx = 0.
−p p p 0 p p
Also
p
nπ mπ 1 p
(n − m)π (n + m)π
sin x cos x dx = sin x + sin x dx = 0,
−p p p 2 −p p p
p
p
nπ p nπ
1 · cos x dx = sin x = 0,
−p p nπ p −p
p
p
nπ p nπ
1 · sin x dx = − cos x = 0,
−p p nπ p −p
205
12.1 Orthogonal Functions
and p
p
nπ nπ p
1 2nπ p 2nπ
sin x cos x dx = sin x dx = − cos x = 0.
−p p p −p 2 p 4nπ p −p
For m = n
p p
nπ 2 1 1 2nπ
cos x dx = + cos x dx = p,
−p p −p 2 2 p
p p
nπ 1 1 2nπ
sin 2
x dx = − cos x dx = p,
−p p −p 2 2 p
and p
12 dx = 2p
−p
so that
nπ √ nπ √
1 = 2p , cos x = p, and sin x = p.
p p
b b
15. By orthogonality a
φ0 (x)φn (x)dx = 0 for n = 1, 2, 3, . . . ; that is, a
φn (x)dx = 0 for n = 1, 2, 3, . . . .
18. Setting
2 2
16 64
0= f3 (x)f1 (x) dx = x2 + c1 x3 + c2 x4 dx = + c2
−2 −2 3 5
and
2 2
64
0= f3 (x)f2 (x) dx = x3 + c1 x4 + c2 x5 dx = c1
−2 −2 5
we obtain c1 = 0 and c2 = − 12
5
.
21. (a) The fundamental period is 2π/2π = 1.
(b) The fundamental period is 2π/(4/L) = 12 πL.
(c) The fundamental period of sin x + sin 2x is 2π.
(d) The fundamental period of sin 2x + cos 4x is 2π/2 = π.
(e) The fundamental period of sin 3x + cos 4x is 2π since the smallest integer multiples of 2π/3 and 2π/4 = π/2
that are equal are 3 and 4, respectively.
(f ) The fundamental period of f (x) is 2π/(nπ/p) = 2p/n.
EXERCISES 12.2
Fourier Series
1 0 1
3
3. a0 = f (x) dx = 1 dx + x dx =
−1 −1 0 2
1 0 1
1
an = f (x) cos nπx dx = cos nπx dx + x cos nπx dx = [(−1)n − 1]
−1 −1 0 n2 π 2
1 0 1
1
bn = f (x) sin nπx dx = sin nπx dx + x sin nπx dx = −
−1 −1 0 nπ
206
12.2 Fourier Series
∞
3 (−1)n − 1 1
f (x) = + cos nπx − sin nπx
4 n=1 n2 π 2 nπ
π 0 π
1 1 1 5 2
6. a0 = f (x) dx = π 2 dx + π 2 − x2 dx = π
π −π π −π π 0 3
π 0
1 1 1 π 2
an = f (x) cos nx dx = 2
π cos nx dx + π − x2 cos nx dx
π −π π −π π 0
π
1 π 2 − x2 2 π 2
= sin nx + x sin nx dx = 2 (−1)n+1
π n 0 n 0 n
π 0
1 1 1 π 2
bn = f (x) sin nx dx = 2
π sin nx dx + π − x2 sin nx dx
π −π π −π π 0
π
π 1 x2 − π 2 2 π π 2
= [(−1)n − 1] + cos nx − x cos nx dx = (−1)n + 3 [1 − (−1)n ]
n π n 0 n 0 n n π
∞
5π 2 2 π 2[1 − (−1)n ]
f (x) = + 2
(−1)n+1 cos nx + (−1)n + sin nx
6 n=1
n n n3 π
π π
1 1 2
9. a0 = f (x) dx = sin x dx =
π −π π 0 π
π π π
1 1 1
an = f (x) cos nx dx = sin x cos nx dx = sin(1 + n)x + sin(1 − n)x dx
π −π π 0 2π 0
1 + (−1)n
= for n = 2, 3, 4, . . .
π(1 − n2 )
π
1
a1 = sin 2x dx = 0
2π 0
1 π 1 π
bn = f (x) sin nx dx = sin x sin nx dx
π −π π 0
π
1
= cos(1 − n)x − cos(1 + n)x dx = 0 for n = 2, 3, 4, . . .
2π 0
π
1 1
b1 = (1 − cos 2x) dx =
2π 0 2
∞
1 1 1 + (−1)n
f (x) = + sin x + cos nx
π 2 n=2
π(1 − n2 )
2 1 2
1 1 3
12. a0 = f (x) dx = x dx + 1 dx =
2 −2 2 0 1 4
2 1 2
1 nπ 1 nπ nπ 2 nπ
an = f (x) cos x dx = x cos x dx + cos x dx = 2 2 cos −1
2 −2 2 2 0 2 1 2 n π 2
2 1 2
1 nπ 1 nπ nπ
bn = f (x) sin x dx = x sin x dx + sin x dx
2 −2 2 2 0 2 1 2
2 nπ nπ
= 2 2 sin + (−1)n+1
n π 2 2
∞
3 2 nπ nπ 2 nπ nπ nπ
f (x) = + cos − 1 cos x + sin + (−1)n+1
sin x
8 n=1 n2 π 2 2 2 n2 π 2 2 2 2
π π
1 1 1 π
15. a0 = f (x) dx = ex dx = (e − e−π )
π −π π −π π
207
12.2 Fourier Series
1 π
(−1)n (eπ − e−π )
an = f (x) cos nx dx =
π −π π(1 + n2 )
π π
1 1 (−1)n n(e−π − eπ )
bn = f (x) sin nx dx = ex sin nx dx =
π −π π −π π(1 + n2 )
∞
eπ − e−π (−1)n (eπ − e−π ) (−1)n n(e−π − eπ )
f (x) = + cos nx + sin nx
2π n=1
π(1 + n2 ) π(1 + n2 )
18. From Problem 17
π2 1 π2 π2 1 2 2 1 1
= + = 2 + 2 + 2 + ··· = 1 + 2 + 2 + ···.
8 2 6 12 2 3 5 3 5
21. Writing
a0 π nπ π nπ
f (x) = + a1 cos x + · · · + an cos x + · · · + b1 sin x + · · · + bn sin x + ···
2 p p p p
we see that f 2 (x) consists exclusively of squared terms of the form
a20 nπ nπ
, a2n cos2 x, b2n sin2 x
4 p p
and cross-product terms, with m = n, of the form
nπ nπ mπ nπ
a0 an cos x, a0 bn sin x, 2am an cos x cos x,
p p p p
mπ nπ mπ nπ
2am bn cos x sin x, 2bm bn sin x sin x.
p p p p
The integral of each cross-product term taken over the interval (−p, p) is zero by orthogonality. For the squared
terms we have
p p
a20 p a2 p nπ nπ
dx = 0 , a2n cos2 x dx = a2n p, b2n sin2 x dx = b2n p.
4 −p 2 −p p −p p
Thus
∞
1 1
RM S(f ) = a20 + (a2 + b2n ) .
4 2 n=1 n
EXERCISES 12.3
Fourier Cosine and Sine Series
208
12.3 Fourier Cosine and Sine Series
Thus
∞
1 −2 nπ nπ
f (x) = + sin cos x.
2 n=1 nπ 2 2
24. Since f (x) is an even function, we expand in a cosine series. [See the solution of Problem 10 in Exercises 12.2
for the computation of the integrals.]
π/2
2 4
a0 = cos x dx =
π/2 0 π
π/2
2 nπ 2 4(−1)n+1
an = cos x cos x dx = cos(2n − 1)x + cos(2n + 1)x dx =
π/2 0 π/2 π π (4n2 − 1)
Thus
∞
2 4(−1)n+1
f (x) = + cos 2nx.
π n=1 π (4n2 − 1)
π/2
4 4
27. a0 = cos x dx =
π 0 π
π/2 π/2
4 2 4(−1)n
an = cos x cos 2nx dx = [cos(2n + 1)x + cos(2n − 1)x] dx =
π 0 π 0 π(1 − 4n2 )
209
12.3 Fourier Cosine and Sine Series
π/2 π/2
4 2 8n
bn = cos x sin 2nx dx = [sin(2n + 1)x + sin(2n − 1)x] dx =
π 0 π 0 π(4n2 − 1)
∞ n
2 4(−1)
f (x) = + cos 2nx
π n=1 π(1 − 4n2 )
∞
8n
f (x) = sin 2nx
n=1
π(4n2 − 1)
2π
1 π
30. a0 = (x − π) dx =
π π 2
1 2π
n 4 nπ
an = (x − π) cos x dx = 2 (−1)n − cos
π π 2 n π 2
2π
1 n 2 4 nπ
bn = (x − π) sin
x dx = (−1)n+1 − 2 sin
π π 2 n n π 2
π
∞
4 nπ n
f (x) = + (−1)n − cos cos x
4 n=1 n2 π 2 2
∞
2 4 nπ n
f (x) = (−1)n+1 − 2 sin sin x
n=1
n n π 2 2
1
5
33. a0 = 2 (x2 + x) dx =
0 3
1 1
1
2(x2 + x) 2 2
an = 2 2
(x + x) cos nπx dx =
sin nπx − (2x + 1) sin nπx dx = 2 2 [3(−1)n − 1]
0 nπ 0 nπ 0 n π
1 1 1
2
2(x + x) 2
bn = 2 (x2 + x) sin nπx dx = − cos nπx + (2x + 1) cos nπx dx
0 nπ 0 nπ 0
4 4
= (−1)n+1 + 3 3 [(−1)n − 1]
nπ n π
∞
5 2
f (x) = + [3(−1)n − 1] cos nπx
6 n=1 n π 2 2
∞
4 4
f (x) = (−1)n+1 + 3 3 [(−1)n − 1] sin nπx
n=1
nπ n π
2 π
36. a0 = x dx = π
π 0
2 π
an = x cos 2nx dx = 0
π 0
2 π 1
bn = x sin 2nx dx = −
π 0 n
∞
π 1
f (x) = − sin 2nx
2 n=1 n
39. We have π
2 10
bn = 5 sin nt dt = [1 − (−1)n ]
π 0 nπ
so that
∞
10[1 − (−1)n ]
f (t) = sin nt.
n=1
nπ
210
12.3 Fourier Cosine and Sine Series
∞
Substituting the assumption xp (t) = n=1 Bn sin nt into the differential equation then gives
∞ ∞
10[1 − (−1)n ]
xp + 10xp = Bn (10 − n2 ) sin nt = sin nt
n=1 n=1
nπ
∞
10 1 − (−1)n
xp (t) = sin nt.
π n=1 n(10 − n2 )
211
12.3 Fourier Cosine and Sine Series
12.4 Complex Fourier Series
EXERCISES 12.4
Complex Fourier Series
In this section we make use of the following identities due to Euler’s formula:
1
3. Identifying p = 2 we have
1/4
1/2 1/4
1 −2inπx
cn = f (x)e−2inπx dx = e−2inπx dx = − e
−1/2 0 2inπ 0
1 −inπ/2 1 i
=− e −1 =− [(−i)n − 1] = [(−i)n − 1]
2inπ 2inπ 2nπ
and
1/4
1
c0 = dx = .
0 4
Thus
∞
1 i (−i)n − 1 2inπx
f (x) = + e .
4 2π n=−∞
n
n=0
6. Identifying p = 1 we have
1 0 1
1 1
−inπx x −inπx −x −inπx
cn = f (x)e dx = e e dx + e e dx
2 −1 2 −1 0
0 1
1 1 (1−inπ)x 1 −(1+inπ)x
= − e − e
2 1 − inπ −1 1 + inπ 0
212
12.5 Sturm-Liouville Problem
0.2
π(1 + e−2in )
= . frequency
π 2 − 4n2 -6 -4 -2 2 4 6
12. From Problem 11 and the fact that f is odd, cn + c−n = an = 0, so c−n = −cn . Then bn = i(cn − c−n ) = 2icn .
From Problem 1, bn = 2i[1 − (−1)n ]/nπi = 2[1 − (−1)n ]/nπ, and the Fourier sine series of f is
∞
2[1 − (−1)n nπx
f (x) = sin .
i=1
nπ 2
EXERCISES 12.5
Sturm-Liouville Problem
213
12.5 Sturm-Liouville Problem
9. To obtain the self-adjoint form we note that an integrating factor is (1/x)e (1−x)dx/x
= e−x . Thus, the
differential equation is
xe−x y + (1 − x)e−x y + ne−x y = 0
and the self-adjoint form is
d −x
xe y + ne−x y = 0.
dx
Identifying the weight function p(x) = e−x and noting that since r(x) = xe−x , r(0) = 0 and limx→∞ r(x) = 0,
we have the orthogonality relation
∞
e−x Lm (x)Ln (x) dx = 0, m = n.
0
12. (a) Letting λ = α2 the differential equation becomes x2 y + xy + (α2 x2 − 1)y = 0. This is the parametric
Bessel equation with ν = 1. The general solution is
y = c1 J1 (αx) + c2 Y1 (αx).
Since Y is unbounded at 0 we must have c2 = 0, so that y = c1 J1 (αx). The condition J1 (3α) = 0 defines
the eigenvalues λn = αn2 for n = 1, 2, 3, . . . . The corresponding eigenfunctions are J1 (αn x).
(b) Using a CAS or Table 5.1 in the text to solve J1 (3α) = 0 we find 3α1 = 3.8317, 3α2 = 7.0156, 3α3 =
10.1735, and 3α4 = 13.3237. The corresponding eigenvalues are λ1 = α12 = 1.6313, λ2 = α22 = 5.4687,
λ3 = α32 = 11.4999, and λ4 = α42 = 19.7245.
214
12.6 Bessel and Legendre Series
EXERCISES 12.6
Bessel and Legendre Series
3. The boundary condition indicates that we use (15) and (16) in the text. With b = 2 we obtain
2
2
ci = xJ0 (αi x) dx
4J12 (2αi ) 0 t = αi x dt = αi dx
2αi
1 1
= · tJ0 (t) dt
2J12 (2αi ) αi2 0
2αi
1 d
= [tJ1 (t)] dt [From (5) in the text]
2αi J12 (2αi )
2
0 dt
2αi
1
= tJ (t)
2 2
2αi J1 (2αi )
1
0
1
= .
αi J1 (2αi )
Thus
∞
1
f (x) = J0 (αi x).
i=1
αi J1 (2αi )
αi J1 (2αi )
= .
(αi2 + 1)J02 (2αi )
Thus
∞
αi J1 (2αi )
f (x) = J0 (αi x).
i=1
(αi2 + 1)J02 (2αi )
215
12.6 Bessel and Legendre Series
9. The boundary condition indicates that we use (19) and (20) in the text. With b = 3 we obtain
3
2 3 2 2 x4 9
c1 = xx dx = = ,
9 0 9 4 0 2
3
2
ci = 2 xJ0 (αi x)x2 dx
9J0 (3αi ) 0
t = αi x dt = αi dx
3αi
2 1
= 2 · 4 t3 J0 (t) dt
9J0 (3αi ) αi 0
3αi
2 d
= t2 [tJ1 (t)] dt
9αi J02 (3αi )
4
0 dt
d
u = t2 dv = dt [tJ1 (t)] dt
du = 2t dt v = tJ1 (t)
3αi
2 3αi
= t3 J1 (t) −2 t2 J1 (t) dt .
9αi4 J02 (3αi ) 0 0
With n = 0 in equation (6) in the text we have J0 (x) = −J1 (x), so the boundary condition J0 (3αi ) = 0 implies
J1 (3αi ) = 0. Then
3αi
2 3αi
d 2 2
ci = −2 t J2 (t) dt = −2t J2 (t)
2
9αi4 J02 (3αi ) 0 dt 9αi4 J02 (3αi ) 0
2 −4J2 (3αi )
= −18αi2 J2 (3αi ) = 2 2 .
9αi4 J02 (3αi ) αi J0 (3αi )
Thus
∞
9 J2 (3αi )
f (x) = − 4 2 J 2 (3α ) J0 (αi x).
2 α
i=1 i 0 i
15. We compute S5
1 1
1
1 1 1
c0 = xP0 (x) dx = x dx =
2 0 2 0 4
0.5
1 1
3 3 1
c1 = xP1 (x) dx = x2 dx = x
2 0 2 0 2 -1 -0.5 0.5 1
1 1
5 5 1 5
c2 = xP2 (x) dx = (3x3 − x)dx =
2 0 2 0 2 16
1 1
7 7 1
c3 = xP3 (x) dx = (5x4 − 3x2 )dx = 0
2 0 2 0 2
1 1
9 9 1 3
c4 = xP4 (x) dx = (35x5 − 30x3 + 3x)dx = −
2 0 2 0 8 32
216
12.6 Bessel and Legendre Series
1 1
11 11 1
c5 = xP5 (x) dx = (63x6 − 70x4 + 15x2 )dx = 0
2 0 2 0 8
1 1
13 13 1 13
c6 = xP6 (x) dx = (231x7 − 315x5 + 105x3 − 5x)dx = .
2 0 2 0 16 256
Thus
1 1 5 3 13
f (x) = P0 (x) + P1 (x) + P2 (x) − P4 (x) + P6 (x) + · · · .
4 2 16 32 256
217
CHAPTER 12and
12.6 Bessel REVIEW EXERCISES
Legendre Series
6. Periodically extending the function we see that at x = −1 the function converges to 12 (−1 + 0) = − 12 ; at x = 0
it converges to 12 (0 + 1) = 12 , and at x = 1 it converges to 12 (−1 + 0) = − 12 .
1 1
9. True, since 0
P2m (x)P2n (x) dx = 1
2 −1
P2m (x)P2n (x) dx = 0 when m = n.
(b) From
L L
(2n + 1)π 1 1 (2n + 1)π L
2
sin x dx = − cos x dx =
0 2L 0 2 2 L 2
we see that
(2n + 1)π L
sin x = .
2L 2
15. Since 1
2
a0 = ex dx = 2(e − 1)
1 0
and 1
2 2
an = ex cos nπx dx = [e(−1)n − 1],
1 0 1 + n2 π 2
for n = 1, 2, 3, . . . , we have the cosine series
∞
e(−1)n − 1
f (x) = e − 1 + 2 cos nπx.
n=1
1 + n2 π 2
Since 1
2 2nπ
bn = ex sin nπx dx = [1 − e(−1)n ],
1 0 1 + n2 π 2
for n = 1, 2, 3, . . . , we have the sine series
∞
n[1 − e(−1)n ]
f (x) = 2π sin nπx.
n=1
1 + n2 π 2
18. To obtain the self-adjoint form of the differential equation in Problem 17 we note that an integrating factor is
dx/x
(1/x2 )e = 1/x. Thus the weight function is 1/x and an orthogonality relation is
e
1 2n − 1 2m − 1
cos π ln x cos π ln x dx = 0, m = n.
1 x 2 2
218
CHAPTER 12 REVIEW EXERCISES
21. The boundary condition indicates that we use (15) and (16) of Section 12.6 in the text. With b = 4 we obtain
4
2
ci = xJ0 (αi x)f (x) dx
16J12 (4αi ) 0
2
1
= xJ0 (αi x) dx
8J12 (4αi ) 0 t = αi x dt = αi dx
2αi
1 1
= · tJ0 (t) dt
8J12 (4αi ) αi2 0
2αi
1 d
= [tJ1 (t)] dt [From (5) in 12.6 in the text]
8J12 (4αi ) 0 dt
2αi
1 J1 (2αi )
= tJ (t) = .
2
8J1 (4αi )
1 4α 2
i J1 (4αi )
0
Thus
∞
1 J1 (2αi )
f (x) = J0 (αi x).
4 i=1
αi J12 (4αi )
219