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PDE12

This lecture covers the derivation of coefficients in Fourier series, focusing on the Fourier sine and cosine series. It provides formulas for calculating these coefficients through integration and includes examples demonstrating the application of these concepts. Additionally, it addresses solving a wave equation using Fourier series expansion.

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Locke Cole
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0% found this document useful (0 votes)
38 views5 pages

PDE12

This lecture covers the derivation of coefficients in Fourier series, focusing on the Fourier sine and cosine series. It provides formulas for calculating these coefficients through integration and includes examples demonstrating the application of these concepts. Additionally, it addresses solving a wave equation using Fourier series expansion.

Uploaded by

Locke Cole
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Lecture 12

March 1, 2021

1 Fourier Series
In this lecture, we are going to nd the coecients in the Fourier series.
Let us begin with the Fourier sine series in the interval (0, l)

nπx
(1)
X
φ(x) = An sin .
n=1
l

We will try to nd the coecients An .


The key observation is the formula
Z l
nπx mπx
sin sin dx = 0 if m 6= n,
0 l l

m and n being positive integers.


Proof. There is a trigonometric identity
1 1
sin a sin b = cos(a − b) − cos(a + b).
2 2
The integral equals
l l
(n − m)πx
Z Z
nπx mπx 1 1 (n + m)πx
sin sin dx = cos( ) − cos( )dx
0 l l 0 2 l 2 l
l (n − m)πx l
= sin( )|0
2(n − m)π l
l (n + m)πx l
− sin( )|0
2(n + m)π l
m 6= n = 0.

1
Suppose φ has the Fourier sine series in (0, l) (1). Let's multiply (1) by
l ) and integrate in the integral
sin( mπx
Z l ∞
Z lX
mπx nπx mπx
φ(x) sin dx = An sin sin dx
0 l 0 n=1 l l
Z l
mπx
= Am sin2 dx
0 l
Z l
1 1 2mπx
= Am − cos dx
0 2 2 l
l
= Am .
2
Therefore,
Z l
2 mπx
Am = φ(x) sin dx. (2)
l 0 l

That is if φ has the Fourier sine series in (0, l) (1), then the coecients must
be given by (2).
Example 1. Let φ(x) ≡ 1 in the interval (0, l). The Am is
2 l
Z
mπx 2l mπx l
Am = sin dx = − cos |
l 0 l lmπ l 0
2
= (1 − (−1)m ).

So the Fourier sine series is
4 πx 1 3πx 1 5πx
1 = (sin + sin + sin + · · · ).
π l 3 l 5 l
Exercise 2. Prove that the formula
Z l
nπx mπx
cos cos dx = 0 if m 6= n,
0 l l

m and n being nonnegative integers.


And
Z l
mπx l
cos2 dx = .
0 l 2

Suppose that φ has the Fourier cosine series in (0, l)



1 X nπx
φ(x) = A0 + An cos ,
2 n=1
l

2
then the coecients An must be given by
Z l
2
A0 = φ(x)dx,
l 0

and
Z l
2 nπx
An = φ(x) cos dx.
l 0 l
Example 3. The function φ(x) ≡ 1 has a Fourier cosine series with coecients
Z l
2
A0 = dx = 2,
l 0

2 l
Z
mπx
Am = cos dx
l 0 l
2 mπx l
= sin |
mπ l 0
= 0

for m 6= 0. So we have
1 = 1 + 0 + 0 + ··· .

The full Fourier series, or simply the Fourier seris, of φ(x) on the interval
(−l, l) is dened as

1 X nπx nπx
φ(x) = A0 + (An cos + Bn sin ).
2 n=1
l l

Exercise 4. Let m, n are positive integers. Prove the following formulas


Z l
nπx mπx
cos sin dx = 0 f orall n, m
−l l l
Z l
nπx mπx
cos cos dx = 0 f or n 6= m
−l l l
Z l
nπx mπx
sinsin dx = 0 f or n 6= m
−l l l
Z l Z l
nπx nπx
1 · cos dx = 0 = 1 · sin dx
−l l −l l
Z l Z l
nπx nπx
cos2 dx = l = sin2 dx
−l l −l l
Z l
12 dx = 2l.
−l

3
So the coecients of the full Fourier series are
Z l
1 nπx
An = φ(x) cos dx (n = 0, 1, 2, · · · )
l −l l
Z l
1 nπx
Bn = φ(x) sin dx. (n = 1, 2, 3, · · · )
l −l l

Example 5. Let φ(x) ≡ x in the interval (0, l). Its Fourier sine series has the
coecients
Z l
2 mπx
Am = x sin
dx
l 0 l
2l
= (−1)m+1 .

Thus in (0, l) its Fourier sine series is
2l πx 1 2πx 1 3πx
x = (sin − sin + sin − · · · ).
π l 2 l 3 l
Its Fourier cosine series in (0, l) has the coecients
Z l
2
A0 = xdx = l,
l 0
Z l
2 mπx
Am = x cos dx
l 0 l
2l
= [(−1)m − 1].
m2 π 2
Thus in (0, l) its Fourier cosine series is
l 4l πx 1 3πx 1 5πx
x = − 2 (cos + cos + cos + · · · ).
2 π l 9 l 25 l
Its Fourier series in (−l, l) has the coecients
Z l
1
A0 = xdx = 0,
l −l
Z l
1 mπx
Am = x cos dx
l −l l
x mπx l mπx l
= sin + 2 2 cos |
mπ l m π l −l
= 0,
1 l
Z
mπx
Bm = x sin dx
l −l l
2l
= (−1)m+1 .

4
So in (−l, l) its full Fourier series is
2l πx 1 2πx 1 3πx
x = (sin − sin + sin − · · · ).
π l 2 l 3 l
Example 6. Solve the problem
utt − c2 uxx = 0 0<x<l
u(0, t) = u(l, t) = 0
u(x, 0) = x, ut (x, 0) = 0.

From previous Lectures, we know that u(x, t) has an expansion



X nπct nπct nπx
u(x, t) = (An cos + Bn sin ) sin .
n=1
l l l

Dierentiating with respect to time yields



X nπc nπct nπct nπx
ut (x, t) = (−An sin + Bn cos ) sin .
n=1
l l l l

Setting t = 0, we have

X nπx
u(x, 0) = An sin ,
n=1
l

and

X nπc nπx
ut (x, 0) = Bn sin .
n=1
l l

Because the Fourier sine series of x and 0 in (0, l) are


2l πx 1 2πx 1 3πx
x = (sin − sin + sin − ···)
π l 2 l 3 l
and
0 = 0.

So Bn = 0 and An = (−1)n+1 nπ
2l
.
So the solution is

X 2l nπct nπx
u(x, t) = (−1)n+1 cos sin .
n=1
nπ l l

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