Part IV Fourier Series and Partial Differential Equations Orthogonal Functions and Fourier Series 12 EXERCISES 12.1 Orthogonal Functions 2 xx2 dx = 1. −2 2 1 4 x =0 4 −2 1 x3 (x2 + 1)dx = 2. −1 2 3. 1 1 6 1 x + x4 6 4 −1 ex (xe−x − e−x )dx = 0 −1 2 (x − 1)dx = 0 π 2 1 2 x − x = 0 2 0 π 1 3 cos x sin x dx = sin x = 0 3 0 2 4. 0 5. 1 =0 π/2 5π/4 1 x cos 2x dx = 2 −π/2 ex sin x dx = 6. π/4 π/2 1 =0 cos 2x + x sin 2x 2 −π/2 5π/4 1 x 1 =0 e sin x − ex cos x 2 2 π/4 7. For m = n π/2 sin(2n + 1)x sin(2m + 1)x dx 0 = 1 2 π/2 cos 2(n − m)x − cos 2(n + m + 1)x dx 0 π/2 π/2 1 1 = − sin 2(n − m)x sin 2(n + m + 1)x = 0. 4(n − m) 4(n + m + 1) 0 0 634 12.1 Orthogonal Functions For m = n π/2 π/2 2 sin (2n + 1)x dx = 0 0 1 1 − cos 2(2n + 1)x dx 2 2 π/2 π/2 1 1 π = x − sin 2(2n + 1)x = 2 0 4(2n + 1) 4 0 so that sin(2n + 1)x = 1√ π. 2 8. For m = n π/2 cos(2n + 1)x cos(2m + 1)x dx 0 = = For m = n 1 2 π/2 cos 2(n − m)x + cos 2(n + m + 1)x dx 0 π/2 π/2 1 1 + sin 2(n − m)x sin 2(n + m + 1)x = 0. 4(n − m) 4(n + m + 1) 0 0 π/2 2 cos (2n + 1)x dx = 0 0 = π/2 1 1 + cos 2(2n + 1)x dx 2 2 π/2 π/2 1 1 π + x sin 2(2n + 1)x = 2 0 4(2n + 1) 4 0 so that cos(2n + 1)x = 9. For m = n π 1 2 sin nx sin mx dx = 0 π cos(n − m)x − cos(n + m)x dx 0 π π 1 1 = sin(n − m)x − sin(n + m)x = 0. 2(n − m) 2(n + m) 0 0 For m = n π π sin2 nx dx = 0 0 π π 1 1 1 π 1 − cos 2nx dx = x − sin 2nx = 2 2 2 0 4n 2 0 so that sin nx = 10. For m = n 0 For m = n p 1√ π. 2 π . 2 (n + m)π (n − m)π x − cos x dx cos p p 0 p p p (n − m)π (n + m)π p = sin x − sin x = 0. 2(n − m)π p 2(n + m)π p 0 0 nπ mπ 1 sin x sin x dx = p p 2 p sin2 0 nπ x dx = p 0 p p p p 1 1 p p 2nπ 1 2nπ − cos x dx = x − sin x = 2 2 p 2 0 4nπ p 2 0 635 12.1 Orthogonal Functions so that sin nπ x = p . p 2 11. For m = n 0 For m = n p (n − m)π (n + m)π cos x + cos x dx p p 0 p p p (n − m)π (n + m)π p = sin x + sin x = 0. 2(n − m)π p 2(n + m)π p 0 0 nπ mπ 1 cos x cos x dx = p p 2 p nπ cos x dx = p p 2 0 Also p 0 0 p p p 1 1 p p 2nπ 1 2nπ + cos x dx = x + sin x = . 2 2 p 2 0 4nπ p 2 0 p p nπ nπ x dx = sin x =0 1 · cos p nπ p 0 so that 1 = √ p p 12 dx = p and 0 cos nπ x = p . p 2 and 12. For m = n, we use Problems 11 and 10: p p mπ mπ nπ nπ x cos x dx = 2 x cos x dx = 0 cos cos p p p p −p 0 p sin −p Also nπ mπ x sin x dx = 2 p p p mπ 1 nπ x cos x dx = sin p p 2 −p p −p p sin 0 nπ mπ x sin x dx = 0. p p (n + m)π (n − m)π x + sin x dx = 0, sin p p p nπ p nπ 1 · cos = 0, x dx = sin x p nπ p −p −p p p −p and 1 · sin p p p nπ nπ x dx = − cos x = 0, p nπ p −p nπ nπ sin x cos x dx = p p −p For m = n p cos2 −p p sin2 −p and p 1 2nπ p 2nπ sin x dx = − cos x = 0. 2 p 4nπ p −p p −p nπ x dx = p nπ x dx = p p 1 1 2nπ + cos x dx = p, 2 2 p 1 1 2nπ − cos x dx = p, 2 2 p −p p −p p 12 dx = 2p −p so that 1 = 2p , cos nπ x = √p , p 636 and sin nπ x = √p . p 12.1 Orthogonal Functions 13. Since ∞ −x2 e −∞ ∞ −x2 e −∞ −x2 · 1 · 2x dx = −e · 1 · (4x − 2) dx = 2 2 −x2 x 2xe −∞ −e 0 dx − 2 ∞ 2 = 2 −xe−x + −∞ and ∞ −x2 e −∞ · 2x · (4x − 2) dx = 4 2 ∞ 2 x −x2 2xe −∞ 2 −x2 = 4 −x e = 4 −x e e−x dx 2 dx − 4 −2 ∞ e−x dx 2 −∞ = 0, ∞ xe−x dx 2 −∞ ∞ −x2 xe dx −∞ 2 −x2 −∞ 2 0 ∞ +2 0 e−x dx −∞ ∞ 2 −xe−x −∞ 2 −x2 ∞ ∞ −∞ −∞ 0 2 = 2 −xe−x ∞ = 0, −x2 −∞ ∞ 0 −x e ∞ 0 −4 ∞ +2 ∞ xe−x dx 2 −∞ 2xe−x dx = 0, 2 −∞ the functions are orthogonal. 14. Since ∞ −x e −x · 1(1 − x) dx = (x − 1)e 0 ∞ −x e ·1· 0 ∞ − 0 ∞ e−x dx = 0, 0 0 ∞ ∞ 1 2 1 2 −x e−x (x − 2) dx x − 2x + 1 dx = 2x − 1 − x e + 2 2 0 0 ∞ ∞ −x = 1 + (2 − x)e + e−x dx = 0, 0 0 and ∞ 1 e−x · (1 − x) x2 −2x + 1 dx 2 ∞ 1 3 5 2 −x = − x + x − 3x + 1 dx e 2 2 0 ∞ ∞ 1 3 5 2 3 2 −x −x =e − x + 5x − 3 dx e x − x + 3x − 1 + 2 2 2 0 0 ∞ ∞ 3 2 = 1 + e−x x − 5x + 3 + e−x (5 − 3x) dx 2 0 0 ∞ ∞ −x = 1 − 3 + e (3x − 5) −3 e−x dx = 0, 0 0 the functions are orthogonal. 15. By orthogonality b a φ0 (x)φn (x)dx = 0 for n = 1, 2, 3, . . . ; that is, 637 b a φn (x)dx = 0 for n = 1, 2, 3, . . . . 12.1 Orthogonal Functions 16. Using the facts that φ0 and φ1 are orthogonal to φn for n > 1, we have b b (αx + β)φn (x) dx = α a a b 1 · φn (x) dx xφn (x) dx + β a b =α b φ1 (x)φn (x) dx + β a φ0 (x)φn (x) dx a =α·0+β·0=0 for n = 2, 3, 4, . . . . 17. Using the fact that φn and φm are orthogonal for n = m we have 2 b φm (x) + φn (x) = 2 [φm (x) + φn (x)] dx = a φ2m (x) + 2φm (x)φn (x) + φ2n (x) dx a b b φ2m (x)dx + 2 = b a a b φ2n (x) dx φm (x)φn (x)dx + a 2 2 = φm (x) + φn (x) . 18. Setting 0= −2 and 2 f3 (x)f1 (x) dx = 0= −2 16 64 x2 + c1 x3 + c2 x4 dx = + c2 3 5 64 x3 + c1 x4 + c2 x5 dx = c1 5 −2 2 2 f3 (x)f2 (x) dx = 2 −2 we obtain c1 = 0 and c2 = −5/12. 19. Since sin nx is an odd function on [−π, π], π (1, sin nx) = sin nx dx = 0 −π and f (x) = 1 is orthogonal to every member of {sin nx}. Thus {sin nx} is not complete. b b b 20. (f1 + f2 , f3 ) = [f1 (x) + f2 (x)]f3 (x) dx = f1 (x)f3 (x) dx + f2 (x)f3 (x) dx = (f1 , f3 ) + (f2 , f3 ) a a a 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. 22. (a) Following the pattern established by φ1 (x) and φ2 (x) we have φ3 (x) = f3 (x) − (f3 , φ0 ) (f3 , φ1 ) (f3 , φ2 ) φ0 (x) − φ1 (x) − φ2 (x). (φ0 , φ0 ) (φ1 , φ1 ) (φ2 , φ2 ) 638 12.1 Orthogonal Functions (b) To show mutual orthogonality we compute (φ0 , φ1 ), (φ0 , φ2 ), and (φ1 , φ2 ) using properties (i), (ii), and (iii) from this section in the text. (f1 , φ0 ) (f1 , φ0 ) (φ0 , φ1 ) = φ0 , f1 − φ0 = (φ0 , f1 ) − (φ0 , φ0 ) = (φ0 , f1 ) − (f1 , φ0 ) = 0 (φ0 , φ0 ) (φ0 , φ0 ) (f2 , φ0 ) (f2 , φ1 ) (f2 , φ0 ) (f2 , φ1 ) (φ0 , φ2 ) = φ0 , f2 − φ0 − φ1 = (φ0 , f2 ) − (φ0 , φ0 ) − (φ0 , φ1 ) (φ0 , φ0 ) (φ1 , φ1 ) (φ0 , φ0 ) (φ1 , φ1 ) = (φ0 , f2 ) − (f2 , φ0 ) − 0 = 0 (f2 , φ0 ) (f2 , φ1 ) (f2 , φ0 ) (f2 , φ1 ) (φ1 , φ2 ) = φ1 , f2 − φ0 − φ1 = (φ1 , f2 ) − (φ1 , φ0 ) − (φ1 , φ1 ) (φ0 , φ0 ) (φ1 , φ1 ) (φ0 , φ0 ) (φ1 , φ1 ) = (φ1 , f2 ) − 0 − (f2 , φ1 ) = 0. 23. (a) First we identify f0 (x) = 1, f1 (x) = x, f2 (x) = x2 , and f3 (x) = x3 . Then, we use the formulas from Problem 22. First, we have φ0 (x) = f0 (x) = 1. Then 1 1 (f1 , φ0 ) = (x, 1) = x dx = 0 and (φ0 , φ0 ) = 1 dx = 2, −1 −1 so φ1 (x) = f1 (x) − Next (f2 , φ0 ) = (x2 , 1) = 1 x2 dx = −1 (f1 , φ0 ) 0 φ0 (x) = x − (1) = 1. (φ0 , φ0 ) 2 2 , (f2 , φ1 ) = (x2 , x) = 3 1 −1 x3 dx = 0, and (φ1 , φ1 ) = 1 x2 dx = −1 2 , 3 so φ2 (x) = f2 (x) − (f2 , φ0 ) (f2 , φ1 ) 2/3 1 0 φ0 (x) − φ1 (x) = x2 − (1) − (x) = x2 − . (φ0 , φ0 ) (φ1 , φ1 ) 2 2 3 Finally, (f3 , φ0 ) = (x3 , 1) = and 1 x3 dx = 0, (f3 , φ1 ) = (x3 , x) = −1 x3 , x2 − (f3 , φ2 ) = 1 3 1 = −1 x5 − 1 x4 dx = −1 2 , 5 1 3 x dx = 0, 3 so φ3 (x) = f3 (x) − (f3 , φ0 ) (f3 , φ1 ) (f3 , φ2 ) 2/5 3 φ0 (x) − φ1 (x) − φ2 (x) = x3 − 0 − (x) − 0 = x3 − x. (φ0 , φ0 ) (φ1 , φ1 ) (φ2 , φ2 ) 2/3 5 (b) Recall from Section 5.3 that the first four Legendre polynomials are P0 (x) = 1, P1 (x) = x, P2 (x) = and P3 (x) = 52 x3 − 32 x. We then see that φ0 (x) = P0 (x), φ1 (x) = P1 (x), φ2 (x) = x2 − 2 3 2 5 3 3 2 3 3 P2 (x), and φ3 (x) = x − 5 x = 5 ( 2 x − 2 x) = 5 P3 (x). 24. (i): (f1 , f2 ) = b a (ii): (kf1 , f2 ) = f1 (x)f2 (x)dx = b a b a (iv): (f1 + f2 , f3 ) = = b [f (x) a 1 b a b a x2 − 12 , = 23 ( 32 x − 12 ) = f2 (x)f1 (x)dx = (f2 , f1 ). kf1 (x)f2 (x)dx = k (iii): If f1 (x) = 0 then (f1 , f1 ) = 1 3 3 2 2 b a f1 (x)f2 (x)dx = k(f1 , f2 ). 0 dx = 0; if f1 (x) = 0 then (f1 , f1 ) = + f2 (x)]f3 (x)dx = f1 (x)f3 (x)dx + b a b [f (x)f3 (x) a 1 b [f (x)]2 dx a 1 + f2 (x)f3 (x)]dx f2 (x)f3 (x)dx = (f1 , f3 ) + (f2 , f3 ). 639 > 0 since [f1 (x)]2 > 0. 12.1 Orthogonal Functions 25. In R3 the set {i, j} is not complete since k is orthogonal to both i and j. The set {i, j, k} is complete. To see this suppose that ai + bj + ck is orthogonal to i, j, and k. Then 0 = (ai + bj + ck, i) = a(i, i) + b(j, i) + c(k, i) = a(1) + b(0) + c(0) = a. Similarly, b = 0 and c = 0. Thus, the only vector in R3 orthogonal to i, j, and k is 0, so {i, j, k} is complete. EXERCISES 12.2 Fourier Series 1. a0 = 1 π 1 an = π bn = 1 π π f (x) dx = −π π 1 π π 1 dx = 1 0 nπ 1 f (x) cos x dx = π π −π π f (x) sin −π nπ 1 x dx = π π π cos nx dx = 0 0 π 1 1 (1 − cos nπ) = [1 − (−1)n ] nπ nπ sin nx dx = 0 ∞ 1 1 1 − (−1)n f (x) = + sin nx 2 π n=1 n 1 0 1 π f (x) dx = (−1) dx + 2 dx = 1 π −π π 0 −π 1 π 1 0 1 π an = f (x) cos nx dx = − cos nx dx + 2 cos nx dx = 0 π −π π −π π 0 1 π 1 0 1 π 3 bn = [1 − (−1)n ] f (x) sin nx dx = − sin nx dx + 2 sin nx dx = π −π π −π π 0 nπ 1 2. a0 = π f (x) = 3. a0 = π ∞ 1 3 1 − (−1)n + sin nx 2 π n=1 n 1 f (x) dx = −1 1 bn = x dx = 0 −1 1 1 cos nπx dx + −1 0 f (x) sin nπx dx = −1 3 2 0 f (x) cos nπx dx = 1 1 dx + −1 an = 0 x cos nπx dx = 0 1 x sin nπx dx = − sin nπx dx + −1 0 3 1 (−1) − 1 f (x) = + cos nπx − sin nπx 4 n=1 n2 π 2 nπ 4. a0 = n 1 f (x) dx = −1 1 an = 1 1 2 x dx = 0 1 f (x) cos nπx dx = bn = ∞ −1 1 x cos nπx dx = 0 1 f (x) sin nπx dx = −1 x sin nπx dx = 0 1 [(−1)n − 1] n2 π 2 1 [(−1)n − 1] n2 π 2 (−1)n+1 nπ 640 1 nπ 12.2 Fourier Series ∞ 1 (−1)n − 1 (−1)n+1 f (x) = + cos nπx + sin nπx 4 n=1 n2 π 2 nπ 1 π 1 π 2 1 5. a0 = f (x) dx = x dx = π 2 π −π π 0 3 π π π 1 1 1 x2 2 π 2(−1)n 2 an = f (x) cos nx dx = x cos nx dx = x sin nx dx = sin nx − π −π π 0 π π n 0 n2 0 π 2 π π x 1 1 2 π 2 − cos nx + bn = x2 sin nx dx = x cos nx dx = (−1)n+1 + 3 [(−1)n − 1] π 0 π n n 0 n n π 0 ∞ 2 n n 2(−1) π π 2[(−1) − 1] f (x) = + (−1)n+1 + sin nx cos nx + 2 6 n n n3 π n=1 1 0 2 1 π 2 5 f (x) dx = π dx + π − x2 dx = π 2 π −π π 0 3 −π π 0 π 1 1 1 π 2 − x2 cos nx dx an = f (x) cos nx dx = π 2 cos nx dx + π −π π −π π 0 π 2 π 2 1 π −x 2 2 = x sin nx dx = 2 (−1)n+1 sin nx + π n n 0 n 0 π 0 1 1 1 π 2 2 bn = f (x) sin nx dx = 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 n = [(−1) − 1] + cos nx − x cos nx dx = (−1)n + 3 [1 − (−1)n ] n π n n 0 n n π 0 ∞ 2 n 5π 2 π 2[1 − (−1) ] f (x) = + (−1)n + sin nx (−1)n+1 cos nx + 2 6 n n n3 π n=1 1 π 1 π 7. a0 = f (x) dx = (x + π) dx = 2π π −π π −π 1 π 1 π an = f (x) cos nx dx = (x + π) cos nx dx = 0 π −π π −π π 1 2 bn = f (x) sin nx dx = (−1)n+1 π −π n 1 6. a0 = π π ∞ 2 (−1)n+1 sin nx n n=1 1 π 1 π 8. a0 = f (x) dx = (3 − 2x) dx = 6 π −π π −π 1 π 1 π an = f (x) cos nx dx = (3 − 2x) cos nx dx = 0 π −π π −π 1 π 4 bn = (3 − 2x) sin nx dx = (−1)n π −π n f (x) = π + ∞ (−1)n sin nx n n=1 1 π 1 π 2 9. a0 = f (x) dx = sin x dx = π −π π 0 π π 1 π 1 π 1 sin(1 + n)x + sin(1 − n)x dx f (x) cos nx dx = sin x cos nx dx = an = π −π π 0 2π 0 f (x) = 3 + 4 641 12.2 Fourier Series 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)n 1 1 f (x) = + sin x + cos nx π 2 π(1 − n2 ) n=2 = 2 π/2 2 f (x) dx = cos x dx = π 0 π −π/2 π/2 π/2 2 2 1 π/2 an = cos(2n − 1)x + cos(2n + 1)x dx f (x) cos 2nx dx = cos x cos 2nx dx = π −π/2 π 0 π 0 2 10. a0 = π π/2 2(−1)n+1 π(4n2 − 1) 2 π/2 2 π/2 1 π/2 bn = sin(2n − 1)x + sin(2n + 1)x dx f (x) sin 2nx dx = cos x sin 2nx dx = π −π/2 π 0 π 0 = 4n π(4n2 − 1) ∞ 1 2(−1)n+1 4n f (x) = + cos 2nx + sin 2nx π n=1 π(4n2 − 1) π(4n2 − 1) = 0 1 1 1 f (x) dx = −2 dx + 1 dx = − 2 2 −2 −1 0 0 2 1 1 nπ nπ nπ 1 1 nπ an = f (x) cos (−2) cos cos x dx = x dx + x dx = − sin 2 −2 2 2 2 2 nπ 2 −1 0 0 2 1 1 nπ nπ nπ 1 3 nπ bn = f (x) sin (−2) sin sin x dx = x dx + x dx = 1 − cos 2 −2 2 2 2 2 nπ 2 −1 0 ∞ 1 1 nπ nπ 3 nπ nπ f (x) = − + − sin cos x+ 1 − cos sin x 4 n=1 nπ 2 2 nπ 2 2 1 11. a0 = 2 2 1 2 1 3 f (x) dx = x dx + 1 dx = 2 4 −2 0 1 1 2 2 nπ 1 nπ nπ nπ 1 2 an = f (x) cos x cos cos x dx = x dx + x dx = 2 2 cos −1 2 −2 2 2 2 2 n π 2 0 1 1 2 2 1 nπ nπ nπ 1 bn = f (x) sin x sin sin x dx = x dx + x dx 2 −2 2 2 2 2 0 1 nπ nπ 2 + (−1)n+1 = 2 2 sin n π 2 2 ∞ 3 2 nπ nπ nπ nπ nπ 2 n+1 f (x) = + cos sin sin − 1 cos x + + (−1) x 8 n=1 n2 π 2 2 2 n2 π 2 2 2 2 1 12. a0 = 2 2 642 12.2 Fourier Series 13. a0 = 1 5 5 f (x) dx = −5 5 1 5 0 −5 (1 + x) dx = 0 9 2 5 5 nπ nπ x dx + x dx = 2 2 [(−1)n − 1] (1 + x) cos 5 5 n π −5 0 0 5 5 1 nπ nπ nπ 1 5 bn = f (x) sin sin (1 + x) cos x dx = x dx + x dx = (−1)n+1 5 −5 5 5 5 5 nπ −5 0 ∞ 5 9 nπ nπ 5 n n+1 f (x) = + [(−1) − 1] cos sin x+ (−1) x 4 n=1 n2 π 2 5 nπ 5 0 2 1 2 1 14. a0 = f (x) dx = (2 + x) dx + 2 dx = 3 2 −2 2 −2 0 0 2 2 1 nπ nπ nπ 1 2 an = f (x) cos (2 + x) cos 2 cos x dx = x dx + x dx = 2 2 [1 − (−1)n ] 2 −2 2 2 2 2 n π −2 0 0 2 2 1 nπ nπ nπ 1 2 bn = f (x) sin (2 + x) sin 2 sin x dx = x dx + x dx = (−1)n+1 2 −2 2 2 2 2 nπ −2 0 ∞ 2 3 nπ nπ 2 n n+1 f (x) = + [1 − (−1) ] cos sin x+ (−1) x 2 n=1 n2 π 2 2 nπ 2 1 π 1 π x 1 15. a0 = f (x) dx = e dx = (eπ − e−π ) π −π π −π π π n π 1 (−1) (e − 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 π(1 + n2 ) π(1 + n2 ) n=1 1 π 1 π x 1 16. a0 = f (x) dx = (e − 1) dx = (eπ − π − 1) π −π π 0 π 1 π 1 π x [eπ (−1)n − 1] an = f (x) cos nx dx = (e − 1) cos nx dx = π −π π 0 π(1 + n2 ) π π π 1 1 1 ne (−1)n+1 n (−1)n 1 bn = f (x) sin nx dx = (ex − 1) sin nx dx = + + − π −π π 0 π 1 + n2 1 + n2 n n ∞ π π n n (−1) − 1 e − π − 1 e (−1) − 1 n π n+1 f (x) = +1 + e (−1) + cos nx + sin nx 2π π(1 + n2 ) 1 + n2 n n=1 1 an = 5 1 nπ x dx = f (x) cos 5 5 −5 5 1 dx + 0 cos 17. The function in Problem 5 is discontinuous at x = π, so the corresponding Fourier series converges to π 2 /2 at x = π. That is, ∞ π2 π 2 2(−1)n π 2[(−1)n − 1] n+1 = + (−1) sin nπ cos nπ + + 2 6 n2 n n3 π n=1 = and ∞ ∞ π 2 2(−1)n π2 2 π2 1 1 n (−1) = = + + · · · + + + 2 1 + 6 n2 6 n2 6 22 32 n=1 n=1 π2 1 = 6 2 π2 π2 − 2 6 =1+ 643 1 1 + 2 + ···. 22 3 12.2 Fourier Series At x = 0 the series converges to 0 and ∞ π 2 2(−1)n π2 1 1 1 0= = + + 2 −1 + 2 − 2 + 2 − · · · 6 n2 6 2 3 4 n=1 so π2 1 1 1 = 1 − 2 + 2 − 2 + ···. 12 2 3 4 18. From Problem 17 π2 1 = 8 2 π2 π2 + 6 12 1 = 2 2 2 1 1 2 + 2 + 2 + ··· = 1 + 2 + 2 + ···. 3 5 3 5 19. The function in Problem 7 is continuous at x = π/2 so ∞ π 3π 2 nπ 1 1 1 =f =π+ (−1)n+1 sin = π + 2 1 − + − + ··· 2 2 n 2 3 5 7 n=1 and π 1 1 1 = 1 − + − + ···. 4 3 5 7 20. The function in Problem 9 is continuous at x = π/2 so 1=f 1= and π 1 1 1 + (−1)n nπ + + cos π 2 n=2 π(1 − n2 ) 2 1 1 2 2 2 + + − + − ··· π 2 3π 3 · 5π 5 · 7π π =1+ or 2 ∞ = π 2 2 2 + − + − ··· 2 3 3·5 5·7 π 1 1 1 1 = + − + − ···. 4 2 1·3 3·5 5·7 21. Writing f (x) = a0 π nπ π nπ + 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 , 4 a2n cos2 nπ x, p b2n sin2 nπ x 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 mπ nπ 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 nπ nπ a2 p dx = 0 , cos2 b2n sin2 a2n x dx = a2n p, x dx = b2n p. 4 −p 2 p p −p −p Thus ∞ 1 1 2 RM S(f ) = a20 + (a + b2n ) . 4 2 n=1 n 644 12.3 Fourier Cosine and Sine Series EXERCISES 12.3 Fourier Cosine and Sine Series 1. Since f (−x) = sin(−3x) = − sin 3x = −f (x), f (x) is an odd function. 2. Since f (−x) = −x cos(−x) = −x cos x = −f (x), f (x) is an odd function. 3. Since f (−x) = (−x)2 − x = x2 − x, f (x) is neither even nor odd. 4. Since f (−x) = (−x)3 + 4x = −(x3 − 4x) = −f (x), f (x) is an odd function. 5. Since f (−x) = e|−x| = e|x| = f (x), f (x) is an even function. 6. Since f (−x) = e−x − ex = −f (x), f (x) is an odd function. 7. For 0 < x < 1, f (−x) = (−x)2 = x2 = −f (x), f (x) is an odd function. 8. For 0 ≤ x < 2, f (−x) = −x + 5 = f (x), f (x) is an even function. 9. Since f (x) is not defined for x < 0, it is neither even nor odd. 10. Since f (−x) = (−x)5 = x5 = f (x), f (x) is an even function. 11. Since f (x) is an odd function, we expand in a sine series: 2 π 2 bn = 1 · sin nx dx = [1 − (−1)n ] . π 0 nπ Thus f (x) = ∞ 2 [1 − (−1)n ] sin nx. nπ n=1 12. Since f (x) is an even function, we expand in a cosine series: 2 a0 = 1 dx = 1 1 an = 2 cos 1 Thus 2 nπ nπ x dx = − sin . 2 nπ 2 ∞ f (x) = 1 −2 nπ nπ + sin cos x. 2 n=1 nπ 2 2 13. Since f (x) is an even function, we expand in a cosine series: 2 π a0 = x dx = π π 0 2 π 2 an = x cos nx dx = 2 [(−1)n − 1]. π 0 n π Thus ∞ f (x) = π 2 + [(−1)n − 1] cos nx. 2 n=1 n2 π 645 12.3 Fourier Cosine and Sine Series 14. Since f (x) is an odd function, we expand in a sine series: 2 π 2 bn = x sin nx dx = (−1)n+1 . π 0 n Thus f (x) = ∞ 2 (−1)n+1 sin nx. n n=1 15. Since f (x) is an even function, we expand in a cosine series: 1 2 a0 = 2 x2 dx = 3 0 1 1 1 x2 2 2 an = 2 x cos nπx dx = 2 x sin nπx dx sin nπx − nπ nπ 0 0 0 Thus = 4 n2 π 2 (−1)n . ∞ 1 4 f (x) = + (−1)n cos nπx. 3 n=1 n2 π 2 16. Since f (x) is an odd function, we expand in a sine series: 1 1 1 x2 2 2 bn = 2 x sin nπx dx = 2 − x cos nπx dx cos nπx + nπ nπ 0 0 0 Thus f (x) = ∞ 2(−1)n+1 nπ n=1 = 2(−1)n+1 4 + 3 3 [(−1)n − 1]. nπ n π 4 n + 3 3 [(−1) − 1] sin nπx. n π 17. Since f (x) is an even function, we expand in a cosine series: 2 π 2 4 a0 = (π − x2 ) dx = π 2 π 0 3 π π 2 2 π 2 − x2 2 π 4 an = (π 2 − x2 ) cos nx dx = x sin nx dx = 2 (−1)n+1 . sin nx + π 0 π n n n 0 0 Thus f (x) = ∞ 2 2 4 (−1)n+1 cos nx dx. π + 2 3 n n=1 18. Since f (x) is an odd function, we expand in a sine series: π 3 π x 2 π 3 2 3 π 2 2π 2 12 bn = − cos nx + (−1)n+1 − 2 x sin nx dx = x cos nx dx = x sin nx dx π 0 π n n 0 n n π 0 0 π x 2π 2 12 1 π 2π 2 12 n+1 (−1) − cos nx + (−1)n+1 + 3 (−1)n . = − 2 cos nx dx = n n π n n n n 0 0 Thus f (x) = ∞ 2π 2 n=1 n n+1 (−1) 12 n + 3 (−1) sin nx. n 19. Since f (x) is an odd function, we expand in a sine series: 2 π 2(π + 1) 2 bn = (x + 1) sin nx dx = (−1)n+1 + . π 0 nπ nπ 646 12.3 Fourier Cosine and Sine Series Thus f (x) = ∞ 2(π + 1) nπ n=1 (−1)n+1 + 2 nπ sin nx. 20. Since f (x) is an odd function, we expand in a sine series: 1 1 bn = 2 (x − 1) sin nπx dx = 2 x sin nπx dx − 0 0 1 sin nπx dx 0 1 1 x 2 1 = 2 2 2 sin nπx − cos nπx + cos nπx = − . n π nπ nπ nπ 0 Thus ∞ 2 sin nπx. nπ n=1 f (x) = − 21. Since f (x) is an even function, we expand in a cosine series: 1 a0 = x dx + 0 an = 0 2 1 dx = 1 1 nπ x cos x dx + 2 Thus f (x) = 3 2 2 cos 1 nπ nπ 4 x dx = 2 2 cos −1 . 2 n π 2 ∞ 3 4 nπ nπ cos + − 1 cos x. 2 2 4 n=1 n π 2 2 22. Since f (x) is an odd function, we expand in a sine series: bn = 1 π π x sin 0 n x dx + 2 Thus f (x) = 2π π sin π n 4 nπ 2 x dx = 2 sin + (−1)n+1 . 2 n π 2 n ∞ nπ 2 4 n n+1 sin + (−1) sin x. 2π n 2 n 2 n=1 23. Since f (x) is an even function, we expand in a cosine series: 2 π 4 a0 = sin x dx = π 0 π 2 π 1 π an = sin(1 + n)x + sin(1 − n)x dx sin x cos nx dx = π 0 π 0 2 (1 + (−1)n ) for n = 2, 3, 4, . . . π(1 − n2 ) 1 π a1 = sin 2x dx = 0. π 0 = Thus ∞ f (x) = 2 2[1 + (−1)n ] + cos nx. π n=2 π(1 − n2 ) 647 12.3 Fourier Cosine and Sine Series 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 4(−1)n+1 2 nπ an = x dx = cos x cos π/2 0 π/2 π (4n2 − 1) Thus ∞ f (x) = 2 4(−1)n+1 + cos 2nx. π n=1 π (4n2 − 1) 1/2 25. a0 = 2 1 dx = 1 0 1/2 2 nπ sin nπ 2 0 1/2 2 nπ bn = 2 1 · sin nπx dx = 1 − cos nπ 2 0 ∞ 1 2 nπ f (x) = + sin cos nπx 2 n=1 nπ 2 1 · cos nπx dx = an = 2 ∞ 2 nπ 1 − cos sin nπx nπ 2 n=1 f (x) = 1 26. a0 = 2 1 dx = 1 1/2 1 nπ 2 sin nπ 2 1 nπ 2 bn = 2 cos + (−1)n+1 1 · sin nπx dx = nπ 2 1/2 ∞ 1 2 nπ f (x) = + − sin cos nπx 2 n=1 nπ 2 1 · cos nπx dx = − an = 2 1/2 f (x) = 4 27. a0 = π an = 4 π 4 bn = π f (x) = f (x) = ∞ 2 nπ cos + (−1)n+1 sin nπx nπ 2 n=1 π/2 cos x dx = 0 4 π π/2 cos x cos 2nx dx = 0 π/2 0 2 π 2 cos x sin 2nx dx = π ∞ π/2 [cos(2n + 1)x + cos(2n − 1)x] dx = 0 π/2 [sin(2n + 1)x + sin(2n − 1)x] dx = 0 n 2 4(−1) + cos 2nx π n=1 π(1 − 4n2 ) ∞ 8n sin 2nx 2 − 1) π(4n n=1 648 4(−1)n π(1 − 4n2 ) 8n π(4n2 − 1) 12.3 Fourier Cosine and Sine Series 2 π 4 sin x dx = π 0 π 2 π 1 π 2[(−1)n + 1] an = sin x cos nx dx = [sin(n + 1)x − sin(n − 1)x] dx = for n = 2, 3, 4, . . . π 0 π 0 π(1 − n2 ) 2 π 1 π bn = sin x sin nx dx = [cos(n − 1)x − cos(n + 1)x] dx = 0 for n = 2, 3, 4, . . . π 0 π 0 1 π a1 = sin 2x dx = 0 π 0 2 π 2 b1 = sin x dx = 1 π 0 f (x) = sin x ∞ 2 2 (−1)n + 1 f (x) = + cos nx π π n=2 1 − n2 28. a0 = 29. a0 = an = bn = 2 π π/2 π (π − x) dx x dx + 0 π/2 2 π π/2 (π − x) cos nx dx 0 2 π π 2 π x cos nx dx + = = π/2 π/2 π (π − x) sin nx dx x sin nx dx + 0 = π/2 f (x) = π nπ 2 + 2 cos + (−1)n+1 − 1 cos nx 2 4 n=1 n π 2 f (x) = ∞ 4 nπ sin sin nx 2 n π 2 n=1 30. a0 = an = 1 π 1 π 1 bn = π nπ 2 n+1 2 cos + (−1) − 1 n2 π 2 nπ 4 sin 2 n π 2 ∞ 2π (x − π) dx = π 2π (x − π) cos π 2π π 2 n nπ 4 x dx = 2 (−1)n − cos 2 n π 2 n 4 2 nπ x dx = (−1)n+1 − 2 sin 2 n n π 2 π ∞ π 4 nπ n f (x) = + (−1)n − cos cos x 2 4 n=1 n π 2 2 ∞ 2 4 nπ n f (x) = (−1)n+1 − 2 sin sin x n n π 2 2 n=1 (x − π) sin 1 31. a0 = x dx + 0 2 1 dx = 1 3 2 nπ 4 nπ x dx = 2 2 cos −1 2 n π 2 0 1 2 nπ nπ nπ 4 2 bn = x sin 1 · sin x dx + x dx = 2 2 sin + (−1)n+1 2 2 n π 2 nπ 0 1 ∞ nπ 3 4 nπ cos f (x) = + − 1 cos x 2 2 4 n=1 n π 2 2 an = 1 x cos 649 12.3 Fourier Cosine and Sine Series ∞ 4 nπ nπ 2 n+1 f (x) = sin sin + (−1) x 2 π2 n 2 nπ 2 n=1 1 32. a0 = 0 1 1 nπ x dx + 1 · cos 2 an = 0 1 2 (2 − x) dx = 1 dx + 3 2 2 (2 − x) cos 1 2 nπ 4 nπ x dx = 2 2 cos + (−1)n+1 2 n π 2 nπ nπ nπ 2 4 (2 − x) sin x dx + x dx = + 2 2 sin 2 2 nπ n π 2 0 1 ∞ 3 4 nπ nπ f (x) = + cos + (−1)n+1 cos x 4 n=1 n2 π 2 2 2 ∞ 4 nπ 2 nπ f (x) = + 2 2 sin sin x nπ n π 2 2 n=1 1 · sin bn = 1 (x2 + x) dx = 33. a0 = 2 0 5 3 1 1 2(x2 + x) 2 2 (2x + 1) sin nπx dx = 2 2 [3(−1)n − 1] sin nπx − nπ nπ n π 0 0 0 1 1 1 2(x2 + x) 2 bn = 2 (x2 + x) sin nπx dx = − (2x + 1) cos nπx dx cos nπx + nπ nπ 0 0 0 1 (x2 + x) cos nπx dx = an = 2 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 n2 π 2 ∞ 4 4 f (x) = (−1)n+1 + 3 3 [(−1)n − 1] sin nπx nπ n π n=1 = 2 (2x − x2 ) dx = 34. a0 = 0 2 an = (2x − x2 ) cos nπ 8 x dx = 2 2 [(−1)n+1 − 1] 2 n π (2x − x2 ) sin nπ 16 x dx = 3 3 [1 − (−1)n ] 2 n π 0 2 bn = 4 3 0 ∞ f (x) = 2 8 nπ + x [(−1)n+1 − 1] cos 2 2 3 n=1 n π 2 f (x) = ∞ 16 nπ [1 − (−1)n ] sin x 3 π3 n 2 n=1 35. a0 = an = bn = 1 π 1 π 1 π 2π x2 dx = 0 8 2 π 3 2π x2 cos nx dx = 0 2π 4 n2 x2 sin nx dx = − 0 4π n 650 12.3 Fourier Cosine and Sine Series ∞ 4 2 4 4π f (x) = π + cos nx − sin nx 3 n2 n n=1 2 π 36. a0 = x dx = π π 0 2 π an = x cos 2nx dx = 0 π 0 π 2 1 bn = x sin 2nx dx = − π 0 n ∞ π 1 f (x) = − sin 2nx 2 n=1 n 1 37. a0 = 2 (x + 1) dx = 3 0 1 an = 2 (x + 1) cos 2nπx dx = 0 0 1 (x + 1) sin 2nπx dx = − bn = 2 0 1 nπ ∞ 3 1 f (x) = − sin 2nπx 2 n=1 nπ 38. a0 = 2 2 2 an = 2 bn = 2 2 2 (2 − x) dx = 2 0 2 (2 − x) cos nπx dx = 0 0 2 (2 − x) sin nπx dx = 0 f (x) = 1 + 2 nπ ∞ 2 sin nπx nπ n=1 39. We have 2 π bn = π 5 sin nt dt = 0 so that ∞ 10[1 − (−1)n ] sin nt. nπ n=1 f (t) = Substituting the assumption xp (t) = xp + 10xp = ∞ n=1 ∞ 10 [1 − (−1)n ] nπ Bn sin nt into the differential equation then gives Bn (10 − n2 ) sin nt = n=1 ∞ 10[1 − (−1)n ] sin nt nπ n=1 and so Bn = 10[1 − (−1) ]/nπ(10 − n2 ). Thus n xp (t) = 40. We have bn = 2 π ∞ 10 1 − (−1)n sin nt. π n=1 n(10 − n2 ) 1 (1 − t) sin nπt dt = 0 651 2 nπ 12.3 Fourier Cosine and Sine Series so that f (t) = Substituting the assumption xp (t) = ∞ n=1 xp + 10xp = ∞ 2 sin nπt. nπ n=1 Bn sin nπt into the differential equation then gives ∞ Bn (10 − n2 π 2 ) sin nπt = n=1 ∞ 2 sin nπt nπ n=1 and so Bn = 2/nπ(10 − n π ). Thus 2 2 xp (t) = 41. We have 2 π a0 = 2 an = π ∞ 1 2 sin nπt. π n=1 n(10 − n2 π 2 ) π (2πt − t2 ) dt = 0 4 2 π 3 π (2πt − t2 ) cos nt dt = − 0 so that 4 n2 ∞ f (t) = 2π 2 4 − cos nt. 3 n2 n=1 Substituting the assumption ∞ xp (t) = A0 An cos nt + 2 n=1 into the differential equation then gives ∞ ∞ 1 1 2 2π 2 4 An − n + 12 cos nt = cos nt xp + 12xp = 6A0 + − 4 4 3 n2 n=1 n=1 and A0 = π 2 /9, An = 16/n2 (n2 − 48). Thus xp (t) = 42. We have a0 = an = 2 1/2 2 1/2 ∞ π2 1 + 16 cos nt. 2 (n2 − 48) 18 n n=1 1/2 t dt = 0 1 2 1/2 t cos 2nπt dt = 0 so that 1 [(−1)n − 1] n2 π 2 ∞ f (t) = 1 (−1)n − 1 cos 2nπt. + 4 n=1 n2 π 2 Substituting the assumption ∞ xp (t) = A0 An cos 2nπt + 2 n=1 into the differential equation then gives ∞ ∞ 1 1 (−1)n − 1 An (12 − n2 π 2 ) cos 2nπt = + cos 2nπt xp + 12xp = 6A0 + 4 4 n=1 n2 π 2 n=1 652 12.3 Fourier Cosine and Sine Series and A0 = 1/24, An = [(−1)n − 1]/n2 π 2 (12 − n2 π 2 ). Thus xp (t) = 43. (a) The general solution is x(t) = c1 cos ∞ 1 1 (−1)n − 1 + 2 cos 2nπt. 48 π n=1 n2 (12 − n2 π 2 ) √ √ 10t + c2 sin 10t + xp (t), where xp (t) = ∞ 10 1 − (−1)n sin nt. π n=1 n(10 − n2 ) The initial condition x(0) = 0 implies c1 + xp (0) = 0. Since xp (0) = 0, we have c1 = 0 and x(t) = √ √ √ c2 sin 10t + xp (t). Then x (t) = c2 10 cos 10t + xp (t) and x (0) = 0 implies ∞ √ 10 1 − (−1)n c2 10 + cos 0 = 0. π n=1 10 − n2 Thus √ c2 = − and ∞ 10 1 − (−1)n π n=1 10 − n2 ∞ √ 10 1 − (−1)n 1 1 x(t) = sin nt − √ sin 10t . π n=1 10 − n2 n 10 (b) The graph is plotted using eight nonzero terms in the series expansion of x(t). x 4 2 20 40 60 80 t -2 -4 √ √ 44. (a) The general solution is x(t) = c1 cos 4 3t + c2 sin 4 3t + xp (t), where xp (t) = ∞ 1 π2 + 16 cos nt. 2 2 18 n (n − 48) n=1 The initial condition x(0) = 0 implies c1 + xp (0) = 1 or c1 = 1 − xp (0) = 1 − ∞ 1 π2 − 16 . 2 2 18 n (n − 48) n=1 √ √ √ √ √ Now x (t) = −4 3c1 sin 4 3t + 4 3c2 cos 4 3t + xp (t), so x (0) = 0 implies 4 3c2 + xp (0) = 0. Since xp (0) = 0, we have c2 = 0 and x(t) = 1− ∞ π2 1 − 16 2 (n2 − 48) 18 n n=1 ∞ √ 1 π2 cos 4 3t + + 16 cos nt 2 (n2 − 48) 18 n n=1 ∞ √ √ π2 1 π2 = + 1− cos 4 3t + 16 cos nt − cos 4 3t . 2 2 18 18 n (n − 48) n=1 653 12.3 Fourier Cosine and Sine Series (b) The graph is plotted using five nonzero terms in the series expansion of x(t). x 1.5 1 0.5 2 4 6 8 10 12 14 t -0.5 -1 45. (a) We have bn = 2 L L 0 w0 x nπ 2w0 sin x dx = (−1)n+1 L L nπ so that w(x) = ∞ (b) If we assume yp (x) = n=1 ∞ 2w0 nπ (−1)n+1 sin x. nπ L n=1 Bn sin(nπx/L) then yp(4) = ∞ n4 π 4 nπ Bn sin x 4 L L n=1 (4) and so the differential equation EIyp = w(x) gives Bn = Thus yp (x) = 46. We have bn = so that If we assume yp (x) = 2 L 2w0 (−1)n+1 L4 . EIn5 π 5 ∞ 2w0 L4 (−1)n+1 nπ sin x. 5 5 EIπ n=1 n L 2L/3 w0 sin L/3 2w0 nπ x dx = L nπ cos nπ 2nπ − cos 3 3 ∞ 2w0 2nπ nπ nπ w(x) = cos − cos sin x. nπ 3 3 L n=1 ∞ n=1 Bn sin(nπx/L) then yp(4) (x) ∞ n4 π 4 nπ = Bn sin x 4 L L n=1 (4) and so the differential equation EIyp (x) = w(x) gives Bn = 2w0 L4 Thus yp (x) = 2nπ cos nπ 3 − cos 3 . EIn5 π 5 ∞ 2nπ 2w0 L4 cos nπ nπ 3 − cos 3 sin x. 5 5 EIπ n=1 n L 654 12.3 Fourier Cosine and Sine Series 47. The graph is obtained by summing the series from n = 1 to 20. It appears that x, 0<x<π f (x) = −π, π < x < 2π. S 20 3 2 1 2 4 6 8 10 12 14 x -1 -2 -3 48. The graph is obtained by summing the series from n = 1 to 10. It appears that f (x) = 1 − x, 0 < x < 1 0, 1 < x < 2. S 20 1 0.5 2 4 6 8 10 x 49. The function in Problem 47 is not unique; it could also be defined as x, f (x) = 1, −π, 0<x<π x=π π < x < 2π. The function in Problem 48 is not unique; it could also be defined as 0, −2 < x < −1 x + 1, −1 < x < 0 f (x) = −x + 1, 0<x<1 0, 1 < x < 2. 50. The cosine series converges to an even extension of the function on the interval (−π, 0). Since the even extension of f (x) is f (−x), in this case f (−x) = e−x on (−π, 0). 51. No, it is not a full Fourier series. A full Fourier series of f (x) = ex , 0 < x < π, would converge to the π-periodic extension of f . The cosine and sine series converge to a 2π-periodic extension (even and odd, respectively). The average of the two series converges to a 2π-periodic extension of x e , 0<x<π f (x) = 0, −π < x < 0. 52. (a) If f and g are even and h(x) = f (x)g(x) then h(−x) = f (−x)g(−x) = f (x)g(x) = h(x) and h is even. 655 12.3 Fourier Cosine and Sine Series (c) If f is even and g is odd and h(x) = f (x)g(x) then h(−x) = f (−x)g(−x) = f (x)[−g(x)] = −h(x) and h is odd. (d) Let h(x) = f (x) ± g(x) where f and g are even. Then h(−x) = f (−x) ± g(−x) = f (x) ± g(x) = h(x), and so h is an even function. (f ) If f is even then a f (x) dx = − −a 0 a f (x) dx = − −a f (x) dx = −a a f (x) dx. 0 0 f (x) dx = 0 a 0 a f (−x) dx + a f (x) dx = 2 0 0 =− a f (u) du + 0 a (g) If f is odd then a f (−u) du + a f (u) du + f (x) dx 0 a a f (u) du + f (x) dx = 0. 0 0 EXERCISES 12.4 Complex Fourier Series In this section we make use of the following identities due to Euler’s formula: einπ = e−inπ = (−1)n , e−2inπ = 1, e−inπ/2 = (−i)n . 1. Identifying p = 2 we have 1 cn = 4 = 2 −inπx/2 f (x)e −2 1 dx = 4 0 −inπx/2 (−1)e dx + −2 2 −inπx/2 e dx 0 i i 1 − (−1)n −1 + einπ + e−inπ − 1 = [−1 + (−1)n + (−1)n − 1] = 2nπ 2nπ nπi and 1 c0 = 4 2 f (x)dx = 0. −2 Thus f (x) = ∞ 1 − (−1)n inπx/2 . e inπ n=−∞ n=0 656 12.4 Complex Fourier Series 2. Identifying 2p = 2 or p = 1 we have 1 2 1 2 −inπx 1 −inπx 2 −inπx cn = f (x)e dx = e dx = − e 2 0 2 1 2inπ 1 1 −2inπ i 1 =− − e−inπ = − e [1 − (−1)n ] = [1 − (−1)n ] 2inπ 2inπ 2nπ and 1 c0 = 2 2 0 1 f (x) dx = 2 Thus 2 1 . 2 dx = 1 ∞ 1 i 1 − (−1)n inπx f (x) = + . e 2 2π n=−∞ n n=0 3. Identifying p = 1/2 we have cn = 1/2 f (x)e−2inπx dx = −1/2 =− and 1/4 e−2inπx dx = − 0 1/4 1 −2inπx e 2inπ 0 1 1 i e−inπ/2 − 1 = − [(−i)n − 1] = [(−i)n − 1] 2inπ 2inπ 2nπ 1/4 c0 = 1 . 4 dx = 0 Thus ∞ 1 i (−i)n − 1 2inπx f (x) = + e . 4 2π n=−∞ n n=0 4. Identifying p = π we have π π 1 1 f (x)e−inx/π dx = xe−inx/π dx 2π −π 2π 0 π 1 π ix −inx/π π(1 + in) −in π = + = e − 2 e 2 2 2 n n 2n 2n 0 cn = and c0 = 1 2π Thus f (x) = π x dx = 0 π . 4 ∞ π π 1 −in (1 + in)e + − 1 einx . 4 2 n=−∞ n2 n=0 5. Identifying 2p = 2π or p = π we have 2π 2π 1 1 cn = f (x)e−inx dx = xe−inx dx 2π 0 2π 0 2π 1 ix −inx 1 + 2inπ 1 1 i = + = e − 2 = 2 2 2π n n 2n π 2n π n 0 657 12.4 Complex Fourier Series and c0 = 1 2π 2π x dx = π. 0 Thus f (x) = π + ∞ i inx e . n n=−∞ n=0 6. Identifying p = 1 we have 0 1 1 x −inπx −x −inπx f (x)e dx = e e dx + e e dx 2 −1 −1 0 0 1 1 1 1 (1−inπ)x −(1+inπ)x = − e e − 2 1 − inπ 1 + inπ −1 0 1 cn = 2 = 1 −inπx e − (−1)n 1 − e−1 (−1)n 2[e − (−1)n ] + = . e(1 − inπ) 1 + inπ e(1 + n2 π 2 ) Thus f (x) = ∞ 2[e − (−1)n ] inπx . e e(1 + n2 π 2 ) n=−∞ 7. The fundamental period is T = 4, so ω = 2π/4 = π/2 cn and the values of nω are 0, ±π/2, ±π, ±3π/2, . . . . From Problem 1, c0 = 0 and |cn | = (1 − (−1)n )/nπ. The table shows some values of n with corresponding values of |cn |. The graph is a portion of the frequency spectrum. 0.6 0.4 0.2 5Π 2 3Π 2 Π 2 Π 2 3Π 2 5Π 2 frequency n -5 -4 -3 -2 -1 0 1 2 3 4 5 cn 0.1273 0.0000 0.2122 0.0000 0.6366 0.0000 0.6366 0.0000 0.2122 0.0000 0.1273 8. The fundamental period is T = 1, so ω = 2π and the values of nω are 0, ±2π, ±4π, ±6π, . . . . From Problem 3, √ c0 = 14 and |cn | = |(−i)n − 1|/2nπ, or c1 = c−1 = 2/2π, √ c2 = c−2 = 1/2π, c3 = c−3 = 2/6π, c4 = c−4 = 0, √ √ c5 = c−5 = 2/10π, c6 = c−6 = 1/6π, c7 = c−7 = 2/14π, cn 0.25 0.2 0.15 0.1 0.05 10 Π 6 Π 2 Π 2Π 6Π 10 Π frequency c8 = c−8 = 0, . . . . The table shows some values of n with corresponding values of |cn |. The graph is a portion of the frequency spectrum. n -5 -4 -3 -2 -1 0 1 2 3 4 5 cn 0.0450 0.0000 0.0750 0.1592 0.2251 0.2500 0.2251 0.1592 0.0750 0.0000 0.0450 658 12.4 Complex Fourier Series 9. Identifying 2p = π or p = π/2, and using sin x = f (eix − e−ix )/2i, we have 1 π 1 π cn = f (x)e−2inx/π dx = (sin x)e−2inx/π dx π 0 π 0 1 π 1 ix = (e − e−ix )e−2inx/π dx π 0 2i π 1 = e(1−2n/π)ix − e−(1+2n/π)ix dx 2πi 0 1 1 = e(1−2n/π)ix 2πi i(1 − 2n/π) π 1 + e−(1+2n/π)ix i(1 + 2n/π) 0 = 4 3 2 1 2 Π Π Π x 2Π cn 0.6 0.4 0.2 π(1 + e−2in ) . π 2 − 4n2 -6 -4 -2 2 4 6 frequency The fundamental period is T = π, so ω = 2π/π = 2 and the values of nω are 0, ±2, ±4, ±6, . . . . Values of |cn | for n = 0, ±1, ±2, ±3, ±4, and ±5 are shown in the table. The bottom graph is a portion of the frequency spectrum. n -5 -4 -3 -2 -1 0 1 2 3 4 5 cn 0.0198 0.0759 0.2380 0.4265 0.5784 0.6366 0.5784 0.4265 0.2380 0.0759 0.0198 10. Identifying 2p = π or p = π/2, and using cos x = (eix − e−ix )/2, we have 1 π cn = f (x)e−2inx/π dx π 0 1 π/2 = (cos x)e−2inx/π dx π 0 1 π/2 1 ix = (e − e−ix )e−2inx/π dx π 0 2 π/2 1 = e(1−2n/π)ix − e−(1+2n/π)ix dx 2π 0 1 1 = e(1−2n/π)ix 2π i(1 − 2n/π) π/2 1 −(1+2n/π)ix + e i(1 + 2n/π) 0 = f 1 0.8 0.6 0.4 0.2 2 Π Π Π 2Π x cn 0.3 0.2 0.1 -5 -10 5 10 frequency 2ne−in + iπ . π 2 − 4n2 The fundamental period is T = π, so ω = 2π/π = 2 and the values of nω are 0, ±2, ±4, ±6, . . . . Values of |cn | for n = 0, ±1, ±2, ±3, ±4, and ±5 are shown in the table. The bottom graph is a portion of the frequency spectrum. n -5 -4 -3 -2 -1 0 1 2 3 4 5 cn 0.1447 0.1954 0.2437 0.2833 0.3093 0.3183 0.3093 0.2833 0.2437 0.1954 0.1447 659 12.4 Complex Fourier Series 11. (a) Adding cn = 12 (an − ibn ) and c−n = 12 (an + ibn ) we get cn + c−n = an . Subtracting, we get cn − c−n = −ibn . Multiplying both sides by i we obtain i(cn − c−n ) = bn . (b) From an = cn + c−n = (−1)n sinh π 1 − in 1 + in 2(−1)n sinh π + = , π n2 + 1 n2 + 1 π(n2 + 1) n = 0, 1, 2, . . . and bn = i(cn − c−n ) = i(−1)n sinh π 1 − in 1 + in 2in 2(−1)n n sinh π n sinh π − = i(−1) − = , 2 2 2 π n +1 n +1 π n +1 π(n2 + 1) the Fourier series of f is f (x) = ∞ sinh π 2 sinh π (−1)n n(−1)n + cos nx + sin nx . π π n2 + 1 n2 + 1 n=1 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 f (x) = ∞ 2[1 − (−1)n i=1 nπ sin nπx . 2 EXERCISES 12.5 Sturm-Liouville Problem 1. For λ ≤ 0 the only solution of the boundary-value problem is y = 0. For λ = α2 > 0 we have y = c1 cos αx + c2 sin αx. Now y (x) = −c1 α sin αx + c2 α cos αx and y (0) = 0 implies c2 = 0, so y(1) + y (1) = c1 (cos α − α sin α) = 0 or cot α = α. The eigenvalues are λn = αn2 where α1 , α2 , α3 , . . . are the consecutive positive solutions of cot α = α. The corresponding eigenfunctions are cos αn x for n = 1, 2, 3, . . . . Using a CAS we find that the first four eigenvalues are approximately 0.7402, 11.7349, 41.4388, and 90.8082 with corresponding approximate eigenfunctions cos 0.8603x, cos 3.4256x, cos 6.4373x, and cos 9.5293x. 2. For λ < 0 the only solution of the boundary-value problem is y = 0. For λ = 0 we have y = c1 x + c2 . Now y = c1 and the boundary conditions both imply c1 + c2 = 0. Thus, λ = 0 is an eigenvalue with corresponding eigenfunction y0 = x − 1. For λ = α2 > 0 we have y = c1 cos αx + c2 sin αx 660 12.5 Sturm-Liouville Problem and y (x) = −c1 α sin αx + c2 α cos αx. The boundary conditions imply c1 + c2 α = 0 c1 cos α + c2 sin α = 0 which gives −c2 α cos α + c2 sin α = 0 or tan α = α. The eigenvalues are λn = αn2 where α1 , α2 , α3 , . . . are the consecutive positive solutions of tan α = α. The corresponding eigenfunctions are α cos αx − sin αx (obtained by taking c2 = −1 in the first equation of the system.) Using a CAS we find that the first four positive eigenvalues are 20.1907, 59.6795, 118.9000, and 197.858 with corresponding eigenfunctions 4.4934 cos 4.4934x − sin 4.4934x, 7.7253 cos 7.7253x − sin 7.7253x, 10.9041 cos 10.9041x − sin 10.9041x, and 14.0662 cos 14.0662x − sin 14.0662x. 3. For λ = 0 the solution of y = 0 is y = c1 x + c2 . The condition y (0) = 0 implies c1 = 0, so λ = 0 is an eigenvalue with corresponding eigenfunction 1. For λ = −α2 < 0 we have y = c1 cosh αx + c2 sinh αx and y = c1 α sinh αx + c2 α cosh αx. The condition y (0) = 0 implies c2 = 0 and so y = c1 cosh αx. Now the condition y (L) = 0 implies c1 = 0. Thus y = 0 and there are no negative eigenvalues. For λ = α2 > 0 we have y = c1 cos αx + c2 sin αx and y = −c1 α sin αx + c2 α cos αx. The condition y (0) = 0 implies c2 = 0 and so y = c1 cos αx. Now the condition y (L) = 0 implies −c1 α sin αL = 0. For c1 = 0 this condition will hold when αL = nπ or λ = α2 = n2 π 2 /L2 , where n = 1, 2, 3, . . . . These are the positive eigenvalues with corresponding eigenfunctions cos(nπx/L), n = 1, 2, 3, . . . . 4. For λ = −α2 < 0 we have y = c1 cosh αx + c2 sinh αx y = c1 α sinh αx + c2 α cosh αx. Using the fact that cosh x is an even function and sinh x is odd we have y(−L) = c1 cosh(−αL) + c2 sinh(−αL) = c1 cosh αL − c2 sinh αL and y (−L) = c1 α sinh(−αL) + c2 α cosh(−αL) = −c1 α sinh αL + c2 α cosh αL. The boundary conditions imply c1 cosh αL − c2 sinh αL = c1 cosh αL + c2 sinh αL or 2c2 sinh αL = 0 and −c1 α sinh αL + c2 α cosh αL = c1 α sinh αL + c2 α cosh αL or 2c1 α sinh αL = 0. 661 12.5 Sturm-Liouville Problem Since αL = 0, c1 = c2 = 0 and the only solution of the boundary-value problem in this case is y = 0. For λ = 0 we have y = c1 x + c2 y = c1 . From y(−L) = y(L) we obtain −c1 L + c2 = c1 L + c2 . Then c1 = 0 and y = 1 is an eigenfunction corresponding to the eigenvalue λ = 0. For λ = α2 > 0 we have y = c1 cos αx + c2 sin αx y = −c1 α sin αx + c2 α cos αx. The first boundary condition implies c1 cos αL − c2 sin αL = c1 cos αL + c2 sin αL or 2c2 sin αL = 0. Thus, if c1 = 0 and c2 = 0, αL = nπ or λ = α2 = n2 π 2 , n = 1, 2, 3, . . . . L2 The corresponding eigenfunctions are sin(nπx/L), for n = 1, 2, 3, . . . . Similarly, the second boundary condition implies 2c1 α sin αL = 0. If c1 = 0 and c2 = 0, αL = nπ or λ = α2 = n2 π 2 , n = 1, 2, 3, . . . , L2 and the corresponding eigenfunctions are cos(nπx/L), for n = 1, 2, 3, . . . . 5. The eigenfunctions are cos αn x where cot αn = αn . Thus cos αn x = 2 = = = = 1 1 cos αn x dx = (1 + cos 2αn x) dx 2 0 0 1 1 1 1 1 sin 2αn x = sin 2αn x+ 1+ 2 2αn 2 2αn 0 1 1 1+ (2 sin αn cos αn ) 2 2αn 1 1 sin αn cot αn sin αn 1+ 2 αn 1 1 1 (sin αn ) αn (sin αn ) = 1+ 1 + sin2 αn . 2 αn 2 1 2 662 12.5 Sturm-Liouville Problem 6. The eigenfunctions are sin αn x where tan αn = −αn . Thus 1 1 1 2 2 sin αn x = sin αn x dx = (1 − cos 2αn x) dx 2 0 0 1 1 1 1 1 = sin 2αn x = sin 2αn x− 1− 2 2αn 2 2αn 0 1 1 = (2 sin αn cos αn ) 1− 2 2αn 1 1 = 1− tan αn cos αn cos αn 2 αn 1 1 1 2 = 1− 1 + cos2 αn . −αn cos αn = 2 αn 2 7. (a) If λ ≤ 0 the initial conditions imply y = 0. For λ = α2 > 0 the general solution of the Cauchy-Euler differential equation is y = c1 cos(α ln x) + c2 sin(α ln x). The condition y(1) = 0 implies c1 = 0, so that y = c2 sin(α ln x). The condition y(5) = 0 implies α ln 5 = nπ, n = 1, 2, 3, . . . . Thus, the eigenvalues are n2 π 2 /(ln 5)2 for n = 1, 2, 3, . . . , with corresponding eigenfunctions sin[(nπ/ ln 5) ln x]. (b) The self-adjoint form is d λ [xy ] + y = 0. dx x (c) An orthogonality relation is 5 1 mπ nπ 1 sin ln x sin ln x dx = 0, x ln 5 ln 5 m = n. √ 8. (a) The roots of the auxiliary equation m2 +m+λ = 0 are 12 (−1± 1 − 4λ ). When λ = 0 the general solution of the differential equation is c1 + c2 e−x . The boundary conditions imply c1 + c2 = 0 and c1 + c2 e−2 = 0. Since the determinant of the coefficients is not 0, the only solution of this homogeneous system is c1 = c2 = 0, in which case y = 0. When λ = 1 4 , the general solution of the differential equation is c1 e−x/2 + c2 xe−x/2 . The boundary conditions imply c1 = 0 and c1 + 2c2 = 0, so c1 = c2 = 0 and y = 0. Similarly, if 0 < λ < the general solution is 1 y = c1 e 2 (−1+ √ 1−4λ )x 1 √ + c2 e 2 (−1− 1−4λ )x 1 4 , . In this case the boundary conditions again imply c1 = c2 = 0, and so y = 0. Now, for λ > 14 , the general solution of the differential equation is √ √ y = c1 e−x/2 cos 4λ − 1 x + c2 e−x/2 sin 4λ − 1 x. √ The condition y(0) = 0 implies c1 = 0 so y = c2 e−x/2 sin 4λ − 1 x. From √ y(2) = c2 e−1 sin 2 4λ − 1 = 0 √ we see that the eigenvalues are determined by 2 4λ − 1 = nπ for n = 1, 2, 3, . . . . Thus, the eigenvalues are n2 π 2 /42 + 1/4 for n = 1, 2, 3, . . . , with corresponding eigenfunctions e−x/2 sin(nπx/2). (b) The self-adjoint form is d x [e y ] + λex y = 0. dx 663 12.5 Sturm-Liouville Problem (c) An orthogonality relation is 2 2 nπ mπ −x/2 nπ mπ x −x/2 x e x dx = x cos x dx = 0. e e sin cos sin 2 2 2 2 0 0 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 xe−x 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 10. To obtain the self-adjoint form we note that an integrating factor is e −2x dx = e−x . Thus, the differential 2 equation is e−x y − 2xe−x y + 2ne−x y = 0 2 and the self-adjoint form is 2 2 2 d −x2 y + 2ne−x y = 0. e dx Identifying the weight function p(x) = e−x and noting that since r(x) = e−x , limx→−∞ r(x) = limx→∞ r(x) = 0, we have the orthogonality relation ∞ 2 e−x Hm (x)Hn (x) dx = 0, m = n. 2 2 −∞ 11. (a) The differential equation is (1 + x2 )y + 2xy + λ y = 0. 1 + x2 Letting x = tan θ we have θ = tan−1 x and dy dy dy dθ 1 = = 2 dx dθ dx 1 + x dθ 2 2 d y dy dy d 1 1 2x d y dθ = = − 2 2 2 2 2 2 dx dx 1 + x dθ 1+x dθ dx (1 + x ) dθ = 1 d2 y dy 2x . − 2 2 (1 + x ) dθ2 (1 + x2 )2 dθ The differential equation can then be written in terms of y(θ) as 1 λ d2 y dy dy 1 2x (1 + x2 ) + 2x + − y 2 2 2 2 2 2 (1 + x ) dθ (1 + x ) dθ 1 + x dθ 1 + x2 = or 1 d2 y λ + y=0 2 1 + x dθ2 1 + x2 d2 y + λy = 0. dθ2 664 12.5 Sturm-Liouville Problem The boundary conditions become y(0) = y(π/4) = 0. For λ ≤ 0 the only solution of the boundary-value problem is y = 0. For λ = α2 > 0 the general solution of the differential equation is y = c1 cos αθ + c2 sin αθ. The condition y(0) = 0 implies c1 = 0 so y = c2 sin αθ. Now the condition y(π/4) = 0 implies c2 sin απ/4 = 0. For c2 = 0 this condition will hold when απ/4 = nπ or λ = α2 = 16n2 , where n = 1, 2, 3, . . . . These are the eigenvalues with corresponding eigenfunctions sin 4nθ = sin(4n tan−1 x), for n = 1, 2, 3, . . . . (b) An orthogonality relation is 1 0 1 sin(4m tan−1 x) sin(4n tan−1 x) dx = 0, x2 + 1 m = n. 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. 13. When λ = 0 the differential equation is r(x)y + r (x)y = 0. By inspection we see that y = 1 is a solution of the boundary-value problem. Thus, λ = 0 is an eigenvalue. 14. (a) An orthogonality relation is 1 cos xm x cos xn x dx = 0 0 where xm = xn are positive solutions of cot x = x. (b) Referring to Problem 1 we use a CAS to compute 1 (cos 0.8603x)(cos 3.4256x) dx = −1.8771 × 10−6 ≈ 0. 0 15. (a) An orthogonality relation is 1 (xm cos xm x − sin xm x)(xn cos xn x − sin xn x) dx = 0 0 where xm = xn are positive solutions of tan x = x. (b) Referring to Problem 2 we use a CAS to compute 1 (4.4934 cos 4.4934x − sin 4.4934x)(7.7253 cos 7.7253x − sin 7.7253x) dx = −2.5650 × 10−4 ≈ 0. 0 665 and Legendre Series 12.6 12.5 Bessel Sturm-Liouville Problem EXERCISES 12.6 Bessel and Legendre Series 1. Identifying b = 3, we have α1 = 1.2772, α2 = 2.3385, α3 = 3.3912, and α4 = 4.4412. 2. By (6) in the text J0 (2α) = −J1 (2α). Thus, J0 (2α) = 0 is equivalent to J1 (2α). Then α1 = 1.9159, α2 = 3.5078, α3 = 5.0867, and α4 = 6.6618. 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 2αi 1 1 = tJ0 (t) dt · 2J12 (2αi ) αi2 0 = 1 2 2αi J12 (2αi ) 2αi 0 d [tJ1 (t)] dt dt = 2αi 1 (t) tJ 1 2 2 2αi J1 (2αi ) 0 = 1 . αi J1 (2αi ) Thus f (x) = ∞ i=1 dt = αi dx [From (5) in the text] 1 J0 (αi x). αi J1 (2αi ) 4. The boundary condition indicates that we use (19) and (20) in the text. With b = 2 we obtain 2 2 2 2 x2 c1 = x dx = = 1, 4 0 4 2 0 2 2 ci = xJ0 (αi x) dx 4J02 (2αi ) 0 2αi 1 1 = tJ0 (t) dt · 2J02 (2αi ) αi2 0 = 1 2 2αi J02 (2αi ) 2αi 0 d [tJ1 (t)] dt dt = 2αi 1 (t) tJ 1 2 2 2αi J0 (2αi ) 0 = J1 (2αi ) . αi J02 (2αi ) t = αi x dt = αi dx [From (5) in the text] Now since J0 (2αi ) = 0 is equivalent to J1 (2αi ) = 0 we conclude ci = 0 for i = 2, 3, 4, . . . . Thus the expansion of f on 0 < x < 2 consists of a series with one nontrivial term: f (x) = c1 = 1. 666 12.6 Bessel and Legendre Series 5. The boundary condition indicates that we use (17) and (18) in the text. With b = 2 and h = 1 we obtain 2 2αi2 ci = xJ0 (αi x) dx (4αi2 + 1)J02 (2αi ) 0 t = αi x dt = αi dx 2αi 2 1 2αi · 2 = tJ0 (t) dt 2 2 (4αi + 1)J0 (2αi ) αi 0 = 2 2 (4αi + 1)J02 (2αi ) 2αi 0 d [tJ1 (t)] dt dt = 2αi 2 (t) tJ 1 2 2 (4αi + 1)J0 (2αi ) 0 = 4αi J1 (2αi ) . (4αi2 + 1)J02 (2αi ) Thus f (x) = 4 ∞ [From (5) in the text] αi J1 (2αi ) J0 (αi x). + 1)J02 (2αi ) (4αi2 i=1 6. Writing the boundary condition in the form 2J0 (2α) + 2αJ0 (2α) = 0 we identify b = 2 and h = 2. Using (17) and (18) in the text we obtain 2 2αi2 ci = xJ0 (αi x) dx (4αi2 + 4)J02 (2αi ) 0 2αi αi2 1 = tJ0 (t) dt · 2(αi2 + 1)J02 (2αi ) αi2 0 = 1 2(αi2 + 1)J02 (2αi ) 2αi 0 d [tJ1 (t)] dt dt t = αi x dt = αi dx [From (5) in the text] 2αi 1 = tJ1 (t) 2(αi2 + 1)J02 (2αi ) 0 = αi J1 (2αi ) . (αi2 + 1)J02 (2αi ) Thus f (x) = ∞ i=1 αi J1 (2αi ) J0 (αi x). (αi2 + 1)J02 (2αi ) 7. The boundary condition indicates that we use (17) and (18) in the text. With n = 1, b = 4, and h = 3 we obtain 4 2αi2 ci = xJ1 (αi x)5x dx (16αi2 − 1 + 9)J12 (4αi ) 0 t = αi x dt = αi dx 4α i 1 5αi2 · 3 = t2 J1 (t) dt 2 2 4(2αi + 1)J1 (4αi ) αi 0 = 5 4αi (2αi2 + 1)J12 (4αi ) 667 0 4αi d 2 [t J2 (t)] dt dt [From (5) in the text] 12.6 Bessel and Legendre Series 4αi 5 2 = t J2 (t) 4αi (2αi2 + 1)J12 (4αi ) 0 = 20αi J2 (4αi ) . (2αi2 + 1)J12 (4αi ) Thus f (x) = 20 ∞ αi J2 (4αi ) J1 (αi x). + 1)J12 (4αi ) (2αi2 i=1 8. The boundary condition indicates that we use (15) and (16) in the text. With n = 2 and b = 1 we obtain 2 c1 = 2 J3 (αi ) xJ2 (αi x)x2 dx 0 2 = 1 αi4 · J32 (αi ) 2 = 1 t = αi x αi 2 αi4 J32 (αi ) dt = αi dx t3 J2 (t) dt 0 αi d 3 [t J3 (t)] dt dt 0 αi 3 t J3 (t) αi4 J32 (αi ) = [From (5) in the text] 0 2 . αi J3 (αi ) = Thus f (x) = 2 ∞ i=1 1 J2 (αi x). αi J3 (αi ) 9. The boundary condition indicates that we use (19) and (20) in the text. With b = 3 we obtain 2 c1 = 9 ci = 3 3 2 x4 9 xx dx = = , 9 4 0 2 2 0 2 2 9J0 (3αi ) 3 xJ0 (αi x)x2 dx 0 t = αi x 2 1 = · 4 2 9J0 (3αi ) αi = 2 4 9αi J02 (3αi ) 3αi t3 J0 (t) dt 0 3αi 0 t2 d [tJ1 (t)] dt dt u = t2 du = 2t dt 2 = 9αi4 J02 (3αi ) dt = αi dx 3αi −2 t J1 (t) 3 0 668 0 3αi t2 J1 (t) dt . d dv = dt [tJ1 (t)] dt v = tJ1 (t) 12.6 Bessel and Legendre Series 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 3αi d 2 2 2 2 ci = −2 t J2 (t) dt = −2t J2 (t) 4 J 2 (3α ) 9αi4 J02 (3αi ) dt 9α i 0 i 0 0 = 2 9αi4 J02 (3αi ) −4J2 (3αi ) −18αi2 J2 (3αi ) = 2 2 . αi J0 (3αi ) Thus f (x) = ∞ 9 J2 (3αi ) −4 J0 (αi x). 2 α2 J 2 (3αi ) i=1 i 0 10. The boundary condition indicates that we use (15) and (16) in the text. With b = 1 it follows that 1 2 ci = 2 x 1 − x2 J0 (αi x) dx J1 (αi ) 0 2 = 2 J1 (αi ) 1 xJ0 (αi x) dx − 0 1 3 x J0 (αi x) dx 0 αi αi 2 1 1 3 tJ (t) dt − t J (t) dt 0 0 J12 (αi ) αi2 0 αi4 0 αi αi 2 d 1 1 2 d = 2 t [tJ1 (t)] dt − 4 [tJ1 (t)] dt J1 (αi ) αi2 0 dt αi 0 dt t = αi x dt = αi dx = u = t2 du = 2t dt αi −2 t2 J1 (t) dt αi αi 1 2 1 3 t tJ (t) − J (t) 1 1 2 2 4 J1 (αi ) αi αi 0 0 0 αi 2 d 2 J1 (αi ) J1 (αi ) 2 = 2 t J2 (t) dt − + 4 J1 (αi ) αi αi αi 0 dt αi 2 4J2 (αi ) 2 2 = 2 = 2 2 t J2 (t) . 4 J1 (αi ) αi αi J1 (αi ) 0 = Thus f (x) = 4 11. (a) ∞ J2 (αi ) 2 J 2 (α ) J0 (αi x). α i i=1 i 1 y 4 2 5 10 15 20 25 30 -2 -4 669 x d dv = dt [tJ1 (t)] dt v = tJ1 (t) 12.6 Bessel and Legendre Series (b) Using FindRoot in Mathematica we find the roots x1 = 2.9496, x2 = 5.8411, x3 = 8.8727, x4 = 11.9561, and x5 = 15.0624. (c) Dividing the roots in part (b) by 4 we find the eigenvalues α1 = 0.7374, α2 = 1.4603, α3 = 2.2182, α4 = 2.9890, and α5 = 3.7656. (d) The next five eigenvalues are α6 = 4.5451, α7 = 5.3263, α8 = 6.1085, α9 = 6.8915, and α10 = 7.6749. 12. (a) From Problem 7, the coefficients of the Fourier-Bessel series are ci = 20αi J2 (4αi ) . (2αi2 + 1)J12 (4αi ) Using a CAS we find c1 = 26.7896, c2 = −12.4624, c3 = 7.1404, c4 = −4.68705, and c5 = 3.35619. (b) S1 20 S2 20 S3 20 S4 20 S5 20 15 15 15 15 15 10 10 10 10 10 5 5 5 5 5 1 2 3 4 5x (c) 1 2 3 4 5x S10 20 1 2 3 4 5x 1 2 3 4 5x 1 2 3 4 5x S10 20 15 15 10 10 5 5 10 1 2 3 4x 20 30 40 50 x -5 -10 13. Since f is expanded as a series of Bessel functions, J1 (αi x) and J1 is an odd function, the series should represent an odd function. 14. (a) Since J0 is an even function, a series expansion of a function defined on (0, 2) would converge to the even extension of the function on (−2, 0). y 2 1.5 1 0.5 -2 670 -1 1 2 x 12.6 Bessel and Legendre Series (b) In Section 5.3 we saw that J2 (x) = 2J2 (x)/x − J3 (x). Since J2 is even and J3 is odd we see that y 20 J2 (−x) = 2J2 (−x)/(−x) − J3 (−x) 15 = −2J2 (x)/x + J3 (x) = −J2 (x), so that J2 is an odd function. Now, if f (x) = 3J2 (x) + 2xJ2 (x), we see that 10 f (−x) = 3J2 (−x) − 2xJ2 (−x) = 3J2 (x) + 2xJ2 (x) = f (x), 5 so that f is an even function. Thus, a series expansion of a function defined on (0, 4) would converge to the even extension of the function on (−4, 0). -4 -2 15. We compute c0 = c1 = c2 = c3 = c4 = c5 = c6 = 1 2 3 2 5 2 7 2 9 2 1 xP0 (x) dx = 0 1 xP1 (x) dx = 0 1 xP2 (x) dx = 0 1 xP3 (x) dx = 0 11 2 13 2 1 xP4 (x) dx = 0 1 2 xP6 (x) dx = 0 f (x) = 1 0 13 2 -1 1 1 (5x4 − 3x2 )dx = 0 2 1 1 3 (35x5 − 30x3 + 3x)dx = − 8 32 0 11 2 1 2 1 5 (3x3 − x)dx = 2 16 0 0.5 1 0 9 2 1 1 4 x2 dx = 7 2 0 Thus 0 5 2 xP5 (x) dx = S5 1 1 x dx = 3 2 1 4x 2 1 1 (63x6 − 70x4 + 15x2 )dx = 0 8 1 1 13 (231x7 − 315x5 + 105x3 − 5x)dx = . 16 256 0 0 -0.5 1 1 5 3 13 P0 (x) + P1 (x) + P2 (x) − P4 (x) + P6 (x) + · · · . 4 2 16 32 256 The figure above is the graph of S5 (x) = 14 P0 (x) + 12 P1 (x) + 671 5 16 P2 (x) − 3 32 P4 (x) + 13 256 P6 (x). 0.5 1 x 12.6 Bessel and Legendre Series 16. We compute c0 = 1 2 3 c1 = 2 5 c2 = 2 = 1 −1 1 2 ex P0 (x) dx = S5 1 ex dx = −1 1 3 e P1 (x) dx = 2 −1 2 1 x 1 (e − e−1 ) 2 3 −1 x xe dx = 3e −1 1 5 ex P2 (x) dx = 2 −1 1 1 1 (3x2 ex − ex )dx 2 −1 -1 -0.5 5 (e − 7e−1 ) 2 c3 = 7 2 c4 = 9 2 1 −1 ex P3 (x) dx = 7 2 ex P4 (x) dx = 9 2 1 −1 Thus f (x) = 1 −1 1 −1 1 7 (5x3 ex − 3xex )dx = (−5e + 37e−1 ) 2 2 1 9 (35x4 ex − 30x2 ex + 3ex )dx = (36e − 266e−1 ). 8 2 1 5 (e − e−1 )P0 (x) + 3e−1 P1 (x) + (e − 7e−1 )P2 (x) 2 2 7 9 + (−5e + 37e−1 )P3 (x) + (36e − 266e−1 )P4 (x) + · · · . 2 2 The figure above is the graph of S5 (x). 17. Using cos2 θ = 12 (cos 2θ + 1) we have 1 3 1 (3 cos2 θ − 1) = cos2 θ − 2 2 2 3 1 3 1 1 = (cos 2θ + 1) − = cos 2θ + = (3 cos 2θ + 1). 4 2 4 4 4 P2 (cos θ) = 18. From Problem 17 we have 1 (3 cos 2θ + 1) 4 P2 (cos θ) = or cos 2θ = 1 4 P2 (cos θ) − . 3 3 Then, using P0 (cos θ) = 1, F (θ) = 1 − cos 2θ = 1 − 4 1 P2 (cos θ) − 3 3 4 4 4 4 − P2 (cos θ) = P0 (cos θ) − P2 (cos θ). 3 3 3 3 = 19. If f is an even function on (−1, 1) then −1 and 1 f (x)P2n (x) dx = 2 −1 f (x)P2n (x) dx 0 1 f (x)P2n+1 (x) dx = 0. 672 1 0.5 1 x 12.6 Bessel and Legendre Series Thus c2n 2(2n) + 1 = 2 1 4n + 1 f (x)P2n (x) dx = 2 −1 2 1 f (x)P2n (x) dx 0 1 = (4n + 1) f (x)P2n (x) dx, 0 c2n+1 = 0, and f (x) = ∞ c2n P2n (x). n=0 20. If f is an odd function on (−1, 1) then 1 −1 and 1 −1 f (x)P2n+1 (x) dx = 2 1 f (x)P2n+1 (x) dx. 0 Thus c2n+1 = f (x)P2n (x) dx = 0 2(2n + 1) + 1 2 1 −1 f (x)P2n+1 (x) dx = 4n + 3 2 2 1 f (x)P2n+1 (x) dx 0 = (4n + 3) 1 f (x)P2n+1 (x) dx, 0 c2n = 0, and f (x) = ∞ c2n+1 P2n+1 (x). n=0 21. From (26) in Problem 19 in the text we find 1 1 1 c0 = xP0 (x) dx = x dx = , 2 0 0 1 c2 = 5 1 0 1 c4 = 9 1 0 c6 = 13 1 xP6 (x) dx = 13 0 0.5 -1 1 3 (35x5 − 30x3 + 3x)dx = − , 8 16 xP4 (x) dx = 9 0 and 1 1 5 (3x3 − x)dx = , 2 8 xP2 (x) dx = 5 0 S4 0 1 1 13 (231x7 − 315x5 + 105x3 − 5x)dx = . 16 128 Hence, from (25) in the text, f (x) = 1 5 3 13 P0 (x) + P2 (x) − P4 (x) + P6 + · · · . 2 8 16 128 On the interval −1 < x < 1 this series represents the function f (x) = |x|. 673 -0.5 0.5 1 x 12.6 Bessel and Legendre Series 22. From (28) in Problem 20 in the text we find 1 1 3 c1 = 3 P1 (x) dx = 3 x dx = , 2 0 0 1 1 1 3 7 c3 = 7 P3 (x) dx = 7 5x − 3x dx = − , 8 0 0 2 1 1 1 11 c5 = 11 P5 (x) dx = 11 63x5 − 70x3 + 15x dx = 8 16 0 0 and c7 = 15 1 P7 (x) dx = 15 0 0 S4 1 0.5 -1 -0.5 0.5 1 x -0.5 -1 1 1 75 429x7 − 693x5 + 315x3 − 35x dx = − . 16 128 Hence, from (27) in the text, 3 7 11 75 P1 (x) − P3 (x) + P5 (x) − P7 (x) + · · · . 2 8 16 128 On the interval −1 < x < 1 this series represents the odd function −1, −1 < x < 0 f (x) = 1, 0 < x < 1. f (x) = 23. Since there is a Legendre polynomial of any specified degree, every polynomial can be represented as a finite linear combination of Legendre polynomials. 24. We want to express both x2 and x3 as linear combinations of P0 (x) = 1, P1 (x) = x, P2 (x) = 12 (3x2 − 1), and P3 (x) = 12 (5x3 − 3x). Setting 1 3 3 x2 = c0 P0 (x) + c1 P1 (x) + c2 P2 (x) = c0 + c1 x + c2 (3x2 − 1) = c0 − c2 + c1 x + c2 x2 , 2 2 2 we obtain the system 1 c2 = 0 2 c1 = 0 3 c2 = 1. 2 The solution is c0 = 13 , c1 = 0, c2 = 23 . Thus, x2 = 13 P0 (x) + 23 P2 (x). Setting 1 1 x3 = c0 P0 (x) + c1 P1 (x) + c2 P2 (x) + c3 P3 (x) = c0 + c1 x + c2 (3x2 − 1) + c3 (5x3 − 3x) 2 2 3 1 3 5 = c0 − c2 + c1 − c3 x + c2 x2 + c3 x3 , 2 2 2 2 c0 − we obtain the system 1 c2 = 0 2 3 c1 − c3 = 0 2 3 c2 = 0 2 5 c3 = 1. 2 The solution is c0 = 0, c1 = 35 , c2 = 0, c3 = 25 . Thus x3 = 35 P1 (x) + c0 − 674 2 5 P3 (x). CHAPTER 12 REVIEW EXERCISES CHAPTER 12 REVIEW EXERCISES 1. True, since π (x2 −π − 1)x5 dx = 0 2. Even, since if f and g are odd then h(−x) = f (−x)g(−x) = −f (x)[−g(x)] = f (x)g(x) = h(x) 3. cosine, since f is even 4. True 5. False; the Sturm-Liouville problem, d [r(x)y ] + λp(x)y = 0, dx on the interval [a, b], has eigenvalue λ = 0. y (a) = 0, y (b) = 0, 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 . 7. The Fourier series will converge to 1, the cosine series to 1, and the sine series to 0 at x = 0. Respectively, this is because the rule (x2 + 1) defining f (x) determines a continuous function on (−3, 3), the even extension of f to (−3, 0) is continuous at 0, and the odd extension of f to (−3, 0) approaches −1 as x approaches 0 from the left. 8. cos 5x, since the general solution is y = c1 cos αx + c2 sin αx and y (0) = 0 implies c2 = 0. 9. True, since 1 0 P2m (x)P2n (x) dx = 1 −1 1 2 P2m (x)P2n (x) dx = 0 when m = n. 10. Since Pn (x) is orthogonal to P0 (x) = 1 for n > 0, 1 Pn (x) dx = −1 1 −1 P0 (x)Pn (x) dx = 0. 11. We know from a half-angle formula in trigonometry that cos2 x = 1 2 + 1 2 cos 2x, which is a cosine series. 12. (a) For m = n L n−m (2n + 1)π (2m + 1)π 1 L n+m+1 cos sin x sin x dx = πx − cos πx dx = 0. 2L 2L 2 0 L L 0 (b) From L (2n + 1)π x dx = sin 2L L 2 0 we see that 0 (2n + 1)π L 1 1 − cos x dx = 2 2 L 2 (2n + 1)π L sin x = 2 . 2L 13. Since a0 = (−2x) dx = 1, −1 an = 0 0 (−2x) cos nπx dx = −1 and 675 2 [(−1)n − 1], n2 π 2 CHAPTER 12 REVIEW EXERCISES bn = 0 (−2x) sin nπx dx = −1 4 (−1)n nπ for n = 1, 2, 3, . . . we have ∞ f (x) = 1 + 2 n=1 14. Since 2 4 n n [(−1) − 1] cos nπx + sin nπx . (−1) n2 π 2 nπ 1 2 (2x2 − 1) dx = − , 3 −1 1 an = (2x2 − 1) cos nπx dx = a0 = −1 and bn = for n = 1, 2, 3, . . . we have 8 (−1)n , n2 π 2 1 −1 (2x2 − 1) sin nπx dx = 0 ∞ 1 8 f (x) = − + (−1)n cos nπx. 3 n=1 n2 π 2 15. Since a0 = and an = 2 1 2 1 1 ex dx = 2(e − 1) 0 1 ex cos nπx dx = 0 2 [e(−1)n − 1], 1 + n2 π 2 for n = 1, 2, 3, . . . , we have the cosine series f (x) = e − 1 + 2 Since bn = 2 1 ∞ e(−1)n − 1 cos nπx. 1 + n2 π 2 n=1 1 ex sin nπx dx = 0 2nπ [1 − e(−1)n ], 1 + n2 π 2 for n = 1, 2, 3, . . . , we have the sine series f (x) = 2π ∞ n[1 − e(−1)n ] sin nπx. 1 + n2 π 2 n=1 676 CHAPTER 12 REVIEW EXERCISES 16. -3 -2 f 3 f 3 2 2 1 1 -1 1 2 3 x -3 -2 -2 -1 -2 -2 -3 -3 f 3 2 2 1 1 f (x) = 1 e−x , x e , 2 2 x 3 f (x) = 2x2 − 1, −1 < x < 1 f 3 -1 1 -1 f (x) = |x| − x, −1 < x < 1 -3 -1 3 x -3 -2 -1 1 -1 -1 -2 -2 -3 -3 −1 < x < 0 f (x) = 0<x<1 −e−x , ex , 2 3 x −1 < x < 0 0<x<1 17. For λ = α2 > 0 a general solution of the given differential equation is y = c1 cos(3α ln x) + c2 sin(3α ln x) and 3c2 α 3c1 α sin(3α ln x) + cos(3α ln x). x x Since ln 1 = 0, the boundary condition y (1) = 0 implies c2 = 0. Therefore y = − y = c1 cos(3α ln x). Using ln e = 1 we find that y(e) = 0 implies c1 cos 3α = 0 or 3α = (2n − 1)π/2, for n = 1, 2, 3, . . . . The eigenvalues are λ = α2 = (2n − 1)2 π 2 /36 with corresponding eigenfunctions cos[(2n − 1)π(ln x)/2] for n = 1, 2, 3, . . . . 677 CHAPTER 12 REVIEW EXERCISES 18. To obtain the self-adjoint form of the differential equation in Problem 17 we note that an integrating factor is (1/x2 )e dx/x = 1/x. Thus the weight function is 1/x and an orthogonality relation is 1 e 1 cos x 2n − 1 2m − 1 π ln x cos π ln x dx = 0, m = n. 2 2 19. Since the coefficient of y in the differential equation is n2 , the weight function is the integrating factor 1 e a(x) (b/a)dx 1 = e 1 − x2 − x 1−x2 √ 1 1 − x2 1 1 ln(1−x2 ) 2 = e = =√ 2 2 1−x 1−x 1 − x2 dx on the interval [−1, 1]. The orthogonality relation is 1 −1 √ 1 Tm (x)Tn (x) dx = 0, 1 − x2 m = n. 20. Expanding in a full Fourier series we have 1 a0 = 2 2 x dx + 0 2 dx =3 2 nπx (−1)n − 1 dx = 2 2 n2 π 2 0 2 2 4 −1 1 nπx nπx dx + dx = 4 bn = x sin 2 sin 2 2 2 nπ 0 2 an = 1 2 4 so f (x) = 2 x cos nπx dx + 2 4 2 cos ∞ 3 2 nπx (−1)n − 1 nπx +2 − sin . cos 2 n2 π 2 2 nπ 2 n=1 21. The boundary condition indicates that we use (15) and (16) of Section 12.6 in the text. With b = 4 we obtain 2 ci = 16J12 (4αi ) 1 = 8J12 (4αi ) = = = 4 xJ0 (αi x)f (x) dx 0 2 xJ0 (αi x) dx 0 t = αi x 1 1 · 2 2 8J1 (4αi ) αi 1 8J12 (4αi ) 0 2αi 2αi tJ0 (t) dt 0 d [tJ1 (t)] dt dt 2αi 1 J1 (2αi ) tJ . (t) = 1 2 2 8J1 (4αi ) 4α i J1 (4αi ) 0 Thus ∞ f (x) = dt = αi dx 1 J1 (2αi ) J0 (αi x). 4 i=1 αi J12 (4αi ) 678 [From (5) in 12.6 in the text] CHAPTER 12 REVIEW EXERCISES 22. Since f (x) = x4 is a polynomial in x, an expansion of f in Legendre polynomials in x must terminate with the term having the same degree as f . Using the fact that x4 P1 (x) and x4 P3 (x) are odd functions, we see immediately that c1 = c3 = 0. Now 1 1 4 1 1 4 1 c0 = x P0 (x) dx = x dx = 2 −1 2 −1 5 c2 = 5 2 c4 = 9 2 1 −1 x4 P2 (x) dx = 5 2 x4 P4 (x) dx = 9 2 1 −1 Thus f (x) = 1 −1 1 −1 1 4 (3x6 − x4 )dx = 2 7 1 8 (35x8 − 30x6 + 3x4 )dx = . 8 35 1 4 8 P0 (x) + P2 (x) + P4 (x). 5 7 35 679