Lecture 10: Partial Differential Equations (PDE’s)

* Fourier Series (F.S.):

Review and Basics:
In order to study this type of series, we need to know some mathematical
concepts, relationships for trigonometric functions and some definitions.
Important Rules:

1- sin 2 x 
1
1  cos 2 x)  2- cos2 x 
1
1  cos 2 x)  3- sin(n )  0 , sin(2n )  0
2 2

4- cos(n )  (1) n , cos(2n )  1 . 5- cos(n  1)  (1) n1  (1) n


6- sin n   
0 n even
n 1 7- sin x cos y 
1
cos(x  y)  cos(x  y)
 2  
(1)
2
n odd 2

8- cos x cos y 
1
cos(x  y)  cos(x  y) 9- sin x sin y 
1
sin( x  y)  sin( x  y).
2 2

Definition 1: A function f (x ) is called odd function if f ( x)   f ( x)

(symmetric about the origin) and it is called even function if f ( x)  f ( x)
(symmetric about y -axis). So, sin( x), tan( x), csc x, x, x 3 , … are odd functions
and the functions cos(x), sec(x), x 2 , x 4 ,... are even. The product of two odd
functions is even, the product of two even functions is even, and the product
of odd function with even function is odd. Also, the sum or subtract of two
odd functions is odd and two even functions is even. If f (x ) is odd, then
L L L


L
f ( x)dx 0 and if f (x ) is even, then 
L
f ( x)dx 2  f ( x)dx .
0

Definition 2: A function f (x ) is called periodic with period T if

f ( x  T )  f ( x) T  Z  , T  0 .

Ex: sin(x ) and cos(x ) are periodic functions with period 2 , because
for any n  1,2,3, , then sin( x  2n )  sin( x) and cos(x  2n )  cos(x) . Also,
tan( x) is periodic with period  , because tan( x  n )  tan( x) . But if a  2 ,
then sin( x  a )  sin( x)
Orthogonal Set of Functions:
Definition 3: If f (x ) and g (x) are two functions defined on [a, b] , then the
inner product of f (x ) and g (x) over [ a , b] is defined as

b
f , g   f ( x) g ( x)dx .
a

* The norm of a function f (x ) on [a, b] is denoted by f (x) and is defined

b
 f , f   ( f ( x)) 2 dx .
2
f ( x)
a

* Two functions f (x ) and g (x) are said to be orthogonal on [a, b] if

f ,g  0.

Ex: If f ( x)  x and g ( x)  x 2 on [0,1] , then

1
1) f ( x) 2  f , f   x 2 dx  1  f ( x)  1 , 2) g ( x) 2  1  g ( x)  1 .
0
3 3 5 5
1
3) f , g   x 3 dx  1  0 , then f (x ) and g (x) are not orthogonal on [0,1] .
0
4

Ex: If f ( x)  x and g ( x)  x 2 on [1,1] , then

1 1
1) f ( x) 2   x 2 dx  2 , 2) g ( x) 2  2 . 3) f , g   x 3 dx  0 , this means
1
3 5 1

that f (x ) and g (x) are orthogonal on [1,1] .

Definition: The sequence of functions f1 ( x), f 2 ( x),, f n ( x),   f n ( x)nn1 is

called orthogonal set of functions on [a, b] , if
b
 0 ,n  m
f n , f m   f n ( x) f m ( x)dx  
a c  0 , n  m  0

Definition: The sequence of functions g n ( x)nn1 is orthonormal on [a, b] if

b
0 , n  m
g n , g m   g n ( x) g m ( x)dx   , this means that g n ( x)  1 . Therefore,
a 1 , n  m
a sequence of functions  f n ( x)nn1 can be transformed into an orthonormal by
n 

 f n ( x) 

dividing each function of the set by its norm, i.e.   is orthonormal

 f n ( x) 
 n 1

 f ( x) 
 
 f 2 ( x) 

set of functions. Thus if f1 , f1 k 1, f 2 , f 2  k 2 , , then  1 ,  , …

 k1   
 k 2 


are all orthonormal.

Ex: Show that the set  f n ( x)n0  cos nxnn0 is orthogonal on [0,1] and find
the orthonormal set of functions.
Sol: We need to show that f n , f m  0, n  m
1 1
1
cos nx, cos mx   cos nx cos mxdx 
2 0
(cos((n  m)x)  cos((n  m)x))dx
0

1
1  sin((n  m)x) sin((n  m)x) 
    0. Now, if n  m , we have two cases
2  (n  m) (n  m)  0

1 1
a) if n  m  0  f 0 , f 0   dx  1  0 , b) n  m  0  f n , f n   cos2 (nx)dx 
0 0

1
1 
1
1 1 1
20 (1  cos(2nx)dx   x 
2 2 n
sin(2nx)    0 .
0 2
This prove that the given

set of functions is orthogonal. We want to find now the orthonormal set

sin 2nx 
1
1
1 1
1 1
cos nx   cos2 ( nx )dx   (1  cos 2nx) dx   x   .
2
 Thus
0
20 2 2 n  0 2

cos nx 
1
. Therefore, the orthonormal set of functions is  2 cos nx n 
n 0 .
2

* The sets of functions 1, cos x, cos 2 x,, cos nx, and sin x,, sin nx, are
orthogonal on any interval of length 2 . Also, the sets of functions
 
  nx    nx 
cos  and sin  are orthogonal on [  L, L ] .
  L  n 0   L  n 1
c  2 c  2
1
Ex: 1) 
c
sin mx cos nxdx 
2  (sin((m  n) x)  sin((n  m) x))dx  0
c
 c  2 c  2 c  2
1  1
2)  sin mx sin nxdx  0 3)  sin nxdx  cos(nx)  cos(c  2 )n  cos nc
c c
n c n

1
 cos nc cos 2n  sin nc sin 2n  cos nc   1 cos nc  cos nc  0 .
n n
c  2
4)  cos nxdx  0
c


Ex:  cos x cos 2 xdx  1 cos3x  cos x  0 .

2

Ex: Find a such that the functions {1, x,1  ax 2 } are orthogonal on [1,1] .

1 1
Sol: 1, x   xdx  0 and 1,1  ax2   (1  ax2 )dx  0  x  a x 3 ]11  0
1 1
3

a a
(1  )  (1  )  0  a  3 .
3 3

Prof. Jafar Al-Omari