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B. Clarke Fourier Theory
B. Clarke Fourier Theory
Department of Mathematics
Fourier Theory
B.M.N. Clarke
Table of Contents
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
1. Introduction.
1. Introduction.
Fourier theory is a branch of mathematics first invented to solve certain problems in
partial differential equations. The most well-known of these equations are:
Laplace's equation,
2u 2u
+
= 0, for u(x, y) a function of two variables,
x 2 y 2
2
2u
2 u = 0, for u(x, t) a function of two variables,
c
t2
x 2
u
2u
In the heat equation, x represents the position along the bar measured from some origin, t
represents time, u(x , t) the temperature at position x, time t. Fourier was initially
concerned with the heat equation. Incidentally, the same equation describes the
concentration of a dye diffusing in a liquid such as water. For this reason the equation is
sometimes called the diffusion equation.
In the wave equation, x, represents the position along an elastic string under tension,
measured from some origin, t represents time, u(x, t) the displacement of the string from
equilibrium at position x, time t.
In Laplace's equation, u(x, y) represents the steady temperature of a flat conducting plate
at the position (x, y) in the plane.
Since both the heat equation and the wave equation involve a single space variable x, we
sometime refer to them as the one dimensional heat equation and the one dimensional
wave equation respectively.
Laplace's equation involves two spatial variables and is therefore sometimes called the
two-dimensional laplace equation. Laplace's equation is connected to the theory of analytic
functions of a complex variable. If f(z) = u(x, y) + iv(x, y), the real and imaginary parts
u(x, y), v(x, y) satisfy the Cauchy-Riemann equations,
u v
x = y ,
Then
or
Similarly,
u
v
=
y
x ,
2u 2v
2u
=
= 2
2
x
y
xy
2u 2u
+
= 0.
x 2 y 2
2v 2v
+
= 0.
x 2 y 2
Heat conduction and wave propagation usually occur in 3 space dimensions and are
described by the following versions of Laplace's equation, the heat equation and the wave
equation;
2u 2u 2u
+
+
= 0,
x 2 y 2 z2
1. Introduction.
2
u
2u 2u
u
+
+
= 0,
t
x 2 y 2 z2
2
2
2
2u
2 u + u + u = 0.
c
x 2 y 2 z2
t2
2u 2u 2u
+
+
x 2 y 2 z2
in Laplace's equation,
u
2u 2u 2u u
L[u] t 2 + 2 + 2 = t 2 u in the heat equation,
x
y
z
and
L[u]
2
2
2
2
2u
2 u + u + u = u c2 2u in the heat equation.
c
x 2 y 2 z2 t2
t2
L [u ] is in each case, a linear partial differential operator. Linearity means that for any
two functions u1 , u2 , and any two constants c 1, c2,
L[c1u1 + c2u2 ] = c1L[u1 ] + c2L[u2 ].
In other words, L is linear if it preserves linear combinations of u1, u2 . This definition
generalises to
L[c1u1 + .... + cnun] = c1L[u1 ] + ... + cnL[un]
for any functions u1 ,..., un and constants c1,..., cn .
Let u(x1 ,x2 ,...,xn) be a function of n variables x = (x1 ,x2 ,...,xn). Then the most general linear
partial differential operator is of the form
n
L[u] =
i=1 j=1
2u
aij (x)x x +
i j
bi(x) x i
i=1
+ c(x)u
L[u] =
i=1 j=1
2u
aij (x)x x +
i j
bi(x) x i
i=1
+ c(x)u.
The general linear second order partial differential equation is of the form
L[u] = F(x)
where F(x) is a given function. When F(x) 0, the equation L[u] = 0 is called homogeneous.
If F(x) 0, the equation L[u] = F(x) is called non-homogeneous.
Linearity of L is essential to the success of the Fourier method. There are usually
(infinitely) many solutions of a linear partial differential equation. The number of
u
2
t u = 0, x , t > 0.
Suppose the temperature at the boundary is maintained at a given temperature , then
u(x, t) = (x, t), x , t > 0.
Also the initial temperature of the body is given by
u(x, 0) = f(x), x .
Suppose u1 ,..., uk satisfy the linear partial differential equations
L[uj ] = Fj , j = 1, ... , k
and boundary conditions
B[uj ] = j , j = 1, ... , k,
then the linear combination u = c1u1 + .... + c kuk satisfies the linear partial differential
equation
L[u] = c 1F1 + .... + c kFk
and the boundary condition
B[u] = c11 + .... + c kk .
This result is commonly referred to as the principle of superposition and it is of paramount
importance for the Fourier method. It shows that by taking linear combinations of
solutions of related linear partial differential equations, other solutions can be constructed
for source and boundary terms F, which are linear combinations of simpler terms.
3. Separation of variables.
3. Separation of variables.
Example 1. To motivate Fourier series, consider a heat conducting bar of length l,
insulated along its length, so that heat can flow only along the bar. The temperature u(x,t)
along the bar, satisfies the heat equation
ut uxx = 0,
u(l, t) = 0,
t > 0.
0 < x < l.
and
X" = X.
These are constant coefficient ordinary differential equations. is real but could be
positive, negative or zero. Assume for the moment that > 0. The solutions are
T(t) = Ce
+ Be x
X(x) = Ae x
t,
for A, B, C constants. Then u(x, t ) = X(x)T(t) satisfies u(0, t) = 0, u (l, t) = 0, t > 0, if and
only if X(0) = 0, X(l) = 0. That is
0 = X(0) = A + B
+ Be l
.
0 = X(l) = Ae l
Eliminating A, B leads to the condition
e l
= 0
e l
or
3. Separation of variables.
sinh
(l )= 0.
There are no values of > 0 which satisfy this condition. So cannot be positive.
Suppose that < 0 and let = 2 for some real . Then
= i and hence satisfies
ei l e i l = 0
or
sin (l)= 0.
n
This has solutions l = n , n = 1, 2,..., and hence n = l , n = 1, 2,... ,
in x
n 2 2 t
inx
2
l
l
n x
l
Tn (t) = e
, Xn (x) = e
e
= 2i sin l , n = 1, 2,...
For = 0,
T' = 0,
and X" = 0
or
T(t) = C,
and X(x) = A + Bx.
The boundary conditions u(0, t) = 0, u(l, t) = 0, t > 0, are satisfied if and only if X(0) = 0, X(l)
= 0. That is
0 = X(0) = A ,
0 = X(l) = Bl
or
A = B = 0.
Therefore the non-trivial solutions of the heat equation
ut uxx = 0,
u(l, t) = 0,
t>0
are
un(x, t) = e
n 2 2 t
l2
n x
sin l , n = 1, 2,... .
By superposition
u(x, t) =
bn un(x, t) = n=1
bn e
n=1
n 2 2 t
l2
n x
sin l
also satisfies the heat equation and the boundary conditions. For the initial condition to be
satisfied
u(x, 0) = f(x) =
n x
l
bn sin
n=1
0 < x < l.
That is we must show that f(x) can be represented as a series expansion of sines. We are
mainly concerned wuth those functions f(x) which have this property.
A series expansion such as
3. Separation of variables.
n x
l
bn sin
n=1
f(x) =
is called a Fourier series expansion.
Example 2. Suppose the conducting bar is insulated at each end, the temperature u(x,t)
satisfies the same heat equation and initial condition but different boundary conditions
ux (0, t) = 0, ux (l, t) = 0, t > 0.
Separation of variables u(x, t ) = X(x)T(t) in the heat equation leads to the same ordinary
differential equations
T' = T,
X" = X
and
+ Be x .
X(x) = Ae x
t,
0 = X'(l).
That is
0=
(A B),
0=
(Ae l
Be l
).
e l
= 0
e l
or
sinh
(l )= 0.
There are no values of > 0 which satisfy this condition. So cannot be positive.
Suppose that < 0 and let = 2 for some real . Then
= i and hence satisfies
i
l
e e
=0
or
sin (l)= 0.
n
This has solutions nl = n , n = 1, 2,..., and hence n = l , n = 1, 2,... ,
n 2
n = n 2 = l , n = 1, 2,... ,
in x
n 2 2 t
inx
l
l
n x
l2
Tn (t) = e
, Xn (x) = e
+e
= 2 cos l , n = 1, 2,...
0 = X'(l).
t>
3. Separation of variables.
or
X(x) = A 0 ,
T(t) = C0
un(x,t) = e
n 2 2 t
l2
n x
cos l
, n = 0, 1, 2,... .
By superposition
u(x,t) =
an un(x,t) = n=0
an e
n=0
n 2 2 t
l2
n x
cos l
also satisfies the heat equation and the boundary conditions. For the initial condition to be
satisfied
u(x, 0) = f(x) =
n x
l ,
an cos
n=0
0 < x < l.
4. Fourier Series.
4. Fourier Series.
A function f(x), f: RR is called periodic if f(x + P) = f(x) for all x R. P > 0 is called the
period of f.
Suppose f(x ) is periodic with period 2 , then an important question is whether f(x ) has a
Fourier series expansion of the form
a0
f(x) = 2 +
0 < x < 2 .
n=1
a0
The constant term is taken as 2 as a matter of convenience.
The formulas
e ix = cos x + i sin x,
e ix = cos x i sin x
can be used to write the Fourier series expansion as
f(x) =
cne inx
an ibn
,
2
cn =
an + ib n
,
2
a0
n = 1, 2, ... , c0 = 2 .
Assuming for the moment that the 2 -periodic function f has a Fourier series expansion,
the Fourier coefficients cn will be determined using the following orthogonality property of
the complex exponentials e inx , n = 0, 1, 2, ... ,.
Lemma.
inx
imx
Proof. For n m,
nm
0;
dx =
2 ;
.
n=m
inx
imx
dx =
1
= i(n m)
[e
i (nm )x
dx
i (nm )
e i (nm )
2
= (n m) sin(n m) = 0.
If n = m,
inx
inx
dx =
1 dx = 2 .
4. Fourier Series.
Since f(x) =
10
cne inx ,
f(x) e
imx
dx =
inx imx
dx
cne
e
cn
i (n m )x
dx = 2 c m .
Hence
cm =
1
2
f(x) e
imx
dx , m = 0, 1, 2, ... ,
an ibn
2
cn =
an + ib n
2
a0
n = 1, 2, ... , c0 = 2 ,
a0 = 2c0 =
f(x) dx,
an = cn + c n =
1
2
f(x) (e
inx
+e
inx
) dx =
f(x) cos nx dx
f(x) (e
inx
bn = i(cn c n ) = 2
inx
) dx =
cne
inx
a0
2
n=1
is called a Fourier series expansion of f(x). The first, the exponential form and the second
the trigonometric form.
Notice that if f(x) is an even periodic function, i.e. f(x) = f(x) for all x, then
bn =
f(x) sin nx dx =
f(x) sin nx dx +
f(x) sin nx dx
f(x) sin nx dx
4. Fourier Series.
11
Thus the Fourier series expansion of an even function f(x) has only cosine terms
a0
2 + an cos nx
n=1
an =
f(x) cos nx dx =
f(x) cos nx dx +
f(x)cos nx dx
f(x) cos nx dx
n = 0, 1, 2, ... .
an =
f(x) cos nx dx =
f(x) cos nx dx +
f(x)cos nx dx
f(x) cos nx dx
n = 0, 1, 2, ... .
Thus the Fourier series expansion of an odd function f(x) has only sine terms
n=1
bn sin nx,
bn =
f(x) sin nx dx =
f(x) sin nx dx +
f(x) sin nx dx
f(x) sin nx dx
f(x) sin nx dx ,
n = 1, 2, ... .
It is worth noting that for a periodic function f(x), the constant term in the Fourier series
a0
2
1
2
f(x) dx
4. Fourier Series.
12
1; 0 < x <
1.5
0.5
-5
-3
-1
2 3
4 5
-1
-1.5
6.28
-6.28
This is called a squarewave function. It is obviously an odd function, hence its Fourier
cosine coefficients a n are all zero and
f(x) sin nx dx =
2
= n [ cos n + cos 0 ] =
2
bn =
Therefore b 2n = 0, b2n 1 =
0;
4
n
1 sin nx dx
2
n
n [ (1) + 1 ]
2
n even
.
;
n odd
4
, n = 1, 2, ... . The Fourier series of f(x) is
(2n 1)
n=1
bn sin nx, =
n=1
n=1 (2n 1)
4
1
=
sin (2n 1)x.
2n
1
n=1
(b). Let f(x) be periodic with period 2 , f(x) = |sin x|, < x < ,
sin x;
f(x) =
sin x;
<x<0
0< x<
4. Fourier Series.
13
1.5
1.25
0.75
0.25
-5
-3
-1
2 3
4 5
6
-0.5
6.28
-6.28
an =
f(x) cos nx dx =
sin x
cos nx dx
cos(n + 1) cos(n 1)
1
1
+
+
n+1
n1
n+1 n 1
1 (1 cos( n + 1) ) 1 (1 cos( n 1) )
n 1
n + 1
Therefore a 2n =
4
((2n) 2 1)
a0
2
n odd
2 2 ; n even
n + 1 n 1
0;
n odd
.
4
;
n
even
(n2 1)
0;
n=1
2
4
1
an cos nx =
2 1 cos 2nx.
4n
n=1
5. Bessel's Inequality.
14
5. Bessel's inequality.
Theorem. Let f be 2 -periodic and Riemann integrable on [ , ]. Then
n=
|cn|2
1
2
|f(x)|2 dx.
0 f(x)
cne
n= N
= |f(x)|2
cne
n= N
inx
= f(x)
cne
n= N
inx
cm e
m=N
f(x)
inx
imx
f(x)
f(x) +
cme imx
m=N
N
cn cm e i (n m )x
n= N m=N
1
2
|f(x)|2
n= N
dx
1
cn 2
n= N m=N
1
2
dx
cn cn
imx
f(x) dx
i (n m )x
dx
n= N
1
2
1
cm 2
1
cn cm 2
|f(x)|2
m=N
f(x) dx
inx
m=N
cm cm
n= N
cn cn
|f(x)|2
dx
|cn|2
n= N
for any N.
Bessel's inequality will later be shown to be actually an equality but for now it implies that
the series
n=
integrable function f.
Using the equations
cn =
an ibn
,
2
cn =
an + ib n
,
2
a0
n = 1, 2, ... , c0 = 2 ,
5. Bessel's Inequality.
n=
|cn|2
a02
4 +
a02
= 4 +
a + ib 2
an ibn2
+
n 2 n
2
n=1
1
2
15
n=1
[|an|2 + |b n|2]
n=1
1
2
|f(x)|2 dx.
n=1
|an|2 ,
n=1
|b n|2 also converge, where an, bn are the Fourier cosine and
sine coefficients of f.
16
a0
cne inx ,
2 +
n=1
converge?
Because we are dealing with functions, the concept of convergence must be made precise.
Do we mean the numerical series converging at every x [ , ]? Can convergence be
different at different points x, indeed can we have convergence at some points and not at
others and if so, which are the points of convergence? Can we have some sort of average
convergence on [ , ]?
A function f is called piecewise continuous on an interval [a , b] if it is continuous
everywhere except at finitely many points x1, x 2, ... , x k [a, b] and the left-hand and
right-hand limits of f exist at each of the points x1, x 2, ... , x k . The set of all piecewise
continuous functions on [a, b] is denoted by PC[a, b].
f is called piecewise smooth if f and its derivative f' are piecewise continuous on [a, b].
Consider the N th partial sum of the complex Fourier series of f,
SNf(x) =
N
n= N
We define D N(x) =
1
2
cne inx
n= N
iny
e inx
e
f(y)
dy
2
1
2
e in (x y ) f(y) dy.
n= N
e inx. Then
n= N
SNf(x)
D N(x y)f(y) dy =
D N(y)f(x y) dy .
[The last equality follows from a change of variable and the periodicity of the integrand
DN(x y)f(y)]. The function DN(x) is called the Dirichlet kernel and
DN(x ) =
1
2
e
1
= 2 e iNx
iNx
2N
n=0
i (2 N + 1) x
ix
e inx
i (N + 1) x
e iN x
ix
e 1
e i (N
1
2
1
+ 2)x
ix
2
sin
1
2
17
e i (N
1
+ 2)x
ix
2
(N + 12) x.
x
sin (2 )
Proof. DN(x) = 2 + 2
D N(x) dx =
e inx = 2 +
n= N
1
n0
D N(x) dx = 2 .
cos nx
n=1
D N(x) dx =
D N(x) dx =
x
1
= 2 +
n=1
1
1
2 +
n=1
cos nx dx
sin nx
1
= .
n 0 2
f
lim SN(x) = 2 [f(x) + f(x+ ) ]
N
for every x. Hence lim SNf(x) = f(x) for each point x of continuity of f.
N
Proof.
f
SN(x)
1
2
f(x)
f(x+ )
]=
D N(y)[f(x
y) (f(x)]dy
18
D N(y)[f(x y) f(x)]dy +
1
2
sin
1
2
(N + ) y
sin
y2
f(x y) f(x)
y
y
sin
(
)
f(x + y) f(x+ )
dy
y
y2
f(x y) f(x)
g(y) =
y
y
sin (2)
f(x + y) f(x+ )
,
y
f
SN(x)
1
2
f(x)
y
f(x+ )
1
=
(N + 12) y g(y)dy
sin
The last two terms are the Fourier sine and cosine coefficients BN , AN of
y
y
1
1
g(y), 2 sin 2
g(y) respectively. By Bessel's inequality, BN , A N 0 as N
2 cos
2
.
()
()
Therefore
f
SN(x) 2 [f(x) + f(x+ ) ]= BN + A N 0, as N .
This result, that the partial sums of the Fourier series of a piecewise smooth 2 periodic
function converges pointwise to the mean of the left and right hand limits at x. If x is a
point of continuity of f, then the partial sums converge pointwise to f(x).
19
Fourier series provide a useful method for summing certain numerical series.
Example. The Fourier series of the continuous periodic function f(x) =|sin x|, x [ , ],
is
2
4
1
cos 2nx
n=1 4n 1
1.5
1.25
0.75
0.25
-5
-3
-1
2 3
4 5
6
-0.5
6.28
-6.28
n=1 4n 1
or
1
1
=2.
2
4n
1
n=1
f 2 =1=
2 1 cos(n )
4n
n=1
()
2
4 (1)n
=
n=1 4n2 1
n=1
(1)n
2
= 4 .
2
4n 1
20
bn' = nan,
c'n = inc n.
c'n =
1
2
inx
1
2
f'(x) e
inx
f(x)e
dx
1
2
f(x) (ine
inx
)dx
= in
1
2
f(x) e
inx
dx = incn.
bn' = nan.
Theorem. Let f be 2 -periodic, piecewise smooth, with piecewise smooth derivative f'.
Then the Fourier series of f' is
incne
inx
n=1
and converge for each x where f'(x) exists. If f' is not continuous at x, then the series above
1
converge to 2 [f'(x) + f'(x+ )].
Proof. This result follows by combining the previous two theorems.
cn inx A0
bn
an
= 2 + n cos nx + n sin nx
F(x) = C0 + in e
n=1
n=
n0
where C 0 = 2 =
1
2
21
f(t) dt is continuous.
F(x + 2 ) F(x) =
f(t) dt
x+2
f(t) dt =
f(t) dt =
f(t) dt = 2 c0 = 0.
Therefore the Fourier series of F converges pointwise at each x [ , ] to F(x). Since f(x) =
F'(x), by the two previous theorems,
an = nB n ,
bn = nAn , cn = inC n ,
where an, bn, cn are the Fourier coefficients of f and An, B n, C n are the Fourier coefficients
of F. If n 0, this implies that
bn
An =
n ,
A0
The constant C0 = 2 =
1
2
F(x) =
an
Bn = n ,
cn
Cn = in .
f(t) dt.
If c 0 0, f(x) c0 has zero mean value on [ , ] and therefore its zeroth Fourier coefficient
is
1
2
(f(x) c0)dx =
1
2
f(x) dx c 0 = c0 c 0 = 0.
Applying the result just obtained to f(x) c0 and its anti-derivative F(x) c 0x completes
the theorem.
Integrating and differentiating known Fourier series using the above results is a useful
way of obtaining new Fourier series.
Example. The 2 -periodic function f :RR, f(x) = x( |x|), x [ , ], is continuous with
piecewise smooth derivative. Therefore its Fourier series converges at each x to f(x). The
Fourier series is by the table #17
8
1
f(x) = x( |x|) =
sin (2n 1)x.
n=1 (2n 1) 3
By the above results,
f'(x) = 2|x| =
8
1
cos (2n 1)x
n=1 (2n 1) 2
|x| = 2
2
n=1 (2n 1)
0;
Example. f(x) =
1;
0<x<
1.5
1.25
0.75
0.25
-5
-3
-1
2 3
4 5
6
-0.5
6.28319
-6.28319
f(x) = 2 +
(table #7). Since c 0 =
1
2
0, F(x) =
Therefore
2n 1
n=1
0; < x < 0
f(t) dt. =
.
x; 0 < x <
x A0
1
2
F(x) 2 = 2
2 cos (2n 1)x
n=1 (2n 1)
A0
Since 2 =
1
2
But F(x) 2 =
2
F(x) dx = 4 , F(x) 2 = 4
x
2;
<x<0
0<x<
2;
2
n=1 (2n 1)
|x|
= 2
Therefore
|x|
2 = 4
or
|x| = 2
2
n=1 (2n 1)
2
n=1 (2n 1)
22
23
a0
2 + an cos nx
n=1
where
an =
n=1
bn sin nx
where
bn =
a0
n=1
an cos nx,
n=1
f(x), x [0, ].
Example. Let f(x) = sin x, x [0, ]. Extend f to [ , 0] as an even function.
That is
f(x) =
sin(x) = sin x ;
sin x;
= |sin x|
<x<0
0<x<
-1
3
-0.5
3.14159
-3.14159
2
n=1 2n 1
24
9. General Intervals.
25
9. General Intervals.
The theory of Fourier series can be expanded to include functions which have arbitrary
period. Let f :RR have period 2l > 0. That is f(x + 2l) = f(x), x R. Also define :RR by
lx
(x) = f . Then
l(x + 2 )
lx
(x + 2 ) = f
= f + 2 l =
lx
f = (x)
So has period 2 . Applying the earlier results to , results in the Fourier series
a0
(x) = cne inx = 2 + (an cos nx + b n sin nx ),
n=1
where
an =
bn =
cn =
1
2
(x) e
inx
dx.
lx
leads to
an = l
bn =
1
l
1
c n = 2l
y
l cos
n y
1
l dy = l
n y
f(x) cos l dy,
y
n y
n y
1
l sin l dy = l f(y) sin l dy,
l
l
y
l e
in y
l
1
dy = 2l
l f(y) e
in y
l
dy.
Therefore
x
f(x) = l =
a0
= 2 +
cn e
in x
l
n x
n x
l + bn sin l
an cos
n=1
2 +
n x
l ,
an cos
n=1
with
an =
2
l
n
l d
f() cos
0
9. General Intervals.
Likewise if f(x) is an odd function on [l, l], its Fourier series contains no cosine terms and
is of the form
n x
l ,
bn sin
n=1
with
bn =
2
l
n
l d .
f() sin
0
A function f(x) defined on an interval [0, l] can be extended to [l, l] either as an even or an
odd function and the extended periodically with period 2l to the real line. The Fourier
series of such functions are half-range expansions on [0, l] and contain no sine terms in the
case of an even extension or no cosine terms for an odd extension.
26
27
2u 2u
+
= 0, 0 x a, 0 y b
x 2 y 2
u(x, 0) = 0, u(x, b) = f(x), 0 x a
u(0, y) = u(a, y) = 0, 0 y b.
u=f
y=b
u=0
u=0
x=a
u=0
Assuming a separation of variables solution of the form u(x, y) = X(x)Y(y) and substituting
into Laplaces equation,
X" Y + X Y" = 0
or
X"
Y"
X = Y = constant =
For > 0, X" + X = 0, Y" Y = 0, hence
X(x) = A cos
x + B sin
x , Y (y) = C cosh
y + D sinh
y .
To satisfy the boundary conditions u(0, y) = u(a, y) = 0, 0 y b, requires that
X(0) = A = 0,
X(a) = B sin
(a )= 0.
n 2
n x
= a , n = 1, 2, ... , and X(x) = B sin a .
Therefore a
= n ,
28
n y
Y(0) = C = 0 and therefore Y (y) = D sinh a . The separation of variables solutions for
> 0 are
n x
n y
u(x, y) = X(x)Y(y) = BD sin
sinh a , n = 1, 2, ... ,
a
X(a) = B sinh
(a )= 0.
Y(y) = C + Dy.
X(a) = Ba = 0.
That is, A = B = 0 and the only separation of variables solution for = 0 is the trivial
solution.
Summarising thus far, there is a sequence of non-trivial solutions of the form
n x
n y
un(x, y) = Bn sin a sinh a ,
n = 1, 2, ... ,
where Bn are the constants BD for each n = 1, 2, ... . By superposition, a solution is also
given by
u(x, y) = Bn u n(x, y)
n=1
Bn
n=1
n x
n y
sin a sinh a .
n x
n b
sin a sinh a .
n x
Since (x), 0 x a, has a Fourier half-range series f(x) = bn sin a , where
n=1
u(x, b) = f(x) =
Bn
n=1
2
n
n b
bn = f() sin
d
=
B
sinh
a .
n
a0
a
Therefore
Bn =
bn
n b
sinh a
n
a d
f() sin
n b 0
a sinh
u(x, y) =
Bn
n=1
n x
n y
sin a sinh a .
Suppose all four sides of the rectangle have non-zero boundary conditions, then we can
break up the problem into four sub-problems each similar to the one we have just solved.
Each of these subproblems will have zero boundary conditions on three of the four sides
and can be solved as above. Then the solution to the boundary-value problem is the sum of
the four sub-problems by superposition.
Example 2. We seek a solution to Laplaces' equation on a circle, satisfying Dirichlet
boundary conditions. It is natural to choose a circle centre the origin, radius a, and
Laplaces' equation in polar coordinates,
u(r, ) =
2u 1 u 1 2u
+
+
= 0, r < a, 0 < 2 ,
r2 r r r2 2
0 < 2 ,
u=
29
30
1 '
1
R
+
R " = 0,
r
r2
or separating variables,
"
r2R" + rR '
=
= constant = 2 (say),
R
= A cos + B sin
R = C r + D r
where the coefficients depend on . Again because solutions are periodic in with period
2, we conclude that = n = 1,2,3,.., and because solutions are bounded for r a, Dn = 0, n
= 1,2,3,... By superposition we can combine these solutions to obtain
u(r, ) =
(A
Cnrn
n=0
cos n + B n sin n
n=0
At the boundary r = a,
f( ) = u(a, ) =
(A
rn
n=0
cos n + B n sin n
(A
an
cos n + B n sin n
(a
n=1
cos n + b n sin n
31
where
1
an =
1
f(t) cosnt dt , bn = f(t) sinnt dt
0
0
are the Fourier coefficients of the function f. Equating coefficients of cos n , sin n, in
these two expressions for f(), we obtain that
An =
and hence
a0
u(r, ) = 2 +
n=1
an
bn
an
r
a
n , Bn =
(a
cos n + b n sin n
n
1
1
r
u(r, ) =
f(t) dt + f(t) ( cos nt cos n + sin nt sin n )dt
2 0
n = 1 a 0
2
1
1
=
f(t) dt +
2 0
rn
a 0f(t) cos n(t ) dt
n=1
1
1
=
f(t) dt + f(t)
2 0
0
n=1
r cos n(t ) dt
a
n
where the interchange of the order of summation and integration is allowed by the uniform
convergence of the series.
Therefore
1
u(r, ) =
2
rn
f(t) 1 + 2 cos n(t ) dt.
a
n=1
Using the exponential form, 2 cos x = eix + e i x the term in the square brackets reduces to
two infinite geometric series whose sum is
1 +2
n
a2 r 2
r cos n(t ) =
a
a2 2arcos(t ) + r 2
n=1
(exercise). Therefore
1
u(r, ) =
2
f(t)
a2 r 2
dt,
a2 2ar cos(t ) + r 2
32
33
u'( ) = u'()
for = n 2. The ordinary differential equation together with the boundary conditions is
called a boundary-value problem.
The set {e inx , n = 0, 1, 2, ... } form a basis for the vector space L2 [ , ] consisting of
|f(x)|2 dx <
lim
N
f(x)
n=1
n=1
2
cnn(x) dx = 0.
cnn.
0; n m
n(x) m(x) dx =
1; n = m
cn =
n = 1, 2, ... .
The interval [ , ] can be replaced by [a, b] and the theory of Fourier series generalised
to the expansion of arbitrary functions f L2[a, b] in terms of an orthonormal basis { n(x);
n = 1, 2,... } consisting of functions which are solutions of a boundary-value problem for
certain second order linear ordinary differential equations.
Let p (x ), q(x), w (x) be real continuous functions on the interval [a , b]. Let p(x) be
continuous and p(x) > 0, q(x) 0, w(x) 0 on [a, b]. Let 0 , 1 , 0, 1, be real constants.
A Sturm-Liouville problem is a boundary value problem
(p(x)u' )' + q(x)u = w(x)u, x [a, b]
34
0u(a) + 1u'(a) = 0,
0u(b) + 1u'(b) = 0.
The value of for which this boundary-value problem has non-trivial solutions are called
eigenvalues of the boundary-value problem and the corresponding solutions u(x) are called
eigenfunctions. It can be shown that the eigenvalues form a countable set { n; n = 1, 2,... }
and the corresponding eigenfunctions { n(x); n = 1, 2,... } are orthonormal with respect to
the weighted inner-product
b
<f ; g >w
||f ||2
a w(x)|f(x)|2 dx <
w
w
L 2 [a, b] if for any function f L 2 [a, b] , there is a unique set of scalars c n , n = 1, 2, ... such
that
b
N
2
lim w(x) f(x) cnn(x) dx = 0.
N a
n=1
<L[f] ; g >w
a
b
= p(x)f' g +
a
Also
b
<f ; L[g]>w
f(x)
a
b
= p(x)f g' +
a
= p(x)
(f' g f g' ) .
a
35
0f(a) + 1 f'(a) = 0,
0g(a) + 1g'(a) = 0,
0f(b) + 1f'(b) = 0,
0g(b) + 1g'(b) = 0,
then
= p(x)
(f' g f g' )
1
1
= p(b) f'(b)
g'(b)
f'(b) g'(b)
0
0
1
1
+ p(a) f'(a)
g'(a)
f'(a) g'(a)
0
0
= 0.
Similarly if 1 0, 1 0 or 1 0, 0 0 or 0 0, 1 0, the result follows with minor
changes to the argument.
0(a) + 1'(a) = 0,
0(b) + 1'(b) = 0.
Then
<L[ ] ; >w
< ; >w
< ; >w
< ; L[ ]>w
< ; >w
(above lemma)
= ||||w2 .
Therefore
( )||||w2 = 0.
Since 0, = and is real.
36
L[] =
(a) + '(a) = 0
(b) + '(b) = 0
0
L[] =
(a) + '(a) = 0
(b) + '(b) = 0
0
,
,
( )< ; >w = 0.
Since ,
< ; >w
= 0.
Lw
2 [a, b] has a series expansion f = cnn where the cn =
n=1
<f ; >
n
, n = 1, 2, ... , and
lim
N a
w(x) f(x)
n=1
2
cnn(x) dx = 0,
or
N
n=1
n=1
cnn(x) = 0.
37
u(r,
)
=
r2 r r r2 2
t
t
u(r, , 0) = f(r, ),
0 r < a, 0 < 2 , and boundary condition at r = a,
u(a, , t) = 0,
0 < 2 , t > 0.
Assuming a solution of the form u(r, , t) = R(r) () T(t), substituting in the heat equation,
1
1
R T' R" T + r R' T + 2 R"T = 0,
r
"
R'
T' R"
= R + rR + 2 = constant = 2 (say),
T
r
T' + 2 T = 0,
"
r2 R" rR'
+ R + 2r2 =
= constant = 2 (say),
R
" + 2 = 0,
The equations for T, are familiar but the equation for R is Bessel's equation and has
non-constant coefficients. We can write it in the Sturm-Liouville form,
2
(rR' )' + r R = 2rR,
2
where p(r) = r 0, q(r) =
r > 0, w(r) = r 0.
A change of variable = r in Bessel's equation results in
d2 S
dS
2 2 +
+ ( 2 2)S = 0,
d
d
where S( ) = R(r) = R . We denote a solution of this Bessel's equation as S( ) = J ( )
and then a solution of the original form of Bessel's equation is R (r) = S( r) = J ( r). A
second solution of Bessel's equation is Y ( r), a Bessel function of the second kind, and
therefore the general solution is
R(r) = AJ ( r) + BY ( r) .
38
J ( r) ; J ( r) is a linearly
If 0, 1, 2, ..., then J ( r) is also a solution and
independent set of solutions to Bessel's equation. The general solution is then
R(r) = AJ ( r) + BJ ( r)
for constants A, B. The solution J ( r) is called a Bessel's function of the first kind and a
series representation can be found
2r2
4r4
+
+ .... .
J ( r) = ( r) 1
2(2 + 2)
2.4.(2 + 2 )(4 + 2)
For > 0, J(0) = 0, J 0 (0) = 1. Y ( r), J ( r) are unbounded as r , hence the only
bounded solutions R(r) occur when B = 0.
The Bessel functions J ( r) are oscillatory for r > 0. For > 0, let the zeros of J ( ) be
{ m ; m = 0, 1, ... }, where 0 = 0 for all > 0.
Then R(r) = J ( r) solves the Sturm-Liouville problem
2
(rR'(r))' + R(r) = 2 rR(r),
r
R(0) = J (0) = 0,
R(a) = J ( a) = 0,
<f ; g >w
a
That is,
mr lr
r J a J a dr = 0, if m l.
Returning to the heat equation on the disc 0 r < a, 0 < 2 , the solutions of the form
u(r, , t) = R(r) () T(t) are given by
R(r) = AJ ( r) + BY ( r),
() = C cos ( ) + D sin ( ),
2
T(t) = E e t .
39
nm
Jn( ). That is nm = a , n = 0, 1, 2, ... , m = 1, 2, ... .
By superposition, a solution of the heat equation on the disc satisfying the boundary
condition u(a, , t) = 0, is given by
u(r, , t) =
n=o m=1
2
nm t nmr
exp
J
a2 n a
(C
nm
).
nmr nlr
r J n
J
dr = 0, if m l,
a n a
and
cos(n) sin (k ) d ,
if n k,
;
nmr
nmr
Jn
on the rectangle
cos(n ) ; Jn a sin(n )
a
n=0; m=1
<f ; g >
That is,
a
nmr
kl r
r Jn
cos(n ) Jk
cos(k ) d dr
a
a
0;
n k
0 ; n = k and m l
a
kl r2
r Jk a dr; n = k and m = l
0;
n k
0 ; n = k and m l
a
kl r2
r Jk a dr; n = k and m = l
nmr
kl r
r Jn
sin(n ) Jk
sin(k ) d dr
a
a
nmr
kl r
r Jn
cos(n ) Jk
40
kl r
kl r2
r J k
cos(k ) f(r, ) d dr = C kl r J k
dr,
a
a
0
a
hence
1
Ckl =
kl r2
r Jk
dr
a
kl r
r J k
cos(k ) f(r, ) d dr.
a
Similarly,
1
Dkl =
k = 0, 1, 2, ... , l = 1, 2, ... .
kl r2
r Jk
dr
a
kl r
r J k
sin(k) f(r, ) d dr,
a
41
2
< . and we call the class of all such functions L (R).
|f(x) |2dx
x 3 ; 0 < x < 1
f(x) =
0 ; otherwise
x 3 ; x > 1
g(x) =
0 ; otherwise
Then
and
|f(x) |dx =
4
3
1
0
|f(x) |2dx
dx = 3x 3| = 3 <
2
3
1
3
dx = 3x
|0 = .
|g(x) |dx = x dx = 3x 3| 1 =
and
|g(x) |2dx
4
3
1
3
dx = 3x
| 1 = 3 < .
Given two function f L1 (R) and g L1 (R) , the product fg is not necessarily in L1(R).
Counter-examples are given by
x 3 ; 0 < x < 1
f(x) = g(x) =
0 ; otherwise
2
There is a product * for which f *g L1(R) whenever f L1(R) and g L 1(R). We define
the convolution product
42
(f*g)(x) =
Proof.
|f(x) | dx |g(y) | dx
< .
f^() =
f(x)e ixdx,
1
where R. It is easy to see that the Fourier transform of a function f L (R) is a
bounded continuous function on R. The boundedness follows easily from
|f^()| =
f(x)e ix dx
|f(x) | dx < .
f^() =
f(x)e ixdx =
e i
i x +
f(x)e
dx =
f(x)e ixdx
f x e ixdx.
Therefore
2|f^()| =
f(x)e ixdx
f x
e ixdx
f(x) f x |e ix| dx
f(x) f x dx 0
43
as | | .
To prove continuity of f^, let > 0 be given and a > 0 chosen such that
|x| > a
|x| < a
f^(
+ )
f^()
|x| < a
|f(x) | | 2
+ 2
|x| > a
+ 2
|x| > a
|| < ,
|dx
|x| < a
2 + a |f(x) |dx 2 + 2 = .
|x| < a
(Ff)( ) =
f^() =
f(x)e ixdx.
F is called the Fourier integral transformation and f ^ the Fourier transform of f L1 (R).
44
( f)
(h)(x)e ixdx
^() =
i h
= e
f(x )e ix dx
= e i hf^().
(b). For real c,
e icxf(x)
e ix (e icxf(x) )dx
= f^( c) =
( f ^ )().
c
^() =
( f)
=
2
^
( f)(x)e ixdx
f( 1 x) e ixdx
f(y) e
= 2 f ( ) =
iy
dy
( f )()
1
45
1
3. Differentiation. Let f and f' L (R) and denote by D the differential operator D = x .
The Fourier transform of Df is
= f(x)e ix|
= (i)f^().
By induction
. If f and xf L 1(R)
then
(ix)f(x)e ixdx.
((ix)kf)^ , k = 1, 2, ... .
1
1
5. Convolution. Let f, g L (R). Then f*g L (R) and has Fourier transform
(f*g) ^() =
(f*g)(x)e ixdx
= f^()g^().
Example 1. Let f(x) = e
x2
2
f^() =
x2
2 i x
e e
dx
f ^
( ) =
46
x2
2
x2
2 i x
e e
dx
(ix)e ixdx
x
2 ix
=i
dx
x e e
= ie
x2
ixe 2
| i e
x2
2
ix)dx
x (e
x2
2 i x
e e
dx
= f^().
Therefore f^ satisfies a first order ordinary differential equation with solution f ^() =
ce
2
2
Since f^(0) = c =
x2
2
dx =
2 ,
x2 ^
e
=
2
2
|x| a
1 ;
a(x) L1 (R) and has Fourier transform
Example 2. Let f(x) =
0 ; otherwise
(a)^() = a(x) e
ixdx
1
1 ix a
e
a =
|
i
i
=
e ixdx
(e ia e ia)
2 sin a
.
47
fa(x) =
1
2
1
2
1
2
a f^() e ixd
iydy e ixd
f(y)e
i(x y )d f(y) dy
e
1
2
ia(x y )
e ia(x y )
i(x y)
f(y) dy
=
where Da (x ) =
(Da*f )(x)
sin ax
.
x
Now
fa(x)
1
2
f(x)
f(x+ )
1
=
1
+
1
=
1
]=
f(x y)
sin ay
1
+
dy
2 [f(x ) + f(x ) ]
y
[f(x y) f(x)]
0
sin ay
y dy
sin ay
[f(x y) f(x+)] y dy
[f(x y) f(x)]
1
+
sin ay
y dy
[f(x + y) f(x+)]
since
sin ay
y dy
sin ay
y dy = 2
sin ay
1
+ )]
f(x
+
y)
f(x
[
y dy
0
1
=
sin ay
1
] y dy +
[f(x + y)
0
f(x+ )
48
K [f(x + y) f(x+)]
sin ay
y dy
If K 1,
sin ay
f(x + y)
y dy K |f(x + y) |dy
K
and
f(x + )
Since
|f(x) |dx , 0
sin ay
sin ay
+
y dy = f(x ) K
y dy.
sin ay
sin ay
dy
are
both
convergent
integrals,
y dy 0,
y
K
|f(x + y) |dy 0 as K .
[f(x + y)
sin ay
] y dy =
f(x+ )
iay
e iay
2i
g(y) dy
= 2i [g^(a) g ^(a) ]
where g(y) =
f(x + y) f(x+ )
;0<y<K
y
0 ; otherwise
Since f is piecewise smooth, f'(x+ ) exists for all x R and lim g(y) = f'(x+ ). Therefore
y 0 +
sin ay
y dy 0 as a
for K 1. A virtually identical argument works for the first integral.
0 [f(x + y) f(x+)]
Therefore
or
lim fa(x) = lim
a
a
=
Summarising
1
2
1
2
f^() e ixd
49
Theorem. Let f L1 (R) and let f be piecewise smooth on R. Then for every x R,
1
2
1
f^() e ixd = 2[f(x) + f(x+) ].
1
1
For L (R), we call (x) = 2
1
F defined by (F )(x) =
1
2
1
2
() e ixd
() e ixd
1
If is the Fourier transform of a piecewise smooth function f L (R), that is = f ^, then
f^() e ixd.
That is F 1 Ff = f.
2a
1
Fa2 + x 2 = 2 e a| | or Fa2 + x 2 = a e a| | . In a similar fashion, every Fourier
transform pair defines a dual pair using the inverse Fourier transform.
50
c
t2
x 2
describes the vertical vibrations of an infinite stretched elastic string, where u(x, t) is the
vertical displacement of the string from its rest position at position x, time t. Let the initial
displacement and velocity be given as
u(x, 0) = f(x),
u
t (x, t) = g(x), < x < .
We take Fourier transforms of the wave equation and the initial conditions with respect to
the x variable and denote by u^ (, t ) the Fourier transform F (u(x, t) ). The using the
derivative properties of the Fourier Transform,
2u^
(ci )2u^ = 0, < < , t > 0,
t2
or
2u^
+ (c)2u^ = 0.
t2
Then
u^ (, t) = A( ) cos(c t) + B( ) sin(c t).
u^
When t = 0, u^ (, t) = A( ) = f^(), t (, t) = g^() = cB(). Therefore
g^() 2 sin(ct)
u^ (, t) = f^() cos(c t) + 2c
e i(ct) + e i(ct) 1
= f^()
+ 2c
2
( *g)^().
ct
1
2
[f(x + ct ) + f(x ct )] +
[f(x + ct ) + f(x ct )] +
= 2
1
2c
1
2c
g(y) dy
|x ct| < ct
= 2
[f(x + ct ) + f(x ct )] +
1
2c
x + ct
g(y) dy.
x ct
2u 2u
+
= 0,
x 2 y 2
u(x, 0) = f(x),
< x<
be given for a function f L1 (R). Then taking the Fourier transform in the variable x,
(i)2u^ (, y) +
or
2u^
(, y) = 0,
y 2
2u^
(, y) 2u^ (, y) = 0,
y 2
and
g ^() y 1 ^
g ^() y
1
u^ (, y) = 2 f^() +
e
+
f
(
e
.
2
f^() ; > 0
^
g ( ) =
f^() ; < 0
= || f ^().
Hence
g ^()
= 0, and for < 0, u^ (, y) 0 as
51
u(x, y) =
*f =
2
2
(x + y )
y
f(s) ds.
((x s) 2 + y 2)
u
2u
= 0,
t
x 2
u^
2 ^
t (, t) (i ) u (, t) = 0,
or
u^
2 ^
t (, t) + u (, t) = 0.
x2 ^
Now e
=
2
2
( ) 2
2
Let 2 = t or =
2t
, then
1
2
( x) 2^
e 2 .
( ) 2
2
52
2
e t =
2t
2
1
4t
2 ^
2 t
2 ^
2 t .
u^ (, t) = f^()
1
4t
2
1
u(x, t) = f*
e
4t
1
4t
2 ^
2 t
2 t (x)
(x y )2
4 t f(y)
dy.
x2
4t
4t
u(x, t) =
53
(f*g)^ = f^ g^.
Therefore
f *g =
or
(f^ g^)
1
f(x y) g(y) dy =
e i x f ^() g ^() d .
Set x = 0,
1
f( y) g(y) dy =
f^() g ^() d
Replacing g(x) by g(x) , the Fourier transform g^() is replaced by g^() , hence
1
f(
y)
g(y)
dy
=
f^() g^() d
or
1
f( y) g(y) dy =
f^() g^() d .
|f(
y) |2
1
dy =
|f ^()|2d .
2
Examples.
|x| < a
1;
.
1. Let f(x) = a(x) =
0; otherwise
2 sin a
Then f^() =
, and by Parsevals' identity,
1
sin a 2
2
|a(x) | dx = 2 d
or
2 sin a d = 4 a
sin a d = a.
54
f^() =
2a
+ 2
a2
e a|x|
1 2a2
=
a
or
2dx
2a 2
2 2 d
a +
1
d
(a2 + 2)2
1
d
=
.
2a3
(a2 + 2)2
55
56
0; | | >
^
in
( ) =
1
2 e ; ||
2 n(x) =
i x
2 c
2c
^
n ( ) d
i x
in
c
i x
i x n
1 e
=
n
2c i x
2c
2 c
e i (cx n ) e i (cx n )
2i(cx n )
sin (cx n )
cx n
where
L
=
.
L
c(x nL)
c
<
>
^ ^
n ; m
^
^
n () m() d
in
c
1
=
2 c
i(m n)
c
1
=
2 c
im
c
e
d
0; m n
.
=
1; m = n
^
So the functions { () ; n = 0, 1, 2, ... }, form an orthogonal set in L2 ( c, c). Since f^()
n
is band limited to | | c, it has a Fourier series
f^() =
n=
cn n ()
n=
cn
in
c
f^()
2 c
cn =
< >
^ ^
f ; n
By Plancherel's theorem
cn =
< >
^ ^
f ; n
so
f^() =
n=
= 2
2c
in
c
d .
<f ; >
n
^
cn n () = 2
n=
f(x) =
n=
n=
>
f ; n
<
57
f(kL) =
n=
=
So
<
are
c
<
n=
>
<
>
= f(kL)
Finally therefore
n=
>
f ; n
<
n=
f ; n
<f ; >
L
f ; k
f(x) =
>
f ; n
58
f(nL)
2 sin(k n)
L
(k n)
L
,
2
k = 0, 1, 2, ... .
c(x nL)
f(x) =
n=
f(nL)
c(x nL)
where L =
.
c
The relationship L = 2 , where is the frequency of sampling in cycles per unit length,
shows that from Shannon's theorem, to reconstruct a band-limited function, it suffices to
2
sample at a frequency = L = 2 c, twice the cut-off frequency.
59
(x a) |f(x)| dx
f
|
f(x)
|
dx
is called the dispersion about the point x = a of f. The reasoning behind the definition is
that if f(x) is concentrated near x = a , then af is smaller than when f is not close to zero
far from x = a.
Example. Consider the characteristic function
|x| b
1 ;
0 ; otherwise
b(x) =
which has Fourier transform
2 sin b
.
(b)^() =
Notice that b is concentrated near x = 0 for small b. The dispersion about the origin is
x dx b
=
= 3
dx
b
0 b
Notice that the Fourier transform b does not have a finite dispersion about the origin,
since
2 sin(b) 2
^
2
2
|b ()| d = 2
d
= 4
sin (b) d = .
60
x |f(x)| dx |f^()| d
1
( f )( f^ ) =
^
4
|f(x)| dx |f ()| d
and equality holds if and only if f(x) = c e kx for constants c R and k > 0.
x2 |f(x) |2
dx and
2|f^()|2d are
= 2 x2 |f(x) |2 dx |f*(x) |2 dx
Since
1
2
f*(x)
f(x) +
= Re
f*(x)
f(x)
dx
= x Re
f*(x) f(x)
2
dx
2
2
x f (x) f*(x) dx x f (x) f*(x) dx
x2 |f(x) |2 dx |f*(x) |2 dx
(f*(x)
f(x) +
f*(x) f(x)
)dx =
|f(x) |2 dx
2
2
2
2
2
2
2
x |f(x) | dx |f^()| d = 2 x |f(x) | dx |f*(x) | dx
1
2
f*(x) f(x) +
f*(x) f(x)
dx
|f(x) |2 dx = 2 |f(x) |2 dx
1
4
61
1
2
2
|f(x) | dx
|f^()| 2d
|f^()| 2d .
To complete the proof, we assume that f is continuous and piecewise smooth, This
assumption can be removed since functions in L 1 (R) are the uniform limit of such
functions.
Then from the property of Fourier transforms,
f*(x) = f'(x)
wherever the derivative exists. Then for any interval [a, b] ,
b
b |f(b)|2
a |f(a)|2
a dx (x |f(x) | 2 )dx
(x f ' (x)
a
)dx
(f*(x)
f*(x) f(x)
f(x) +
)dx + |f(x)|
dx
0=
f*(x)
f(x) +
f*(x)
f(x)
)dx +
|f(x) |2 dx
as required.
As for the case of equality in Heisenbergs inequality, this holds if and only if f(x) f*(x) is
real and f*(x) = K x f(x) for some complex constant K. That is,
f(x) f*(x) = f(x) K x f(x) = x |f(x) |2 K
is real.
Therefore K is real.
The differential equation
f'(x) = f(x) = K x f(x)
has solutions of the form
Kx2
f(x) = c e
62
Kx2
and f(x) = c
e 2
kx2
Kx2
2
2
2
2
2
2
2
x |f(x) | dx |f^()| d = 2 x |f(x) | dx |f*(x) | dx
= 2 x2 |f(x) |2 dx |K x f(x) |2 dx
2
= 2 K 2 x2 |f(x) |2 dx
K2
= 2
2
2
2 Kx dx
x e
K2
x
2K
2 K 2
x
2K
= 2
= 2
) dx
Kx 2
(2Kxe
Kx 2
K2
) dx
(2Kxe
x d
2K
dx
(e
Kx 2
) dx
= 2
K2
1 Kx 2 2
2K e
dx
(integration by parts)
2
Kx 2
=2 e
dx
2 2
t2
= 2K e
dt = 2K .
Whereas,
1
4
2
2
2
2
|f(x) | dx |f ^()| d = 4 |f(x) | dx 2 |f(x) | dx
2
= 2 |f(x) |2 dx
63
2
Kx 2
=2 e
dx