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Chui Fourier v
tch phn Fourier
8.1. Chui Fourier .................................................................................................................275
8.1.1. Phng php trung bnh cng trong chui Fourier ....................................................... 276
8.1.2. Tnh y ca cc h a thc ..................................................................................... 279
8.1.3. Tnh cht ca cc h s Fourier..................................................................................... 282
8.1.4. o hm, tch phn v tnh hi t ca chui Fourier .................................................... 284
8.1.5. Dng phc ca chui Fourier ........................................................................................ 288
8.1.6. Th d ............................................................................................................................ 289
8.4.
276
a0
+ [an cos nx + bn sin nx] ,
2 n=1
n
a0
+ [ak cos kx + bk sin kx] =
2 k =1
rng 1 + 2 cos ku =
k =1
sin[(2n + 1)u / 2]
khi u 2m , m ] , ta suy ra
sin(u / 2)
S n ( x) = 1 Dn (t x) f (t )dt ,
2
sin 2n + 1 u
2
trong Dn (u ) =
, c tn gi l nhn Dirichlet, cn tch phn v
sin u
2
phi ca biu thc trn c tn gi l tch phn Dirichlet. D thy rng nhn
Dirichlet l mt hm chn, lin tc, tun hon vi chu k 2 v
()
1 D (u )du = 1 .
n
0
277
n =
S0 ( x) + S1 ( x) + ... + S n ( x)
,
n +1
n ( x) =
D0 ( x) + D1 ( x) + ... + Dn ( x)
,
n +1
n ( x) = 1 n (u ) f ( x + u )du .
2
n ( x ) 0 , x ;
(iii) 1 n ( x)dx = 1 ;
2
(n + 1) n ( x) = Dk ( x) =
k =0
1
sin[(2k + 1) x / 2] =
sin( x / 2)
k =0
1
1
2sin[(2k + 1) x / 2]sin( x / 2) =
[cos kx cos(k + 1) x]
2
2
2sin ( x / 2) k =0
2sin ( x / 2) k =0
T y suy ra
n ( x) =
sin 2 [(n + 1) x / 2]
.
( n + 1)sin 2 ( x / 2)
278
max n ( x) =
| x|
2
1 max sin [(n + 1) x / 2]
1
.
n + 1 | x| sin 2 ( x / 2)
(n + 1)sin 2 ( / 2)
| f ( x) n ( x) |= f ( x). 1 n (u )du 1 n (u ) f ( x + u ) du =
2
2
= 1
2
n (u )[ f ( x) f ( x + u )]du 1 n (u ) | f ( x) f ( x + u ) | du .
2
Do hm f l lin tc v tun hon cho nn n lin tc u trn ton trc s. Suy ra,
vi mi s > 0 cho trc, tn ti s > 0 sao cho
(; f ) := max | f ( x) f ( y ) | / 3 .
| x y|
T cng thc trn, bng cch tch tch phn v phi thnh 3 tch phn trn 3 on,
ta c
| f ( x) n ( x) | 1 + 1 + 1 .
2
2
2
i vi tch phn gia ta c nh gi
1 (u ) | f ( x) f ( x + u ) | du (; f ) 1 (u )du
2 n
2 n
(; f ) 1 n (u )du < .
2
3
n n .
279
A0 + Ak cos kx + Bk sin kx ,
An2 + Bn2 0 .
k =1
x [, ] .
x [ a , b ] .
| f * (t ) T (t ) | < / 2 , t [, ] .
V a thc lng gic l hm gii tch, khai trin c di dng chui ly tha
(hi t u trn ton trc s), cho nn tn ti s t nhin n sao cho vi mi
n n a thc Taylor bc n ca T ( x) , k hiu l Pn (t ) , tha mn iu kin
| T (t ) Pn (t ) | < / 2 ,
Ly a thc P (t ) = Pn (t ) ta c
t [, ] .
280
| f * (t ) P (t ) | | f * (t ) T (t ) | + | T (t ) P (t ) | < + = .
2 2
Quay tr v vi bin x , tc l ly t = x a , ta c
ba
f ( x ) P x a < , x [ a , b ] ,
ba
x [ a , b ] .
Mnh . H cc hm lng gic 1, cos x, sin x, cos 2 x, sin 2 x,...,cos nx,sin nx,...
l y theo ngha xp x u i vi tp cc hm lin tc trn on [, ] v
nhn gi tr nh nhau 2 u mt ca on ny.
Chng minh. Suy ra t nh l Weierstrass I.
281
[ f ( x) g ( x)]
dx .
Mnh . H cc hm lng gic 1, cos x, sin x, cos 2 x, sin 2 x,...,cos nx,sin nx,...
l y theo ngha xp x ton phng trung bnh i vi tp cc hm lin tc
trn on [, ] v nhn gi tr nh nhau 2 u mt ca on ny.
Chng minh. T tnh y ca h cc hm lng gic theo ngha xp x u ta
suy ra, vi mi s > 0 , tn ti a thc lng gic T ( x) sao cho
| f ( x) T ( x) |< / 2 ,
x [, ] .
T y ta suy ra
[ f ( x) T ( x)]
dx <
dx
= .
282
c | f | (1 + f 2 ) / 2 .
2
2
[ f ( x) Sn ( x)] dx = min [ f ( x) Tn ( x)] dx ,
Tn ( x )
a02
+ (an2 + bn2 ) 1 f 2 ( x) dx .
2 n=1
Chng minh. Vi Tn ( x) =
n
A0
+ Ak cos(kx) + Bk sin(kx) , s dng tnh vung
2 k =1
gc ca h cc hm lng gic, ta c
n
A2
2
2
2
0 +
T
x
dx
[
(
)]
=
n
2 Ak + Bk
k =1
cho nn
2
[ f ( x) Tn ( x)] dx =
n
A2
f 2 ( x) dx + 0 + Ak2 + Bk2
2
k =1
283
A
2 0
2
n
f ( x)dx + Ak f ( x) cos(kx)dx + Bk f ( x)sin( kx)dx =
k =1
n
n
A2
a A
f 2 ( x) dx + 0 + Ak2 + Bk2 2 0 0 + ak Ak + bk Bk =
2
2
k =1
k =1
n
( A a )2
0
= f 2 ( x)dx + 0
+ ( Ak ak ) 2 + ( Bk bk ) 2
2
k =1
k =1
T y suy ra
[ f ( x) Tn ( x)]
1 f 2 ( x)dx a0 +
(an2 + bn2 ) = 1 [ f ( x) Sn ( x)]2 dx 0 ,
2
n=1
a02
+ ( an2 + bn2 )
2 n=1
l hi t.
1 f 2 ( x)dx = a0 +
( ak2 + bk2 ) .
2
k =1
1 [ f ( x) T ( x)]2 dx < .
284
2
2
1 f 2 ( x) dx a0 +
1 f 2 ( x)dx a0 +
2
2
+
a
b
(
)
(ak2 + bk2 ) =
k
k
2 k =1
2 k =1
lim
[ f ( x) Sn ( x)]
dx = 0 .
a0
+ (an cos nx + bn sin nx)
2 n=1
a0
+ (an cos nx + bn sin nx) .
2 n=1
f '( x)
0
+ ( n cos nx + n sin nx)
2
n=1
285
n
n
, | bn |
n
nk
, n = 1, 2, ... ,
2n < .
n=1
2n
l hi t. Ngoi ra
n=1
| an | = | n | / n k 2n + 2n / n k = n / n k
v tng t nh vy i vi bn . B c chng minh.
| f ( x) S n ( x; f ) |
n
k 1/ 2
286
a0
+ (am cos mx + bm sin mx) ,
2 m=1
f ( x)
S n ( x; f ) =
Theo b ta c | am |
n
a0
+ (am cos mx + bm sin mx) .
2 m=1
, | bm |
, m = 1, 2, ... , v chui
mk
mk
t. Ta nh gi phn d ca chui so vi tng Fourier nh sau
| rn ( x) | =
m=n+1
(| am | + | bm |) 2
m=n+1
2m
l hi
m=1
m=n+1 m
= An .
rng n =
m . m1k 2
m=n+1
2
m
m=n+1
1 .
2k
m
m=n+1
m=n+1
m12k
k =n+1
cho nn vi n =
xdx2k
m=n+1 m1
dx =
1
,
x2k
(2k 1).n 2 k 1
2
n ta c lim n = 0 v
n
2k 1
| rn ( x) |
n
k 1/ 2
= k 11/ 2 ,
n
n = 1, 2, ... .
287
f ( x)
a0
+ (an cos nx + bn sin nx)
2 n=1
th, vi mi t [, ] , ta c
t
f ( x) dx =
a0 dx
+ (an cos nx + bn sin nx)dx =
2
n=1
a t a
b
= 0 + n sin nt + n (1 cos nt )
n
2
n
n=1
v chui v phi l hi t u.
Chng minh. Xt hm s
t
a
F (t ) = f ( x) 0 dx .
2
0
Ta nhn thy rng n l hm kh vi lin tc trn on [, ] v tha mn iu
kin F () = F () , cho nn theo nhn xt t nh l trn ta suy ra chui Fourier
ca F hi t u ti F, ngha l
F (t ) =
A0
+ ( An cos nt + Bn sin nt ) ,
2
n=1
trong , vi n = 1, 2,..., ta c
sin( nt )
An = 1 F (t ).cos(nt ) dt = 1 F (t )
1
F '(t )sin( nt )dt =
n n
= 0 1
n
v tng t Bn =
a
b
f (t ) 0 sin(nt )dt = n ,
2
n
an
.
n
A0 = An =
n=1
nn
n=1
Nh vy
F (t ) =
nn + nn sin nt nn cos nt
n=1
n=1
nn sin nt + nn (1 cos nt )
n=1
288
a0
a0
, cn = 1 (an bn i ) , cn = cn = 1 (an + bn i) ta c
2
2
2
f ( x)
cn einx .
n=
=
=
1 (a b t ) = 1
f ( x)(cos nx i sin nx)dx = 1 f ( x)einx dx ;
n
2 n
2
2
1 (a + b t ) = 1
f ( x)(cos nx + i sin nx)dx = 1 f ( x)einx dx .
n
2 n
2
2
1
einx f (s)eins ds .
2 n=
f ( x)
289
8.1.6. Th d
Trong phn ny ta ch nghin cu mt v d n gin nm vng thm v l
thuyt chui Fourier. Phn thc hnh tnh ton trn my s cho php chng ta
cp n nhng hm phc tp v a dng hn v chng loi.
Tm chui Fourier ca hm f ( x) = x trn khong (,). Sau khi cho hm s
nhn gi tr 0 ti 2 u
mt ca khong, ta
thc trin n mt cch
tun hon v thu c
0
hm xc nh trn
ton trc s, c th
nh sau:
Hnh 8.1
V f ( x) = x l hm l
nn khng cn tnh ta cng c th khng nh c rng
(1) n+1
. Nh vy chui
n
x = 2
n=1
(1) n
sin nx .
n
290
Hnh 8.2
12
(1) n
sin nx , c m t
n
Hnh 8.3.
Mt iu d nhn thy rng cc tng ring ca chui Fourier ch xp x tt trn
khong h (v ti cc im u mt hm s f l gin on).
trong a ( y ) = 1
f (t ) cos( yt ) dt , b( y ) = 1
f (t )sin( yt ) dt .
291
lim
f ( x) cos(x) dx =
lim
f ( x)sin(x) dx = 0 .
f ( x + 0) + f ( x 0) 1
= dy f (t ) cos[ y ( x t )] dt ,
2
S () = 1 dy f (t ) cos[ y ( x t )] dt .
dy f (t ) cos[ y ( x t )] dt =
f (t )dt cos[ y ( x t )] dy =
0
f (t )
sin[( x t )]
dt.
x t
(*)
292
F ( y) =
f (t ) cos[ y ( x t )] dt .
Nh vy, hm s
F ( y , ) =
f (t ) cos[ y ( x t )] dt
f (t )
sin[( x t )]
dt .
xt
t u = t x , ta c
S () = 1
f (u + x)
sin(u )
du .
u
S () = 1 [ f ( x + t ) + f ( x t )]
sin(t )
dt .
t
sin(t )
dt = ,
t
2
vi mi > 0 , cho nn
S ()
f ( x + 0) + f ( x 0)
=
2
= 1 [ f ( x + t ) + f ( x t )]
sin(t )
f ( x + 0) + f ( x 0) sin t
dt
t dt
t
f ( x + t ) f ( x + 0)
f ( x t ) f ( x 0)
sin(t ) dt + 1
sin(t ) dt .
=1
t
R rng nh l s c chng minh nu ta ch ra rng c 2 tch phn v phi u
tin ti 0 khi . iu ny c suy ra t cc nhn xt sau y (chng minh
chi tit xin dnh cho ngi c).
293
Do s tn ti ca cc o hm phi ca hm f ti im x m hm
f ( x + t ) f ( x + 0)
lin tc tng khc (theo bin t) ti im 0 v do n l kh
t
tch (tuyt i) trn on[0,1] . Do b ta c
1
lim
f ( x + t ) f ( x + 0)
sin(t ) dt = 0 .
t
lim
f (x + t)
sin(t ) dt = 0 .
t
f ( x + 0)
sin x dx hi t nn lim
sin(t ) dt = f ( x + 0) lim sin u du = 0 .
x
t
u
f ( x) = 1 dy f (t ) cos[ y ( x t )]dt
(*)
dy f (t ) cos[ y ( x t )]dt .
f (t )sin[ y ( x t )]dt
294
dy f (t )sin[ y ( x t )]dt
dy f (t )sin[ y ( x t )]dt ,
sau
v. p. ( x) dx := v. p. ( x) dx := lim ( x) dx .
x dx v
dx l khng hi t, nhng gi tr
x
v. p. dy f (t )sin[ y ( x t )]dt = 0 .
dy f (t )eiy ( xt ) dt .
295
( y) =
1
f (t )eiyt dt ,
f ( x) = v. p. 1 ( y )eixy dy .
2
Ngi ta gi php ng mi hm f vi hm s
f ( y ) := ( y ) = v. p. 1 f (t )eiyt dt
2
l php bin i Fourier v thng c k hiu l F. Ngha l f = F [ f ] = .
Nh vy, php bin i Fourier c xc nh vi mi hm kh tch tuyt i.
Trong nh ngha ny, f c th l mt hm (vi bin s thc) nhn gi tr phc, v
nh ca n F [ f ] ni chung l hm nhn gi tr phc ngay c khi f l hm nhn
gi tr thc.
Tng t nh trn ngi ta nh ngha php bin i Fourier ngc l php
ng mi hm f vi hm s
( y ) = v. p. 1 f (t )eiyt dt ,
2
v thng k hiu n l F 1 . Nh vy F 1[ f ] = .
Tn gi nh trn c bt ngun t mnh sau.
Chng minh. Cng thc F 1 [ F [ f ]] = f cng chnh l cng thc tch phn
cosin l chn cho nn trong cng thc tch phn Fourier (dng thng thng) c th
i v tr gia t v x , ngha l
f ( x) = 1
2
dy f (t ) cos[ y (t x)] dt .
296
v. p. dy f (t )sin[ y (t x)] dt = 0 .
dy f (t )eiy (tx ) dt ,
hay l
f ( x) = v. p. 1 1 f (t )eiyt dt eixy dy ,
2 2
F [ f1 ] = F [ f 2 ] F 1 [ F [ f1 ]] = F 1 [ F [ f 2 ]]
f1 = f 2
1
| f ( x) | dx .
2
297
lim
th dy hm
| f n ( x) f ( x) | dx
= 0,
{ fn ( y)} hi t u n hm
lim
| n ( x) ( x) | dx = 0 ,
.
( x) =
2 a
2 a
[(sin by sin ay ) + i (cos by cos ay )]/( y 2 ) khi y 0
.
=
(b a) / 2
=
y
0
khi
k = 0,1, ..., n ,
298
f ( x) = f (0) + f '(t ) dt ,
0
bng 0 (do tnh kh tch ca bn thn hm f trn ton trc s). S dng cng thc
tch phn tng phn i vi tch phn Fourier ta suy ra
+
1 f ( x)eixy
2
iy
ixy
f ( x)e dx = iyF[ f ]
2
.
Nh vy mnh c chng minh vi k = 1. Trng hp tng qut c
chng minh d dng bng phng php quy np ton hc.
Lu rng hm F [ f ( n ) ] l b chn trn ton trc s (theo mnh phn
trn), cho nn tn ti s hu hn M =
F [ f ( n ) ] , v vy cng thc th 2 ca
sup
< y<
k = 0,1, ..., n .
F[ f ] =
1
f ( x)eixy dx ,
299
( )( x) =
(t ) ( x t ) dt .
| (t ) ( x t ) | dt
| (t )| dt .
Nh vy, tch chp ca 2 hm lin tc, b chn v kh tch tuyt i trn ton trc
s s l mt hm lin tc v b chn (trn ton trc s). Hn th, n cng l mt
hm kh tch tuyt i trn ton trc s, bi v ta c (do tnh hi t u, php i
ch cc du tch phn trong cng thc sau y l hp l)
| ( * )( x) | dx
dx | (t ) ( x t ) | dt =
| (t ) | dt | ( x t ) | dx =
| (t ) | dt | ( s ) | ds .
Ngha l, php tch chp bin 2 hm trong lp cc hm lin tc, b chn v kh tch
tuyt i (trn ton trc s) thnh mt hm trong chnh lp ny, v v vy ta c th
p dng tch chp nhiu ln lin tip, v cng c th p dng bin i Fourier cho
tch chp ca 2 hm. Trong phn cn li ta lun hiu ngm l php tch chp xc
nh cho lp cc hm lin tc, b chn v kh tch tuyt i (trn ton trc s).
300
* =
(t ) ( x t ) dt =
( x s ) ( s ) ds = * ,
( * ) * =
( y x)dx (t ) ( x t )dt =
( y x) dx ( y ) ( x y + )d =
( y ) d ( x y + )( y x)dx =
( y ) d ()( ) d = ( * ) * .
T tnh giao hon chng minh trn, ta suy ra tnh kt hp ca php ly tch
chp.
F [ * ] = 1
2
eixy dx (t ) ( x t )dt = 1
2
(t )dt ( x t )eixy dx .
F [ * ] =
1
1
ity
isy
(t )e dt 2 (s)e ds = F[].F[] .
2
301
8.4. Mt s v d v ng dng
8.4.1. B lc in
R
I (t )
v(t )
Hnh 8.1
v0 (t ) = RI (t ) + 1 I ()d + Q0
C
(1)
v(t ) = 1 I ()d + Q0
.
C
(2)
RC v + v = v0
(3)
Ck eik t , trong k = 2k / T ,
(4)
k =
a
0
Ck*eik t .
Hnh 8.2
k =
k =
Ck*eik t . T y v cng
302
Ck
, trong h s Fourier Ck ca hm v0 (t ) c
1 + ik RC
v sin(k / 2)
v sin(k / 2)
.
tnh theo cng thc Ck = 0
=2 0
T
(k / 2)
T k
thc (4) suy ra Ck* =
(*)
trong k l h s truyn nhit. Phng trnh truyn nhit (*) biu din qua cc
o hm ring ca hm u nn cn gi l phng trnh o hm ring. Trong
chng sau chng ta s kho st nhng phng trnh nh th ny k hn, nhng
trong mc ny chng ta c mt cch gii n gin nh p dng bin i Fourier.
Dng cng thc tnh bin i Fourier cho ng thc (*) ta thu c
ix
t
x 2
U (,0) = c() =
ix
u ( x,0) e
dx =
f ( x) eix dx .
303
u0
f ( x) =
khi
khi
x 1
,
x >1
th
u0
sin e2 kt eix dx .