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P. 1

Diff Eq Help Session-2|Views: 3|Likes: 0

Published by Alden Chaisson

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https://www.scribd.com/doc/55580747/Diff-Eq-Help-Session-2

05/17/2011

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Evan Weinberg weinbe2@rpi.edu November 20, 2009

1. Regular Fourier Expansion: Given a function f (x), periodic with period 2L, we can deﬁne the fourier expansion of it by: f (x) = We deﬁne a0 , an , and bn by: a0 = an = bn = 1 L 1 L 1 L a0 + 2

∞

an cos

n=1

nπ nπ x + bn sin x L L

L

f (x)dx

−L

L

f (x) cos

−L L

nπ x dx L nπ x dx L

f (x) sin

−L

2. Fourier Sine Expansion: Given a function f (x), periodic with period 2L, we can deﬁne the fourier sine expansion of it by:

∞

f (x) =

n=1

bn sin

nπ x L

We deﬁne bn by: bn = 2 L

0

L

f (x) sin

nπ x dx L

3. Fourier Cosine Expansion: Given a function f (x), periodic with period 2L, we can deﬁne the fourier cosine expansion of it by: f (x) = We deﬁne a0 and an by: a0 = an = 2 L 2 L

0

a0 + 2

∞

an cos

n=1

nπ x L

L

f (x)dx nπ x dx L

L

f (x) cos

0

1

We deﬁne a steady-state function (the solution as t goes to ∞) by: φ(x) = u1 + x (u2 − u1 ) L We now deﬁne a new function g(x) = f (x) − φ(x). that is: fn = 2 L L f (x) sin 0 nπ x dx L (b) Insulated Boundaries: We are given the boundary conditions ut (0. we can write the solution of the heat equation by the fourier expansion: ∞ u(x. 0) = f (x). t) = n=1 fn sin 2 nπ nπ x e−( L α) t L We deﬁne fn by the fourier sine expansion of f (x). t) = u(L. we can write the solution of the heat equation by the fourier expansion: ∞ u(x. that is: gn = 2 L L g(x) sin 0 nπ x dx L 2 . Given these conditions. t) = u1 . We consider three cases in this class: (a) Homogeneous Boundaries: We are given the boundary conditions u(0. t) = φ(x) + n=1 gn sin 2 nπ nπ x e−( L α) t L We deﬁne gn by the fourier sine expansion of g(x). and the initial condition at t = 0 of u(x. Given these conditions. and the initial condition at t = 0 of u(x. t) = 0. Given these conditions. t) = 0. t) = u2 . u(L. 0) = f (x). t) = a0 + 2 ∞ an cos n=1 2 nπ nπ x e−( L α) t L We deﬁne a0 and an by the fourier cosine expansion of f (x). t) = ut (L. that is: a0 = 2 L 2 L L f (x)dx 0 L an = f (x) cos 0 nπ x dx L (c) Nonhomogeneous Boundaries: We are given the boundary conditions u(0. 0) = f (x). we can write the solution of the heat equation by the fourier expansion: u(x.4. and the initial condition at t = 0 of u(x. Heat Equation: The heat equation is a partial diﬀerential equation deﬁned as α2 uxx = ut .

u(x. and two initial conditions at t = 0. Wave Equation: The wave equation is a partial diﬀerential equation deﬁned as a2 uxx = utt . Given these conditions. t) = 0. 0) = f (x) and ut (x.5. t) = u(L. We are given the boundary conditions u(0. t) = n=1 An cos nπ nπ at + Bn sin at L L sin nπ x L We deﬁne An and Bn as (slightly) modiﬁed fourier sine expansions: An = 2 L L f (x) sin 0 L nπ x dx L nπ x dx L Bn = 2 nπa g(x) sin 0 3 . We consider one case. we can write the solution of the wave equation by the fourier expansion: ∞ u(x. 0) = g(x).

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