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Lecture 30: AMATH 231-F14-001

4.4

November 17, 2014

Maxwells Equations

In this subsection we derive Maxwells equations using the theorems of vector calculus.
4.4.1

Gauss Law

The electrostatic force field at ~x0 due to a charge Q at position ~xQ is,
~ x0 ) = Q ~x0 ~xQ .
E(~
40 k~x0 ~xQ k2
Note that 0 is the permittivity of free space. Building on this formula we can determine the
electrostatic force field at ~x0 due to a cluster of point charges of strength Qi each at position ~xi is
simply a sum of the previous formula:
~ x0 ) =
E(~

n
1 X
~x0 ~xi
Qi
.
40 i=1 k~x0 ~xi k2

By the same token, the electrostatic force field at ~x0 due to a continuous charge (~x) in a volume
V is the following integral
ZZZ
1
~x0 ~xi
~ x0 ) =
E(~
dV.
(~x)
40
k~x0 ~xi k2
V
~ x), is parallel to the direction of the current and has a
The current density vector field, J(~
magnitude of current/unit area. Using the relation J~ = ~u the total current through the surface
is,
ZZ
ZZ
~u n
d.
J~ n
d =
I=
RRR

Note also that the total charge in volume V is Q =


dV .
V
With this established we can state Gauss Theorem.
Theorem 4.21 Gauss Theorem
Physically it states that the flux of the magnetic field through the surface is equal to the total change
contained within the surface. Mathematically, it takes the form,
ZZ
ZZZ
1
1
~
En
d = Q =
dV.
0
0

V
As true as this might be it is hard to determine the force given the charge because this is a global relation.
To get a local, or differential, relation, we rewrite the LHS using the divergence theorem, combine the two
integrals and use our lemma,
ZZZ
ZZZ
1
~ E
~ dV =

dV,
0
V
V

ZZZ 
1
~ E
~ dV = 0,

0
V
~ E
~ = .

0
This is what we call Maxwells First Equation.
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4.4.2

Faradays Law

~ around a simple closed curve equals the negaPhysically, this states that the circulation of E
tive of the rate of change of the magnetic flux through the surface bounded by .
Mathematically, this can be written using a line integral and a surface integral and then simplified using Stokes theorem:
I
ZZ
d
~
~ n
E d~x =
B
d,
dt

ZZ
ZZ
~
B
~
~
n
d,
En
d =

t
#
ZZ "
~

B
~ E
~+
n
d = 0,

~
~ E
~ = B .

t
This is Maxwells second law.
4.4.3

Gauss Law for Magnetism

Physically, there are no magnetic monopoles because wherever you have a North there must be
a corresponding South. This can be demonstrated when you take a magnet and break it and
youll find that each piece has a corresponding North and South.
This can be restated to say that the net flux of a magnetic field through any surface is zero.
Mathematically, this is easily stated as,
ZZ
~ n
B
d = 0.
V

If we apply Gauss Divergence Theorem we obtain,


ZZZ
~ B
~ dV = 0.

The differential form states,


~ B
~ = 0.

This is Maxwells Third law.


4.4.4

Amp`eres Law

Physically, it states that the circulation of the magnetic field around a simple closed curve
equals the rate of change of the electric flux through a surface plus the total current through
said surface.
Mathematically, this can be written as,
I
ZZ
ZZ
d
~
~
B d~x = 0 0
En
d + 0
J~ n
d.
dt

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Note that 0 is the permeability of free space.


We apply Stokes theorem and simply using our favourite lemma:
ZZ 

ZZ
~

E
~ B
~ n

d 0 0
n
d 0
J~ n
d = 0,
t

#
Z Z "

~

E
~ B
~ 0 0
0 J~ n
d = 0,



~
~
~ B
~ = 0 0 E + 0 J.

t


ZZ

This is of course Maxwells Fourth law.

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Lecture 25: AMATH 231-F14-001

November 5, 2014

Fourier Series and Fourier Transforms

Review Linear Algebra


For a finite dimensional vector space, Rn , we can find a complete orthogonal (orthonormal) basis
ei such that ei ej 6= 0 if i 6= j and ei ei = 1. These vectors form a basis, but the basis is not
unique.
Any vector ~x in the vector space can be written as a superposition of the basis in terms of
some coefficients ai ,
n
X
~x =
ai ei .
i=1

We can determine the coefficients using the dot product to project onto each basis vector,
!
n
X
~x ej =
ai ei ej = aj ej ej .
i=1

Therefore, we conclude that

~x ej
.
ej ej

aj =

5.1

Fourier Series

The set of functions f (x) : R R form an infinite dimensional vector space. As with finite
dimensional vector spaces, we can find a complete orthogonal (orthonormal) basis for this space,
which is also not unique.
One set of basis functions are {xm } for m = 0, 1, 2, 3, . If we express f (x) as a superposition
we get a Taylor series,

X
am xm .
f (x) =
m=0

However, these basis functions are not orthogonal and that makes things a bit harder.
Instead, we will consider f (x) defined on a finite interval say [, ] then a set of basis functions can be formed using trigonometric functions,
{cos nx, sin nx} ,

n = 0, 1, 2, .

Note that sin 0 = 0 which does not contribute anything and therefore does not need to be included. Also, cos 0 = 1, is just the constant function.
We will see soon that it is possible to express many functions as,
f (x) =

(an cos nx + bn sin nx) .

n=0

Or we could pull out the constant term and neglect the zero term to get

X
1
f (x) = a0 +
(an cos nx + bn sin nx) .
2
n=1

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Note that in these two equations a0 is defined differently. The course notes use the second equation and so will we.
Why do we have the factor of 12 in front of a0 ? Believe it or not but it is to make our lives
easier, eventually.
Definition 5.1 A Fourier Series of a function f (x) is a series of the form,

X
1
f (x) = a0 +
(an cos nx + bn sin nx) .
2
n=1

where a0 , an , bn are constants for n = 1, 2, 3, .


One example of Fourier Series is,
sin

7x
.
L

Note that all the coefficients are zero except b7 = 1.


Definition 5.2 The coefficients an and bn in the Fourier Series are called the Fourier coefficients.
In this example, and others like it, we didnt have to do any work to find the coefficients. As
you can imagine, that is not usually the case. Another example is,
cos2

x
1 1
2x
= + cos ,
L
2 2
L

where we rewrite it as a Fourier Series using a double angle formula. All the coefficients are zero
except a0 = 1 and a2 = 12 .
A third example is,
x
sin4 .
L
This is not written in our standard form but we can use a double angle formula twice if we
wanted to. This works for certain cases but we need to find an approach that works for all
functions. We do this by defining an inner product, the analogue of the dot product, but for
functions.
5.1.1

Calculating Fourier Series

Definition 5.3 The inner product of two functions f (x), g(x) on the interval [, ] is,
Z
hf, gi =
f (x)g(x) dx.

Definition 5.4 We say that two functions f (x), g(x) are orthogonal on the interval [, ] if,
Z
hf, gi =
f (x)g(x) dx = 0.

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Definition 5.5 The norm of a function f (x) on the interval [, ] can be defined in terms of the inner
product,
Z

f 2 (x) dx.

kf k = hf, f i =

To find our coefficients we can use the inner product to project onto each function. This can
be done using the following identities that are easy enough to verify,

Z
0 m 6= 0
hcos mx, cos nxi =
cos mx cos nx dx =
L m=n=0

2L m = n = 0,
Z
hcos mx, sin nxi =
cos mx sin nx dx = 0,


Z
0 m 6= 0
sin mx sin nx dx =
hsin mx, sin nxi =
L m = n = 0.

If we say that the orthogonal basis is denoted with en (x) for m = 0, 1, 2, then our series
representation of f (x) is,

X
an en (x).
f (x) =
n=0

As in linear algebra, to find the coefficients an we must project on to each basis vector. This is
done using the inner product,

X
an en , em i,
hf (x), em i = h

n=0

an hen , em i,

n=0

= am hem , em i,
after using the orthogonality. Therefore, the m-th coefficient is,
am =

hf, em i
.
hem , em i

This is the general form but this must be done for each basis vector.
For the Fourier basis mentioned above, using the orthogonality we find,
hf, 21 i
a0 = 1 1 ,
h2, 2i
R
f (x) 21 dx

= R 1 1 ,
dx
2
Z 2
1
=
f (x) dx.

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hf, cos(mx)i
,
hcos2 (mx)i
R
f (x) cos(mx) dx
R
=
,
cos2 (mx) dx

Z
1
=
f (x) cos(mx) dx.

am =

hf, sin(mx)i
,
hsin2 (mx)i
R
f (x) sin(mx) dx
R
=
,
sin2 (mx) dx

Z
1
f (x) sin(mx) dx.
=

bm =

Lecture 26: AMATH 231-F14-001

November 7, 2014

example 5.6 Find the Fourier coefficients of the function,



1
0 < x < ,
f (x) =
1 < x < 0.
Solution:
Since f (x) is odd we see that an = 0 for all n. Thats the easy party (or at least can be easy if we
make this observation.
The next set of coefficients must be computed directly, with n = 1, 2, ,
Z
1
bn =
f (x) sin nx dx,

Z
2
=
sin nx dx,
0
2
=
[cos nx]0 ,
n
2
=
[1 cos n] ,
n

0 n is even
=
4
n is odd
n
Therefore, our Fourier series for this step function is,
f (x) =

5.1.2

4 X sin(2n 1)x
.
n=1 (2n 1)

Pointwise Convergence of a Fourier Series

Here we consider how the series converges to the function in question. First we need some
definitions.
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Definition 5.7 A function f : [a, b] R is piecewise continuous (or C 1 ) means that there is a partition,
a = x0 < x1 < x2 < < xn = b,
such that f is continuous (or C 1 ) on each closed interval xi1 x xi for all i.
Definition 5.8 Given a function f : [, ] R, a period 2 extension of f , denoted by fp , is a function
of period 2 such that fn (x) = f (x) on < x < .
Theorem 5.9 Pointwise Convergence
If fp has period 2 and is piecewise-C 1 the the Fourier Series of fp converges point wise (i.e. for each x)
and
i) If fp is continuous at x, then the sum is fp (x)
ii) If fp is not continuous at x, then the sum is 12 [fp (x+ ) + fp (x )]
Note that we use x+ to denote the limit from the right and x to be the limit from the left.
Lecture 31: AMATH 231-F14-001

November 19, 2014

example 5.10 A Fourier Sine series (odd extension) of f (x) = 21 ( x) on 0 < x < is

X
sin nx
n=1

Sketch the graph of the period 2 function to which the series converges.
example 5.11 In the previous example if we set x = /2 then we obtain

X sin n

1
2
( ) =
,
2
2
n
n=1

X (1)n1
1 1 1
=
= 1 + + .
4
2n 1
3 5 7
n=1
Sketch the graph of the period 2 function to which the series converges.
Gibbs Phenomenon:
Our convergence theorem tells us that when we add all of the terms in the Fourier basis we will
recover the function we expanded. Practical constraints dictate that we cannot find all of the
terms and sum them up. That is why we can only sum up a finite number of basis functions.
When summing up the Fourier series for a continuous function the series converges nicely.
However, when summing the series for a continuously function oscillations tend to arise near
the point of discontinuity. The amplitude and wavelength of these wiggles tend to get smaller
and smaller with the number of terms but they will always persist. This is Gibbs Phenomenon.

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Lecture 32: AMATH 231-F14-001


5.1.3

November 21, 2014

Symmetry Properties

We have already noted that knowing that a function is odd or even can simplify our calculations
since we know that cos and sin are even and odd, respectively.
Properties:
i) f is even means that f (x) = f (x) for all x.
ii) f is odd means that f (x) = f (x) for all x.
iii) The product of two even or two odd functions is even.
iv) The product of an even and an odd function is odd.
v) If f is even then

Z
f (x) dx = 2

vi) If f is odd then

f (x) dx.
0

f (x) dx = 0.
a

Special cases of Fourier series:


i) Cosine series:
Suppose that f is an even function.
Z
Z
1
2
an =
f (x) cos(nx) dx, =
f (x) cos(nx) dx,

0
Z
1
bn =
f (x) sin(nx) dx = 0.

Therefore, our cosine series take the form,

X
1
f (x) = a0 +
an cos nx
2
n=1

with an given by the formula above.


This implies that any function f (x) that is define on 0 < x < has a Fourier cosine series, it
does not need to be defined on < x < 0 But, since the series is defined on that interval
it can be thought of as the Fourier series of the even extension of f (x), which we define as

f (x) 0 < x < ,
feven =
f (x) < x < 0.

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ii) Sine series:


Suppose that f is an odd function.
Z
1
an =
f (x) cos(nx) dx = 0,

Z
Z
1
2
bn =
f (x) sin(nx) dx =
f (x) sin(nx) dx

0
Therefore, our sine series take the form,
f (x) =

bn sin nx

n=1

with an given by the formula above.


This implies that any function f (x) that is define on 0 < x < has a Fourier sine series, it
does not need to be defined on < x < 0 It is the Fourier series of the odd extension of
f (x), which we define as,

f (x)
0 < x < ,
fodd =
f (x) < x < 0.
Symmetry about x = 2 . There are other different kinds of symmetry. One is to consider
whether the function is even or odd about the line x = 2 . If we consider f (x) defined on the
interval 0 < x < .
i) f is even about x =

means that
f ( x) = f (x),

ii) f is odd about x =

for all

x.

means that
f ( x) = f (x),

for all

x.

exercise 5.12 Show the following:


i) cos 2nx and sin(2n 1)x are even with respect to x = 2 .
ii) cos(2n 1)x and sin 2nx are odd with respect to x = 2 .
We can then simplify the cosine and sine series that are symmetric about x = 2 .
Symmetry about x =

and the cosine series.

i) If f ( x) = f (x) on 0 < x < then our cosine series further simplifies


Z
Z
2
4 /2
a2n =
f (x) cos(2nx) dx =
f (x) cos(2nx) dx,
0
0
Z
2
a2n1 =
f (x) cos((2n 1)x) dx = 0.
0
The cosine series reduces to,

X
1
f (x) = a0 +
a2n cos 2nx.
2
n=1

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ii) If f ( x) = f (x) on 0 < x < then our cosine series further simplifies
Z
2
a2n =
f (x) cos(2nx) dx = 0,
0
Z
Z
2
4 /2
a2n1 =
f (x) cos((2n 1)x) dx =
f (x) cos((2n 1)x) dx
0
0
The cosine series reduces to,
f (x) =

a2n1 cos(2n 1)x.

n=1

Symmetry about x =

and the sine series.

i) If f ( x) = f (x) on 0 < x < then our sine series further simplifies


Z
2
b2n =
f (x) sin(2nx) dx = 0,
0
Z
Z
2
4 /2
b2n1 =
f (x) sin((2n 1)x) dx =
f (x) sin((2n 1)x) dx = 0.
0
0
The sine series reduces to,
f (x) =

b2n1 sin(2n 1)x.

n=1

ii) If f ( x) = f (x) on 0 < x < then our sine series further simplifies
b2n
b2n1

Z
Z
2
4 /2
=
f (x) sin(2nx) dx =
f (x) sin(2nx) dx,
0
0
Z
2
=
f (x) sin((2n 1)x) dx = 0.
0

The sine series reduces to,


f (x) =

a2n1 sin 2nx.

n=1

example 5.13 (course notes example 5.5) Find the Fourier sine series of
f (x) =

,
4

0 < x < .

Solution: First we define the odd extension,



0 < x < ,
4
fodd =
4 < x < 0.

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The Fourier sine coefficients are,


bn =
=
=
=

Z
1
fodd (x) sin(nx) dx,

Z
2
fodd (x) sin(nx) dx,
0
Z
2

sin(nx) dx,
0 4
Z
1
sin(nx) dx.
2 0

Now since the constant function is even about x = /2 we recognize that b2n = 0 since sin(2nd)
is antisymmetric. The other coefficients are easily determined,
Z
1
sin((2n 1)x) dx,
b2n1 =
2 0
Z /2
sin((2n 1)x) dx,
=
0

1
[cos((2n 1)x)]/2
0 ,
2n 1
h
1
i
=
1 cos((2n 1) ) ,
2n 1
2
1
=
.
2n 1
=

Therefore the Fourier sine series is

X
sin(2n 1)x
n=1

2n 1

example 5.14 Find the Fourier cosine series of


f (x) =
Solution:

5.1.4

,
4

0 < x < .

.
4

Complex form of the Fourier series

Eulers formula states that,


ei = cos + i sin .
This shows that cos and sin are really just parts of the complex exponential. Since our Fourier
series is a sum of cosines and sines then we should be able to rewrite the sum in terms of an
exponential. One advantage is that it makes things more compact. One disadvantage is that we
have to deal with complex variables. But its good for us and a skill well worth learning so we
proceed.

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Definition 5.15 The complex Fourier series of a -periodic function f (x) can be written as,
f (t) =

cn ein0 t ,

n=

where at the fundamental frequency is 0 = 2


.

The complex Fourier coefficients cn for n = 0, 1, 2, are,


1
cn =

f (t)ein0 t dt,

and satisfy the relation cn = cn . Note that the overbear denotes complex conjugation This relation is
what is required for the result of the infinite sum to be real.

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