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CE50p Lecture notes

- A Remarkable Inequality
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Specific Objectives:

expected to:

CE50P: Advanced

Engineering Mathematics solve2D Laplace equation for given boundary

ENGR. CHARITY HOPE A. GAYATIN

conditions and utilize Fourier series in the solution

when necessary

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A graph of periodic function 𝑓(𝑥) that has period 𝐿

exhibits the same pattern every 𝐿 units along the x-

axis, so that 𝑓(𝑥 + 𝐿) = 𝑓(𝑥) for every value of 𝑥. If we This property of repetition deﬁnes a fundamental

know what the function looks like over one complete spatial frequency 𝑘 = 2𝜋/𝐿 that can be used to give

period, we can thus sketch a graph of the function a ﬁrst approximation to the periodic pattern 𝑓(𝑥):

over a wider interval of 𝑥 (that may contain many

periods) 𝑓 𝑥 ≅ 𝑐1 sin(𝑘𝑥+∝1) = 𝑎1 cos(𝑘𝑥) + 𝑏1 sin(𝑘𝑥)

determine the amplitude and phase of this ﬁrst

approximation

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One can even approximate a square-wave

A much better approximation of the periodic pattern with a suitable sum that involves a

pattern f(x) can be built up by adding an fundamental sine-wave plus a combination of

appropriate combination of harmonics to this harmonics of this fundamental frequency. This sum is

fundamental (sine-wave) pattern. For example, called a Fourier series

adding

𝑐2sin(2𝑘𝑥+∝2) = 𝑎2cos(2𝑘𝑥) + 𝑏2sin(2𝑘𝑥)

(the 2nd harmonic)

𝑐3 sin(3𝑘𝑥+∝3) = 𝑎3cos(3𝑘𝑥) + 𝑏3 sin(3𝑘𝑥)

(the 3rd harmonic)

Here, symbols with subscripts are constants that

determine the amplitude and phase of each

harmonic contribution

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8/19/2017

In working out Fourier series we consider functions 𝑓(𝑥) =

𝑓(𝑥) with period 𝐿 = 2𝜋. Their fundamental frequency 𝑎0/2 + 𝑎1 cos 𝑥 + 𝑎2 cos 2𝑥 + 𝑎3 cos 3𝑥 + . . . +𝑏1 sin 𝑥 +

is then 𝑘 = 2𝜋/𝐿 = 1 , and their Fourier series 𝑏2 sin 2𝑥 + 𝑏3 sin 3𝑥 +. . .

representations involve terms like A more compact way of writing the Fourier series

𝑎1 cos 𝑥 𝑏1 sin 𝑥 of a function 𝑓(𝑥), with period 2𝜋, uses the variable

𝑎2 cos 2𝑥 𝑏2 sin 2𝑥 subscript 𝑛 = 1,2,3, …

∞

𝑎3 cos 3𝑥 𝑏3 sin 3𝑥 𝑎0

𝑓(𝑥) = + 𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥

Also included is a constant term 𝑎0/3 in the Fourier 2

𝑛=1

series. This allows us to represent functions that are, for We need to work out the Fourier coeﬃcients (𝑎0, 𝑎𝑛

example, entirely above the x−axis. With a suﬃcient and 𝑏𝑛 ) for given functions 𝑓(𝑥). This process is broken

number of harmonics included, our approximate down into three steps…

series can exactly represent a given function 𝑓(𝑥)

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Step 1 Finally, specifying a particular value of 𝑥 = 𝑥1 in a

1 Fourier series, gives a series of constants that should

𝑎0 = 𝑓 𝑥 𝑑𝑥 equal 𝑓(𝑥1). However, if 𝑓(𝑥) is discontinuous at this

𝜋

2𝜋 value of 𝑥, then the series converges to a value that is

Step 2 half-way between the two possible function values

1

𝑎𝑛 = 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥

𝜋

2𝜋

Step 3

1

𝑏𝑛 = 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥

𝜋

2𝜋

where integrations are over a single interval in 𝑥 of

𝐿 = 2𝜋

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When calculating the Fourier coeﬃcients 𝑎𝑛 and 𝑏𝑛 ,

for which 𝑛 = 1, 2, 3, . . , the following trig. results are

useful. Each of these results, which are also true for n

= 0, −1, −2, −3, . . . , can be deduced from the graph of

sin 𝑥 or that of cos 𝑥

𝑛

sin 𝑛𝜋 = 0 cos 𝑛𝜋 = −1

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Example

Example Let 𝑓(𝑥) be a function of period 2𝜋 such that

Let 𝑓(𝑥) be a function of period 2𝜋 such that 𝑓 𝑥 =

𝑥 0<𝑥<𝜋

1 −𝜋 < 𝑥 < 0 𝜋 𝜋 < 𝑥 < 2𝜋

𝑓 𝑥 =

0 0<𝑥<𝜋 a) Sketch a graph of 𝑓(𝑥) in the interval −2𝜋 < 𝑥 < 2𝜋

a) Sketch a graph of 𝑓(𝑥) in the interval −2𝜋 < 𝑥 < 2𝜋 b) Show that the Fourier series for 𝑓(𝑥) in the interval

b) Show that the Fourier series for 𝑓(𝑥) in the interval 0 < 𝑥 < 2𝜋 is

− 𝜋 < 𝑥 < 𝜋 is 3𝜋 2 1 1

− cos 𝑥 + 2 cos 3𝑥 + 2 cos 5𝑥 + ⋯

1 2 1 1 4 𝜋 3 5

− sin 𝑥 + sin 3𝑥 + sin 5𝑥 + ⋯ 1 1

2 𝜋 3 5 − sin 𝑥 + sin 2𝑥 + sin 3𝑥 + ⋯

c) By giving an appropriate value to 𝑥, show that 2 3

𝜋 1 1 1 c) By giving an appropriate value to 𝑥, show that

=1− + − +⋯

4 3 5 7 𝜋 1 1 1 𝜋2 1 1 1

𝑖 = 1 − + − + ⋯ and 𝑖𝑖 =1+ + + +⋯

4 3 5 7 8 32 52 72

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8/19/2017

Example

Let 𝑓(𝑥) be a function of period 2𝜋 such that

𝑥

𝑓 𝑥 =

2

over the interval 0 < 𝑥 < 2𝜋

a) Sketch a graph of 𝑓(𝑥) in the interval 0 < 𝑥 < 4𝜋

b) Show that the Fourier series for 𝑓(𝑥) in the interval

0 < 𝑥 < 2𝜋 is

𝜋 1 1

− sin 𝑥 + sin 2𝑥 + sin 3𝑥 + ⋯

2 2 3

c) By giving an appropriate value to 𝑥, show that

𝜋 1 1 1

=1− + − +⋯

4 3 5 7

chagayatin

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