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Chapter One
Finite Integral Transforms
1-1 Introduction
The problem of representing an arbitrary function in a given
interval as a linear combination of members of some infinite set
of functions, say, bears a strong formal
resemblance to the problem of expressing a vector in n-dimensional space
as a linear combination of n linearly independent vector.
Thus in the case where A is a vector, we represent A in the form
n
A ak e k (1-1)
k 1
e k (x ) x k 1 (1-3)
So that
e (x ),e (x ),.....,e (x ),....... 1, x , x
1 2 n
2
, x 3 ,......., x n 1,...... (1-4)
Then
A (x ) ak x k (1-5)
k 0
represents A( x) as a power series in x. The coefficients ak are then
obtained from the familiar Taylor formula
1 dk
ak k
A( x) | x 0 )1 - 6 (
k! dx
One must still prove, however, that the series on the right-hand side of
Eq.(1-5) converges to the function on the left-hand side for each x in the
interval a≤x≤b
Frequently, the power-series expansion fails because A(x) or some of its
derivatives has a finite discontinuity at a finite number of points in the
interval a≤x≤b. In such a case it is often possible to divide up the interval
2
e ( x)ek ( x)dx k jk
*
j )1-9)
a
for then
b
e A( x)dx a k k jk a j j
*
j (1-10)
a k 1
so that
b
1
aj e j * A( x)dx (1-11)
j a
It is customary to alter the definitions and notation slightly when
discussing integral transforms. Thus one writes
b
A ( j ) e j *A (x )dx (1-12)
a
3
b b
e (x )e k (x )dx e j (x )e k * (x )dx k jk 0, j k
*
j j , j k (1-15)
a a
hold for j≠k. Thus Eq.(1-9) specifies that ej(x) is orthogonal to ek(x) for j≠k.
Since j and k are arbitrary indices, it follows that {ek(x);k =1,2, . . .} is an
orthogonal set of functions but if
b b
e j (x)e k (x)w (x)dx = e j (x)e k * (x)w(x)dx = jk
*
(1-16)
a a
cos(
a
a
) cos(
a
)dx a nm
n x m x
a
sin(
a
a
) cos(
a
)dx 0
(n m ) x
a
Exp (i
a
a
)dx 2a nm
Interval[0,a]:
n x m x
a
a
sin(
0
a
)sin(
a
)dx nm
2
n x m x
a
a
cos(
0
a
) cos(
a
)dx nm
2
4
n x m x
a
an
sin(
0
a
) cos(
a
)dx
(n m )
2 2
[1 (1) n m ]
Remarks
1- The series on the right-hand of Eq.(1-14) converges to A(x) in the mean-
square sense under the conditions
(a) A(x) must be "square or quadratically integrable" i.e. A(x) satisfies the
inequality 0 a A (x ) dx M .
b 2
Then the functions sin rx, for different values of r, will form an orthogonal
set if either
1- r=nπ/a, where n is an integer, or
5
2- r=pn, where p1, p2, . . . , pn, ... are positive roots of the transcendental
equation
p n cot p n a h 0 (1-20)
The validity of Eq. (1-20) can readily be checked. For example, let p1 and
p2 be different positive roots of (1-20) Then
p1 cot p1a h 0 (1-21)
p 2 cot p 2a h 0 (1-22)
Subtracting Eq.(1-21) from Eq.(1-22) gives
p 2 cot p 2a p1 cot p1a 0
Now let r = p1 and s = p2, so that Eq.(1-18) becomes
a
0
sin rx sin sxdx 0 (1-23)
Normalization
The normalization constants are computed, using Eq.(1-9), which in this
case reduces to
a
sin ( rx )dx r
2
0 1
2
sin rxdx
2 2ra
For r=nπ/a, we find
a
n
2
When r = pn
a sin 2 p n a
n 1 (1-24)
2 2 pna
In order to simplify Eq.(1-24) we make use of Eq.(1-20)
h
cot p n a
pn
pn
sin p n a
pn 2 h 2
and
6
h
cos p n a
pn 2 h 2
However
sin 2 p n a 2sin p n a cos p n a
then
2hp n
sin 2 p n a
pn 2 h 2
then
a h a pn 2 h 2 h
n 1 = (1-25)
2 a pn 2 h 2 2 pn 2 h 2
Hence, if we define a finite sine transform by
n x
a
A s (n ) A (x )sin dx (1-26)
0
a
the corresponding inversion theorem (1-14) gives an orthogonal expansion
of the form
2 n x
A (x )
a n 1
As (n )sin
a
(1-27)
lim A (x )
0
Observe that the sum (1-29) is to be taken over all positive roots pn
a sin 2ra
a
cos rxdx 1
2
0
2 2ra
x sin
0
a
dx
by parts, we obtain
x a
n x n n x
a
A (x )sin
a x 0
a
0
A ( x )cos
a
dx
The first term in this expression vanishes at the limits of integration x=0
and x=a
A n
T s T c A (x ) (1-39)
x a
9
1 A (a ) A (0)
a s
T A (x )
n 1
Ts 2 (1-41)
x a
2A n
2
A (x )cos
a
a
dx
m x
m x n x m x n x
a a a
a0
cos dx {an cos cos dx b n cos sin dx }
2 a a n 1 a
a a a
a a
an mn a aam , m 0
n 1
n x
a
1
an A (x ) cos dx
a a a
when m=0
a a
a 2aa
a A( x)dx 20 a dx 2 0 aa0
a
1
a a
a0 A( x)dx
n x
a
1
b n A (x )sin dx
a a a
Parseval’s theorem for finite integral transform:
If f(x) satisfies Dirichlet's conditions on the interval -a≤x≤a, then:
(1-50)
Proof:
By multiplying both sides of Classical Fourier Series for f(x) with f(x) and
integrating from -a to a :
11
Where:
Remarks
1- In the same manner, the coefficients an ,bn can be written in the form
c 2a
1 n x
an
a
c
A (x )cos
a
dx , n 0,1,2,3,..... (1-51a)
c 2a
1 n x
bn
a
c
A (x )sin
a
dx , n 1,2,3,... (1-51b)
where c is any real number. In the special case c=-a we obtain the
equations (1-48), (1-49)
2- If A(x) satisfies Dirichlet's conditions on [-a, a], then the series on the
right-hand of equation (1- 47) converges at every point x
in [-a, a] to A(x)if x is a continuaty point and to
A (x 0) A (x 0)
2
if x is discontinuity point on the interval [-a,a] where
A (x 0) lim A (x ) >0
0
an 0 (1-54a)
while the coefficients b n are given by
2a n x
bn
a0
A (x )sin
a
dx , n 1,2,3,..... (1-54b)
-10 -5 0 5 10
By testing the given function we find it even is-15not
-10 nor odd and the given
interval is symmetric, then all Fourier coefficients must be calculated, in
this case the period is 2a 10 a 5 , then
n x
5
1
an f (x )cos dx
5 5 5
1
5
n x n x
0
(0)cos dx (3)cos dx
5 5 5 0
5
3 5 n x x 5
sin 0, n 0
5 nx 5 x 0
when n 0
0 x
5 5
3 3
a0 cos dx dx 3
50 a 50
13
and
1 n x n x
0 5
b n 0sin dx 3sin dx
5 5 5 0
5
3 5 n x 5 3(1 cos(n )) 3(1 (1) n )
cos
5 n 5 0 n n
then
3 3(1 (1) n ) n x
f (x ) sin( )
2 n 1 n 5
3 6 x 1 3 x 1 5 x
sin( ) sin( ) sin( ) .......
2 5 3 5 5 5
b) Since f(x) satisfies the Dirichlet conditions, we can say that the series
converges to f(x) at all points of continuity and to f (x 0) f (x 0) at the
2
points of discontinuity, then, the series will converge to f(x) for -5<x<5 if
we redefine f(x) as follows
3
2 x 5
0 5 x 0
3
f (x ) x 0
2
3 0x 5
3 x 5
2
Example 2
Expand f (x ) x 2 ,0 x 2 , in a Fourier series if the period is 2
Solution
The graph of f(x) is shown below
1 2
an x 2
cos nxdx
0
when n 0
1 2 8 2
a0 x dx 2
0 3
1 2
4
b n x 2 sin nxdx
0 n
then
4 2 4 4
f (x ) x 2 cos nx
2
sin nx , 0 x 2
3 n 1 n n
Example 3
Use the results of example 2 to prove that
1 1 1 2
.....
12 22 32 6
Solution
4 2 4
At x=0 the Fourier series of example 2 reduces to 2 , but by the
3 n 1 n
n
when n= 0
a2
Ac (0) ,
2
16
A (x ) x 2 cos (1-55)
2 n 1 n2 a
for 0 ≤ x ≤ a. However, since the right side of Eq (1-55) is even in x, we
see that (1-55) actually represents lxl for lxl ≤ a
Example 6
Expand the function
A (x ) x , a x a
Solution
Again we take as the fundamental interval 0 ≤ x ≤ a, so that
A (x ) x , 0 x a
then
A (x ) x A (x ),
which means that A(x) is odd. Hence, we employ the finite sine transform
to represent A( x) for 0 ≤ x ≤ a
n x ax n x n x
a a a
a
As (n ) x sin dx = cos cos dx
0
a n a 0 n 0
a
a2
(-1)n+1 , n 0
n
Using the inversion theorem
2 n x
A (x ) A s (n )sin
a n 1 a
yield,
2a
(1) n 1 n x
A (x ) x
n 1 n
sin (1 56)
a
for 0≤x≤ a. However, since the right side of Eq. (1-56) is odd in x, we see
.that (1-56) represents A(x)=x for the entire interval a≤x≤a
Example 7
Expand the function
A (x ) b , a x 0
A (x ) x , 0x a
In this case the function A(x) is neither even nor odd. Two choices are
open to us. We can either decompose A(x) into even and odd parts and
then generate the corresponding Fourier cosine and sine series separately,
17
or we can use the classical Fourier series which we will use now. Let
a0 n x n x
( x ) an cos b n sin
2 n 1 a a
where
n x
a
1
an (x ) cos dx , n 0,1, 2,3,...
a a a
n x
a
1
b n A (x )sin dx , n 1, 2,3,...
a a a
which give
a (1) n 1
an 2 n 0
n 2
,
a 2b
a0
2
b a b
bn 1
n
n n
then
a 2b a (1) n 1 n x b a b n n x
( x ) 2 cos
1 sin
4 n 1 n2 a n n a
Example 8
The finite Fourier transform can be used to solve certain inhomogeneous
boundary-value problem. For example solve
d 2A
2
k 2 A f (x )
dx
in the interval 0 x a subjected to the boundary conditions
A (0) A (a ) 0
Solution
The Given boundary conditions are of Neumann type then, the suitable
integral transform is the finite cosine transform becuase in finding the
cosine transform of the second derivative we need the values of the
derivative of the solution at the boundary points, see equation (1-42). Now
take the finite cosine transform to all terms of the given ordinary
differential equation to get
d 2A
T c 2 k 2T c A T c f (x )
dx
using equation (1-42) in the first term, yield
n
2
a
then
2 n 2
k Ac (n ) f c (n )
a
then
f c (n )
Ac (n )
k (n a ) 2
2
Solution
The Given boundary conditions are of radiation type then, the suitable
integral transform is the finite radiation cosine transform-becuase in
finding the finite radiation cosine transform of the second derivative we
need the values of the derivative of the solution at one boundary point and
the value of the radiation condition on the other boundary point, see
equation (1-45). Now take the finite radiation cosine transform to all terms
of the given ordinary differential equation to get
d 2Y
T cr 2 2T cr Y T cr G (x )
dx
dY
Y (0) hY
1 cos q n L q nY cr (n ) Y cr (n ) G cr (n )
2 2
dx x L
H
where h1 . then by using the given boundary conditions we find
k
G (n )
Y cr (n ) 2cr 2
qn
Applying the inversion theorem yield
q n 2 h12 Gcr (n )
Y ( x ) 2 cos q n x
n 1 L n 1 1
q 2
h 2
h 2
q 2
n
Table (1)
21
22
23
24