CA3122 Lec 1 PDF

CA3122
Engineering Analysis
Dr He Xiaoqiao
Department of Civil and Architectural

Engineering
Tel: 3442 4760
Fax: 2788 7612
E-mail: bcxqhe@cityu.edu.hk
Room: AC1 B6401
CA3122 Engineering Analysis ➢1
Course Contents
§ 1.1 Fourier Series Expansion

§ 1.2 Partial Sums and Fourier Series
§ 1.3 Half-range Fourier Series
§ 2.1 Application of Fourier Series in Solving Partial
differential equations: Separation of variables
differential equations: Wave Equation
differential equations: Heat Equation

Course Contents
§3.1 Introduction to Operations Research (OR)

- Linear programming
§3.2 Graphical method in linear programming
§ 3.3 Simplex method in linear programming
§4 Dual Simplex method and dual problem in
linear programming
§ 5.1 Introduction to Transportation Problem
§ 5.2 The method of multipliers for the transportation
problem

Reference
 Frederiick S. Hillier, Gerald J. Lieberman
 Introduction to Operations Research (Ninth Edition)
 McGraw Hill. 2010
 Erwin Kreyszig
 Advanced Engineering Mathematics (7th edition)
 John Wiley & Sons, Inc. 1993
 C.Ray Wylie, Louis C. Barrett

 Advanced Engineering Mathematics. (6th edition). McGraw-Hill, Inc.
1995.
 Michael D. Greenberg
 Advanced Engineering Mathematics. (2th edition). Prentice-Hall
International, Inc. New Jersey. 1998.
 R.N. Bracewell
 The Fourier transform and its applications. (3rd edition).
 Boston: McGraw Hill. 2000.
 Hamdya Taha
 Operations Research An Introduction. (6th edition).
 Prentice-Hall, Inc. 1997.
Grading Policy
Your final grade is based on
• Continuous Assessment : 50%

• End of Semester Exam : 50%
Try your (very ) best to
• Attend all classes; and

• Do all assignments, please.

Contents of this lecture
 Odd and even functions - revision
 Periodic functions - revision
 Fourier series
 Evaluating Fourier coefficients
 Easy ways of finding Fourier coefficients

Fourier Series
What is a Fourier Series?
A Fourier series consists of a sum of sines and cosine terms.

f x   a0   an cos nx  bn sin nx 
n 1
 a0  a1 cos x  b1 sin x  a2 cos 2 x  b2 sin 2 x  
Why do we need to study Fourier Series?

Fourier Series
Why do we need to study Fourier Series?
d2y dy (difficult to obtain its solution)

a 2  b  cy  x sin 2 x
dx dx
d2y dy (easy to obtain its solution)

a 2  b  cy  p sin x
dx dx

x sin x  a0    an cos nx  bn sin nx 
2 Fourier Series
n 1
 a0  a1 cos x  b1 sin x  a2 cos 2 x  b2 sin 2 x 

Summary
d2y dy
a 2  b  cy  f  x 
dx dx
A method to find y p  x  is to make a guess

(a) f x  is a constant k Trail solution : y  c
(b) f x  is a polynomial Trial solution : polynomial form
(c) f x   p sin kx  q cos kx Trial solution : y   sin kx   cos kx
(d) f x   p sinh kx  q cosh kx Trial solution : y   sinh kx   cosh kx
(e) f x   pex Trial solution : y  Aex

Odd and even functions
 Even functions are defined by the property: f ( x)  f ( x)
 Odd functions are defined by the property: f (  x)   f ( x)
y  cos(x) y x
 Even functions
(symmetric to x axis)
yx
y  sin(x)
 Odd functions
(antisymmetric to x axis)
CA3122 Engineering Analysis ➢ 10
If f (x) is even:
b
 f(x)
 f ( x )dx
a
a a
 f ( x)dx  2 f ( x)dx
a 0
a b x
a a
 f ( x)dx
a
 f ( x)dx
0
-a a

 If f (x) is odd:
a 0 a
 f ( x)dx   f ( x)dx   f ( x)dx  0

a a 0
a
 f ( x)dx
0
 f ( x)dx 0
a
 f ( x)dx
a
-a a

Odd and even functions - revision
 If f (x) is even and g(x) is odd

then:
 h(x) = f (x) x f (x) is even
(even x even = even)
 h(x) = g(x) x g(x) is even
(odd x odd = even)
 h(x) = f (x) x g(x) is odd
(even x odd = odd)

Any function can be written as the

sum of an even and an odd function
E(-x) = E(x)
E ( x)  [ f ( x)  f ( x)] / 2
O( x)  [ f ( x)  f ( x)] / 2
O(-x) = -O(x)

f ( x)  E ( x)  O( x)

Periodic functions
 A periodic function has a basic shape which is repeated
over and over again.
 The fundamental range is the time (or sometimes distance)
over which the basic shape is defined.
 The length of the fundamental range is called the period.
Periodic function: f(x+p) = f(x) for all x; period=p
f(x + np) = f(x) for all x (n: integer)

h(x) = af(x) + bg(x) (f & g are periodic functions with period p; a & b:
constants)
 h(x) is a periodic function with period p.
f ( x)

Fundamental
range
x
0 2 4

Periodic functions
Example: Sketch the following function:
1 1  x  0
f x    and f x  2   f x 
2 0  x 1
We can express a general

periodic function as: fundamental range
T T
f ( x)   x 
2 2
f ( x  T )  f ( x)
period = 2
where T is the period.

Fourier Series
Assume that f(x) is a periodic function of period 2
that can be represented by a trigonometric series
which is known as Fourier series.

f x   a0   an cos nx  bn sin nx 
n 1
 a0  a1 cos x  b1 sin x  a2 cos 2 x  b2 sin 2 x  
 A Fourier series is a convenient representation

of a periodic function.
 A Fourier series consists of a sum of sines and
cosine terms.
 The coefficients are determined from f(x) by
certain formulas.
Fourier Series
(1) Determination of the coefficient term

   

 f x dx   a0   an cos nx  bn sin nx  dx
 
 n 1 
 
 

  a0 dx    an  cos nxdx  bn  sin nxdx   2a0
n 1  
  

  f x dx
1
 a0 
2 
sin x sin y 
1
 cosx  y   cosx  y 
2
cos x cos y  cos  x  y   cos  x  y 
1
Note that 2
sin x cos y  sin  x  y   sin  x  y 
1
2
Fourier Series
Orthogonality of the Trigonometric System
sin x sin y 
1
 cosx  y   cosx  y 
Trigonometric system is 2
orthogonal on the interval cos x cos y  cos  x  y   cos  x  y 
1
-  x   2
sin x cos y  sin  x  y   sin  x  y 
1
2
 0 mn
 cos mx cos nx dx   mn
 0 mn
 sin mx sin nx dx   mn

  cos mx sin nx dx  0

(including m  n)
Fourier Series
(2) Determination of the coefficients a n of the cosine terms

 
 

 f  x  cos mxdx    a0    an cos nx  bn sin nx   cos mxdx
 
 n 1 
   1  1  
  a0 cos mxdx    an   cos  n  m  xdx   cos  n  m  xdx  

 n 1  2  2  
  1  1  
   bn   sin  n  m  xdx   sin  n  m  xdx  
 n 1  2  2  
1   am 
  an  cos  n  m  xdx    dx  a  m
2 n 1  2 
nm
1 
 am   f  x  cos mxdx  m  1, 2, 3, ...
 


Fourier Series
(3) Determination of the coefficients bn of the cosine terms

  

 f  x  sin mxdx    a0    an cos nx  bn sin nx   sin mxdx
 
 n 1 
   1  1  
  a0 sin mxdx    an   sin  n  m  xdx   sin  n  m  xdx  

 n 1  2  2  
  1  1  
   bn   cos  n  m  xdx   cos  n  m  xdx  
 n 1  2  2  
1   b 
  bn  cos  n  m  xdx  m   dx  b  m
2 n 1  2 
nm
1 
 bm   f  x  sin mxdx  m  1, 2,3,...
 


Fourier Series
Summary of These Calculations:

  f x dx
1
Fourier Coefficients: a0 
2 

f  x  cos nxdx n  1, 2 ,3,...
1
an 
  

f  x sin nxdx n  1, 2 ,3,...
1
bn 
   

Fourier Series: f  x   a0   an cos nx  bn sin nx 
n 1

Fourier Series
Example: Find the Fourier series for: f(x)
k
 k (  x  0)
f x    and f x  2   f x 
k (0  x   ) -  x
-k

  f x dx  0
1
a0 
2 
 
f  x  cos nxdx     k  cos nxdx   k  cos nxdx   0
1 1 0
an 
      0 
 
f  x sin nxdx     k sin nxdx   k sin nxdx  
1 0
bn 
1

2k
1  cos n 
    0  n
4k 4k 4k
b1  , b2  0, b3  , b4  0, b5 
, ...
 3 5

4k  1 1 
 f  x   a0  an cos nx  bn sin nx    sin x  sin 3x  sin 5 x  ...

n 1
  3 5 
Fourier Series
Functions of f(x) with any period p = T
2 Tv  T T
v x    v     x     x  
T 2  2 2
 
 2n 2n 
g  v   a0    an cos nv  bn sin nv  f  x   a0    an cos x  bn sin x
n 1 n 1  T T 
T
 1

1
a0    g  v  dv a0  2
T f ( x) dx,
2  T 
2
1  2 T2  2nx 
an   g  v  cos nvdv an   T f ( x) cos  dx
   
T 2  T 
1  2 T2  2nx 
bn   g  v  sin nvdv bn   T f ( x) sin   dx
  
T 2  T 
Fourier Series
Example: Find the coefficients for the

Fourier series of:
 x    x  0
f ( x)   and f ( x  2 )  f ( x)
 x 0 x 
f ( x)

Fundamental
range
x
0 2 4
Period = 2π

Fourier Series
 Find a0
T
2 
1 1
a0 
T T f ( x)dx  a0  2  f ( x)dx


2
 f (x) is an even function so:

 
1 1
a0 
2  f ( x)dx

 a0 
  f ( x)dx
0
 
1 1 x   2
 a0   xdx  a0     a0 
 0   2 0 2

Fourier Series
 Find a n
T

2
 2nx   2nx 
1
an 
2
T f ( x) cos T dx  an   f ( x) cos dx
T    2 

2
 Since both functions are even their

product is even:
 
x cos nx dx
2
 f ( x) cosnxdx
1
an 

 an 
 
 0

Fourier Series
 Now we will have to use integration by parts.

b b
du
a u dxdx  uva  a v dx dx,
dv du
b
u  x  1
dx
sin nx 
 cos nx   v 
dv
dx n
 Substituting:
2   x sin nx  sin nx  
  
an   x cos nx dx  an 
2
   dx
 0 
   n 0 0 n 

2   cos nx   2  cos n   1 

 an  0   a   

   n 0 2  n
  n 2

2
n

 an  2  1  1
n

Fourier Series
 Find bn
T

2 2
 2nx  1  2nx 
bn 
T T f ( x ) sin 
 T


dx  bn 
  f ( x ) sin 
 2 
dx

2
 Since sine is an odd function and f (x) is an

even function, the product of the functions
is odd:

 f ( x) sin nxdx
1
bn   bn  0
 

Fourier Series
 So we can put the coefficients back

into the Fourier series formula:

  2nx   2nx  
f ( x)  a0    an cos   bn sin   
n 1   T   T 

 

 2 
 f ( x)     2  1  1 cos nx 
n
2 n 1  n 

cos  x   0  cos 3 x   
4 4
 f ( x)  
2  9

Fourier Series
Example: f(x)
k
0 if  2  x  1

f  x   k if  1  x  1 and f  x  4   f  x  -1 1 x
 0 if 1 x  2

p  T  4, T 2  2
 nx  n
T
1 1 1 k 1 1 2k
a0 
T 

2
T
2
f ( x) dx   k dx  , an   k cos
4 1 2 2 1  2 
 dx 
n
sin
2
2k 2k 1 1  nx 
 an  (n  1,5,9,...), an   (n  3,7,11,...), bn   k sin   dx  0
n n 2 1
 2 
k 2k   1 3 1 5 
f ( x)    cos x  cos x  cos x  
2   2 3 2 5 2 
Fourier Series
 0 if    t  0  2 
Example: u t    and u t    u t 
 E sin t if 0t     
u(t)
2
T     E k
p T  , 
 2 
a0 
2 
0
E sin t dt 
 -/ /
  E  
sin 1  n t  sin 1  n t  dt
 0 2 0
an  E sin  t cos n  t dt 
E  cos 1  n t cos 1  n t  E   cos 1  n   1  cos 1  n   1 

 
an  
2 

11n n

11n n  0
 
2  1 n

1 n


n  1
 2 2 
a1  0, an  0 n  3, 5, ..., an 
E
  
2E
n  2, 4, ...
2 1 n 1 n  n  1n  1
  E  
  cos 1  n  t  cos 1  n  t  dt  b1  E 2 and bn  0 for n  2, 3, ...
 0 2 0 
bn  E sin  t sin n t dt 
E E 2E  1 1 
u t    sin t   cos 2t  cos 4t  ...  .
 2   1 3 35 
Easy Ways of Finding Fourier Coefficients
Easy ways of finding Fourier coefficients
 There are some easy shortcuts for finding

the Fourier coefficients.
 We can see that: b
T
f(x)
 f ( x )dx
a
2
1
a0 
T  f ( x)dx
T

2 a b x
is just the area under the fundamental

range divided by the period.

Example: 1  1  x  0
f ( x)   and f ( x  2)  f ( x)
2 0  x  1
T  2
Using the formula:
T
2 1
1 1
a0 
T T f ( x)dx  a 0  
2 1
f ( x)dx

2
0 1
1 1 1 2 3
 a0   1dx   2dx  a0   
2 1 20 2 2 2

 Using the area under the

fundamental range:
Period = 2
Fundamental
range
area 1 2 3
 a0   a0   a0 
period 2 2
 So if the periodic function has a

simple shape we can use
geometry to find the solution.
 We can also use the properties

of even and odd functions to
make finding the Fourier
coefficients easier.

 Consider the formula for Fourier series:

  2nx   2nx  
f ( x)  a0    an cos 
 n 
b sin  
n 1   T   T 
 Since all the sines are odd functions and all

the cosines are even functions, we can
break the function and the Fourier series
into two parts:
f ( x)  f odd ( x)  f even ( x)

 We can compare with the Fourier series to get:

  2nx  
f odd ( x)    bn sin   
n 1   T 


 2n x  
f even ( x)  a0    an cos  
n 1   T 
 Thus, if f (x) is odd:
f even ( x)  0  a0  0  a n
 And, if f (x) is even:
f odd ( x)  0  bn  0

 We can also see these results from our

formulae for the coefficients:
T
 2nx 
2
2
an 
T T f ( x) cos T dx

2
 If f (x) is odd then we are integrating an

odd function (odd x even = odd).
 As we saw earlier, integrating an odd
function over the interval (-a, a) is zero for
any value of a.
 i.e. f (x) is odd  a  0  a 0 n

 Similarly, for the coefficients:

T
 2nx 
2
2
bn 
T T f ( x) sin  T dx

2
 If f (x) is even then we are integrating an

odd function (even x odd = odd).
 So:
f (x) even  bn  0

Summary of finding coefficients
function function function

even odd neither
T
T
2
1
 f ( x)dx
2
2
0 a0 
a0 a0 
T  f ( x)dx
0
T

T
2
T T
 2nx   2nx 
2 2
4 2
an
an 
T  f ( x) cos
0
T 
dx
0 an 
T  f ( x) cos
T T 
dx

2
T T
 2nx   2nx 
2 2
4 2
bn 0 bn 
T 
0
f ( x) sin 
 T 
dx bn 
T T f ( x ) sin 
 T 
dx

2

Example:  Find the Fourier series for:

 1  2  x  1

f ( x)   1  1  x  1 and f ( x  4)  f ( x)
 1 1  x  2

 We can use the area under

the curve to find a0
area 1 2 1
a0   0 Fundamental
range
period 4
 The function is even so:
Period = 4
bn  0
 All we have to find is:

T
 2nx   nx 
2 2
2 1
an 
T T f ( x ) cos 
 T 
 dx  a n 
2 2
f ( x) cos 
 2 
dx

2
 even function x even function:

 nx 
2
 an   f ( x) cos dx
0  2 
 nx   nx 
1 2
 an   (1) cos  dx   ( 1) cos  dx
0  2  1  2 

 Evaluate the integrals:

 nx   nx 
1 2
an   (1) cos  dx   ( 1) cos  dx
0  2  1  2 
1 2
 2  nx   2  nx 
 an   sin     sin  
 n  2  0  n  2  1
 n  2  n 
sin 0  sin n  
2 2 2
 an  sin   sin  
n  2  n n n  2 
0 n even
4  n  4 
 an  sin    an    1  ,1, 5, 9 
n  2  n 
 1  , 3, 7,11
 So the Fourier coefficients for:

 1  2  x  1

f ( x)   1  1  x  1 and f ( x  4)  f ( x)
 1 1  x  2

are: n  even
0
4 
bn  a0  0, an   1 n  1, 5, 9 
n 
 1 n  3, 7,11
Answer!
 3 5 7
f  x   cos x 
4 4 4 4
cos x cos x cos x  ...
 2 3 2 5 2 7 2

Assignment 1
e x  1  x  0
3. Find the Fourier series of f x    , f  x   f  x  2 .
 x 0  x 1
Due date: 23 Jan 2018 (before lecture)


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CA3122

Department of Civil and Architectural

§ 1.1 Fourier Series Expansion

CA3122 Engineering Analysis ➢2

§3.1 Introduction to Operations Research (OR)

CA3122 Engineering Analysis ➢3

 C.Ray Wylie, Louis C. Barrett

Your final grade is based on

• Continuous Assessment : 50%

Try your (very ) best to

• Attend all classes; and

CA3122 Engineering Analysis ➢5

 Odd and even functions - revision

 Periodic functions - revision

 Evaluating Fourier coefficients

 Easy ways of finding Fourier coefficients

CA3122 Engineering Analysis ➢6

A Fourier series consists of a sum of sines and cosine terms.

 a0  a1 cos x  b1 sin x  a2 cos 2 x  b2 sin 2 x  

Why do we need to study Fourier Series?

CA3122 Engineering Analysis ➢7

Why do we need to study Fourier Series?

d2y dy (difficult to obtain its solution)

d2y dy (easy to obtain its solution)

 a0  a1 cos x  b1 sin x  a2 cos 2 x  b2 sin 2 x 

CA3122 Engineering Analysis ➢8

A method to find y p  x  is to make a guess

(b) f x  is a polynomial Trial solution : polynomial form

(c) f x   p sin kx  q cos kx Trial solution : y   sin kx   cos kx

(d) f x   p sinh kx  q cosh kx Trial solution : y   sinh kx   cosh kx

(e) f x   pex Trial solution : y  Aex

CA3122 Engineering Analysis ➢9

 Even functions are defined by the property: f ( x)  f ( x)

 Odd functions are defined by the property: f (  x)   f ( x)

CA3122 Engineering Analysis ➢ 11

 f ( x)dx   f ( x)dx   f ( x)dx  0

CA3122 Engineering Analysis ➢ 12

Odd and even functions - revision

 If f (x) is even and g(x) is odd

CA3122 Engineering Analysis ➢ 13

Any function can be written as the

CA3122 Engineering Analysis ➢ 14

f(x + np) = f(x) for all x (n: integer)

CA3122 Engineering Analysis ➢ 15

Example: Sketch the following function:

We can express a general

CA3122 Engineering Analysis ➢ 16

 a0  a1 cos x  b1 sin x  a2 cos 2 x  b2 sin 2 x  

 A Fourier series is a convenient representation

(1) Determination of the coefficient term

(2) Determination of the coefficients a n of the cosine terms

CA3122 Engineering Analysis ➢ 20

(3) Determination of the coefficients bn of the cosine terms

CA3122 Engineering Analysis ➢ 21

Summary of These Calculations:

CA3122 Engineering Analysis ➢ 22

Example: Find the coefficients for the

CA3122 Engineering Analysis ➢ 25

 f (x) is an even function so:

CA3122 Engineering Analysis ➢ 26

 Since both functions are even their

CA3122 Engineering Analysis ➢ 27