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TRANSfORMATION-II
1
In the studies on transformations in Fourier trigonometric series, the theory and application of the development
of a function f (x) of period 2l in Fourier series is known. Now the question is, what happens as l tends to infinity
f (x+0)+f (x−0)
The result (Eq. 1) is true if x is a point of continuity of f (x). Otherwise, we have to replace f (x) by 2
as we did in the case of Fourier series
Remark 1. The above conditions are sufficient but not necessary. The similarity between (Eq. 1) and (Eq. 2) and
the corresponding results in the case of Fourier series is obvious and the right side of (Eq. 1) is sometimes called
the Fourier integral expansion of f (x).
1 ∞
Z Z ∞
f (x) = f (u) cos α(x − u) du dα (3)
π α=0 u=−∞
Z ∞Z ∞
1
f (x) = f (u)eiα(x−u) du dα (4)
2π −∞ −∞
Z ∞ Z ∞
1
f (x) = e iαx
dα f (u)e−iαu du (5)
2π −∞ −∞
where we imply that when f (x) is not continuous at the point x we replace f (x) by f (x+0)+f
2
(x−0)
.
These results can be simplified if f (x) is an even or odd function and it comes
Z ∞ Z ∞
1
f (x) = sin αx dx f (u) sin αu dx si f est odd (6)
2π −∞ −∞
Z ∞ Z ∞
1
f (x) = cos αx dx f (u) cos αu dx si f est even (7)
2π −∞ −∞
2
0.3.1 Fourier transform in cosine and sine.
If f (x) is an odd function, then the derivative transform
Z ∞
Fs (α) = f (x) sin αx dx is called the Fourier transform in sine and (8)
0
Z ∞
f (x) = Fs (α) sin αx dα is called the inverse Fourier transform sine of Fs (α) (9)
0
Z ∞
f (x) = Fc (α) sin αu dα is called the inverse Fourier transform sine Fc (α) (11)
0
We show that
3
0.6 Properties of Fourier transforms
∂v ∂2v ∂v ∂F(v)
(F( ) = iαF(v), F( 2 ) = −α2 F(v), F( ) = ( ), (18)
∂x ∂x ∂t ∂t
Z ∞ Z ∞
∂v ∂v −iαx ∞
F( ) = e dx = e−iαx v −∞ + iα ve−iαx dx, (19)
∂x −∞ ∂x −∞
∂2v
F( ) = −α2 F(α), (20)
∂x2
∂w ∂2w ∂w
v= , F( ) = iαF( ) = (iα)2 F(w). (21)
∂x ∂x ∂x
We can generalize
∂nv
F = (iα)n F(v).
∂xn
Z ∞ Z ∞
∂v ∂v −iαx ∂ ∂
F( )= e dx = ve−iαx dx = F(v) (22)
∂t −∞ ∂t ∂t −∞ ∂t
∂u ∂2u
= k 2, u(x, 0) = f (x), |u(x, t)| < M, où − ∞ < x < ∞. (23)
∂t ∂x
2) Give the physical interpretation
Solution 1) By taking the transform part and others of this equality and using (Eq. 20) and (Eq. 22), it comes :
∂û
= −kα2 û. (24)
∂t
2
By solving this equation, it comes : û = Ce−kα t ,
2
û = F(u(x, t)) = Ce−kα t . (25)
4
(x−u)2 x−u
If we operate a change of variable u = f (z) defined by 4kt = z 2 or √
2 kt
= z, the expression (Eq. 30) becomes
1
Z ∞
2 √
u(x, t) = √ e−z f (x − 2z kt) dz. (31)
π −∞
2)The physical interpretation of the problem comes down to determining the temperature of a thin and infinite
bar whose surface is isolated and the initial temperature is f (x).
and the non-homogeneous initial conditions(Because the second part of the equality is not equal to zero)
∂u
u(0, x) = ϕ(x), = ψ(x), 0 ≤ x ≤ l. (34)
∂t t=0
Equation (Eq. 32) is linear and homogeneous, which is why the sum of the particular solutions will always be a
solution of this equation.
Let us look for a non-trivial solution, that is to say non-zero, written as the product of two functions :
X 00 T = T 00 X, (36)
or after division by XT
X 00 (x) T 00 (t)
= . (37)
X(x) T (t)
The left part of this equality does not depend on t and the right part does not depend on x. Thus, we thus obtain
the equality of two functions of different variables :
X 00 (x) T 00 (t)
= = −λ. (38)
X(x) T (t)
(In the following we will show that this constant is real).
From the previous relation it comes that :
5
To define the functions X(x) and T (t), the boundary conditions (4.2) give
It happens that the function X(x) should check the boundary conditions
If not, we had T (t) = 0 that is to say u(t, x) = 0 and we are looking for the non-trivial solution. So we arrived
at the problem of eigenvalues.
We need to look for the number λ called clean solution and we need to find that solution. The problem posed
is that of STURM-LIOUVILLE.
Here we will consider three cases :
λ < 0, λ = 0, λ > 0. (42)
1) If λ < 0, The problem does not admit a non-trivial solution ; indeed, the general solution is
√ √
−λx
X(x) = C1 e + C2 e− −λx
(43)
n2 π 2
λn = , n = 1, 2, 3, ... (49)
l2
Thus we had found the eigenvalues posed for the problem. To these eigenvalues correspond the eigenfunctions
nπ
Xn (x) = C2 sin
x, (50)
l
seen by the equation (Eq. 39), the eigenfunctions are defined up to a positive constant on we can set equal to 1,
or choose it such that the eigenfunction Xn (x) satisfies an additional condition called condition of normality. It is
necessary to introduce the standard such as
Z l
Xn2 (x) dx = 1. (51)
0
This shows that r
2
C2 = . (52)
l
6
Indeed we have
l
1 − cos 2nπ
Z l Z l
l x
Z
nπ 2 l
Xn2 (x) dx = x dx = C22
sin dx = C22 = 1. (53)
0 0 l 0 2 2
In the following, in order not to write the standard, we set C2 = 1
Now, let’s deal with the equation posed at the start (Eq. 32) - (Eq. 34). Let us substitute in equation (Eq. 40)
(for the function T (t)) the value λ found. He comes :
n2 π 2
Tn00 + Tn = 0. (54)
l2
After resolution, we have :
nπ nπ
Tn (t) = An cos t + Bn sin t, (55)
l l
where An et Bn are the coefficients.
Let’s set
nπ nπ nπ
un (t, x) = Xn (x)T (t) = (An cos t + Bn sin t) sin x (56)
l l l
which verifies the equation (Eq. 32) and the boundary conditions in (Eq. 33) for all An and P∞Bn constants. By
virtue of the linearity and homogeneity of the equation, the sum of the particular solutions n=1 un (t, x) is also
the solution of this equation.
Let’s try to define the constants An , Bn such that the infinite series
∞ ∞
X X nπ nπ nπ
u(t, x) = un (t, x) = (An cos t + Bn sin t) sin x (57)
n=1 n=1
l l l
also verifies the equation (Eq. 32) and the boundary conditions (Eq. 33) and the initial conditions (Eq. 34), let’s
start with the initial conditions.
∞
X nπ
u(0, x) = An sin x = ϕ(x) (58)
n=1
l
on the other hand, if we could differentiate the series (Eq. 57) member by member, we would have :
∞
∂u(t, x) X nπ nπ
= Bn sin x = ψ(x). (59)
∂t
t=0 n=1
l l
Suppose that the functions ϕ and ψ can be uniformly and absolutely decomposed into convergent series in
sin nπ
l x in the segment [0, l]. In the theory of trigonometric series we know that this is only possible if the functions
ϕ(x) and ψ(x) are continuous together with their first derivatives and that ϕ(0) = ϕ(l) = 0, ψ(0) = ψ(l) = 0, that
is to say at the end of the segment, these functions become null. Suppose the previous conditions are true then we
will have :
∞
2 l
Z
X nπ nπ
ϕ(x) = ϕn sin x, ϕn = ϕ(ζ) sin ζ dζ, (60)
n=1
l l 0 l
∞
2 l
Z
X nπ nπ
ψ(x) = ψn sin x, ψn = ψ(ζ) sin ζ dζ. (61)
n=1
l l 0 l
The series for ϕ(x) and ψ(x) are absolutely and uniformly convergent. If we compare these series with the
formulas (Eq. 58), (Eq. 59) and (Eq. 57), we can differentiate in members by t, thus so that the initial conditions
are satisfied, we must set
l
An = ϕn , Bn = ψn . (62)
nπ
thus the solution of the equation (Eq. 32)-(Eq. 34) will be :
∞
X nπ l nπ nπ
u(t, x) = (ϕn cos t+ ψn sin t) sin x. (63)
n=1
l nπ l l
7
0.9 Method of separation of variables for the resolution of the heat
propagation equation.
For the resolution of the problem of heat propagation through a limited bar, we can also use the method of
separation of variables that we have already studied in the case of the vibrating wire.
Let us find the solution of the heat propagation equation.
∂u ∂2u
= a2 2 , où u(x, t) ∈ Q = {x, t : 0 < x < l, 0 < t < T } (64)
∂t ∂x
with initial condition
u(0, x) = ϕ, (65)
and boundary condition
u(t, 0) = u(t, l) = 0 (66)
Using the variable separation method we get :
1 T 0 (t) X 00 (x)
u(t, x) = T (t)X(x), = = −λ.
a2 T (t) X(x)
Thus we obtain the particular solution of the heat propagation equation with the initial data of the form
2 nπ
un (t, x) = Cn e−a λn t
sin x. (70)
l
To check the initial condition, let’s establish the series :
∞ ∞
X X 2 nπ
u(t, x) = un (t, x) = Cn e−a λn t
sin x. (71)
n=1 n=1
l
From the initial condition, determine the coefficients Cn from the Fourier coefficients of the initial function ϕ(x).
We have :
∞
X nπ
u(0, x) = Cn sin x, (72)
n=1
l
that is, Cn is the Fourier coefficient of the function ϕ by the Fourier series decomposition into sines.
Z l
2 nπ
Cn = ϕn = ϕ(ζ) sin ζ dζ. (73)
l 0 l
to complete the resolution of the problem we must show that the series in (Eq. 71) with Cn defined by the
formula (Eq. 73) converges uniformly with the second derivative with respect to x and to the first derivative with
respect to to t (this is so that the series (Eq. 71) verifies the initial equation (Eq. 64).
8
If ϕ is continuous and piecewise differentiable and satisfies the condition ϕ(0) = ϕ(l) = 0, then the series (Eq.
326) converges absolutely and uniformly in Q̄ = {x, t such that 0 ≤ x ≤ l and 0 ≤ t ≤ T } i.e. define a function
continuous in Q̄.
In the following, it remains to show that the series obtained can be derivative member by member, that is to
say that it verifies the heat propagation equation. Let us show that the series (Eq. 71) for t ≥ t0 > 0 can be derived
member by member with respect to t and x several times for any t0 > 0. In addition, all the series obtained are
convergent (uniform convergence) so in this case the properties of the solution of the heat propagation equation
differ from that of the vibrating wire. This quite simply because in the solution in S, the exponential is present and
raised to the negative power (for t ≥ t0 > 0). This is why the majoring series
∞
X ∞
X nπ 2
αn = Mnq exp −a 2
t0 (74)
n=1 n=1
l
Thus, we have shown that if ϕ(x) ∈ C 1 (Q̄) où Q̄ = {x, t : 0 ≤ x ≤ l, t ≥ 0}, ϕ̄0 piecewise continue ϕ(0) = ϕ(l) = 0,
then there is a unique solution to the problem
∂u ∂2u
= a2 2 , (x, t) ∈ Q, u(0, x) = ϕ(x), u(t, 0) = u(t, l) = 0 (76)
∂t ∂x
continuous in the domain Q̄ and satisfying the given equation inside Q. This solution is presented as a series
∞
nπ 2 2 nπ
C n e −( )
X
a t
u(t, x) = l sin x. (77)
n=1
l
The solution (Eq. 328) is infinitely differentiable with respect to t and x for t > 0.
9
0.11 Reminder
0.11.1 Euclidean vector space :
Definition 1. :
Let V be a K − vectorspace. The real function denoted (x, y) or < x, y > or < x|y > for any couple (x, y)
belonging to V is called a scalar product if
Definition 2. :
Any vector space in which the scalar product is defined is called Euclidean vector space. In a Euclidean vector
space, we can define the norm or the distance associated with this space
p
||x|| = (x, x) (84)
In a Euclidean vector space, if we have two vectors x and y which satisfy the condition (x, y) = 0, then we say
that the vectors x and y are orthogonal.
If in a Euclidean vector space we have a vector system (xα )α∈N which is such that
(xα , xβ ) = 0 si α 6= β, (87)
we have ! 21
n
X
||x|| = x2i (92)
i=1
10
n
X
(x, y) = xi yi . (93)
i=1
In the sequence n X p o
lp = x = (x1 , x2 , ..., xn )/ xi < ∞ (94)
we have ! p1
n
X
||x||p = xpi (95)
i=1
The space C 2 ([a, b]) is the set of functions which are differentiable twice in the interval [a, b].
Z b
∀f, g ∈ C 2 ([a, b]), (f, g) = f (t)g(t) dt (96)
a
Exercise 1 : Show that
1 2πt
, cos n (97)
2 b−a n∈N
forms an orthogonal system in C 2 ([a, b]).
exercise 2 : Do the same for
1 2πt
, sin n (98)
2 b−a n∈N
exercise 3 : Do the same for
2πt 2πt
cos n , sin n (99)
b−a b−a n∈N
n
! p1
X
||x||p = xpi . (102)
i=1
We see that with this norm thus defined, the space will not always be a Euclidean space. Let’s try to see for which
p it will be :
We set f (1, 1, 0, ..., 0) and g(1, −1, 0, ..., 0). Let’s try to calculate the norm of each vector.
1 1
||f ||p = 2 p , ||g||p = 2 p , ||f + g||p = 2, ||f − g||p = 2, (103)
11
0.11.3 Normal space
One of the important classes among normed spaces is the class of integrable functions in the sense of Lebesgue.
These are the spaces L1 and L2 . Let X be a measurable space with the measure µ. The space denoted by L1 (X, µ)
and which is made up of all the functions f which are absolutely integrable along X, is defined by
Z
L1 (X, µ) = f, |f | dµ < ∞ . (108)
X
The norm is Z
||f || = |f (µ)| dµ (109)
X
This space is infinite and complete.
The space L2 is the space denotedR L2 (X, µ) made up of all the functions which are therefore integrable by
quadrature following X if the integral f 2 (x) dµ < ∞ and exists.
The set Rof all these functions will be noted L2 (X, µ).
(f, g) = f (µ)g(µ) dµ is the scalar product ins L2 .
Definition 4. Banach space
Any full normal vector space is called Banach space.
Definition 5. Schwarz space
In other words, the space S consists of the functions u(x) ∈ C ∞ (R) which together decrease with its derivatives
faster than a function
1
∀β ∈ R. (111)
1 + |x|β
2
Exercise : Show that u(x) = e−x ∈ S.
12