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Elementary Differential Equations and Boundary Value Problems - Boyce W.E.

Boyce W.E. Elementary Differential Equations and Boundary Value Problems - John Wiley & Sons, 2001. - 1310 p.
Download (direct link): elementarydifferentialequations2001.pdf
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f (x + T) = f (x) (2)
for every value of x. An example of a periodic function is shown in Figure 10.2.1. It follows immediately from the definition that if T is a period of f, then 2T is also a period, and so indeed is any integral multiple of T.
The smallest value of T for which Eq. (2) holds is called the fundamental period of f. In this connection it should be noted that a constant may be thought of as a periodic function with an arbitrary period, but no fundamental period.
--T--- x

FIGURE 10.2.1 A periodic function.
10.2 Fourier Series
If f and g are any two periodic functions with common period T, then their product fg and any linear combination c1 f + c2g are also periodic with period T. To prove the latter statement, let F(x) = c1 f (x) + c2g(x); then for any x
F (x + T) = Cj f (x + T) + C2g(x + T) = Cj f (x) + C2g(x) = F (x). (3)
Moreover, it can be shown that the sum of any finite number, or even the sum of a convergent infinite series, of functions of period T is also periodic with period T.
In particular, the functions sin(mnx/L) and cos(mnx/L), m = 1, 2, 3,..., are periodic with fundamental period T = 2L/m. To see this, recall that sin x and cos x have fundamental period 2n, and that sin ax and cos ax have fundamental period 2n/a. If we choose a = mn/L, then the period T of sin(mnx/L) and cos(mnx/L) is given by T = 2nL/mn = 2L/m.
Note also that, since every positive integral multiple of a period is also a period, each of the functions sin(m nx /L) and cos (m nx/L) has the common period 2L.
Orthogonality of the Sine and Cosine Functions. To describe a second essential property of the functions sin(mnx/L) and cos(mnx/L) we generalize the concept of orthogonality of vectors (see Section 7.2). The standard inner product (u, v) of two real-valued functions u and v on the interval a < x < is defined by
(u, v) = I u(x)v(x) dx. (4)
J a
The functions u and v are said to be orthogonal on a < x < if their inner product is zero, that is, if
u(x)v(x) dx = 0. (5)
A set of functions is said to be mutually orthogonal if each distinct pair of functions in the set is orthogonal.
The functions sin(mnx/L) and cos(mnx/L), m = 1, 2,..., form a mutually orthogonal set of functions on the interval L < x < L .In fact, they satisfy the following orthogonality relations:
fL m n x nn x [ 0, m = n,
cos------cos-------dx = ' (6)
JL L L \L, m = n;
L~ L- L
[L . mnx . nnx [0, m = n,
sin------sin-------dx = { ' (8)
-L L L L , m = n.
These results can be obtained by direct integration. For example, to derive Eq. (8), note that
r'L mnx . nnx
cos------------sin------------dx = 0, all m, n; (7)
f'i . mnx . nnx 1 fL
sin-sin--dx = - I
(m n)n x (m + n)n x
cos -------Y,---------cos --------^--------
1 L f sin[(m n)nx/L] sin[(m + n)nx/L]1
2 n [ m n m + n J
= 0,
Chapter 10. Partial Differential Equations and Fourier Series
as long as m + n and m n are not zero. Since m and n are positive, m + n = 0. On the other hand, if m n = 0, then m = n, and the integral must be evaluated in a different way. In this case
*L r L
/L . mnx . nnx fL / . mnx\2
sin----sin-----dx = I I sin------I dx
L L L JL^ L '
1 f sin(2m n x / L)
- \x -
2 \ 2m n/L
= L.
This establishes Eq. (8); Eqs. (6) and (7) can be verified by similar computations.
The Euler-Fourier Formulas. Now let us suppose that a series of the form (1) converges, and let us call its sum f (x):
a0 / mnx mnx \
f (x) = f + E \m cos + bm sin ) . (9)
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