Chapter 1 Orthogonal Functions and Fourier Series

1.1 Orthogonal Functions

orthogonal

1.1
f1 f2 [a, b]
( f1 , f 2 ) =

f
a

( x ) f 2 ( x ) dx

1.2 orthogonal functions

f1 f2 [a, b]
( f1 , f 2 ) =

f
a

( x ) f 2 ( x ) dx =0

1.3 orthogonal set

{ 0 ( x ), 1 ( x ), 2 ( x ), ,}
[a, b]
( m ,n ) =

( x ) n ( x ) dx = 0,

m n

u u (norm)

2
u u = u square norm u = u u
n n ( x ) 2 n ( x ) = ( n ,n )
1.3
n ( x )

n ( x )dx

n ( x ) =

n 2 ( x )dx

{ n ( x )} [a, b] n ( x ) =1 n = 0, 1, 2,
{ n ( x )} orthonormal set
orthonormal set normalize


{ n ( x )} [a, b] y = f(x)
[a, b] f(x)
f ( x ) = c0 0 ( x )+ c11 ( x ) ++cn n ( x ) + =

c
n

(x)

n=0

cn ( n = 0, 1 2,)
m ( x ) a b
b

f ( x )
a

( x ) dx = c0 0 ( x ) m ( x ) dx +c1 1 ( x ) m ( x ) dx ++cn

( x ) m ( x )dx +

f ( x )

( x ) dx = cn

2n ( x )dx

m = n

cn

f ( x ) ( x ) dx = f ( x ) ( x ) dx
=
(x)
( x )dx
n

n = 0, 1, 2,.

1 f(x)

1.4 weight function

{ 0 ( x ), 1 ( x ), 2 ( x ), ,}
[a, b] w(x)
b

(m ,n ) = w ( x ) m ( x ) n ( x ) dx = 0,
a

m n

w(x) > 0 w(x)

1 w ( x ) m ( x )
b

cn

f ( x )w ( x ) ( x ) dx = f ( x )w ( x )
=
(x)
w ( x ) ( x )dx
n

( x ) dx

123 f orthogonal
series expansion Fourier generalized Fourier series

1.2 Fourier Series

Fourier
Fourier
Fourier PDE

2
3

2
3
x ,cos
x , ,sin x ,sin
x ,sin
x ,
1,cos x ,cos
p
p
p
p
p
p

f(x)[-p, p]

f (x) =

a0

( a

cos

n=1

n
n
x + bn sin
x)
p
p

4(-p
p)

f ( x ) dx =

a0

dx +

( a
n

n=1

cos

n
xdx +bn
p

sin

n
xdx )
p

a0 =

1
p

f ( x ) dx

4 cos(mx/p)-p p

f ( x )cos

a
m
xdx = 0
p
2

cos

m
xdx +
( an
p
n=1

cos

n
m
x cos
xdx +bn
p
p

sin

n
m
x cos
xdx
p
p

cos

0,
m
n
x cos
xdx =
p
p
p ,

m n
m= n

an =

1
p

f ( x ) cos

n
xdx
p

4 sin(mx/p)-p p

f ( x )sin

a
m
xdx = 0
p
2

sin

m
xdx +
( an
p
n=1

cos

n
m
x sin
xdx + bn
p
p

sin

sin

0,
m
n
x sin
xdx =
p
p
p ,

m n
m= n

bn =

1
p

f ( x )sin

n
xdx
p

4567 f
Fourier 567 f Fourier

1.3 Fourier Sine and Cosine Series

odd function and even function
f(x) f(-x) = f(x) f(-x) = -f(x)
y

1.
2.
3.
4.
5.
6.

f(x) a f

( x )d
x =2 f ( x ) d
x
0

n
m
x sin
xdx
p
p

7.

f(x) a f

( x ) =0

(1) f(x)567
1
p

1
p
1
bn =
p

a0 =

an =

f ( x ) dx =

2
p

f ( x ) dx

n
2
xdx =
p
p
p
p
n
f ( x )sin
xdx = 0
p
p
p

f ( x )cos

n
xdx
p

f ( x )cos

4 Fourier Fourier Cosine

f (x) =

a0
2

( a

cos

n=1

n
x)
p

(2) f(x)567
1
p
1
an =
p
a0 =

f ( x ) dx = 0

n
xdx = 0
p
1 p
n
2
bn =
f ( x ) sin
xdx =
p p
p
p

f ( x ) cos

f ( x ) sin

n
xdx
p

4 Fourier Fourier Sine

f (x) =

( b

n=1

sin

n
x)
p

Fourier
Fourier IntegralFourier Fourier

Show some examples on the applications of Fourier series expansion in the class.
1.4 Sturm-Liouville Problem
two-point
boundary value problem
ODEbuckling

 y + y = 0,

y ( 0) = 0,

y(L )= 0

0<x<L

(Show the solution details in the class.)

ODE =n22/L2 n = 1, 2, 3,.

eigenvalues nontrivial solution
y = c2 sin( nx / L ) eigenfunctions
Fourier sine
eigenvalue problem

ODE

d
[ r ( x ) y ]+ ( q ( x )+ p ( x )) y = 0
dx

1y ( a)+ 1y ( a) = 0
2y ( a)+ 2y ( a) = 0

pqr [a, b] r(x) > 0 p(x) > 0

regular Sturm-Liouville problem
[a, b] r(x) = 0 p(x) = 0
singular Sturm-Liouville problem
ODE
homogenousnonhomogeneous
Sturm-Liouville problem

regular Sturm-Liouville problem

(a) nn
(b)
(c) linearly independent
(d) [a, b] p(x)

p(x ) y
a

m n

( x ) y n ( x ) dx = 0,

Sturm-Liouville problem Fourier series

Fourier regular Sturm-Liouville problem
Fourier

Series Type

ODE

Boundary
Conditions

Eigenvalues

Eigenfunctions

Fourier cosine y + y = 0
series

y(0) = 0
y(L) = 0

n = (

n 2
)
L

y n = cos

n
x
L

Fourier sine
series

y + y = 0

y(0) = 0
y(L) = 0

n = (

n 2
)
L

y n = sin

n
x
L

Fourier series

y + y = 0

y(-L)-y(L) = 0 n = ( n )2
L
y(-L)-y(L) = 0

y n = An cos
+ B n sin

n
x
L

n
x
L

Sturm-Liouville problem ODE

Name of Equation
Helmholtz equation
Legendre equation

ODE

Applicable Interval

y + y = 0

x1 < x < x2

(1 x ) y 2xy + y = 0
2

-1 < x < 1

Bessel equation

x y + xy + ( x ) y = 0

0<x<b

Laguerre equation

xy + (1 x ) y + y = 0

0<x<

Hermite equation

y 2xy + y = 0

- < x <

Show how to find eigenvalues and corresponding eigenfunctions of SturmLiouville boundary value problems. Refer to the examples and problems in Andrews
book.