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1 p n
an =
p p
f ( x) cos
p
xdx
1 p n
bn =
p p
f ( x) sin
p
xdx Fourier coefficient of f .
a
If f is odd, then
a
f ( x)dx = 0
odd * odd=even
even * even =even
odd * even =odd
1 p n n
p
an = f ( x ) cos dx = 2 f ( x) cos xdx
p p p 0 p
1 p n
bn =
p p
f ( x) sin
p
xdx = 0
a0 n
f ( x) = + an cos x Fourier cosine series
2 n=1 p
(b) If f is an odd function on (-P,P), then its Fourier expansion:
n
f ( x) = bn sin x Fourier sine series
n =1 p
2 p n
, where bn =
p 0
f ( x) sin
p
xdx
1 2p n
an =
p 0
f ( x) cos
p
xdx
2T 2T
+ =0
x 2 y 2
d2 X
From
1 : + 2 X = 0 (2nd order homo ODE)
dx 2
BC1 : AY ( y ) = 0 , A = 0
d 2Y
From 2 :
2
2 Y = 0 , r 2 2 = 0 , r 2 = , Y = Ce y + De y ( BC)
dy
e y + e y e y e y
cosh y = , sinh y =
2 2
n n
Y = C cosh( y ) + D sinh( y)
L L
n
BC3 : 0 = C cosh 0 + D sinh 0 = C ,Y = D sinh( y)
L
n nx
L
L
En sinh b = f ( x) sin( )dx
L 20 L
nx
L
L
20 f ( x) sin(
L
)dx
En =
nb
sinh( )
L
nx
L
L
nx ny 20 f ( x) sin(
L
)dx
T ( x, y ) = En sin( ) * sinh( ) , where En =
L L n
n =1
sinh b
L
2u u
Example2: Heat equation: k 2 = (u : temperature)
x t
BC1: x = 0, u = 0 BC2: x = L, u = 0 BC3: t = 0, u = x( L x)
Let u ( x, t ) = X ( x) * T (t ) PDE
2 X T 1 2 X 1 T
k = X = 0 = = 2
x 2 t X x 2
kT t
d2 X
+ 2 X = 0
1 x = 0, u = 0
dx 2
x = L, u = 0
d 2T
+ k2 T = 0
2 t = 0, u = x( L x)
dt
1 : r 2 + 2 = 0 , r 2 = i , X = A cos x + B sin x
From
BC1 : A cos ( x) * T (t ) = 0 , A = 0
nx
L
2
Dn =
L0 x( L x) sin(
L
)dx
n 2 2 kt nx nx
L
2
u = Dn exp( 2
) sin( ) , where Dn = x( L x) sin( )dx
n =1 L L L0 L
T T
Example: +x = 0 , T ( x,0) = 0 , T (0, t ) = 4t
x t
Take Laplace on each part of PDE
dT
+ x[ sT T ( x,0)] = 0 ,
dx
dT
T ( x,0) = 0 + xsT = 0 (1st order linear ODE)
dx
BC: = 0, Q = 1 & = , Q = 0
BC1 c2 = 1
1
BC2 c1 =
e
2
d
0
e
2
d
Q = 1 0
= 1 erf ( ) = erfc( )
e
2
d
0