EA201 / EE203

Mathematical Methods for Engineers II

Advanced Engineering Mathematics, 11E
Erwin Kreyszig, John Wiley & Sons, 2014
Thomas’ Calculus, 13E
George B. Thomas Jr., Maurice D. Weir & Joel R. Hass.
Addison-Wesley, 2014
Part II
Instructor: Dr. Simon Wong
 Syllabus
1. Ordinary Differential Equations ODEs
a) Separable and linear first-order equations CH1
b) Second-order equations reductible to first-order CH2
c) Linear nth -order equations CH3
d) Homogeneous equations CH2/3
e) Non-homegeneous equation CH2/3

2. Laplace Transforms CH6

a) Definition and algebraic properties
b) Solution of differential equations
c) Application to step functions and delta functions

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 Syllabus
3. Fourier Series and PDEs CH 11, 12
a) Review on Foundational Topics
b) Fourier, Fourier cosine and Fourier sine series and their
properties
c) Introduction to heat, vibration and potential equations with
boundary and/or initial conditions
d) Linearity, superposition and separation of variables
e) Solution of homogeneous and non homogeneous problems by
separation of variables

4. Series Solutions of ODEs CH5

a) Review on Series and Sequence
b) Power series solutions, ordinary and singular points
c) Introduction to Frobenius solutions

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 Topic 3
1. Fourier Series (CH 11)
2. Partial Differential Equations (CH 12)

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 Some waveforms you may have encountered
Common periodic waveforms

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 Some waveforms you may have encountered

Trumpet Sound
Waveform

ECG Waveform
of Heart Beat

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 Purpose of this topic
Many of the phenomena studied in engineering and
science are periodic in nature e.g. the current and
voltage in an AC circuit.

Square, saw tooth, ramp, triangular etc. waveforms

occur in electronics and telecommunication.

Purpose: use trigonometric functions to allow us to

approximate any of these periodic waveforms and
hence to analyse them closely.

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 Purpose of this topic: Fourier Series

In particular, we break these periodic functions into

their constituent components (fundamentals and
harmonics) by a process called Fourier analysis.

In another word, these waveforms can be constructed

by adding weighted, infinite sum of sinusoids
(sine/cosine functions) together. The sum of these
special trigonometric functions is called the Fourier
Series.

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 Fourier Series
Fourier series are infinite series that represent general periodic
functions in terms of simple ones, namely, cosines and sines functions.

This trigonometric system is orthogonal, allowing the computation of

the coefficients of the Fourier series by use of the well-known Euler
formulas.

Fourier series are very important because it allows us to

• find solution of ODEs in connection with forced oscillations and the
approximation of periodic functions.
• solve applications involving PDEs.

Taylor series (Topic 4) can only be applied to continuous functions.

Fourier series can be applied to many discontinuous periodic functions,
and even non-periodic phenomena.
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 Fourier Series
An example of Fundamental and Harmonics
Sine Wave

A harmonic is a wave whose frequency is an integral multiple

10 of the frequency of some reference wave.
 3.0 Review of Foundational Topics
Periodic Function & Properties
Even / Odd Functions
Some Cosine / Sine Properties & Identities

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3.0 Review of Foundational Topics
Learning Outcomes
1. Understand the properties of periodic functions.
2. Able to determine the values of sine and cosine
whose arguments are integer multiple of π.
3. Able to identify even / odd functions and know
their properties.
4. Able to assess the integral over a symmetric
interval based on the even/odd properties of the
integrand.

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 Review - Periodic Function - Properties
A function f(x) is called a periodic function if f(x) is
defined for all real x, except possibly at some points,
and if there is some positive number T, called a period
of f(x), such that
[1] f(x + nT) = f(x) ∀x, and n∈ ℤ

Examples of
• periodic functions: cosine, sine, tangent, and
cotangent.
• non-periodic functions: x2, x3, ex, cosh x, ln x.
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 Review - Periodic Function- Properties
The graph of a periodic function has the characteristic
that it can be obtained by periodic repetition of its
graph in any interval of length. The function which
remains unchanged when time-shifted by one period.
The smallest positive period is often called the
fundamental period.
Period function with period T

T
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 Review - Periodic Function - Properties

1. A periodic function must be everlasting

From –∞ to ∞
Why?

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 Review - Periodic Function - Properties

2. You only need one period of the signal to generate the

entire signal

Why?

A periodic signal cam be expressed as a sum of

sinusoids of frequency f0 = 1/T and all its harmonics

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 Review - Periodic Function
Visualization
Can you represent this simple function using
sinusoids? Single sinusoid
representation

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 Fourier Series
Approximation of a periodic saw-tooth wave using
trigonometric function and its harmonics

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 Review - Periodic Function
Facts
1. sin (ωx) and cos (ωx) are periodic functions with
period
𝟐𝟐𝝅𝝅
𝑻𝑻 = , where ω is the frequency.
𝝎𝝎

e.g.
for sin 2x, T = 2π /2 =π ; Frequency and period
of this function is ___.

for cos ½ x, T =2π/½ = 4π 𝒇𝒇 𝒙𝒙 = 𝒄𝒄𝒄𝒄𝒄𝒄 (

𝒏𝒏𝝅𝝅𝒙𝒙
)
𝑳𝑳

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 Review - Periodic Function
Facts
2. If f(x) and g(x) both have period T, given any constants
a and b then the following also have the same period T.
• af(x) + bg(x) (summation)
• f(x) g(x) (product)

e.g. h(x)= 2 sin 2x + 3 cos 2x, will have period T = π

k(x) = (sin ½ x)(cos ½ x), will have period T = 4π
𝒏𝒏𝝅𝝅𝒙𝒙 𝒏𝒏𝝅𝝅𝒙𝒙
What is the period of this function? f(x) = (sin x)(cos x)
20 𝟐𝟐 𝟐𝟐
 Review - Periodic Function

Here are some sine/cosine functions with the same period

T = 2π but with different integer frequencies
=> different harmonics.

Fundamental 2nd Harmonic 3rd Harmonic nth Harmonic

Frequency f0 = 1 Frequency 2f0 = 2 Frequency 3f0 = 3 Frequency = n

cos nx

sin nx

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 Review – Cos/Sin Function
Properties of cos x, cos mx, and cos mx/2 functions, m ∈ ℤ

Note:
1. cos π = -1, cos 2π = 1, cos 3π = -1, cos 4π = 1….
2. cos π/2 = 0, cos 3π/2 = 0, cos 5π/2 = 0, cos 7π/2 = 0….
Summary
−𝟏𝟏 𝒇𝒇𝒇𝒇𝒇𝒇 𝒐𝒐𝒐𝒐𝒐𝒐 𝒎𝒎 Or just, (-1)m
cos mπ = 𝟏𝟏 𝒇𝒇𝒇𝒇𝒇𝒇 𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆 𝒎𝒎

𝟐𝟐 𝒇𝒇𝒇𝒇𝒇𝒇 𝒐𝒐𝒐𝒐𝒐𝒐 𝒎𝒎 𝑚𝑚𝜋𝜋

1 - cos mπ = cos = 𝟎𝟎, 𝒇𝒇𝒇𝒇𝒇𝒇 𝒐𝒐𝒐𝒐𝒐𝒐 𝒎𝒎
22 𝟎𝟎 𝒇𝒇𝒇𝒇𝒇𝒇 𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆 𝒎𝒎 2
 Review – Cos/Sin Function
Properties of sin x, sin nx, and sin nx/2 functions, n ∈ ℤ

Note:
1. sin π/2 = 1, sin 3π/2 = -1, sin 5π/2 = 1, sin 7π/2 = -1….
2. sin π = 0, sin 2π = 0, sin 3π = 0, sin 4π = 0….
Summary sin 𝒏𝒏𝝅𝝅 = 𝟎𝟎, ∀𝐧𝐧 𝝐𝝐 ℤ
(2𝑛𝑛 + 1)𝜋𝜋 −𝟏𝟏 𝒇𝒇𝒇𝒇𝒇𝒇 𝒐𝒐𝒐𝒐𝒐𝒐 𝒏𝒏
sin
2
=
𝟏𝟏 𝒇𝒇𝒇𝒇𝒇𝒇 𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆 𝒏𝒏 Or just, (-1)n

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 Practice
The fundamental period is the smallest positive period. Find it for

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 Review – Even/Odd Function
Even function: 𝒇𝒇 −𝒙𝒙 = 𝒇𝒇 𝒙𝒙
• A function f is even on [−L, L] if its graph on [−L, 0] is the
reflection across the vertical axis of the graph on [0, L].

=>The graph is symmetry at the y-axis.

• The value of the function is the same on the same distance
but at the opposite side of the x-axis.
f(x) = |x|
f(x) = cos x

-a a
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 Review – Even/Odd Function

Even function: 𝒇𝒇 −𝒙𝒙 = 𝒇𝒇 𝒙𝒙

Find the equations of this piecewise functions.

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 Review – Even/Odd Function
Even function: 𝒇𝒇 −𝒙𝒙 = 𝒇𝒇 𝒙𝒙
Examples:
f(x) = x2 + 1 f(-x) = (-x)2 + 1 = x2 + 1 = f(x)
f(x) = cos x f(-x) = cos (-x) = cos x = f(x)
f(x) = |x| f(-x) = |-x| = |x| = f(x)
In general,
x2m and cos mx
are even on [−L, L] for m ∈ ℕ.
g(x) = cos mx, m ∈ ℝ, is always an even function
g(-x) = cos m(-x) = cos (-(mx)) = cos mx = g(x)
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 Review – Even/Odd Function
Odd function: 𝒇𝒇 −𝒙𝒙 = −𝒇𝒇 𝒙𝒙
• A function f is odd on [−L, L] if its graph on [−L, 0) is the
reflection through the origin of the graph on (0, L].
=> The graph is symmetric at the origin.
• The value of the function change sign but with the same
magnitude when x is at the same distance but opposite side of
the x-axis.

f(x) = 1/x
d
d

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 Review – Even/Odd Function
Odd function: 𝒇𝒇 −𝒙𝒙 = −𝒇𝒇 𝒙𝒙
Examples:
f(x) = x3 f(-x) = (-x)3 = -x3 = - f(x)
f(x) = sin x f(-x) = sin (-x) = - sin x = -f(x)
1 1 1
f(x) = f(-x) = = − = -f(x)
𝑥𝑥 −𝑥𝑥 𝑥𝑥

In general,
x2n+1 and sin nx
are odd on [−L, L] for n ∈ ℕ.

h(x) = sin nx, n ∈ ℝ, is always an odd function

29 h(-x) = sin n(-x) = sin (-(nx)) = - sin nx = - h(x)
 Review – Even/Odd Function

Odd function: 𝒇𝒇 −𝒙𝒙 = −𝒇𝒇 𝒙𝒙

Find the equations of this piecewise functions.

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 Review – Even/Odd Function
Many functions are neither even nor odd.
Examples:
f(x) = x2 + x3 f(-x) = (-x)2 + (-x)3 = x2 - x3 ≠ - f(x) ≠ f(x)
f(x) = ex f(-x) = e-x ≠ - f(x) ≠ f(x)
f(x) = ex
f(x) = cos x + sin x
f(-x) = cos (-x) + sin (-x)
= cos x - sin x
≠ - f(x)
≠ f(x)

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 Properties – Hyperbolic functions sinh x /cosh x

Hyperbolic Functions: sinh x and cosh x

Even Function Odd Function

cosh (0) = 1 sinh (x) = 0, iff x = 0

cosh x > 0, ∀x
 Properties – Hyperbolic functions sinh x /cosh x

Hyperbolic Functions: sinh x and cosh x

The function can be written as

y(x) = d1 cosh (αx) + d2 sinh (αx)

And,

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 Review – Even/Odd Function
Are the following functions even or odd or neither
even nor odd?

3.

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 Practice – Sketching of functions

10.

11.
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 Properties - Even/Odd Function
Even and Odd Functions
Facts:
Even function + Even function = Even function
Even function * Even function = Even function

Odd function + Odd function = Odd function

Odd function * Odd function = Even function

Even function + Odd function = Neither function

Even function * Odd function = Odd function

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 Properties – Even/Odd and Symmetric Function
Even and Odd Functions This is covered in Calculus I/II
Facts: Over a symmetric interval in the form [ -L, L]

1. If f (x) is an even function over [-L, L], then,

𝑳𝑳 0 𝐿𝐿
∫−𝑳𝑳 𝒇𝒇 𝒙𝒙 𝒅𝒅𝒅𝒅 = ∫−𝐿𝐿 𝑓𝑓 𝑥𝑥 𝑑𝑑𝑑𝑑 + ∫0 𝑓𝑓 𝑥𝑥 𝑑𝑑𝑑𝑑
0 𝐿𝐿
= − ∫𝐿𝐿 𝑓𝑓 𝑥𝑥 𝑑𝑑𝑑𝑑 + ∫0 𝑓𝑓 𝑥𝑥 𝑑𝑑𝑑𝑑
𝑳𝑳
= 2∫𝟎𝟎 𝒇𝒇 𝒙𝒙 𝒅𝒅𝒅𝒅

2. If f (x) is an odd function over [-L, L], then,

𝑳𝑳 0 𝐿𝐿
∫−𝑳𝑳 𝒇𝒇 𝒙𝒙 𝒅𝒅𝒅𝒅 = ∫−𝐿𝐿 𝑓𝑓 𝑥𝑥 𝑑𝑑𝑑𝑑 + ∫0 𝑓𝑓 𝑥𝑥 𝑑𝑑𝑑𝑑 = 0

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 Properties – Even/Odd and Symmetric Function

Let’s analyze f(x) = sin nx and f(x) = cos mx.

1. As f (x) = cos mx is an even function over [-π, π], then,

𝝅𝝅 𝝅𝝅
𝟐𝟐 𝝅𝝅
� 𝒄𝒄𝒄𝒄𝒄𝒄 𝒎𝒎𝒎𝒎 𝒅𝒅𝒅𝒅 = 𝟐𝟐 � 𝒄𝒄𝒄𝒄𝒄𝒄 𝒎𝒎𝒎𝒎 𝒅𝒅𝒅𝒅 = 𝒔𝒔𝒔𝒔𝒔𝒔 𝒎𝒎𝒎𝒎 = 𝟎𝟎
−𝝅𝝅 𝟎𝟎 𝒎𝒎 𝟎𝟎

2. Since f (x) = sin nx is an odd function over [-π, π], then,

𝝅𝝅
𝟐𝟐 𝝅𝝅
� 𝒔𝒔𝒔𝒔𝒔𝒔 𝒏𝒏𝒏𝒏 𝒅𝒅𝒅𝒅 == − 𝒄𝒄𝒄𝒄𝒄𝒄 𝒏𝒏𝒏𝒏 = 𝟎𝟎
−𝝅𝝅 𝒏𝒏 −𝝅𝝅

Take note of these two facts.We will use it later.

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 Properties – Even/Odd and Symmetric Function

Combining the facts from previous 2 slides

Since, Even function * Odd function = Odd function

Then f(x) = cos x sin x is an odd function.

This in terms means

𝑳𝑳 𝐿𝐿
∫−𝑳𝑳 𝒇𝒇 𝒙𝒙 𝒅𝒅𝒅𝒅 = ∫−𝐿𝐿 cos 𝑥𝑥 sin 𝑥𝑥 𝑑𝑑𝑑𝑑 =0

𝑳𝑳 𝐿𝐿 1 1
∫−𝑳𝑳 𝒇𝒇 𝒙𝒙 𝒅𝒅𝒅𝒅 = ∫−𝐿𝐿 sin 2𝑥𝑥 𝑑𝑑𝑑𝑑 = − cos 2𝑥𝑥 |𝐿𝐿−𝐿𝐿 =0
2 4

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 Some important Trigonometric Identities and
Integrals
Important Facts we will use later:

3.

40
 Some important Trigonometric Identities and
Integrals

7.

8.

41
 Some important Trigonometric Identities and
Integrals

9.

10.

11.

12.

42
 Some important Trigonometric Identities and
Integrals

13. Product to Sum Identities:

43
 Some important Trigonometric Identities and
Integrals

14. Sum to Product Identities:

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 Foundational Topics
Euler Formula

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 Review - Euler Formula

Euler’s formula e = cos( x) + i sin( x)

ix

Phasor notation:

x + iy = z eiϕ
where z = x 2 + y 2

= zz
= ( x + iy )( x − iy )
 y
and ϕ = tan  
−1

46 x
 Review – Euler’s Formula
Euler’s formula
2 3 4
x x x
Taylor series expansions e x = 1 + x + + + + ...
2! 3! 4!
x 2 x 4 x 6 x8
Even function ( f(x) = f(-x) ) cos( x) = 1 − + − + − ...
2! 4! 6! 8!
x3 x5 x7 x9
Odd function ( f(x) = -f(-x) ) sin( x) = x − + − + − ...
3! 5! 7! 9!

2 3 4 5 6 7
x ix x ix x ix
eix = 1 + ix − − + + − − + ...
2! 3! 4! 5! 6! 7!
= cos( x) + i sin( x)
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 Review – Euler’s Formula

𝒆𝒆𝒊𝒊𝒊𝒊 + 𝒆𝒆−𝒊𝒊𝒊𝒊 𝒆𝒆𝒊𝒊𝒊𝒊 − 𝒆𝒆−𝒊𝒊𝒊𝒊

𝒄𝒄𝒄𝒄𝒄𝒄 𝒙𝒙 = 𝒔𝒔𝒔𝒔𝒔𝒔 𝒙𝒙 =
𝟐𝟐 𝟐𝟐𝟐𝟐

Reminder on properties of Logarithm:

𝒃𝒃𝒍𝒍𝒍𝒍𝒍𝒍𝒃𝒃 𝒙𝒙 = 𝒙𝒙
⇒ 𝒊𝒊𝒊𝒊 = 𝒆𝒆𝒍𝒍𝒍𝒍 𝒊𝒊𝒊𝒊

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