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Fourier Analysis for Math Students

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34 views40 pages

Fourier Analysis for Math Students

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tahmidni007
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Matrices, Vectors and Fourier Analysis Fall 2024-2025

Chapter - 3
Even and Odd function

A function y  f (x) is called even if f ( x)  f ( x), for all x in its domain. The graph of an even
function is symmetric with respect to the y-axis. For example, any constant function,
cos x, sec x, x 2n (n  0,  1,  2,  3) are even functions.

A function y  f (x) is called odd if f ( x)   f ( x), for all x in its domain. The graph of an odd
function is symmetric with respect to the origin. For example,
2 n 1
sin x, tan x, cot x, csc x, x (n  0,  1,  2,  3) are odd functions.

Most functions, however, are neither even nor odd.

Arithmetic Combinations of Even and Odd Functions

Operations Even and Even Odd and Odd Even and Odd
+/- Even Odd Neither
×/÷ Even Even Odd

Calculus Properties of Even and Odd Functions

Suppose the function y  g (x) is an even function, continuous on  L  x  L , then


L L

 g ( x)dx  2 g ( x)dx
L 0

Suppose the function y  g (x) is an odd function, continuous on  L  x  L , then


L

 g ( x)dx  0.
L

Exercise 3.1
1. Determine the period of the following functions.

(a) 𝑓(𝑥) = sin 5𝑥, (b) 𝑓(𝑥) = tan 7𝑥, (c) 𝑓(𝑥) = cos 2 𝑥, (d) 𝑓(𝑥) = sin2 𝑥 − cos 2 𝑥,

(e) 𝑓(𝑥) = sin 2𝑥 + cos 3𝑥.

2𝜋
(a) Ans: . (b) Ans: 𝜋/7. (c) Ans: 𝜋. (d) Ans: 𝜋. (e) Ans: 2𝜋.
5

2. Determine whether the following functions are even, odd or neither.

𝑥
(a) 𝑓(𝑥) = sin 𝑥 + cos (3), (b) 𝑓(𝑥) = 𝑥 3 − 𝑥, (c) 𝑓(𝑥) = tan 𝑥 + sin 2𝑥,

Page 1 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

2
(d) 𝑓(𝑥) = 𝑒 𝑥 ,

𝑒 3𝑥 +𝑒 −3𝑥 𝑒 𝑥 −𝑒 −𝑥
(e) 𝑓(𝑥) = cos 𝑥, (f) 𝑓(𝑥) = , (g) 𝑓(𝑥) = , (h) 𝑓(𝑥) = 𝑥 3 .
2 2

Periodic Function:
Let T  0. A function f (x) is said to be a periodic function if f ( x  nT )  f ( x), n  Z .
where T is called period of f.

Example 01:
Describe the function shown in figure 1 with period 2 in two different ways:
1. By considering its values on the interval 0  x  2.
2. By considering its values on the interval  1  x  1.

Figure 1: A function of period 2

Solution:
1. On the interval 0  x  2 , the function is a portion of the line y   x  1 thus f ( x)   x  1 if
0  x  2 . The relation f ( x  2)  f ( x) describes f(x) for all other values of x.
2. On the interval  1  x  1 , the function consists of two lines. So we have
 x  1 if  1  x  0
f ( x)  
  x  1 if 0  x  1
The relation f ( x  2)  f ( x) describes f for all other values of x.

Example: f ( x)  sin x
 f ( x  2 )  sin( x  2 )  sin x
So, f (x) is periodic function and period T  2 .

Page 2 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Extension to an odd and even periodic function:

Let y=f (x) is function defined on 0 ≤ x ≤ L.

 f ( x) if 0  x  L
The odd extensions of f(x) are, g ( x)  
 f ( x) if - L  x  0.

Figure 2: Graph of function f(x) and its odd extension

Similarly, the odd extension of any piecewise function is as follows:

Figure 3: Graph of piecewise function f(x) and its odd extension

 f ( x) if 0  x  L
The even extensions of f(x) are, g ( x)  
 f ( x) if - L  x  0.

Figure 4: Graph of function f(x) and its even extension

Page 3 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Similarly, the even extension of any piecewise function is as follows:

Figure 5: Graph of piecewise function f(x) and its even extension

Example 02: Sketch the even extension of the function f ( x)  x 3 on 0  x  L.

Solution:

The even extension of the function is,

 x 3 if 0  x  L
g ( x)   3
 x if - L  x  0.

The sketch of the function and the even extension is,

Figure 6: Graph of function g(x) and its even extension

Example 03: Sketch the odd extension of the function f ( x)  1  x 2 on 0  x  L.

Solution:

The odd extension of the function is,

 1  x 2 if 0  x  L
g ( x)  
 1  x if - L  x  0.
2

Page 4 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

The sketch of the function and the odd extension are,

Figure 7: Graph of piecewise function g(x) and its odd extension

Some useful formulas:


sin n  0
cos n  (1) n , for all 𝑛 ∈ ℤ.

If n  2k  1 is an odd number then 𝑘 ∈ ℤ

 n   (2k  1) 
sin    sin    (1) and
k

 2   2 
 n   (2k  1) 
cos   cos   0.
 2   2 
Useful technique for integration by parts:
2
2  nx 
 x cos 2  dx sign Differentiation Integration
cos nx
0
+ x2 2
 nx 
2 sin 
 2 
- 2x n
2  nx 
4 sin 
 2 
+ 
 2n2
 nx 
0 8 sin 
 2 
- 
 3n3

  nx 
2
  x 2 cos   dx
0  2 
2
 2 x2   nx  8 x   nx  16   nx   16 16
   2 2 cos    3 3 sin     0  2 2 cos  n  0  2 2 (1)
n
sin 
 n  2   n  2   n  2 0  n  n

Page 5 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Full range Fourier series in Real form

The Fourier series is named in honor of Jean-Baptiste Joseph Fourier (1768–1830), who made
important contributions to the study of trigonometric series. Fourier introduced the series for the
purpose of solving the heat equation in a metal plate. In mathematics, it decomposes any periodic
function or periodic signal into the weighted sum of a (possibly infinite) set of simple oscillating
functions, namely sines/cosines and both (or, equivalently, complex exponentials). The fields of
electronics, quantum mechanics, and electrodynamics all make heavy use of the Fourier series.
Additionally, other methods based on the Fourier series, such as the FFT (Fast Fourier Transform
– a form of a Discrete Fourier Transform [DFT]), are particularly useful for the fields of Digital
Signal Processing (DSP).

Suppose f (x) is a periodic function with a period T = 2L or is defined on the interval  L  x  L


(where L could be the length of a violin string or the length of a rod in heat conduction and so
on). Then the Fourier series representation of f (x) is a trigonometric series (that is, it is an
infinite series consists of sine and cosine terms) of the form,

a0    nx   nx 
f ( x)    an cos   bn sin    (1)
2 n1   L   L 

where
L
1
a0   f ( x) dx  ( 2)
L L
 nx 
L
1
an   f ( x) cos  dx, (n  1, 2, 3,)  (3)
L L  L 
and
 nx 
L
1
bn   f ( x) sin   dx, (n  1, 2, 3,)  (4)
L L  L 

The coefficients a 0 , a n and b n are called the Fourier coefficients of f (x).

Note that the cosine functions are even, while the sine functions are odd.

If f (x) is an even function then the integrand in (4) is odd, so bn  0 for all n, leaving a Fourier
cosine series (and perhaps a constant term) only for f (x).

Page 6 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

If f (x) is an odd function then the integrand in (2) and (3) are odd, so a0  an  0 for all n,
leaving a Fourier sine series only for f (x).

Example 04:

Find a Fourier series for f (x) = x, −2 < x < 2, f (x + 4) = f (x).

Solution:

Figure 8: Graph of periodic function f(x)

Here, T  2L  4, hence L  2.
L 2
1 1
 a0  
L L
f ( x) dx   x dx  0 (odd function)
2 2
 nx   nx 
L 2
1 1
L L 2 2
an  f ( x ) cos  dx  x cos  dx  0 (integrand is odd )
 L   2 
Again,
L 2
sign D I
 nx   nx   nx 
 
1 1 +
bn  f ( x) sin  dx  x sin  dx x sin 
L
L
 L  2
2
 2   2 
2
 nx 

 x sin
 2 
 dx
- 1 
2  nx 
cos 
0
n  2 
2
 2x  nx  4  nx  +
  cos   2 2 sin  
 n  2   n  2  0
0 4  nx 
 sin 
 n
2 2
 2 
 4 
  cosn   2 2 sin n 
4
 n  n 


4
 1n1
n
Now, we know the Fourier series of f (x) in the interval  L  x  L is

Page 7 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

a0    nx   nx 
f ( x)    an cos   bn sin  
2 n1   L   L 

Therefore, the Fourier series for f (x) is

4 
(1) n 1  nx 
f ( x)  
 n 1 n
sin 
 2 
.

Figure 9: The graph of the partial sum of the first 30 terms of the above Fourier series

Example 05: Compute the first 4 components of the trigonometric Fourier series for the wave
form below

.
Solution: From the figure we can construct the function as
0   x  0
f ( x)  
  x 0 x 

Here, T  2 L  2 , hence L   .

 0 

  
1 1 1
a0  f  x  dx  0 dx    x  dx
     0


1    x  
2

 0    
  2  2
0

Page 8 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

  Sign D I
 
1 1
an  f  x  cos nx dx  0    x  cos nx dx
  0 +  x cos nx
 1
1  n   x  sin nx  cos nx  1   1
n
sin nx
    - -1 n
 n 2
0 n 2
+ 1
0  cos nx
n2
 

  
1 1
bn  f  x  sin nx dx  0    x  sin nx dx sign D I
0
+  x sin nx

1  n   x  cos nx  sin nx  1 1
     cos nx
 n 2
0 n - -1 n

+ 1
0  sin nx
Therefore the Fourier series for f (x) is n2

  1  (1) n

 1 
f ( x)      cos nx  sin nx  (  x   )
4 n1  n 2  n 

Now, the first few partial sums in the Fourier series are

S0 
4
 2
S1   cos x  sin x
4 
 2 1
S2   cos x  sin x 
sin 2 x
4  2
 2 1 2 1
S3   cos x  sin x  sin 2 x  cos 3x  sin 3x and so on.
4  2 9 3

The graphs of successive partial sums approach f (x) more closely.

Page 9 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Figure 9: The graph of the partial sum of the first 50 terms of the above Fourier series

Example 06: Find the Fourier series expansion for the standard square wave,
 1  1  x  0 

f  x  
 1  0  x  1

Solution:

Figure 10: The graph of function f(x)

Here, T  2L  2, hence L  1.
L 1 0 1
1 1
 a0   f ( x) dx   f ( x) dx   (1) dx   1 dx    x 1   x 0  1  1  0
0 1

L L 1 1 1 0

 nx 
L 1 0 1
1 1
 an  
L L
f ( x) cos
 L 
dx   f ( x) cos(nx) dx    cos(nx) dx   cos(nx) dx
1 1 1 0


1
sin nx01  1 sin nx10  0
n n

Page 10 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

 nx 
L 1
1 1
L L 1 1
 bn  f ( x ) sin   dx  f ( x) sin( nx) dx
 L 
0 1
   sin( nx) dx   sin( nx) dx
1 0


1
cos(nx)01  1 cos(nx)10
n n



2 1  (1) n

n
Therefore the Fourier series of f(x) is
2 
1  (1) n  2  2 
f ( x)   
 n1  n
sin nx     sin(nx)
  nodd  n 

The graphs of the third and ninth partial sums (containing two and five non-zero terms
respectively) are displayed here, together with the exact form for f (x), with a periodic
extension beyond the interval (–1, +1) that is appropriate for the square wave.

Figure 11: The graph of the partial sum of the first 9 terms of the above Fourier series

Page 11 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Example 07: Find the Fourier series for the function f (x) defined by

Solution:
Here, T  2L  2, hence L  1.

Figure 12: Graph of f(x)

Sign D I
+ 1 x 2

cos(nx)
1
sin( nx)
-  2x n
+
2 1
 cos(nx)
n 2 2

- 0 1
 3 3 sin( nx)
n

Sign D I
+ 1 x 2 sin( nx)
1
 cos(nx)
-  2x n

+
2 
1
sin( nx)
n 22

- 0 1
cos(nx)
n 33

Page 12 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

The Fourier series of f (x) on [–L, +L] in general is


a0    nx   nx 
f ( x)    an cos   bn sin  
2 n1   L   L 
Therefore

1   2(1) n1  (1) n  1 1  


f ( x)     cos(nx)   2.   sin( nx)
3 n1  (n ) 2  ( n ) 2
n  

The first few terms of this series are

Figure 13: The graph of the partial sum of the first 4 terms of the above Fourier series

Page 13 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Example 08: Find the Fourier series for the function f (x) defined on the interval [–1, 1] by

Solution:

Figure 14: The Graph of f(x)

Here, T  2L  2, hence L  1.

Sign D I
+ 1 x cos(nx)
1
sin( nx)
- n
1
+
0 1
 cos(nx)
n 2
2

 nx 
1
1
bn  
1 1
f ( x) sin 
 1 
 dx  0 ( integrand is odd)

Therefore the Fourier series is


1 2 2 
f ( x)  
2 2
  n
n odd
2
cos(nx)

The first few terms of this series are

Page 14 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Figure 15: The graph of f(x) and the third partial sum S3

Page 15 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Full range Fourier series in Complex form

Consider, 𝑓(𝑥) be defined in the interval,[𝑐 − 𝐿, 𝑐 + 𝐿]. Fourier series of the function, 𝑓(𝑥) in
real form:
a 
  n x   n x  
f ( x)  0    an cos    bn sin  
2 n 1   L   L 
  i nL x i nL x   i nL x i nL x 
e e

b  e e einx  e inx einx  e inx
 0    an  
a
[Since cos(nx)  &sin(nx)  ]
  n 
    
2 n 1 2 2i 2 2i
  
a0   an  ibn  i nL x   an  ibn  i nL x
  e  
2 n 1  2  2 
e
n 1 
 n x  n x
i
 C0   C n e   Cn e
i
L L

n 1 n 1
 n x  n x
i
  C n e  C0   Cn e
i
L L

n 1 n 1
3 x 2 x x 0 x x 2 x 3 x
i i i i i i i
 ...  C3e L
 C2e L
 C1e L
 C0e L
 C1e L
 C2 e L
 C3e L
 ....
 n x
i
  Cn e
n 
L

a0 a  ibn a  ibn
whereC0  , C n  n , Cn  n
2 2 2

If 𝑓(𝑥) be the periodic function of period 2L in the interval,[𝑐 − 𝐿, 𝑐 + 𝐿], Fourier series of the
function, 𝑓(𝑥) in complex form can be written in the following form:
 n x
i
f ( x)  Ce
n 
n
L .
c L n x
1

i
Here Cn  f ( x ) e L
dx; n  0, 1, 2, 3,.....
2L cL
The coefficient, Cn is called complex Fourier coefficient. The complex form of Fourier series is
algebraically simpler and more symmetric. Therefore, it is often used in physics and other
sciences.

Example 09: Find the complex form of Fourier series of function, 𝑓(𝑥) = 𝑥 2 in the region,
−𝜋 ≤ 𝑥 ≤ 𝜋.
Solution:
The Fourier series of function in complex form in the interval [c-L,c+L] is given by
 in x

f ( x)   Cne
n 
L
.

Page 16 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Here, L   .

 f ( x)  x 2  Ce
n 
n
 inx
(1)
in x
1 c L
Now, Cn 
2L c  L
f ( x ) e L
dx
in x
1 
 x e 
2
dx c  L   & c  L   , we have c  0. So L   
2 

1 
 x e  f ( x)  x 2 
2 inx
dx
2 

1 
 x
2
cos  nx   i sin  nx   dx  einx  cos  nx   i sin  nx  
2 

1  i  2
x cos  nx  dx  x sin  nx  dx
2 
 2

2 

 
0 x cos  nx  dx  2  0   x sin  nx  is an odd function, therefore  x sin  nx  dx  0 
2 i
 2 2 2

2

1  x2 2x 2   d 
  sin  nx   2 cos  nx   3 sin  nx   use formula :  uvdx  u  vdx   ( dx u )  vdx 
n n n 0
1  2 n
2 
  1   sin  n   0 & co s  n    1n 
 n   

2
2 
Cn  1 ; n0
n

n
1 
If n  0, then C0    x dx
2

2 


2  1  x3  2
  x dx    
2

2 0   3 0 3

Eq. (1) becomes,


 2 n  2(1) n inx
f ( x)   e ;n  0
3 n  n 2
This is the required complex form of Fourier series.

Page 17 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Exercise 3.2

1. Sketch the graph and find the Fourier coefficients and then Fourier series of the function of
f ( x)  x 2 in the interval    x   .
2 2 4(1) n
Ans: a0  , an  , bn  0.
3 n2
2. Sketch the graph and find the Fourier coefficients and then Fourier series of the function
of f ( x)  2 x in the interval 2  x  2.
8(−1)𝑛
Ans:𝑎0 = 0, 𝑎𝑛 = 0, 𝑏𝑛 = − .
𝑛𝜋

1 when    x  0
3. Sketch the graph and obtain the Fourier series of the function f ( x)   .
2 when 0  x  
0 when n  even
1 
Ans: a0  3 , an  0 , bn   [(1)  1]   2
n
.
n n when n  odd

4. Sketch the graph and obtain the Fourier series of the function f ( x)  | x | in the interval
−𝜋 ≤ 𝑥 ≤ 𝜋.
−4
when 𝑛 = 1, 3, 5, …
Ans: a0   , 𝑎𝑛 = {𝜋𝑛2 , bn  0 .
0 when 𝑛 = 2, 4, 6, …

5. Find the complex form of Fourier series of the following function:


(i) 𝑓(𝑥) = 2𝑥 in the region, −𝜋 ≤ 𝑥 ≤ 𝜋.
(ii) 𝑓(𝑥) = 𝑥 2 in the region, 𝜋 ≤ 𝑥 ≤ 𝜋.
(iii) 𝑓(𝑥) = 𝑥 2 − 𝑥 in the region, -𝜋 ≤ 𝑥 ≤ 𝜋.

Half-Range Fourier series


If f(x) and f ′(x) are piecewise continuous functions defined on the interval 0 ≤ x ≤ L, then f(x) can
be extended into an even periodic function, F, of period 2L, such that f (x) = F(x) on the interval
[0, L], and whose Fourier series is, therefore, a cosine series.

Similarly, f(x) can be extended into an odd periodic function of period 2L, such that
f (x) = F(x) on the interval (0, L), and whose Fourier series is, therefore, a sine series.
The process that such extensions are obtained is often called cosine /sine series half-range
expansions.

Page 18 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

A Fourier series for f (x), valid on [0, L], may be constructed by extension of the domain to [–L,
L].
An odd extension of f(x) of the period 2L leads to a Fourier sine series:

Figure 01: Odd extension of f(x)



f  x 
b sin  nLx 
n 1
n

where
a 0  0, a n  0 n  1, 2, 3, 
L


2  n x 
bn  f  x  sin   dx ,  n  1, 2, 3, 
L
0
 L 

An even extension of f(x) of period 2L leads to a Fourier cosine series:

Figure 02: Even extension of f(x)



a
f  x  0 
2  a cos  nLx 
n 1
n

L L
 nx 
  f ( x) cos
2 2
where, a 0  f ( x)dx, a n  dx, n  1, 2, 3,  and bn  0
L L L 
0 0
Example 01: Find the Half range Fourier sine and cosine series for

 1
2 x, 0 x
f ( x)   2
1
2  2 x,  x 1
 2

Solution:

Half range Fourier sine series (Odd periodic extension)

Page 19 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Figure 03: Odd extension of f(x)

Sign D I
Here, T  2L  2, hence L  1. + sin( nx)
2x
An odd extension of f (x) is required to the interval [–1, 1].
an = 0 for all n.
- 1
2  cos(nx)
2
L
 nx  n
bn 
L0 f ( x) sin 
 L 
dx

+
 1
 0 
1
sin( nx)
2 
2 1
   2 x sin( nx)dx   (2  2 x) sin( nx)dx  n 2
2

1 0
 1

 2 

1
  4x  2  (4  4 x)
1
4 4 
 cos(nx)  2 2 sin(nx)   cos(nx)  2 2 sin(nx)
 n n 0  n n 1
2

Sign D I
+ 2  2x sin( nx)

- 2 1
cos(nx)
n

Page 20 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

8  n  +
 sin  
n
2
 2 
2
0 1
 sin( nx)
n 2
2

Therefore the half range Fourier sine series for f (x) on [0, 1]
(which is also the Fourier series for f (x) = x on
[–1, 1]) is


8  n 
f ( x)  
n  odd n 
2
sin 
2
 2
 sin( nx)

Half range Fourier cosine series (Even periodic extension)

Figure 04: Even extension of f(x)

Here, T  2L  2, hence L  1. Sign D I


An even extension of f (x) is required to the interval [–1, 1]. + 2x cos(nx)
bn = 0 for all n.
1
sin( nx)
L L
- n
 nx  2
  f ( x) cos
2 2
a0  f ( x)dx, a n  dx, n  1, 2, 3, 
L L L  +
0 0

0 1
 cos(nx)
 1
 n 2
2

2  1
L 1 2
2
a0   f ( x)dx    2 xdx   (2  2 x)dx  
L0 1 0 2
 1

 2 
 nx 
L
2
a n   f ( x) cos dx
L0  L  Sign D I
+ 2  2x cos(nx)
 1
 1
sin( nx)
2 
2 1
   2 x cos(nx)dx   (2  2 x) cos(nx)dx  - n
2
1 0
 1

 2  +
0 1
 cos(nx)
n 2 2

Page 21 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

1
  4x  2  (4  4 x)
1
4 4 
 sin(nx)  2 2 cos(nx)   sin(nx)  2 2 cos(nx)
 n n  0  n n 1
2

4  n  
  2 cos   cos(n )  1
n 
2 2
 2  

Therefore the half range Fourier cosine series for f (x) on [0, 1] (which is also the Fourier series
for f (x) = x on [–1, 1]) is

1 
4   n  
f ( x)    2 2 2 cos 2   cos(n )  1 cos(nx)
2 n even n     

Example 02: Find the first few terms of half range Fourier sine and cosine series for the wave
form below

Solution:
From the figure we can construct the function as

f ( x )  x, 0  x  1

Half range Fourier sine series (Odd periodic extension)

Figure 05: Odd extension of f(x)

Page 22 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Here, T  2L  2, hence L  1.

An odd extension of f (x) is required to the interval [–1, 1].


an = 0 for all n.

 n x 

1
2
bn  x sin   dx ,  n  1, 2, 3,  Sign D I
1 0  1  sin( nx)
+ x
1
 x  n x  1  n x  
 bn  2    - 1
cos   sin   1  cos(nx)
 n  n 
2
 1   1   0 n
2 n1
   1
n +
Therefore the Fourier sine series for f (x) = x on [0, 1] (which 0 1
is also the Fourier series for f (x) = x on [–1, 1]) is  sin( nx)
 n 2
2

n1 sin  n x 
f  x  2
 1
n 1
n
Or
2 sin( 2x) sin( 3x) sin( 4x) 
f ( x)  sin(x)     
 2 2 2 

Figure 06: The graph of y=f(x) and the partial sum of the first 5 terms of the above Fourier series

Page 23 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Half range Fourier cosine series (Even periodic extension)

Figure 07: Even extension of f(x)

Here, T  2L  2, hence L  1.

The even extension of f (x) is required to the interval [–1, 1].

bn = 0 for all n.

Evaluating the Fourier cosine coefficients,


1
2 1
a0  x dx   x 2   1
1 0 0
Sign D I
+ x cos(nx)
 n x 

1
2
and an  x cos   dx ,  n  1, 2, 3,  1
sin( nx)
1 0  1  - n
1

+ 0 1
cos(nx)
1
 x 1  
 an  2  sin  n x      n 2
2
cos n x 
 n  n 
2
 0



2  1
n
 1 
 n 
2

Evaluating the first few terms,


4 4 4
a0  1 , a1  2 , a2  0 , a3  , a4  0 , a5  , a6  0 ,
 9 2
25 2

 1  n  0
 4
or an    n  1,3,5, 
  n 
2

 0  n  2, 4, 6, 

Page 24 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Therefore the Fourier cosine series for f (x) = x on [0, 1] (which is also the Fourier series for f (x)
on [–1, 1] ) is

cos   2k  1  x 
f  x 
1
2
 2

4
k 1  2 k  1
2

or
1 4  cos3 x cos5 x cos 7 x 
f  x   2  cos  x     
2   9 25 49 

Figure 08: The graph of y=f(x) and the partial sum of the first 3 terms of the above Fourier series.

Example 03: Find the half range Fourier cosine series for the function f (x) defined on the
interval [0, 2] by

Solution:

Here, T  2L  4, hence L  2. Figure 09: Even Extension of f(x)


An even extension of f (x) is required
bn = 0 for all n.

Page 25 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Sign D I
+  nx 
cos 
4  x2  2 
2  nx 
Therefore the Fourier series is sin  
-  2x n  2 
+
2 4  nx 
 cos 
n 22
 2 
- 0 8  nx 
 3 3 sin  
n  2 

The first few terms of this series are

8 16   x  1 1  3x  
f ( x)  
3 2 cos 2   4 cos(x)  9 cos 2   
     

Figure 10: The graph of y=f(x) and the partial sum of the first 3 terms of the above Fourier series

Page 26 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Example 04: Find the half range Fourier sine series for the function f (x) defined on the
interval [0, 2] by

Solution:

Here, T  2L  4, hence L  2. An odd extension of f (x) is required.


an = 0 for all n.

Figure 11: Odd extension of f(x)

Sign D I
+  nx 
sin  
2x  x 2  2 
2  nx 
cos 
- 2  2x n  2 
Therefore the Fourier series is +
2 4  nx 
 sin  
n 2 2
 2 
- 0 8  nx 
cos 
n
3 3
 2 
The first few terms of this series are

Page 27 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

The partial sum of just the first three non-zero terms yields an excellent approximation
everywhere. The graph of y=f(x) and the third partial sum y=S3 illustrates:

Figure 12: The graph of f(x) and the partial sum of the first 3 terms of the above Fourier
series

Exercise: 3.3

1. Sketch the odd and even extension and express f ( x)  x as a half range Fourier sine and
cosine series in the interval 0 < 𝑥 < 2.
4  (1)n 1 n 4  {(1) n  1}
Ans : f s ( x)   sin( ) x, f c ( x)  1  2  cos( n2 ) x
 n 1 n 2  n1 n 2

2
2. Sketch the odd and even extension and express 𝑓(𝑥) = 𝑥 as a half range Fourier sine and
cosine series in the interval 0 < 𝑥 < 𝜋.

2 𝜋2 2
Ans: 𝑓𝑠 (𝑥) = ∑ [ (−1)𝑛+1 + 3 {(−1)𝑛 − 1}] sin 𝑛𝑥
𝜋 𝑛 𝑛
𝑛=1

2
𝜋 4
and 𝑓𝑐 (𝑥) = + ∑ 2 (−1)𝑛+1 cos 𝑛𝑥.
3 𝑛
𝑛=1

3. Sketch the odd and even extension and find the half range Fourier sine and cosine series of
𝑥, 0 < 𝑥 < 4
𝑓(𝑥) = {
8 − 𝑥, 4 < 𝑥 < 8.

Page 28 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

𝑛𝜋
32 1 𝑛𝜋 𝑛𝜋𝑥 16 ∞ 2cos −cos 𝑛𝜋−1 𝑛𝜋𝑥
Ans: 𝑓𝑠 (𝑥) = 𝜋2 ∑∞
𝑛=1 𝑛2 sin 2
sin 8 , and 𝑓𝑐 (𝑥) = ∑ [
𝜋2 𝑛=1
2
𝑛2
] cos 8 .

4. Sketch the odd and even extension and find the half range Fourier sine and cosine series of
1, 0 < 𝑥 < 1
𝑓(𝑥) = { .
2, 1 < 𝑥 < 2

2 4 𝑛𝜋𝑥 3 2 𝑛𝜋 𝑛𝜋𝑥
Ans: 𝑓𝑠 (𝑥) = ∑∞ 𝑛 ∞
𝑛=1 (𝑛𝜋 − 𝑛𝜋 (−1) ) sin 2 , 𝑓𝑐 (𝑥) = 2 − ∑𝑛=1 𝑛𝜋 sin 2 cos 2 .
5. Sketch and find the half range Fourier sine and cosine series of 𝑓(𝑥) = 𝜋 − 𝑥 in the interval
0 < 𝑥 < 𝜋.
sin 𝑥 sin 2𝑥 sin 3𝑥
Ans: 𝑓𝑠 (𝑥) = 2 [ + + + ⋯ ],
1 2 3
𝜋 4 cos 𝑥 cos 3𝑥 cos 5𝑥
and 𝑓𝑐 (𝑥) = + [ + + + ⋯ ].
2 𝜋 12 32 52

Fourier Integral
Fourier integral is a formula for the decomposition of a non-periodic function into harmonic
components whose frequencies range over a continuous set of values.

Let f (x) is a periodic function with a period T = 2L or is defined on the interval  L  x  L. Then
the Fourier series representation of f (x) is a trigonometric series (that is, it is an infinite series
consists of sine and cosine terms) of the form,

  nx 

 nx  
f ( x)  a0    an cos   bn sin   
n 1   L   L 


n
 a0   a n coswn x   bn sin wn x , wn 
n 1 L

  a n coswn x   bn sin wn x 
n 0

(n  1) n 
Note that, w  wn 1  wn   
L L L
  L L

f ( x)   coswn x w  f (v) cos( wn v)dv  sin wn x w  f (v) sin( wn v)dv 
1
 n 0  L L 
As, L  , w  0,    w    dw.

Page 29 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

1  
  
f ( x)    coswx   f ( v ) cos( wv ) dv  sin wx   f (v) sin( wv )dv dw
 0   

1  

f ( x)     f (v) cos( wv )dv coswx    f (v) sin( wv )dv sin wx dw
1
0 
    

 f ( x)   A( w) cos(wx )  B( w) sin(wx )dw .
0
Hence, the Fourier integral of non-periodic function f(x) but piecewise continuous in any infinite
interval as follows:

f ( x)   A( w) cos(wx )  B( w) sin(wx )dw
0

 
1 1
Where, A( w)   f (v) cos( wv )dv and B( w)   f (v) sin( wv )dv
   

Fourier cosine integral:



f ( x)   A( w) cos(wx )  B( w) sin(wx )dw
0
 
1 1
   
A( w)  f ( v ) cos( wv ) dv and B ( w)  f (v) sin( wv )dv

If the function f(x) is even then and writing v  x ,


2
A( w) 
  f ( x) cos(wx)dx (Even) and B(w)  0 (odd)
0
Hence, the Fourier cosine integral of f(x) is

f ( x)   A( w) cos(wx )dw
0
Fourier sine integral:

f ( x)   A( w) cos(wx )  B( w) sin(wx )dw
0
 
1 1
A( w)  
 
f (v) cos( wv )dv and B( w)   f (v) sin( wv )dv
 
If the function f(x) is odd and writing v  x then,

2
A( w)  0 (odd) and B( w)   f ( x) sin(wx )dx (Even)
0
Hence, the Fourier sine integral of f(x) is

Page 30 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025


f ( x)   B( w) sin(wx )dw
0

Note that:
e ax (a sin bx  b cos bx )
 e sin bxdx 
ax
a2  b2

e ax (a cos bx  b sin bx )
 e cos bxdx 
ax
a2  b2

Example: 01
Find the Fourier integral of f ( x)  e 2 x where x  0 and f ( x)   f ( x) and hence prove that

w sin( wx ) 

0 w 4
2
dw  e 2 x
2

Solution:
Here f ( x)  e 2 x

1
A( w)   f ( x) cos( wx )dx  0  f ( x)   f ( x)
 

2  e  2 x  2 sin( wx )  w cos( wx ) 
 
1 2 2 x
   0
B( w)  f ( x ) sin( wx ) dx  e sin( wx ) dx 
  w2  4

0
2 w 
  
  w2  4 
Hence the Fourier integral of f(x) is,

f ( x)   A( w) cos(wx )  B( w) sin(wx )dw
0

2  w  
 e 2 x     2  sin( wx )dw
0
  w  4 

Now,

w sin( wx )  2 x
0 w 2  4 dw  2 e (Proved)
Example: 02 Find the Fourier integral of the function
0 , when x  3

f ( x)  1 , when  3  x  3 .
0 , when x  3

Page 31 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Solution:
 3 3 
1 1 1 1
A( w) 
  f ( x) cos(wx)dx    0. cos(wx)dx   1. cos(wx)dx    0. cos(wx)dx
  3 3
3
2  sin( wx ) 
3
2 2 sin( 3w)

 1. cos( wx )dx    
0
 w 0 w
 3 3 
1 1 1 1
B( w) 
 

f ( x) sin( wx )dx 
  0.sin(wx)dx 

 1.sin(wx)dx 
3
  0.sin(wx)dx
3
 B( w)  0
Hence the Fourier integral of f(x) is,

f ( x)   A( w) cos(wx )  B( w) sin(wx )dw
0

 2 sin 3w  
 f ( x)     cos(wx )dw
0 
w  

Example: 03 Find the Fourier integral of the function


e  x , x  0
f ( x)  
0, x0
Solution: The Fourier integral of f(x) is,

f ( x)   A( w) cos(wx )  B( w) sin(wx )dw
0
where,
 0 
1 1 1
  0. cos(wx)dx  
x
A( w)  f ( x) cos(wx )dx  e cos(wx )dx
 
  0

 cos( wx )  w sin( wx )



1 e x
1
   
 w 1
2
 0  (1  w )
2

and
 0 
1 1 1
 f ( x) sin(wx)dx    0.sin(wx)dx    e
x
B( w)  . sin( wx )dx
   0

1  e  x  sin( wx )  w cos( wx ) 

w
   
 w 1
2
 0  (1  w )
2

Hence the Fourier integral of f(x) is,

Page 32 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025


f ( x)   A( w) cos(wx )  B( w) sin(wx )dw
0

 1 w 
 f ( x)    cos(wx )  sin(wx )dw
0   (1  w )  (1  w )
2 2

Example: 04
Find the Fourier sine integral of the function
 x, when 0  x  2
f ( x)  
0, when x  2 .
Solution:
We know, for Fourier sine integral A( w)  0
  2 
1 2 2 2
B( w) 
  f ( x) sin(wx)dx    f ( x) sin(wx)dx    x.sin(wx)dx    0.sin(wx)dx
 0 0 2
2
2  cos(wx ) sin(wx ) 
 2 sin 2w  2w cos 2w
2
  x  
 w w  0 w
2

Hence the Fourier sine integral of f(x) is,


 
 2 
f ( x)   B( w) sin(wx )dw    2 sin 2w  2w cos 2wsin( wx )dw
0 0  w 

Exercise: 3.4
1. Find the Fourier integral of the function

0 when 𝑥 < −1
𝑓(𝑥) = {1 − 𝑥 when − 1 ≤ 𝑥 ≤ 1 .
0 when 𝑥 ≥ 1
1 ∞ 2 2 1 1
Ans: 𝑓(𝑥) = 𝜋 ∫0 [𝜋𝑤 sin 𝑤 cos 𝑤𝑥 + 𝜋 (𝑤 cos 𝑤 − 𝑤2 sin 𝑤) sin 𝑤𝑥] 𝑑𝑤 .

2. Find the Fourier sine and cosine integral of the function


𝑥2, 0 < 𝑥 < 2
𝑓(𝑥) = { .
0, 𝑥>2

3. Find the Fourier integral of the function


0 when 𝑥 < 0
1
𝑓(𝑥) = {2 when 𝑥 = 0 .
𝑒 −𝑥 when 𝑥 > 0
Page 33 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

1 ∞ cos 𝑢𝑥+𝑢 sin 𝑢𝑥


Ans: 𝑓(𝑥) = 𝜋 ∫0 𝑑𝑢.
1+𝑢2

4. Find the Fourier integral of 𝑓(𝑥) = 𝑒 −𝑘𝑥 when x  0 and f ( x)   f ( x) for



w sin( wx) 
𝑘 > 0 and hence prove that 
0
w k
2 2
dw  e  kx , k  0 .
2

5. Find the Fourier integral of 𝑓(𝑥) = 𝑒 −𝑘𝑥 when x  0 and f ( x)  f ( x) for



cos( wx)   kx
𝑘 > 0 and hence prove that w
0
2
k 2
dw 
2k
e ,k  0 .

Fourier Transform

The Fourier Transform is a generalization of the Fourier Series. Strictly speaking it only applies
to continuous and aperiodic functions. The Fourier Transform converts a set of time domain data
vectors into a set of frequency domain vectors. The Fourier transform is called the frequency
domain representation of the original signal. The term Fourier transforms refers to both the
frequency domain representation and the mathematical operation that associates the frequency
domain representation to a function of time.

Finite Fourier sine transforms:


From half range Fourier sine series of f (x) in the interval 0  x  L

 nx 
f ( x)   bn sin    (1)
n 1  L 
 nx   nx 
L L
Where n b 
2
 f ( x ) sin   dx 
2
Fs  f ( x )  
2
Fs n  F
and s  f ( x )    f ( x) sin   dx is
L0  L  L L 0  L 
called finite Fourier sine transform.
From equation (1) ,we get
2   nx 
f ( x)   Fs  f ( x) sin   is called inverse finite Fourier sine transform of 𝐹𝑠 (𝑓(𝑥)).
L n 1  L 

Finite Fourier cosine transforms:


From half range Fourier cosine series of f (x) in the interval 0 xL

 nx 
f ( x)  a0   a n cos   (2)
n 1  L 

Page 34 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

 nx 
L L

 dx  Fc n  and
2 2 2 2
Where a0 
L0 f ( x) dx  Fc (0)
L
and a n 
L0 f ( x) cos
 L  L
 nx 
L
Fc n    f ( x) cos  dx is called finite Fourier cosine transform.
0  L 
From equation (2), we get
2   nx 
f ( x)  Fc (0)   Fc n  cos
1
 is called inverse finite Fourier cosine transform of Fc n .
L L n 1  L 
Infinite Fourier sine transforms:
For an odd function f (x) , the Fourier integral is the Fourier sine integral
 
f ( x)   B( w) sin(wx )dw(3) where B( w) 
2
0
  f (v) sin(wv)dv(4)
0

2 ˆ
We now set B( w)  Fs ( w). Then from (4) writing v  x we have


2
Fˆs ( w)   f ( x) sin(wx)dx
 0
This is called infinite Fourier sine transform of f (x) . Similarly, from (3) we have,

2
f ( x) 
  Fˆ (w) sin(wx)dw
0
s

This is called the inverse infinite Fourier sine transform of Fˆs ( w) .


Infinite Fourier cosine transforms:
For an even function f (x) , the Fourier integral is the Fourier cosine integral
 
f ( x)   A( w) cos(wx )dw(5) where A( w) 
2
0
  f (v) cos(wv)dv(6)
0

2 ˆ
We now set A( w)  FC ( w). Then from (4) writing v  x we have


2
FˆC ( w)   f ( x) cos(wx)dx
 0
This is called infinite Fourier cosine transform of f (x) . Similarly, from (5) we have,

2
f ( x) 
  Fˆ
0
C ( w) cos(wx )dw

This is called the inverse infinite Fourier cosine transform of FˆC ( w) .

Page 35 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Example: 01
 
 x , when 0  x 
2
Find the Fourier sine transform of f ( x)   .
  x , when 
  x
2
Solution: Here L  
We know the finite Fourier sine transforms of f (x) is

2 
L    x sin nx dx   (  x) sin nx dx
 nx 
Fs  f ( x)    f ( x) sin   dx   f ( x) sin nx dx 0 
 L 
0 0 2


 cos nx sin nx  2  cos nx sin nx 
  x  2    (  x)  2 
 n n 0  n n 
2
  n  1  n    n  1  n 
  cos   2 sin   cos   2 sin  
2n  2  n  2  2n  2  n  2 
1  n  1  n 
 2 sin    2 sin  
n  2  n  2 
2  n 
 2 sin  
n  2 
 n 
 Fs  f ( x)   2 sin 
2
 (Ans.)
n  2 
 
1 when 0  x 
 2
Example: 02 Find the Fourier cosine transform of f ( x)   .
 1 when 
  x 
2
Solution: Here L  
We know the finite Fourier cosine transforms of f (x) is
L
 nx 
Fc n    f ( x) cos  dx
L 
0


 2 
  f ( x) cos nx dx   1.cos nx dx   1.cos nx dx
0 0 
2


 sin nx  2  sin nx  1  n  1  n  2  n 
     sin    sin    sin  
 n 0  n   n  2  n  2  n  2 
2

Page 36 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

2  n 
Fc (n)  sin  .
n  2 
x when 0  x  1

Example 03: Find the Fourier sine and cosine transform of f ( x)  2 when 1  x  2
0 when x  2

Solution: We know the infinite Fourier sine transform is,

ˆ 2
Fs ( f ( x))   f ( x)sin(wx)dx
 0

2 
1 2 
  x sin( wx ) dx   2sin( wx ) dx   0.sin( wx)dx 
 0 1 2 
2  x 1
1
 2 2
   cos( wx)  2 sin( wx)    cos( wx) 1 
  w w 0 w 
2 1
 cos(2w)  cos w
1 2
 Fˆs (n)    cos n  sin w 
 w w 2
n 
We know the infinite Fourier cosine transform is,

2
FˆC ( f ( x))   f ( x) cos(wx)dx
 0

2 
1 2 
   x cos( wx)dx   2 cos( wx)dx   0.cos( wx)dx 
 0 1 2 
2  x 1
1
 2 2
  sin( wx)  2 cos( wx)    sin( wx) 1 
  w w 0 w 
2 1 1 1 2 
 FˆC (n)   sin w  2 cos w  2   sin(2w)  sin w  
 w w w w 

Exercise: 3.5
Sketch the graph and then find the (a) finite Fourier sine transform, and (b) finite Fourier cosine
transform of the following functions:

1. f ( x)  2 x where 0 < 𝑥 < 4.


32 32
Ans: 𝑓𝑠 (𝑛) = 𝑛𝜋 (−1)𝑛+1 , 𝑓𝑐 (𝑛) = 𝑛2 𝜋2 [(−1)𝑛 − 1].

2. f ( x)  x 2 , 0  x  b .

Page 37 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

2𝑏 3 𝑏3
(cos 𝑛𝜋 − 1) − cos 𝑛𝜋 , 𝑛 = 1,2,3, . . 2𝑏 3
𝑛3 𝜋 3 𝑛𝜋
Ans: 𝑓𝑠 (𝑛) = { 𝑏3
, 𝑓𝑐 (𝑛) = 𝑛2 𝜋2 (cos 𝑛𝜋 − 1).
, 𝑛=0
3

3. Sketch the graph and then find the (a) infinite Fourier sine transform, and (b) infinite
1 when 0  x  1
Fourier cosine transform of f ( x)   .
0 when x  1

2 1 2 sin w
Ans: f s ( w)  (1  cos w), f c ( w)  .
 w  w
4. Sketch the graph and then find the (a) infinite Fourier sine transform, and (b) infinite Fourier
x when 0  x  1

cosine transform of f ( x)  2  x when 1  x  2 .
0 when x  2

2 1 1 2
Ans: 𝑓𝑠 (𝑛) = √𝜋 𝑤 2 (2 sin 𝑤 − sin 2𝑤), 𝑓𝑐 (𝑛) = 𝑤2 √𝜋 (2 cos 𝑤 − cos 2𝑤 − 1).

5. Sketch the graph and then find the (a) infinite Fourier sine transform, and (b) infinite
Fourier cosine transform of 𝑓(𝑥) = 𝑒 −𝑥 , 𝑥 ≥ 0.
2 𝑤 2 1
Ans: 𝑓𝑠 (𝑤) = √𝜋 𝑤 2 +1 , 𝑓𝑐 (𝑤) = √𝜋 𝑤2 +1 .

Reference:
W.H. Press et.al., Numerical Recipes in Fortran 90, Cambridge University Press 1996.
 Advance Engineering Mathematics, 10th edition by Erwin Kreyszig, Herbert Kreyszig,
Edward J. Normintion.

Page 38 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025

Application of Fourier transform

Solutions of partial differential equations (Boundary Value Problem) by Fourier transform:


Finite Fourier transforms of partial derivatives

sine transformation cosine transformation


Selection of finite sine and cosine transform:
We shall decide the choice of finite sine or cosine transform by the form of boundary
conditions, such that
(a) The conditions U (0, t ) and U (l , t ) , that is finite sine transformation.
U (l , t )
(b) The conditions U (0, t ) and U x (l , t ) or , that is finite cosine transformation.
x
where U are the functions of x and t .
Example: 15
Use the Fourier transformation to solve the following boundary value problem
U  2U
 ; U (0, t )  U ( , t )  0; t  0 and U ( x,0)  2 x where 0  x   .
t x 2
Solution: Given that
U  2U

t x 2
Taking both sides finite sine transformation
  2
U  U
 t sin nxdx   x 2 sin nx dx.....................(i)
0 0
Let

u  u (n, t )   U ( x, t ) sin nx dx
0
  2
u U  U
 sin nxdx   sin nx dx.....................(ii)
t t  x 2
0 0
[ from equation (ii)]

U U
 sin nx   n cos nx dx
x 0 x
0

 0  nU ( x, t )cos nx  2 U
0  n  x sin nx dx  0  0  n u
2
0   n 2u
u u
   n 2u   n 2t  ln u  n 2t  ln A
t u [Integrating]

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Matrices, Vectors and Fourier Analysis Fall 2024-2025

2
u (n, t )  Ae  n t ......................(iii)
u (n,0)  A [when t  0 ]

  U ( x,0) sin nxdx  A
0
 
 2 x cos nx  2
 A   2 x sin nxdx    cos nxdx
n 0 n
0 0
2
A  cos n
n
Now, from equation (iii), we get
2 2
u (n, t )   cos ne  n t ......................(iii)
n
So, sine transformation is
2  2 2
U ( x, t )   (  cos ne  n t ) sin nx
 n
n 1 .

Exercise: 3.6
Use the finite Fourier transform to solve the following boundary value problems:

𝜕𝑈 𝜕2 𝑈
(1) = 3 𝜕𝑥 2 with 𝑈(0, 𝑡) = 𝑈(2, 𝑡) = 0 and 𝑈(𝑥, 0) = 𝑥, where 𝑡 > 0 and 0 < 𝑥 < 2.
𝜕𝑡

3 2 2
4(−1)𝑛+1 𝑛𝜋𝑥
Ans: 𝑈(𝑥, 𝑡) = ∑∞
𝑛=1 sin 𝑒− 4
𝑛 𝜋 𝑡
.
𝑛𝜋 2

𝜕𝑈 𝜕2 𝑈
(2) = with 𝑈(0, 𝑡) = 𝑈(𝜋, 𝑡) = 0 and 𝑈(𝑥, 0) = 2𝑥, where 𝑡 > 0 and 0 < 𝑥 < 𝜋.
𝜕𝑡 𝜕𝑥 2

2 −2𝜋 2
Ans: 𝑈(𝑥, 𝑡) = 𝜋 ∑∞
𝑛=1 ( cos 𝑛𝜋 𝑒 −𝑛 𝑡 ) sin 𝑛𝑥.
𝑛

𝜕𝑈 𝜕2 𝑈
(3) = with 𝑈(0, 𝑡) = 𝑈(6, 𝑡) = 0 and
𝜕𝑡 𝜕𝑥 2

1, 0 < 𝑥 < 3
𝑈(𝑥, 0) = { where 𝑡 > 0 and 0 < 𝑥 < 6.
0, 3 < 𝑥 < 6

𝑛2 𝜋2 𝑡
2 1 𝑛𝜋 𝑛𝜋𝑥
Ans: 𝑈(𝑥, 𝑡) = 𝜋 ∑∞
𝑛=1 𝑛 (1 − cos ) 𝑒− 36 sin .
2 6

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