ENG225-APPLIED
ENGINEERING MATHEMATICS
A S S T. P RO F. D R. Ş E N G Ü L E R S O Y
[email protected]
Course Outline
CALCULUS REVIEW (FUNCTIONS OF SEVERAL VARIABLES)
PART A: VECTOR CALCULUS
Chapter 1: Vector Differential Calculus. Grad, Div, Curl.
Chapter 2: Vector Integral Calculus. Integral Theorems.
PART B: FOURIER ANALYSIS. PARTIAL DIFFERENTIAL EQUATIONS (PDEs)
Chapter 3: Fourier Analysis
Chapter 4: Partial Differential Equations (PDEs)
PART C: SYSTEM OF ORDINARY DIFFERENTIAL EQUATIONS (ODEs)
Chapter 5: System of First Order Linear ODEs
2
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Textbook and References
TEXTBOOK
• Advanced Engineering Mathematics, Peter V. O’Neil, 8th Edition,Cengage Learning, 2017,
alternatively 7th Edition, 2012
OTHER REFERENCES
◦ Advanced Engineering Mathematics, Erwin Kreyszig, John Wiley&Sons, 10 th Edition, 2014.
◦ Advanced Engineering Mathematics, Dennis G. Zill, Warren S. Wright, 5th Edition,
Jones&Bartlett Learning, 2012.
◦ Advanced Modern Engineering Mathematics, Glyn James, 4th Edition, Pearson, 2011.
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PART B: FOURIER ANALYSIS.
PARTIAL DIFFERENTIAL
EQUATIONS
CHAPTER 3: FOURIER ANALYSIS
CHAPTER 4: PARTIAL DIFFERENTIAL EQUATIONS (PDES)
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ORTHOGONAL FUNCTIONS AND FOURIER SERIES
Recall:
Definition (Inner Product): Let be two vectors, then the inner product (dot product) of and is a real number (a
scalar) defined as
The inner product has the following properties:
i.
ii. , is a scalar.
iii.
iv.
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Suppose that and are piecewise-continuous functions defined on an interval (The interval also be , on so on).
Since a definite integral on the interval of the product possesses the properties (i)-(iv) of the inner product of
vectors, whenever the integral exists the following definition can be given
Definition (Inner Product of Functions):
The inner product of two functions and on interval is
Definition (Orthogonal Functions):
The functions and are said to be orthogonal on interval if
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Example 1:
Show that the functions and are orthogonal on the interval
Solution
Example 2:
Show that the functions and are orthogonal on the interval
Solution
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Example 1:
Show that the functions and are orthogonal on the interval
Solution
Example 2:
Show that the functions and are orthogonal on the interval
Solution
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Recall:
Definition (Norm of Vectors):
The norm (length) of a vector , can be expressed in terms of the inner product as
and the expression
is called the square norm.
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Definition (Norm of Functions):
The square norm of a function on the interval is
and so the norm (its generalized length) is
Normalized form:
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Definition (Orthogonal Set):
A set of real-valued functions is said to be orthogonal on an interval if
Definition (Orthonormal Set):
If is an orthogonal set of functions on the interval with the property
for
then the set is said to be orthonormal set on the given interval.
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Example 3:
Show that the set is orthogonal on the interval .
Solution
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Example 3:
Show that the set is orthogonal on the interval .
Solution
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Example 4:
Find the norms of each function in the orthogonal set on .
Solution
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Example 4:
Find the norms of each function in the orthogonal set on .
Solution
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Remark:
An orthogonal set of non-zero functions , can be normalized, that is, made into an orthonormal set, by dividing
each function by its norm.
Example 5:
The set is an orthogonal set on
The set is an orthonormal set on
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Orthogonal Series Expansion
Suppose is an infinite orthogonal set of functions on . Any function defined on can be written as a
linear combination of the set as
OR
where the coefficients are
With inner product notation, becomes
Explanation
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Definition (Orthogonal Set / Weight Function):
A set of real-valued functions is said to be orthogonal with respect to a weight function on an interval if
The usual assumption is that on the interval of orthogonality
If is orthogonal w.r.t a weight function on , then multiplying by and integrating w.r.t from to we get
where
.
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Example 6:
The set is orthogonal w.r.t a weight function on the interval .
Definition (Orthogonal Series Expansion of a Function):
The series
with coefficients given by either or is said to be orthogonal series expansion of or generalized Fourier series.
Complete Sets
To expandin a series of orthogonal functions,it is certainly necessary that not need to be orthogonal to each of
the orthogonal set . An orthogonal set is complete, if the only continuous function orthogonal to each member of
the set is the zero function.
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Example 1:
Show that the functions and are orthogonal on the interval .
Solution
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Example 1:
Show that the functions and are orthogonal on the interval .
Solution
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Example 2:
Show that the given set of functions is orthogonal on . Find the norms of each function in the set.
Solution
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Example 2:
Show that the given set of functions is orthogonal on . Find the norms of each function in the set.
Solution
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FOURIER SERIES
Let is an integrable function on the interval . The Fourier series of the function defined on the interval is given by
where
The coefficients and in are called the Fourier coefficients of .
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Example 3: Expand in a Fourier series.
Solution
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Example 3: Expand in a Fourier series.
Solution
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Example 4: Find the Fourier series of on the given interval .
Solution
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Example 4: Find the Fourier series of on the given interval .
Solution
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Theorem (Conditions for Convergence):
Let and be piecewise continuous on the interval ; that is let and be continuous except a finite number of points
in the interval and have only finite discontinuities at these points. Then for all in the Fourier series of converges
to at the point of continuity. At the point of discontinuity, the Fourier series converges to the average
Example 5: The function satisfies the conditions of the last theorem. Thus, for every , except at , the series , given
in Example 3, will converge to . At , the function is discontinuous, the series will converge to
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Periodic Extension
A Fourier series not only represents the function on the interval but also gives the periodic extension of outside
of this interval. The periodic extension of , or we may assume from the outset that the given function is periodic
with the period ; that is, When is piecewise continuous and the right- and left-hand derivatives exist at these
endpoints at and , respectively then the Fourier series of converges to the average
At these endpoints and this value extended periodically to and so on.
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Fourier Cosine and Sine Series
Recall:
Theorem (Properties of Even/Odd Functions):
1. The product of two even functions is ____________.
2. The product of two odd functions is ____________.
3. The product of an even and odd functions is ____________.
4. The sum/difference of two even functions is ____________.
5. The sum/difference of two odd functions is ____________.
6. If is an even function, then
7. If is an odd function, then
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Definition(Fourier Cosine and Fourier Sine Series)
i. The Fourier series of an even function on the interval is the cosine series
where
ii. The Fourier series of an odd function on the interval is the sine series
where
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Example : Expand in a Fourier series.
Solution
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Half-Range Expansions
Let be a function defined on an interval . We want to represent the function by a trigonometric series. Let
us consider the three most important cases. If is defined on , then
i. Reflect the graph of the function about the axis onto ; the function is now even on the interval or
ii. Reflect the graph of the function through the origin onto ; the function is now odd on the interval or
iii. Define on by .
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Example : Expand in a
a) cosine series b) sine series c) Fourier series
Solution
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Sturm-Liouville Problem
Let us consider the following order ordinary differential equation (ODE)
This boundary value problem (BVP) - is called Sturm-Liouville problem (SLP). The problem is to determine values for
which we obtain non-trivial (non-zero) solution function . values are called eigenvalues and corresponding non-zero
solutions are called eigenfunctions.
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Regular Sturm-Liouville Problem Singular Sturm-Liouville Problem
If the assumption on and are given for an interval we
If
say that the problem is singular provided that if one of
i. and are continuous on
the following holds:
ii. , on
i. is zero at or or
iii. ,
ii. and become unbounded near the boundary
then the problem - is called regular SLP. points or
iii. the interval is unbounded, that is,
.
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Theorem (Properties of the Regular Sturm-Liouville Problem)
i. There exists an infinite number of real eigenvalues that can be arranged in an increasing order
such that as
ii. For each eigenvalue there is only one eigenfunction (except for non-zero constant multiples)
iii. Eigenfunctions corresponding to distinct (different) eigenvalues are linearly independent.
iv. The set of eigenfunctions corresponding to the set of eigenvalues is orthogonal with respect to the weight function
on the interval .
v. The eigenvalues are all real numbers and eigenfunctions are real-valued functions.
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Example 1: Solve the BVP For finding a general solution of and constructing non-zero solutions of - we need to consider three cases:
Case 1:
Solution
i)
are continuous on Case 2:
ii)
iii)
Since, conditions are satisfied the Case 3:
problem - is a regular SLP.
The problem is to determine all
eigenvalues and corresponding to
them eigenfunctions (non-zero
solutions).
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Example 1: Solve the BVP For finding a general solution of and constructing non-zero solutions of - we need to consider three cases:
Case 1:
Solution
are continuous on Case 2:
Since, conditions are satisfied the Case 3:
problem - is a regular SLP.
The problem is to determine all
eigenvalues and corresponding to
them eigenfunctions (non-zero
solutions).
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Example 1: Solve the BVP Summary:
are eigenvalues; are corresponding eigenfunctions to .
Properties of Eigenfunctions
1) (Norm) we will choose
The normalized form of the eigenfunctions are:
is an eigenfunction corresponding to .
2) (Orthogonality) The eigenfunctions corresponding to distinct eigenvalues are orthogonal
()
.
3) (Completeness) Let and be integrable functions on . Any function may be written in the form of Fourier series
expansion relative to the set of .
where
are Fourier coefficients of .
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Example 2: Solve the BVP For finding a general solution of and constructing non-zero solutions of - we need to consider three cases:
Case 1:
Solution
i)
are continuous on Case 2:
ii)
iii)
Since, conditions are satisfied the Case 3:
problem - is a regular SLP.
The problem is to determine all
eigenvalues and corresponding to
them eigenfunctions (non-zero
solutions).
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Example 2: Solve the BVP For finding a general solution of and constructing non-zero solutions of - we need to consider three cases:
Case 1:
Solution
are continuous on Case 2:
Since, conditions are satisfied the Case 3:
problem - is a regular SLP.
The problem is to determine all
eigenvalues and corresponding to
them eigenfunctions (non-zero
solutions).
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Example 2: Solve the BVP Summary:
are eigenvalues; are corresponding eigenfunctions to .
Properties of Eigenfunctions
1) (Norm) The eigenfunctions can be written in the normalized form as follows
2) (Orthogonality) The eigenfunctions corresponding to distinct eigenvalues are orthogonal
3) (Completeness) Let and be integrable functions on . Any function may be written in the form of Fourier series
expansion relative to the set of .
where
are Fourier coefficients of .
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Introduction
Most of the engineering and physical problems can be formulated by differential equations. If unknown of the
problem depends on one (single) independent variable, the mathematical model will be an ordinary differential
equations (ODEs). If unknown function depends on more than one independent variable the model is
formulated by partial differential equations (PDEs).
In general if is a differential operator, is the unknown function, and is a given function (inhomogeneous term)
then a differential equation is
with some given initial and boundary conditions that determines an engineering or physical problem.
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Examples:
1.
2.
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Linear Operator
Definition: An operator is linear if it satisfies the following two conditions:
i.
ii.
with given initial and boundary condition formulated a physical or an engineering problem.
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Examples:
1. Show that the operator is linear for
2. Show that the operator is linear for smooth functions in .
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Examples:
3. Determine whether the operator is linear or not for
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Principle of Superposition
Let are given functions, and are constants. If are the solutions of , then
is a solution of
.
For , if are the solutions then
is also a general solution of the differential equations.
For if is a solution of and if is a solution of then
is the solution of .
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Examples:
1. Solve the DE :
2. Solve the DE :
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Linear First Order PDEs
First order linear PDE in two variables is
where
and are given functions (coefficients of PDE),
is a given function (inhomogeneous/nonhomogeneous term of PDE),
is the unknown function,
(space variable) and (time variable) are independent variables.
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Second-Order Linear PDEs
Let us consider order linear PDE in the form
where
and are given functions,
is a given function (inhomogeneous/nonhomogeneous term of PDE),
is the unknown function,
and are independent variables.
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Types Second-Order Linear PDEs
Let us consider order linear constant coefficient PDE in the form
where
and are given constants,
is a given function
is the unknown function,
and are independent variables.
Classification of the PDE :
If
i. then the PDE is HYPERBOLIC type (Example: Wave equation)
ii. then the PDE is PARABOLIC type (Example: Heat equation)
iii. then the PDE is ELLIPTIC type (Example: Laplace equation)
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