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Fourier Series and Partial Differential Equations Lecture Notes

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Chapter 2. <strong>Fourier</strong> series 10<br />

<strong>and</strong><br />

∂y<br />

(x,0) =<br />

∂t<br />

Hence, we want An, Bn such that<br />

αsin<br />

<br />

πx<br />

<br />

=<br />

L<br />

n=1<br />

∞<br />

n=1<br />

Bn<br />

∞ <br />

nπx<br />

<br />

Ansin , 0 =<br />

L<br />

<br />

nπc<br />

<br />

nπx<br />

<br />

sin . (2.6)<br />

L L<br />

∞<br />

n=1<br />

Bn<br />

<br />

nπc<br />

<br />

nπx<br />

<br />

sin . (2.7)<br />

L L<br />

By inspection we see that A1 = α, An = 0 for n = 1 <strong>and</strong> Bn = 0 ∀n. Thus, for these<br />

initial conditions, the solution is<br />

<br />

πx<br />

<br />

πct<br />

y(x,t) = αsin cos . (2.8)<br />

L L<br />

If we would like to take more general initial conditions<br />

y(x,0) = f(x),<br />

we need to find {An,Bn} such that<br />

f(x) =<br />

∞ <br />

nπx<br />

<br />

Ansin , g(x) =<br />

L<br />

n=1<br />

∂y<br />

(x,0) = g(x), (2.9)<br />

∂t<br />

∞<br />

n=1<br />

These are known the <strong>Fourier</strong> sine series of the functions f <strong>and</strong> g.<br />

2.1 Periodic, even <strong>and</strong> odd functions<br />

Definition f is a periodic function if there is an a > 0 such that<br />

Bn<br />

<br />

nπc<br />

<br />

nπx<br />

<br />

sin . (2.10)<br />

L L<br />

f(x+a) = f(x), ∀x ∈ R. (2.11)<br />

If this is the case a is called a period for f. Note that the period is not unique, but if there<br />

is a smallest such a, it is called the prime period of f.<br />

<strong>Notes</strong>.<br />

1. Observe that this means that f(x) = c for c constant does not have a prime period.<br />

2. Examples of periodic functions are sinx with prime period 2π <strong>and</strong> cos(2πx/a) with<br />

prime period a. Examples of non-periodic functions are x <strong>and</strong> x 2 .<br />

3. Observe that if f is defined on the half-open interval (α,α +a] we can extend it to<br />

be a periodic function by dem<strong>and</strong>ing it is periodic with period a. This is called a<br />

periodic extension.<br />

α−a<br />

y<br />

α α+a<br />

x

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