Fourier Series and Partial Differential Equations Lecture Notes
Fourier Series and Partial Differential Equations Lecture Notes
Fourier Series and Partial Differential Equations Lecture Notes
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Chapter 2. <strong>Fourier</strong> series 22<br />
because f is continuous on [0,L). If we put x = 0 we calculate<br />
0 = L<br />
4 +<br />
∞<br />
m=0<br />
−2L<br />
(2m+1) 2 π 2,<br />
which proves (2.69). If we set x = L in equation (2.73) we obtain<br />
giving<br />
f(L+)+f(L−)<br />
2<br />
0+L<br />
2<br />
which gives equation (2.69) again.<br />
2.4.1 Sine <strong>and</strong> cosine series<br />
= L<br />
4 +<br />
∞<br />
m=0<br />
= L<br />
4 +<br />
(2.75)<br />
−2L<br />
(2m+1) 2 cos[(2m+1)π], (2.76)<br />
π2 ∞<br />
m=0<br />
−2L<br />
(2m+1) 2 π 2,<br />
(2.77)<br />
Given a function f defined on [0,L] we require an expansion with only cosine terms or<br />
only sine terms. This will be done by extending f to be even (for only cosine terms) or<br />
odd (for only sine terms) on (−L,L] <strong>and</strong> then extending to a 2L-period function. The<br />
series obtained will then be valid on (0,L).<br />
Definition If f is definedon [0,L], theeven extension for f, denoted by fe, is the periodic<br />
extension of<br />
<br />
f(x) x ∈ [0,L],<br />
fe(x) =<br />
f(−x) x ∈ (−L,0),<br />
(2.78)<br />
so that we have fe(x) = fe(−x) for all x. Thus:<br />
where<br />
an = 1<br />
L<br />
fe(x)cos<br />
L −L<br />
fe(x) ∼ a0<br />
2 +<br />
is called the <strong>Fourier</strong> cosine series of f.<br />
∞ <br />
nπx<br />
<br />
ancos , (2.79)<br />
L<br />
n=1<br />
<br />
nπx<br />
<br />
dx =<br />
L<br />
2<br />
L<br />
L <br />
nπx<br />
<br />
f(x)cos dx, (2.80)<br />
L<br />
Definition The odd extension for f, denoted by fo, is the periodic extension of<br />
<br />
f(x) x ∈ [0,L],<br />
fo(x) =<br />
−f(−x) x ∈ (−L,0),<br />
so that fo(x) = −fo(−x) for all x = nL. Similarly,<br />
where<br />
fo(x) ∼<br />
is called the <strong>Fourier</strong> sine series for f.<br />
0<br />
n=1<br />
0<br />
(2.81)<br />
∞ <br />
nπx<br />
<br />
bnsin , (2.82)<br />
L<br />
bn = 2<br />
L <br />
nπx<br />
<br />
f(x)sin dx,<br />
L L