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Advanced Calculus fi..

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Chapter 7 Fourier Series and Orthogonal Functions 527In general, we are led in this way to generalized functions of form 4f (x) + a16(x - c1) + a26(x - c2) + . -. + blS1(x - dl) + . . . + elSU(x - pl) + . . . ,(7.112)that is, of the form ordinary function (of the type described) plus a linear combinationof translated delta functions and translated derivatives up to a certain order of thedelta function. Terms with 0 coef<strong>fi</strong>cient are to be suppressed. We now con<strong>fi</strong>ne ourattention to generalized function of this type.Operations on generalized functions. We add or subtract generalized functions ofthe type considered in the obvious way. For example,&q(ex + 6(x)) + (sinx + 6(x) + S'(x - 1)) = ex + sinx + 26(x) + 6'(x - 1).We can also multiply such a function by a scalar constant, by multiplying eachterm by the scalar. Multiplication of arbitrary generalized functions is not de<strong>fi</strong>ned;in particular, 6(x) . 6(x) is not de<strong>fi</strong>ned. However, if one of the two factors is anordinary function f (x) satisfying certain continuity conditions, then one can multiplyf by each term of the other factor. In particular, one de<strong>fi</strong>nes f (x)8(x) to equalf (O)S(x), provided that f (x) is continuous at x = 0; one de<strong>fi</strong>nes f (x)S1(x) to equalf (0)6'(x)- f '(O)S(x), provided that f and f' are continuous at x = 0. Theserules can be justi<strong>fi</strong>ed by the limit process described before; the latter rule can alsobe justi<strong>fi</strong>ed by the rule for differentiating products. In general, one is led to thede<strong>fi</strong>nition:provided that f, . . . , f (k) are continuous at x = c. For example,f (x)~"(x - c) = f (c)8"(x- c) - 2 f '(c)6'(x- c) + f "(c)S(x- c).One can differentiate a generalized function of the type considered, by differentiatingeach term: The derivative of ~6(~)(x - c) is ~6'~+"(x - c); the derivativeof f (x) is the ordinary derivative plus contributions from the jump discontinuities.If c is such a discontinuity, then we add a term[ lim f (x)- lim f (.x)]8(x - c).x-+c+X'c-Thus if f (x) = 0 for x < 0, f (x) = cos x for 0 < x < n/2, and f (x) = - 1 for x >n/2, then f '(x) = g(x) + 6(x) - 6(x - (n/2)), where g(x) = 0 for x < 0, g(x) =-sin x for 0 < x < n/2, g(x) = 0 for x > n/2. One can verify that the usual rulesfor derivatives of sums and products hold.Generalized functions can also be integrated. & consider here only de<strong>fi</strong>niteintegrals from a to b (where a may be -oo and b may be oo) and exclude the case

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