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Weston Barger
We found that all standing wave solutions to (1.1) had the form Therefore, our solutions
are
cnπt cnπt nπx
un (x , t ) = A cos + B sin sin , n = 1, 2, 3, · · · .
L L L
We would like to show that we can superimpose solutions of (1.1). Suppose that u1
and u2 are solutions of (1.1). We would like to show that v = α1 u1 + α2 u2 , where α1 and
α2 are constants, is also a solution of (1.1). Note that
v (0, t ) = α1 · 0 + α2 · 0 = 0
v (L, t ) = α1 · 0 + α2 · 0 = 0.
vtt = α1 (u1 )tt + α2 (u2 )tt = α1 c 2 (u1 )xx + α2 c 2 (u2 )xx = c 2 vxx .
1
Note: We were able to superimpose solutions to (1.1) because it is a homogeneous equa-
tion. Suppose that we were interested in solving
u(0, t ) = 0
utt = c 2 uxx , . (1.2)
u(L, t ) = 1
v (L, t ) = α1 · 1 + α2 · 1 = α1 + α2 .
2 Fourier Series
Suppose that f (x ) is a periodic function defined on [–L, L]. We wish to represent f (x ) as
∞
X nπx
nπ
f (x ) = a0 + an cos + bn sin x
n=1 L L
Note: Many phenomenon arising in engineering and the physical sciences are periodic.
Representing these waves as a decomposition of their constituent components can
help illuminate the underlying phenomenon. The Fourier series is named for Jean
Baptiste Joseph Fourier, for his work on solving the heat equation on a plane with
arbitrary heat source.
The Fourier series is analogous in some ways to the Taylor series. Instead of representing
a function as a sum of monomials, we use sine and cosine waves with varying frequencies.
We have a formula for the coefficients of the Taylor series, and we would like one for the
coefficients a0 , an and bn . First, we need a definition:
2
Definition 2.1. Let f (x ) and g(x ) be two functions defined on [–L, L]. The functions f
and g are said to be orthogonal if
Z L
f (x )g(x ) dx = 0. (2.1)
–L
We can think of the functions f and g as like vectors in a vector space. Recall that
for x , y ∈ Rn , x and y are orthogonal if
x · y = x1 y1 + x2 y2 + x3 y3 + · · · + xn yn = 0. (2.2)
The definition in (2.1) is like the continuous version (2.2). Here, f (x ) and g(x ) are multi-
plied and summed for each index x ∈ [–L, L].
3
" ! !#
1Z L (n – m)πx (n + m)πx
= cos – cos dx
2 –L L L
(n – m)πx L (n + m)πx L
! !
1 1
= sin – sin
2(n – m)π/L L
–L 2(n + m)π/L L
–L
=0.
where the last equality was achieved by recalling that the average value of sine and cosine
over their periods is zero. We now have an expression for a0 . Now, let choose an arbitrary
positive integer m, multiply both sides of (2.6) by sin(nπx /L) and integrate to get
Z L
mπx
sin f (x ) dx
–L L
4
Z L
mπx
∞
nπx
X nπ
= sin a0 + an cos + bn sin x dx
–L L n=1 L L
Z L
mπx
= a0 sin dx
–L L
X∞ Z L
mπx
nπx
mπx
nπx
+ an sin cos + bn sin sin dx
n=1 –L L L L L
∞
X
= bn Lδm,n
n=1
=Lbm
We have an expression now for bm . Repeating this process with cos(mπx /L) yields
Z L
mπx
cos f (x ) dx
–L L
Z L
mπx
X∞
nπx
nπ
= cos a0 + an cos + bn sin x dx
–L L n=1 L L
Z L
mπx
= a0 cos dx
–L L
∞ Z L
X
mπx
nπx
mπx
nπx
+ an cos cos + bn cos sin dx
n=1 –L L L L L
∞
X
= an Lδm,n
n=1
=Lam .
Theorem 2.4. The Fourier series for a periodic function f (x ) defined on [–L, L] is
∞
X nπx
nπ
f (x ) = a0 + an cos + bn sin x ,
n=1 L L
where
1 ZL
a0 = f (x ) dx
2L –L
1ZL nπx
an = f (x ) cos dx
L –L L
1ZL nπx
bn = f (x ) sin dx
L –L L
5
Theorem 2.5. Let f (x ) be a twice differentiable function for which f (x ), f 0 (x ) and
f 00 (x ) are pointwise continuous on [–L, L]. Suppose that a0 , an and bn are the Fourier
coefficients for f (x ). Then, for any x ∈ [–L, L],
N
X
nπx
nπx
f (x– ) + f (x+ )
lim a0 + an cos + bn sin = .
N →∞ n=1 L L 2
Example 2.6. Find the Fourier series of f (x ) = x 2 on [–1, 1]. For this example L = 1.
So,
1Z 1 2 1
a0 = x dx = ,
2 –1 3
and
Z 1
4(–1)n
an = x 2 cos (nπx ) dx = ,
–1 π2n 2
where the integral was performed by parts. Now, note that x 2 sin(nπx ) is an odd function,
therefore,
Z L
bn = x 2 sin (nπx ) dx = 0.
–L
Thus,
1 ∞ 4(–1)n
x2 =
X
+ cos (nπx ) .
3 n=1 π 2 n 2
When we constructed the Fourier series for x 2 , we constructed only over [–1, 1] i.e.
we computed the series representation of the periodic extension of x 2 on [–1, 1].
This extension is pictured in Figure 1
6
Figure 1: The periodic extension of x 2 on [–1, 1].
Definition 2.7. If f (x ) is an even function, then the Fourier series on [–L, L] collapses
and we have the Fourier cosine series
∞
X nπx
f (x ) = a0 + an cos ,
n=1 L
with
1ZL nπx 2ZL nπx
a0 = f (x ) cos dx , an = f (x ) cos dx .
L 0 L L –L L
7
and
1ZL nπx 2ZL nπx
bn = f (x ) sin dx = f (x ) sin dx .
L –L L L 0 L
This motivates the definition
Definition 2.8. If f (x ) is an odd function, then the Fourier series on [–L, L] collapses
and we have the Fourier sine series
∞
X nπx
f (x ) = bn sin ,
n=1 L
with
2ZL nπx
bn = f (x ) sin dx .
L 0 L
We have already applied the boundary conditions to derive the above equation. Applying
the initial conditions give
∞
X
nπx
u(x , 0) = f (x ) = An sin ,
n=1 L
X∞ cnπ nπx
ut (x , 0) = g(x ) = Bn sin (3.2)
n=1 L L
8
Let us consider the odd extension of f (x ), fˆ(x ). Then on [–L, L],
∞ nπx
fˆ(x ) =
X
An sin
n=1 L
where
2ZL nπx
An = f (x ) sin dx .
L 0 L
Now, to compute Bn . We see that (3.2) is the sine series of the odd extension of g(x ),
ĝ(x ). Thus,
where
2ZL nπx 2 ZL nπx
An = f (x ) sin dx , Bn = g(x ) sin ddx .
L 0 L cnπ 0 L