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SCHAUM’S OUTLINE SERIES THEORY AND PROBLEMS OF FOURIER ANALYSIS with applications to BOUNDARY VALUE PROBLEMS UT a el ea INCLUDING 205 SOLVED PROBLEMS SCHAUM’S OUTLINE SERIES McGRAW-HILL BOOK COMPANY SCHAUM’S OUTLINE OF THEORY AND PROBLEMS of FOURIER ANALYSIS with Applications to Boundary Value Problems by MURRAY R. SPIEGEL, Ph.D. Former Professor and Chairman of Mathematics Rensselaer Polytechnic Institute of Connecticut eit whe SCHAUM’S OUTLINE SERIES ‘McGRAW-HILL BOOK COMPANY New York, St, Louis, San Francisco, Diisseldorf, Johannesburg, Kuala Lumpur, London, Mexico, Montreal, New Delhi, Panama, Sao Paulo, Singapore, Sydney, and Toronto Copyright © 1974 by McGraw-Hill, Ine. All rights reserved. Printed in the United States of America. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the publisher. 0-07-060219-0 3456789101112181415 SH SH 79876 Library of Congress Catalog Card Spiegel, Murray R, Schaum's outline of theory and problems of Fourier analysis. (Schaum's outline series) 1, Fourier analysis. 2. Boundary value problems. 1. Title, II. Title: Theory and problems of Fourier analysis. (QA403.5.866] s16/ 2433, 173-21520 Preface In the early years of the 19th century the French mathematician J, B, J. Fourier in his researches on heat conduction was led to the remarkable discovery of certain trigonometric series which now bear his name. Since that time Fourier series, and generalizations to Fourier integrals and orthogonal series, have become an essential part of the background of scientists, engineers and mathematicians from both an ap- plied and theoretical point of view. ‘The purpose of this book is to present the fundamental concepts and applications of Fourier series, Fourier integrals and orthogonal functions (Bessel, Legendre, Hermite, and Laguerre functions, as well as others). ‘The book is designed to be used either as a textbook for a formal course in Fourier Analysis or as a comprehensive supplement to all current standard texts. It should be of considerable value to those taking courses in engineering, science or mathematics in which these important methods are frequently used. It should also prove useful as a book of reference to research workers employing Fourier methods or to those inter- ested in the field for self-study. Each chapter begins with a clear statement of pertinent definitions, principles and theorems, together with illustrative and other descriptive material. The solved prob- lems serve to illustrate and amplify the theory and to provide the repetition of basic principles so vital to effective learning. Numerous proofs of theorems and derivations of formulas are included among the solved problems. The large number of supple- mentary problems with answers serve as a complete review of the material of each chapter. Considerably more material has been included here than can be covered in most first courses. This has been done to make the book more flexible, to provide a more useful book of reference, and to stimulate further interest in the topics. I wish to take this opportunity to thank Henry Hayden and David Beckwith for their splendid cooperation. M. R. SPIEGEL January 1974 Chapter CONTENTS BOUNDARY VALUE PROBLEMS ceeeceee Mathematical Formulation and Solution of Physical Problems. Definitions Per- taining to Partial Differential Equations. Linear Partial Differential Equa- tions. Some Important Partial Differential Equations. The Laplacian in Differ- ‘ent Coordinate Systems. Methods of Solving Boundary Value Problems. Page 1 Chapter FOURIER SERIES AND APPLICATIONS .... 5 ‘The Need for Fourier Series. Periodie Functions. Piecewise Continuous Func tions. Definition of Fourier Series, Dirichlet Conditions, Odd and Even Functions. Half-Range Fourier Sine or Cosine Series, Parseval’s Identity. Uniform Convergence. Integration and Differentiation of Fourier Series, Com= plex Notation for Fourier Series, Double Fourier Series. Applications of Fourier Series. Chapter ORTHOGONAL FUNCTIONS ..... cee pee Definitions Involving Orthogonal Functions. Orthonormal Sets. Orthogonality with Respect to a Weight Function, Expansion of Functions in Orthonormal Series. Approximations in the Least-Squares Sense. Parseval’s Identity for Orthonormal Series. Completeness, Sturm-Liouville Systems. Eigenvalues and Eigenfunctions. The Gram-Schmidt Orthonormalization Process. Applications to Boundary Value Prob Chapter GAMMA, BETA AND OTHER SPECIAL FUNCTIONS .. Special Functions. The Gamma Function. Table of Values and Graph of the Gamma Funetion. Asymptotic Formula for I(n). Miscellaneous Results Involv- ing the Gamma Function. The Beta Function. Other Special Functions Asymptotic Series or Expansions. Chapter FOURIER INTEGRALS AND APPLICATIONS . 300 ‘The Need for Fourier Integrals. The Fourier Integral. Equivalent Forms of Fourier's Integral Theorem. Fourier Transforms. Fourier Sine and Cosine Transforms. Parseval's Identities for Fourier Integrals, The Convolution ‘Theorem for Fourier Transforms. Applications of Fourier Integrals and Trans- forms. Chapter BESSEL FUNCTIONS AND APPLICATIONS gq00n Bessel’s Differential Equation. The Method of Frobenius. Bessel Functions of the First Kind. Bessel Functions of the Second Kind. Generating Function for Jal). Recurrence Formulas. Functions Related to Bessel Functions, “Equa tions Transformable into Bessel’s Equation. Asymptotic Formulas for Bessel Functions. Zeros of Bessel Functions. Orthogonality of Bessel Functions of the First Kind. Series of Bessel Functions of the First Kind. Orthogonality and Series of Bessel Functions of the Second Kind. Solutions to Boundary Value Problems Using Bessel Functions. 7 CONTENTS Page Chapter 7 LEGENDRE FUNCTIONS AND APPLICATIONS ...... 130 Legendre’s Differential Equation. Legendre Polynomials, Generating Function for Legendre Polynomials. Recurrence Formulas. Legendre Fanctions of the Second Kind, Orthogonality of Legendre Polynomials. Series of Legendre Polynomials. Associated Legendre Functions. Orthogonality of Associated Legendre Functions. Solutions,to Boundary. Value Problems Using Legendre Funetio Chapter § HERMITE, LAGUERRE AND OTHER ORTHOGONAL POLYNOMIALS ................. 154 Hermite's Differential Equation. Hermite Polynomials, Generating Function for Hermite Polynomials. Recurrence Formblas for Hermite Polynomials. Orthogonality of Hermite Polynomials. Series of Hermite Polynomials. La- ‘guerre's Differential Equation, Laguerre Polynomials, Some Important Prop- erties of Laguerre Polynomials. Miscellaneous Orthogonal Polynomials and ‘Their Properties. Appendix A. Uniqueness of Solutions . 167 Appendix BB Special Fourier Series ............ Sees 169 Appendix C Special Fourier Transforms 173 Appendix D) Tables of Values for Jo() and J:(e) 16 Appendix EZ Zeros of Bessel Functions... ut ANSWERS TO SUPPLEMENTARY PROBLEMS . ve 1D INDEX - 187 Chapter 1 Boundary Value Problems MATHEMATICAL FORMULATION AND SOLUTION OF PHYSICAL PROBLEMS In solving problems of science and engineering the following steps are generally taken. 1, Mathematical formulation. To achieve such formulation we usually adopt mathematical ‘models which serve to approximate the real objects under investigation. Example 1. ‘To investigate the motion of the earth or other planet about the sun we can choose points as mathe- matical models of the sun and earth. On the other hand, if we wish to investigate the motion of the earth about its axis, the mathematical model cannot be a point but might be a sphere or even more accu- rately an ellipsoid. In the mathematical formulation we use known physical laws to set up equations describing the problem, If the laws are unknown we may even be led to set up experi- ‘ments in order to discover them. Example 2. In describing the motion of a planet about the sun we use Newton's laws to arrive at a differential ‘equation involving the distance of the planet from the sun at any time. 2 Mathematical solution. Once a problem has been successfully formulated in terms of equations, we need to solve them for the unknowns involved, subject to the various conditions which are given or implied in the physical problem. One important con- sideration is whether such solutions actually exist and, if they do exist, whether they are unique. In the attempt to find solutions, the need for new kinds of mathematical analysis — leading to new mathematical problems — may arise. Example 3. J.B. Fourier, in attempting to solve a problem in heat flow which he had formulated in terms of partial differential equations, was Ied to the mathematical problem of expansion of functions into series involving sines and cosines. ‘Such series, now called Fourier series, are of interest from the point of view of mathematical theory and in physical applications, as we shall see in Chapter 2. 3. Physical interpretation. After a solution has been obtained, it is useful to interpret it physically. Such interpretations may be of value in suggesting other kinds of problems, which could lead to new knowledge of a mathematical or physical nature. In this book we shall be mainly concerned with the mathematical formulation of physi- cal problems in terms of partial differential equations and with the solution of such equations by methods commonly called Fourier methods.