Beruflich Dokumente
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1. Recall that for a continuous function on [–L, L], we define the Fourier series of f (x ) to be
∞
a0 X nπx nπx
+ an cos + bn sin ,
2 L L
n=1
where
1 L 1 L
Z nπx Z nπx
an = f (x ) cos dx , bn = f (x ) sin dx ,
L –L L L –L L
for n = 1, 2, 3, · · ·. Parseval’s Theorem states that
∞
1 π 2
Z
1 X
f (x ) dx = a02 + an2 + bn2 . (0.1)
L –π 2
n=1
converges. Euler’s solution of the Basel problem lauched him into fame in 1735 (he was 28 at the
time) when he provided a proof in which he manipulated Taylor series. Euler solved this problem in 3
different ways in his lifetime, and since mathematicians have continually provied for interesting, and
enlightening approaches to this same problem.
Let f (x ) = x on the interval [–π, π] and compute the Fourier series of f (x ). Then, use (0.1) to solve
the Basel problem.
1
Solution. One can see that f (x ) = x is an odd function. Therefore, an = 0 for n = 0, 1, 2, 3, · · ·. By
integration by parts we have
1 π 1 π cos(nx )
Z Z
1 x cos (nx ) π
bn = x sin(nx ) dx = – + dx
π –π π n –π π –π n
2π cos(nπ)
=– +0
πn
2(–1)n
=–
n
Furthermore,
1 π 2 1 π 2 2π 2
Z Z
f (x ) dx = x dx = .
π –π π –π 3
By Parseval’s Theorem,
∞ ∞
2π 2 1 π 2
Z
a0 X nπx nπx X 1
= f (x ) dx = + an cos + bn sin = 4 2.
3 π –π 2 L L n
n=1 n=1
Therefore,
∞
X 1 π2
2
= .
n 6
n=1
2. Let f (x ) and g(x ) be functions defined on R and let c1 , c2 ∈ R. Show that F is linear i.e.
We will see what effect the term –γu has on the solution.
(a) Show that the solution to (0.2) is the inverse Fourier transform of
2
U (ω, t ) = c(ω)e –(σω +γ)t , c(ω) = F{f (x )}. (0.3)
2
Solution. We know that
F {ut (x , t )} = U t (ω, t ), F {uxx (ω, t )} = (–i ω)2 U (ω, t ) = –ω 2 U (ω, t ), F {u(x , t )} = U (ω, t ).
Note that
Recalling that
r
–1 –σω 2 t π – x2
F {e }= e 4σt ,
σt
we see that (from lecture 10)
n 2
o
u(x , t ) = e –γt F–1 c(ω)e –σω t
Z ∞
–γt 2
=e c(ω)e –i ωx e –σω t dω
Z–∞∞ 1 Z ∞
–γt i ωy 2
=e f (y)e dy e –i ωx e –σω t dω
–∞ 2π
Z ∞ Z ∞–∞
1 2
= e –γt f (y)e –i ω(x –y) e –σω t dω dy
2π –∞ –∞
Z ∞ Z ∞
1 2
= e –γt f (y) e –i ω(x –y) e –σω t dω dy
2π –∞ –∞
Z ∞ r
π – (x –y)2
–γt 1
=e f (y) e 4σt dy
2π –∞ σt
Z ∞
1 (x –y)2
= e –γt f (y) √ e – 4σt dy.
–∞ 4πσt
3
(c) In one sentence, describe how the solution to the heat equation with convection (0.2) relates to
the standard heat equation, whose solution we saw in lecture 10.
Solution. The solution to (0.2) is exactly the solution to the standard heat equation IVP on R
except multiplied by a factor of e –γt .
4. Let F (ω) be the Fourier transform of f (x ) and let β be a constant. Show that
n o
F–1 e i βω F (ω) = f (x – β).
Well,
Z ∞ Z ∞ n o
f (x – β) = F (ω)e –i (x –β)ω dω = F (ω)e i βω e –ix ω dω = F–1 e i βω F (ω) .
–∞ –∞
F {ut (x , t )} = U t (ω, t ), F {uxx (ω, t )} = (–i ω)2 U (ω, t ) = –ω 2 U (ω, t ), F {ux (x , t )} = –i ωU (ω, t ).
(b) Solve the resulting ODE, including applying the initial condition.
Solution. The ODE in (0.5) is a first order ODE in U wrt t . Solving (0.5) gives
2
U (ω, t ) = c(ω)e –(σω +icω)t .
Note that
Therefore,
2
U (ω, t ) = c(ω)e –(σω +icω)t , c(ω) = F {f (x )} .
4
(c) Use the result in the previous exercise (i.e. the shift theorem) to compute the inverse Fourier
transform. Recall that when F{f (x )} = c(ω), we had
Z ∞
2 1 1 2
v (x , t ) = F–1 {c(ω)e –σω t } = f (y) √ e –(x –y) /(4σt ) dy. (0.6)
2π –∞ 4πσt
Solution. We can write
2 2
U (ω, t ) = c(ω)e –(σω +icω)t = c(ω)e –σω e i (–ct )ω .