Linear algebra standard operating procedure

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Linear algebra standard operating procedure

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1. Definition: A scalar λ is called an eigenvalue of the n × n matrix A is there is a nontrivial solution

x of Ax = λx. Such an x is called an eigenvector corresponding to the eigenvalue λ.

2. What does this mean geometrically? Suppose that A is the standard matrix for a linear transformation

T : Rn → Rn . Then if Ax = λx, it follows that T (x) = λx. This means that if x is an eigenvector of

A, then the image of x under the transformation T is a scalar multiple of x – and the scalar involved

is the corresponding eigenvalue λ. In other words, the image of x is parallel to x.

4. Suppose that 0 is an eigenvalue of A. What does that say about A? There must be some nontrivial

vector x for which

Ax = 0x = 0

which implies that A is not invertible which implies a whole lot of things given our Invertible Matrix

Theorem.

5. Invertible Matrix Theorem Again: The n × n matrix A is invertible if and only if 0 is not an

eigenvalue of A.

6. Definition: The eigenspace of the n × n matrix A corresponding to the eigenvalue λ of A is the set of

all eigenvectors of A corresponding to λ.

7. We’re not used to analyzing equations like Ax = λx where the unknown vector x appears on both

sides of the equation. Let’s find an equivalent equation in standard form.

Ax = λx

Ax − λx = 0

Ax − λIx = 0

(A − λI)x = 0

8. Thus x is an eigenvector of A corresponding to the eigenvalue λ if and only if x and λ satisfy (A−λI)x =

0.

9. It follows that the eigenspace of λ is the null space of the matrix A − λI and hence is a subspace of

Rn .

10. Later in Chapter 5, we will find out that it is useful to find a set of linearly independent eigenvectors

for a given matrix. The following theorem provides one way of doing so. See page 307 for a proof of

this theorem.

11. Theorem 2: If v1 , . . . , vr are eigenvectors that correspond to distinct eigenvalues λ1 , . . . , λr of an

n × n matrix A, then the set {v1 , . . . , vr } is linearly independent.

2 Determinants

1. Recall that if λ is an eigenvalue of the n × n matrix A, then there is a nontrivial solution x to the

equation

Ax = λx

or, equivalently, to the equation

(A − λI)x = 0.

(We call this nontrivial solution x an eigenvector corresponding to λ.)

2. Note that this second equation has a nontrivial solution if and only if the matrix A−λI is not invertible.

Why? If the matrix is not invertible, then it does not have a pivot position in each column (by the

Invertible Matrix Theorem) which implies that the homogeneous system has at least one free variable

which implies that the homogeneous system has a nontrivial solution. Conversely, if the matrix is

invertible, then the only solution is the trivial solution.

3. To find the eigenvalues of A we need a condition on λ that is equivalent to the equation (A − λI)x = 0

having a nontrivial solution. This is where determinants come in.

4. We skipped Chapter 3, which is all about determinants, so here’s a recap of just what we need to know

about them.

a b

5. Formula: The determinant of the 2 × 2 matrix A = is

c d

detA = ad − bc.

a11 a12 a13

6. Formula: The determinant of the 3 × 3 matrix A =a21 a22 a23 is

a31 a32 a33

detA = a11 a22 a33 + a12 a23 a31 + a13 a21 a32

− a31 a22 a13 − a32 a23 a11 − a33 a21 a12 .

7. Theorem: The determinant of an n × n matrix A is 0 if and only if the matrix A is not invertible.

8. That’s useful! We’re looking for values of λ for which the equation (A − λI)x = 0 has a nontrivial

solution. This happens if and only if the matrix A − λI is not invertible. This happens if and only if

the determinant of A − λI is 0. This leads us to the characteristic equation of A.

1. Theorem: A scalar λ is an eigenvalue of an n × n matrix A if and only if λ satisfies the characteristic

equation

det(A − λI) = 0.

2. It can be shown that if A is an n × n matrix, then det(A − λI) is a polynomial in the variable λ of

degree n. We call this polynomial the characteristic polynomial of A.

3 6 −8

3. Example: Consider the matrix A =0 0 6 . To find the eigenvalues of A, we must compute

0 0 2

det(A − λI), set this expression equal to 0, and solve for λ. Note that

3 6 −8 λ 0 0 3−λ 6 −8

A − λI = 0 0 6 − 0 λ 0 = 0 −λ 6 .

0 0 2 0 0 λ 0 0 2−λ

Since this is a 3 × 3 matrix, we can use the formula given above to find its determinant.

− (0)(−λ)(−8) − (0)(6)(3 − λ) − (−λ)(0)(6)

= −λ(3 − λ)(2 − λ)

Setting this equal to 0 and solving for λ, we get that λ = 0, 2, or 3. These are the three eigenvalues of

A.

4. Note that A is a triangular matrix. (A triangular matrix has the property that either all of its entries

below the main diagonal are 0 or all of its entries above the main diagonal are 0.) It turned out that

the eigenvalues of A were the entries on the main diagonal of A. This is true for any triangular matrix,

but is generally not true for matrices that are not triangular.

5. Theorem 1: The eigenvalues of a triangular matrix are the entries on its main diagonal.

6. In the above example, the characteristic polynomial turned out to be −λ(λ − 3)(λ − 2). Each of the

factors λ, λ − 3, and λ − 2 appeared precisely once in this factorization. Suppose the characteristic

function had turned out to be −λ(λ − 3)2 . In this case, the factor λ − 3 would appear twice and so we

would say that the corresponding eigenvalue, 3, has multiplicity 2.

7. Definition: In general, the multiplicity of an eigenvalue ` is the number of times the factor λ − `

appears in the characteristic polynomial.

4 Finding Eigenvectors

3 6 −8

1. Example (Continued): Let us now find the eigenvectors of the matrix A =0 0 6 . We have

0 0 2

to take each of its three eigenvalues 0, 2, and 3 in turn.

2. To find the eigenvectors corresponding to the eigenvalue 0, we need to solve the equation (A−λI)x = 0

where λ = 0. That is, we need to solve

(A − λI)x = 0

(A − 0I)x = 0

Ax = 0

3 6 −8

0 0 6 x = 0

0 0 2

x1 −2

x = x2 = x2 1 .

x3 0

This tells us that the eigenvectors

corresponding to the eigenvalue 0 are precisely the set of scalar

−2

multiples of the vector 1 . In other words, the eigenspace corresponding to the eigenvalue 0 is

0

−2

Span 1 .

0

3. To find the eigenvectors corresponding to the eigenvalue 2, we need to solve the equation (A−λI)x = 0

where λ = 2. That is, we need to solve

(A − λI)x = 0

(A − 2I)x = 0

3 6 −8 2 0 0

0 0 6 − 0 2 0 x = 0

0 0 2 0 0 2

1 6 −8

0 −2 6 x = 0

0 0 0

Row reducing the augmented matrix, we find that

x1 −10

x = x2 = x3 3 .

x3 1

This tells us that the eigenvectors

corresponding to the eigenvalue 2 are precisely the set of scalar

−10

multiples of the vector 3 . In other words, the eigenspace corresponding to the eigenvalue 2 is

1

−10

Span 3 .

1

5 Similar Matrices

1. Definition: The n × n matrices A and B are said to be similar if there is an invertible n × n matrix

P such that A = P BP −1 .

2. Similar matrices have at least one useful property, as seen in the following theorem. See page 315 for

a proof of this theorem.

3. Theorem 4: If n × n matrices are similar, then they have the same characteristic polynomial and

hence the same eigenvalues (with the same multiplicities).

4. Note that if the n × n matrices A and B are row equivalent, then they

are not necessarily

similar. For a

2 0 1 0

simple counterexample, consider the row equivalent matrices A = and B = . If these two

0 1 0 1

matrices were similar, then there would exist an invertible matrix P such that A = P BP −1 . Since B

is the identity matrix, this means that A = P IP −1 = P P −1 = I. Since A is not the identity matrix,

we have a contradiction, and so A and B cannot be similar.

5. We can also use Theorem 4 to show that row equivalent matrices are not necessarily similar: Similar

matrices have the same eigenvalues but row equivalent matrices often do not have the same eigenvalues.

(Imagine scaling a row of a triangular matrix. This would change one of the matrix’s diagonal entries

which changes its eigenvalues. Thus we would get a row equivalent matrix with different eigenvalues,

so the two matrices could not be similar by Theorem 4.)

6 Diagonalization

1. Definition: A square matrix A is said to be diagonalizable if it is similar to a diagonal matrix. In

other words, a diagonal matrix A has the property that there exists an invertible matrix P and a

diagonal matrix D such that A = P DP −1 .

A3 = (P DP −1 )3 = (P DP −1 )(P DP −1 )(P DP −1 )

= P DP −1 P DP −1 P DP −1

= P D(P P −1 )D(P P −1 )DP −1

= P DDDP −1

= P D3 P −1 .

In general, if A = P DP −1 , then Ak = P Dk P −1 .

3. Why isthis useful?

Because powers of diagonal matrices are relatively easy to compute. For example,

7 0 0

if D =0 −2 0, then

0 0 3

3

7 0 0

D3 = 0 (−2)3 0 .

0 0 33

This means that finding Ak involves only two matrix multiplications instead of the k matrix multipli-

cations that would be necessary to multiply A by itself k times.

4. It turns out that an n×n matrix is diagonalizable if and only it has n linearly independent eigenvectors.

That’s what the following theorem says. See page 321 for a proof of this theorem.

5. Theorem 5 (The Diagonalization Theorem):

(a) An n × n matrix A is diagonalizable if and only if A has n linearly independent eigenvectors.

(b) If v1 , v2 , . . . , vn are linearly independent eigenvectors of A and λ1 , λ2 , . . . , λn are their corre-

sponding eigenvalues, then A = P DP −1 , where

P = v1 · · · vn

and

λ1 0 ··· 0

0 λ2 ··· 0

D= .

.. ..

..

. .

0 0 ··· λn

(c) If A = P DP −1 and D is a diagonal matrix, then the columns of P must be linearly independent

eigenvectors of A and the diagonal entries of D must be their corresponding eigenvalues.

6. What can we make of this theorem? If we can find n linearly independent eigenvectors for an n × n

matrix A, then we know the matrix is diagonalizable. Furthermore, we can use those eigenvectors and

their corresponding eigenvalues to find the invertible matrix P and diagonal matrix D necessary to

show that A is diagonalizable.

7. Theorem 4 told us that similar matrices have the same eigenvalues (with the same multiplicities). So

if A is similar to a diagonal matrix D (that is, if A is diagonalizable), then the eigenvalues of D must

be the eigenvalues of A. Since D is a diagonal matrix (and hence triangular), the eigenvalues of D

must lie on its main diagonal. Since these are the eigenvalues of A as well, the eigenvalues of A must

be the entries on the main diagonal of D. This confirms that the choice of D given in the theorem

makes sense.

8. See your class notes or Example 3 on page 321 for examples of the Diagonalization Theorem in action.

Notes by Richard Taylor Thus on our collection of functions C ∞ , we have defined two operations:

10 Function Spaces

(b) and “scalar multiplication” e.g. if h(t) = et then (2h)(t) = 2et .

Many of the ideas of linear algebra, which we have studied in the context of Rn or Cn ,

These are the same basic operations that we have studied on Rn . Just as most of our

are applicable much more widely in the mathematical sciences. To try to capture the

study of Rn was immediately applicable to Cn , so many of the same ideas also apply to

domain of validity of these methods, mathematicians introduce the concept of “vector

our new “space” Cn . More specifically Cn is a “linear space” in the sense of section 9.1.

space” or “linear space”. (These two terms are synonyms.) Rather than studying linear

spaces in the abstract, we shall look at some examples which are important in the theory

of differential equations.

Examples

10.1 Ordinary Linear Differential Equations (1) Any polynomial function an tn + an−1 tn−1 + · · · + a1 t + a0 is smooth and so the

collection of all polynomial functions forms a subset P of C ∞ . This subset P has

(Compare this section with sections 4.1, 4.2 and 9.3 in the book) the following two important properties

By a smooth function from the real numbers to themselves we shall mean a function (a) If f (t), g(t) are polynomials so is f (t) + g(t)

f : R → R which can be differentiated as many times as you like. We will denote the set (b) If f (t) is a polynomial and c is a real number then cf (t) is a polynomial.

of all such functions by C ∞ . For instance

Because P has properties (a) and (b) we call P a subspace of C ∞ .

f (t) = 1

g(t) = t (2) Suppose c1 and c2 are real numbers and c1 t + c2 et is the zero function. Then we

must have that c1 = c2 = 0. (Why? If c2 6= 0 then for t very large and positive c2 et

h(t) = et

will be much larger than c1 t in magnitude and so c1 t + c2 et 6= 0. Thus one must

are all smooth functions. Indeed have c2 = 0 and hence also c1 = 0.) Because of this property we say that t and et

are linearly independent.

dn f

=0 for all n > 0 (3) On the other hand

dtn

dg dn g 1.1 + 1.t + (−1).(1 + t) = 0

=1; = 0 for all n > 1

dt dtn and so we say that

n

d h

= et for all n > 0. 1, t and (1 + t)

dtn

are linearly dependant.

On the other hand f (t) = |t| is not a smooth function as it is not even once differentiable

at t = 0. (4) If f (t) ∈ C ∞ we define a new function (Df )(t) by

f (t) = |t| df

@ (Df )(t) = f 0 (t) = (t).

@ dt

@

@ (For example D(sin(t)) = cos(t).) In general D(f ) is again a smooth function so D

@ gives a function from C ∞ to C ∞ . (D is a “function of functions”.) Moreover D has

@

@ -t the following two important properties:

(b) D(cf (t)) = cD(f (t)),

If c ∈ R and if f and g are smooth functions, so is (cf + g)(t) = cf (t) + g(t). (Recall that

if f and g are differentiable, so is cf + g and (cf + g)0 (t) = cf 0 (t) + g 0 (t).) whenever c ∈ R; f (t), g(t) ∈ C ∞ . Because D has these two properties, we call D a

t

Thus for example 1 + t and t + 2e are in our collection C . ∞ linear transformation or we simply say D is linear.

1 2

(5) What is the kernel of D? It is simply the collection of functions f (t) ∈ C ∞ such that The sequence f1 (t), f2 (t), . . . may be infinite, but we require that any g(t) is a linear combi-

D(f (t)) = 0. But the only functions with zero derivative are the constant functions. nation of only finitely many f1 (t), . . . , fn (t). The number n we need may depend on g(t).

Thus ker(D) is the collection all constant functions. For example 1, t, t2 , t3 , . . . spans P but does not span C ∞ . (See exercises for 9.1.)

(6) What is the image of D? It is the whole of C ∞ . Why? If f (t) ∈ C ∞ then we can Suppose that an (t), . . . , a0 (t), g(t) ∈ C ∞ . Then we will refer to an equation of the form

define a new function

dn f (t) dn−1 f (t)

Z t

g(t) = f (s)ds. an (t) + an−1 (t) + · · · + a0 (t)f (t) = g(t) (∗)

0 dtn dtn−1

Then g(t) is also a smooth function and by the fundamental theorem of calculus as a linear ordinary differential equation. To the equation (∗) we may associate a linear

D(g(t)) = f (t). transformation

T : C∞ → C∞

(7) If T : Rn → Rn is a linear transformation and Im T = Rn then ker T = (0). However

D : C ∞ → C ∞ is a linear transformation and Im D = C ∞ , but ker D 6= (0). This defined by

can happen because C ∞ is “infinite dimensional”, by which we mean that C ∞ cannot

dn f (t) df

T f (t) = an (t) + · · · + a1 (t) + a0 (t)f (t).

be spanned by any finite number of elements fi (t) ∈ C ∞ . dtn dt

It is easy to check that T is indeed a linear transformation. The equation (∗) can be

(8) Now consider D 2 = D ◦ D : C ∞ → C ∞ . Its kernel is the collection of smooth rewritten

functions f (t) such that f 00 (t) = 0, i.e. such that f 0 (t) = a, a constant, i.e. such

T f (t) = g(t).

that

f (t) = at + b If g(t) 6= 0 we will call this equation inhomogeneous. If g(t) = 0 we will call it homogeneous.

We will refer to the associated equation

for some real numbers a, b. Thus any element f (t) ∈ ker D 2 is a linear combination

of t and 1, i.e. T f (t) = 0

f (t) = a.t + b.1

as the associated homogeneous equation.

We say that t and 1 span ker D 2 .

If f0 (t) is any given solution of

(9) In fact the functions t and 1 are also linearly independant and so we say that T f (t) = g(t)

they form a basis of ker D 2 . As this basis has two elements we say that ker D 2 is then the general solution is

two dimensional. f (t) = f0 (t) + h(t)

(10) Find all solutions f (t) of the equation D 2 f (t) = et . where h(t) ∈ ker T , i.e. h(t) is a solution of the associated homogeneous equation.

It is not too hard to spot that f0 (t) = et is one solution of this equation. If f (t) is

any other solution then D 2 f (t) − 2 2 t t We have the following two important facts which guarantee the existence of solutions of

f0 (t) = D (f (t)) − D (f0 (t)) = e − e = 0. On certain linear ODE’s (Ordinary Differential Equations)

the other hand if D 2 f (t) − f0 (t) = 0 then D 2 (f (t)) = D 2 (f0 (t)) = et .

Thus f (t) is a solution of D 2 f (t) = et if and only if f (t) − f0 (t) ∈ ker D 2 . Thus the Fact 10.1.1. Suppose

general solution is

f (t) = f0 (t) + at + b = et + at + b. dn f (t) dn−1 f (t) df (t)

T f (t) = n

+ an−1 (t) + · · · + a1 (t) + a0 (t)f (t)

Just as for linear equations, to find the general solution of an inhomogeneous equa- dt dtn−1 dt

tion (eg. D 2 f (t) = et ) you find any solution and add to it a general solution of the is a linear transformation from C ∞ to C ∞ . Then ker T has dimension n.

corresponding homogeneous equation (eg. D 2 f (t) = 0).

Fact 10.1.2. Suppose

Let us take this opportunity to explain what we mean by saying a sequence f1 (t), f2 (t), . . . dn f (t) dn−1 f (t) df (t)

T f (t) = + an−1 (t) + · · · + a1 (t) + a0 (t)f (t)

of elements of a subspace V ∈ C ∞ span V . We will mean that if g(t) is any element of V dtn dtn−1 dt

then we can find a finite number of real numbers c1 , . . . , cn such that

and suppose g(t) ∈ C ∞ . Then there exists f (t) ∈ C ∞ with

g(t) = c1 f1 (t) + · · · + cn fn (t).

T f (t) = g(t).

3 4

n

Note that in both these facts we are assuming that the coefficient of ddtfn(t) are 1. Both For instance if T = D 2 − 6D + 13 then the “characteristic polynomial” is X 2 − 6X + 13

facts become false if we do not assume this. For instance if T f (t) = tf 0 (t) + f (t) which has roots √

0

(t) then there is no function f (t) ∈ C ∞ with

then dim(ker

T ) = 0. Also if S f (t) = tf 3 ± −4 = 3 ± 2i.

S f (t) = 1. (See the exercises.)

Thus e3t cos 2t and e3t sin 2t ∈ ker T . As dim ker T = 2 we see that e3t cos 2t and e3t sin 2t

For example consider the case of “constant coefficients”, i.e.

is a basis of ker T , i.e. the general solution of

T = D n + an−1 D n−1 + · · · + a1 D + A0

T f (t) = 0

where an+1 , . . . , a0 ∈ R. It is convenient to look at the polynomial

is

X n + an−1 X n−1 + · · · + a1 X + a0 , c1 e3t cos 2t + c2 e3t sin 2t.

sometimes, if slightly confusingly, called the characteristic polynomial of T . Over the Suppose now we are asked to find the general solution of

complex numbers we may factorise this polynomial

T f (t) = 30 cos t.

(X − α1 )(X − α2 ) . . . (X − αn )

We must first look for some particular solution to this equation. Experience can teach us

n

where α1 , α2 , . . . , αn ∈ C ; and we may also factorise that a good bet is to look for a solution

T = (D − α1 ) . . . (D − αn ). f (t) = A cos t + B sin t.

d αj t

If αj ∈ R then dt

e = αj eαj t so (D − αj )eαj t = 0, so that T eαj t = 0, i.e. eαj t ∈ ker T . Then

2 2

For instance if T = D − D − 2, then the “characteristic polynomial” is X − X − 2 = T f (t)

= −A cos t − B sin t + 6A sin t − 6B cos t + 13A cos T + 13B sin t

(X − 2)(X + 1). Thus T = (D − 2)(D + 1) and so e2t and e−t are in ker T . As ker T has

= (12A − 6B) cos t + (6A + 12B) sin t.

dimension 2 by Fact 10.1.1 we see that e2t and e−t form a basis of ker T , i.e. ker T is the

collection of all functions c1 e2t + c2 e−t . This will give a solution to

If on the other hand αj ∈ C but is not real then the complex conjugate αj of αj is also a T f (t) = 30 cos t

root of X n + an−1 X n−1 + · · · + a1 X + a0 . Write if and only if

αj = a + ib 12A − 6B = 30

αj = a − ib. 6A + 12B = 0

Then T eαj t = 0, but now eαj t is not in C ∞ as it is not real valued. i.e.

αj t at

A=2 B = −1.

e = e (cos bt + i sin bt).

Thus we have found a particular solution

Also T eαj t = 0 and

eαj t = eat (cos bt − i sin bt). f (t) = 2 cos t − sin t.

1 αj t

T (e + eαj t ) = 0 i.e. T (eat cos bt) = 0

2 f (t) = 2 cos t − sin t + c1 e3t cos 2t + c2 e3t sin 2t

and

1 αj t

T (e − eαj t ) = 0 i.e. T (eat sin bt) = 0;

2i

i.e. eat cos bt and eat sin bt ∈ ker T .

WE RECOMMEND YOU ALSO READ SECTION 9.3

5 6

EXERCISES (9) Problem 34 of section 9.3

(10) Let T f (t) = f 00 (t) + 9f (t). Find a basis for ker T . Also find the general solution

(1) which of the following sets are subspaces of C ∞ ? Justify your answers. of

T f (t) = cos(αt)

(a) All continuous functions from R to R.

where α is a positive real number. Distinguish the cases α = 3 and α 6= 3. [HINT:

(b) All f ∈ C ∞ such that f (0) + f 0 (0) = 0. In the case α = 3 consider At cos 3t + Bt sin 3t.]

(c) All f ∈ C ∞ such that f + f 0 = 0.

df (t)

(d) All f ∈ C ∞ such that f (0) = 1. (11) Solve the equation t = 1 and explain why it has no solution in C ∞ .

dt

(2) Which of the following subsets of C ∞ are LI? Justify your answers. (12) Let T f (t) = tf 0 (t) + f (t). Suppose T f (t) = 0. If g(t) = tf (t) show that

(a) 1, t, t2 , t3 .

(b) 1 + t, 1 − t, t2 , 1 + t + t2 .

(c) sin t, et , e−t .

(d) sin t, cos t, sin(t + π/3).

(3) Which of the following functions are linear? Justify your answers.

(a) T : C ∞ → R; T (f ) = f (0).

∞ ∞

(b) T : C →C ; T (f ) = f 2 + f 0 .

f (0)

(c) T : C ∞ → R2 ; T (f ) = .

f (1)

R1

(d) T : C ∞ → R; T (f ) = 0 f (t)dt.

(7) Let T f (t) = f 00 (t) + f 0 (t) − 12f (t). Find a basis for ker T . Find a smooth function

T f (t) = 0

and f (0) = f 0 (0) = 0.

(8) Let T f (t) = f 00 (t) + 2f 0 (t) + 2f (t). Find a basis for ker T . Find a smooth function

T f (t) = 0

and f (0) = f 0 (0) = 1.

7 8

10.2 Fourier Series

b

(Compare this with section 5.5.) In the last section we looked at spaces of

functions which behaved like Rn , but we did not look at any analogues of the concepts r

of length, angle or dot product. In this section we will discuss an example in which the −π π

analogues of these concepts play an important role. b

Recall that if a and b are real numbers with a < b then [a, b] denotes the interval

{x ∈ R : a ≤ x ≤ b} .

Again C[−π, π] is a linear space:

s s R (a) If f (t) and g(t) ∈ C[−π, π] then f (t) + g(t) ∈ C[−π, π] (recall that the sum of

a b continuous functions is continuous), eg. |t| + sin t ∈ C[−π, π]

I

@

@ interval [a, b] - includes end points

(b) If f (t) ∈ C[−π, π] and c ∈ R then cf (t) ∈ C[−π, π], eg. 2 sin t ∈ C[−π, π].

We will let C[−π, π] denote the collection of all continuous functions from the We will define the inner product of two functions f (t), g(t) ∈ C[−π, π] to be

interval [−π, π] to R.

1 π

Z

For example hf (t), g(t)i = f (t)g(t)dt.

1 π −π

t, sin t, |t|, 2

t − 16

You should think of it as an analogue of the dot product of two vectors in Rn .

are all functions in C[−π, π]

It shares with the dot product the following three key properties:

@

@

@ (2) If f (t), g(t) and h(t) ∈ C[−π, π] and if c ∈ R then

−π π −π π −π π

hcf (t) + g(t), h(t)i = chf (t), h(t)i + hg(t), h(t)i

−π π We will let you check properties (1) and (2) for yourself. Let us explain property (3).

Firstly

1 π

Z

hf (t), f (t)i = f (t)2 dt.

π −π

As f (t)2 ≥ 0 for all t we see that hf (t), f (t)i ≥ 0.

Suppose f (t) 6= 0, why is hf (t), f (t)i 6= 0 ? Well suppose f (t0 ) 6= 0. Because f is

On the other hand the function continuous we can find δ > 0 such that

1 t>0 1

|f (t)| > |f (t0 )| for all t ∈ [t0 − δ, t0 + δ].

f (t) = 0 t=0 2

−1 t < 0 As long as t0 6= ±π we may also suppose t0 − δ > −π and t0 + δ < π. (We leave the cases

t0 = ±π to you, they are only slightly different.)

does not lie in C[−π, π]

9 10

(2) To calculate the distance between 1 and |t|

1 π 2 π

Z Z

r h|t| − 1, |t| − 1i = (|t| − 1)2 dt = (t − 1)2 dt

1

π −π π 0

|f (t0 )| Z π

2

2

= (t2 − 2t + 1)dt

−π t0 −δ t t0 +δ

0 π π 0

π

2 t3

2

= − t2 + t = π 2 − 2π + 2

π 3 0 3

r

2 2

k|t| − 1k = π − 2π + 2

3

Then (3) If n is a positive integer find k sin ntk.

Z π Z t0 +δ

π

1

Z

f (t)2 dt ≥ f (t)2 dt hsin nt, sin nti = (sin nt)2 dt

−π t0 −δ

Z t0 +δ π −π

1

≥ |f (t0 )|2 dt To evaluate this integral recall the usefull trigonometric formulae:

t0 −δ 4

δ sin(A + B) = sin A cos B + cos A sin B

≥ |f (t0 )|2 > 0.

2

cos(A + B) = cos A cos B − sin A sin B

1 = (cos A)2 + (sin A)2

p

We define the length of a function f ∈ C[−π, π] to be hf (t), f (t)i and we will denote it

kf k. We define the distance between two functions f (t), g(t) ∈ C[−π, π] to be kf − gk.

Roughly speaking two functions f (t) and g(t) are close if the area between their graphs Putting B = A in the second of these we get

is small.

cos(2A) = (cos A)2 − (sin A)2

= 1 − 2(sin A)2

Thus

−π π −π π π π

1 1 1

Z Z

hsin nt, sin nti = (1 − cos 2nt)dt = 1 − cos 2nt = 1.

π −π 2 2π −π

close functions far apart functions

Thus k sin ntk = 1.

Examples Similarly if n is a positive integer one can check that k cos ntk = 1. Moreover

k √12 k = 1.

(1) To calculate ktk

π We will call two functions f (t), g(t) ∈ C[−π, π] orthogonal if

1 π 2 1 t3 2π 3 2π 2

Z

ht, ti = t dt = = = hf (t), g(t)i = 0.

π −π π 3 −π 3π 3

r

2 We will call a collection of functions f1 (t), . . . , fn (t), . . . (finite or infinite) orthonormal if

ktk = π

3

(a) kfj (t)k = 1 for each j

11 12

Examples (3) Suppose V is a subspace of C[−π, π] and that f (t) ∈ C[−π, π]. If we can find

g(t) ∈ V such that f (t) − g(t) is orthogonal to each element of V then

(1) If n 6= m are positive integers then sin nx and sin mx are orthogonal

kf (t) − g(t)k ≤ kf (t) − h(t)k

1 π

Z

hsin nt, sin mti = sin nt sin mtdt

π −π for all h(t) ∈ V with equality if and only if g(t) = h(t).

Z π

1 1

= cos(n − m)t − cos(n + m)t dt

π −π 2

rf (t)

π

J

1 sin(n − m)t sin(n + m)t

= − = 0. J

2π (n − m) (n + m) −π J

J

J

Again we use the formula for cos(A + B) (and for cos(A − B)).

J g(t) J

J J

(2) In fact the sequence of functions J J

r

h(t)

J

J

1

√ , sin(t), cos(t), sin(2t), cos(2t), sin(3t), cos(3t), . . . J V

2 J

J

is orthonormal. We leave it to you to evaluate the necessary integrals.

We have

The following facts can be proved exactly as they were for Rn .

kf (t) − h(t)k2 = kf (t) − g(t) + g(t) − h(t)k2

(1) If f1 (t), . . . , fn (t) are orthonormal then they form a basis of an n-dimensional sub-

= kf (t) − g(t)k2 + kg(t) − h(t)k2

space of Rn .

≥ kf (t) − g(t)k2 with equality only if kg(t) − h(t)k = 0 i.e. g(t) = h(t).

The main point here is to check that f1 (t), . . . , fn (t) are linearly independent.

Suppose The main point is that g(t) − h(t) is in V and so orthogonal to f (t) − g(t).

c1 f1 (t) + . . . + cn fn (t) = 0.

(4) If f1 (t), . . . , fn (t) are an orthonormal basis of a subspace V ∈ C[−π, π] then

Taking the inner product

projV f (t) = hf (t), f1 (t)if1 (t) + · · · + hf (t), fn (t)ifn (t)

hfj (t), c1 f1 (t) + . . . + cn fn (t)i = 0

is in V ; f (t) − projV f (t) is orthogonal to every element of V ; and projV f (t) is

we see that closer to f (t) then any other element of V .

0 = c1 hfj (t), f1 (t)i + · · · + cn hfj (t), fn (t)i = cj

It suffices to check that for each j = 1, . . . , n : hfj (t), projV f (t) − f (t)i = 0

for each j.

But

(2) If f (t) and g(t) are orthogonal then

hfj (t), projV f (t) − f (t)i = hf (t), f1 (t)ihfj (t), f1 (t)i + · · ·

kf (t) + g(t)k2 = kf (t)k2 + kg(t)k2 +hf (t), fn (t)ihfj (t), fn (t)i − hfj (t), f (t)i

= hf (t), fj (t)i − hfj (t), f (t)i = 0.

Indeed

kf + gk2 = hf + g, f + gi We will let Tn denote the subspace of C[−π, π] with orthonormal basis

= hf, f i + hf, gi + hg, f i + hg, gi 1

√ , sin t , cos t , . . . , sin nt , cos nt.

= hf, f i + hg, gi 2

= kf k2 + kgk2 .

Then projTn f (t) is an approximation to f (t) constructed from these trigonometric func-

tions. As n increases one might expect these approximations to become better and better.

13 14

In fact we have: Example Find the Fourier series for t.

1 1 π t

Z

Fact 10.2.1. (1) If f ∈ C[−π, π] then

h √ , ti = √ dt = 0

2 π −π 2

kprojTn f (t) − f (t)k → 0 Z π

1

hcos nt, ti = t cos ntdt = 0 because t cos nt is an odd function

as n → ∞. π −π

Z π

1

(2) hsin nt, ti = t sin ntdt

∞

π −π

1 X

1 − cos nt

π

1 π cos nt

Z

kf (t)k2 = hf (t), √ i2 + hf (t), sin nti2 + hf (t), cos nti2 = t + dt

2 1 π n π −π n

−π

1 −(−1)n −(−1)n

Although we will not prove this, let us at least explain how (2) follows from (1). = π− (−π)

2 π n n

projT f (t)
2 =
hf (t), √1 i √1 + hf (t), sin ti sin t + · · · + hf (t), cos nti cos nt
2(−1)n+1

n =

2 2

n

1

= hf (t), √ i2 + hf (t), sin nti2 + · · · + hf (t), cos nti2 . Thus

2 ∞

X (−1)n+1

t=2 sin nt.

On the other hand n=1

n

By part (2) of Fact 10.2.1 we see that

1 ∞

= hf (t), √ i2 + · · · + hf (t), cos nti2 + kf (t) − projTn f (t) k2 .

X 4

2 ktk2 = 2

n=1

n

Letting n → ∞ gives part (2).

i.e. ∞ ∞

Although this tells us that “on average” projTn f (t) is close to f (t), it does not tell us 2 2 X 1 π2 X 1

what happens for any given t ∈ [−π, π]. However if we place some smoothness hypothesis π =4 2

i.e. =

3 n=1

n 6 n=1

n2

on f (t) then we can say what happens.

i.e.

Fact 10.2.2. Suppose f (t) ∈ C[−π, π] is differentiable at a point x ∈ [−π, π], and if π2 1 1 1 1 1

=1+ + + + + +···

x = ±π also assume that f (−π) = f (π). Then the series 6 4 9 16 25 36

∞

an amazing expression of π as an infinite sum.

1 1 X

h √ , f (t)i √ + hsin nt, f (t)i sin nx + hcos nt, f (t)i cos nx On the other hand by Fact 10.2.2 if we put t = π

2

we get

2 2 n=1

∞

π X (−1)n+1 n−1

converges to f (x). =2 (−1) 2

2 n=1

n

The series n odd

∞ i.e.

1 1 X

∞

h √ , f (t)i √ + hsin nt, f (t)i sin nt + hcos nt, f (t)i cos nt π X (−1)m 1 1 1 1 1

2 2 n=1 = =1− + − + − +··· ,

4 m=0 2m + 1 3 5 7 9 11

is called the Fourier series for f after the French mathematician Jean-Baptiste-Joseph another amazing expression for π as an infinite sum.

Fourier (1768-1830). Fact 10.2.2 was known to Fourier and is often referred to as Fourier’s

theorem, although the first rigorous proof was only found later by Dirichlet.

15 16

EXERCISES 10.3 Partial Differential Equation I: The Heat Equation

Consider a uniform metal bar stretching from x = 0 to x = π. Suppose that the ends of

the bar are held at a constant temperature of 0 (eg. are immersed in a mixture of water

(1) Find the length of

and ice) but that otherwise the bar is thermally insulated from its surroundings, except

1 + sin t + 3 cos 5t + 2 sin 10t

that at time t = 0 the bar is quickly heated so that it has temperature distribution

√ p

(2) Show that 1/ 2 and 3/2 t/π are orthonormal. Let V be the subspace of C[−π, π] (

consisting of functions of the form at + b. Find projV (t2 ). x if x ≤ π2

T (x, 0) =

π−x if x ≥ π2

(3) Find the Fourier series for |t|.

Z π Describe the temperature of the bar at all subsequent times.

(4) Calculate eat cos ntdt .

−π T (x,0)

nt at π 6

Rπ

[HINT: Integrate by parts twice to get an expression −π eat cos ntdt = a cos

n2

e −π −

a 2 R π R π

n2 −π

eat cos ntdt and then solve for −π eat cos ntdt] -x

(5) If a is a real constant find the Fourier series for

x=0 x=π

1 at

e + e−at

cosh at =

2

The temperature T (x, t) obeys the equation:

[HINT: cosh(−at) = cosh(at)]

∂T ∂2T

∞

1 =µ 2

∂t ∂x

X

(6) Find a closed formula for as a function of a. [HINT: use (5) and Fact

n2 + a 2

n=1 for some positive constant µ depending on the structure of the bar. (This sort of equation

10.2.2] is called a partial differential equation or PDE)

Where does this particular equation come from?

, K = thermal conductivity. (heat flows from hot to

cold at a rate proportional to the temperature gradient)

rate of temperature increase = C . rate of arrival of heat (C = heat capacity)

We examine what happens to a small length of bar from x to x + δx in the small time

from t to t + δt.

−K ∂T∂x

(x, t) δt K ∂T

∂x

(x + δx, t) δt

x x + δx

∂T ∂T

K (x + δx, t) − (x, t) δt

∂x ∂x

rise in temperature in time δt :

C ∂T ∂T

T (x, t + δt) − T (x, t) ≈ K (x + δx, t) − (x, t) δt

δx ∂x ∂x

17 18

i.e. There are several methods available to tackle this sort of problem, we will present one

1 1 ∂T ∂T based on Fourier series.

T (x, t + δt) − T (x, t) ≈ CK (x + δx, t) − (x, t)

δt δx ∂x ∂x

We first look for some simple solutions to the equation

i.e.

2

∂T ∂ T ∂T ∂2T

= CK 2 =µ 2 T (0, t) = T (π, t) = 0. (∗)

∂t ∂x ∂t ∂x

The equation

In fact let us look for a solution

∂T ∂2T

=µ 2

∂t ∂x T (x, t) = u(x)v(t).

is called the heat or diffusion equation. It arises in many physical situations where some Then we require u(0) = u(π) = 0 and

diffusion process occurs eg. diffusion of pollutants in an aquifer, or of ions through a cell

wall. v 0 (t) u00 (x)

=µ .

Here we are asked to find a solution to this equation subject to the restrictions that v(t) u(x)

T (0, t) = T (π, t) = 0 (the ends of the bar stay at temperature 0) We see that the quantity

v 0 (t) u00 (x)

=µ

(

x if x ≤ π2 v(t) u(x)

T (x, 0) =

π−x if x > π2 . is independent of both position x and time t so that it must be a constant.

We are led to try to solve the equation

Such restrictions are called initial conditions or boundary conditions. Many different

initial conditions are possible, they will depend on the problem one is trying to solve. u00 (x) = au(x)

(Another possibility would be that the bar was initially at temperature 0, that the left v 0 (t) = aµv(t)

end is always kept at temperature 0 but that the right end is made to take on a specified u(0) = u(π) = 0.

temperature T (π, t).)

We are only looking for T in the region But we know how to solve these equation.

t≥0 (positive time) u(x) = Aeλx + Be−λx .

The equation u(0) = u(π) = 0 imply that A = B = 0, i.e. u(x) ≡ 0. This is not

much help.

t

6

(b) If a = 0 then

u(x) = Ax + B.

Again the equation u(0) = u(π) = 0 imply that A = B = 0, i.e. u(x) ≡ 0. Again

Solve for

T (0, t) = 0 T (π, t) = 0 not much help.

T (x, t)

(c) Now suppose a < 0, say a = −λ2 . Then

0 π

T (x, 0) specified The equation u(π) = 0 implies A = 0 or λ is a whole number n. In this case

2

v 0 (t) = −n2 µv(t) so that v(t) = Ce−µn t .

19 20

Thus we have found a series of solutions to (∗). Namely for each positive integer n we We now compute the Fourier series of θ.

have a solution

1 π 1

2

Z

cn e−µn t sin nx θ(x) √ dx = 0 as θ(x) = −θ(−x).

π −π 2

for any constant cn . If we put t = 0 we get cn sin nx so none of these solutions is the one

Z π

we are looking for. 1

However note that both the equations θ(x) cos nxdx = 0 for the same reason.

π −π

∂T ∂2T

=µ 2 1

Z π

2

Z π

∂t ∂x θ(x) sin nxdx = θ(x) sin nxdx

π −π π 0

and the boundary conditions π

π

2 2

Z Z

2

T (0, t) = T (π, t) = 0 = x sin nxdx + (π − x) sin nxdx

π 0 π π

are linear: i.e. if T1 and T2 are two solutions so is cT1 + T2 . Thus we get a lot more π

2

0

2 2

Z Z

solutions of these two equations: namely any finite sum =

2

x sin nxdx − y sin n(π − y)dy

π 0 π π

N 2

X 2 Z π Z π

cn e−µn t sin nx. 2 2 2 2

= x sin nxdx − y sin(ny − nπ)dy

n=1 π 0 π 0

Z π

At t = 0 this becomes 2 2

N = (1 − (−1)n ) x sin nxdx

X π 0

cn sin nx. = 0 n even

n=1 Z π

4 2

In fact more is true. If the constants cn become smaller sufficiently rapidly as n → ∞ = x sin nxdx

π 0

then the sum ∞ π Z π

X 2 4 − cos nx 2 4 2 cos nx

cn e−µn t sin nx = x + dx

π n 0 π 0 n

n=1

4 π

will converge and give a solution to (∗) which specialises at t = 0 to = [sin nx]02

πn2

∞ 4 n−1

X = (−1) 2 n odd

cn sin nx. n2 π

n=1

∞

If we can find cn such that X 4 (−1)m

θ(x) = sin(2m + 1)x

∞

( m=0

(2m + 1)2 π

π

X x x≤ 2

cn sin nx = π Thus we see that

n=1

π−x x≥ 2

∞

X 4 (−1)m −µ(2m+1)2 t

then we would have found a solution to our original problem. But this is the sort of T (x, t) = e sin (2m + 1)x

(2m + 1)2 π

problem we studied in the last section. m=0

To put it more precisely in the form we considered in the last section consider satisfies

∂2T

π − x x ≥ π2 ∂T

= −µ 2

θ(x) = x − π2 ≤ x ≤ π2 ∂t ∂x

T (0, t) = T (π, t) = 0

−x − π x ≤ − π2

θ

6 T (x, 0) = θ(x)

@

Note that we extended θ to [−π, π] by −π @ -x as desired.

arranging that θ(−x) = −θ(x). @ π

@

21 22

2

Note that as t → ∞, e−µ(2m+1) t → 0. Thus as t → ∞, T (x, t) → 0. As one might have EXERCISES

expected the bar cools towards having a uniform temperature of 0.

∂T ∂2T

The same method (developed by Fourier at the start of the 19th century) allows one to (1) Solve the equation = µ 2 in 0 ≤ x ≤ π, t ≥ 0 subject to T (0, t) = T (π, t) and

so solve the heat equation with any boundary conditions of this form. In fact we have: ∂t ∂x

T (x, 0) = 4 sin x.

FACT Let f (x) be any (reasonable) function on [0, π] which vanishes at both end points.

∂T ∂2T

Then there is a unique function T (x, t) for 0 ≤ x ≤ π, t ≥ 0 such that (2) Solve the equation = µ 2 in 0 ≤ x ≤ π, t ≥ 0 subject to T (0, t) = T (π, t) = 0

∂t ∂x

∂T ∂2T 0

x ≤ π/4

= −µ 2

∂t ∂x and T (x, 0) = 1 π/4 < x < 3π/4

T (0, t) = T (π, t) = 0

0 x ≥ 3π/4

T (x, 0) = f (x). [You may assume that T (x, 0) has a Fourier sine series, which can be computed in

the same way as when T is continuous.]

100 ∂T ∂2T

(3) Show that T (x, t) = π

x is a solution of = subject to T (0, t), T (π, t) = 100.

∂t ∂x2

∂T ∂2T

(4) Solve the equation = in 0 ≤ x ≤ π, t ≥ 0 subject to T (0, t) = 0, T (π, t) =

∂t ∂x2

100, T (x, 0) = 0 for 0 ≤ x ≤ π. Describe T (x, t) for very large t. [HINT: look for a

solution T (x, t) = 100

π

x + S(x, t).]

2 µt

T (x, t) = e−n cos nx

∂T ∂2T ∂T ∂T

is a solution of = such that (0, t) = (π, t) = 0. (These boundary

∂t ∂x2 ∂x ∂x

conditions correspond to a bar which is completely thermally insulated, even at its

ends.)

∂T ∂2T

= in 0 ≤ x ≤ π, t ≥ 0

∂t ∂x2

∂T ∂T

and subject to the boundary conditions (0, t) = (π, t) = 0 and T (x, 0) = x.

∂x ∂x

Describe T (x, t) for very large t.

23 24

10.4 Partial Differential Equations II We would like to choose cn such that

We will discuss two other very standard examples of PDE’s. ∞

(

X y y ≤ π/2

cn sinh(nπ) sin(ny) =

n=1

π−y y ≥ π/2

1) Laplace’s Equation

Consider a square copper plate: 0 ≤ x ≤ π, 0 ≤ y ≤ π. The sides y = 0, y = π and As in the last section we see that

x = 0 are maintained at a constant temperature of 0. The point (π, y) is maintained at (

0 n even

a temperature cn sinh(nπ) = n−1

4 (−1) 2

n π

n odd

y if 0 ≤ y ≤ π/2

π−y if π/2 ≤ y ≤ π Thus ∞

X 4 (−1)m sinh (2m + 1)x

T (x, y) = sin (2m + 1)y .

If the plate is in equilibrium find the temperature distribution on the plate. m=0

π(2m + 1) sinh (2m + 1)π

The temperature T (x, y, t) satisfies

FACT If C is any smooth simple closed curve in the plane and f is a smooth function on

∂2T ∂2T C then we can find a function T on the interior of C such that

∂T

=µ 2

+ .

∂t ∂x ∂y 2 ∂2T ∂2T

2

+ =0

If the temperature is constant then we must have ∂x ∂y 2

+ = 0.

∂x2 ∂y 2

This is called Laplace’s equation.

We must solve Laplace’s equation in 0 ≤ x ≤ π, 0 ≤ y ≤ π subject to T (x, 0) = T (x, π) = f (x, y)

0, T (0, y) = 0, (

y y ≤ π/2

T (π, y) =

π − y y ≤ π/2 T (x, y)

Again we look for simple solutions to Laplace’s equation of the form C

T (x, y) = u(x)v(y)

u00 (x) = au(x) u(0) = 0

2) The Wave Equation

v 00 (y) = −av(y) v(0) = v(π) = 0

As for the heat equation the only non-trivial solutions are for a = n2 ; n = 1, 2, 3, . . . Suppose a violin string of length π is fixed between the points x = 0 and x = π

Then and suppose the string is plucked with the end points fixed. Describe the movement of

v(y) = A sin ny the string.

u(x) = B (enx − e−nx ) = 2B sinh(nx)

Thus we get the solutions r u(x,t)

r

cn = sinh(nx) sin(ny) 0 x π

By linearity

∞

X

cn sinh(nx) sin(ny) Let u(x, t) denote the displacement of the string from the x-axis at time t and at distance

n=1 x along the x-axis.

will also be a solution if cn tend to zero sufficiently fast.

25 26

Then u satisfies the wave equation: ∂T ∂2T

Notice the difference. The equation = has a unique solution in 0 ≤ x ≤ π, t ≥ 0

∂t ∂x2

∂2u ∂2u if we specify T (0, t) = T (π, t) = 0 and we specify T (x, 0).

= 2

∂t2 ∂x ∂2u ∂2u

On the other hand the equation 2 = 2 has infinitely many solutions in 0 ≤ x ≤ π,

(as long as time is measures in suitable units). ∂t ∂x

t ≥ 0 is we specify u(0, t) = u(π, t) = 0 and we specify u(x, 0). In this case we may also

We are looking for solutions satisfying the boundary conditions u(0, t) = u(π, t) = 0. ∂u

specify (x, 0).

We look again for simple solutions ∂t

In general it is a subtle question what boundary conditions we can impose for a PDE and

u(x, t) = v(x)w(t) still expect a solution or a unique solution.

and obtain the equations

v 00 (x) = av(x) v(x) = v(π) = 0

w 00 (t) = aw(t)

As in the previous section we see we only obtain a non-trivial solution if a = −n2 for n

an integer.

Thus we obtain solutions

an sin nt sin nx and bn cos nt sin nx.

Again linearity gives solutions

X

an sin nt + bn cos nt sin nx

where we may in fact allow the sums to become infinite if an and bn tend to zero sufficiently

fast as n → ∞.

To get a specific solution we must specify what happens at t = 0. Suppose that at t = 0

the string is stationary with

(

x

x ≤ π/2

u(x, 0) = 100

π−x

100

x ≥ π/2.

Then we rquire that (

∞ x

X

100

x ≤ π/2

bn sin nx = π−x

n=1 100

x ≥ π/2.

(

0 n even

As in the last section we see that bn = 4 (−1) 2

n−1

100n2 π

n odd.

What about the an ? They seem to be arbitrary. The point is that the motion of the

string depends not only on its initial position, but also on its initial velocity. Using the

fact that the string is stationary at t = 0 we see that

X

nan cos nt − nbn sin nt sin nx = 0.

t=0

P

Thus nan sin nx = 0 and so an = 0 for all n. Thus

∞

X 4 (−1)m

u(x, t) = cos(2m + 1)t sin(2m + 1)x.

m=0

100(2m + 1)2 π

27 28

EXERCISES ∂2T ∂2T

(6) Can you solve the equation + = 0 in 0 ≤ x ≤ π, 0 ≤ y ≤ π subject to

∂x2 ∂y 2

(1) Suppose that the the boundary of a uniform copper disc is maintained at a temper-

ature T (x, y) = xy. ∂T ∂T

(0, y) = 0 , (π, y) = sin y

Find the temperature at the center of the disc when the temperature over the disc ∂x ∂x

is constant in time. ∂T ∂T

(x, 0) = 0 , (x, π) = 0

∂y ∂y

(2) A uniform metal square 0 ≤ x ≤ π, 0 ≤ y ≤ π has a temperature distribution which

is constant in time. If [HINT: Apply Green’s theorem to ∂T , ∂T .]

( ∂x ∂y

y y ≤ π/2

T (0, y) = 0 T (π, y) =

π − y y ≥ π/2

(

x x ≤ π/2

T (x, 0) = 0 T (x, π) =

π − x x ≥ π/2

(3) A violin string fixed at x = 0 and x = π is initially undisturbed.

It is then given a velocity

(

∂u x x ≤ π/2

(x, 0) =

∂t π − x x ≥ π/2.

Describe the displacement u(x, t) of the string as a function of position and time.

(4) Show that if f (y) and g(y) are any twice differentiable functions then u(x, t) =

f (x + t) + g(x − t) satisfies

∂2u ∂2u

2

= 2.

∂x ∂t

If u(0, t) = u(π, t) = 0 show that we must have

f (y) = −g(−y)

f (y + 2π) = f (y)

u(x, t) = f (x + t) − f (t − x).

∂u

If further (x, 0) = 0 show that f (y) + f (−y) is constant and hence that f (y) =

∂t

−f (−y).

(

x x ≤ π/2

If u(x, 0) = find f and hence find u(x, t).

π − x x ≥ π/2

∂2T ∂2T

(5) Solve the equation + = 0 in 0 ≤ x ≤ π, 0 ≤ y ≤ π subject to

∂x2 ∂y 2

∂T ∂T

(0, y) = 0 , (π, y) = sin 2y

∂x ∂x

∂T ∂T

(x, 0) = 0 , (x, π) = 0

∂y ∂y

29 30

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