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FOURIER SERIES

THE RIEMANN DARBOUX INTEGRAL

A partition P of the interval [a, b] is a finite set of points {x0 , x1 , .., xn } satisfying a = x0 < x1 < .. <

xn = b. Consider a function f defined and bounded on [a, b].

Xn

Upper Darboux sum of f related to P : Uf (P ) = Mi (xi − xi−1 ) where Mi = sup f (x).

i=1 xi−1 ≤x≤xi

n

X

Lower Darboux sum of f related to P : Lf (P ) = mi (xi − xi−1 ) where mi = inf f (x).

xi−1 ≤x≤xi

i=1

Consider M = sup{f (x) | a ≤ x ≤ b} and m = inf{f (x) | a ≤ x ≤ b}.

For any partition P of [a, b] we have: m(b − a) ≤ Lf (P ) ≤ Uf (P ) ≤ M (b − a).

Lf = {Lf (P ) | P is a partition of [a, b]} and Uf = {Uf (P ) | P is a partition of [a, b]} are bounded sets.

So Lf = sup Lf and Uf = inf Uf exist. Moreover, Lf ≤ Uf .

A function defined and bounded on [a, b] is Riemann-Darboux integrable on [a, b] if Lf = Uf .

Z b

This common value is denoted by f (x) dx = Lf = Uf .

a

Properties of the Riemann-Darboux integral:

If f and g are Riemann-Darboux integrable on [a, b] then all the integrals below exist and

Z b Z b Z b

(1) (α f (x) + β g(x)) dx = α f (x) dx + β g(x) dx for any α, β ∈ R.

Zab Z c Z ab a

a a Zc b Z b

(3) If f (x) ≤ g(x) on [a, b] then f (x) dx ≤ g(x) dx.

¯Z ¯ Z a a

¯ b ¯ b

¯ ¯

(4) ¯ f (x) dx¯ ≤ |f (x)| dx.

¯ a ¯ a

If f is continuous on [a, b], then f is Riemann-Darboux integrable on [a, b].

A function f is called piecewise continuous on [a, b] if there exists a partition P = {x0 , x1 , . . . , xn } of [a, b]

and continuous functions fi defined on [xi−1 , xi ], such that f (x) = fi (x) for x ∈ (xi−1 , xi ), i = 1, 2, . . . , n.

Z b Xn Z xi

A piecewise continuous function is Riemann-Darboux integrable and f (x) dx = fi (x) dx.

a i=1 xi−1

If f and g are continuous on [a, b] and g(x) ≥ 0 for x ∈ [a, b], then there exists c between a and b such

Z b Z b

that f (x) · g(x) dx = f (c) g(x) dx.

a a

The fundamental theorem of calculus: Z x

If f is Riemann-Darboux integrable on [a, b] and F (x) = f (t) dt, then F is continuous on [a, b].

a

Furthermore, if f is continuous on [a, b], then F is differentiable on [a, b] and F 0 = f .

Any function Φ such that Φ0 = f is called a primitive (antiderivative) of f .

Two primitives of the same function f differ by a constant.

Z b

If F is a primitive of f , then f (x) dx = F (b) − F (a).

a

Integration by parts:

If the functions f and g are continuously differentiable on [a, b], then

Z Z

f (x) · g (x) dx = f (x) · g(x) − f 0 (x) · g(x) dx

0

Z Z

where f (x)g 0 (x)dx andf 0 (x)g(x)dx represent the set of primitives of f g 0 and f 0 g, respectively.

Z b ¯b Z

¯ b

0 ¯

Consequence: f (x) · g (x) dx = f (x) · g(x)¯ − f 0 (x) · g(x) dx

a ¯ a

a

Change of variables:

If the function g : [α, β] → [a, b] is a continuously differentiable bijection having the property g(α) = a,

g(β) = b and f : [a, b] → R1 is continuous, then

µZ ¶ Z

f (x) dx ◦ g = (f ◦ g)(t) · g 0 (t) dt

Z Z

where f (x)dx and (f ◦ g)(t) · g 0 (t) dt represent the set of primitives of f and (f ◦ g) · g 0 , respectively.

Z g(β) Z β

Consequence: f (x) dx = (f ◦ g)(t) · g 0 (t) dt

g(α) α

Improper integrals:

Let f be a function bounded on [a, ∞) and Riemann-Darboux integrable on [a, b] for every b > a.

Z b Z ∞

If lim f (x) dx exists, then the improper integral of first kind f (x) converges.

b→∞ a a

Let f be a function defined on (a, b] and Riemann-Darboux integrable on [a + ε, b], for ε ∈ (0, b − a).

Z b Z b

If lim+ f (x) dx exists, then the improper integral of second kind f (x) dx converges.

ε→0 a+ε a

Comparison test for improper integrals of first kind:

Let f and g be defined on [a, ∞) and Riemann-Darboux

Z ∞ integrable on [a, b] for

Z ∞every b > a.

Suppose that 0 ≤ f (x) ≤ g(x) for all x ≥ a and g(x) dx converges. Then f (x) dx converges too.

a a

FOURIER SERIES

The Fourier series of a piecewise continuous function f defined on the interval [−π, π] is the series

∞

a0 X

+ (an · cos nx + bn · sin nx)

2 n=1

Z

1 π

an = f (x) · cos nx dx for n = 0, 1, 2, ...

π −π

Z

1 π

bn = f (x) · sin nx dx for n = 1, 2, ...

π −π

Fourier Theorem:

Let f be a piecewise continuous function defined on the interval [−π, π] and extended by periodicity

outside it. We denote by Sn (x) the n-th partial sum of the Fourier series defined above.

If f (x) has finite left-hand and right-hand side derivatives at its points of discontinuity, then:

a) when x = x0 is a point of continuity of f , then lim Sn (x0 ) = f (x0 ).

n→∞

1£ ¤

b) when x = x0 is a point of discontinuity of f , then lim Sn (x0 ) = f (x+

0 ) + f (x−

0 ) .

n→∞ 2

Change of the origin of the fundamental interval:

If f is a piecewise continuous function defined on the fundamental interval [−π, π] and by periodic

extension outside it, then for any α, the Fourier coefficients an , bn are given by

Z

1 α+π

an = f (x) · cos nx dx for n = 0, 1, 2, . . .

π α−π

Z α+π

1

bn = f (x) · sin nx dx for n = 1, 2, . . .

π α−π

∞

a0 X

f (x) = + (an cos nx + bn sin nx) for x ∈ [α − π, α + π].

2 n=1

Change of the interval length:

If f is a piecewise continuous function defined on the interval [−L, L] and by periodic extension outside

it, then the Fourier coefficients are given by

Z L

1 nπx

an = f (x) · cos dx for n = 0, 1, 2, . . .

L −L L

Z L

1 nπx

bn = f (x) · sin dx for n = 1, 2, . . .

L −L L

The Fourier series (see below) of f (x) converges at every point of continuity and:

∞

a0 X nπx nπx

f (x) = + (an cos + bn sin )

2 n=1

L L

If the function f is even, then bn = 0 for any n = 1, 2, . . ..

If the function f is odd, then an = 0 for any n = 0, 1, 2, . . ..

EXERCISES

1. Find the primitives of the following functions on their maximal domains of definition:

1 1 1 − x2

1. f (x) = x2 + 2x + 3 11. f (x) = √ + √ 23. f (x) = √

x 3

x 2 (1 + x2 ) 1 + x2

1 √ √

2. f (x) = x + 12. f (x) = x x + 2x x2

3

1

x 24. f (x) =

3. f (x) = sin x + cos x 13. f (x) = 1 + cos 3x 1 + x4

1 14. f (x) = ex cosh(2x) x2

4. f (x) = √ 25. f (x) =

1 − 4x2 1 + x4

15. f (x) = |x|

1 x2

5. f (x) = √ 1 26. f (x) =

4 − x2 16. f (x) = √ √ 1 + x12

1+ x+ x+1

2 2 ex

6. f (x) = + x e arctan x 27. f (x) = 2x

sin2 x cos2 x 17. f (x) = p e + e−2x

(1 + x 2 )3 1

1 28. f (x) =

7. f (x) = 2 2 18. f (x) = sin(ln x) 1 + |1 − ex |

sin x · cos x √

1 19. f (x) = e x |x|

8. f (x) = 2 29. f (x) =

x +4 1 + |x|

20. f (x) = earcsin x

1 1

9. f (x) = x4 arctan x 30. f (x) =

4x2 + 1 21. f (x) = 3 + cos x

1 1 + x2 1

10. f (x) = 2 √

x −1 22. f (x) = tan x 31. f (x) =

1 + sin2 x

2. Compute the following integrals:

Z 1 x−1 Z 1

e x+1 x+1

1. f (x) dx where f (x) = 7. f (x) dx where f (x) =

0 (1 + x)3 0 x4 + x2 + 1

Z π Z 3

2 √

2. f (x) dx where f (x) = ln(sin x) 8. f (x) dx where f (x) = x + 1 + (1 − 2x)[x − 1]

0

0

Z π

Z 1 1 x

3.

2

f (x) dx where f (x) = ln(cos x) e ,x ≤ 0

9. f (x) dx where f (x) = √ 2

Z0 1

1+x−1

−1 ,x > 0

4. f (x) dx where f (x) = x ln(sin πx) x

Z 1 3

Z0 1 − + ex ,x ≤ 0

x earctan x 10. f (x) dx where f (x) = √ 4 √

5. f (x) dx where f (x) = p x+4− 4

0 (1 + x2 )3 −1 ,x > 0

Z 3 x

1

6. f (x) dx where f (x) = √

2 (1 + x) 1 + x + x2

3. Find recurrence formulae for the following integrals:

Z π Z π Z π Z 1 p Z 1

2 2 4

1. sinn x dx 2. sin2n x dx 3. tgn x dx 4. x2n 1 − x2 dx 5. xn sin πx dx

0 0 0 0 0

4. Study the convergence of the following improper integrals (a, b > 0, p, q ∈ R):

π

Z∞ Z∞ Z2 Zb

1 1 1 1

1. dx 8. √ dx 15. √ dx 21. dx

1 + x2 x sin x (b − x)p

0 0 0 a

Z∞ Z∞ −x Z∞ Z∞

1 e arctan x 1

2. dx 9. dx 16. dx 22. dx

x2 1 + x2 x xp ln x

1 0 0 2

Z∞ Z1 Z∞ 2 Z∞

1 e−x sin x ln x

3. √ dx 10. √ dx 17. dx 23. dx

x x x2 xp

1 0 0 1

Z∞ Z∞ Z∞ Z∞

1 1 x ln x

4. sin x dx 11. dx 18. dx 24. dx

xp (ln x)ln x (1 + x2 )p

−∞ a 2 0

π

Z1 Zb Z2 Z1

1 1 ln(sin x) 1

5. √ dx 12. dx 19. √ dx 25. lnp dx

x xp x x

0 0 0 0

Z1 Z∞ Z∞ Z∞

1 2 1 sin2 x

6. √ dx 13. e−x dx 20. dx 26. dx

1 − x2 xp (1 + xq ) xp

0 −∞ 0 0

Z1 Z∞

1 1

7. dx 14. dx

x 1 + | sin x|

0 0

a if − π ≤ x < 0

1. f (x) = π 2 − x2 , x ∈ [−π, π] 8. f (x) =

b if 0 ≤ x ≤ π

2. f (x) = x2 , x ∈ [−π, π] π

−x if − ≤ x ≤ 0

3. f (x) = |x|, x ∈ [−π, π] 2

4. f (x) = x3 , x ∈ [−1, 1] 9. f (x) = x if 0 ≤ x < π

3π

5. f (x) = cos(ax), x ∈ [−π, π] 2π − x if π ≤ x ≤

½ 2

6. f (x) = cosh(ax), x ∈ [−π, π] 0 if − π ≤ x < 0

10. f (x) =

7. f (x) = eax , x ∈ [−1, 1] x if 0 ≤ x ≤ π

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