mytut08s
Transcript of mytut08s
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The University of Sydney
School of Mathematics and Statistics
Solutions to Tutorial 8: Fourier series II
MATH3068 Analysis Semester 1, 2007
Web Page: http://www.maths.usyd.edu.au:8000/u/UG/SM/MATH3068/Lecturer: Donald Cartwright
1. In the last tutorial, a function f (x) was dened on [0, 2] by the following formula, then extendedby periodicity:
f (x) = x
2 if 0 < x < 2,0 if x = 0 or x = 2.
We found that its Fourier series is
k=1
sin kxk
.
What does the Parseval Identity tell us in this case?
Solution: One side of the Parseval Identity is
12
|f (x)|2 dx.
Now f (x) is odd, and so |f (x)|2 = ( f (x))2 is even. So we can integrate over [0 , ] and multiplyby 2:
12
|f (x)|2 dx =
1
0(f (x))2 dx =
1
0
( x)2
4 dx =
1
( x)3
12
x =
x =0
= 2
12.
The other side of the Parseval Identity is
14
|a0 |2 + 12
k=1
|ak |2 + |bk |2 ,
which in this case, when all the ak s are 0, and bk = 1 /k for k = 1 , 2, . . . , is
12
k=1
|bk |2 = 12
k=1
1k2
.
So Parsevals Identity tells us the famous formula
k=1
1
k2 =
2
6 .
2. In the last tutorial, a function f (x) was dened on [0, 2] by the following formula, then extendedby periodicity:
x2
4
x2
+ 2
6We found that its Fourier series is
k=1
cos kxk2
.
What does the Parseval Identity tell us in this case?
Solution: This time the function f (x) is even. So |f (x)|2 = ( f (x))2 is even, and
12
|f (x)|2 dx =
1
0(f (x))2 dx =
1
0
x2
4
x2
+ 2
62
dx.
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(b) The formula we need to prove may be written
1 + 2n
k=1
cos(kx) sin12
x = sin n + 12
x . ( )
Using 2 cos(kx)sin 12 x = sin k + 12 x sin k
12 x , the left hand side becomes
sin12
x +n
k=1
sin k + 12
x sin k 12
x .
This is a collapsing sum
a0 + ( a1 a0) + ( a2 a1) + + ( an an 1)
for ak = sin k + 12 x . So it equals an = sin n + 12 x , and this is the right hand side of
the formula ( ) we wanted to show.(c) Using cos = ( ei + e i )/ 2, we have 2 cos(kx) = eikx + e ikx , and so
D n (x) =n
k= n
eikx
This equals e inx + e (n 1) ix + + ei (n 1) x + einx , and so equals
e inx 1 + eix + e2ix + + e2nix
= e inxei (2 n +1) x 1
eix 1 (sum of a geometric progression)
= ei (n +1) x e inx
eix 1
= ei (n +
12 )x e i (n +
12 )x
eix
2 e ix
2multiplying top and bottom by e ix/ 2
= 2i sin n + 12 x2i sin 12 x
= sin n + 12 x
sin 12 x .
(b) Check that D n (x) = 2 n + 1 if x is a multiple of 2. Also, check that 12 Dn (t) dt = 1.
Solution: Just observe that cos( kx) equals 1 when x = 2m , m an integer, to see thatD n (2m ) = 2 n + 1. Also,
12
D n (t) dt =
12
1 dt +
1
n
k=1
cos(kt ) dt = 1 +
1
n
k=1
sin(kx)k
x =
x =
= 1 .
5. Let f (x) be a 2-periodic piecewise continuous function.(a) Show that if f (x) is odd (i.e., f ( x) f (x)), then all the Fourier cosine coefficients ak of
f (x) are zero.Solution: If f (x) is odd, then so is f (x)cos(kx) for k = 0 , 1, 2, . . .. Hence
ak = 12
f (x)cos(kx) dx = 0 .
(b) Show that if f (x) is even (i.e., f ( x) f (x)), then all the Fourier sine coefficients bk of f (x) are zero.Solution: If f (x) is even, then f (x)sin( kx) is odd for k = 1 , 2, . . . . Hence
bk = 12
f (x)sin( kx) dx = 0 .
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(c) Show that if f (x) is real-valued, then all the Fourier cosine and sine coefficients ak and bkof f (x) are real.Solution: If f (x) is real-valued, then f (x)cos(kx) and f (x)sin( kx) is real-valued for all k,and so k = 1 , 2, . . .. Hence
ak = 12
f (x)sin( kx) dx and bk = 12
f (x)sin( kx) dx are real numbers .
(d) Find corresponding conditions, expressed in terms of the complex Fourier coefficients ck of f (x), which must hold f (x) is even, odd and real-valued, respectively.Solution: If f (x) is odd, then
ck = 12
f (x)e ikx dx =
12
( f ( x))e ikx dx =
12
f (u)eiku du = c k .
If f (x) is even, then
ck = 12
f (x)e ikx dx = 12
f ( x)e ikx dx = 12
f (u)eiku du = c k .
If f (x) is real-valued, then
ck = 12
f (x)e ikx dx =
12
f (x)eikx dx =
12
f (x)eikx dx = c k .
(e) Show that if 12
a0 +
k=1
ak cos(kx) + bk sin(kx)
is the Fourier series of f (x), then
12 a0 +
k=1ak cos(kx)
is the Fourier series of the even function g(x) = f (x )+ f ( x )2 , and that
k=1
bk sin(kx)
is the Fourier series of the odd function h(x) = f (x ) f ( x )2 .Solution: Let Ak , k = 0 , 1, . . . , and Bk , k = 1 , 2, . . . , be the Fourier coefficients of g(x).Then Bk = 0 for all k, because g(x) is even. On the other hand,
Ak = 1
g(x)cos(kx) dx = 1
f (x) + f ( x)2 cos(kx) dx
= 12
f (x) cos(kx) dx +
12
f ( x) cos(kx) dx
= 12
f (x) cos(kx) dx +
12
f (u) cos(ku ) du
= 1
f (x)cos(kx) dx
= ak .
So12 a0 +
k=1 ak cos(kx)
is the Fourier series of g(x).
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Let C k , k = 0 , 1, . . . , and D k , k = 1 , 2, . . . , be the Fourier coefficients of h(x). Then C k = 0for all k, because h(x) is odd. On the other hand,
D k = 1
g(x)sin( kx) dx =
1
f (x) + f ( x)2
sin(kx) dx
= 12
f (x)sin( kx) dx + 12
f ( x)sin( kx) dx
= 12
f (x)sin( kx) dx +
12
f (u)sin( ku ) du
= 1
f (x)sin( kx) dx
= bk .
So
k=1
bk sin(kx)
is the Fourier series of h(x).
(f) (harder) Show that the converses of each of the assertions (a), (b) and (c) hold if f (x)is continuous . Do these converses still hold if f (x) is merely assumed to be piecewisecontinuous? [Hint: You cannot assume that the Fourier series of f (x) converges to f (x) ateach point x. Instead, in (a), for example, consider g(x) = ( f (x) + f ( x)) / 2 and apply theuniqueness theorem.]Solution: (i) Suppose that the cosine coefficients of a function f (x) are all 0. If we knewthat the Fourier series of f (x) converged to f (x) at each point x, then we would know that
f (x) =
k=1
bk sin(kx) for all x.
This implies that f (x) is odd, because
f ( x) =
k=1
bk sin( kx) =
k=1
bk sin(kx) = f (x) for all x.
The trouble is, we dont know that the Fourier series of f (x) converges to f (x) at eachpoint x, because we are not assuming that f (x) is differentiable. To avoid assuming differ-entiability, consider the function g(x) = ( f (x) + f ( x)) / 2. Its Fourier series is just the zeroseries, by the rst half of part (e). By the Parseval identity, applied to g(x), we see that
12
|g(x)|2 dx = 0 .
When f (x) is continuous at every point, so that g(x) is continuous everywhere too, thisimplies that g(x) = 0 for all x, and so f ( x) = f (x) for all x. When f (x) is merelyassumed to be piecewise continuous, all we can say is that g(x) = 0 at each point whereg(x) is continuous. Therefore, we can only say that f ( x) = f (x) at each point x0 forwhich f (x) is continuous at both x0 and x0 .(ii) Suppose that the sine coefficients of a function f (x) are all 0. If we knew that the Fourierseries of f (x) converged to f (x) at each point x, then we would know that
f (x) = 12
a0 +
k=1
ak cos(kx) for all x.
This implies that f (x) is even, because
f ( x) =
k=1
bk cos( kx) =
k=1
bk cos(kx) = f (x) for all x.
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The trouble is, we dont know that the Fourier series of f (x) converges to f (x) at eachpoint x, because we are not assuming that f (x) is differentiable. To avoid assuming differ-entiability, consider the function h(x) = ( f (x) f ( x)) / 2. Its Fourier series is just the zeroseries, by the second half of part (e). By the Parseval identity, applied to h(x), we see that
1
2
|h(x)|2 dx = 0 .
When f (x) is continuous at every point, so that h(x) is continuous everywhere too, thisimplies that h(x) = 0 for all x, and so f ( x) = f (x) for all x. When f (x) is merely assumedto be piecewise continuous, all we can say is that h(x) = 0 at each point where h(x) iscontinuous. Therefore, we can only say that f ( x) = f (x) at each point x0 for which f (x)is continuous at both x0 and x0 .(iii) Suppose that the cosine and sine coefficients of a function f (x) are all real. If we knewthat the Fourier series of f (x) converged to f (x) at each point x, then we would know that
f (x) = 12
a0 +
k=1
ak cos(kx) + bk sin(kx) for all x.
This implies that f (x) is real-valued.The trouble is, we dont know that the Fourier series of f (x) converges to f (x) at eachpoint x, because we are not assuming that f (x) is differentiable. To avoid assuming differ-entiability, write f (x) = u(x) + iv(x), where u(x) and v(x) are real-valued. consider thefunction v(x). Its Fourier series is just the zero series, because
1
v(x)cos( kx) dx = Im
1
f (x)cos(kx) dx = Im( ak ) = 0
and1
v(x)sin( kx) dx = Im
1
f (x)sin( kx) dx = Im( bk ) = 0 .
By the Parseval identity, applied to v(x), we see that1
2
|v(x)|2 dx = 0 .
When f (x) is continuous at every point, so that v(x) is continuous everywhere too, thisimplies that v(x) = 0 for all x, and so f (x) = u(x) for all x, so that f (x) is real-valued.When f (x) is merely assumed to be piecewise continuous, all we can say is that v(x) = 0at each point where v(x) is continuous. Therefore, we can only say that f (x) R at eachpoint x0 for which f (x) is continuous at both x0 and x0 .
6. The important integral
0sin( x )
x dx may be evaluated using the Riemann-Lebesgue Lemma andthe fact that
0 Dn (x) dx = : Check that
2
(n + 12 )
0
sin(x)x
dx = 12
0
1sin( 12 x)
112 x
sin (n + 12
)x dx
Now dene
g(x) = 1
sin( 12 x ) 11
2 x if 0 < x ,
0 if x = 0.
Check that g(x) is continuous at 0 (e.g., using LHopitals rule) and thus on [0 , ], so that theRiemann-Lebesgue Lemma is applicable. Deduce that
0sin( x )
x dx = 2 .
Solution: The function Dn (x) = 1 + 2nk=1 cos(kx) is clearly even, and as we saw in an earlier
question, it satises 12
Dn (x) dx = 1. Hence
0 Dn (x) dx = . Therefore
2
= 12
0
1sin( 12 x)
sin (n + 12
)x dx.
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because D n (x) = sin (n + 12 )x / sin12 x . Also, the change of variable x = n +
12 u shows that
(n + 12 )
0
sin(x)x
dx = 12
0
112 u
sin (n + 12
)u du
Subtracting the last two displayed equations, and we get
2
(n + 12 )
0
sin(x)x
dx = 12
0
1sin( 12 x)
112 x
sin (n + 12
)x dx
It remains to show that the function g(x) of the question is well-behaved as x 0. The clearestway to see this is to write
sin x = x x3
6 +
x5
120 ,
so thatsin x x = x3
16
+ x2
120 = x3h(x), say,
where h(x) 16 as x 0. Therefore
g(x) = 1
sin( 12 x)
112 x
= sin( 12 x)
12 x
12 x sin(
12 x)
= x 3
8 h(12 x)
12 x sin(
12 x)
= x 2
4 h(12 x)
sin( 12 x)
= x2
sin( 12 x) h(
12
x) 12
x
1 16
0 = 0 as x 0.
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