Problem Set 10

Bryant Wong MATH 335 March 14, 2014

Problem 8.5.2. Our initial condition is given by u(, 0) = f (). For our boundary condition, we can think of a rod in the shape of a hoop, where the ends of the rod must have the same temperature and same heat ux (since we have a periodic condition). Hence, u( + , t) = u( , t) and u ( + , t) = u ( , t) Then, by the same separation of variables procedure done in the example with just the kt rod, we get that () = c0 e and () = c1 cos( ) + c2 sin(). So then we know that u ( , t) = ekt [c1 cos( ) + c2 sin( )] and that u (, t) = ekt [c1 sin( ) + c2 cos( )] Then by our boundary conditions, we know that c1 cos( ( + )) + c2 sin( ( + )) = c1 cos( ( )) + c2 sin( ( )) By some trigometric identities, c1 [cos( ) cos( ) sin( ) sin( )] + c2 [sin( () cos( ) + sin( ) cos( )] = c1 [cos( ) cos( ) + sin( ) sin( )] + c2 [sin( () cos( ) sin( ) cos( )] Which gives us c1 sin( ) sin( ) = c2 sin( ) cos( )

And by the other boundary condition, we know that c1 sin( ( + )) + c2 cos( ( + )) = c1 sin( ( )) + c2 cos( ( )) By the same trig identities, c1 [sin( () cos( ) + sin( ) cos( )] + c2 [cos( ) cos( ) sin( ) sin( )] = c1 [sin( () cos( ) sin( ) cos( )] + c2 [cos( ) cos( ) + sin( ) sin( )]] Which yields c2 sin( ) sin( ) = c1 sin( ) cos( )

Assume that c1 , c 2 are both nonzero. In addition assume that sin( ) = 0. Then, c1 sin( ) = c2 cos( ) and c2 sin( ) = c1 cos( ) 2 By arithmetic, we have that c1 c2 sin ( ) = c1 c2 cos2 ( ) sin2 ( )+cos2 ( ) = 0 Hence, we know that sin( ) = 0, which gives us = n 1

So the Fourier series we get is u(, t) =

0

en

2 kt

(an cos(n) + bn sin(n)) Now applying

our initial condition we have u(, 0) = f () =

0

an cos(n) + bn sin(n) where bn = 1

an =

f () cos nd

f () sin nd.

Problem 8.5.7a. If our solution is in the form u(r, ) = (r)(), applying our boundary condition, we know that we have to have r2 (r)() + r (r)() + (r) () = 0. Equivalently, r2 (r) + r (r) () = = , (r) () where is a constant. Then we consider the dierential equation () = (). Then, we actually have the same dieen orential equation for () along with the periodicity condition from Question 2 we did earlier in the homework so we know that = n = n2 . So, the general solution of the equation is given by () = cn ein + cn ein . Then, by the hint we know the general equation for the dierential equation of (r) must be some linear combination of rn and rn (or in the case where n = 0, then we have a linear combination of 1 and log(r)). However, rn and log(r) diverge at the origin and since our Fourier series must converge, we discard these terms (their coecient must be 0 in our linear combination).

Then our general solution must be in the form u(r, ) =

cn r|n| ein cn ein , so we get that the cn s must

Then, using the initial condition u(1, ) = f () =

be the Fourier coecients of f and so by 8.19, we know that u(r, ) = Ar f (). Problem 8.5.7b. Since we know that u(r, ) = Ar f () and by 8.20, we know that Ar f () =

f ( + )Pr ()d and additionally, by 8.22, we know that Pr () =

1r2 . 2 (1+r2 2r cos())

Then

we know that u(r, ) = 1 r2 d 2 (1 + r2 2r cos() 1 r2 1 f ( + ()) = d 2 1 + r2 2r cos() 1 1 r2 = f ( ) d 2 1 + r2 2r cos() f ( + )

Problem 8.6.2. Since f L2 (0, ) we can take the function g to be the even 2 periodic extension of f. Then we know that the resulting Fourier series for g is given by 1 an cos(n ) which is equivalent to the Fourier cosine series of f on the interval [0, ]. So using 8.43, we know that
N N 2

lim

f ()
0 0

1 an cos(n) d = lim 2 N 2

g ()
0

an cos(n) d = 0.

Similarly, we can also take some function h to be the odd 2 periodic extension of f. Then we know that the resulting Fourier series for h is given by 1 bn sin(n ) which is equivalent to the Fourier sine series of f on the interval [0, ]. So using 8.43, we know that
N N 2

lim

f ( )
0 0

1 bn sin(n) d = lim 2 N

h()
0

bn sin(n) d = 0.

So both the Fourier cosine and sine series of f converge to f in norm. Problem 8.6.3. To get an orthogonal set, we need to have each inner product be 0 (so f0 , f1 = f0 , f2 = f1 , f2 = 0). By the denition of inner product given in 8.41, we know that f0 , f1 = f0 , f2 1 +a=0 2 0 1 1 b = (x2 + bx + c)dx = + + c = 0 3 2 0 (x + a)dx =
1 1

f1 , f2 =
0 1

(x + a)(x2 + bx + c)dx ((x3 + (b + a)x2 + (ab + c)x + ac)dx =

0

1 b + a ab + c + + + ac = 0 4 3 2

From the rst equation, we get a = 1 . Then solving our second equation for c, we get 2 1 b c = 3 2 . Plugging these both into our 3rd equation, we have the following: 1 b + 4 3
1 2

b 2

1 3 2

b 2

1 b + =0 6 4

1 b 1 b 1 1 b + + + + =0 4 3 6 2 6 6 4 3 + 4b 2 6b + 3b = b + 1 = 0 So a =
1 ,b 2

= 1 and c = 1 . 6
+ i 2

Problem 8.6.4. If we take

and
l

+ j 2

n { } , 2 1

+ + i , j = 2 2

+ + j ( i )( )dx = 2 2 l

l + (+ i )(j )dx = ij 0

since the integrand is even. Similarly, considering

i 2

and

j 2 l

n { } , 2 1

i , j = 2 2

j ( i )( )dx = 2 2 l

l ( i )(j )dx = ij 0

Finally, for

+ i 2

and

j , 2 + i , j = 2 2 + j ( i )( )dx = 0 2 2 l l

since the integrand is odd, so integrating over the integral [l, l] will give us 0 no matter what i, j, l we pick. Hence we have an orthonormal set. Problem 8.6.5. Taking i (x) and j (x) {n } 1 ,
bd c

i (x), j (x) =

ad c

( ci (cx + d))( cj (cx + d))dx

Then applying a u-substitution by letting u = cx + d, du = (c)dx we arrive that the result that bd
c ad c

c(i (cx + d))(j (cx + d))dx =

a

i (u)j (u)du = ij

since we know that {n } 1 an orthonormal set on [a, b]. Hence, {n }1 is an orthonormal set ad bd on [ c , c ].

Problem 8.6.6. Taking i (x) and j (x) {n } 1 ,

1

i (x), j (x) =
0

( 2xi (x2 ))( 2xj (x2 ))dx

Then applying a u-substitution by letting u = x2 , du = 2xdx we arrive that the result that
1 1

2x(i (x ))(j
0

(x2 ))dx

=
0

i (u)j (u)du = ij

since we know that {n } 1 an orthonormal set on [0, 1[. Hence, {n }1 is an orthonormal set on [0, 1].

Problem 8.6.9a. In 8.1.4, we know that the Fourier series for f () = 2 is given by (1)2 cos(n) n2 1 Then applying 8.6.8, we get that 2 4 + 16 9

2 3

1 1 = n4

4 d =

2 4 5

This gives us
1

1 4 = n4 90

Problem 8.6.9c. In 8.3.3b, we have the result that 7 4 2 = + 48 15

4 2 2

(1)n+1 cos(n) n4

Then applying 8.6.8, we get that 2 7 4 15

2

+ 2304
1

1 1 = 8 n =

(4 2 2 2 )d

2 (8 4 2 6 + 4 4 4 )d 214 8 = 315

This gives us
1

1 8 = n8 9450

Problem 8.6.9d. In 8.1.7, we have the result that (for a (0, )) 2 f () = a( a) Then applying 8.6.8, get that 4 a2 ( a)2

sin(na) cos(n) n

2 sin(na)2 = n2 = 2

a 0

1 d + a2

1 d ( a)2

1 1 + a a

This gives us
1

sin(na)2 a( a) = n2 2