Ma 221 Eigenvalues and Fourier Series

Eigenvalue and Eigenfunction Examples

Example Find the eigenvalues and eigenfunctions for
y 12y 47 y 0

y0 y5 0

Solution: The characteristic equation is

r 2 12r 47 0
so
12 144 447
62 2
2
Thus we have 3 cases to deal with, 2 0, 2 0, and 2 0.
Case I: 2 0. Let 2 2 where 0. The the general homogeneous solution is
yx C 1 e 62x C 2 e 62x
r

The BCs imply

C1 C2 0
e 625

C 2 e 625 0
C1
, Solution is: C 2 0, C 1 0. Thus y 0 and there are no eigenvalues for this case.
Case II: 2. Then
yx C 1 e 6x C 2 xe 6x
The BCs imply
C1 0
C 2 5e 30 0 C 2 0
Therefore 2 is not an eigenvalue.
Case III: 2 0. Let 2 2 where 0. Then r 6 2i. The solution to the DE is
yx C 1 e 6x sin 2x C 2 e 6x cos 2x
The BCs imply
y0 C 2 0
y5 C 1 e 30 sin 10 0
Thus
10 n, n 1, 2,
or
n
10

n 1, 2,

and the eigenvalues are

2 2
2 2 2 n
100

n 1, 2,

The eigenfunctions are

y n x A n e 6x sin n x
5
Example
y y 0

y y2 0

Solution: There are 3 cases to consider. 0, 0, , and 0 .

I. 0. Let 2 where 0. Then the differential equation becomes
y 2 y 0
and has the general solution
yx c 1 e x c 2 e x .
Then
y c 1 e c 2 e 0
y2 c 1 e 2 c 2 e 2 0
Thus
c 2 c 1 e 2
and the second equation implies
c 1 e 2 1

Hence c 1 0 and thus c 2 0, so y 0 is the only solution. There are no negative eigenvalues.
II. 0. Then we have y 0 so
yx c 1 x c 2
y c 1 c 2 0
y2 2c 1 c 2 0
Therefore c 1 c 2 0 and y 0, so 0 is not an eigenvalue.
III. 0. Let 2 The DE becomes
y 2 y 0
so
yx c 1 sin x c 2 cos x
The initial conditions yield
y c 1 sin c 2 cos 0
y2 c 1 sin 2 c 2 cos 2 0
This system will have a non-trivial solution if and only if
sin

cos

sin 2 cos 2

That is if and only if

sin cos 2 cos sin 2 sin 2 sin 0

Thus we must have

n

n 1, 2, 3,

or
n

n 1, 2, 3,

Hence the eigenvalues are

2 n2

n 1, 2, 3,

The two equations above for c 1 and c 2 become

c 1 sin n c 2 cos n 0
c 1 sin 2n c 2 cos 2n 0
Thus c 2 0 and c 1 is arbitrary. The eigenfunctions are
y n x a n sin nx

Ma 221 Inner Products

Remark. If u and v are 2 vectors, then u v u v 0
u x 1 , . . . , x n
v y 1 , . . . , y n As n
u v xiyi.
Definition. Let fx, gx be two continuous functions on a, b. We define the inner product of f and g
in an interval a x b, denoted by f, g , by
f, g

a fxgxdx.

Definition. Two functions f and g are said to be orthogonal on a, b if

f, g 0.
2

Example. sin x cos xdx sin2 x | 0 0. Therefore sin x and cos x are orthogonal on 0, .

Definition. The set of functions f 1 , f 2 , . . . is called an orthogonal set if

f i , f j 0

i j.

Example. 1, cos x , cos 2x , . . . , cos nx , . . . is an orthogonal set on 0, L, because

L
L
L
L
0 cos iL x cos jL x dx 0 for i j
Remark. For vectors we have the following: if u u 1 , . . . , u n then the length of
u u u 2i

1
2

u u . Motivated by this we have the following definition.

Definition. Let fx be a continuous function on a, b. Then the norm of f is defined by

f

f, f

a f 2 xdx .

Example. 0, 1
1
5
2
x 2 x 2 , x 2 x 4 dx x | 10 1
5
5
0

x 2

1
5

Remark. Let y

x2
x 2

5 x 2 y

5 x 2 1.

Definition. If f 1, then f is said to be normalized.

Definition. A set of functions 1 , 2 , . . . is called orthonormal if
(1) the set is orthogonal, and
(2) each has norm 1. Therefore 1 , 2 , . . . is an orthonormal set

 i , j ij

ij

ij

Example sinnx sin x, sin 2x, sin 3x, . . . on 0, is an orthogonal set since

sinmx, sinnx sin mx sin nx dx 1 cosm nx cosm nxdx

2 0
0

sinm

nx
sinm

nx
1

mn
mn
2
0
1
2

sinm n
sinm n

mn
mn

mn

mn

since m and n are integers.

Now
sin nx, sin nx

0 sin 2 nxdx

1 1 cos 2nxdx
2 0
1 x sin 2nx | 0 .
2n
2
2

Therefore
1

sin nx sin nx, sin nx 2

this set is not orthonormal. We can make an orthonormal set from these functions by dividing each
2
element in the original by 2
sin nx is orthonormal set n 1, 2, . . . .
Properties of the inner product.
1. f, g g, f since

a fxgxdx a gxfxdx

2. f g, h f, h g, h since f ghdx fhdx ghdx

3. a. f, f 0 if f 0
b. f, f 0 if f 0
Remarks. (1) It will be necessary when dealing with partial differential equations to expand an
arbitrary function fx in terms of an orthogonal set of functions n .
(2) Recall that in 3 space, if u 1 1, 0, 0, u 2 0, 1, 0, and u 3 0, 0, 1 then
v 1 , 2 , 3 1 u 1 2 u 2 3 u 3 .
Note that

 u 1 , v u 1 v
u 1 , 1 u 1 2 u 2 3 u 3 u 1 , 1 u 1 u 1 , 2 u 2 u 1 , 3 u 3
1 u 1 , u 1 2 u 1 , u 2 3 u 1 , u 3 1
Also u 2 , v 2 and u 3 , v 3 .
Suppose we are given a set of orthogonal functions n on 0, L, and we desire to expand a function
fx given on 0, L in terms of them. Then we want

fx

n n x.
n1

Question. What does k ?

Consider

k , fx k , n n
1

k, 11 22
1 k , 1 k k , k k1 k , k1
But k , j 0 if j k since the set k is orthogonal.

k , fx k k , k k k 2
Therefore
L

0 fx k xdx
k 2

0 fx k xdx
L

0 k x 2 dx

k 1, 2, . . .

is the formula for the coefficients in the expansion of a function fx in terms of a set of orthogonal
functions.

Ma 221 Fourier Series

Fourier Series Formulas
Suppose we want to write a function fx given on 0, L as a Fourier sine series

fx

k sin kx
L
1

then from above

k 2
L

dx,
0 fx sin kx
L

since
L

0 k x 2 dx

L.
2

Note that the orthogonal functions sin kx , k 1, 2, 3, are the eigenfunctions of the eigenvalue
L
problem
y y 0 y0 yL 0.
These formulas are for the Fourier sine series for fx on 0 x L.
The Fourier sine series converges to function Fx where

Fx

fx
fx

0xL
L x 0

Fx 2L Fx

since sine is an odd function.

Suppose that the graph of the function fx is given by the figure below.

Then the Fourier sine series generates a function Fx defined on - x whose graph is given
below.

Example Find the Fourier sine series of

fx

1
0

0 x 2
x
2

Now
fx n sin nx
L

n sin nx,
1

since 2L 2 L .
The formula above for the coefficients in the Fourier sine series implies
n 2
L
2
n

dx
0 fx sin nx
L

0 1 sin nxdx 2

0 fx sin nxdx

cos
nx
2
2
0 sin nxdx
n |0
2

2 cos n 1
n
2

2
n
2
n

n odd
1

n
2

n even

Therefore

fx

n sin nx
1

2 sin x 2 sin 2x 1 sin 3x 0 sin 4x 1 sin 5x 2 sin 6x

5
2
3
6
Note that our function fx on 0 x is extended to the following on x .

Fourier Cosine Series

We write

fx 0 n cos nx
L
1

Proceeding as above in our derivation of the constants in the Fourier Sine series, we get for the
constants in the Fourier Cosine series

n 2
L

dx
0 fx cos nx
L

n 1, 2, 3,

0 1
L

0 fxdx

Note the book writes

a
fx~ 0 a n cos nx
L
2
1

and
an 2
L

dx
0 fx cos nx
L

n 0, 1, 2,

Thus
0

a0
2

10

Again the Fourier series is periodic with period 2L. However, now fx fx since cosine is an even
function. Here the Fourier Cosine series extends fx which is given on 0, L to a function Fx which
is defined on x as

Fx

fx

0xL

fx L x 0

Fx 2L Fx.

If the graph of fx looked as below

then Fx, the even extension of fx, would look like

Example (a) Find the first four nonzero terms of the Fourier cosine series for the function
fx x on 0 x 1
Solution:

fx 0 n cos nx
L
1

where

11

0 1
L

0 fxdx and n

2
L

dx
0 fx cos nx
L

n 1, 2, 3,

Here L 1 so

fx 0 n cos nx
1
1

0 1
1

0 xdx

n 2
1

0 x cos nxdx

1
2

2 cos nx nx sin nx| 1

0
n22
22 2 cos n 1 22 2 1 n 1 n 1, 2, 3,
n
n
4
4
Hence 1 2 , 2 0, 3 2 , 4 0, 5 4 2

9
25
Therefore
fx 1 42 cos x 4 2 cos 3x 4 2 cos 5x
2

9
25
Note: The book gives the formulas

fx

0
n cos nx
L
2
1

where
n 2
L

dx
0 fx cos nx
L

n 0, 1, 2, 3,

Using this formula we get

0 2
1

0 xdx 1

Therefore, the first term in the books formula for the Fourier cosine series is 20 12 as before.
(b) Sketch the graph of the function represented by the Fourier cosine series in (a) on 3 x 3.
x

12

y 1.0
0.5

-3

-2

-1

Example (a) Find the Fourier sine series for the function
fx x on 0 x 1
Solution:

fx

k sin kx
L
1

where
k 2
L

dx,
0 fx sin kx
L

Here L 1 so

k 1, 2, 3,

fx

k sinkx
1

where
1

k 2 fx sinkxdx, k 1, 2, 3,
0

Thus
1

k 2 x sinkxdx 2

1 sin kx kx cos kx

k 2
0

1 cos k
k

2 1 k1
k

k 1, 2, 3,

Thus
2
fx

1 k1
sinkx
k

(b) Sketch the graph of the function represented by the Fourier sine series in 5 (a) on 3 x 3.
Solution:
13

1.0
0.8
0.6
0.4
0.2

-3

-2

-1

-0.2
-0.4
-0.6
-0.8
-1.0

Ma 221 Fourier Cosine Series Example

5. (a) (15 pts.) Find the first five nonzero terms of the Fourier cosine series for the function
fx 2 x;

0x2

Be sure to give the Fourier series with these terms in it.

Solution:

fx b 0 b n cos nx
b0 1
L
Here L 2 so

n1
L

0 fxdx

bn 2
L

0 fx cos

nx dx n 1, 2,
L

fx b 0 b n cos nx
2
n1
2

b0 1
2

0 fxdx

bn 2
L

0 fx cos

1
2

0 2 xdx

nx dx 2
L
2

1 2x x 2 2 1
2 0
2

dx
0 2 x cos nx
2

n 1, 2,

so
2 2 x sin nx 4 cos nx 2
b n n
0
2
2
n22

4
n22

cosn 1 n 1, 2,

Thus

14

4 1 1 8
2
2
4
1 1 0
4 2
4
1 1 8 2
9 2
9
4
1 1 0
16 2
4
1 1 8 2
25
25 2
4
1 1 0
36 2
4
1 1 8 2
49 2
49

b1
b2
b3
b4
b5
b6
b7
and

fx 1 82 cos x 8 2 cos 3x 8 2 cos 5x 8 2 cos 7x

2
2
2
2
9
25
49

(b) (10 pts.) Sketch the graph of the function represented by the Fourier cosine series in 5 (a) on
2 x 6.

y 2.0
1.5
1.0
0.5

-2

2x

-1

15