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I.\342\200\231

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specially
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Trigonoof TrigonoDecreasing

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107

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Operations

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FOLIRIER

SERIES))

FOURIER

SERIES)

GEORGI P. TOLSTOV)
of Mathematics

Professor

Moscow State
Translated

University)

from the
A.

Richard

Russian by

Silverman)

DOVER PUBLICATIONS,
NEW

YORK))

INC.

Copyright
All
rights

International

A. Silverman.

by Richard

1962
\302\251

reserved

Copyright

under

Pan

American

and

Conventions.)

Published
in Canada by General
ComPublishing
Don
Mills, Toronto,
pany, Ltd., 30 Lesmill Road,

Ontario.)

This Dover edition,

lirst published
in 1976, is an
with slight corrections, of
republication,
Inc.,
originally
published by Prentice-Hall,
Englewood Cliffs, New Jersey in 1962.)

unabridged
the
work

International
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Manufactured

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10014))

PREFACE)

AUTHOR\342\200\231S

on Fourier series,which originally

in
appeared
has already been translated
into
Chinese,
I am very grateful to
German, Polish and Rumanian.
Dr. R. A. Silverman
and to the Prentice-Hall Publishing
for undertaking
an
to prepare and publish
Company
version
of
the
It
would
second
Russian
edition.
English
be most
to serve the
gratifying to me if the book were
needs of American
readers.
I would like to thank
and
V. Y. Kozlov, L. A. Tumarkin
I)
A. I. Plesner for the helpful
advice
they gave me while
My book

Russian,

was

this book.

writing

G. P. '1\342\200\230.)

PREFACE)

TRANSLATOR\342\200\231S

The

present volume

translations

of

monographs

in

engineering,

under

Professor
tion

to the

is

the

second

the

\357\254\201elds
of

will constitute

English-language

literature

series of

textbooks

mathematics,

my editorship.

Tolstov\342\200\231s
book

a new

in

Russian

outstanding

physics

and
and

It is hoped that
a valuable addi-)
on

Fourier

series.
V))

'rnANsLAron\342\200\231s pnancn)

vl

The

1. To

changes, made

two

following

are worth

Tolstov\342\200\231s
consent,

value

the

enhance

with

Professor

mentioning:)
of the English-language

been
a large number of extra problemshave
L. Shields
of the
by myself and Professor Allen
of Michigan.
We haye consulted a variety
University
of sources,
in particular, A Collection
of Problems in

edition,

added

Mathematical Physics by
kaya,

Y. S.

and

most of the

been taken.)

2. To

keep the
four

Russian

original

chapters

(8 and

N. Lebedev,

number

chapters
have

Skals-

end of Chapter

9) of the presentedition.)

also added a Bibliography,

for collateral and supplementary

should be noted that

contain material ofa more
without

I. P.

from which

of cross references to a
11) of the
(8 and 9, 10 and
to make two
been combined

I have

omitted

1955),

at the

appearing

problems

9 have

minimum,

N.

(Moscow,
U\357\254\202yand

loss

sections

containing

suggestions

it
Finally,
with asterisks
which can be
nature,

reading.

marked

advanced

of continuity.

R. A.

s.))

CONTENTS)

FOURIER SERIES Page 1. 1:

2: Harmonics, 3. 3: Trigonometric
and Series, 6. 4: A More Precise Terminology.
Polynomials
5: The Basic Trigo8.
Integrability. Series of Functions,
nometric
The Orthogonality
of Sines and Cosines,
System.
10. 6: Fourier Series for Functions of Period 21:,12. 7:
on
an Interval of
Series
for Functions
De\357\254\201ned
Fourier
Limits.
8: Right-hand and Left-hand
Jump
21:, 15.
Length
and
Piecewise
Smooth
17. 9: Smooth
Discontinuities,
for the Convergence of
Functions, 18. 10: A Criterion
21.
12:
11: Even and Odd Functions,
19.
Fourier
Series,
of Expansions
in
Cosine and Sine Series,22. 13:Examples
Form of a Fourier
Fourier Series, 24. 14:The Complex
of Period 21,
35. Problems, 38.)
Series,32. 15:Functions
TRIGONOMETRIC

1)

Periodic

1.

Functions,

ORTHOGONAL SYSTEMSPage

1:

41.

De\357\254\201nitions,41.

Orthogonal System, 42.

3: Some Simple Orthogonal Systems, 44. 4: Square Inte50. 5: The
The
Schwarz
Inequality,
grable Functions.
51.
6: Bessel\342\200\231s
Error
and its Minimum,
Mean
Square
in the
7:
53.
Convergence
Systems.
Complete
Inequality,
of Complete Systems, 57.
Properties
Mean, 54. 8: Important
9: A Criterion for the Completeness of a System, 58. \"10:
63.)
60.
The Vector Analogy,
Problems,

2: Fourier

Series with

OF

CONVERGENCE

SERIES Page66. l : A
66.

2: The
cos

L\342\200\235f(x)

Limit

nx dx

to an

Respect

as

and

TRIGONOMETRIC
Consequence

n->oo

of

FOURIER

Bessel\342\200\231s
Inequality,

of the Trigonometric
sin

L\"f(x)
of Cosines. Auxiliary

nx

dx, 57.

Integrals)

3: Formula

for)

71. 4: The
Integrals,
72.
Sum of a Fourier
Series,
5: Right-Hand and Left-Hand Derivatives, 73. 6: A Suf\357\254\201cient
at a Con-)
Series
for Convergence of a Fourier
Condition
for Convergence
Condition
7: A Su\357\254\201icient
75.
Point,
tinuity

the

Integral

Sum

Formula

for the Partial

vii))

viii)

CONTENTS)

of

a-

6 and 7, 78. 9:
79.

10: Absolute

and

of

Integrable Derivative,

tions,

2!, 94.

91.

IS: A

Discontinuous),

Smooth Function
of the Fourier

Period

21:

Localization

Expansions

Remark Concerning

Seriesof a

an

Absolutely
of the Results

with

82. 12:Generalization

Series

Fourier
of Period

of the

Convergence

13: The

90. 14:
Principle,
of Unbounded FuncFunctions

of

Period

Problems,94.)
WITH

SERIES

TRIGONOMETRIC
4)

Uniform

Convergence

Function

or

Series of

Fourier

(Continuous

Piecewise

21:,80. 11:Uniform
of Sec. 11, 85.
Examples of Fourier

77. 8:
in Secs.

Discontinuity,
Proved

the

of

Convergence

Seriesofa Continuous,
Continuous

of

Point

Conditions
Su\357\254\201icient

the

Function

Smooth

Piecewise

at a

Series

Fourier

Generalization of

COEFFICIENTS Page 97.

1:

DECREASING

Abel\342\200\231s
Lemma,

97.

2:

Formula for the Sum of Sines. Auxiliary

98.
Inequalities,
Series
with Monotonically
3: Convergence of Trigonometric
Decreasing Coe\357\254\202icients,100. \"4: Some Consequences of the
of Ftmctions
of Sec. 3, 103. 5: Applications
of a
Theorems
to the Evaluation
of Certain TrigonoComplex Variable
Form of the Results
of
metric Series, 105. 6: A Stronger
Sec. 5, 108. Problems,112.)

OPERATIONSON

SERIES
Page 115. 1:
by Trigonometric Polynomials,
2: Completeness of the Trigonometric
115.
System, 117. 3:
Theorem.
The Most Important Consequencesof
Parscval\342\200\231s
of the Trigonometric System, 119. \"4:
the
Completeness
of
Functions
by Polynomials, 120. 5:
Approximation
and Subtraction
of Fourier Series, Multiplication
Addition
of
122. \"6: Products
of a Fourier Series by a Number,
of Fourier
Fourier
Series, 125.
Series, 123. 7: Integration
8: Diiferentiation
of Fourier
Series. The Case of a Conof
tinuous
Function
of Period 21:, 129. *9:Differentiation
De\357\254\201ned
on the
Fourier
Series. The Case of a Function
of Fourier
Differentiation
Interval [-1:, 1:],132. \"10:
Series.
De\357\254\201ned
on the Interval [0, 1:], 137.
The Case of a Function
ll: Improving
the Convergence
of Fourier Series, 144. 12:
A List of Trigonometric
Expansions, 147. 13:Approximate
152.)
Calculation
of Fourier Coe\357\254\202icients, 150.
Problems,

FOURIER
TRIGONOMETRIC
of the Problem, 155. 2:
Arithmetic
Means, 156. 3: The Integral))
OF

SUMMATION

SERIES Page155.

The Method

FOURIER

of Functions

Approximation

of

1: Statement

Ix)

CONTENTS

for

Formula

Mean

Arithmetic

the

Series, 157.

Fourier
Method

4:

of\342\200\230
Arithmetic

of the

Means,

Sums

Partial

Series

of Fourier

Summation

158.

5:

of\342\200\230
a
by

the

of

Abel\342\200\231s
Method

163.
7: Application
Summation, 162. 6: Poisson\342\200\231s
Kernel,
Method
to the Summation of Fourier
of Abel\342\200\231s
164.
Series,
Problems, 170.)

DOUBLE FOURIER
INTEGRAL

Page

SERIES.

173. l:

Variables, 173. 2: The Basic

Variables. Double Trigonometric

The

Formula

Integral

4: Double

178.

in Two
System in Two
Series, 175. 3:

Systems

Trigonometric
Fourier

the Partial Sums of a Double

Series. A Convergence Criterion,

for

Fourier

Trigonometric

FOURIER

THE

Orthogonal

Fourier Seriesfor a Function

Different

with

in x and y, 180. 5: The

Fourier
as
Integral
a Limiting
Case
of the Fourier Series, 180. 6: Improper
on a Parameter, 182. 7: Two Lemmas,
Integrals
Depending
185.
8: Proof of the Fourier
Theorem, 188. 9:
Integral
Different
Forms
of the Fourier Integral
\"10:
189.
Theorem,
The Fourier Transform,
190.
\342\200\230'11:
The
Function,
Spectral
Periods

193. Problems, 195.)

AND
BESSELFUNCTIONS
Page 197. 1: Bessel\342\200\231s
Equation,

The First

Kind of Nonnegative
201.

Function,

4: Bessel

FOURIER-BESSEL
SERIES
2: Bessel Functions
of
197.
Order,

198.

Functions of

Negative Order, 202. 5: The General

203.
6: Bessel Functions
of
Equation,

7: Relations

the

3: The

Gamma
of

Kind

First

of Bessel\342\200\231s
Solution
the Second Kind, 204.

between
Bessel Functions of Different
Orders,
8: Bessel Functions
of the First Kind of Half-Integral
207 . 9: Asymptotic Formulas for the Bessel Functions
Order,
208. 10: Zeros of the Bessel Functions
and Related Func215.
213.
ll: Parametric Form of Bessel\342\200\231s
tions,
Equation,
12: Orthogonality of the Functions
J ,,().x), 216.
13: Evalua-)

205.

tion

of the

Integral Ll xJ,,2().x)dx, 218.

dx, 219.
Integral J: xJ,,2(>.x)
220.
for
16:
Criteria
Series,

\"14:Bounds

15:De\357\254\201nitionof
the

Convergence

which Guarantees

Bessel Series,225.

Uniform

Convergence

the)

Fourier-Bessel)

and
Bessel\342\200\231s
BesselSeries,221. \"17:
Inequality
quences, 223. \"18:The Order of Magnitude of

cients

for

of Fourierits Consethe

of a

Coeffi-

Fourier-

of the
\"19: The Order of Magnitude
Fourier-Bessel Coefficients of a Twice Differentiable
Function,
of the Fourier-Bessel
228. \"20: The Order of Magnitude
Several))
Which is Differentiable
of a Function
Coefficients

XCONTBNT8)

Times, 231.

\"21: Term by

BesselSeries,234.
Type,

\"23: Extension

237.

Series of

Fourier-Bessel
Bessel

22:

Problems,

of Fourier-

of

on
De\357\254\201ned

the

Second

Secs. 17-21to

the SecondType, 239.

of Functions

Expansions

[0, I], 241.

Diiferentiation
Term
Series
Fourier-Bessel
of the Results of

24:Fourier-

the

Interval

243.)

METHOD AND ITS APPLICAEIGENFUNCTION

245.
TIONS T0 MATHEMATICAL PHYSICS Page
245.
2: The
1: The Gist of the
Part 1: THEORY.
Method,
250.
3:
of the Boundary Value
Statement
Usual
Problem,
and
250. 4: Eigenfunctions
of Eigenvalues,
The Existence
251. 5: Sign of the Eigenvalues, 254.
Their orthogonality,
255.
with Respect to the Eigenfunctions,
Series
6: Fourier
Method Always Lead to a Solution
7: Does the Eigenfunction
of the Problem ?, 258. 8: The Generalized
Solution, 261. 9:
264.
10: Supplementary
The Inhomogeneous
Problem,
of
Remarks, 266. Part II: APPLICATIONS, 268. 11: Equation
of a String,
Vibrations
a Vibrating String, 268. 12: Free
of a String, 273. 14:Equation
269. 13:Forced Vibrations
15: Free
275.
Vibrations of a Rod,
of the Longitudinal
16: Forced Vibrations of a Rod,
Vibrations of a Rod, 277.
282.
18:
17: Vibrations of a Rectangular
280.
Membrane,
a Circular
of
Radial Vibrations
Membrane, 288. 19:
291.
of a Circular Membrane (GeneralCase),
Vibrations
in a
Flow
of Heat Flow in a Rod, 296. 21:Heat
Equation
Rod with Ends Held at Zero Temperature, 297. 22: Heat
Ends
Held at Constant Temperature,
Flow
in a Rod with
299. 23: Heat Flow in a Rod Whose Ends are at Speci\357\254\201ed
301. 24. Heat Flow in a Rod Whose
Variable
Temperatures,
the Surrounding
Heat Freely with
Ends
Medium,
Exchange
26: Heat Flow
306.
301. 25: Heat Flow in an In\357\254\201nite
Rod,
27:
310.
in a Circular Cylinder WhoseSurfaceis Insulated,
Whose
Surface Exchanges
Heat Flow in a Circular Cylinder
Heat with the Surrounding
Medium, 312. 28: Steady-State
316.)
313.
Flow in a Circular Cylinder,
Heat
Problems,
THE

20:

ANSWERS

TO PROBLEMS

BIBLIOGRAPHY

INDEX

Page

Page

333.))

331.)

Page319.

FOURIER

SERIES))

1)

TRIGONOMETRIC

SERIES)

FOLIRIER

I. Periodic

Functions)

A function

is calledperiodicif

f (x)

f(x

there

+ 7?

exists

a constant

T > 0 for

which)

(1-1))

=f(x).

of de\357\254\201nitionof

x
both
f (x). (It is understoodthat
constant T is called a period of the
function
functions
are sin x, cos x, tan x,
The most familiar
f (x).
periodic
etc.
Periodic
functions arise in many
of mathematics to
applications
and
It is clear that
the
sum, difference,
problemsof physics
engineering.
of two functions
of period T is again
a function
of
product, or quotient
T.
period
If we plot a periodic function y = f (x) on any closed interval a < x <
a + T,-we can obtain the entire graph of f (x) by periodic repetition of the
portion of the graph correspondingto a < x < a + T (seeFig.1).
If T is a period of the function f(x), then the numbers 2T, 3T,4T, . . .
are also periods.
This follows immediately
the graph of a
by inspecting
or from the series of equalitiesl)
periodicfunction
for

any

and x

x in

the domain

+ T lie in

f(x)
1 We
the

suggest

following

that

this

domain.)

==f(x

+ T)

the reader

equalities:
f(x)

=f(x

Such a

=f(x + 2T) =f(x

prove the

- T)=f(x

validity

not

+ 37) =)

of these equalities but

only
\342\200\231

- 2T)=f(x- 3T)=--I)

also of

TRIGONOMETRIC FOURIER

period,sois kT,

CI-IAP. I)

Thus, if T
(1.1).
by repeated use of the condition
k is any positive integer, i.e., if a periodexists,

obtained

are

which

SERIES

where

is a
it is

not unique.)
I)

I-

./Y\\/\342\200\235\\)
\\/

Fromuz

Next,

\\/V\342\200\235)

\\l\342\200\230\342\200\231\342\200\231'\342\200\231\\l

V\342\200\235

the

we note

(x) is integrable
other interval of the

If f

on any
same

function f(x)

of any

property

following

1)

of period T:)

on any
interval of length
T, then it is integrable
and
the
value
the
is
the
same,
integral
length,
of

i.e.,)
=

ax.

j\"\"\342\200\231f<x)dx

for

any

1'\342\200\235/<x>

(1.2))

a andb.)

This property is
as an area.

interpretation of an
the area included
between the curve y = f(x), the x-axis and the ordinates drawn
at the end
where
areas lying above the x-axis are regarded
as
points of the interval,
and
In
areas
the
x-axis
are
as
the
below
positive
regarded
lying
negative.
are the same, because
present case, the areas representedby the two integrals
of the periodicity
of f(x) (see Fig. 2).)

integral

an

immediate

In fact,

FIGURE

Hereafter,

shall

when

mean that

it

we say
is inteyable

that

of the

consequence

each integral

(1.2)

2)

a function

on an

equals

interval

f (x)
of

we
of period T is integrable,
T. It follows from))
length

SEC. 2

the

TRIGONOMETRIC

just proved

property

is also integrable

f (x)

that

on any

FOURIER

seams

interval

of

3)

\357\254\201nite

length.)

2.

Harmonics)

The simplest periodicfunction,

= A

of greatest importancefor

the

sin (cox +

tp),)

This function is called a harmonic

and cp are constants.
of
The
of such
and
initial
0),
period
(angular)
frequency
phase
<9.
|A|,
x)
is T = 21!/0), since for any

A, to,

where

amplitude

the one

and

is)

applications,

harmonic

A sin

+
[\302\242o(x

[(mx +

A sin

cp)

21:] =

A sin (cox +

<9).)

<9]
\342\200\235
\342\200\235
stem
and \342\200\234initial
phase\342\200\235
\342\200\234frequency,

from the
kind
of
oscillatory
simplest
harmonic motion: Suppose that a point mass M, of mass
i.e., simple
motion,
F which is
force
m, moves
along a straight line under the action of a restoring
0 and which is directed
of M from a \357\254\201xed
origin
proportional to the distance
of 0 and)
if M lies to the right
0 (see Fig. 3). Regarding s as positive
towards
The

terms

\342\200\234amplitude,

following mechanical problem involving

the

:/=41:

~#\342\200\224\342\200\224s\342\200\224\342\200\224-I)

FIGURE 3)

negative

if M

the line, we

lies to the left of 0,

\357\254\201nd
that

F =

i.e.,

assigning

where
\342\200\224ks,

k >

the usual positive direction to

0 is a constantof proportionality.

Therefore)

dzs)
m\342\200\230\342\200\2241?5=\342\200\224ks

or

2
%t\342\200\224\342\200\230?+o)3s=0,)

where

we have

It is easily

written

=
\302\253)2

k/m, so that
the solution

co = \\/
of this differential

is the
be
can
constants,
<9),
of the point M at
calculatedfrom a knowledge of the position and velocity
s is a harmonic, and in fact is a periodic
time
t = 0. This function
the initial
the action of the))
under
of time
with period T = 21!:/0).Thus,
function
function

s =

that
veri\357\254\201ed

A sin (cot +

where

A and

cp are

equation

which

riuoouommuc

can.

rounmn seams

1)

The amplitude
M undergoes
F, the point
oscillatory motion.
from
M
and
the
maximum
of
the
deviation
0,
quantity
point
1/T
|A|
21: units of time
is the number of oscillationsin an interval
containing
This explains the term \342\200\234frequency\342\200\235.
is the
The
seconds).
quantity
(e.g.,
\302\253p
initial phase and characterizes the initial
of the point, since for
position
t = Owe
have so = sinqa.
the appearance of the curve y = A sin (cox + cp). We
We now examine
cox + cp) is merely
sin (\342\200\224
assume
that c) > 0, since otherwise
replaced by
\342\200\224 The
\342\200\224sin
A = 1, co = 1, cp = 0;
(cox
simplest case is obtainedwhen
<9).
= sinx
this gives the familiar sine curve
y
[see Fig. 4(a)]. For A = l,
= cos x, whose graph is the
c) = 1, (p = 1:/2, we obtain the cosine curve
y
same
as that of y = sin x shifted
to the left by an amount \302\253/2.)
force

restoring

is the

/\\)

/\\

21'
3

to)

-1
(c)

9
I)

l l l

l l.

cola)

HHHV)
Fromm

4)

the harmonic y = sin cox, and set cox = 2, thereby

consider
Next,
sine curve.
Thus, the graph of y = sin cox
obtaining y = sin x, an ordinary
is obtained
deformation))
by deforming the graph of a sine curve: This

SEC. 2

mroonomnnrc

1-\342\200\230ounnsn
saunas

5)

to a uniform
co if co > 1,
compression
along the x-axis by a factor
uniform expansion along the x-axisby a factor l/co if co < 1. Figure
shows the harmonic y = sin 3x, of period T =
consider
the harmonic
Now,
y = sin (cox + cp), and set cox + cp = coz, so

reduces

to a

and

21:/3.

4(b)

that x
graph
along

= z \342\200\224
cp/co.

We already know the graph of sin coz.

of y = sin (cox + cp) is obtained
by shifting the graph
the x-axis by the amount \342\200\224cp/co.
Figure
4(c) represents
= sin

with

(3x

21:/3 and initial phase -n:/3.

the graph of the harmonic

period
Finally,

y =

y =

(3x

the

harmonic)

obtained

all ordinates

multiplying

from

the

by

+)

summarized as follows:)

may be

results

These

2sin

(cox + cp) is

sin

harmonic y = sin (cox + cp) by

A. Figure 4(d) showsthe harmonic)

number

of y = sin cox

+)

of the

that

the

Therefore,

graph of the harmonic y = A sin (cox + cp) is obtained from the graph
the
of
familiar sine curve
compression (or expansion) along
by uniform
the
axes plus a shift
the x-axis.)
coordinate
along
The

Using a

A sin

Then,

from

formula

well-known

(cox +

cp)

cox sin

A(cos

ourselves

we convince

= A

that

sin

every

to

sufficient

cos cp).

\342\200\224\342\200\224\342\200\224\342\200\224
a
.
A.=\342\200\231\\/a2+b2,

which

From

for the

cp
now

harmonic

is easily
on,

in

the

form
(2.2))

The result

To

prove

this,

is)

COS9=Z=

9)

found.

we shall
shown

represented

(2.2)is a harmonic.

SlnQ=Z=

(2.1)

cp,

+ b sin cox.

of the form
for
A and
B.
(2.1)

solve

A cos

can be

harmonic

function

every

Conversely,

b =

cp,

a cos cox

from

sin cox

cp

write

setting

it is

we

trigonometry,

write harmonics in
4(d), this form

2sin

(3x

\\/\302\247cos

form

the

in Fig.

(2.2).

is)

3x

+ sin

3x))

For example,

'r1uooNom=:r1uc

and

to

also be convenient

will

It

= 21,then,

set T

If we

since

the harmonic

therefore,

CI-IAP. 1)

SERIES
1-\342\200\230ounnzn

213/(0,we

with

period

a cos

the

introduce

explicitly

T =

period

T =

21 can

be written

(2.3))

\"-13-C

3. Trigonometric
the period

Given

Polynomialsand
T=

2!,consider

with

frequencies

co,,

b,,

= -trk/I and

Series)

Sin,-\342\200\230T35

periods T,, =
T= 21 =

number

the
an

integral
sum

every

T = 21is simultaneously
a
multiple of a period is again
of the form

.s',,(x)=

harmonics)

the

a,, cos\342\200\230:-If+

kg] (ak

(2.2).

as)

b sin

in

have)

. . .)

1, 2,
=

21:/cok

21/k.

(3.1)
Since

kTk,)

of all the

period

cos

(k

11:5

harmonics (3.1),for
1). Therefore,

(see Sec.

a period

sin

bk

Elli\342\200\230).

A is a constant, is a function
of period
21, since it is a sum of functions
of period 21. (The addition
of a constant
obviously does not destroy
in fact, a constant can be regarded
as a function
for which
periodicity;
any
is a period.) The function
number
s,,(x) is called a trigonometric
polynomial
of order n (and period 21).
Even
it is a sum of various
a trigonometric
harmonics,
though
polynomial in general represents a function of a much more complicated
nature
than a simple harmonic. By suitably
the constants A, a1, bl,
choosing
= s,,(x) with graphs quite
form functions
unlike
the
a2, b2, . . . we can
y
smooth and symmetric graph of a simple
For example,
harmonic.
Fig. 5
where

shows the

polynomial)

trigonometric

y = sinx
The

trigonometric
in\357\254\201nite

+ }sin2x

series)
\302\260\302\260

A +

+ isin 3x.

cos

k2-:l(a,,

rrkx

bk sin

rrkx

-1-)))

\342\200\224I\342\200\224

S5C-3

TRIGONOMETRIC

of period
also represents a function
21.
which are sums of such in\357\254\201nite
trigonometric
arises naturally:
diverse. Thus,
the
following
question

(if it

The

converges)

tions

Frourua

T =

FOURIER

nature

of func-

is even

series

Can

7)

SERIES

any

more
given)

5)

21 be represented

as the sum of a trigonometric

a
such
series? We shall see later that
representationis in fact possible for a
functions.
class
of
wide
very
This means
For the time being, suppose that f (x) belongsto this class.
functions
a
sum
of
as
of
as
a
sum
can
be
that
i.e.,
harmonics,
expanded
f(x)
= f (x) is obtained
The graph of the function
structure.
with a very simple
y
to give a
of these harmonics. Thus,
of the graphs
as a \342\200\234superposition\342\200\235
a complicated oscillatorymotion
we can represent
mechanical interpretation,
Howoscillations which are particularly
of individual
simple.
f (x) as a sum
are
series
that
applicable only to
ever, one must not imagine
trigonometric
In fact, the
case.
the
from
far
is
This
oscillation
being
phenomena.
in
useful
is
also
series
of
a
many
studying
very
trigonometric
concept
function

of period

phenomena of a quite

nature.

different

If)
\302\260\302\260

f(x\342\200\231)A

then,

setting

t
\342\200\230ttx/I

<p(t)

or x

k
+

(ak cosi-Ii\342\200\230

+2]

= tl/1:,we
=

1:, sin

(3.2))

\357\254\201nd
that)

cos

kt

+ 1:, sin

kt),

(3.3))

+\302\247l(a,,

if a
that
where the harmonics in this series all have period 211:. This means
=
function f(x) of period 21has the expansion
<p(t)
(3.2), then the function
converse
the
f (tl/1:) is of period 21:and has the expansion (3.3). Obviously,
then
is also true, i.e., if a function
<p(t) of period 21::has the expansion(3.3),
=
the
has
21
and
is
of
(3.2).))
the
function
expansion
period
f (x)
<p(1cx/I)

FOURIER

TRIGONOMETRIC

enough to know
series for functions

it is

Thus,

metric

case, the serieshas a

for series

theory

to the

4.

Precise

More

We

(3.3),

and

be improper)

may

grablefunctions

f (x)

will

of discontinuity
either bounded or unbounded.
In courses on integral
of points

of discontinuities,

number

exists

converted

the

in

it is

then if the

If

f (x)

(4.1))

sense.
Thus, our intecontinuous or have a \357\254\201nite
number
at
which
the
function
can be
[a, b], '

elementary

the interval

calculus,

some facts from

is integrable on the

recall

and
that

f (x) dx

be either

always
in

develop the

will be

Series of Functions)

lntegrability.

Terminology.

I
(which

only

in this

series (3.2).)

general

integral

[a, b],

in trigono-

Moreover,

Therefore,
results
the \357\254\201nal

a more preciseterminology
calculus.
When we say
we mean that the integral)

and

211:.

we shall

appearance.

simpler

of expansion

\342\200\234standard\342\200\235
period

introduce

now

differential
interval

the

of

the problem

to solve

how

of the form

\342\200\235
\342\200\234language of the

CI-IAP. 1)

SERIES

proved

that

if a

function

has a

\357\254\201nite

integral)

|f(x)|

dx)

(4.1).
(The converse is not always true.) In
If f(x) is
f(x) is said to be absolutely
integrable.
then
the)
absolutely integrable and <p(x) is a bounded integrable function,
The
rule
for
product f (x)<p(x)is absolutely
integrable.
integration
following
this

parts

holds:)

Let f (x) and

a

integral

function

the

case,

by

the

so does

exists,

grable,3 we

continuous_ on
Then,
of points.

<p(x) be

number
\357\254\201nite

dx =

are

\342\200\224

[f(x)<9(x)]::

dx

2 Instead

absolutely

at)

inte-

dx.

=2

(4.2))

/'(x><p<x)

result is the fact that if the functions f,(x),

on [a, b], then their sum is also integrable, and)

fa\342\200\235
f,,(x)]

requirement

are

familiar

integrable

to absolute

non-dt\357\254\202erentiable

have)

f:r(x><p'(x>
Another

[a, b], but perhaps

if f '(x) and <p'(x)

bf,,(x)

dx.

f2(x), . . .,f,,(x)

(4.3))

of absolute integrability
of both derivatives, we can weaken this requirement
the stronger form of the
integrability of just one of the derivatives.
However,
is su\357\254\202icient
for what follows.))

sec.

consider an

We now

9)

1-\342\200\230ounnan
seams

TRIGONOMETRIC

of functions)

series
in\357\254\201nite

f1(x)+fz(x)+---+f:.(x)

(4.4))
+---=k\302\247/.<x>.

a series

Such

is said to

be

s.(x>

for a

convergent
=

value

given

(n =

inc)

its partial

of x if

sums)

1. 2....)

k=I)

have

\357\254\201nite
limit)

s(x)

s,,(x).)

a function
The quantity
of the series, and is obviously
s(x) is said to be the sum
of x. If the seriesconverges
for all x in the interval
[a, b], then its sum s(x)
is de\357\254\201ned
on the whole interval [a, b].
to the case of a
now
We
ask whether the formula (4.3) can be extended
which are integrable on the interval
series
of functions
[a, b],
convergent
i.e., is the formula)

dx =

f,,(x)]

[ [:1

jab

valid? In other words, can

out

that

is not

(4.5)

''

s(x)

(4.5))

f,,(x)
=1\342\200\230:

be integrated term

series

the

dx

dx

by

term

It turns

series of
functions may not even have an integrable

always valid, if for no other

reason

than

that a

continuous
of term by
arises in connection with the possibility
out an important class of
term
of series. We now
differentiation
single
seriesof functions
these operations can be applied.
to which
on the interval [a, b] if
The
series
convergent
(4.4) is said to be uniformly
N such that the inequality)
for any positive number 3, there existsa number

sum.

even

or

integrable

similar

problem

|S(x)

for all n

holds
the

sum of the

convergence means that for

curve representings(x)and
where

e is

any

every

series

all
the

all x in

the

s(x)

interval

[a, b].

and of

the

su\357\254\202iciently large

curve

number,

(4-6))

partial

.indices

Thus, if we examine
sum s,,(x), uniform
n and for all x, the

s,,(x) are
representing
so that the two curves

less than
are

a apart,

uniformly3

which converges on an interval

uniformly
[a, b] converges
conthe uniform
is a very useful and simple test for

there. The following

vergence of a seriesof
3 I.e., for

series

preassigned

close (see Fig. 6).

Not

all x in

2 N and for

of the

graph

..(x)| < 3

functions

[a, b].))

(Weierstrass\342\200\231

M-test):)

I0

CHAP.l)

T\357\254\202GONOME\357\254\202CFOURER\302\243mNES

series of positive numbers

If the

\357\254\202l14'A%z4\"\342\200\234\342\200\235+AWk\342\200\230F\"\302\260)

and

converges

from a

if for
k

certain

in the

any

the series

then

on,

interval [a, b]

have

we

(4.3) converges

< M ,,

|f,.(x)|

(and

uniformly

on [a, b].)

absolutely)

s(x)

$,,(x))

6)

FIGURE

The

THEOREM

and if

series

the

a) The sum

if the

can be integrated

2. If

THEOREM
and

the series (4.4)converges,

- - ~+

on [a, b],

convergent

of Sinesand
basic

Trigonometric

In courses

order

to

i.e., (4.5) holds.)

if its

terms are

dz\357\254\202erentiable

on

simplify

+ - --

=k:fi.(x)

me)

E f5.(x).

k=l)
term

by

System. The

term.\342\200\230)

Orthogonality

Cosines)
system

trigonometric

1, cos

in

fi.(x)

(3k=l fk<x>)'
series (4.4) canbe di\357\254\202erentiated

Basic

By the

[a, b]

then
=

The

on

series)

is uniformly

5.

by term,

term

fi(x) + f\303\251(x)+

i.e., the

valid:)

1. If the terms of the series

(4.4) are continuous
is uniformly convergent on [a, b], then
of the series is continuous;

The sum

b)

theorems are

important

following

x, cos 2x,sin

x, sin

analysis,

it is

the proof.))

we mean
2x,

the system of functions)

. . . , cos

usually assumedalso that

nx, sin nx,

...

the derivatives

(5.1))

are continuous,

sec.

All

these

sin nx also
formulas.

For

functions
have the common period 21: (although
have the smaller period 21:/n). We
now
prove

any

integer

I I)

1-\342\200\230ouanzn
seams

TRIGONOMETRIC

cos nx and
some auxiliary

have)

a\303\251
0, we

1:\342\200\234

cos nx

In

dx

0,

[sinnnx]

(5.2)

sin

dx

nx

= 0,

=
[\342\200\224
coinxr-n

and

cosznxdx = F

dx

11:,

(5.3)

sin? nxdx =

K\"
the familiar

Using

trigonometric

cos

on

sin

we

at

cos[3

sin[3

dx

fn

1:.

formulas

cos (oi \342\200\224

(3)],

(3) +

(on
\357\254\202cos

(ac
\357\254\202cos

\342\200\224
\342\200\224
cos

(G. +

(3)

(3)]

\357\254\201nd
that

cos

nx

cos

mx dx

=
\302\247r

= 0,

\342\200\224

+ cos(n

+ m)x

[cos(n

m)x]dx

(5.4)

sin nx

mx dx

sin

=
for

any

n and

integers

sin or
we

m
cos

m)x

(n

a\303\251
m).

(3

= }[sin

\342\200\224
cos

(n +

Finally,
(Oi.

m)x]dx =

using the

(3) +

sin (ct

formula

\342\200\224

(3)],

\357\254\201nd
that

sin

nx

cos

mx dx

= 5
[sin
ff\342\200\234

for

[cos(n

lfn

any'n

and

m.

(n +

The formulas

m)x + sin (n

(5.2), (5.4),and

\342\200\224

m)x]

(5.5)

dx =

show

that the

(5.5))
integral))

I2

rounnzn seams

nuoonommuc
the interval

over

1:, 1:]
[\342\200\224

product of any

of the

system (5.1) vanishes.

shall

We

agree

to call

I)
cum\302\273.

functions
dz\357\254\202erent

of the

orthogonaI5
\302\242(x)

on the

<p(x) and

functions

two

two

interval [a, b] if)

this

With

de\357\254\201nition, we

can

say that the

pairwise orthogonalon the interval

on [\342\200\2241:,
1:].
(5.1) is orthogonal
we know, the
whose length

As

dx

<p(x)iIa(x)

J:

of

integral

0.)

the

of

functions

[\342\200\2241:,
1:],

or more

function is the

a periodic

(5.1) are

system

that
brie\357\254\202y,

the system

same over

any

(see Sec. 1). Therefore, the formulas

period
equals
(5.2)
through
1:] but also for any
(5.5) are valid not only for the interval [\342\200\2241:,
interval
[a, a + 21:],i.e., the system
(5.1) is orthogonal on every suchinterval.)

interval

6.

Fourier
Suppose

the

of Period 21:)

for Functions

Series

f (x) of period 21:has

the function

f(x)

E
%\342\200\231
k=l)

(a,, cos

the

expansion

kx + b,,sin kx),

(6.1)

to simplify the subsequent formulas, we denote the constant

term by
the coe\357\254\202icients a0, a,, and
ao/2. We now pose the problem of determining
a knowledge
of f(x).
To do this, we make the
b,, (k = l, 2,...) from
that
the series (6.1), and the series to be
following assumption: It is assumed
written
can be integrated term by term,
for
i.e., it is assumed that
presently,
all these series the integral
of the sum equals the
sum
of the integrals.
[It is
also assumed
that the function
thereby
f (x) is integrable.] Then, integrating
from
-1: to 1:, we obtain)
(6.1)
where,

J::f(x)

dx =

dx

a\342\200\2242\"
En

By (5.2), all the integrals

in

the

sum

j:f(x)
Next,

from

we multiply

-1: to 1:,asbefore,

kx dx

cos
(a,,
+1\342\200\230:

K\342\200\234

vanish,

so

dx =

1:ao.

both sides of (6.1)by

bk

sin

kx

that)

cos

(6.2))

nx and

integrate the result

obtaining)

One must not think

connotes
geometry, the word orthogonality
perpendicularity.
of two functions corresponds to anything
like perpendithe concept of orthogonality
to a suitably generalized
of their graphs, despite the fact that this concept is related
cularity
notion of perpendicularity.
In this regard, see Ch. 2, Sec.10.))
5 In

that

sac.

rmcouomrrnrc

rounnzn suuss

I3)

Enf(x)cosnxdx=-a2\342\200\224QJ:\342\200\230ucosnxdx

+;::l(akf:ncoskxcosnxdx)

+ bk
By

(5.2),

the

\357\254\201rst
integral

system (5.1) are pairwise

except one. The only

Kn

of the
right vanishes. Sincethe functions
all
in
sum
the
the
also
vanish,
integrals
orthogonal,
that remains is the coe\357\254\202icientof a,,:)
integral
on the

K\"

[see(5.3)]. Thus

we

cos? nx dx =

f (x) cosnx dx =

a,;:::.

(6.3)

\357\254\201nd
that

sin

nx dx

f\342\200\235f(x)

It follows

1:

have

we

E\"
Similarly,

sin kx cos nx)

from

to (6.4)

(6.2)

= b,;:::.

(6.4)

that)

(n=0,l,2,...),

a,,=1-l;J::f(x)cosnxdx

(6.5))

b,, =

1-1;]-:nf(x)

sin nxdx

(n

1, 2,...).)

if f (x) is integrable and can be expanded

Thus, \357\254\201nally,
it
series, and if this series and the series obtained from
cos nx and sin nx (n = 1, 2,...) can be integrated
term

and b,, are given by

Now, suppose we are given an
wish to represent f (x) as the

coe\357\254\202icients a,,

the

in

a trigonometric

by multiplying
by

term,

by

then the

formulas

integrable
of a
sum

(6.5).
function f

(x) of period 21:,and

trigonometric series. If such a

if
is
at
all
the
representation
(and
requirement of term by term
possible
is
then
has
what
been
said, the coe\357\254\202icients a,, and
integrability
satis\357\254\201ed),
by
be given by (6.5). Therefore, in looking
for a trigonometric series
b,, must
whose sum is a given function f (x), it is natural
to examine
\357\254\201rst
the series
whose coe\357\254\202icients are given by (6.5), and to see whether
this
series has the
required properties. As we shall see later, this will be the case for a large
we

classof
The

Fourier

functions.
coef\357\254\201cientsa,,

and

b,, calculated

coe\357\254\202icientsof

the

function

by the

f (x),

and

formulas (6.5) are called the

the

trigonometric

series

with))

I4

FOURIBR

TRIGONOMBTRIC

these

formulas (6.5)involve
of

the interval

fore,

the Fourier

called

coe\357\254\202icients is

that the
of length

integration

= 1

note

we

Incidentally,

of period 21:. Thereintegrating

interval
other
[\342\200\2241t,
1:] can be replaced by any
with the formulas (6.5), we have)
together

cos nx

r+2nf(x)
\342\200\234

7'

series of f (x).
a function

21:(see Sec.1),sothat
a,,

1
\342\200\2303\342\20

SERIES

0,1, 2, . . .),

(n =

dx

(6.6))
a+2-it)

(n=l,2,...).)

f(x)sinnxdx

b,,=11\342\200\235

considerations make it natural

to devote special attention
to
It we form the Fourier series of a function
without
f (x)
advance
whether
it converges to f (x),we write)

The above
series.

Fourier

deciding in

f(x)

Z ((1,,cos nx

\342\200\230-39

sin

b,,

nx).

n=l)

means only that the Fourier series written

to
the
function
The sign ~ can be replaced
sponds
f (x).
if we succeed in proving
that the series converges and
of these considerations is the
f (x). A simple consequence
This notation

which is quite

1. If

THEOREM

is

Fourier

the

Proof Supposethat
convergent.

by term
formula
(6.2).
term

f (x)

f (x) of period
converges uniformly
series of f (x).)

function

which

series

this series

formly

the
the

that

right corre-

sign = only
its sum equals
theorem,

following

useful:)

trigonometric

then

on
by

1 of Sec.
series is

Next, we consider the

cos nx =

on

be

in a

expanded

whole real

the

the series

where

satis\357\254\201es
(6.1),

f(x)

By Theorem
of the
integration

21: can

4, f (x) is continuous
possible. This

axis,\342\200\230

is uniand
the

gives

equality)

nx)

cos

%\342\200\231

+ Z

(ak cos kxcosnx

bk sin

kx cos nx),

(6.7)

k=l)

and show

that

the

series

on the

right

is uniformly

convergent.

Set

\"I

s,,,(x)
and

let e

uniformly,

be an
then

arbitrary

Z (a,, cos kx

\302\24329
rm:)

a number

|f(x)
6 By the
of f (x)
periodicity
whole real axis.))

on the

number.

positive

there exists

N such
S\302\273.(x)|<

we can require uniform

bk

sin

kx),

If the. series (6.1)converges

that)
8)

convergence

on

[\342\200\224n:,
1:], rather

than

sec.

N. The product
series (6.7). Then,

for all m 2
of the

sum

cos nx

|f(x)

the

\342\200\224

series
is

integration

partial

uniform

< e,)

|cos nx|

,,,(x)|

2 N, implies the
this

mth

inequality)

= |f(x)

cos nx|

followsthat
of the

result

the

and

s,,,(x)

all m

for

holds

which

series (6.7). It

\342\200\224

is obviously the

cos nx

s,,,(x)

I5)

1-\342\200\230ounnsn
saunas

TRIGONOMETRIC

of the

convergence

can be integrated
the formula
(6.3).

term by

term,

Similarly, we
(6.5) hold for the

the formulas
Thus,
prove the formula
(6.4).
\357\254\201nally,
means
that (6.1) is the Fourier series of)
coefficients a,, and b,,, which

(X)-)

The
more

theory of
result, whose

modern

general

If an absolutely
in a trigonometric

2.

THEOREM

can be expanded
where,

at a

possibly

except

then this

series is the

This theorem

con\357\254\201rmsthe

the

7.

Series

Fourier
A

problem

a function

Fourier

which

series

number
\357\254\201nite

has

of f

assertion
a given

us
because
function

integrable

series

Fourier

trigonometric serieswhich
\357\254\201rst
consider

Fourier series allows

proof we cannot give
which

to

prove the following

of its complexity:)

of points

of period

f(x)

converges

to f
one

(within

21:

(x) everyperiod),

(x).)

made above, that

function f (x) as its

in

for a
looking
we should

sum,

series of f (x).)

for Functions

De\357\254\201nedon

arises quite often

f (x) in trigonometric
In this case, nothing

in

series, when

the

an Interval

of Length 21:)

is that of expanding
is de\357\254\201ned
on the interval
only

applications
f (x)

at all is said about the periodicityof f(x).

the
this does not prevent us from writing
Fourier
series of
Moreover,
f (x), sincethe formulas
(6.5) involve only the interval
[\342\200\2241c,
1:].
from [-1:, 1:] onto the whole
x-axis.
f (x) can be extended
by periodicity
This leads to a periodicfunction
which
coincides
with f (x) on [\342\200\2241c,
1:] and
which has a Fourier seriesidentical
with
that of f (x). In fact, if the Fourier
series of f (x) turns
it is a periodic function,
out to converge to f (x), then,
since
the sum of this Fourier series automatically
us the required periodic
gives
extensionof f (x) from [\342\200\2241c,
the whole x-axis.
1:] onto
Thus, it does not matter whether we talk about the Fourier seriesof a
function
de\357\254\201ned
on [\342\200\2241c,
we talk about the Fourier seriesof
1:], or whether
the
function
from f (x) by periodic
obtained
extension
along the x-axis.
This implies
that
it is sufficient to formulate the tests for convergence
of
Fourier series for the case of periodicfunctions.
In connection
with the problem of extending
f (x) by periodicity from the
the
whole
are in order:
interval
onto
the
remarks
x-axis,
11]
[\342\200\2241c,
following
=
If f(\342\200\2241t)
is
in
no
there
the
since in this))
extension,
f(1c),
making
difficulty
[\342\200\2241r,
1:].

Nevertheless,

I6

saunas

rounnan

TRIGONOMETRIC

CHAP.

1)

if f (x) is continuous on [-11, 11:], its extension

will be continuous on the
whole x-axis [seeFig.7(a)].
if f (-11) 96 f (11), we cannot accomHowever,
extension
without changing the values off (-11)and f (1c),
plish the required
since the periodicity requires that f (\342\200\22411:)
and f (1::) coincide.
This di\357\254\201iculty
can
be avoided in two ways: (1) We can completely
avoid considering the
values off (x)at x = -11 and x = 11:, thereby making the function unde\357\254\201ned
at these points and hence making
the periodic
extension of f (x) unde\357\254\201nedat
the points x = (2k + l)11,
k = 0, 11, 1-2, ; (2) We can suitably modify
the values of the function
f (x) at x = -1: and x = 11 by making these values
to note
that in both cases, the Fourier coe\357\254\201icients
equal. It is important
will have the same values as before,
since
the values of a function
at
changing
a \357\254\201nite
of points, or even failing
number
to de\357\254\201ne
it at a \357\254\201nite
of
number
in particular,
the values of the
points, cannot affect the value of an integral,

case,

...

the
de\357\254\201ning

(6.5)

integrals

carry out the indicated

remains

Fourier

coe\357\254\202icients.

modi\357\254\201cation

the

of

Thus,

whether

f (x), its

function

or not we

Fourier series

unchanged.)

7
ll)

-.._)
=3

\\\\_/

]-1r

311

\\/

\\/

\\

51r

))

,1

\\:1r

5;\342\200\230

\\51r)

NSW
))

Frame

7)

should
be observed that if f (-11) 96f(1t) and if f (x) is continuous
on
interval [-11, 11],then
the
extension
of
the
whole
onto
periodic
f (x)
x-axis will have discontinuities
at all the points x = (2k + l)1c,k
we change
the values of the function
at x = -11: and
2, . . ., no matter how
x = 1: [see Fig. 7(b)]. The problem of \357\254\201nding
the
values
to which the
Fourier series of f (x) may be expected to converge
at x = 11:, when
It

the

= 0, 1 I,

9* f

f(-11)
Finally,

length

(1:), is

a specialone, and

suppose

21:, and

that

that f
it

will

on
(x) is de\357\254\201ned

is required

be solved

later.
interval [a, a

an arbitrary

to expand

f(x)

in

a trigonometric

+ 21:]of
series.))

sec.

I7)

1-\342\200\230ounnan
saunas

TRIGONOMETRIC

As before, we arrive at the conclusionthat it does not matter whether

we talk
about the Fourier series of f (x) or about the Fourier series of the function
it periodically
onto the whole x-axis. If
obtained from f (x) by extending
is
on
interval
but
continuous
the
a
+
+ 211:), we
a\303\251
[a,
f(a
f(a)
f(x)
is discontinuous
at the points x = a + 2k1c
obtain
an extension which

21:]

= 0, -_+1, \302\2422,...).)

(k

8.

We

Discontinuities)

Limits. Jump

Left-Hand

and

Right-Hand

the notation)

introduce

lim f(x)

- 0).

=f(xo

lim

x<xo

+ 0).)

=f(xo

f(x)

x>xo)

are \357\254\201nite.7The \357\254\201rst

of these
limits is called
(x) at the point x0, and the second is called the rightThese limits both exist at points of continuity
hand limit of f (x) at xo.
(by
and we have)
the very de\357\254\201nitionof continuity),
the

limits exist and

these

provided

of f

limit

left-hand

\342\200\234

f(-xo
at

points.

continuity

a point of discontinuity
left-hand limits (either or both

If x0 is
and

(3-1))

4' 0)

=f(xo

=f(-xo)

0)

of

the function

of them)

f(x),

may exist

the

then

in

some

right-hand
cases and fail

of
limits exist, we say that the point x0 is a point
If
or
a
of
jump
discontinuity.
point
discontinuity
simply,
at least one of these
the point
limits
does not exist, then
x0 is called a point
shall be particularly interested in
We
of discontinuity
of the second kind.
the quantity)
discontinuities.
then
If x0 is such a point,
jump

to exist

in

If both

others.

of the

\357\254\201rst
kind,

4' 0) -f(xo

3 =f(xo
is called

f (x) at xo.
this situation.
illustrates

example

with the graph

indicated by
are obviously)

the

shown

in

little

circle.

for

x <

1,

for

1,

\302\253/3:

for

x > 1,)

8.

Fig.

At x

do not

writef(0 +

0)and

(8.3)

The value of the

function

= 1, the

and

f(l\342\200\2240)=\342\200\224l,

= 0, we

Suppose that)

-x3

f(x) =

If xo

(3-2))

0)

the jump of the function

The following

left-hand

at

x =

right-hand

f(l+0)=l.)
\342\200\224
0), but
f (0

simplyf (+ 0)and

f (-0).))

l is
limits

I8

FOURIER

TRIGONOMBTRIC

the jump

Therefore,

of

seams

= l is

at x

function

the

3 =f(1+ 0)-f(1which

is in complete

1)

Cl-IAP.

agreement with

the

0)

2.)

idea of

intuitive

a jump

Fig.

(see

8).)

I
ll

/
I
I
I

:x

7],
I
I
I

FIGURE 8)

If f

(x) is

96 f (115),
(\342\200\224n:)

of f (x)from

discontinuities

jump

appear
the whole x-axis

[\342\200\22411:,
1:] onto

discontinuities are

equal

to

the

Smooth

and

Piecewise

The
function
f (x) is
continuous derivative on

[\342\200\2241c,
11:], then

interval

if

periodic extension

in making the

[seeFig.7(b)],and

all

the jump

number)

3 =

9.

on the

is continuous

which

function

f(-W)

f(7t)-)

Smooth Functions)

said to be smooth
[a, b]. In geometrical

on

the

interval

language,

[a, b] if

this

it

has

means that the

without jumps, as it moves

direction of the tangent
changes
continuously,
the
of a smooth
the curve y = f(x) [see Fig. 9(a)]. Thus,
along
graph
\342\200\2353
is a smooth curve without
function
any \342\200\234corners.
smooth on the interval
function
The
[a, b] if
f (x) is said to be piecewise
on [a, b], or they
have
are both continuous
either f (x) and its derivative
only
a \357\254\201nite
of jump discontinuities on [a, b]. It is easy
to see that the
number
is either a continuous curve or a disfunction
smooth
graph of a piecewise
the
continuous
curve
which can have a \357\254\201nite
number
of corners (at which
As we approach any discontinuity
or comer (from
derivative
has jumps).
one side or the other),
the direction
of the tangent
a de\357\254\201nite
approaches
since the derivative can have
discontinuities.)
only
jump
limiting
position,
3 \342\200\234Corner\342\200\235
= Russian
tangents.

(Translator)))

a point
rotnca,\342\200\235
\342\200\234yrnoaaa

at

which

the curve

has two

distinct

SEC.

TRIGONOMETRIC

9(b) and 9(c)

Figures
tinuous

a special

as

functions

the

illustrate

case of

now

piecewisesmooth

I\342\200\231

smooth

functions.)

I\342\200\231

y=f(x)

y=f(x)

I
I

discon-

of continuous and
on, we shall regard

graphs

From

functions.

smooth

piecewise

I9)

1-\342\200\230ourunn
SERIES

'

\342\200\231
_,

. A
_

5
oi

of

\\

0|

(0)

(b)

/ii
y=f(x)

. 7_,

\342\200\224.

c:

4'

vi

(c)
F1ou1ua9)

or discontinuous

A continuous

x-axis, is
interval

said to

piecewise
of \357\254\201nite
In
length.

functions.

piecewise

Every

on the whole
f (x) which is de\357\254\201ned
if it is piecewise smooth on every

function

smooth

be

concept applies to periodic

this
particular,
smooth function

is bounded and has a

discontinuous]
at its corners and points of discontinuity

or
continuous
f (x) [whether
bounded derivative
everywhere,
except
[at all these points, f '(x) doesnot

exist].)

A Criterion

I0.

We
series,

for the

give a more
the proof
deferring
now

Convergence of Fourier Series)

of

The Fourier series of a piecewisesmooth

function f (x) of period21::

converges
series equals f (x) at every point
% [f(x
the

arithmetic

discontinuity

and

(continuous

all values

of continuity

+ 0)

mean of the right-hand

(see Fig. 10). If f

series convergesabsolutely

for

+f(x

uniformly.))

Fourier

or

discontinuous)

of x. The sum
and equals the

of

the

number)

0)].)

and left-hand

(x) is

of a

until

criterion

this

the convergence
Ch. 3:)

for

criterion

useful

continuous

limits, at every point

of

then

the

everywhere,

20

rnroonomwrmc

in Sec.

function

the

Suppose

smooth on the
7,

f (x)

is de\357\254\201ned
only

[-\342\200\230It,
1:] and

interval

of f

series

Fourier

the

CI-IAP. 1)

seams

rounmn

on

1:],
[\342\200\2241c,

at its end

continuous

(x) coincideswith

FIGURE

and

Fourier

the

is piecewise

points.

As

noted

series of

the)

10)

(x)

But
which is the periodic extensionoff
onto
the whole
x-axis.
such an extension obviously
is
leads
to a function f (x) which
smooth on the whole x-axis. Therefore,the criterion
piecewise
just formulated implies that the Fourier
series of f (x) will converge
In
everywhere.
on the original interval
In fact,
particular, the series will converge
[-\342\200\230It,
1:].
for -1: <
the
series
will converge to f (x) at the points
of continuity
function
in

this

case,

x < 1:,

and to the

value)

+ 0)

I [f(x
at the

points of

But

discontinuity.

0)])

will happen at the

what

end points of the

[-\342\200\230It,
1:] ?

interval

At the

end points,

a function

of

case,

the periodic extension obviously

to
leads
at the points in [and also at all the

:2, ...].

(2k + l)1r, k = 0, :1,

Fourier serieswill also converge

1)-n:, k

our

the periodic extensionleadsto a function

in [and also at the points x =
points
1, 12,. . where for the extension of f(x) we

= 0,

at

the

.],

have)

obviously

f(-W

- 0)

=f(7\342\200\230~').

=f(-W).

Fig.

11).

converge

Therefore, at x
values)

+ 0)

f(-W

f(1t

+ 0)
f('\302\253\342\200\230=

will

by

(x) at the end points

this case,

In

is discontinuous

which

(see

Therefore,

to f

[\342\200\2241r,
1:].

a\303\251
f(\342\200\2241r)
f (113).

(2k

this

is continuous

which

x =
points
criterion, the

are possible:)

cases

two

1) f (-112)= f(1t). In

2)

+f(x -

=f(-W).

- 0) =f(7t))

and
\342\200\2241t,

x =

1:, the Fourier

to the

f(-1: + o)

\342\200\224

w;/<-n 0),)
\342\200\224
for + 0)
0)
42rf(v=

= f(-1:)

+ f(1=),
2))

series

to

sec.

rouansn seams 2|)

nuoouommuc

Thus, the

series

Fourier

and

continuous

the

other

at x

of a

= in

of continuity,

points

on the interval
f (x) de\357\254\201ned
the points ac = -_|;1t just as it

function

at

behaves

provided

that

(\342\200\2241r)f (115).

[-\342\200\230It,
1:]

does at

However,

if)

0|

\\r51r

V31r

V1r

57

7\342\200\231

Fnounall)

f (-11:) 76f(1t), the seriesobviously

this case, it is meaningful
to pose

-1: < x < 1:and

series

only for

can be

made concerningthe

Fourier

cannot
to f (x) at x =
and
in
converge
the problem of expanding f(x) in Fourier
not
for -1: < x < 1:. A similar
remark
in an interval
series of a function
speci\357\254\201ed

1:,

21:], where a is any number.

In solving any concrete problem, if the reader draws
a graph
of the
is
the
function
extensionof
and
bears
periodic
(this
always recommended!)
in
mind
the criterion just formulated, then
nature
of the behavior of
the
the
Fourier
at the end points of the interval
series
will be immediately
apparent.)
of the

[a,

type

a +

II. Even and

Let

function

the

f(x)

Functions)

f (x),

symmetric
is an even function

to the

for every

x.

This

f (x) is

origin

of

x-axis or on some

coordinates.

We say

=f(x))
that

de\357\254\201nitionimplies

with

the whole

if)

f(-x)

y =

on

de\357\254\201ned
either

with respect

be

interval,
that

Odd

respect

to the

the graph of any even function

y-axis [seeFig. l2(a)]. It follows)

symnietric

Fromm

12))

22

FOURIER

TRIGONOMBTRIC

the interpretation

from

CHAP.

SERIES

of the

an area

as

integral

even functions

that for

1)

we

have)
dx

= 2

L:f(x)

j':\342\200\231f(x)

for any

that f

I, provided

We say

the

that

and
(x) is de\357\254\201ned
if)
is
add
f (x)

for every x. In particular,

an odd

for

to the

respect

The

any

I, provided

The

following

and odd

interval

I].

[-1,

of any

graph

function we have
-f(0).)

odd

function

point 0 [seeFig. l2(b)]. Forodd

[:1

for

on the

integrable

= -f(x)

f(\342\200\2240)

so

(11.1))

function

f(-x)

that f (0) = 0.

dx

f(x) dx

(x) is symmetricwith

= f

functions)

= o

(11.2))

that f (x)is de\357\254\201ned

and integrable
on the
are simple consequences
of the

interval

properties

[-1,

de\357\254\201nitionof

I].)

even

functions:)

(a)

The

(b)

The

product of two even or odd functions is

of an even and an odd function
production

In fact, if

and

<p(x)

even

tl2(x) are

then

functions,

an evenfunction;
is an

for f

odd function.)

(x) =

<p(x):|2(x),

we

have)

f(-x)
while if cp(x)and

f(-x)
This

proves

are
\302\253.]a(x)

<P(-x)\302\242(-x)

odd,

<P(x)\302\242(x)

f(x).

we have

= <P(-x)1lI(-x)
= I-<1>(x)][ -\342\200\230lI(x)]
=
<P(x)\302\242(x) =f(x)-)
Property (a). On the other hand, if q>(x) is even and :|2(x)is

odd, then)
f(-x)
which

I2.

proves

Cosine

<9(-x)\302\242(-x)

Property

and

Letf (x)be an

<1>(x)[-\302\242(x)]

-<P(x)1lI(x)

= -f(x).

(b).)

Sine Series)

de\357\254\201ned
on the interval
[-11:, 1:], or elsean
an even
Since cos nx (n = 0, l, 2, . . .) is obviously
function, then by Property
(a) of Sec. 11the function
f (x) cos nx is also even.
On the other hand, the function sin nx (n = l, 2, . . .) is odd, so that the
function
sin nx is also odd, by Property
(b) of Sec. 11. Then, using))
f(x)

even

periodic

even

function.

function

moouomermc

12

sec.

(6.5), (11.1) and

function f(x)
a,,

(11.2), we

of

coe\357\254\202icients

even

the

are)

cos nx

f(x)

dx =

\342\200\230'1?
K\342\200\234

Fourier

the

\357\254\201nd
that

23)

1-\342\200\230ounnsn
seams

cos nx
1%

J:f(x)

(n =

dx

0,1, 2, . . .),
(12.1))

(n=1,2,...).)

f(x)sinnxdx=0

b,,\342\200\2247\342\200\224c

Therefore, the Fourier

seriesof an
~

f(x)

only cosines, i.e.,

contains

function

even
Q

\342\200\224\"

cos nx,

2a,,
n-1)

are given by the formula (12.1).

de\357\254\201ned
on the interval
an
odd
be
function,
[-1:, 1:],or else
Now,
(x)
Since cos nx (n = 0, 1, 2, . . .) is an even function,
function.
an odd
periodic
the function f(x) cosnx is odd,
(b) of Sec. 11, and sincesin nx
by Property
= 1, 2, . . .) is odd,
function
the
f(x) sin nx is even, by Property (a) of
(n
that
the Fourier
Sec. 11. Then, using (6.5), (11.1), and (11.2), we \357\254\201nd
coe\357\254\202icients of the odd function f (x) are)
where

the

coe\357\254\202icients a,,

let f

(n=0,1,2,...),

a,=%I:uf(x)cosnxdx=0

b,,

sin nx

f(x)

the

Fourier

where the coeflicients b,, are given

seriesof

odd

series or sine seriesof an

interval [0, 1:]. To expand
the

even extension

b,,

by

in

1,

contains

2, . . .).)
only

sines, i.e.,)

nx,

the formula

(12.2).

only sines,

it

for x

general

is that

absolutely

(n

function

sin

n=1

contains

function

x = 0, and x = 1: (and
x = -\342\200\230It,
values of f (x) at these points.
often
arises
A problem which

Make

odd

series of an

f(x) ~

an

sinnx dx

E J:f(x)

1-\342\200\230J1:

Therefore,

(12.2)

2
dx =

of

Since the Fourier

obviously

vanishes

k\357\254\202),
regardless

for
of the

in cosine
an expansion
on the
function f (x) de\357\254\201ned

making

integrable

f (x) in cosine series, we can reason as follows:

of f (x) from the interval [0, 1:] onto the interval
Then all the previous considerationsapply to the

[\342\200\224-rc,
0] [see Fig. l3(a)].
even extension of f (x),so that

its

Fourier

coe\357\254\202icientscan

be calculated

by the

formulas)

a,,=1%J:f(x)cosnxdx

b,,=0

n= 12, ,...,))
)

(n=0,1,2,...),

(12.3)

FOURIBR

nuoouommuc

24

which

involve

only the

CHAP.

saunas

values of f (x)in

computational purposes,
of f(x) from [0, 1:] onto [-1:, O].)

is no

there

interval

the

need to

[0, 1:].

actually

Therefore, for

the even

make

1)

extension

I\342\200\231
7\342\200\234

r~
:\342\200\234\342\200\230\342\200\235:
F\342\200\231
17
o

-7'?

F\342\200\231

17

-4|'1r
L\302\273

(b))

(0)

Fromm 13)
make
the odd extension of f (x)
To expand f (x) in sine series, we \357\254\201rst
In doing
the interval
0] [see Fig. 13(b)].
[-\342\200\230it,
[0, 1:] onto the interval
that
we set f (0) = 0. Then,
the previous
consideraso, the oddnessrequires
of f (x), so that
its Fourier
tions again apply to the odd extension
coe\357\254\202icients
are given by the formulas)

from

a,,=0
b,, =
which

the

involve

case

only

of cosine

(n=O,l,2,...),

2 R
1-Jo f(x)

(12.4)

(n =

nxdx

sin

the values of f (x)in

series, there is no need

the

1, 2,...),)

interval

to actually

[0, 1:].

Therefore, as in

make the odd

extension

0].
[-\342\200\230it,
f (x) from [0, 1:]onto
in order to avoid mistakes in using the convergence criterion of
However,
that a sketch be made of the function
Sec. 10,it is still recommended
f (x)
and its even (or odd)extension
onto
the interval
[\342\200\2241t,
0], as well as of its
This sketch will
x-axis.
periodicextension
21:) onto the whole
(with
period
in investigating
the behavior of the \342\200\234extended\342\200\235
which is the
function,
help
function
to which
the convergence criterion has to be applied.)
of

I3.

Examples

of Expansions

in

Fourier

Series)

The
series.
Example 1. Expand f(x) = x2 (-1: < x < 1:) in Fourier
of f (x) together with its periodic
extension is
function f (x) is even;
the graph
is continuous
shown
in Fig.
and piecewise
14. The extended function
smooth. Therefore,by the criterion of Sec. 10, its Fourier seriesconverges
= x2 everywhere in [\342\200\2241c,
to the periodic extension
to f(x)
11:], and converges
of f (x) outside [\342\200\224\342\200\230It,
the convergence is absoluteand uniform.))
Moreover,
1:].

SEC. 13

FOURIBR

TRIGONOMETRIC

SERIES)

Chjjjjj)
;+_______

a+\342\200\224\342\200\224\342\200\224\342\200\224-g.L_.__.__.__
Sv----

Frourus

TX)

3)

14)

shows that)

A calculation

21:3

2x3x\342\200\230=\"

\342\200\234\302\260=:J:\"\"\342\200\235\342\200\230=;
?,.,.,=\342\200\2243'\302\260)

we \357\254\201nd
that)

by parts,

integrating

Furthermore,

2
a,,

=;:J:x3cosnxdx=

cos nx]

[x
\342\200\2245
-an
4

\342\200\224

5-cosn-n:
while
we

b,,

= 0

(n =

\342\200\224\357\254\201J:xs1nnxdx)

x =1\342\200\230)
4

,,=.o

nx dx

,,4

= (-1)

l, 2, . . .),since

\342\200\224
cos
\342\200\224-3
-an
o)

'-1-2.)

Therefore, for

is even.

f(x)

-1: < x < 1:,

have)

cos3x
-T

cos2x

1:2

cosx\342\200\224

x3=-3--4

22

2. Expand f (x) =
is
even; Fig. 15shows
f (x)
extension.
The extended function
Example

function

|x| (-1: <

the
is

<

of f

graph
continuous

I)

Frourus

15))

1:) in

\342\200\224 -)

(13.1)

Fourier series.

(x) together

with

and piecewise

The

its periodic

smooth,

so)

rounmn seams

nuoouourmc

26

CHAP.

I)

its Fourier
of Sec. 10 is applicable.
series
Therefore,
=
in
and
to
the
to
[-\342\200\230It,
1:]
converges
periodic
converges f (x) |x|everywhere
the convergence is absolute
extensionof f (x) outside [\342\200\224-n:,
Moreover,
1:].
the

that

criterion

uniform.

and

Since

|x| =

x for x

2 0,

have)

we

x==r

a,,

=%J:xcosnxdx=
-2M2

[cos

It follows that
= 0 (n =

a,, =

-2-

even n, and

1,2, . . .), since

that

a,,

\342\200\224

1]

-4/um?

Thus, for

is even.

f(x)

for odd n.

Finally,

-11:< x < 1:,we

have)

cos 5x

cos~3x

1:

[cosmt

-11.)

[(-1)\"

0 for

\342\200\224n\342\200\2242\"J:sinnxdx)

nx]x=\342\200\234=
x=o)

,,-\342\200\230:7

b,,

=1l7,)

xgo

ao=1-J:xdx=1-tr\342\200\230?

(13.2))
|x|=\302\247\342\200\224_T_(cosx+-\342\200\22432\342\200\224-+\342\200\2243T-+---)-

is
in Fourier series.
This function
f (x) = |\342\200\231sin
x|
even funcand represents a continuous,
smooth,
piecewise
in Fig. 16.
The criterion of Sec.10is applicable,
tion. Its graph is shown
is
to its Fourier series, which
and
hence f (x) = |sin x| is everywhere
equal
and
absolutely
uniformly convergent.)

3. Expand

Example

de\357\254\201ned
for

all x,

31r)

FIGURE

Since

|sin xl =

sin

xfor

x <

0 <
2

1:,we
.

ao= 1:
-rsinxdx
o
and)

2
a,,

=1-Jrsinxcosnxdx))

16)

have

4
= -2
1:

SEC.

13

TRIGONOMETRIC

71:]: [sin (n +1)x

__

1 cos (n +
1:
n+1

_1

seams

27)

\342\200\2241)x]dx)

l)x _ cos(n

\342\200\224

n\342\200\224l)
l)x]*'\"x=-0

-1

n +1

_,<\342\200\2241)\"+1
n3 -1)\342\200\231)

=1

forn

a\303\251
1, while

(n

(\342\200\2241)\"+'\342\200\2241_<-1)\"-'-1

1:
forn

\342\200\224
sin

FOURIER

2
.
1
.
0.)
a1 =7-cJ:s1nxcosxdx=_'-tJ:s1n2xdx=
Moreover,

= 0

b,,

1,2, . . .), since

(n =

we have)
x|

lsin

g (cos;2x

=12:

is even.

f(x)

+ cof54x

Therefore, for all x

+ __

co\302\24756x

4. Expand
in
Fourier
series.
The
Example
f (x) = x (-1: < x <
function f (x) is odd; Fig.17shows
of f (x) togetherwith its periodic
the graph
is piecewise
extension.
The extended function
smooth and discontinuous at
the points x = (2k + 1)1t(k = O, i 1, 12,. . .). The
of Sec. 10 is
test
applicable,and the Fourier series of f (x) convergesto zero at the points of)
discontinuity.

1:)

I
It

/I
I
I

I
I

0
37l1r

\357\254\202

\342\200\224l1r
I

l/
17

(x) is odd)
(n=0,l,2,...),)

a,,=0

b,, =

Tzcjrxsinnxdx)
*=\"
2
\342\200\224
1;

[xcosnx]x=o+

\342\200\224

%cos

57l1r

Fiomua

Since f

.l

I
I

I
I

mt =

2
n\342\200\224nJ:cosnxdx)

l)\"*'.))

-2';(\342\200\224

28

Therefore,

-1: <

for

x <

x =
Example

seams

rounmn

TRIGONOMETRIC

5.

odd extensionof f
x = 0. Figure
18

1:,we

1)

have

sin 2x

(sinx

f (x)

Expand

CI-IAP.

,.

\342\200\224

sin 3x

3
1 (0 < x < 1:)
2

.).

(13.3))

Making the
a discontinuity at
odd extension,
together
21:) over the whole

sine

in

(x) onto the interval

shows the graph

_ ..

series.

[\342\200\2241c,
0] produces

of f (x) and

its

subsequent
period
periodic extension (with
of Sec. 10 is applicable
to this \342\200\234extended\342\200
x-axis. The convergence
criterion
its Fourier series convergesto f(x) = 1for O < x < 1:.
function.
Therefore,
0 < x < 1:, it converges
Outside the interval
to the function shown
in)
Fig. 18, with the sum of the series
being equal to zero at the points x = k1:
its

with

(k

O, 11,

1-2,...).)

-1

u\342\200\224\342\200\224-1r\342\200\224\342\200\224I
-\342\200\224:L

-l1r

3i1r

2':1r

1r7|

5I__:1rx

4:.1r

Fiouiuz 18

Since

(n=0,1,2,...),

a,,=0
b,,

we

Zr o
1:

sinnxdx

*=\"

,3; [-008 nxlxso

,3 [1

- (-1)
,,

have)

sin 3x

l\342\200\2241\342\200\224c(s1nx+3

for 0

sin 5x

(13.4)

< x < 1:.)

6. Expand
in
Fourier
f (x) = x (0 < x < 21:)
bears
a
to Example 4, but
the
example
super\357\254\201cialresemblance
Example

series.
difference

This
is

extension
of f (x) (see
immediately apparent if we construct the periodic
of Sec. 10 is applicableto this extended
function.
Fig. 19). The criterion
At the points of discontinuity, the Fourier seriesconverges
to the arithmetic
mean of the right-hand
and left-hand limits, i.e., to the value 1:. The function

f (x) is neither

even

not

odd.))

SEC. 13

FOURIER

TRIGONOMETRIC

seams

29)

I
I

I
I

I
I

I
I

I
I

I
I

21r

41r

61r

J\342\200\231

19

Frank:

Since
a0

1
a,,

1 2

x=2n

1-\342\200\230
onxdx

= 21:,)

2\"

xcosnxdx

=1-\342\200\230L

[x

\357\254\201n

b,, =

x=21t)

\342\200\224
sin

nx]

xao)

(n=

-1-:\342\200\224nL2nsinnxdx=0

1,2,...),)

lrnxsinnxdx
o)

11:

x=2n

1
1m

\342\200\224\342\200\224[xcosnx]

X:)

2,;

1m 0

cosnxdx=--.

+\342\200\224f

n)

we have)

sin2x
2

x=1t\342\200\2242(sinx+

sin
3 3x_l_H_),

(13.5))

for0<x<21I:.)
This
series.
Example 7. Expand
f (x) = x2 (0 < x < 21:)in Fourier
example resembles Example1,but the graph of the periodic extensionoff (x)
shows
the difference (see Fig. 20). The
criterion
of Sec. 10 is)
immediately
Y)

5
_._.._.._....o....._....

211

\302\253hr

61r)
FIGURE 20))

N)
:=,,\\--\342\200\224---)

-nuoouommuc

30

applicable,

and

arithmetic

mean

The function

of

at the points
of the right-hand

is

f (x)

Cl-IAP. 1)

SERIES

FOURIER

odd.)

nor

even

neither

converges to the
to the value 21:2.
i.e.,
limits,

left-hand

and

series

the

discontinuity

Since
1

2\"

a,,=l

x3

x2

ao\342\200\224_'-t
0

dx\342\200\224n

81:2

\342\200\230\302\2602\"_
\342\200\224

2nx3cosnxdx=

\342\200\224\302\243J%xsinnxdx
-an o

11: o

x=21:

3.

?L_o

21;

-1\342\200\230-?[xcosnx]x=o \342\200\224_7-2-L cosnxdx\342\200\224'-1-5.

xzsinnxdx
,,=_%f

x=2n

=\342\200\224\342\200\224[x2cosnx]
\357\254\201n
xao

21:
xcosnxdx

+\342\200\224f
0

_--4.==

--:*:=-.2.;=*=.....
n
nnzo

n\342\200\231

wehave

x2=__41:3
3

.
cos2x
1ts1nx+
2,
+4(cosx

cosnx

.,
\302\260\302\260

41:2

nx

cos

- 1: sin

n3

=\342\200\2243-+4n2:l(

\"2

1tsin2x

-ttsinnx
n

+...)

(13.6))

nx
))

Q)
=a_t_rr_2__I_4

for0<

x<

Example

and C

cosnx_4n

Z
n=l) sinnnx,

n2)

rm])
211:.)

8. Expand

are constants, in

f (x)
Fourier

x < 1:),

where
+ C (-1: <
A, B,
The graph of f (x) is a parabola.
By
or a discontinuous
continuous
function,

Ax\342\200\231
+ Bx

series.

extension, we can obtain a

a
A, B, and C. Figure 21 shows
depending on the choice of the constants
extension for certain values of A, B, and C.
possible
the appropriate
coe\357\254\202icientsfrom
We could calculatethe Fourier
formulas,
is no need to do so, sincewe can use the expansions for the functions
but
there
1 and 4. The result
in Examples
is)
x2 and x (-1: < x < 1:),
given

periodic

Ax?

+ Bx

+ c=

453+
c+
3

\342\200\224

4A\302\247(\342\200\2241)\"\302\260\302\260:,\"\"
2B\302\247:(\342\200\224l)\"\302\247in\342\200
n=l
n=-I))

SEC. 13

rounnsn

TRIGONOMETRIC

SERIES

3|)

\\.

- $1) 0
FIGURE 21)

Fourier
+ Bx + C (0 < x < 21:)in
f (x) = Ax\342\200\231
Expand
for
22
shows
the
extension
of
a
certainchoice
of
Figure
periodic
f (x)
x3 and x
constants
A, B, and C. Using the expansionsof the functions
< x < 21:), given in Examples 6 and 7, we \357\254\201nd
that)

Example 9.

series.
the

(0

Ax2+Bx+c=4A\"2+Bn+C+4A\302\247\302\260\302\260\342\200\230,\"\"
n
3

ma,

\342\200\224(41cA\342\200\2242B)Z\302\245.)

for0<x<21c.)

Floune

We

can

examples to calculate the

use these

trigonometric series. For example,

\302\260\302\260

nx

sin

1:

from

and

(13.5)
Q)

2
n=l)

(13.6), we

cos nx

n3

Since
the terms of the
the series is uniformly

\342\200\224
x)

(o

2)

\342\200\224
-_ 3x2 61:x +

some

< 21:),

<.x

21:2
(0

12)

convergent,

of

important

gives

(13.7))

that)

infer

series on the

sums

immediately

(13.5)

and

22)

left

do not

which

< x

< 21:).

(13.8))

exceed l/n2 in absolute

value,
that its sum is continuous))

means

TRIGONOMETRIC munmn

32

(see Sec. 4).

for

all x

for

0 < x

saunas

CHAP.

< x < 21:,and

for 0

is valid

(13.8)

Therefore,

< 21:.)

(13.3)

Similarly,

not

1)

just

gives
< x

(-1:

=\342\200\231\302\247\342\200\230

:5-1)\"+'

< 1:),

(13.9)

(13.1)

gives

s x

< x

< 1:),

(13.10)

gives

(13.4)

(o

=13\342\200\230

n\342\200\235o
and

< 2:),

(-1:

\342\200\234Z123\342\200\235
\302\260\302\260:,\342\200\234
\302\247l(\342\200\2241)\"+'

(13.11)

gives

(13.2)

\"2

2\"\342\200\235

\302\247o
(13.11)

subtracting

Moreover,

(o

\342\200\2308

from (13.7), we

< x

< 1:).

(13.12))

obtain)

\342\200\230:0

=
u==l)

and

( 13.2)

subtracting

\"\342\200\230
2\342\200\230

from (13.8),we

These formulas

1tz_

\"

(13.14))

(0<x<-11:).

also allow us to calculate

if we set x = 0, (13.8)
and
1

the

of some numerical

sums

become)

(13.10)

Tl-\342\200\2312_

i_i
42+)

?\342\200\2241+\357\254\201+3-2\"+4'_\342\200\2242+\302\260\",
B-1-'\357\254\201+32

while if we

set x

(13.13))

24

zl_(m2_=\"

< 1:),

obtain)

\302\260\302\260cos2nx 63\342\200\22461cx+

series, For example,

< x

(o

\342\200\2354
\342\200\230i\342\200\2342n2\"\"

= 1112,
becomes)
(13.11)
1:-E=l\342\200\224-g-+-g-\342\200\224-3\342\200\231-+...)

I4.

The
Let

Fourier

Complex

the

function

series))

Form of
f (x)

a Fourier Series)

be integrable on the

interval

[--1:,

1:], and

form its

14

sec.

f(x)

a,,

(a,, cos nx

%\342\200\231
n=l)

f(x) cos nx

dx

(n

b,,

sin

0,1,

33

seams
1-\342\200\230ounnan

TRIGONOMETRIC

(14.1)

nx),

2,. .

.),

(14.2)

(n=l,2,...).)

b,,=1-1;]; f(x)sinnxdx
We

shall

Euler's

use of

make

well-known

+ isin

=
e\342\200\231?
coscp

consequence of this

an immediate

It is

e\"? +

coscp

sin

co

then

the

\342\200\224
e\342\200\231\302\260
e-\"P

nx

these

+
= ii\302\273
einx

e\342\200\224inx

nx

._ e-inx
eillx
einx
.
+ e\342\200\224inx
\342\200\224
\342\200\224
r
\342\200\224\342\200\2243l.\342\200\224\342\200\224
-\342\200\224-\342\200\224f\342\200\224\342\200\224--

expressions

f(x) ~ %
If we

.
smcp

\342\200\224\342\200\224T\342\200\224. -\342\200\224\342\200\2242-l.\342\200\224\342\200\224-

cos

Substituting

that)

formula

e-\"P

cp.)

write

we can

Therefore,

in (14.1), we obtain
+

einx

\"E

\357\254\202ill-z\357\254\201
e-Mx).

set
=

mth

c,, =

,, -

c_,, =

\302\260b,,

sum of the

partial

can be written

the

form)

s,,,(x) =

co +

in

\342\200\230b,,
(n

series (14.3),and

+ c_.,,e-W)
(c,,e\342\200\230\"x

it is

natural to

(14.4))

=1,2,...),

hence

n=l

Therefore

the trigonometric

relating

formula,

functions:

and exponential

of the

series (14.1),

c,,eW.

(14.5))

n=\342\200\224m)

write)

f(x)

(14.6)

c,,e'\"x.

is the complexform of the Fourier

series
series (14.6) must be understoodto mean
oo of the symmetric sums (14.5).))
m -\302\273

This

of f

the

the

(x). The convergence

existence

of the

of
limit

as

34

The

coe\357\254\202icients

c,, =
In

fact,

5%

given

function f

the

of
e\357\254\202icients

c,,

(x). They satisfy

-21;]: f(x)e-Wdx

dx =

f(x)e-W

dx
f(x)e\342\200\230\"x

coe\357\254\202icients

51;\342\200\234:'f(x)

and

c,,

we

Incidentally,

appears
legitimate.

2-;

note

ibn

(14.6)

instead

In fact,

of the

u (see

= c,,

sign

multiplying

i.e., all the integrals

index k = n, while
is an

dx])

f(x)

[cos

on

for

nx

dx])

is

is real, then the

an immediate

term

directly,
the

sign

is

integration

ckevw)
k=\342\200\224m

the interval

over

[-1:, 1:],we

obtain

(14.3)

2m-,,,

have

(k

n,

f(x)

that term by
of the equality)

sides

f(x)e-tux dx

the right

k =

sin

(14.7) can alsobe obtained

6), if we assume that

and

term

by

Sec. 5) we

ff\342\200\234

both

integrating term

96

Sec.

(see

el(k\342\200\224n)x
dx
K\342\200\234

ck

(14.7)

nx

C...)

that the formula

[1
for k

sin

cu)

f(x) cos nxdx

formulas (14.2)were

e-'\"* and

since

(14.7)

iK\357\254\201f(x)

f(x)

by

:2, . . .).

\342\200\224

cosnxdx

consequence of (14.4).

in

i 1,

o,

if
It is useful
to bear in mind that
This
are
c.,,
complex conjugates.

indices.

for negative

as the

relations)

(14.4), we have)

= %(a.. +

just

co-

Fourier

complex

1)

indices and

positive

if

the

(n

= '1'(an '_
for

are called the

by (14.4)

by Euler's formula and

_n

CHAP.

saunas

rounnsn

TRIGONOMBTRIC

\342\200\224

11):: +

isin (k

\342\200\224

n)x]

dx =

o,)

vanish except the one corresponding

obtain
the number 21tc,,.

we

immediate consequence of (14.8).))

to

The formula

the

SEC- 15

I5.

of Period

Functions

x =

(seeSec.3).

<p(t)

period 2I in
=

<p(t)

(a,, cos

%\342\200\231
Z\342\200\230

nt +

b,,

sin

Fourier

series,

of period

f (It/1:)

can form the Fourier series)

<p(t) we

For

f (x) of
the function

function

obtaining

thereby

It/11:,

21)

to expand a

is required

If it

we set

35)

1-\342\200\230ouman
SERIES

TRIGONOMETRIC

21::

(15.1)

nt),

avhere

=1!\"
\"1t\342\200\224u
=

b,,

<p(t)cosntdt=lr
sin

<p(t)

to

Returning

1:-n

ma:

sin

(n =

ma:

_\342\200\231lcj\"_'n

variable x

the original

f(x) ~ %

gl(a,,

t =

setting

by

1 2

(n=0

11:
f(E)cosntdt

\342\200\231\342\200\231\342\20

1, 2, . . .).

rcx/I, we obtain

b,, sin

(15.2))

@135).

cos1\342\200\224Vl\342\200\231\342\200\224\"

where)

(n =

a,,

f(x)cos'\302\245dx

o, 1,2,...),

(15.3)
b,,

The

(15.2)

is still

(15.1), then the

We

by

sing,\342\200\235-\342\200\230dx
-g-j\342\200\230:\342\200\231f(x)

coe\357\254\202icients (15.3)

series

could

starting

1,2, .

(n =

from a

still called the Fourier

coe\357\254\201icientsof

f (x),

and

theory

holds
(x). If the equality
and conversely.
of series of the form (15.2)directly,

trigonometric

system

of

equality

have

are

called the

. .).)

in (15.2),

holds

constructed

1, cos 7-':-x-.
I
just as we did in the
system (15.4) consistsof

case

series

Fourier

.3-C. . . .,
I

sin

of the

functions

in

the form

cos 5'3-C.sin \"-95.. . .,

I

basic

with

the

of f

trigonometric

the common

(15.4)

system

The
(5.1).
it is easily
of length 21.

period 21,and

veri\357\254\201ed
that
these functions
are orthogonal on every
interval
The considerationsof Secs.6,7, 10,12,and 14 can be repeated as appliedto
the system
to that given in
(15.4), and the result is a formulation
analogous
these
In particular, instead of a
sections,
by I.
except that 1: is replaced
function
a function de\357\254\201ned
on the
f (x) of period 21,we can consider
only
interval [-1, I] [or on any other interval of length 21, provided we approin (1 5.3)].
The Fourier seriesof such
priately
change the limits of integration
a function
is identical with that of its periodic extension onto the whole))

36

The

x-axis.

replace the

seams

roumn

TRIGONOMETRIC

Sec. 10 continues

criterion of

convergence

I)

CI-IAP.

to

\342\200\235
\342\200\234work, if we

period 21:by

If f (x) is even,

21.
the period
formulas
(15.3)

the

a,, =

become)
= o,1,2,...),)

(n

%fo'f(x)cos\"\342\200\224\342\200\231;\342\200\231\342\200\224\342\200\230dx

(15.5)

(n=1,2,...),

b,,=0
if f(x)

while

is odd,

become

they

(n=0,l,2,...)

a,,=0

21

(15.6))

tcnx

(n\342\200\224l,2,...).)

b,,.-.7jof(x)sm\342\200\224l\342\200\224-dx

As in

Sec. 12, we can use this

the interval

[0, I ] in

to expand a function
f(x)
or in sine series (making

fact

series

cosine

odd extensionof f (x) onto the interval

[-1,
The complex form of the series (15.2) is)

de\357\254\201ned
only

the

even

on

or the

0]).

-i-Q)

f(x

cnelnnx/I,

where

f(x)e-\"W/1 dx

c,, =

(n

o,

:2, . . .),

:1,

or

co=g\342\200\224(,9c\"=a\"\342\200\2242ibn9

Example 1.

f (x),

the function

Expand

(n=l,2,...).)

C.\"=
de\357\254\201ned
by)

\357\254\201x

C08

f(x)

in

cosine

onto the

series.

Figure

interval

[-1,

for

7')

=)

23 shows the graph of f (x) and

0], together

with

its

,}\\H,.,.\\,.,
0)

ml-:)

0<x<)

'2')

FIGURE 23))

subsequent

its

even

periodic

extension

extension)

SEC. 15

period 21) onto

(with

be

obviously

a0 =

the

2
=7-c.)

1/2

nnx

nx

cos

TL

\342\200\224l-dx

cos\342\200\224\342\200\224dx.)
,)

1cx/I = t, we obtain)

substitution

dt =

t cos nt

cos

so that)

nnx

,,

= 0,

f(x)

TL,/2cos\302\245dx

\302\253\302\273=7I.,r<x>cos

Making

have

7Llf(x)dx
2

criterion can

convergence

everywhere.

applied

< x < I, we

For (/2

The

x-axis.

whole

the

37)

1-\342\200\230ounnzn
seams

TRIGONOMETRIC

3;

1% 1:\342\200\235

1)! +

(n +

[cos

L\"/2

cos (n

1):] dt,)

whence
=

a.

\302\253/2

7-cfo
_ 1

sin (n +

a\"\342\200\2241t

for

Therefore,

l):

71+]

sin (n

for

'=\"/2

=
\342\200\230+
z]\342\200\230=o

\342\200\224
(n>l)\302\260
\342\200\230=0
l)t]\"\"/2

0,

even

b,,\342\200\2240

(n\342\200\224l,2,...).)

we have)
TEX

(,0

(-1))

This series

C08

1l7~_+lcos7-t-{-2
2
I 1tm___l4n3-1)

21I:nx_
\342\200\224

cos

Expand

the function

f (x),
for

x
f (x)

series. Figure 24 showsthe

interval

[-1,

0], together

for

for

function

shown

0<x<

N)
101

with

for

graph
its

\303\251<x<I.)

in Fig.

23.)

de\357\254\201ned
by)

0<x<)

_\342\200\231

=
l\342\200\224x

in sine

-1-)

I)

converges on the whole x-axisto the

Example 2.

the

5.

odd n > 1

a,,-__x\342\200\224m*
Thus

[smz

II-1

a,, =
while,

'

1
l)dt = 1-:

(cos2t +

29

I
\302\247<x<I,
of f

(x) and its odd extensiononto)

periodic extension (with))

subsequent

TRIGONOMETRIC FOURIBR

38

The convergence

the whole x-axis.

21) onto

period

CHAP.

SERIES

be applied

can

criterion

1)

everywhere.)

Frouxuz

case, we have

In this

(n=0,l,2,...),)

a,,=0
=)

b\"

2 I
2

I/2

=7L
=

b,,

-ttnx

nnx

7% 0\"/ztsinntdt

(n\342\200\2241,2,...).

(1: \342\200\224
t) sinnt

\342\200\230gun
_ .t\302\243os__\342\200\231l_t _2_l.
2\342\200\224I.

1:3

21

\342\200\224
cos

(1:

/2

cos nt

\342\200\230ttzn
o

,.,o
t)

nt '=\"

dt

dt

21

\342\200\224

\342\200\230N2

1:5;

':j\"f-]\342\200\230=n/2

_
\"

-ttnx

we obtain

xsin-Tdx+7J;/2(l\342\200\224x)s1n\342\200\224I\342\200\224dx

t,
\342\200\230ttx/I

Setting

24)

COS

7\" dt

E2

41

1m
3\"\342\200\230
\342\202\254235\"2\"

Therefore

for

0<

x <)

:11

1:2

This

32
I
52
l.3'n:xl.511:x))

I
(s1n7-'3\342\200\224\342\200\224s1n\342\200\224\342\200\224+\342\200\224s1n-\342\200\224\342\200\224--for

series converges on the whole

1-2:

x-axis to the function

the

following

functions in Fourier

a) f(x) = ea\342\200\231:
(-1: <
b) f(x) = cos ax (-1:

x < 1:),where a
s x < 1:),where

shown

series:)
a constant;
not an integer;))

0 is
a\303\251
a is

I
\302\247<x<l.)

PROBLEMS

1. Expand

I
2

in Fig.

24.)

TRIGONOMETRIC

PROBLEMS

c)

f(x) =

sinax (-1:
0

d)

/(x)

2. Using

={) x

the

< x < 117), where

for

-1: <

for

0<

x<

x<

integer;

1:.
that)

\302\260\302\260

SERIES)

0,)

lb, show

of Prob.

expansion

not an

a is

FOURIER

\"

57-5-\302\247+Z(\342\200\224l)[2-n1r+z+n1r]\342\200\231)
1
COtZ=l+\302\247
2

where
3.

z is any

which

number

the expansion

Using

n=l)

is not

2-711?

a multiple

9
Z+Il\342\200\230\357\254\202-')

of 1:.)

of Prob. la, expand

the

following

functions in Fourier

series:)

a)

The

cosine)

hyperbolic

coshx

b)

The

ea-:\342\200\224x

< x

(-1:

+2e-ax

< 1:);

sine

hyperbolic

_.

eax

e-Ox
(-1c<x<r.-).)

s1nhx=-\342\200\224\342\200\224i\342\200\224

4. Expand

the

a) f(x) = sin
b) f(x)={0

ax

x <

(0 <

for

for

0<x<2h,

for

2h<x<n.)

f(x)={l\342\200\2242\342\200\224h-

following

a)

sm\342\200\224for
\342\200\231

for

sing;

b) f(x)=

for

for

Expand

the

periodic

integer;)

<x

<1;

0 <

%<

series:)

\342\200\230I

O<x<-a)

\342\200\224sing

6.

not an

functions in Fourier sine

.1tx

f(x) =

a is

h<x<n;

C)
the

1:),where

cosine series:)

0<x<h,

for

5. Expand

in Fourier

functions

following

<%a

x<I.)

function)

f(x) =) cos

glo

I = const,

I >

in Fourier series.)

7. Letf(x) have

period

2:: and

let I f(x)

- f(y)|

for some constants))

< clx \342\200\224'
y|\302\260\342\200\230,

40

CHAP.l)

'\357\254\202MGONONETRK3FOUR\357\254\201mJERH\302\247

c >

0, or

> 0,

a Holder

satisfy

and for all x and y. [If f(x) obeys this inequality,

of order o:.] Show that)
(or Lipschitz) condition

where a,, and

8.

b,,

the Fourier

are

of
coe\357\254\202icients

a) f(x) = cosx
b) f(x) = x3

(0

x <

(0 <

9. Let

f (x) be a function
Fourier series)

x <

<

in

said to

en\342\200\234

<

lbul

77*)

7;\342\200\231

the following functions

Expand

the

en\342\200\234

<

lanl

it is

(x).)

sine series:

Fourier

1:);

1:).)
21: de\357\254\201ned
for -

of period

< 1:.

\342\200\230It
< x

Letf (x)have

Q
+

b,,sinnx),

(a,,cosnx+

129

n=l)

let

and

is an even

that f;(x)

Show

=
rrmrzn-__x>, ,;,(,., &c1_-2_r<_-.2.

M,

and

function

an odd

f,,(x)

function,

with

Fourier

series

+ Z ancosnx,

%
Show

respectively.

Z
1:)

i\342\200\230(-1)\302\273(a,,cosnx
\342\200\234\342\200\2242\"

10. Sumthe

a) E

n=l

c)

sinnx;
n

b)

(_1)nsinnx;)
n

n=l
<1)

c-1)\302\273
\302\260\302\260:,\342\200\235\

\"21

11.

Example 8 of
the sum

Find

suitable

Sec. 13and

of eachof

of the preceding

results

the

problem.)

following numerical series by evaluating

series given in the text or in the problems:)

a Fourier
point
\302\260\302\260

the

at a

\302\260\302\260

1*)

+ b,,sinnx).)

series

\342\200\234:2\342\200\235:

by using

the Fourier series)

\342\200\224
has

f (x

function

the

that

b,,sinnx,

n=l

n=l)

\342\200\235\342\200\231
Z\342\200\230(\357\254\201?'1\342\200\230)2\342\200\230
z+,_Z,\"\342\200\230>\342\200\235n\342\200\2302'+7=)
\302\260\302\260

sin

\302\260>

nh_

\302\260\302\260

sin nh 2

\342\200\230\342\200\235

\302\247+,_;'7.7.\342\200\230*

uh

\302\247+,_\302\247(

)\302\260

the function f(x) = x on the interval

but that the Fourier seriesfor the
function
Find the Fourier series for)
f(x) = x3 does converge
uniformly.
= x4 by integrating
the Fourier series for f(x) .-= x2 between the limits 0
f(x)
12.

Show

-1: <

and

x.))

that the

x<

Fourier

\342\200\230J17
does not

series

converge

for

uniformly,

2)

ORTHOGONAL

SYSTEMS)

I.

De\357\254\201nitions)

An

functions)

of real

in\357\254\201nite
system

<9o(x).<p1(x).
is said

to be orthogonal

We

shall

always

The

condition

orthogonal

also

assume

I:

basic

that

every

1, Sec.5),while

is

trigonometric

orthogonal

(n =

= 0,

1,2,. . .).

o, 1,2,...).

(1.2)

condition

(1.3))

of the

of functions

pair
the

(1.3) says

system

that

none

(1.1)

cases

of orthogonal

systems, i.e.,

sin x, . . ., cos
of

nx,
length

sin nx,
21:,

. . .,
and

(1.4))
the more

general

system)

is orthogonal

is

of the

zero.
special

on any interval

1, C08
which

system)

trigonometric

1, cos x,
which

(n as m, n,

75 0

functions of the system

is identically
We have already encountered
the

(1-1)

that

dx

<p,2,(x)

(1.2) says

(see Ch.

= o

dx

<p,,(x)<p,,,(x)

. - -

[a, b] if

the interval

on

- - -. <9..(x).

<92(x).

on

Rx

Sln)

\342\200\230Ex

mtx

mcx

7-,) ...,COS\342\200\224l\342\200\224',Sil1-T,...,)

\342\200\224l-,
any

interval

of length
4|))

21 (see Ch. 1,Secs.5and

15).

42

The

to be

is said

(1.1)

system

CHAR 3

svsrnms

ORTHOGONAL

(n =

=1
L\"q;3(x)dx

system can

orthogonal

Every

constants go, p.1,...,

. ..

p.,,,

if

normalized

o, 1,2, . . .).)

be normalized, i.e., one can always

a way that the system)

v-o<9o(x).
m<91(x).-- -. it..<i>..(x).
which
is said

is obviously still
to be orthonormal.

is now also
the condition)

orthogonal,
In

fact,

Lb

dx
y.\357\254\201<p\302\247(x)
y.\302\247

. . ..)

normalized. Sucha system

(n =

Lb<p,2,(x)dx

we introduce the

this

call

normalized,

number the norm

then obviously)

2. Fourier Serieswith
now

posethat

=1

of the

assume

function

the

(n =

to

co, cl, . . ., c,,,

that the

f(x)<9..(x)=

co<Po(x)

. . .

are

<p,,(x). If the

of a
that

the interval

a more

[a, b].

Sup-

series involving the functions

on [a, b])
everywhere

+
c..<9..(x)

- -

-.

these constants,

To calculate

(2-1))
we

series)

co<9o(x)<9..(x)

+ 0..

2(x) +

-~- +
cn<91(x)<P..(x) +

c..-1<p..-1(x)<9..(x)

+ - -Cn+1\342\200\230Pn+1(-7\342\200\230)\342\200\230Pn(x)

(n =
by

System)

of Ch. 1,Sec.6,in

de\357\254\201ned
on

---+
c1<91(x) +

constants.

is)

(1.1)

system

0.1.2....)-)

the considerations
a function

represented as the sum

o, 1,2, . . .),

an Orthogonal

orthogonal system (1.1),i.e.,suppose

f(x)

where

Respect

Let f (x)be

can be

f(x)

of

repeat

essentially

general context.

(n =

dx

<p,2,(x)

||<9..ll

We

notation)

.-.

||<p,,||

q>..(x> dx

,/In

Finally,

\342\200\224

ll.\"

obtained

0,1, 2, . . .))

that)

implies

and

the

choose

in such

multiplying

the equations

(2.1) by

<p,,(x),

(2.2)

0, l,2,...),)

can

be integrated

term))

sec.

by term

over

interval

the

dx =

ff<x><p..(x>

According to (1.2),

[a, b].

c. f

(n =

dx

<p:(x>

this

c,, -

dx

ff(x><p..(x>

\342\200\224

o. 1. 2. . . .).)

dx

= ff(x><p..<x>

(n

. .).

2, .

0,1,

dx
<P.\342\200\231.(x)

L
Now

that we

suppose

[a, b], and we wish to

functions of the system
such an expansion is

(and if the required

have just seen, we
series with

(1.1),

If the
take

f (x)

without

possible. If such

in advance whether
is actually
expansion

possible
then, as we

is also possible),
by term integration
at the formulas (2.3). Therefore,
to
f (x), it is natural
expansion of the function

term

arrive

and see whether

by (2.3),

coef\357\254\201cients given

The

c,, =
it

been

has

(x), we

to f

f(x)

dx

-_-

(n

that

0,

1,2,.

Fourier

the

this

in

trying

\357\254\201rst
examine

series

might

are called the

(1 . 1), and the correspondto the system (1.1).
respect
for the Fourier coe\357\254\202icients

coei\357\254\201cients given

f\"f(x)cp,,(x)

ascertained

not

or

an

(x) with respect to the system

the Fourier series of f (x)with
the formulas
( 1.1) is normalized, then
system
a particularly
form:)
simple

Until

respect

knowing

is called

converges

with

interval
to the

the

on
de\357\254\201ned

expansion of f(x)

coe\357\254\201icientsoff

series

ing

a function

given

a series

turn out to converge to f (x).

Fourier

(2.3))

||<p..||\342\200\231)

are

make

must

\357\254\201nd
the required

the

gives)

integration

we have)

Therefore

to

43)

svsuams

ORTHOGONAL

by (2.3)

. .).

series

(2.4))
of f(x)

actually

write)

'

4\342\200\230
+ ' \302\260
4* \302\242\342\200\230n<Pn(x)
4' ' \302\260')
\302\242\342\200\230o<Po(x)
\302\242'1<P1(-7\342\200\230)

case where the Fourier series

sometimes), the Fourier
seriesstill has various remarkable properties which will be discussed below.
If the functions
of the system (1.1) are continuous, and if the seriesin the
then it is easy to prove that
side of (2.1) is uniformly
convergent,
right-hand
and can therefore be integrated
the series (2.2) is also uniformly
convergent
1 of Ch. 1, Sec. 6). This
term
immediately
by term (see the proof of Theorem
implies the following)
be noted that
divergent (and this

it should

However,

turns

out

to be

THEOREM.
the

series

the

Fourier

If

the functions

(2.1) of
expansion
series of f (x).))

even

actually

of

the

in the

happens

system

f (x) is uniformly

(1.1)

are continuous and

convergent,

then

if

(2.1) is

44

Some Simple

3.

In
I.

Orthogonal Systems
the

orthogonal

the following

systems:)

to

addition

consider
The

can.

svsnsms

ORTHOGONAL

systems (1.4) and

(1.5) just

we

cited,

system

l,cosx,cos2x,...,cosnx,...)

on the

is orthogonal
1:

I
means

which

interval

sin nx

cos nx dx

that

In

[0, 1:].

the functions

fact)

\342\200\231\342\200\230=\"

(n =

= o
x=0)

(3.1))

1, 2,...),

cos nx and 1 are orthogonal.

we

Moreover,

have)

J:

cos we

mx dx

cos

[cos (n

+ cos (n

m)x

\342\200\224

m)x]

dx)

(na\303\251m),)
=-\303\251-\357\254\201cos(n+m)xdx+-%r\342\200\230;cos(n\342\200\224m)xdx=0

In
the

from (3.1).

follows

which

series

Fourier

writing

in

introduced

notation

f(x)

With this

This provesthat the

with respect to the
Ch. 1, i.e., we write)

I is

system

I, we

system

orthogonal.
continue

a1cosx+a2cos2x+---+a,,cosnx+---.)

~\342\200\230-If

for

notation

Fourier

the

no

coe\357\254\202icients,

= fof(x)dx

the

, ,,

\342\200\224,,\342\200\224-\342\200\224'
=1;

Iof(x)

l-dx

formulas

(2.3) give)

d36.

and

an

rf(x)

cosnxdx
)

(n =1929

0,,

Iocosznxdx
Since
\302\253

Jocosznxdx

\302\253I
+

cos 2nx

1:

is
fo\342\200\224\342\200\2242\342\200\224\342\200\224dx

wecanwrite)

a,,

=%\357\254\201f(x)cosnxdx

(n

= o,1,2,...).))

to use

SEC.3

ORTHOGONAL

we
Thus, as is to be expected,
in Ch. 1 for cosine series.)

11.The

on

orthogonal

with
in

[cos(n

m [see

Ch.

the

in

we

II,

\342\200\224 \342\200\224
cos

(n +

m)x

preceding
continue

=0

m)x] dx

series)
Fourier
case, in writing
to use the notation adopted

1:)

~ blsinx

f(x)
Then

fact

In

'11:].

.., sinnx,. ..

sin 2x,.

(3.l)]. As
to
the system
respect

n 96

for

[0,

sin nx sin mx dx

J:

(12.3)as obtained

same formulas

system

sinx,

is

at the

arrive

45)

svsrams

+ b2sin2x

+---+ b,,sinnx+---

(2.3)

by

sin nx

J:f(x)

dx)

(n=1,2,...).)

Isinznxdx
o)

since)

Moreover,

J:

sinz

nxdx

=15,)

we have
9
(n=l 9 29 \302\260
.)\302\260

bII =3fnf(x)sinnxdx
1: 0
i.e.,

to be
series.

as is

for sine

expected,we

arrive

formulas (12.4) obtained in

at the

Ch.

III. The system

sin

3x, sin 5x, . . ., sin

on [0, 1:/2].

is orthogonal
sin
fz\342\200\235

formulas

+ l)x-sin

(2n
1

rt/2

sin 2(n

-2
The

x, sin

[cos 2(n

In fact, for

m and
n a\303\251

(2m +

1)xdx)

\342\200\224
cos

m)x

2(n

\342\200\224

m)x]\342\200\231:-*=/2
,,.,o
2(t'i\342\200\224m)

(2.3) for the

Fourier

(2n

l_

sin

l)x, . . .)

n, m

+ m

have

+ l)x] dx)

2(n +

2(n+m+l)

coe\357\254\202icients give)

= 0, l, 2, . . ., we

m +

= 0')

l)x]x-R/3
x=0))

46

SYSTEMS

OR11-IOGONAL

CI-IAP. 2)

f(x)

2;\342\200\235

+ l)xdx

sin (2n

c,,=\342\200\224\342\200\224/To
S1112 (2n

J:

(n=0,l,2,...).

l)x dx)

But)
n/2 .
Io

and

n/21 \342\200\224
cos (4n
2
-10
_

+ l)xdx

s1n3(2n

+ 2)x

__ 1_c
dx \342\200\224
4.)

therefore

c,, =75:

sin

:/2f(x)

(2n

(n =

l)xdx

o, 1,2,...).

(3.2))

on the interval
show that if f (x) is a function
de\357\254\201ned
[0, 1:/2],
with
to the system III by
arrive at the expansion off
respect
from the basic trigonometric system,
as in Ch. 1, Sec. 12,we
starting
just
arrived
at the expansions in cosine
de\357\254\201ned
series or sine series of a function
on [0, 1:] by using its even or odd extensions
onto
To
the interval [\342\200\2241c,
0].
do this, we have to generalizethe concepts
of evenness and oddness of a
either
on the whole x-axis or on some
function.
let f (x) be de\357\254\201ned
Thus,
to the point x = I. We shall
interval
which is symmetric with respect
say
that f (x) is even with respect to x = [if)
We

then

we

now

(x)

can

f(levery h. This means

to the line x = I (see

for

the

that

h)

=f(1+

11))

y =

curve

f(x) is symmetric

with

respect

Fig.

25).)

I\342\200\231
I
I

0\\/

\\/)

II
Ftoutuz

If a

function f

(x) is even

with

[f(x)
and

in particular

(for a

25)

to x

respect

dx =

1;,)

= I, then

obviously)

f:_af(x)dx,)

I))

dx
f:'f(x)

= 2

f;f(x)

dx.

(3.3)))

SEC. 3

Similarly,

we say

f (x)

that

is odd with

f(1 This means that

(see Fig. 26).

for

every

h.

the

point

(I, 0)

then

/I)

respect

to x

-f(1+

1!))

= I if

y = f (x) is symmetric

curve

the

If a function

with

is odd with

f(x)

47)

svsnms

ORTHOGONAL

respect

respect to

to

x = I,

obviously)

dx

0,)

\357\254\201:af(x)

and

in particular)
f(x)

dx =

o.

ff)\342\200\231

I\342\200\231

\342\200\230

//\\/4%\"

o1|\342\200\230

FIGURE 26)

this interpretation of evennessand oddness,

we can assert that
the
of
two
even
or
two
odd
functions
is
whereas
the
of
even,
product
product an
even
function
and an odd function
is odd.
The proofs are essentially the
sameas those given in Ch. 1, Sec. 11.
Now
on
let f (x) be de\357\254\201ned
the interval
[0, 1:/2], and make the even
extension
of f (x) onto the interval
a function)
[-:::/2, 1:] (see Fig. 27). This gives
With

I)

FIGURE 27)

g(x)
function

on
de\357\254\201ned

g(x)

extensionof

which coincides
cosine series, which

[0, 1:]

in a
g(x)

the interval

onto

b,,

is

dx

on

f(x)

equivalent

[\342\200\2241c,
0] (see

sin nx
2]: g(x)

'17:))

with

[0, 1:/2]. Expand

to making the

Ch. 1,

(n =

1,2,.

Sec. 12); the

..).

the

odd

result

is)

(3.4))

48

to x

that the

we observe

Next,

= 1:/2. In

fact,

2, . . ., we

0,1,

are even with

system III

the

of

functions

n =

for

2)

respect

have)

\342\200\224

sin(2n

CHAP.

svsrms

ORTI-IOGONAL

1)

= sin

h)

1);-cos(2n + 1);;

(2n +

\342\200\224
cos

(2n +

.-. sin

(2n +

1)\302\273

1)\342\200\231-25-sin(2n

+ 1);:)

1);-cos(2n

+ cos(2n+1)?2-\342\200\230-sin(2n

= sin

+1)h

(2n +

1)

h).

since

(2n +

cos

x =

-::/2,
it

from

follows

b2,,_,.1

(3.3)

sin
1%}: g(x)
\302\253/2

0.)

g(x) and sin (2n '-Iand (3.4) that)

the functions

since

Therefore,

1);

(21:+

are even with

respect to

l)x dx)

(n==0,l,2,...).)

f(x)s1n(2n+l)xdx

0
=7-_\342\200\230_

On the other hand, the

since)
respect to x = \302\253/2,

sin

functions

\342\200\224
=

sin 2n

l)x

sin 1m cos 2nh

1, 2, . . .) are odd

(n =

2nx

\342\200\224
cos 1m

with

sin 2nh

h)

\342\200\224 rm

\342\200\224

(sin

cos 2nh

Therefore,

the

g(x) sin 211::(n

product

-::/2,and hence)

*'

function

we
\357\254\201nally,

f (x), in a

l, 2,

. . .)

is odd

(n =

expanded

the

sine seriessuch

that

have

2nh)

1:)-)

b2,,=;fog(x)s1n2nxdx=0

Thus,

sin

sin2n(g

x =

+ cos -xn

function

all the

g(x),

with

respect

to

l,2,...).)
and

the
consequently
even indices))

coe\357\254\202icients with

sec. 3
The

vanish.

with

the

the

by

given

formulas

(3.4),

to be

able to

formulated

for

(3.2).

We have gone through

apply

are

indices

odd

coe\357\254\202icients with

coincide

which

49)

svsrms

ORTHOGONAL

rather

this

lengthy argument

of Ch.

criterion

convergence

order

in

1, Sec.10(which

was

to the
functions of period 21:)to the case of series expansions with respect
shows
this
Our
that
criterion
must
be
III.
convergence
system
argument
an even extension
from f (x) by \357\254\201rst
to the function
obtained
making
applied
function
of f(x) onto [Tt/2, 1:], then making an odd extensionof the -resulting
the result periodically (with
onto [-\342\200\230It,
21:)
extending
period
0],1 and \357\254\201nally
onto the whole real axis.
The

V.

IV,

systems)

rcx

21tx

n-rrx
l,cos\342\200\224,cos\342\200\224\342\200\224,...,cos\342\200\224\342\200\224,...

and

sing?

sinlx

are orthogonal

pairs

fact, if

make

we

each

from

functions

of

integrals for the systems I

the substitution
of these systems

and

II.)

The system)

VI.

sin

4\" + Dnx\342\200\231
' ' \302\260)

-19-\342\200\230.
\302\260
sin
' \302\260\342\200\231
sin 5-\342\200\235-3-\342\200\230
sin 33\342\200\230.
\342\200\231

21

21

on the

is orthogonal
we

1,...)

[0, I ]. In

interval

the

on

rcx/I = t, the integrals of

to the corresponding
reduce

sin\357\254\202ti

I,...,

I,

21

[0, I ].

interval

21

In fact, making

-ttx/21 =

substitution

the

t,

obtain
(2n

sin

sin

L\342\200\231)

since

21

\"/2

1?

For the

dx

+2ll)1tx

sin (21: +

has been

everything

system III.

(2m

\342\200\224gIl)1tx

l)t-s1n(2m+ l)tdt = 0
.

reducedto

the

a\303\251
m),

of the
of functions
to the system VI, we

orthogonality

coe\357\254\201icients with

Fourier

(n

respect

obtain)
sin

c,,

\357\254\202f(x)
\342\200\224

sinz

J\342\200\235
0

If we

1Figure

want to
27 shows

0\"

dx)
\342\200\231;l1)\"\"

expanda function

f (x)

= f (x)

f(x)

sin

on
de\357\254\201ned

together

with

dx.)
\342\200\230

%\302\243

dx

21)

the graph of y

[0, I ] in

the indicated

a Fourier series)
twofold

extension.))

50

svsnams

ORTHOGONAL

with

to the

respect

system

This reducesthe

problem

on

respect

[0,

with
\342\200\230lt/2],

CI-IAP.

we

VI,

the

to the

system III.

substitution

the

\357\254\201rst
make

to expanding

2)

rcx/21 = t.

= f(2lt/-nz), de\357\254\201ned
<p(t)
we return
to the required

function
Then,

back to the variable

system VI by transforming
that
we can apply the convergence criterion of Ch. 1,Sec.
to the system VI (which
with respect
are quite often encountered
expansions
in the
since the criterion is applicableto the system III.
applications),
which
Later, we shall deal with orthogonal
systems consisting of functions
functions
Bessel
are more complicated than
functions).)
trigonometric
(e.g.,

expansionwith
x. It follows

to the

respect

10

to

4.

shall

We

say that the

integrable function
for unbounded

must
integrable

be square
functions.

are integrable

Inequality)

the interval

de\357\254\201ned
on

f (x)

function

(x) and its square

if f

integrable

The Schwarz

Functions.

Integrable

Square

on

[a, b].
this is not

integrable, but
For example, the

[a, b] is square
Every bounded
always the case

integral)

J55?)

exists,

but the

integral)

is

1\342\200\230
o

does not exist.

Let <p(x)
we note

that

and

be
\302\242(x)

functions

integrable

square

from the

it follows

on
de\357\254\201ned

[a, b].

First

elementary inequality)

+ 4:\342\200\231)
< %(<P\342\200\231
|<P\302\242I

the function

that

f\"(<p
which

holds

|<pt]a|

is integrable?

+ N]a)3dx
for an

fbcpzdx +

Now consider the

+

2)\\rq>s]adx

inequality)

7\\2fbt])2dx

2 0,

arbitrary constant 2., and set

Lb<p2dx=A,

fqxpdx

= B,

C.)
Lb\302\2423dx=

Then

A+2BA+CX3>0)

2 Incidentally,
integrable.
(As
to set cl:(x) = l.))

this
we

have

function is always
absolutely
implies that a square
integrable
seen, the converseis not always true.) To seethis, it is su\357\254\202icient

sec.

for

any 1.

SI)

svsraus

ORTHOGONAL

Therefore, the graph of the polynomial

= A + 2B1 + C12
p.

isa parabola

or perhapstouching

the x-axis

above

lying

it (see

Fig. 28).)

FM)

Fromm
cannot
that our polynomial
intersect the x-axis
the polynomial
must satisfy

It follows

would

curve

the

of

criminant

28)

distinct

two

points.

the

\342\200\224
AC

.83

have
in

real zeros,

sincethen
the dis-

Therefore,

inequality)

S 0,

i.e.,

B3 < AC.
the

Recalling

of A,

meaning

B, and C, we

obtain

<

(4.1))

(j:<p\302\242 ax)\342\200\231Lbq>3dxLbs[:3dx.

This very
Using

useful

number

of square

In

for two

fact,

inequality,
integrable functions

the

and

we

functions

f:(<p

\\[2)3dx

generalization

the Schwarz inequaIity.3

is easy to show that
the sum of a \357\254\201nite
is also a square integrable function.

is called

inequality

Schwarz

the

it

have)

Kcpzdx

to the sum

2Lb<pn|adx

of any

+
\357\254\201\357\254\201pzdx,

of functions

number

is

straight-)

forward.)

5.

The

Mean Square

Let f (x) be an
[a, b], and let a,,(x)
system

(1.1),

arbitrary

be a

square

Minimum)

integrable

linear combination

function

of the

the interval
1 functions of the

on
de\357\254\201ned

\357\254\201rst
n +

i.e.,)

c..(x) =
3 Called the

Error and its

ro<9o(x)+

Buniakovsk!inequality

m>1(x)+ - - - +

by Russian

(5.1))

m>..(x).

mathematicians.

(Translator)))

52

Cl-IAP. 2)

svsrems

ORTI-IOGONAL

. . ., 7,, are constants.

system (1.1) are square

where

70, 7,,

of the

combination a,,(x)and

difference

the

all the

hypothesis,

- a,,(x) [n

f (x)

functions

Now consider the

quantity)

8.. =

J:

mx)

a..(x>1=

(5.2))

dx.

which we call the mean square error in approximating-f (x) by a,,(x).

are many ways
of calculating
the deviation of the linear combination
from the function f (x); we have
the mean square error,
chosen
in the theory
of Fourier
series.
appropriate
particularly

We

now

n)

given

follows

a
from (5.2)

By (5.1) we

of choosing the coe\357\254\202icients70,

the mean square error 8,, is

the problem

pose

in such

way

that

dx

f2(x)

\342\200\224
2

7,, (for a
It

minimum.

dx +

f(x)a,,(x)

c,=,(x)

dx.

(5.3)

it If f(x)<p:.(x)ax.

I;

to (2.3)

according

dx

\357\254\202\342\200\231f(x>o.(x)

the

is

have
dx

where

a,,(x)
which

fl\342\200\231

If f(x)a..(x)
But

71, . . .,

There

that)

3,,

<p,,(x)

Therefore, the linear

= 0, l, 2,. .
.] are also

[see (l.3)].

functions.

integrable

square

By
integrable

c,, are

the Fourier

coe\357\254\202icientsof

ff/(x>a.(x>dx
Furthermore,

= o.

(k
0k||\342\200\230Pk\342\200\2342

1. 2. . . .>.
f(x), and therefore

the function

(5.4))

Yk\302\242\342\200\230k||\342\200\230Pk||2-

$0

we have)
\"

[_\"a:(x>dx

=
L\342\200\235(
R-)=0) n.<p..(x>)\342\200\231dx)

\342\200\234
f\"(
k=0)

t%n%(x>

dx
<p:2\302\242(x)
\342\200\230Ylzc

kg

The last sum extendsover

exceed n. By the orthogonality

we

\357\254\201nd
that))

J:

all

dx)

t.m.<x>c.(x>)

Z
possible
of the

Y,;{,,Lb

<p,(x)<p,,(x)

dx.)

unequal indices p and q that

system (1.1), this sum vanishes.

do

not

Thus,

sec. 5

ORTHOGONAL

(5.4) and

Substituting

(5.5))
\302\247ow\342\200\231.IIq>..II2-

(5.5) in

we obtain)

(5.3),

\" 2

dx

3\302\273

aicxwx

If

53)

SYSTEMS

Lbf2(-7\342\200\230)

fjr=<x>dx

YI2c\342\200\234\342\200\230Pk\"2)

kzo

,;oYk0k||\342\200\230Pk||2

v:.)\342\200\231||<9:.||\342\200\231
c%.IIq\302\273..II2.)
I\342\200\230:)

kzoa.

Here)
b

a minimum

:0

c,2,||<p,,||2

const,

1,, . . . , y,,,

and therefore the quantity

I!

k=0
which is equivalent

(ck

Y:.)\342\200\231||<9..||\"' 0.

(k=0,1,2,...,n).)

when
the
square error is a minimum
linear combination (5.1) are the
Fourier
coe\357\254\201icients.
minimum value of the mean square error by A,,, we have)

mean

the
\357\254\201nally,

the

\"

An

J:

shows that

expression

6.

as n

as

\342\200\224
c%||<p..||\342\200\2312
k==0)

the

(5.6))

the

increases,

nonnegative
quantity A,, can
sums of the Fourierseriesgive
(x), i.e., an approximation with

the partial

increases,

to the
error.)
square

mean

Denoting

\302\247oCk?k(x)]2

ff=(x>dx

Thus,
only decrease.
a closer
approximation

coe\357\254\202icientsin

dx)

[f(-x)

smaller

obviously

to the conditions

~(,,=c,,

This

8,, is

when)

Thus,

k)

depend on yo,

do not

i.e.,

= const,

f 2(x) dx

function

Bessel\342\200\231:

Inequality)

Since

A, 2

0, it

from

follows

(5.6)
2

If/=<x>dx
where

n is

arbitrary.

The

sum

on

that)

ciII<p..II2.)
5,\342\200\230
k==0)

the right

can

only

increase

as n

increases.))

54 onraooomu.svsrms
a

has

sum

bounded

it is

since

Therefore,

Cl-IAP.

as n

\357\254\201nite
limit

(the integral on the

the series)

a constant

by

\342\200\224>
oo.

Thus,

2)

left), the

Q)

k=-0

converges

cillwllz)

and)
Q)

L\"f2<x>dx

This

very important

from

the

Bessel

is called

result

series on the

of the

convergence

lim

ff2(x)

0-

and

therefore,

For a

takes

the form

c%,)

20

of the squaresof the

the sum

normalized system,

(6-2)

Bessel\342\200\231s
inequality

dx 2

at once

that)

is normalized, then

system (1.1)

It follows

\342\200\231s
inequality.

right

\303\251..||<9..||
Il\342\200\224>@)

If the

(6.1))

c2IIq\302\273.II=.

Fourier

coe\357\254\202icientsis

convergent.

becomes)

(6.2)

lim c,,

0,)
n\342\200\224>\302\256)

the Fourier

i.e.,

7.

Complete

f(x),

The system (1.1) is saidto be complete

the equalitv)

Systems.

Convergence

If/=(x>dx
holds
are

the

(instead of
Fourier

as n

zero

coe\357\254\202icientsapproach

Here,
the function

any square integrable

as above, the ck (k

f (x). The equality

The

the completeness condition

for
the system (1.1).
result is an immediate consequenceof the completeness
THEOREM 1.

Let f (x) and F (x) be square

f(x)
F00

and let

Co<Po(x)

the system (1.1)be complete.

f:f(x)F(x)

Ci<Pi(x)
Then

dx =

k=0))

4' '
+

= 0, l, 2, . . .)
(7.1)

is called
simple

following

condition:)
functions

integrable

\"\342\200\231
4' 01<P1(x)
\302\242'o\342\200\230Po(x)

function

(7.1))

cillcpkllz

:0

Bessel\342\200\231s
inequality).

coef\357\254\201cientsof

Mean)

the

in

if for

\342\200\224>
oo.)

for

which)

\302\260
\302\260.
\302\260
-

-.)

we have)

c:.Cz.||<9:.ll\342\200\231.

(7.2))

sec.

55)

svsrms

ORTHOGONAL

The sum f (x) + (x) and the difference f (x) \342\200\224

are
Proof.
F(x)
Moreover, the sum has Fourier coe\357\254\202isquare integrable functions.
cients
coe\357\254\202icients ck \342\200\224
ck + Ck and the difference has Fourier
Ck.
the
we
have)
By
completeness relation,
Q)

If

+ F(x)12dx

[f(x)

2
k=0)

(ck

(c.

\342\200\224
Ck)2\342\200\234\342\200\230Pk\342\200\2342s)

c,.>2II<p,.II=.)

8)

If

F(x>1=

gives
b

4
The

2.

I a [f(x)
Il\342\200\224>\302\256

Use

Proof.

Z
kao

function f
coe\357\254\202icientsof f (x) with

Fourier

relation

the

is equivalent

condition

\342\200\224

integrable

square

any

su\357\254\201icientcondition

dx =

ck<pk(x)]

(x), where

the

to the

respect

(5.6) and the fact

f (x)

in the

(7.3)

0,

= 0, l, 2, . . .)
system ( 1.1).)

ck (k

the

that

go

[K/=<x>dx

relation (7.3) is

If the
to

the system

completeness

to)

\"132;

for

the relation)

is that
_

the

consequences:)

and

necessary

11m

are

4c:.C:.l|<p:.||\342\200\231-)
kzo

(1.1) to be complete

hold for

f(x)F(x) dx =

result has important

following

THEOREM

20

I\342\200\230:)

subtraction

then

and

dx =

\342\200\224

mx)

say that

we
satis\357\254\201ed,

mean. Therefore, Theorem

0.)

c.=.II\302\253p,.II=]

the Fourier series converges

also be formulated

can

as

follows:)

and
the Fourier

A necessary
is that
to

f (x)

in

the

series of any

be noted that

from

which it is

(1.1) is complete.
mean
talking

always

for

square

the system (1.1) to be

function f (x)

integrable

occurs

Nevertheless,

for

convergence

ordinary

formed does not

complete

as

always

of a

converge

Fourier seriesto the

even if the system

occur,

we have just shown,

convergence
systems (it is understood that

about square integrable functions). In particular,

will
to the trigonometric system (whose completeness

Ch. 5, Sec.2).))

complete

mean.)

It should
function

apply

condition
su\357\254\202icient

in the
we

are

these remarks
be proved

in

56

mean and suggest that

of ordinary

certain

of convergence

kind

this

converge
Thus supposethat

stipulation).

in

of convergence

concept

we now show
approach,
a
to only one function
(with
to (7.3), the relation)
addition

in

also

holds.

Then,

the

using

this

= 0,

c,,cp,,(x)]2dx

(7.4))

inequality
+ b2),

< 2(a2
b)\342\200\230

\357\254\201nd
that)

s
=

By

k=-0

elementary

(a +
we

[F(x)

in the

mean

the

\342\200\224

J:

2)

be regardedasa generalization

To completelyjustify

convergence.
series can

a Fourier

that

importance of the

show the

remarks

These

CHAP.

svsrms

ORTHOGONAL

(7.3)

\342\200\224

[F(x)

If

dx)

f(x)]3

I\342\200\235

- 3
[(F<x> k-=0

+
c,.\302\253p..(x>)

\"\342\200\231

2]: [F(X)
and (7.4),

\342\200\224

Ck(pk(x)]2
\302\2430

this

Ck(pk(x)]2\357\254\202xo)
\302\2430
I\342\200\230:

implies)

If

and since the

-I-

dx)

/(x))]

k=0)
[X

cmx)

[Foo

is positive,

integrand

= o,

\342\200\224
dx
f(x)]\342\200\231

it follows

that)

f (x))
P0\342\200\230)
at

the points

of

of

continuity

THEOREM

grable function
number
\357\254\201nite

of points

of

the integrand.

But the

has

integrand

only

F(x) and f (x)

at
a
\357\254\201nite
of
coincide
number
Two
everywhere,
except
possibly
points.
such functions
should
in the theory of Fourier
hardly be considered different
can have no in\357\254\202uence
series,sincethe values of a function at individual
points
at all on the behavior of its Fourier
series
(since its Fourier coeflicients are
in terms
do not depend on the values of
of integrals, and integrals
expressed
the
of points i). This allowsus to draw
the
at a \357\254\201nite
number
integrand
conclusion:)
following

\357\254\201nite
number

discontinuity.

Hence,

then
system (1.1) is complete,
is completely determined
(except
points) by its Fourier series, whether

If the

3.

f (x)
of

the functions

square inteits values at a

not this series

every
for
or

converges.)

This means that

no

other

function

which is

different
\342\200\234essentially\342\200\235

from))

sec. 8
a given function
f(x),
points, can have the

1. If

THEOREM
be

Proof.
relation

is complete,

(1.1)

system

If f (x) is orthogonal

Fourier

the

of

a \357\254\201nite
number

(x).4)

all

the

functions

of complete
then

any

of the

systems:)

continuous

system

must

zero.)

identically

all

the

is orthogonal to

which

\357\254\201mction
f(x)

as f

series

some very important properties

establish

now

f(x) at more than

differs from

Properties of CompleteSystems)

8. Important
We

i.e.,

same Fourier

57)

svsrms

ORTHOGONAL

of

functions of the system, then

vanish. Then the completeness

all the

f (x)

that)

implies

(7.1)

to

coe\357\254\202icients

Lbf2(x)dx

= 0,

so that
f (x)

E 0.

sincef (x)is continuous.)

2. If the system (1.1) is complete,
if the functions
of the
series of the continuous
continuous, and if the Fourier
function
is uniformly
then the sum of the series
convergent,
equals f (x).)

THEOREM
system

f(x)

are

Proof.

Let)

f (x)
and

\"\"

\302\260
\302\260
4' C1\342\200\230P1(x)
4' \302\260
4' ' \302\260
+ Cn\342\200\230Pn(x)
\302\260.
co\342\200\230Po(x)

set)

s(x) =

+ c1<P1(x)
\342\202\254o<Po(x)

- +
+ - \302\260
c..<9n(x) +

\302\260
- \302\260-

(3-1))

and since the

continuous,
of
the
is
continuous.
series
convergent,
It follows
from the theorem of Sec.2 that (8.1) is the Fourier series of
the same
the continuous
functions f (x) and s(x) have
s(x). Therefore,
Fourier series. But then Theorem
3 of Sec. 7 implies that)
the functions

Since

of the

(1.1)

system

series(8.1)is uniformly

f(x)

and

by

5 s(x).

(8.1))

f(x)
4 It

are

the sum

should be

kept

\302\260
\302\260
\302\260
\302\260
\302\260\302\260)
+ cn\342\200\230Pn(-7\342\200\230)
+ cl\342\200\230Pl(-7\342\200\230)
+ \302\260
\342\200\230I\342\200\231
c0\342\200\230P0(x)

in mind

functions, are always

integrable
number
of points (Ch.

that

1, Sec.4).

in

this

assumed
Otherwise

book integrable functions, and

to be continuous except possibly
3 would not be true.
Theorem

hence square
at

\357\254\201nite

(Translator)))

58

the system ( 1.1)is complete,

f (x) can be
\357\254\201mction

3. If

THEOREM
square

every

whether or

CHAP.

SYSTEMS

ORTHOGONAL

not

integrable
the series

series of

the Fourier

then

term

integrated

2)

by

term,

converges.)

In other words, if)

\302\260
\302\260
' 4'
\"\342\200\231
4' \302\260
4' C1\342\200\230P1hx)
4' \302\260
\302\260.
Cn\342\200\230Pn(x)
co\342\200\230Po(x)

f(x)
then)

= co

dx

f\"\342\200\235f(x>

*1

dx
\342\200\230Po(-7\342\200\230)
I\342\200\235

*1

(8.2))
- - -

+c1r2qa1(x)dx

c,, F2
*1)

31

x2 are

x, and

where

for

Assuming

Proof.

dx

de\357\254\201niteness

we <

we)

ck

:0

\342\200\230f(x)

interval [a, b].

of the

points

any

\342\200\235

<

where we have used the

of Sec. 7, the last term

f(x)

Schwarz
in

\342\200\224
2 f(x) kin

kzo

have)

dx.
c...\302\253p.(x>

,
dx

c,.<p,.(x>

go

(8.3))

(see Sec. 4). By Theorem

zero as n \342\200\224>
ao.
Therefore,)

inequality

[\342\200\235f(x>dx

< xz, we

x,

\"

alga;

that

approaches

(8.3)

<p,,(x)dx+ -- -,

ck

dx]
\342\200\231<p,.(x)

= 0.

which is equivalent to (8.2).)

9.

In

view

appropriate

of

the

to

give

every

If for
exists

criterion is
function

F(x)

complete

on [a,

b] and

'

[F(x)

system

it is

system.

The

any

number

\302\260
\302\260
4' Yn\342\200\230Pn(x)

which)

the

systems,

convenient:)

4' Y1\342\200\230P1(x)
4'
Yo\342\200\230Po(x)

I\342\200\235
then

very

of

completeness of a

e >

0,

combination)

0n(x) =
jbr

of the concept
test for the

simple

continuous

a linear

of a System)

Completeness

importance

completeness

following

there

the

for

Criterion

(1.1) is

complete.))

- a,.(x)12 dx

< 2.

(9-1)

sec.

We begin

that

noting

by

exists a continuous

given any square integrable

F (x) for which)

function

\342\200\224

[f(x)

f (x),

function

3.

dx <

F(x)]3

59)

svsrms

ORTHOGONAL

(9.2))

fa\342\200\235

Thisfact
it

clear geometrically,

is quite

as completely

obvious,

f (x) can have

The function

f (x)

In particular,

does

the sum of
not exceed e/4.
that

f (x) outside

the

De\357\254\201ne
the

we

the

that

[f(x)

of

each point

include

small length

total

function

to zero insidethem.

ax

<I>(x>12

length

<

of

discontinuity

<I>(x) is

and

bounded

obviously)

(9.3))

\302\247-

<I>(x) in

these

I of all

discontinuity.

f 3(x) overthese intervals

<I>(x) as being equal to

of discontinuities,

a \357\254\201nite
number

If

Next,\342\200\230

the function

auxiliary

of

of points at which
it becomes
in an interval
of such small

be included

and equal

intervals

these

and can have only

of points

\357\254\201nite
number

of

integrals

regard

proof:)

following

a \357\254\201nite
number

Every such point can

unbounded.
length

only

can have only

who does not

the reader

for

but

we give the

there

new

an

intervals

interval

of

such

the
satis\357\254\201es

condition)

4M2!
where

M is any

Finally,

the

intervals

Fig. 29).

g.)

< M for a < x < b.

that
|<I>(x)|
continuous function F(x) which
equals
<I>(x) outside
each of them (see
and which is \342\200\234linear\342\200\235
inside
described

number such

consider
just
Obviously

the

we

have)
\342\200\224

Lb[<I>(x)

dx <

F(x)]?

<I>(x))

\\

F(x))

I
I
I

I
I
I
L

(Point

of

discontinuity)

FIGURE 29))

4M21<

E.
4

(9.4))

60

It

from (9.3),

follows

CHAP.

svsrws

ORTHOGONAL

(9.4) and the

+

(a

2)

inequality

< 2(a3
b)\342\200\231

(9.5)

b\342\200\231)

that)

[f(x)

If

< 2

i.e., the function

dx

F(x>12

F (x)

a,,(x) which
we obtain)

(9.5),

equality

If

mac)

a.(x>12

< 2

the

that

L W)

least

ax

F(x>12

< e.)

(9.2).

the linear)
Applying the in-

consider

criterion,

(9.1).

inequality

\342\200\224
Fcx\302\273+

(F(x)

a.(x\302\2731= \302\253be

(9.6)

+ 2

dx

[F(x)
L

function

\342\200\224

a.(x>1=

appearing

whose coe\357\254\202icients are

square error (see Sec. 5).

mean

F(x\302\2731= dx)

\342\200\224

[<I>(x)

J\342\200\235

completeness

[(f(x)

F(x)1=

continuous

If

whence

If

(<I>(x>

combination

linear

c,,gives the

of the

is the

where F(x)

condition

the
satis\357\254\201es

dx =

\342\200\224

+ 2

dx

<I>(x)1=

the
satis\357\254\201es

Returning to the proof

combination

Lf(x)

I\342\200\235

\342\200\224
+
<I><x\302\273

[(f(x)

If

mac)

\342\200\224

< 4.2.)

in (9.2). We now recall

the Fourier
coeflicients
Therefore

(9.6)

gives)

< 4e.

dx

c,.q>..(x)12

dx

1:]

(5.6))

by

II

which

means

<

\342\200\224)

L\"f2(x)dx

91% \"91:

\"2 <

4\342\200\230:

lg: 1)

that)

o <
as well.
as

*|0.

f\342\200\235f=<x>dx
\342\200\234

Since 8 is arbitrary,

this

gives

c%II<p.II=

<

4e

k=l)

(7.1), i.e., the

system (1.1)is complete

asserted.)

The Vector

Analogy)

vectors
Let i, j, and k be three
space
pendicular (orthogonal) to each other.
as a sum of the form)
r =

of arbitrary
If we

ai + bi

length

which

want to expand a given

+ ck,

are

per-

vector

(10.1)))

to

sec.

ORTHOGONAL

then the

scalar coe\357\254\202icients a,
sides of the
R.

with
\357\254\201nally

are calculated

b, c

of both

product

i, then with
we obtain)

vectorsare orthogonal,

since these

Then,

as follows:Take the

\357\254\201rst
with

(10.1)

equation

svsrnus

6|)
scalar

j, and

= alilz.

(r. i)

(l'.i) = blilz.)
=

(rs

so

clklza

that

c =

b =

(\342\200\231l'\342\200\230'?-

(10.2))

of a vector.)
use the absolute value sign to denote the length
Suppose now that we know the expansion (10.1) and we want to calculate
of the vector r.
the length
To do this, we take the scalar product of (10.1)

(We

The

r.

with

result

is)
i) +

a(r.
III\342\200\231
or,

use the formula

if we

b(r. i)

+ c(r.R).

(10.2)

|r|2 = a2|i|2+ bzljlz

(10.3))

c3|lt|2.

1' on the direcThe quantities

a|i|,
b|j|, c|k| are the projections of the vector
tions of the vectors i, j, k. Therefore,
is
the familiar
the
equation
(10.3)
relation between the square of the length of a vector and its projections on
three
directions.
If besides the vector r, we considerthe vector)
orthogonal

R =
the scalar

take

and

Bi + Ck

Ai +

product of r and R,

(r, R) =

then

(10.4)
and

(10.1)

(10.4) give

aA|i|3.+bB|j|3+ cC|k|2.

(10.5))

with
familiarized himself
the contents of this chapter
considerations
an
betweenthese
vector
immediately perceive analogy
and our treatment of Fourier series. In fact,
let us regard
every square
and
on the interval
de\357\254\201ned
vector,
[a, b] as a generalized
integrable function

who has

reader

The

will now

the
de\357\254\201ne

scalar

product

of

such

two

=
up. 4\302\273)

In particular,

If

q>(x>\302\242(x>ax.

we have
=

l|<9||\342\200\231

fvztx)

Then,

vectors by the

generalized

we regard

the orthogonal
?0(x)9

dx = (<9.<9)-)

system

?l(x)9

\302\260
\302\260
- 9 ?n(x)9

\302\260
\302\260
\302\260))

formula)

62

as
of

ORTHOGONAL

svsrms

2)
cum\302\273.

of orthogonal vectors,in
product. If we are given
to represent f (x) as a series

a system
the scalar

we

want

f(x) ~
then

the argument

co<Po(x)

which

led

with our

agreement

complete
a square
with

integrable
to the
respect

+ ---+

c:<91(x)

+
c..<9..(x)

relations (10.2) leads to

to the

c,, =

(n

de\357\254\201nition

function f (x) and

system (10.6),i.e.,)
- -

-.

the

relations)

o,1,2,...),

(|{;n\342\200\234|\342\200\231;)

as the formulas for the Fourier coe\357\254\202icients [see (2.3)].

have gone through
this derivation
in Sec. 2. The
precisely
readerwill recognize
that the completeness condition (7.1)is a generalization
of the formula
(10.3), and that (7.2) is a generalization of (10.5).
We
now
make
some remarks concerning the term
\342\200\234completeness.\342\200\235
Since
vector r can be representedin the form (10.1),
any three-dimensional
of the vectors i, j, k, it is natural
to call the system
i.e., as a linear combination
is different
However, the situation
consisting ofthesethree vectors complete.
if we try to represent
an arbitrary three-dimensional vector r as a linear
combination
not of three orthogonal vectors but of just two vectors, say i and
we

which

recognize

In fact, we

j.

in

Then,

general,

we cannot

an

write

of the

equation

form)

r=ai+bj,)

but

the

coe\357\254\202icients obtained

the formula

from

( 10.2)obviously

the

satisfy

inequality)

+ b3|j|2,
only if the vector r lies in

(10.7))

|r|3 2 azlilz

the

where

and j.
to

represent

orthogonal

equality
two

Thus,

holds

orthogonal

vectors are

any space vector, and

is incomplete.
vectors

Similar considerationsapply
the
system (10.6) satis\357\254\201es

to

not

therefore we
the

the

plane of the
be used in

to
su\357\254\201icient

case of

say

that

vectors i
this

way

of

two

a system

expansions in

Fourier

series.

(7.1), then the system is \342\200\234rich

to
in
be
functions\342\200\235
to
enough
permit
every square integrable function
represented by its Fourier series(in the sense of mean convergence). In this
if the system
we say that (10.6) is a \342\200\234complete system.\342\200\235 However,
case,
(10.6) does not satisfy the condition (7.1), then we say that it is incomplete.
It can be shown
that
square
given any incomplete system, there are always
Fourier
series do not converge to
functions
integrable
f(x), g(x), . . . whose
f(x), g(x),. . in the mean. The reader will easily recognize that Bessel\342\200\231s
(10.7).
inequality
(7.1) is the analog of the inequality
to the case where
The case of a normalized
(10.6) corresponds
system
In both cases, all the formulas simplify.))
the
vectors
i, j, k are unit vectors.
If the

condition

PROBLEMS

For

a = (r.i).
i, j,

a, b, and

c =

(r. i).

formulas

the

while

with

coincide

now

k, respectively),

63)

(10.2) become

the formulas

example,

(where

svsnams

ORTHOGONAL

(r. k))

the projections of the vector r

for the Fourier coe\357\254\202icients become)

on

(n=0.l.2.---)-)

cn=(fa<Pn)

The reader who is somewhat familiar

with
in an n-dimensional
vectors
which
the
case there are n pairwise
orthogonal
vectors) will \357\254\201nd
no
discussed
here
even
more
natural.
matter
how
However,
analogy
large
n is,
the transition
from n orthogonal
vectors
to an in\357\254\201nite
number
of
vectors (bear in mind that we are treating
an orthogonal
orthogonal
system
of functions
as a system of vectors) cannot be regarded
as simply
a quantitative change; in fact, a qualitative change in behavior
since instead
occurs,
and convergence
in the
of ordinary
we have to deal with
series
in\357\254\201nite
sums,

space (in

mean.)
PROBLEMS)

1. Give

another

of the

proof

Schwarz

by considering

(4.1)

inequality

the

inequality)

[f(x)g(y)

2. Prove the

a, and b, are arbitrary

Comment. This result,

where

analog of the

Schwarz

real
known

< E
i=1

numbers.
as the

a?

b\357\254\201,)

!=I)

Cauchy

is

inequality,

the

discrete

inequality.)

3. Let the polynomial

the relation)

P(x)

= a0

+ a,x + - - - +

a,,x\" have

coe\357\254\202icients
satisfying

that

I;
Show

0.

inequality)

(Si=1 a,b;)2

Prove

dy 2

dx
f(y)g(x)]\342\200\231

that

this

4. Show that

if

continues to

inequality
n1, n2, . .

|P(x)| dx

.,

nk

are

distinct

hold

\342\200\230It)

< 2-

if re/2

nonzero integers,

121:)

-2;

0))

|1

is replaced

+e-\342\200\230\"1\"+---+e'\"u-*|dx<\\/k+

then)

1.

by

.-::/\\/3.)

64

This remains
5.

there

that

although

unproved,

and g be square

Let f

the English mathematician J. E.

that the above integral
2 clog k.
to be 2 c (log k)\342\200\230/4.)
the integral has been shown

been conjectured
is a constant

It has

Comment.
Littlewood

Cl-IAP. 2)

SYSTEMS

ORT!-IOGONAL

Prove that

functions.

integrable
Ilf

by

e such

<

+ all

llfll

||e|I-)

is often called the triangle

Camment. This result
inequality,
of the familiar
fact that the length
geometrical
is s the sum of the lengths
of the other two sides.)
triangle

since
of any

generalization

6. Give an
point

of the

7. A

system

of
example of a sequence
interval [0, 1], but which
of

approximated
square
such

in

that

is orthogonal
sponding

8. Let

mean

f lg(x)
if the system

combination of the
exist
any e > 0, there

and

+ ---+

+ am(x)

(aoq>o<x>

(pl, . . . , <p,,, . ..

be a

dx

a..<p..<x)1=

function

every

complete orthonomtal

systems is there
in the system:)

the following

a)

+ <m.<Po
\342\200\230P0

<pz.<Po

b)

+ 919?]
\342\200\230P0

+ 939-\342\200\234;
\342\200\230P29\342\200\230P2

0)

4' 2191. <91

\342\200\230Po

bounded,

can

2929?:

c) we assume

i.e.,

|<p,,(x)|

<

no

be

i.e., if given any

numbers a0, a1, . . ., a,,
<p,(x),

<

e.)

function
{<p,(x)} is complete, then any continuous
the functions of the system must be zero. (Cf. the
result in Sec. 8 for the case of orthogonal systems.))

tpo,

each

necessarily

function

which

to all

For which of
orthogonal to

Part

square integrable

by a linear

function g(x)

is not

. . . which

. . ., q>,,(x),

if every

complete

which converges to 0 at
converge in the mean.)

functions
does not

q>,(x),
\302\242po(x),

to be

the

integrable
that)

Show

In

functions

is said

orthogonal

it is the
side of a

of

system

continuous

nonzero

corre-

functions.
function

\342\200\230P3.---3

+ 2*P3.-- -?

that the functions

M for a S x <

9,,

are

continuous

and

uniformly

b.)

A system of functions
. . is said to be linearly
<po(x), <p1(x), . . ., <p,,(x),
if given any n, there is no set of numbers
are not
a0, a,, . . ., a,, which
all zero such that the linear combination ao<po(x) + a,<p,(x) + - - - + a,,<p,,(x) is

9.

independent

zero. Show that

identically
An orthogonal system of functions
a)

b) The functions

1, x,

x2, x3, . ..

is linearly

are

linearly

independent;

independent.)

10. Given a linearly

independent
system of functions
interval [a, b], we de\357\254\201ne
a new system go, g1, . .

on the

fo,f., . . .,j;,,.

.,

g,,,

. . . as

..

de\357\254\201ned

follows:

g0 = f0:)
8'1=f1-'

:2 = fz

:o.)
-

etc.))
\342\200\224\342\200\230\342\200\224\"\"=\342\200\224;,f\342\200\231\342\200\224\"'2:.

:o.

pnonusms

ORTHOGONAL

[Here

(f; g)

as in

Sec.

denotes

scalar

the

product

of the

functions

two

f and

svsrms

65)

g, i.e.,

mn=fmmma.)

g,,,

10.]
the

Interpret

. . . is

This is

and

geometrically,

process

orthogonal

Gram-Schmidt

so-called

the

and

that

that

show

;& 0.
Apply
||g,, II\342\200\231

l,x,x3,x3,...

(\342\200\224l<x<l),)

the Legendre polynomials

generating
Show
that
a nonzero function is orthogonal
to all the g,, and
show
that the
orthogonal
if and
only if the system {g,}is complete.)

(except
to all

thereby

The Legendre

11.

if

the formula)

(xz

\302\2431,

1)\302\273.

that
if n

-I

P,,(x)P,,.(x)

dx =

J.\342\200\230

12. Expand

the

following

0 for
a)

for numerical

the f,

for

f(x)_{l

b) f(x) =

|x|-))

a\303\251
m,

If

It \342\200\224
m.)

{0
functions
\342\200\2241<x<0,

0<x<l;)

and

only

factors).
if it is

system {f,} is complete(seeProb.7)

by
polynomials are de\357\254\201ned

P,.(x) =
Show

process.
system go, gl, . . .,
the process to the functions)
orthogonalization

the new

in Legendre

polynomials:)

3)

OF

CONVERGENCE

TRIGONOMETRIC

SERIES)

FOLIRIER

I.

For

we

of

Consequence

the basic

Bessel\342\200\231s

Inequality)

trigonometric system
1, cos x, sin x,...,cos

sin

nx,

(1.1)

nx,...

have)

v\357\254\201)

||l||=A/[:1-dx=
=

\"005 \"*3\"

cosznxdx

\302\253/17:

(n

\\/1-!

(n

\342\200\230/F

sinznxdx

\342\200\234Sin\342\200\235-\"H

A/rt

Let f (x) be a
Then,

as

integrable

square

to the

applied

function

de\357\254\201ned
on

1, 2,...),)

1,

the

system (1.1),Bessel\342\200\231s
inequality

2,...).)
interval [-1:, 11:].
Ch. 2, Sec. 6)

(see

becomes)

1:
I_nf1(x)

dx

\342\200\230'\302\260

||l ||3 +

21

(a%||cos

nx||2

b,2.||

O1\342\200\231)

J:f2(x)

dx 2

(%)z

21: +

(a?.
\302\2431

66))

b,2.

1:,

sin

nx||2))

SEC. 2

OF TRIGONOMETRIC FOURIER

CONVERGENCE

SERIES)

so that

dx

11\342\200\230
f_';f2(x)

now

From
system

we shall write
form.
It will

on,
this

in

:1

later

shown

bi).

(1.2))

basic trigonometric
Ch.
5, Sec. 3) that the
(see
for our present purposes, the
for the

Bessel\342\200\231s
inequality

be

(a3 +

+
\"35

However,
actually holds in (1.2).
in (1.2) is suf\357\254\201cient.
The
inequality
(1.2) implies the following
gence of the series in the right-hand side:)

equality

inequality

It is

that

i.e., for any function

function,
shall not prove this fact.)

2.

The

Limit as n

cos nx
If f(x)
It is

an immediate

series

the

consequence of the
lim a,, = lim
as n

b.. =-.

It

that)

= 0

b,,

(2.1)

the

general

term of

convergent

But)

f (x)

cos nx dx,)
sin

f(x)

n-no

any

cosnx dx
J: f(x)

from

follows

lim

square

1-16J:

theorem

ll-Fm)

\342\200\224>
oo.

of
we

nx

dx,

therefore

lim

for

any

dx)

preceding

since

function,

a,, =

and

coe\357\254\202icientsof

Integrals

Trigonometric

sin nx
If f(x)

and

any square integrable

must approach
zero

Fourier

converges.)

)[--)\302\256)

for

the conver-

concerning

for any other kind

this series always
diverges
which is not square integrable. However,

oo of
-\342\200\224>
dx

squares of the

always

function

note

to

useful

of the

sum

The

THEOREM.

square integrable

result

interval
integrable,

lim

L;

f(x) sin nx dx

= 0.

(2.2)

o,

(2.3)

that

(2.2)

b
I 0 f(x)

[a, b]

.
cos nx dx = hm

f(x)s1n
n-no I 0)

whatsoever.

although

we shall

(We

drop

temporarily
this

requirement

nx dx =
assume

soon.)

that f (x)

is

To show))

68

CHAP.3)

CONVERGENCE(HV\357\254\202NKKn\302\253MWEHRK3FOURHHISERHS

a < 21:, and set g(x) =

a + 21:,i.e.,b \342\200\224
=
<
0
b
x
a
for
+ 21:. The function
<
g(x)
g(x)
f(x)
a
is obviously square integrable on the interval
+ 21:]. We now extend
[a,
21:) over the whole x-axis. Then, by a properiod
g(x) periodically (with
of
functions
(see Ch. 1, Sec.1))
perty
periodic

this,

< x < b and

g(x)

rm\342\200\230

so that by

a+2n

w+u>

other

the

cos nx

dx =

F g(x)cosnx

dx,)

(2.2)
hm

On

b <

a <

\357\254\201rst
that

suppose

for

g(x) cos nx dx

I0

it follows

hand,

w+uo I -3

from the

g(x) cos

rm:

nx

dx

_
hm

g(x) cos nx dx

de\357\254\201nitionof

fbf(x)

the

= 0.

function

g(x)

that

cos nx dx,

and therefore

5
lim
man:

c.0s nxdx

I 0) f(x)

= 0.

in (2.3).
Finally, if
applies to the second integral
argument
of
a \357\254\201nite
number
21:, then the interval
[a, b] can be divided into
the
subintervals
of length
no greater
than 21:, for each of which
property
But
this implies that the
summarized
by (2.3) has already been proved.
for
whole
also
holds
the
interval.
property
We now get rid of the requirement that f (x) be square integrable, and also
of the
that n be an integer. To do this, we need two lemmas,
requirement
which
obvious from a geometricalstandpoint.)
are rather

The

same

\342\200\224
a >

LEMMA

every

such

3 >

1. Let f (x) be continuous

0, there exists a continuous,

on

the

interval

piecewise

[a, b].

smooth

Then,

function

for

g(x)

that)

|f(x)

g(x)| < 3

(2-4)

forallx(a < x < b).

Proof.

We divide

the

interval

[a, b]

into subintervals

by

the

points

a=xo<x1<x2<---<x,,,=b,)

and for g(x) we

(k = 0, 1,2, . .
(k = 1, 2, . . ., m).

= f(x,,)
continuous
function for which
g(x,,)
is
linear
on
each
interval
xk]
[x,,_1,
m)
= g(x) is represented by
of the function
The graph
y
Oba broken
line with vertices on the curve y = f
(see
30).
Fig.
smooth
function.
Since f (x) is continuous,))
viously g(x) is a piecewise

.,

take

the

and

which

(x)

SEC. 2

OF TRIGONOMETRIC FOURIBR

CONVERGENCE

into which
subintervals
to make (2.4) valid

the

[a, b]

can be chosen small

is subdivided

for all x in

enough

[a,

SERIES)

b].)

y\342\200\230-=f(x)
\357\254\202

y=g(x)

:1!

a=xo x,

x,,,i-'

are

FIGURB30)

2. Let

LEMMA

for any 2: >

Then,

g(x) such

be

f (x)

the interval

on

integrable

absolutely

0, there existsa

smooth

piecewise

continuous,

[a, b].)

function

that)

- g(x)|

|f(x)

If

dx < e.

(2.5))

of points
number
f(x) can have only a \357\254\201nite
a
\357\254\201nite
of
number
discontinuity,
only
points at
which
it becomes
unbounded.
We include every such point in an
that
the sum of the integrals of the function
of such small length
interval
not exceed e/3. Next, de\357\254\201ne
the auxidoes
| f (x)| over these intervals
and
liary function <l>(x) as being equal to f(x) outside these intervals
and can have only a \357\254\201nite
equal to zero inside them. <l>(x) is bounded
and obviously)
number
of discontinuities,
The

Proof.1

of

function

in particular,

and

If

Next,
such

we include each
small length that

lf(x)

<I>(x)I

dx

<

point of discontinuity
the

total

length

(2.6))

\302\247-

<I>(x) in

of

I of all

these

an
new

of

interval

intervals

condition)

satis\357\254\201es
the

2Ml <)

where M is

any

number

Now, consider the

1 This proof

is based on

such

that

continuous

the same

|<l>(x)| <
function

idea as the

proof

M for
F(x)

of the

< x < b.
which equals

formula

(9.2)

of Ch.

<I>(x))

2.))

70

OF TRIGONOMETRIC

CONVERGENCE

(see Fig. 29 of Ch. 2).

of them

function

smooth

s 2M1 <

to Lemma 1, there
g(x) for which)

according

Finally,

|F(x)

g(x)! <

\342\200\234linear\342\200\235
inside

each

have)

we

dx

F(x)|

is

which

Obviously

\342\200\224

I: |<1>(x)

CI-IAP.)

SERIES

described and

the intervals just

outside

FOURIER

exists a

(2.7))

piecewise

continuous,

(a < x < b).

;(,,%5

that

so

\342\200\224

|F(x)

Then it

g(x)| dx =

|f(x)

If

(2.6), (2.7), and

from

follows

<

(2.8)

(2.8) that

If |[f(x)

<I>(x)1

\342\200\224

dx +

F(x)|

f\"|<1>(x)

\342\200\224

[<I>(x)

- g(x)]:dx <
If

woe)

dx

g(x)]

L\342\200\235

|f(x)

f\"

F(x>1

dx)

<I>(x)l

\342\200\224

|F(x)

g(x)]

dx

< e,

as was to be shown.)
Remark.
then

g(x)

is an absolutely
If f(x)
can be taken to be periodic.)

TI-IEOREM.3

lim
where

m is

For

cosmx

f(x)

not necessarily an
Let 3

Proof.

any absolutely

be an

Consider

Lbf(x)

sin mx dx

number.
positive
smooth
function g(x)

small

piecewise

If

\"f(x)

we have

= o,

(2.9))

integer.)

arbitrarily

there existsa continuous,

lim

function,

f (x),

function

integrable

dx

periodic

integrable

\342\200\224

If(x)

s(x)|

dx

<

By Lemma 2,
such that)
(2.10))

\302\247-

the expression)

cos mx

=)

dxl

[f (x)

\342\200\224

g(x)]

cos mx

cosmx

If g(x)

dx +

dxl)
I))

<
2 This result

is usually

If

known

|f(x)

\342\200\224

as the

g(x)!

dx +)

Riemann-Lebesgue

Lb

g(x)

(111)

cos mx

dx\342\200\231-

lemma.

(Translator))

sec.

by parts, we

Integrating

xab)

sin

mac] X-=0)

-3-\342\200\231
[g(x)

\342\200\224

sin mx
g\342\200\231(x)
Lb
-5-\342\200\231

The

in brackets and the

expression

bounded. Therefore,for

all

large m,

sufficiently

<

(2.12))

dxl <

cos mx

J$f(x)
for

m, we have)

from (2.11)that)

(2.12), it follows

and

(2.10)

dx

i.e.,
b

lim

The

same

= o.

cos mx dx

f(x)

to the second

applies

argument

dx.)

right are obviously

the

on

integral

suf\357\254\201ciently large

cos mx
If g(x)
By

7|)

saunas
1-\342\200\230ounnsn

obtain)

mx dx =

g(x) cos
J:

TRIGONOMETRIC

or

CONVERGENCE

in

integral

(2.9),

and

can

phrase

the)

theorem is proved.)

Recallingthe

proved this

property

extended it

to

noted that

for

drop

any

Formula
We

for the

now show

oo.

At

the

absolutely

the requirement

grable, its Fourier coefficients

3.

coef\357\254\201cients,

coe\357\254\202icients

may

not

that

we

absolutely
of this

any

of

beginning

any square integrable

case of

the

if we

Fourier

as n ->

zero

approach

function

the Fourier

for

formulas

theorem as follows: The

and

function,

function.
integrable
the function
be

converge

to zero

Sum of Cosines. Auxiliary

as n

this
integrable

section, we

now
It should be
absolutely intewe have

\342\200\224>
oo.)

Integrals)

that)
\302\260

(
\302\247+cosu+cos2u+---+cosnu=)

To

prove

this, we

denote the

2Ssin;-=

sin%+

sum

on

the left by

S.

%)

Obviously we have)

Zcosusing)

2cos2usin;+-~-+

2cosnusin;-))

(3.1))

72

OF TRIGONOMETRIC

CONVERGENCE

Cl-IAP. 3)

SERIES

the formula

Applying

2cosatsinB
to

FOURIER

on the

product

every

sin;

2Ssin;

\342\200\224

\342\200\224
(3))

sin(ct

+2
(sin (I! -1-)u

\342\200\224

sing)2

(sin\303\251u

(3)

obtain

we

right,

sin(at

\342\200\224
sin

sin\303\251u)

= sin

(I!

+---

(sin\303\251u

(I!

+2

l)u

\302\260)

Therefore)

S _

as was to
Next,

sin (n

2 sin

+ })u')
(u/2)

be proved.
two more

we prove

(3.1) overthe

formulas.

auxiliary

[\342\200\224-it,
-it] and

interval

dividing the result

1 1' sin (n + 1~)u

-n
2 sin (u/2)

1 =

the
Integrating
we
obtain
by 1:,

equality

du,

(32))

1-:

for

any

n whatsoever

(since the

see

that

the integrand

in

cosines vanish).
the sign of

of the

integrals

is even

(3.2)

(since

changing

and denominator and leaves their

sign of both the numerator

Therefore we have)
changed).
1
E

4.

\342\200\230The

Integral

Let

f (x)

have period
f(x)

21:and

+
229

the

ratio

un-

(33))

Fourier Series)

Partial Sum of a

for the

changes

1.
2

o\"sin(n+\302\247)udu=lJ\302\260sin(n+\302\253})ud
sin (u/2)
\"'\342\200\224\342\200\2342
1'!) -.. 2 sin (u/2)

Formula

It is easyto
14

that)

suppose

[V18) (ak
I! 1)
R\342\200\230

cos kx

sin

bk

kx).)

Writing

s,,(x)
and

substituting

s,,(x) =

-517:

(a,, cos kx

%\342\200\224\302\260
=1)

I:

the expressions for the

J:f(t)

dt +

Fourier

1
\342\200\230N)
[
\302\2431

L::f(t)
+

bk

kx),

coe\357\254\202icients,

cos kt

J:;f(t)

sin

dt-cos

sin kt

dt

we

obtain)

kx)

sin

kn]))

oonvenomce or TRIGONOMETRIC

sec. 4
R

or

using

[5

formula

+ sin kt sin

kx

cos

kx)]

dt

\342\200\224

dt,

x)]

(3.1)
''

functions

sin [(n

_l
\342\200\230
1: -..f(\342\200\230) 2

change variablesby

the

(coskt

cos k(t
kg \342\200\230

s,,(x)

Now,

2:)1)

1! -1:f(t)

\"\"~(\")

We now

\"

73

saunas

\"

_nf(t)

.;

FOURIER

,1:

f (x

setting

sin

\342\200\224
\302\247)(t x)]

\342\200\224
x =

u.

+ u)

f(x

d\"

\342\200\224
[\302\253}(t x)]

The result

is)

du.)

and)

u)

sin (rt + \302\247)u

2 sin (u/2))

are periodic

21: [see (3.1)],and the interval

21:. Therefore,the integral
over this interval
[-\342\200\230It,
integral over the interval
11:] (see Ch. 1, Sec. 1) and

is

same

the

we

a, with period

variable

the

in

of length

\342\200\224 \342\200\224
[\342\200\2241tx, 1:
x] is

as the

obtain)

s,,(x) =
This

for the partial

integral formula

which the

under

conditions

establish

f(x

u)
sum

du.

of

(4.1)

series allows us
to f (x) can

a Fourier

convergence of the

series

to
be

guaranteed.)

5.

Right-Hand

and

Suppose that

the

f (x +

0) = f (x).

point x if the

Derivatives)

Left-Hand
function

is continuous from
that f (x) has a right-hand

f(x)

we say

Then,

the

right

at

derivative

x, i.e.,
at the

limit)

lim)

f(x

\"

f(x\342\200\231
=f.\302\243(x)

(5.1))

\"2,\342\200\231

u->0
u>0)

exists

f(x),

and is

If
\357\254\201nite.

and if the

f(x)

is continuous

from

the

left

at x,

i.e., f (x

\342\200\224
=

0)

limit)
\342\200\230\342\200\234
f\342\200\230\342\200\231\342\200\230

(5.2))

=r:<x>

\342\200\234Z,\342\200\230'f\342\200\230\342\200\231\342\200\230\342\200\231

:33

exists and is

then
\357\254\201nite,

we say

that f (x) has a

left-hand

derivative

at

x.))

or mroouommuc

oouvenoeuca

74

can.

seams

rouruan

3)

case where f_{_(x) = f1(x),

the function f (x) obviously
has
an
at x, which
is equal
to the common value of the rightderivative
ordinary
hand and left-hand derivatives at x, i.e., the curve
at
y = f (x) has a tangent
the point with abcissa x. In the case where
and
both
exist
but
f ,;(x)
f1(x)
are unequal,
the curve f (x) has a \342\200\234corner\342\200\235
but
we can still speak of righthand
and left-hand tangents (as indicatedby the arrows
in Fig. 31).)
the

In

y=f(x))

V)

Froune

has a jump

let x be a point where f(x)

of (5.1), the limit)

Now

instead

f(\"

lim

31)

if

Then,

discontinuity.

\" \302\260)
\342\200\234\342\200\231
\"K\"
=

14

u\342\200\224>0

(5.3))

f,\342\200\231,(x)

u>0)

and is \357\254\201nite,
we again
say that f (x) has a
Similarly, if instead of (5.2),the limit)

exists

\"

0)

u\342\200\224>0

at x.

derivative

\342\200\230

+ \342\200\234)
f(\342\200\231\342\200\230
f(\"

lim

right-hand

= fj(x)

(5.4))

u<0)

exists and is

we
\357\254\201nite,

existence of a
to

equivalent

to

equal
function

of a
at

f (x)
f,.(x)

left-hand

x =

f(xo

As

the

of a

existence

at
tangent

and

x0

de\357\254\201ned
only

derivative

(x) has a

derivative

for x >
is

that f

say

right-hand

at x

equal
for x 2

x0 to the curve y = f.(x), equal

0) for x = x0. (The function
f..(x)
an example,
consider the function)

in Fig.

32.

This

to
to

the existence

for

x < 1
x = 1

V3:

for

x >

a jump

f_(x)

= \\/x
=

for

\342\200\224x3
for

existence

of a

tangent

to

equal

< xo.)

1,)

discontinuity

obviously

f,.(x)

(Thus, the
the

f (x) for x < x0 and

is de\357\254\201ned
for x
only

0
has

function

to the curve y = f.,.(x),

(x0 + 0) for x = x0.

x0.) In just the sameway,

\342\200\224x3
for

shown

discontinuity

to f

= x0 is equivalent

f(x) =

at x.
The
x = x0 is

derivative

left-hand

a point of
at x = x0

x 2

l,

x <

l.))

at x

= l,

and

SEC. 6

OF TRIGONOMBTRIC FOURIER

CONVERGENCE

SERIES)

we have)

Therefore,

rm)

f1(l)

The corresponding

(\342\200\2243x1),,.1

\303\251s)

-3.

by arrows

indicated

are

tangents

=
(-1%)\342\200\235!

in

the

\357\254\201gure.)

I)
4*

;,

.)
3

FIGURE 32)

6.

Su\357\254\202icient

at a

prove the

THEOREM.
Then,
tives

Let f

at

Fourier Series

important)

following

integrable
function of period 21:.
absolutely
the right-hand
and left-hand derivapoint where
to the value f (x).
In
series of f (x) converges
where f (x) has a derivative.)
case at every point

(x) be an

every continuity
the Fourier
exist,

particular,
Proof.
hand

of a

Convergence

Point)

Continuity

We now

for

Condition

and

this

is the

Let x be a continuity
left-hand derivatives

lim

of f

point

exist.

We

-'\302\273'..(x)

(x), where both the

to prove

have

right-

that)

f (x).

It-NI)

By

(4.1),

this is equivalent

to

\"1112 _} f_:f(x

Moreover, since it

follows

f(x) =
we can

from

,1,

that)

proving

du

u)

(6.1))

f(x).

(3.2) that)
an.

_\",r(x>

write)

+
[f(x
\"lino 11: ff\342\200\234

u)

\342\200\224

f(x)]

du

= o,

(6.2)))

76

OF TRIGONOMETRIC

CONVERGENCE

of

instead

FOURIER

Thus, the problem has

(6.1).

CI-IAP. 3)

SERIES

been reduced to

proving

(6.2).

We begin by

proving

function)

the

that

_f(x

+
_f(x
\342\200\230

14) -f(x)
\342\200\230
\342\200\234\342\200\231(\342\200\234)

2 sin

Since f
integrable.
derivative at the point x, the ratio)
_

f(x

2 sin

is absolutely
\357\254\201xed)

(x

left-hand

14

--f(x)

14)

(u/2)

(x) has a

(u/2)

(\"3\342\200\231)

and

right-hand

f(x))

u?\342\200\230

as

remains bounded
8 > 0 such that

u\342\200\224>
0.

+ u)

f(x

- 8<u
is
+
f(x
u)
for

[since

f (x)

M =
S\342\200\230

ratio

has

is absolutely integrable],and

integrable on

discontinuities
absolutely

can

hence

Therefore, the

exists a

number

const

f(x + u) is

discontinuous.

of discontinuities.

number

f(x):

For u 96 0, this
But

8.

<

words, there

other

In

function

only where
integrable

have only a \357\254\201nite

is absolutely
(6.4)

[- 8, 8].

the
[- 8, 8], the ratio (6.4) is absolutely integrable,being
\342\200\224 and the
of the absolutely integrable function
f (x + u)
f (x)
that
function
bounded
< 1/8). Thus,
l/u (|u| 2 8 implies
|l/u|
on [\342\200\224
outside
is
both
8, 8] and
integrable
absolutely
(6.4)
\357\254\201nally,
is
on
hence
and
8, 8],
[-\342\200\230It,
1:].
absolutely integrable
[\342\200\224
On the other hand, the function)
Outside

product

2 sin

is

for

continuous

bounded continuous
Thus, the
function

1 as u -> 0,3 and therefore is a

is unde\357\254\201ned only
for u = 0.
in (6.3) is absolutely integrable, being
<p(u) de\357\254\201ned
and the bounded
(6.4)
absolutely integrable function
O and
a\303\251

approaches
which

function,

function

the product of the

(6.5))

(u/2))

(6.5).

Now

that we

have provedthat

<p(u) is

absolutely

integrable, we note

that)

J:
Then,
3

[f(x

+ u)

\342\200\224

f(x)]

the desired relation

Use the familiar

du

(6.2) follows by

formula

lim sin on)

oz-+0

-\342\200\224=l.)
ag))

J:
using

cp(u)sin (n +
(2.9).)

du.
\302\247)u

sec.

7.

or

convnaoencr
for

Condition

Su\357\254\201icient

77)

Fourier Series

of a

Convergence

saunas

rounnzn

TRIGONOMETRIC

at a Pointof Discontinuity)
the

we prove

Next

following)

(x) be an absolutely
Then,
every point of discontinuity
series
left-hand derivative, the Fourier
Let f

THEOREM.

lim
lrr
\"aw 1:

It is

(n
+ )sin
2 sin

We shall

\"lg

(u/2)

(7.1))

the

can

to (7.2)

leading

11:

the relation)

prove

[2

+ u)

[f(x

\342\200\224

f(x

a right-hand

derivative
\342\200\234)

prove (7.2),we

as u
have

\342\200\224>
0.4

From

to consider)
u))

(7.3))

o,

the absolute integrability

prove
of the variable u:)
function

the

on

u)

2 sin

(u/2)

at x, the ratio
+ 0)

;f(\"

bounded

du

o)]

(u/2)

f(\" +

instead of (7.4).

argument

to (3.3))

4 To

0)_

2)

_f(x+u)\342\200\224f(x+0)=f(x+u)\342\200\224f(x+O)
(901) _
sin

remains

\342\200\224

+f(x

du=f(\342\200\235;\302\260).

we
instead of (7.1). First
interval [0, 1:] of the following

Sincef (x)has

that

same.)

the

Therefore,we

value)

the

0))

+ 0)

proof of (7.1),since

only give the

According

(x) converges

=f(x
\357\254\201nd\342\200\234

y;g%j:f(x+u)

is essentially

right-hand
to

21:.

and

that

show

to
su\357\254\202icient

(x) has a

Z-f(x
we have to prove

to (4.1),

-1'!f(x

of f

+ 0)

f(x

Proo\357\254\201According

where

of period

function

integrable

at

this we

(u >

o)

conclude [iust as in

(7.4))

the

ease)

78

OF TRIGONOMETRIC FOURIER

CONVERGENCE

(6.4) of

the ratio

of

Sec. 6]

that

on [0,1:].

is absolutely integrable

(7.4)

3)

function)

the

since

Then,

CHAP.

SERIES

2
the

is bounded,

+ u)

[f(x

I:

therefore

and

function

the

of the proofs
analysis
the existence of right-hand
needed only to be ableto prove
An

integrable on
=

du

the desired relation

of

(u/2))

is absolutely

<p(u)

-f(x + 0)]

Generalization
Secs. 6 and 7)

8.

sin

Su\357\254\201icient

Secs.

in

given

that

(7.3)follows

left-hand

and

absolute

the

+ u)

f(x

sin

<p(u)

using

by

[0,1:].
(n +

But)

du,)
\302\247)u

(2.9).)

in

Proved

Conditions

6 and 7 leadsto the

derivatives at the

point

of the

ratio)

integrability

conclusion
x was

-'

u)

in

Sec. 6

[see (6.4) et seq.]and

f(x

+ u)

absolute

the

\342\200\224

f(x

of the

integrability

+ 0)

(u >

u)

ratios)

0),
(8.2))

f(x+u)'_f(x_0)

(u<0))

11)

x is \357\254\201xed
and
the ratios are regarded as
7 [see (7.4) et seq.],where
if we assume this absolute
of u.
(relinTherefore,
integrability
derivatives
that
the right-hand and left-hand
quishing the requirement
more
convergence criterion:)
general
exist), we obtain the following

in Sec.
functions

THEOREM.

f(x)

of period

The

Fourier

21:converges

(8.1) is an absolutely
converges to the value)
the

series
to f

ratio

f(x

of an

+ 0)

integrable

absolutely

(x) at every point

integrable
function

of

continuity

of

the

variable

function

for

which

u, and

0))

3-f(x
at

every

integrable.))

point of

discontinuity

for

which

both ratios

(8.2) are absolutely

SEC. 9

OF TRIGONOMETRIC FOURIER

CONVERGENCE

Function

or

(Continuous

The following
is piecewise

the

Fourier

the

value)

is a

theorem

THEOREM.
which

Fourier Series of a PiecewiseSmooth

of the

9. Convergence

Discontinuous))

of f

resultsof Secs.6 and

consequence of the

If f (x) is an absolutely
smooth on the interval

series

79)

SERIES

function
of period 21::
then
all
x
in
a < x < b,
[a, b],
for
and
to
f (x) at points of continuity
integrable

(x) convergesto

\342\200\224

+ 0)

f(x

7:)

0))

:f(x
at

of

points
=

is a simple

theorem

The

Proof.

piecewise smooth function

and a left-hand
right-hand

on

need

the

points

x < E

< x

u,

so

that

E-> x,

of

the

The

the

>

x.

of

the

interval

[a, b],
derivative

x = b.

the conditions
exists at x =

Therefore,

f
In

the

of the
a and

criteria

of

However, if the inter(x) is piecewise smooth

this case, the Fourier

everywhere.)

criterion formulated
pertaining to the absolute
of the Fourier series in the case where f (x) is
convergence
will be proved in the next
section.))

we
\357\254\201nally,

1, Sec.
uniform

at a point

derivative both at a corner and at a

of the left-hand derivative is

on the whole x-axis, sincef (x) is periodic.

continuous,

+ 0).
f\342\200\231(x

Similarly,

Secs. 6 and 7 cannot be applied

at these points.
val [a, b] isoflength
21:, then it is easily seenthat

Thus,

use

existence

imply
only that the right-hand
left-hand derivative exists at

seriesconverges

of f (x), we

same way.

As for the end points of

theorem

a right-hand

discontinuity.

in

proved

< b, so that
is obvious at

2::

words, f (x)has

In other

This

=hmf(\302\247)=f(x+0).

\342\200\234

m
point

< x

that
have

have)

.
hm f(x+u)\342\200\224f(x+0)

and

and

.\342\200\230::8)

(x), we

of f

discontinuity

7.

um /'(a)

in

corners

the

At

\342\200\230:38

since

every x

Secs.6 and

\342\200\234

Ch.

=a

consequenceof the fact

1, Sec.9) must

for

derivative

\342\200\235
+ \342\200\234\342\200\231
f(\342\200\231\342\200\230
f(x)

lim

in

at x

(see Ch.

[a, b]

only apply the theorems of

where f (x) has a derivative.
rule
and obtain)
L\342\200\231Hospital\342\200\231s

we

that

may fail

convergence

(The

discontinuity.

b.))

have

proved

10. The secondpart

the

\357\254\201rst
part

of the

criterion,

of the

or nuoonommuc

oouvanonncn

80

Uniform

and

Absolute

I0.

Continuous,

3)

of the Fourier Seriesof

of Period 21:

Convergence

Function

Smooth

Piecewise

cmr.

saunas

romuen

be a continuous, piecewisesmooth function

of period
211:.
f(x)
Then,
derivative f \342\200\231(x)
exists
is a
and
everywhere
except at the corners of f
bounded function (see Ch. 1,
the formula for
Therefore,
9).
applying
Let

(x)

the

Sec.

a,, =

11:

f (x)

E:

=.-

obtain)

..
nx

sin

E1;L:f'(;c)

nx

sin

dx,)

dx)

:1: _\342\200\230:f(x)

'73-\"

The terms
Thus, denoting

we

cos nx dx

sin

[f(x)

1%

b,,

permissible becauseof Ch. 1,Sec.

4),

(which is

parts

by

integration

the

+
nx]::\357\254\202

in the

brackets

in

cos

[f(x)

Fourier

f\342\200\231
(x) cos

L;

7-31;

formulas vanish.

of both

side

right-hand

the function

coe\357\254\202icientsof

nx dx.)

\342\200\231(x)
by a,',

and

we
b,\342\200\231,,

\357\254\201nd
that)

bi.
\342\200\224

a,, =

b,,

-5.

Since f \342\200\231(x)
is bounded
theorem of Sec.1 that

and
the

0.\342\200\231.
\342\200\224

(n

hence square

_
\342\200\224

l, 2, . .

(10.1))

.).

integrable, it

follows

from

the

series)

3; (a;,2 +

(10.2)

b,\342\200\231,3)

n=-I)

converges.

obvious inequalities)

Next, consider the

11

2a,\342\200\231,| 1

=\"~\"\342\200\230|7r+;i>\302\260\342\200\231)

(\"'~\";)

n
(|b;.|_.1.)2=b;_2_.2_'_bz'-_'+_12.;o,
which

n)

imply
la}.

b.'.

(n=1,2,...).

-;\342\200\230-1+|\342\200\224n-|<\302\247(a,,3+b,,2)+-n\342\200\2242-

On the
series

right

appears

term of a convergent

the general

11

n))
Ed)

series.

Therefore

the)

SEC. 10

OF TRIGONOMETRIC FOURIER

CONVERGENCE

also converges.
But
piecewise smoothfunction,

from

follows

it

then

(10.1)

that

for

any

SERIES)

continuous,

series)

the

(|a..| +

fl

(10.3))

|b..|)

converges.

the convergence of the series (10.3), we used only

series
(10.2);this series always converges when f \342\200\231(
convergence
is square
not exist at certain points-\342\200\230>].Therefore,
[f\342\200\231(x)
integrable
may
also converges in this case [when f (x) is a continuous
function
of
(l0.3)
To

Remark.

prove
of the

the

21:].

period

We now
given

consider

a very

a trigonometric

series)

simple

If the

1.

nx +

(a,, cos

fact.

important

very

sin

b,,

Suppose we are

(10.4))

nx)

\"\302\2431

which is not assumedin advance

Then the following result holds:)
THEOREM

but

seriesof any

the Fourier

to be

function.

series)
Q)

then the

converges,

(lanl +

series (10.4)converges
sum of which
1, Sec. 6).)

therefore

has

a continuous.

Theorem

1 of

Ch.

(10-5))

lbnl)

and

absolutely

is the

it

uniformly,

Fourier series

and

(see

Since

Proof.

la, cosnx +

sin

b,,

nxl

a,, cos

<

nxl +

|b,,sin

nx|

<) a..| + Ib..|,)

the terms
the

of the

convergent

Weierstrass\342\200\231

M-test

(Ch.

series (10.5).
1, Sec. 4).)

This theorem and the theorem

THEOREM

function
This

of Sec.9 imply

The Fourier series of a

f (x) ofperiod21:

proves

It follows from
5

2.

I.e.,f\342\200\231(x)
may

converges

the
this

exceed the terms of

from
Then, the theorem follows

(10.4) do not

series

trigonometric

numerical

to f

the

continuous,

following)
piecewise

(x) absolutely and

smooth

uniformly.)

of Ch. 1, Sec. 10.

second part of the convergencecriterion
that a continuous, piecewise smooth function)
theorem

not exist at

a \357\254\201nite
number

of points

in

each

period.))

82

21:can

of period

f (x)

s,,(x) of its
an

As

Fourier

for large
this is just what

cos3x

the graph of f (x)and

s5(x)= 7-25\342\200\224
;;(cos
of

each other

We see that

series.

its Fourier

n =

for

partial

3)

sums

convergence

piecewisesmooth
Ch. 1, Sec. 13,

2 of

cos5x
52)

3x

x +

the

by

uniform

Example

the partial

of

co;
curves

two

the

In

32

f(x)=;\342\200\224;:(cosx+

33 shows

1:.

-1: < x s

Figure

the periodic, continuous,

consider

to |x| for

f(x) equal
that)
proved

CHAP.

SERIES

approximated

in fact,

1, Sec.4.)

illustration,

function
we

well

be
series;

(See Ch.

means!

FOURIER

OF TRIGONOMETRIC

CONVERGENCE

sum)

+ co;

5
x)-)

are already quite

closeto

5.)

I
I
I
I
I
I
I
I
I
I
I
I
I
I

.........__.._........_..__._)

:4

\342\200\230If)

FIGURE 33)

The remark preceding Theorem 1 allows us to state

ization of Theorem2:)
3. The

THEOREM

period 21:,whose
square

II.

converges

integrable,

Uniform

Convergence
of

Function

Integrable
LEMMA

Fourier series

derivative

continuous

of the
21:

following

function

generalf (x)

of

at certain points) is
to f (x).)

Fourier Seriesof a Continuous

with

an

Absolutely

Derivative)

f (x) be a continuous
(that
integrable derivative

1. Let

an absolutely

Period

of a

may not exist

absolutely and uniformly
(which

the

function

may

has
of period 21:, which
not exist at certain points),))

SEC. 11

OF TRIGONOMETRIC FOURIER

CONVERGENCE

let w(u)

and

for

Then,

u <

<

(on

f(x

the

f\342\200\234
C

holds

of x,

all values

for

integer) is

a continuous

with

derivative.

inequality)

< s

sin mudu

+ u)o)(u)

is

m (which

that

provided

(11.1)
not

an

necessarily

su\357\254\202icientlylarge.

by parts

Integration

Proof.

+ u)oo(u) sin mu

ff(x

a function

B) be

0 whatsoever,

3 >

any

SERIES)

(x + u)oo(u) cos mu]u=e

du

gives)

[\342\200\224
f

'1\"

(1 1.2)

The term

[f(x + u)o)(u)]\342\200\231 f
easily seen that the integral
=

it is
not

+ u)oo(u)]'

[f(x

L\342\200\234

for
su\357\254\201icient

our

Now

we

(11.2)
LEMMA

that

are

purposes.
have shown

bounded,
2.

The

the

bounded

Proof.

for

-1:

<

+ u)|
|f\342\200\231(x

<

const,)

\"

mu)!

ff\"

In

du +M((3

du +

fact,)

do

\342\200\224
at))

on))
Mas \342\200\224

is periodic.
f (x), and hence I f \342\200\231(x)|,
< 21:, which is not essentialbut

\342\200\224
at

that the term

of

validity

(11.3)

u)a)\342\200\231(u),

bounded.

absolute values which

by (11.3))

that

brackets

in

and

is

the integral

is obvious.)

(11.1)

integral)
1*

I _

is

right

i.e., have

dul

(3

is also

then,

cos mu

where we have used the fact

We have also assumed that

in

on the

are bounded,
+ u)oo\342\200\231(u)
exceed some constant M. But

oo(u)]'

+ f(x

+ u)co(u)
\342\200\231(x

and f(x

a)(u)

u)

Since)

bounded.

is obviously

brackets

in

[f(x +

% If

cos mu du.)

< u <

mt

sin

dt

J0 2--\342\200\224\342\200\224\342\200\224sin
0/2)

1: and any

(11.4))

m.

We have)

1=

dt

]:c..(:)

sin mt dt,

\342\200\230\302\260'i\342\200\234t'\"\342\200\230
where)
l)

\342\200\234<0

mm

\"

1
7\302\260))

(11.5))

84

OF TRIGONOMETRIC

CONVERGENCE

we
rule,
L\342\200\231Hospital\342\200\231s

Applying

[if we set a)(0)= O and

is obviously bounded.

On the
mt
t

-Io

it is

other

dt_

CHAP.)

SERIES

see that

o)'(t) are continuous

in (11.5)
second integral
setting mt = x, we obtain)

and
\302\242o(t)

The

co\342\200\231(0)
1%].

0 sin

and

FOURIBR

hand,

sin

dx\342\200\231)

JV\"!
0

the last integral does not exceed the area of the

curve y = sin x/x (see Fig. 34). Therefore, both
I is
right in (11.5) are bounded, i.e., the integral

easily seen that

\357\254\201rst
of the
\342\200\234hump\342\200\235

the

on

integrals

bounded.)

ma)

FIGURE 34)

THEOREM.

21:with

an

The Fourier

points) convergesuniformly

s..<x)-

continuous

derivative
(x) for all

to f

f (x)
not exist

of period
at certain

du.

(11.6))

function
may

(which
x.)

the diiference

Consider

Proof.

series of a

integrable

absolutely

f(x =

mx

L;

,1,

\342\200\224

+ u)

f(x)]

already calculated in Sec. 6, where we have set m = n + 1:. Choose any

3 > 0 whatsoever, and let 8 be a number
0 and 1:. Then
between
the integral
in (11.6) into three integrals
divide
1,, I2, I, over the inter\342\200\224
vals
8, 8],
[\342\200\224
[8, 1:], [\342\200\2241c,
8],
by parts
respectively.
Integration

gives
\"

sin

mt

3
\342\200\230

La
For

the value

of the

function

we

of the
(sin

+ 8)

[f

\"

(\" +

sin

mt

d\342\200\231
\"\342\200\234\302\260
\342\200\234)
2'\"si'\342\200\224n
Io
(:/2'''')'

on the right we obtain

sin (t/2)])

\357\254\201rst
term

mt)/2

- f(x)) + (/(x -

\"=3)

us:-8

n=k@+o\342\200\224mmL5\357\254\201W5w)

8)

f(x))l

the

[using

3 sin
Io mm

evenness)

mt)
dz.))

SEC. 11

shows that

which

this
does not exceed e/2 in absolute
term
small 8 [sincef (x)is continuous
and
the integral
On
2)
the
other
Lemma
hand, by
2].

sufliciently
by

OF TRIGONOMETRIC FOURIBR

CONVERGENCE

Lemma

< Mf:8|f'(x + u)|du

is a constant,

all

for

mt):

of the continuous

increment

If

I;
and
\357\254\201xed)

(xo

small

is therefore

s;)

Mj::f'(:)dz
8, since

the

integral)

at)

function)

dz
\342\200\231(t)|
8 is small.\342\200\230Thus,

when

|Il|

for any x

is bounded,

su\357\254\202icientlysmall

1::
is the

for all

value

dz]m)

u)f:

\357\254\2018[f\342\200\231(x+

where M

SERIES)

\357\254\201nally)

< 39

whatsoever, provided that

the

8 is

number

chosen to be

su\357\254\202iciently small.

Furthermore)

llzl <)
for all x,

1,

mu)

+)

< e)
]:f(x)-?i\342\200\224\342\200\2341\"\342\200\224\342\200\234-\342\20
2 sin (u/2))
u)\342\200\2243i\342\200\224n\342\200\224(u\342\200\224/-2-)du

provided that

This

n is su\357\254\202icientlylarge.

follows from

Lemma

set)

we

if

sin

f:f(x

=)

\342\200\234*0\342\200\235

at =

and

8,

(3

1:.

results,

Combining

|s..(x)
for

all x,

provided

A similar

we

\342\200\224

f(x)|

that

I2. Generalization of

for the

n is

$11.

+ I.

integral

sufficiently

large.)

the Results of Sec. II)

of a
of the convergence
we say about the nature
derivative
an
has
is
and
continuous
absolutely integrable
(x)

6 Without

loss of generality,

I3.

< e)
+ Isl < 3;\342\200\230

can

What

seriesif

is obtained

inequality

have)

we can

assume

that

-117 <

x <

1:.))

Fourier
not)

86

OF TRIGONOMETRIC FOURIER

CONVERGENCE

this

First we

question.

Let

LEMMA.

and let

any

8 >

the

with

period 21:,
derivative.

inequality)

m (which

that

ourselves with

function
of
a continuous

integrable

+ u)m(u)sin mu

all x, provided

holds for

1 of

Lemma

whatsoever,

Ff(x

now concern
Sec. 11.)

\342\200\230I
We shall

interval

strengthen

be an absolutely
< B) be a function

f (x)
S u

\302\242o(u)
(at

for

Then,

some

but only in

everywhere

CHAP.

SERIES

is

du

(12.1))

< s,

not

is

an integer)

necessarily

su\357\254\202icientlylarge.)

M, M = const,

|<o(u)| <

Let

Proof

piecewisesmooth function
L;

|f(x)

\342\200\224

the

remark).

(see Lemma2 of Sec.2 and

+ u)co(u)

LBf(x

+)

If

not

g(x +

[f(x

J\342\200\234

duh

u)o)(u)

<
dul

mu

sin

f:

+ u)

- scx +

u)]co(u)|

and

choose

21: which
dx

<

inequality)

5-,)

Then we
+ u)

a continuous,

satis\357\254\201es
the

\342\200\224

|[f(x +

g(x

u)

have)

+ u)]a>(u)

\342\200\224

g(x

sin mu

+ u)]o)(u)|

du

du)

(12.2))

du|.

is large enough,
then by Lemma
exceed e/2. On the other hand)

|Lf(x

If

s<x)I

=)

mu

u)o)(u)sin mu

g(x +

f:

sin

of period

g(x)

1 of

Sec. II, the last

integral

does

du)

<MJ:3|f(x+u)\342\200\224g(x+u)|du<MJ:|f(x)\342\200\224g(x)|dx\342\202\254;s)

where we have used the periodicity

of the difference f (x) \342\200\224
and
g(x)
have assumed that (5 \342\200\224
at < 21:.
Thus, (12.2) implies (12.1).)
Let

THEOREM.
which

is continuous

interval

[a,

the

Fourier

[a+

8.b

be an

and has

absolutely

an

absolutely

so

the

that

by

the

of period

21:,

derivative on some
integrable
exist
at certain points.)
Then,)
to f

(x) on every

interval

interval [a, b] is not less than 21:, it is

for all x and has an absolutely
integrable
theorem of Sec. 11, the convergence
of its))

of the

length

is continuous

function

integrable

(The derivative may not

series of f(x) convergesuniformly
\342\200\224
8] (8 > 0).)
b].

Proof. If
clear that f(x)
derivative,

f (x)

3)

SEC. 12

Fourier

OF TRIGONOMETRIC FOURIER

CONVERGENCE

series is

lessthan

Thus, we assume

x-axis.

whole

the

on

uniform

the length of [a, b] is

We introduce
an

SERIES)

that

21:.

function

continuous

auxiliary

for a < x
equals
f(x)
\342\200\234linear\342\200\235
on the interval
[b, a

which

F(x)

x =

< b, equals f(a) for

+ 21:](seeFig.35).

of period

a + 21:,and
[a, a +

Outside

the values of F(x) are obtained

extension.
by periodic
that F(x) has an absolutely integrable derivative.)

It is easy to

21:,
is

21:],
see

I
ll)

Ila)

/-'(a)=

/\"lb)=f(a))

a+27r:

Fromm

we

Next,

set <D(x) =

integrable and <I>(x)

f(x)

35)

\342\200\224

function

This

F(x).

x < b.

a <

0 for

\342\200\231)

(x) = F (x) +

is absolutely

Obviously)

\342\200\230F(x))

and

- f(x)

we)

mac

1'\"
,\342\200\230-t

[<l>(x

11-: I;

u)

- F(x)]

du

\342\200\224

du

<I>(x)]

(12.3))

+129)

=Il

where we have set m =

of Sec. 11, the Fourier

+ u)

n +

series

Let s

> 0bearbitrary.

of F(x)

By

converges uniformly

the theorem
to

F(x),

so

that)

|1,|

for all x,
Now

providedthat n is su\357\254\202icientlylarge.
8.
Then <I>(x)
let a + 8 < x < b \342\200\224
I2 =

If -8 <

(12.4))

<-E

<

sinmu
+

1-cJ\342\200\230_n(p(X

du.

u)

8,wehave

a <x+u

<

b))

O and

therefore)

88

OF TRIGONOMETRIC FOURIER

CONVERGENCE

of x

the values

for

under

u) =

Cl-IAP.

3)

hence)

and

consideration,
<I>(x

SERIES

0.

Therefore

-8

sin mu
du

1
+
1, = 1-: _\357\254\202<I>(x
u)
and

it

only to apply
a result, we obtain)

remains
As

integrals.

lemma

the

|I,|
for

for

x <b

8 <

a +

to (12.3), it

follows

the

all x in

In

Remark.

function

grable

In Example

which

for x
In

[a,

8.)

\342\200\224

n is

that

provided

8],

su\357\254\202iciently

consider the piecewisesmooth,

0 < x < 1:and -1:/4

1:/4 for

equals

absolutely inteand piecewise

b].)

Sec. 13, it

= sinx +)

was

= 0 (k
whilef(Ic1c)
show
36
we
the
Fig.
graph

shown

J\342\200\231

even,

for

-1:

periodic

< x

< 0.

that)

sin 7x

sin 5x

sin 3x

55 ICE,

its Fourier

<

Ilzl

according

Finally,

the theorem is valid for an

is continuous
of period 21: which

Ch. 1,

f(x)

4'

n.

particular,

interval

5 of

< |Il|

of these

theorem.)

this theorem

illustrate

To

\"'f(x)|

f(x)

smooth on the
function f(x)

|Sn(x)

+ 8,

to each

(12.5))

all su\357\254\202icientlylarge
(12.4) and (12.5) that)

[a

)du,)

u)

\342\200\224
8 and

interval

sin mu
+

proved

just

from

proves the

This

large.

\"

+ 1-J8<l>(x

J\342\200\231

+...)

= 0, :1, :2, . .).)

of f (x)and of the following partial sums of

series:)

s1(x)=
s3(x)

sin

= sin

sin
S50\342\200\230)

sin
S70\342\200\230)

x,)

x+

211325.

x +

+
sin33x

x +

+
s1n33x

sin55x,

s1n55x

sin77x)

The \357\254\201gure
shows the uniform character of the approximation
of the
clearly
\342\200\224
\342\200\224
sums
to
on
the
intervals
and
1:
+
partial
f (x)
[\342\200\2241t8,
8] (8 > O),
8]
[8,
on which f (x) is a smooth function.
Note
that the number 8 can be chosen))

SEC. 12

OF TRIGONOMETRIC FOURIER

CONVERGENCE

SERIES)

7
l

14
'1\342\200\231

:1

7
_1[
4

/\\

1
}

\\-1r

\"

\302\260
I
\\
L

V
\342\200\2311

2:1
\"
:
\\-vr

7
_,
0

1r\342\200\230

I
I

711*\342\200\231
\342\200\234

:
7_ 3

\\\342\200\2307\342\200\231

1r\342\200\230

14*\342\200\231

1+

\\'1\"

7 X
1r\342\200\230

0
I

Fromm

to be

arbitrarily

small

made smaller,
we need
have a good approximation

36)

not equal to zero).

to take partial sums with

(but

to f

precisely, to approximate f (x)with

(x) on the

It is easily

intervals

a speci\357\254\201ed
degree

higher
just

seen

indices

as 8 is
in order to

that

mentioned

of accuracy).))

(more

90

or

oonvenonncn

I3. The

Localization

can. 3

rounuza seams

uuoonomrrnuc

Principle)

A change in the values of a function

its Fourier coef\357\254\201cients considerably.

small

on a

even

can

interval

change

if an absolutely

integrable
and a left-hand
derivative at the point x, or is
function
f (x) has a right-hand
of
continuous
and
has an absolutely integrable derivative in a neighborhood
series
remains
to Secs. 6, 7, and 12,its Fourier
x, then, according
convergent
of x.
a neighborhood
outside
no matter how the values of f (x) are changed
as the
known
This fact is a special case of the following
proposition,
However,

localization principle:)

grable

behavior

The

THEOREM.

function f(x) at

arbitrarily

the

inteof the Fourier series of an absolutely

x
in
an
x
on
the
values
point
depends only
of

small neighborhood

of x.)

This
proves that if the Fourier seriesoff (x)is originally
then no matter how we change the values of the function
(however
absolutely integrable) outside a neighborhood
series remains convergent, while if the series was originally
it remains divergent.)
Proof.

We use

s,,(x)

the
=
1-:

for the

formula

integral

f_';f(x

leaving

at x,
it

of x, the
at x,
divergent

small)

partial sums (seeSec.4):)

du)

u)
sin

=;t

convergent
(while

mu)

4' 11+

+
_f8f(X

I2,)

small positive
where we have set m = n + J}. Here 8 is an arbitrarily
\342\200\224
over the intervals [8, 1:]and
8]
number, and I1, I, are the integrals
[-\342\200\230It,
On these intervals, the function)
respectively.
1

2 sin

is continuous (since|u|

and

8),

integrable.

But
I, =

approaches

zero

then

J:

)
to (2.9),

according

the function)

therefore,

f(
_\342\200\224)

<9(u)

is absolutely

(u/2))

q>(u)

.
sin

as m \342\200\224>
oo.
The same is

mu

true

the

integral

du)

of I2.

Thus, whether

or))

SEC. 14

the partial

not

depends on the

sums of

\342\200\224>
oo of

\342\200\224
x

8,

+ 8]

values of the
of the point x. This

I4. Examples of

the

at

limit

SERIES)

point

du,)

u)

only the

involves

which

have a
the integral)

series

Fourier

the

as m

behavior

J:f(x
1-\342\200\230:

[x

OF TRIGONOMETRIC FOURIBR

CONVERGENCE

f (x) in the neighborhood

the localization
principle.)

function
proves

Fourier Series Expansions

of

Functions)

Unbounded

This
Example 1. Let f(x) = \342\200\224ln
|2 sin (x/2)|.7
becomes in\357\254\201niteat x = 2k1r (k = 0, 11, :2,
periodic, since)

. ..).

is even

function
Moreover,

and

f(x)

is

=
Zsinxgz\357\254\202

Zsingl.

|-Zsin;

=|2sin(;+-n:)|=

sothat
ln

2sinx

ln

:2\342\200\234

The graph of f(x)

is shown

in

37.)

Fig.

Frame

37)

to prove
that f (x) is integrable,
it is suf\357\254\201cient
[0, 1:/3] (see the graph of f (x)). Clearly,

To prove

on the interval
\342\200\224

ln

J\342\200\230:/3

sin;

dx =

\342\200\224

ln

L\342\200\234/3
(2

[xln

= sln
In x

denotes the

natural

logarithm

that it is
we

\"/3 x

x=*/3

(2s1n\302\247)L_\342\200\230 +L

(2sin;-)
of x.

integrable

have)

dx

sin

. x

\342\200\224
\342\200\224

2sin;-)

Ln/3

(Translator)))

dx,)

cos (x/2)
dx

92

FOURIBR

OF TRIGONOMETRIC

CONVERGENCE

CHAP.

SERIES

3)

2 sin (x/2) > I for

since
where
we have dropped the absolute value sign,
3
sin
ln
0 < x < 1:/3. As 3 \342\200\224>
the
0,
(2
(s/2)) approaches zero,
quantity
as can easily be veri\357\254\201ed
while the last integral
rule,
L\342\200\231Hospital\342\200\231s
by using
to the

converges

integral)
x cos (x/2))
2 sin (x/2) dx\342\200\231)

F/3
0
which

since the

has meaning,

obviously

In

(see

the

dx)
\342\200\2315\342\200\230

[0, -n:/3]. Moreover, f(x) is

it does not change sign

interval

interval [0, \302\253/31,since

on the

integrable

absolutely

there

is integrable on

f (x)

i.e.,

exists,

2 sin

J\342\200\230:/3

y-13

is bounded.\342\200\234 Thus)

integrand

Fig. 37).

is even,

Sincef(x)

have)

we

(n=l,2,...),)

b,,=0
a,, =

(n

= 0,

\342\200\224;2-:Kln(2sin-\342\200\231;)cosnxdx

of

First

all, we

calculate the

l,2,...).)

integral)

I=f:1n(2sin\302\247)dx)

''
=fo
the last

denote

We

. x
(ln2+lns1n-2-)dx=1tln2+_[o
integral

by

\"/2

\"/3
2L
Y =

Therefore

\"/2

ln

1: t

cosi-dt

1: In 2

implies
Recall

2]:/zlncositdt.)

gives
\"

2L/zln smidu

2L/zlnsinidt.

so that
21\342\200\231,

Y =
This

.t

= 2t:)

substitution

(2s1n\302\247cos\302\247)dt)

21:/zlnsin\303\251dt
u

lnsmidx.)

ln

-:rln2
t =

substitution

The

make the

lns1ntdt=2Io

Y=2Jo
=

Y and

that I = 0, so that

=
a0

-1:

ln

2.

0.)

that)

..\342\200\234\342\200\230.\342\200\230a2\342\200\230ss?\302\247\"\342\200\224<xm=\342\200\2

SEC. 14

_ _
a\" _

(2

x=\"=

sin

(x/2))

11:

nx]

n)

\342\200\234removed\342\200\235
by using

sin nx

\"

,..,

vanishes, since the

braces

in

\357\254\201rst
term

(The

sin

[sin

(n +

+
\302\253Bx

sin

nx cos

(x/2)

2 sin (x/2))

E o

dx}

0 is
x\342\200\224>

for

indeterminacy

But)

L\342\200\231Hospital\342\200\231s
rule.)

cos;

SERIES)

gives

by parts

integration

Furthermore,

easily

OF TRIGONOMETRIC FOURIER

CONVERGENCE

sin (n

\342\200\224
\302\247)x],)

therefore)

and

a\"

which

_l
\"

formula

by

Since the

2 sin

(3.3)

function

1 2, . . .),it

\"sin(n+

of Sec.

3 gives

a,, -.-.%

(n

is obviously

f(x)

the theorem

from

follows

1~)x

o 2 sin
(x/2)) \302\242+%I\"

dx,)
(x/2))

=1,2,...).)

differentiable for x

96

(k =

2k1c

\342\200\224ln)

Zsin;

for x
can

:1, 12,. . .). It should

become
in\357\254\201nite. Thus,
in
(14.1)
as valid for all x.
regarded

2k-n:
a\303\251

(k =

0,

be

Setting

= 1: in

1,

(14.1)

=cosx+\302\260\302\260;2\"+\302\260\302\260s3\"+--3

sides of

both

0, 1

of Sec.6 that)

be noted
that for x --= 2k::,
this sense, the equation (14.1)

(14.1), we obtain the familiar

formula)

m2=1\342\200\224;+\302\247\342\200\224i+~~)

to

we

2. Let f (x) = ln |2 cos (x/2)|.

This function
Example
-00
for x =(2k-I-1)\342\200\230)! [k = 0, :1, i2,...].
see that)
In)

i.e., the
function

Fourier

graph

1n|2

of

Setting

and goes
= t \342\200\2241r,

f (x), it

by
is

In |2
shifting

2)

1n|2sin-t-)
\342\200\224\342\200\231-\342\200\230)|

=1n|2cos(-3

function

sin (x/2)|

series of

even

2cos?-

the

is

cos (x/2)| is obtained

it

suf\357\254\201cient
to
')

that

from

by an amount 1!.
make the substitution

To
t

of the
the

obtain

x +

\342\200\230It
in

the expansion
In) 2sin\302\243- =-COSt\342\200\224
2

[see (14.

1)]. The result is)

x
In

2cos-ii

cos 2t

cos 3t)

2)
-\"*--'-3-\342\200\224\302\260\302\260\302\260)

= cosx \342\200\224))

cos22x_l_cos;3x____

(14.2))

94

couvanonucn

for

for

all

a\303\251
(2k

(14.2) go

or

-00

to

1):: [k = 0, 11,
for x = (2k +

:2, . . .].
l)1t,this

both

since

Moreover,

be regarded

can

equation

3)

of

sides

as valid

x.)

A Remark

IS.

CHAP.

saunas
1-\342\200\230ounnsn

TRIGONOMBTRIC

Functions of

Concerning

Period 21)

in this and later chapters, we do not

talk
questions of theory
of period
T = 21. However, the
Fourier expansions of functions
who is familiar with
the contents
of Chs. 1 and 2 will have no trouble
reader
\342\200\235
in making the transition
from
the case of the \342\200\234standar period
21: to the
In

discussing

about

case of any

period.)

PROBLEMS

l. Derive

formula

1+

2.

+...+

etx

of the following

each

For

f;(0), if

the formula

from

(3.1)

functions,

\357\254\201nd
the

right-hand

= f \342\200\231(0
\357\254\201nd f \342\200\231(x)
+), if
x\342\200\224>)
ling

and

it exists,

.)

ynx=
this

limit

derivative at

zero

exists:

x>0)

f(x) =

a)

xsini;

b) f(x) = x3
f(x) =

c)

[In each

sin%;)

x3

sin)

case,f(0) = 0.])
that the theorem

3.

Show

If f

(x) is an

the

point

x0, and if

of Sec.6 can

integrable

absolutely

there are numbers

|f(x)

for

all x in

some neighborhood

of f (x)convergesto the
4. Let
Fourier

f(x),
series

and

g(x)

function

value

in the following
generalized
way:
of period 21:,if f(x) is continuous at
> 0, on > 0 such that)
be

- f(xo)|

<

of xo (cf.

Ch. 1, Prob. 7), then

f (xo) at

be absolutely

Clx

the point

integrable

\"

xol\342\200\234)

functions

with

are)

0)

f(x)

n=l

aneinxs

g(x)

the

Fourier

series

xo.)

n=l))

bneinxs)

period

21:, whose

or mroonommuc

convenosncn

pnonuzms

rounnzn

saunas

95)

and let
5; J 0

h(x)

2::

h(x)

- ago)dz.

f(x

c,,e\"\342\200\235\342\200\230.

n=-I

that)

Show

2\"

1)

|h(x)Idx<

2-,,

c,, = a,,b,,. In particular,

and that
that)

f:\"|e<x)Idx))

(2\342\200\224,,ff,\"If(x)Idx)(2i,,

are square integrable,

and g(x)

if f(x)

show

Z |c..| <

co.

n=l)

5.

seriesof h(x)

the Fourier

that

i.e.,

the Fourier

that

Show

convergent.)

is absolutely

series)
Q)

-kao +

be written

can

b,,sinnx))

form

the

in

(a,,cosnx +

ieo +
9,, =

where

6. Suppose

x/a?. +

0 and

that)

p,,|cos (nx

for a

< x

< b.

Show

0\302\273).

terms of a,, and b,,.

0,, in

b';\342\200\230,.
Express

9,. 2

that

Z 9..cos(nx+
n =2 I)

e,,)|

+_

< M

=1

that

<

9,,

co.

in =- I

Integrate

equation

|cos (nx

+ 0,,)|2

cos?

and then

use equation

Hint.

7. According

to

(nx

(I) from a to b, use the fact that

+ 0,,) = i + icosznxcos 20,,\342\200\224
}sin2uxsin20,,,

(2.9).
(13.7)

equation

of Ch.

1, the

f(x)=}(1:\342\200\224x)

has

the

Fourier

(0<x<21:)

expansion)

f(x) =
k=Il))

function

.)

(1))

96

or

oonvr-manner
s,,(x) be

Let

the

nth

3)

the series,i.e.,)

sum of

partial

CHAP.

saunas

rounnzn

TRIGONOMETRIC

Mx) = 2 sinkkx,)
k=-1
and let

'_

sin

W\342\200\235)

Show

where

\302\253})x_

(x/2\

that)
=

a)

b)

(n +

-2s\"in

\302\260s..(x>
\302\247+

I:

p,,(:)

dt

I: 2.0)

at;)

dt

o>,,(x) =

dt

If

\302\242..,,(x),)

as n\342\200\224->
co;)
\302\242o,,(x)\342\200\224->0

8. Using

the

of the

notation

preceding problem,

show

that)

um)
Comment.
the

Thus,

series of
function
at x

Fourier

of the

near x = 0 (a point
of discontinuity),
the partial sums of
the function
exceed the value
f (x) of the preceding
problem
= 0 by the amount)

o t
f\"@dz
This

illustrates

the so-called

seriesofa discontinuous
jump

discontinuity.))

\342\200\224 0.23.
\"-\342\200\230z

Gibbs phenomenon,

function

according

its limiting
\342\200\234overshoots\342\200\235

to which

the Fourier

value at

a point

of

4)

TRIGONOMETRIC

WITH

SERIES

COEFFICIENTS)

DECREASING

Lemma

Abel's

The

following

result

110+ 111+
be

a numerical

the

on satisfy

below:

needed

be

will

Let

ABEL\342\200\231s
LEMMA.

series

llg+\302\260\"+ll,,+\302\260\302\260\302\260)

or complex

real

(with

where M

is a constant.
zero

if the

Then,

partial

at1u1 +

and its sum s

positive

numbers

oco, al,

ocz,

. . .,

dzuz + - - - +

the
satis\357\254\201es

at,,u,,

- - -

inequality

then,

since

(1.2)

Let)

s,,

no =
Sn =

= aouo

so and

a,,, . . .

(1.1)

Isl < Mono

Proof.

sums

the series)

monotonically,
acouo

converges,

whose

< M.)

|o..|

approach

terms),

condition)

u,,

+ at1u1+-- - +
0,,

\342\200\224

o,,_,

oc,,u,,;

(n = 1, 2,.

. .),
'

we

have)

\342\200\230
\342\200\234
\342\200\2344'
4' \302\260\302\2421(\302\260'1
0'1) +
Go)
\302\260\342\200\2302(\302\260'2
\302\260\342\200\230o0'o
\342\200\224
+\342\200\234n(an an-1)
97))

TRIGONOMETRIC

COEFFICIENTS

WITH DECREASING

SERIES

CI-IAP.)

or

+311-l(\302\242n-1

an) +

s..-0.0%.. =

- a2)

consider

+---

+c1(a1
0o(\302\260\302\242o\342\200\224\302\260\302\2421)

(1.3))

+311-l(\302\242n-1

Now

an\302\242u\302\260

that)

follows

It

+\302\260'\302\260

+01(\302\260\302\2421
-dz)

3\302\273
-0(1)
='-0o(\302\260\302\242o

a'n)\302\260)

the series)

0o(\302\260\302\242o
411)

01051

\"' 052)4'

\"
\302\260
\302\260
\302\260
\302\260
\302\260
4' \302\260
+ 0\302\273-1(\302\260\302\242u-1
(1-4))
0%\302\273)

do not
series converges, since the absolute values
of its terms
exceed the correspondingterms of the following convergent series with

This

terms:)

nonnegative

M(ato\342\200\224ot1)+M(a11\342\200\224at2)

+---+

+---

M(at,,_1-ot,,)

=M(\302\260\302\242o\"'\302\2421+\302\260\302\2421\"\302\242z+\302\260\302\260\302\260+\302\242n-1-\302\260\342\200\230

The

right-hand
as n
therefore,

side of
\342\200\224>
oo, it

(1.3) is the nth

does not exceed the

number

(1.3)also

a limit

approaches

approaches

whose

series (1.4),and
absolute

then the left-hand

value

side of

n \342\200\224>
co, and)
\"\"

(Sn

of the

partial

But

Mao.

as

sum

de\357\254\201nite
limit,

< M\342\200\2340\302\260'u\342\200\234n)|

n\342\200\224>co)

Since
< M\302\260\342\200\230ns
|\302\260'u\302\242n'
we

have

lim o',,a,, =

0.

ll-Fm

Therefore

lim

.9, = .9

18-50)

exists,

the series

i.e.,

s satis\357\254\201es
the

for the Sumof Sines.Auxiliary

2. Formula
We now

(1.1) converges,and

prove the

sinx+

sin2x

inequality

(1.2).)

Inequalities

formula)

+---+

sinnx

=c\302\260s(x/2)

2 sin

cos-9'
(x/2)

\357\254\201x)

(24)))

sec. 2

so, we denote the

To do

have)

formula

the

Using

Then, we obviously

2sin2xsin; +---+ 2sinnxsin;-)

2sinxsin-E

2Ssin;

99)

coemcnmrs

DBCREASING

the left by S.

on

sum

wm-1

saunas

TRIGONOMETRIC

= cos(az -

2sinazsin(3

\342\200\224

cos(az

B)

B),)

obtain)

we

\342\200\224

=
2Ssin\342\200\231-Z;

(cos;

(cosgx

2
l)x

(it

(it

%)x

\342\200\224
cos

+---)

cosgx)

\342\200\224
cos

(cos (n

= cosf

It follows

\342\200\224

cos-3-x)

'

that)

which

cos (x/2)

\342\200\224
cos

(n +

2 sin

\357\254\201x)

')

(x/2)

(2.1).

proves

Since obviously)
cos (n
|cos (x/2) \342\200\224

2 sin

I
2k-at
for x a\303\251

(x/2)

(k =

0,

|cos
\342\200\230Dxl
<
\342\200\230
I

|2 sin

:1, i2, . . .),we

\"

sin kx

96

2k-tr,

now

We

This

2k1c.

x =

(For

the

recall

the

<

Ch.

3, Sec.

Bin (x/2)|)

inequality)

1
(2.2))

WW

for every
shows that the sum of sinesis bounded
vanishes and hence is also bounded.)

x.
\357\254\201xed

sum

the formula)

.)

&+cosx+msh+---+cosnx=

(see

\302\247)x|

(x/2)|

obtain

lg]
for

+ |cos (n

(x/2)|

3), from

at once

it follows

which
\"

H +

cos

kxl

<

that)

(2.3))

,2\342\200\230

for x
n

95

2k1:

4}, and

(k = 0, i
hence is not

l, :2, . . .). (For x =

bounded as n increases.)))

2k-:-:,

the

sum

is obviously

3.

saunas wmr

nuoonommuc

I00

of

Convergence

can.

conmcnmrs

DBCRBASING

Series

Trigonometric

with

4)

Monotonically

Decreasing

Coefficients)

the two

Consider

trigonometric series)

% + \"Z1
2

a,, cos

sin

b,,

(3.1)

nx,

(3.2)

nx,

n==l)

which

we do

not even assumeto

1.

THEOREM

the

any

case

of any functions.)

series

Fourier

the coe\357\254\202icientsa,, and b,, are positive

and decrease
as n -> oo,1 then the series (3.1) and (3.2) converge
in
possibly the values x = 2kn: (k = 0, i 1, :2, .

to zero

monotonically

for

If

be the

x,

except

. .)

of the series (3.1).)

Proof.

the

If

sums of the

theorem follows from

case,considerthe

coe\357\254\202icientsa,,

Theorem 1 of

and

b,,

3, Sec.

Ch.

converge,

then

the

In the general

10.

series)

(3.3))

4}+cosx+cos2x+-~-+cosnx+---,

whose partial sums a,,(x) are bounded

to prove
for any x 96 2l\342\202\2541't.
Then,
the theorem for the series(3.1),we apply Abel's lemma.
By (2.2), the
same argument
to
the
series
applies
(3.2).)

Remark. Of course, Theorem

1 and
the theorems which
follow
valid if the requirement that
the
coe\357\254\202icients be
nonincreasing
is satis\357\254\201ed
not for all n, but
from a certain value of n. In
only
starting
is
the
theorem
true
in
the
case
where some of the early
particular,

remain

For

coe\357\254\201icientsvanish.

the series)

example,

icosnx
lnn)

n=2)

converges

for x

and hence

diverges.)

We

now

make

1I.e.,a; 2 a2

2k-it.
a\303\251

Theorem

2 - - -, b;

For

x = 2k1r, this

1 more

2 b2 2

- -- and

series

becomes)

precise.)
=

lim an
lim b,. = 0.
n\342\200\224>\302\256
n\342\200\224>\302\256))

(Translator)

sec.

2. If

THEOREM

to

monotonically

on any

uniformly

(k =

x =2k1r

interval [a, b] which

i2,...).)
of the

sums

every

same

for

the series(3.1).
Let

\342\200\224

s,,(x)

series

(3.1),

,,.,.1

't'...(x) =
where

x-axis

case,
it is

since the

sums of the

and o,,.,.,,,(x)are

o,,(x)

by

series

(3.1)

prove

interval

< x < b,
1):: +

6n+m(x)

partial

1 of

Theorem

the theorem for

The
[0, 21:].
proof is the
we con\357\254\201ne
to the case of
ourselves
to
su\357\254\202icient

we
cos

a,,+2

consider
(n +

Abel's lemma. To do this,

and apply

then

converge,

b,,

the whole

(n +

cos

and

a,,

on

For a

0 be arbitrary.

s >

s(x)

of the

coe\357\254\202icients

[a, b] contained in the

both series, and therefore

interval

and decrease
b,, are
positive
the series (3.1) and (3.2) converge
does not contain points of the form

\342\200\224>
oo, then

(3.1) and (3.2) convergeuniformly

Ch. 3, Sec. 10. In the general
and (3.2) are periodicfunctions,

IOI)

coerrrcnmrs

DBCREASING

and

coe\357\254\202icients a,,

as n

0, :1,
the

If

Proof.

the

zero

wrra

seams

TRIGONOMBTRIC

sums

the remainder)

2)x + - - we

(3.4)

set)

0..(x).)

of

the

series (3.3).

Then

by

(2.3),

g 'an+m(x)|

|Tm(x)'

Since0<a sx <

<

21c,wehave

2 p. >

sin;
where

p. is

the smaller

+ |6n(x)' <

of the numbers

sin

Frame

setting

Therefore,

M =

1/51.,

|r,,,(x)|

for all x

in

the

interval

[a, b].

we

0,)

(a/2)

and sin

(b/2) (seeFig.38).)

38)

\357\254\201nd

< M

= const)

Thus, Abel's lemma

is applicable

to

the))

TRIGONOMETRIC saunas wrm

I02

numbers

. . ., a,,+,,,, . . .

a,,+2,

a,,.,_,,

|S(x)
for

any

for

all

and for

x in

the

interval

[a, b].

[a, b], the

x in

Theorems

\"'

n(x)| < 3

monotonically

f(x)

21: are
period
x = 2k1I: (k =
of

+ Z
g9
u=l
continuous

the

If

g(x) =

nx,

b,,

sin

nx

n=-I

all

for

sums of the

theorem follows from

positive and decrease

w
cos

a,,

0, i1, i2,...).)

Proof.

series(3.1).

imply)

3. If the coe\357\254\201icier
ts a,, and b, are
to zero as n \342\200\224>
oo, then the fz: .ctions)

THEOREM

have

\342\200\224>
co.

convergence of the

the uniform

proves
1 and

\342\200\224>
0 as

an

inequality)

|S(x)

holds, which

for .. su\357\254\202\342\200\230
ciently
large

gives

< Mam

Man+1 < 3)
In other words,

n.

su\357\254\202iciently large
any

Since

AP.

series (3.4),ar

and to the

- s..(x)|

COEFFICIENTS

DBCRBASING

x, except

coe\357\254\202icients a,,

Theorem 1 of

possibly for

and

b,,

converge,

the

values

then

the

10. In the general

we
2k-rt
in
an
can
include
interval
case,
[a, b] which does
any point xo a\303\251
two
not contain
the
-the
of
x=
2k-tr.
In
this
form
interval,
points
series converge uniformly
are
their
sums
Theorem
and
hence
2)
(by
at
continuous
continuous
Ch.
Sec.
In
are
1,
(see
4).
particular,
they
x = x0. Since .1\342\200\230
a point of the form
from
, is any point different
x = 2k1c, the tneorem is proved.)
Ch.

3, Sec.

I
A

\\

\\

\\\342\200\230,21r

FIGURE

As

:1!

J\302\243\\

consider

an illustration,

the

\\61r

39)

expressions)
Q)

f (x

\342\200\224
ln

|2 sin;

g(x)=1t\342\200\224\303\251x=

Zsinnnx

\"Z1

\357\254\201_

41r

coin)\342\200\230.

(0<x<2n)))

4)

mroouommuc

2:. 4

wm-1

saunas

COEFFICIENTS

DBCREASING

I03)

are already familiar

1 of Ch. 3, Sec. 14 and
[see Example
of f(x)
is shown in Fig. 37, and the
1]. The graph
g(x), together with its periodic extension, is shown in Fig. 39.)

with which we
formula

of

graph

of the Theoremsof Sec.3)

Some Consequences

*4.

now

We
in

of Ch.

(13.7)

Sec.

some

present

of the

consequences

interesting

theorems proved

3.)

1. If

THEOREM

the

to zero

monotonically

and

coe\357\254\201icients a,,

as n

+
(\342\200\224
l)\"a,,
\342\200\230-129
\"\302\2431

have

the

following

all

values

= 0, :1,

(4.1);)
The

cos nx,

(4.1)

(4.2))

properties:)

1) They converge for

x = (2k + 1):: [k

2)

decrease

and

positive

sin nx

(\342\200\224
1)\"b,,

:1

are

b,,

the series)

\342\200\224>
00, then

i2,...]

on every

is uniform

convergence

x except

of

possibly at

interval

[a,

the

points

of the

case

the

in

b] not

series

containing

these points;)
3)

sums

The

of

are

series

the

except possibly

continuous,

at

these

points.)

the

Proof.
series)

We substitute

x = t

\342\200\224
1: in

(3.2), thereby obtaining

+ Z
%
n=l

(3.1) and

a,,cosn(t

\342\200\224
=

1:)

0-;

2 a,,[cosn1tcosnt +

n=l)

sinnnsinnt]

=%\342\200\231\342\200\224a1cost+a2cos2t\342\200\224a3cos3t+---,)

b,,

sin

n(t

\342\200\224

1:)

nu]

are alternating
series
apply, provided the points
These

role of the

points

x =

2k-it.))

Z b,,[cos
n=l
\342\200\224

b1sint+

to which
t

1: +

mt sin

nt

b2sin2t

Theorems
= (2k
2,61\342\200\230!

sin mt

cos nt])

\342\200\224

b3sin3t

1, 2,

+---.

and
3 of Sec. 3)
+ 1):: now play the

TRIGONOMBTRIC SERIES

I04

WITH

I obviously remains valid if

of (-1)\".
To illustrate
Theorem

Theorem

instead

= cosx

In

Zcosg

COEFFICIENTS

DECREASING

in

(4.2), we

and

(4.1)

write

4)

(\342\200\224
l)\"*'

the series)

1, consider

\342\200\224

CHAP.

C022)\342\200\230 C033)\342\200\230--~

and

sinx

;=

formula

\342\200\224---

sinzzx

we are already
of Ch. 1].

which

with

\342\200\224

sin33x

familiar

2 of

Example

[see

<

< x

(-1:

11:))

Ch. 3, Sec.14 and

(13.9)

The

theorem

m)x

+ 2m)x

a3cos(p

+
b, sinpx

where p

and

are

even further.

In

fact,

form)

+ a,cos(p

alcospx

be generalized

can

proved

just

the series of the

consider

+ b;

sin(p +

m)x

b3 sin(p

b,,+1sin(p

any numbers, and the

+--+

nm)x

\302\260
\302\260

'9

+ 2m)x +
+ nm)x +---,
- - -

coe\357\254\202icients a,,

and

b,,

are

(4.3))

positive

and converge monotonically to zero. In both

of these series, the coe\357\254\202icients
of x form an arithmetic progression with
The following are
difference
m.
examplesof series of this type:)
cos x

cos25x+cos;9x+cos4l3x_l____
sin 5:: sin 8x sin llx
sin 2x
\"
+~1n2
ln3 +1114 \"\"\342\200\234\"1n5)

Observing

l,m=4),)

(4.4))

@=Lm=$)

that)

cos(p + nm)x
sin (p
we can

(p___

cos px
= sin
px

nm)x

sin px sin nmx,

cos nmx \342\200\224
cos nmx + cospx sin nmx,)

rewrite the series (4.3) as)

@
cos

px

\302\256

cos nmx
an.\342\200\235

\342\200\224
sin

px

n=-0

If we now set mx

Q
b,,_,.1

nmx

cos

+ cos

n=0
=

a,,.,.1sin nmx,

n==0)

sin px

t or

x =

t/m,

we

px

n=0

sin
b,\342\200\234

nmx.

obtain)
\302\260\302\260

3)
n=0
sin

pt
E

COS nt
an.\342\200\235

. pt
Z a,,_,.1
mn=0)

\342\200\224
Sll1\342\200\224

\302\260\302\260

2 b,,.,.,cos nt
n=-0)

.
S111 Ill,

\302\260\302\260
\342\200\224pt

cos;n-

u=0))

b,,+1 sin nt.

(4.5))

moonomemrc

sec. 4

1, 2, and 3 of
It follows that for

Theorems
(4.5).

Sec.3

to all four series

applicable
the series (4.5) converge and have

for all t, except possibly values

of the series (4.5) is uniform
convergence
sums

contain these values.

2. If

THEOREM

the

of

the
on

to the

returning

Thus,

coamcmnrs

DBCREASING

and

coe\357\254\201icients a,,

form
any

are

b,,

continuous

t = 2k1c, and
interval which

variable x,

I05)

appearingin

are

p,

any

wrm

saunas

the

that

does not

have)

we

and

positive

decrease

monotonically
(4.3) convergeand have
continuous
sums for all values of x, exceptpossiblythe values
x = 2k1c/m
the
series
is
on
(k = 0, i 1,1-2,. . .), and the convergence
of
uniform

are

not

interval

any

as n

zero

to

the series

\342\200\224>
oo, then

these

containing

points.)

For example, for the \357\254\201rst

of the series (4.4), the \342\200\234exceptional\342\200\235
points
=
x = 2k-n:/4
are x = 2k1:/3.
k-rt/2 and for the second series,they
In the same way as we obtained Theorem 2, we can prove)
3. If the coe\357\254\202icients a,, and
to zero as n \342\200\224>
00, then the

THEOREM
monotonically

a, cospx

+ a3cos(p

+ m)x

+ b3sin(p

206 +

__

l)1I:

the

In

the

is often

on any

is uniform

convergence

the

applications,

\342\200\224---,

2m)x

possibly)

(k=0,il,i2,...),)

m)

and

decrease

form

+ 2m)x\342\200\224---

all x, except

continuous sumsfor

and have

converge

sin(p

the

+ m)x

\342\200\224

be

and

positive

\342\200\224

a,cos(p

sinpx

bi

are

b,,

series of

interval

which

theorem,

following

not containing

we cite

these points.)
without

proof,

useful:)
4.

THEOREM

the hypothesesof

With

the

theorems,

preceding

if the

series

\302\260\302\260 \302\260\302\260

9;-

&

n=l

converge, then
integrable

the

of

Let F(z) be an
z = x + iy, without
point

analytic.))

z is

cii-c1e

Ch. 1, Sec.6.))

of

Evaluation

2A

trigonometric
corresponding
are therefore the Fourier

2 of

Applications

exists no

lg]

\357\254\201mctions
(and

(See Theorem

5.

\"

Certain
analytic

of a

(differentiable)

be a

center

singularity of the
at 2 (no matter

absolutely
de\357\254\201ne
functions).

Complex Variable to the

Series)

Trigonometric

singularities3\"for

said to

with

Functions

series

series of these

function of the complex variable

|z| < 1. Then, it is well known that)
F(z) if in the complex plane there
small its radius) within
which
F(z) is

function
how

be expanded

can

F(z)

nncnmsmo oonmcmms

snnnas wrm

nuoouommuc

I06

series

a power

in

F(z)=co+c,z+c,z3+---+c,,z\"+---

for |z|

s 1,i.e.,within

complexplane.
and set 2 = efx.

Then

x,

any

F(e'x) =

clelx

c,,

in the

+ ---+

czem

+ c1(cosx

This

1.

- - -

+
c,,e\"\"\342\200\230

isin nx) + - - + c2cos2x +---+

clcosx

(5.2)
c,,cosnx +---)

+ i(c1sinx+ c,sin2x+---+ c,,sinnx

real and

imaginary

+---).)

of F(e'x),

i.e., we

write

obviously

follows

from

parts

form)
=

f(x)

+ isinx) + c2(cos2x+ isin2x)+---

F(e\"\342\200\230)
f

where f (x)
(5.2) that)

sinzx

nx +

(cos

now separate the

We
F(e'-V)

(co

since

we have

co +

= co

(5.1)
at the origin of the
center
this series are real numbers,

isin x| = vcoszx+

|e\342\200\230~*|
|cosx

coe\357\254\202icientsof

still holds,

(5.1)

Thus, for

the

that

1 with

of radius

circle

the

Suppose

4)
emu\302\273.

and

g(x)

real functions.

are

= co+

(x) + 5806).)

Then,

it

c,,cosnx+---,

c,cosx+c2cos2x+---+

g(x) = c1sinx+ c2sin2x+---+c,,sinnx+---.)

can be used to \357\254\201nd
the sums of certain trigonometric series.)

fact

1.

Example

It is

well

that)

known

,2

zll

j+.OC

e==1+z+-21+---+)

for all 2.

Then, by

(5.2)

n!)

we have)

2!
ee'*=(1+cosx+\302\260\302\260S2x+---+\302\2601\342\200\23131\342\200\231i\342\200\230+---))

i(sinx

sin)

2!2x+---+

Smnx

But

eel! =

=
and

ecosx+!sinx =

ecosxeislnx
x) + i sin

e\302\260\302\260\302\260x
[cos (sin

(sin x)],

therefore
e\302\260\302\260=x
cos (sin

x) = 1

e\302\260\302\260=-V
sin (sin

x) =

+ cos x

sinx +

+ %c

s1n2x

_ _ _

cos nx)
+
n,)

+...,)

-2, + __I_s1nnx_I____)
n,))

sec.

wm-1 nncmaxsmo

seams

TRIGONOMETRIC

I07)

of a complex variable
expanded in trigonometric
In other words, we have found
series.
a new approach
(as compared with
1 and 3) to the problem of expanding
Chs.
in trigonometric series.
a function
of this section
Moreover,in many cases, the argument given at the beginning
also allows us to solve the inverse
to
\357\254\201nd
of a given
the
sum
i.e.,
problem,
In
series)
series.
we
are
two
fact, suppose
trigonometric
given
convergent

In

this

and found

we started

example,

and

its real

that

from a

conmcnmrs

function

given

can be

parts

imaginary

co+c1cosx+c,cos2x+---+c,,cosnx+---,

c1sinx+c3sin2x+---+c,,sinnx+---.)
Using these series,we

the

form

series)

+i(c1sinx+ czsin2x+---)

c,cos2x+---)

(co+ c1cosx+

=co+c1(cosx+isinx)+
= co+

with

complex

If we

know

Denoting elxby

terms.

sum F(z)

the

isin2x)

cz(cos2x+

+---

c1e\"\342\200\230+
c2e'3*+---,)

co

of

this

clz

2, we

obtain

+ czzz

+---.)

series

the power series

the values

for

of z of interest,

then,

setting)
=
F (e\342\200\235\342\200\230)
f (x) +
we

obviously

i\302\243(x).)

have)

f(x) =

c;cos2x+---,

co+c,cosx+

g(x)= c1sinx+czsin2x+---.)

Example

of the series)

the sums

Find

2.

1+c\302\260Sx+c\302\260s22x+...+.c\302\243.s_.n_.x+...,

s1n_:_c

p is

series

(5.3)

P\"

(5.3)

s1n2x+____l_s1nnx+__

p
where

p\"

p\342\200\231

a real

constant with

converge

for all x.

\342\200\231)

value

absolute

Considerthe

greater

than 1.

The two

series)

p
(1+cosx+cos2x+___)+i(g1fc+sin2x+___))
p\342\200\231

P\342\200\230

=1+\302\247+\302\243p\342\200\2311,\342\200\231i

Wehave

E
+p+p2+

E.

...=

1
1\342\200\224(z/p)

_\342\200\224_F
,
\"\342\200\231))

p\342\200\224z

TRIGONOMETRIC

on the

the series

since

WITH

SERIES

is a

left

series,

geometric

CHAP.

COEFFICIENTS

DBCRBASING

which

for

converges

|z/p|

4)

< 1.

Therefore)
1\342\200\231

=_!.\342\200\231_=
He\342\200\235)
\342\200\224
efx

- isin

\342\200\224
cos

x)

(p

(p\342\200\224cosx)+isinx=

p(p\342\200\224cosx)3+sin3x

(p-cosx)+isinx

p2-2pcosx+l'

andwe\357\254\201ndthat
\342\200\224
cos

x)

p(p

cosx

p sin

-|-

cos 2x

p3\342\200\2242pcosx+l

cosnx
+...+:.j+...

p\"

sin nx

2x

.|. sin

sin

pz_2pcoSx+l_

p2

+...)

.|.....|.T\342\200\235

P2

for all x.)

6.

the

At

|z| < 1.

for

for

|z| <

(in

geometrical

Then, for

of Sec.

beginning

singularities

1, while

Results of

of the

Form

Stronger

has

F(z)

language,

5, we

Sec. 5)

that

both regular
on the unit

the function F(z) had no

has no singularities
only
for |z| = 1
and
singularities
C with center at the origin).

that

assumed

Suppose now

points3

circle

F(z)

the expansion (5.1)is still valid.

Moreover,
(5.1) is still
2
the
series
the
circle
at
which
on
C
(5.1) converges.
regular point
this result, for the bene\357\254\201t
of the reader who may not already
prove
First we need the following)
|z|

< 1,

at every

valid

We now
it.

know

LEMMA.

Let

mu

m+m+@+m+m+~-

be a

series

convergent

real or

(with

complex terms).

series

the

Then

(6.2))

uo+u,r+u2r2+---+u,,r\"+---

convergesfor 0

< r < l, and

its

sum

a(r) is

the

on

continuous

interval

[0, 1]-)
Proofl

If
+

O\342\200\231=llo+u1

then

for every .2

> 0, there

existsan
Ia

I.e.,

points which

are not

4''\342\200\234,
112 +\302\260\302\260\"I-11,,

singularities.

integer

N such

\342\200\224

o',,|

<

E.

(Translator)))

that if

N)

(6.3))

SEC.

TRIGONOMETRIC

where

a,, is

of the

series

series

an-I-2

in

'

un-I-2 +

' +
\302\260

an-I-ml

monotonically
is applicable

lemma

It

follows

moreover

that

r\"+3, . .

as n
to the series)
'_\342\200\224.

this

a,,(r)

letting

< r <

1.

..(r)| =

that

Noting

a(l)

assert that the inequality

r < 1. This proves
that
r S 1 and hence implies

0 < r < 1.

This

(0 < r

the partial sum

denote

we can
0 <

any r

(0 < r

< 1),Abel\342\200\231s

. . ..)

the series

<

er\"+1

|\302\260(r)

0 <

<e

(6.2) converges,

and

that)

for 0

3')

like its entire sum, is

u\"+2rIl'I-2

hence

and

series,

<

|Rn+m|

.)

\342\200\224>
oo for

un+lrIl-I-I

|R,,(r)| <
Now,

(6.4), just

to zero

Rn(r)

lknl +

<

Rn+m|

numbers)

r\"+1,
decrease

\342\200\224

IRII

series

Since the

value.

absolute

l929\302\260\302\260\302\260)\302\260

have

sum of the

every partial

Thus,

+\"\302\260s

(m=

an-I-l+un-I-2+\302\260\302\260'+un+m

the remainder

Consider

(6.1).

=\302\260\"'\302\260'n=un+1

(6.3) we obviously
|un+l

COEFFICIENTS)

sums

its partial

By

DECREASING

(6.1))

Rn
and

of the

the partial sum

WITH

SERIES

< 1).

of the

|R..(r)| <

series

(6.2),

(6-5))

a,,(l) = a,,, and

= a and

we have

using

(6.3),

(6.5) holds everywhere on the interval

on
the series (6.2) convergesuniformly
that
the function
a(r) is continuous on

the lemma.)

proves

To prove the propositionformulated

that the series)

at

of

the beginning

this

section,

we assume

co+clz+c2z2+...+c\"zn+...)
converges
the

at

a point

co +
is a

lying

on

the circle

C.

By the lemma just

function)

clrzz + czrzzz +

- - -

c,,r~z\"

for 0 < r < 1,and

= lim (co + clrz + czrzzz

function of r

continuous

lim

r->1
r<l

F(rz)

r\342\200\224>l

r<l

= co

+ clz

czzz

+---.))

- - -

therefore)
+

- -

-)

proved,

seiues WITH

moouomzmc

I I0

other hand, since the point

therefore

On the

conmcnmrs

necnmsmo

a regular point,

z is

F(z) is continuous

z, and

at

= F(z),

F (rz)

liinl
\342\200\230$<n

elx

r ->

converges. To illustrate

legitimate for any

the
1) for which
|e'*|
we now consider two

C, sin_ce

the

is well

1. It

Example

situation,

< 1, and

(5.2),

if z

point

in (5.1)

examples.

23

24)

+z)=z\342\200\224-7+?--4-+-~

ln (1 + z) is analytic
= -1, or equivalently,

function

the

that

C except

circle

unit

regular

series

that)

known

z2
ln(l

for |z|

+...\342\200\231

Sec. 5
=

of

argument

lies on

a point

(such

we obtain

shown.)

makes the

result

This

z =

\342\200\224>
2 as

to be

was

as

(6.7)

1. Comparing(6.6)and (6.7),
F(z) = co+clz+ c2z2+...+ cnzll

rz

since

By

CI-IAP.

the point z
x

e\342\200\230*
where

a6

(2k

at
the

all points

z =

point

of the

e\342\200\230(2\"+1)\".)

l)1t, we .have)

ln(1+e\"\342\200\230)=(cosx\342\200\224c\302\260:2x+c-\302\2473\342\200\224:-3-x----))

(6.8))

we are

where

right

actually

in
justi\357\254\201ed
converge

On the other hand, for

l+e\342\200\231x=

(1

the
writing
for x 96 (2k

4.

. . .

_\302\247...

equation, since the

two

+ l)-::. (SeeTheorem

-1: < x < 1:,we

series
1

of

on the)
Sec. 4.)

have)

obviously

+ isinx)

+ cosx)

Zcoszg + 2isin-areas;

2cos;(cos;-+ isin

Therefore\342\200\230

ln(l
for

-1:

< x

< 1:.

e\342\200\230x)=ln(2cos\342\200\231-9+1\342\200\230;

by

Then,

(6.8) we

= cosx

In

(Zoos)-9

\357\254\201nd
that)

+
\342\200\224---,
C032)\342\200\230 co?\342\200\235

\302\247=smx_
2
4 We
then

In z

have used the

= In 9 + 1'0.

following
In our

(6.9)

sm2x+
2

s1n3x_\342\200\235_
3)

familiar property of the logarithm: If 2 =

6 = x/2.))

case p = 2 cos(x/2),

pew,

-1:

< 6 <

1:,

sec.

s1-zanas wrm

TRIGONOMETRIC

-1: < x < 1:, and

already familiar [see
Ch. 1, Sec. 13].

for

a similar

By

we

we can

method,

Ch.

of

from

formula

(6.10)

(O<x<21c)

sin 3 x
+---,)
3

this

we have

case,

to

start

23

23

of

(13.9)

+---,

previously. In

also encountered
the function)
have

we

which

3
O

sin 2x

we are

which

with

expansions)

cos 3x)

\342\200\224ln(2sin;)=cosx+

two

\357\254\201nd
the

cos 2x

.
1t\342\200\224x
\342\200\224s1nx+

two expansions
3, Sec. 14 and

obtained

have

Example 2

I I I)

COEFFICIENTS

DBCREASING

(za\303\251l),

ln1_z=\342\200\224ln(l\342\200\224z)=z+\342\200\2242-+\302\247+---

forwhich

However, a

the

much

2.

Example

\342\200\224
1: in

sums of the

cos 2x

cos 3x

sin

series

cos 2x

(1-2

2-3

2-3

converge

(6.10)

expansions

series)

cos (n

sin (n +

l)x

_ __

Considerthe

cos 3x
.
+ 2-3
+'\342\200\235)+'(

2x

sin

1-2

_ __
\342\200\231')

+1\'")

\"n(n

for all x.

l)x

\342\200\230J\342\200\231

ezix

series)

new

sin 3x

2-3
e(n+l)ix)

e3lx

1)+\"\

1-2+\342\200\230\357\254\201+\"'+n(n+

It follows

from the

is to

+T(n'+1\342\200\230)\"

sin 3x

2x

1-2

the

(6.9).)

Find the

1-2

These

of obtaining

way

simpler
x

substitution

(0<x<21t).)

g(x)=\";\"

f(x)=\342\200\2241n(2sin\302\247).

identity)

__1__l__1_

n(n+

n+1

l)-n

that

.:_2+%\302\247+...+

nl

+...=(z2+%+...+z;
Z2

zn-I-I

Z3

_(7+.\302\247+...+;.T+...))

=
=(l

\342\200\224zln(l\342\200\224z)+ln(l\342\200\224z)+z
\342\200\224z)ln(l

\342\200\224z)+z=F(z)))

make

I I2

(see

|z| <

conditions

the

CHAP.

coemcnmrs

DBCRBASING

z satisfying

1) for all

Example

wrra

snnms

TRIGONOMBTRIC

1, z

-1.

96

4)

There-

fore,)

F(e'x) =
=

(l

\342\200\224ln
\342\200\224

[(1

\342\200\224
+ eh\342\200\230)
e\"\342\200\230)

(1

e'*)

\342\200\224
in

\342\200\224

cosx)

isinx]

-2-

[ln(2sin'7-2\342\200\230)

+ isin

+ (cosx
=

cosx)ln

1:;

(hing)

[(1\342\200\224

1)

0 <

(1

21:(seeExample

x <

1), and

xsinx +

consequently)
=c\302\260S2x+
1-2

\342\200\224\342\200\234_xsinx+ cosx
2
\342\200\224cosx)ln(2sin'7-2\342\200\230)

-1)\342\200\224 sin

x(cosx

sinx

xln(2

cosx])

sinxln(2sin'-7-C)2 +sinx])

+i[n-x(cosx\342\200\224
for

x])

x))

2-3

\342\200\231

Sig?

si\357\254\201gx

sin-J25)

c\302\260s3x+---)

PROBLEMS

1. For which
a)

2.

For

'2]

3. For which

4.

For

5. For
functions

of x

are the

of x
of the

the

are

are

de\357\254\201ned
by

2 =

in

Zcosnx+(\342\200\224l)\"sinnx_)
Inn

sums

of the

series

x +

iy,

series in

Prob.

the

trigonometric

z5
24

cosz\342\200\224l\342\200\2242\342\200\224!+-4-!----,

sinhz=z+-\302\247\342\200\224:+\302\247i!+---

(hyperbolicsine),)

coshz=
l+g\342\200\224!+-311+-~

3 continuous?

c).)

Sll1Z\342\200\224Z\"\"\"3\342\200\231!+\302\247'!'-\302\260'\302\260,

,)

n==2

the series)

23

1 continuous?

Prob.

functions?)

Q)

sum of the

the complex variable

series

integrable

series converge:)

following

cosnx _
b)
n + W\342\200\231,

graph

square

?)

\":1

of the

sums

series of

values of x do the

which values
the

series converge:

following

c)

Fourier

SP1)\"
n=-l

Construct

the

:1

values

which

do

b)

Are these seriesthe

a)

of x

values

(hyperboliccosine).))

and hyperbolic

seams wmr

nuoonommuc

PROBLEMS

Using the

formulas)

+ B) =

sin(o:

sinoccos\357\254\202+coso:sin[3,
\342\200\224
sinocsin\357\254\202,)
cosoaoos\357\254\202

+ B) =

cos(o:

for complexat

are also valid

which

I I3)

conmcnmrs

macruzasmo

and

[3,

that

prove

sin(oa+if5)=sino:cosh[3+1\302\260coso:sinh[3,
.. isinoasinh\357\254\202.
=
cosoccoshfs

6.

the

Find

eos3x

\342\200\224

3)

Hint.

7.

F(z)

= sin

of the

Hint.

F(z)

8. Find

a)

1+)

sin6x

Usethe

\342\200\230)

of the

second

formulas (I) of Prob.

5.)

series)

\342\200\230

1-2

of Prob.5.)

6!

cos3x)

cos2x

cosx

formulas (I)

\342\200\230\302\260'''

4:

= cos 2.

the sums of the

\357\254\201rst
of the

series

sin4x
4:

sin2x

Usethe

cos 4x)

21

\"ET\"

\302\260\302\260\302\260\342\200\231)

-)

5!

2 (seeSec.5).

_ cos 2x +
\342\200\230
a\342\200\231

\")

-\"

sin5x

31+

the sums

Find

cos5x

sin3x

smx-

b)

(I)

cos(a + :13)
sums of the series)

\"\"'*)

J\342\200\231

2-3

3-4

b))

Hint.

of the

cos2x_cos3x

sin2x
1,)

2 of

10.Find
3)

1,)

the

result

cosnx)

__\302\247_+...+(._])nn2_l+...,

sin3x

sinnx

._.\302\247_.__\302\247__+...+(_1)n\357\254\201+...

Use

the

identity
1

the

and

series)

_l__l__

n3\342\200\224l\342\200\2242
n-1

and

See. 6

section.

same

9. Find the sums

3)

method of Example

Use the

Hint.

of the

of Example

results
the

sums

of the

1 of

series

2cos2x _ 3cos3x
3

2sin2x _ 3sin3
3

n+11)

Sec. 6.

+...+(_])n

ncosnx
n2_1+...,
sinnx

8\"+...+(_1)n\342\200\231:12_l+...))

of Example 1

snmns wm-1 macnaasmocozmcmrrs

uuoouommuuc

I4

Use the

Hint.

identity)

It

11. Find

(n\342\200\2241+n+l)

Sec.)6.)

series)

cosnx

cos2x

cosx

a)

the

sums of

the

NI

1 of

of Example

results

-)

ll

n3-1)

and the

4)
cum\302\273.

fl-p.+2+p+...+\357\254\201\357\254\201.+...,

sinnx

sin2x

sinx

b)

1+p\"'\302\247\342\200\224+'5+\302\260\302\260\302\260+n+p+\302\260\302\260\342\200\231

p is

where

integer.

positive

Hint.

23

z\"

Hz)-l+p+2+p+\342\200\235'+n+p+\342\200\235

22+?

z1+P

zn+P

+n+p

2+p+\302\260

\342\200\224\302\247(l+p

z\"

_z_(\342\200\2241n(1\342\200\224z)-E17))

Also use

the

Sec. 6.)

1 of

of Example

results

no

12.

Show that

13.

Using

and

if)

if

then so does

a,, converges,

the notation

of Sec.1,show

\342\200\230%'-)

if |a,,|

that

Q
_

< ms)
|\302\260\342\200\230n
\342\200\234n+l|

n==0

then

oc,,u,,

converges.

n=0

14. Show

that

if |a,|

2 |a,|

2 ----+0 and

if

2 a,, cos nx

n=l)

converges

absolutely at even

point

single

xo, then)

Z |a,,| <

in =

Show that

the sameis true

in the

co.)

case of

the

series

\302\256

n=

provided

that x0

is not

an integral

a,, sin

nx,

1)

multiple of 1:.))

< M,

if

as n->
oc,,\342\200\224->0

co,

5)

ON

OPERATIONS

SERIES)

FOURIER

I. Approximation of Functionsby

Polynomials)

Trigonometric

In Ch. 3, we establishedcertain
which a continuous
under
conditions
function of period 21:can be repre(and sometimeseven a discontinuous)
sented as a sum of a trigonometric
series. This raisesthe following
question:
Was it only because of the inadequacy
the
used
that
we
were not
argument
of
able to prove that the Fourier series of any continuous
function
f (x) always
to f (x) ? It turns
is negative,
out that the answer to this
converges
question
and in fact there exist examples of continuous functions
with
discontinuous
Fourier

series.

We now adopt a

representationof
obtain

the following
THEOREM.

given

any

3 >

different

functions

trigonometric

remarkable

= ao

we consider the approximate

series. Here we immediately

result.)

Let f (x) be a
0, there exists a

o,,(x)

i.e.,

approach,

by

continuous

function

(an,

cos

kx

+ (3,,sin

k=-I)

for

which

_
for

an(x)| <

any x.
I I5))

21:. Then,

polynomial)

trigonometric

of period

8)

kx)

(1.1)

I6

rounnan

on

OPERATIONS

Divide

1:].

xo=

\342\200\2241c<
x1

(k = 0, 1,2,. . ., m) and
The graph of the function

x,,,-1 <

<---<

<x2

function g(x) for

continuous

the

construct

and

CHAP.

= f (x) on
the graph of the function
y
[\342\200\2241c,
1:] into subintervals
by the points

Proo\357\254\201Consider

[-1:,

sennzs

is linear

which
y =

g(x) is

the

x,,,=-tr,)
which

line

broken

= f

g(x,,)

on each subinterval

interval

[x,,_1,

vertices

with

(xk)
x,,].

on)

I
ll

\"7

\"7\"*o

X1

*2

is

19\302\273-1
77:10\302\273;

fm-2

Frouiu:40)

curve

the

y =

divided [-1:,

The
f (x) (see Fig. 40).
1:]can be made so small that
\342\200\224

|f(x)
is

satis\357\254\201ed
for

x in the

any

30:)!

interval

which we

into

subintervals
the

inequality)

<

(1.2))

\302\247

the function

Moreover,

[\342\200\2241c,
11:].

x-axis. Then, obfor the periodic

the
condition
extension of
viously,
(1.2) is also valid
and piecewise smooth on the whole x-axis.
g(x), which is continuous
2
We
now
form the Fourier series of g(x). According
to Theorem
of Ch. 3, Sec.10,this series converges
uniformly to g(x). But then for
g(x) can be periodically

all

onto

extended

the whole

n we have)

su\357\254\202icientlylarge

Ig(x)

- a..(x)|<
E

for any x, where a,,(x) denotesthe nth partial

of the
function
Let n be an index for
g(x).
follows

it

from
|f(x)

We

any x,
now

sum of the
which

(1.3)

Fourier series

is valid.

(1.2) and
-

(1.3) that)
6..(x)| = |(f(x)

<

for

(1.3))

which proves the

note the

following

|f(x) -

306))
3(x)|

+
+

|8(x)

- 6..(x))|
- 6..(x)| <

of this

theorem:))

(300

theorem.)

consequences

8)

Then

oremmonson rounmn

sec. 1
COROLLARY 1.

If f (x) is continuous

polynomial

|f(x)

for any

the interval

x in

interval

the

[a, a

[a, a

exists a

+ 21:]and

trigonometric

6..(x)| < 8

(1-4)

21:].)

the
make
the periodic extension of f (x) onto
=
not
t
his
of
condition
does
the
+
(a)
21:),
f
f(a
(because
and
function.)
the continuity)
then apply the theorem to the extended

it

see this,

To

on

+ 21:), then for any 3 > 0, there

of the form (1.1) for which)

= f(a

f(a)

I I7)

seams

to
suf\357\254\201ces

x-axis

whole

destroy

on an interval [a, b] of length

If f(x) is continuous
3
>
a trigonometric
exists
there
0,
polynomial
any

COROLLARY 2.
21:, then for

than

less

of the

form (1.1) for which)

|f(x)

for any

x in

c..(x)| < 8

[a, b].)

from [a, b] onto [a, a + 21:] in such a way that

and the extended function
satis\357\254\201es
f (a) =
done
For
this
can
be
+
+
by
setting
example,
f (a
21:) = f (a)
f (a 21:).
linear
on
the
interval
then
the
function
to
be
and
[b, a + 21:]
taking
1 is applicable
to the extension of f (x))
(see Fig. 41). Then Corollary
Proo\357\254\201Extend

is

continuity

f (x)

preserved

0|

|
I

b
Ftomuz

obtained

x in [a,

in this

a +

therefore

and

way,

21:],in

particular,

to all

\302\247
\302\247
\342\200\234Y

L:

o+21r

41)

the inequality

in

(1.4) is valid

been proved can be formulated

succinctly
of the theorem (or its corollaries),the function
be uniformly
by a trigonometric polynomial of the
approximated
with
any degree
of accuracy specifiedin advance.)
What

Under

2.

the

has just
conditions

of the

Completeness

In

view

of

Ch.

system), to prove

2, Sec.
that

the

for

all

[a, b].)

as

follows:
f (x)

form

can
( 1.1)

Trigonometric System)
for
9 (the completenesscriterion
system is complete it

trigonometric

an

orthogonal

is su\357\254\202icient
to))

OPERATIONS

that

prove

ON FOURIER

given

f (x)

function

any

0, there existsa

a >

now

If f

that this

prove

(-10 = f(1r), then

is actually

|f(x)

(2.1))

the theorem

1 of

6..(x)| <

of Sec. 1, there

which)
V

8/2*

Therefore, we have)

x.

for any

any

case.)

the

Corollary

by

[-\342\200\230It,
1:] and

5)

which)

< e.

dx

a,,(x)]2

polynomial o,,(x) for

a trigonometric

exists

a,,(x) for

\342\200\224

[f(x)

on

continuous

is

which

polynomial

trigonometric

[:3
We

CHAP.

SERIES

\342\200\224

8)

<

dx

a,,(x)]2

[f(x)

ff\342\200\234

dx

3,)

2\342\200\234

ff\"

as required.)

suppose

Next,
h >

that

small that

0 so

the

interval

the

[-11:, 1:],

holds. Now, let g(x) be the

[Tt

\342\200\224
h, 11:].

Obviously, |g(x)I

<2)

which coincides with f (x)

function
= 1:, and is linear on the
to
at
x
equal
f(\342\200\2241t)
in Fig. 41.)
is like the one shown
construction
continuous

(This

S M, and

[f(x)

ff,

hence)

dx

g(x>1=

L\"_,_

4M2h

- gcxnz

[f(x)

f:_h4M=dx

dx <

<

(2.2))

\302\247.

On

g(x) is

the other hand,

points of

the

interval

a,,(x)

polynomial

for

it follows

values at the end

exists a trigonometric

equal

there

Therefore,

which)

[:00

then

takes

and

continuous

[\342\200\2241t,
1:].

If\342\200\234

But

a..(x)1=ax

from (2.2),(2.3)and the

< 2(a2
(a + b)\342\200\231

s g.

(2.3))

elementary

inequality

+ b2)

that)

[f(x)

ff\342\200\234

- a.<x>1=dx
< 2

as

was to

the

number

1: \342\200\224
[-\342\200\230It,
h], is

interval

interval

and choose the

condition)

4M2h

on the

maximum of

M be the

Let

a\303\251
(\342\200\2241c)
f(1c).

(x) on

of f

value

absolute

be

proved.))

Jf,Lr(x>

ff\" [(f(x)
gcxnz

dx

\342\200\224 +
gcx\302\273

+ 2

<g<x>

['3 [gm

\342\200\224
a.(x\302\27312 dx

\342\200\224

a..(x)1=dx

<

e.)

sec.

3.

Most

The

Theorem.

Parseval\342\200\231s

Since

dx

Fourier

an

||1|| =

Formula

V2-tr,

+
3'33

\":1

(a3 + bg),

(3.1))

function, and a,,, b,, are its

integrable
is known as ParsevaI\342\200\231s theorem.\342\200\230
Sec.7 and the fact that)
(3.1)

Ch. 2,

1 of

Theorem

[see (1.2)

Bessel\342\200\231s
inequality

square

arbitrary

coe\357\254\202icients.

Recalling

of

equality)

11: ff\342\200\234/=(x)

where f (x) is

I9)

System)

system is complete,

the trigonometric

3] becomesthe

of Ch.

seams

Consequences

Important

the Completenessof the Trigonometric

we

ON rounnan

OPERATIONS

= ||sin

nx||

||cos

nx|| =

\\/1-:

(n

l,2,...),

obtain)

[\342\200\224n',
1:],

f (x) and

1. If

THEOREM
on

F(x) are square

functions

integrable

de\357\254\201ned

for which)

f(x) ~

Z
%\342\200\231

n=l

(n, cos

nx

b,, sin nx),)

\302\260\302\260

~ A0

+ Z (A, cosnx +
-2- n=l)

F(x)

B,,

.
sin

nx),

then)

11-:

The

J:

f(x)F(x) dx =

is an immediate

result

following

3%\342\200\231 E:
n=l)

(a,,A,, + b,,B,,).)

consequenceof

Theorem

of

Sec. 7:)

Ch. 2,

THEOREM

function f

2. The

trigonometric Fourier series of any

(x) convergesto

f (x)

\342\200\224

Kn [f(x)

in

k:

(1;

the

mean,

integrable

square

i.e.,)

(a,, cos kx +

bk

= 0.)
\342\200\230Ix

sin

1:30)]?

theorem is all the more remarkable,in view of the fact already noted
in the
a trigonometric Fourier seriesdoesnot always
converge
sense
even for a continuous function.
Ch. 2, Sec. 7, we provedthat
a Fourier
series can converge in the mean)

This
in

Sec.

ordinary

In

1 that

1 Attributed

by the

author

to

the

Russian

mathematician A.

(for the case of bounded

gave a rigorous proof of the formula
1 below, of which (3.1) is
special
case, is the result usually
literature.
in the English-language
(Translator)))

M. Lyapunov

\357\254\201r
\342\200\234who

functions).\342\200\235 Theorem

called

theorem
Parseval\342\200\231s

opnmmous on

I20
to

one function

only

saunas

rounuzn

CI-IAP. 5)

f (x) [to within

(x) at a

of f

a change

of

\357\254\201nite
number

This implies)

points3].

3. Any square integrable function

f (x) is completely de\357\254\201ned
number
its values at a \357\254\201nite
of points) by its trigonometric
series, whether or not the series converges.)

THEOREM

for

(except
Fourier

In Theorem

to

know how
The

series.

we

actually

some

4, Secs.
we

Finally,

a function

5 and 6.

problem can be solved

trigonometric system (see

Theorems

the

THEOREM

4. Any

functions

of the

in the next

completely

two more

note

a
\342\200\234reconstructing\342\200\235

actually

solved

be

cases, the

special

in Ch.

of

problem

Fourier series will

continuous function
f (x)
trigonometric system must

have

are zero, then

5.

trigonometric Fourier series of a continuous

function
then the sum of the series
convergent,
equals f (x).)

If the

uniformly

Functions by

*4. Approximation of
As a
following

T1-n=.onEM.3

Let f

Then, for

any

(x) be a function
3 >
p,,,(x)

0, there
= co

of Sec.

results

1, we can obtain the

is continuous

which

on

the

interval

exists a polynomial)

+ clx

+ - - -c,,,x\"',

which

|f(x)
everywhere
2 See
3

Polynomials)

rather simple consequenceof the

which is often very useful:)
result

[a, b].

for

zero,

identically

to

vanishes identically.)

the function

TI-IEOREM

to all

the trigonometric
system and
4
also be
can
an orthogonal
Theorem
\342\200\234enlarged\342\200\235
system.
as follows:
coe\357\254\201icientsof a continuous function
If all the Fourier

paraphrased

(x) is

the

zero.)

identically

which is

function

This

in

given

of

is orthogonal

which

be

its

from

the method

using

by

function

yet

chapter; however,

consequences of the completeness

1 and 2 of Ch. 2, Sec.8):)

In other words, exceptfor the trivial

add an extra continuous function

we cannot
still

does not mean that

we
from a knowledge of its Fourier

this
but
\342\200\234de\357\254\201ned\342\200\235

say

determine

on the

the footnote to
proposition

(\357\254\201anslator)))

pm(x)|

<

(4-1))

interval [a, b].)

Ch. 2,

is

Sec. 7.

usually

(Translator)

known

as the

Weierstrass approximation

theorem.

sec.

ON FOURIBR

OPERATIONS

By making the

Proof.

seams

transformation)

mm)

t=n;::

or

equivalently)

we take the interval

t-axis. (If the length
this

b\342\200\224a)

t +

the x-axis
is less than
We now set)

b] of
of [a, b]

transformation.)

\"

theorem of

2 of the

Corollary

a,
interval

the

into

[a,

we do

21:,

[0, 1:]

not have

of the

to make

= F(t).)

\342\200\234z
+
\342\200\230N) a)
f(\342\200\235

By

|2|

Sec.1, there

a trigonometric

exists

polynomial)

o',,(t) =
for

cos kt

2 (at,
k=l

at,

(3,, sin

kt),

which

\342\200\224

o..(t)|

Ira)

everywhere on [0,1:].
so > 0 which is so small

it is

known

(lakl +

for

cosz

a positive

number

the condition)

that

that

(4.3))

-3

n \357\254\201xed,
we choose

Holding

wk;
Now,

<

lam < \302\247-

(4.4)

all z

24

z3

-1--2\342\200\224!+4\342\200\224!----,

z5)

23

s1nz=z\342\200\224\302\247\342\200\224\302\247+5\342\200\224!----,)

where

these

series converge

on 0

in particular,

< z < mt.

uniformly

But

on

then,

every

for

interval

\357\254\201xed
n and

of

\357\254\201nite
length,

all

su\357\254\202iciently

\342\200\231

larg

we

have)

kzz

k-:4

kzzzz

co,..,-(1-.,;.+%-...+(-.y\357\254\201);<,.,,
[(313

1,5,5

_
k
8\"\342\200\230
k \342\200\230\342\200\235
\"\"5T+\342\200\230sT\342\200\235\"\302\260+('>(in\342\200\230rr

(45)

llk21+r,21+r <
W\342\200\235))

I22

k =

where

1, 2, . . ., n,

the

t in the interval
functions cos kt,

sin

hold

(4.5)

inequalities

We denote the
in the
parentheses

of

21 +

21 and

degree

1 appearing

and s,,(t),

r,,(t)

by

(4.5)

inequalities

to make

enough

large

simultaneously.)

polynomials

1, 2, . . ., n,

k =

kt for

5)

are

(Since there

[0, 1:].

any

them, the index Ican be chosen

2n of

just

i.e.,

for

of the

a \357\254\201nite
number

only

can.

smuas

rounnzn

on

OPERATIONS

all
in

respectively.

Then
\342\200\224

kt

|cos

r,,(t)|

< o),

- s,.(t)|s 0))
[0, 1:]. Considerthe

(4.6))

|sin kt
=

(k

1, 2,.

. ., n)

for

t in

any

P..<t> =

[a:.n.(t) +

+
\302\253o

:1
is a

which

of degree m

polynomial
the
satis\357\254\201es

polynomial

rs..s.(:>1.)

1. By (4.4) and

21 +

(4.6),this

inequality)

=)

Pm(t)|

|\302\260n(t)

sum)

\342\200\224

+ Bk(Sin

I'k(t))

d.k(COS

kt

\"\"

Sk(t)))

kz\342\200\230

(latl +

<

wk:

everywhere on

\342\200\224

P...(t)|

|F(t)

on

everywhere

2:, we

[0,1:].

\342\200\224

|(F(t
< |F(t)

..(t))

from (4.3)

that)

\342\200\224

+ (a..(t)

P...(t))|

- a..(t)I+ |o..(t)\342\200\224
P...(t)|
to
[0, 1:]. Using the formula (4.2) to return

<

e)

the variable

obtain)

\342\200\224

everywhere

on [a,

b].

It is easy to

also

inequality

a polynomial
needed

(4.1)

5. Addition and

To obtain
whose Fourier

the

seethat

P...

(1; j

of degree m.

(4.7)

function)

the

j))

(4.7)

Consequently,

is just

the

for the proof.)

Subtraction of Fourier Series.Multiplication

Series

a Fourier

<e

P,,,(1::

p..(x> =

of

<-3)

it follows

Therefore,

|f(x)

is

l\357\254\202kl)

Fourier

by a

Number)

series of the

seriesare known,

sum or

difference

it is su\357\254\202icient
to

add

of two functions
or subtract the two))

oremmons

sec.

In fact,

series.

known

suppose

f(x)

nx +

(a,, cos

sin

b,,

nx),)

Z]
(5.1)

00

F(x)

I23)

that)

+
929

seams

rounnm

ON

+ Z
-39

+ B,, sin

nx

cos

(A,,

nx).

n=l

Fourier

the

Then,

coe\357\254\202icients

and

at,

B, of the

i F(x)

f (x)

function

are)

by

given

=
and

cos nx dx

i F(x)]

at, -_-11:
[f(x)
\357\254\201n

gt-J.:nf(x)cosnxdx i

= a,,

nxdx

sin
\"1-tJ::F(x)

A,,)

similarly)

which proves our

assertion.

It can be shown
where

kf(x),

Despite the
fact,

important

the Fourier

that

way

a constant, is obtained

from

series of the function

series of f(x)

Fourier

the

by

by k.

its terms

all

multiplying

the same

in just

k is

of

simplicity

that

namely,

these
although

to a very
they testify
is not assumed, it is
convergent, i.e., as if the

considerations,
convergence

to operate on Fourier seriesas if they were

The same sort of phenomenon
of ~ .
sign = appearedinstead
encountered in subsequent
sections
of this chapter.)
possible

will

also

be

*6. Products of FourierSeries)

do we

How

form the Fourier

Fourier seriesof
We

the

by assuming
case we know

begin

which

seriesof

that f (x) and

the

of

problem

question,

are square

F(x)

Ch. 2, Sec. 4). [Note that

and
f(x)
F(x), the productf(x)F(x)may
(see

then

product

this

f (x)F(x), if we know the

we argue as follows:

integrable

functions,

turn

out

series of f

Fourier

the
\357\254\201nding

to be nonintegrable,

(x)F(x)becomesmeaning-

less.)

Now,

suppose

that f (x) and

f(x)F(x)

F(x)

+
129

in

product
f (x)F(x) is an integrable function
on
if we fail to impose this
requirement

the

that

the

To answer

factors?

S:

obey

(at,,

cos

the relations
nx +

(3,,sin

(5.1) and
nx).))

that)

and

on

opemmons

I24

is to express the coe\357\254\202icientsan and

that)
Using Theorem 1 of Sec. 3, we \357\254\201nd

Our

problem

B,,.

do

=11:

dx

(3,,

in

terms

of a,,, b,,, A,,

(a,,A,. + b,,B,,).

5)

and

(6.1))

f:\342\200\234f(x)1-\342\200\230(x) 5\342\200\231-%'\302\247\342\200\234\342\200\230\342\200\224\"
n==I)

calculate

To

a,
it

CHAP.

saunas

FOURIER

is

know

to
su\357\254\202icient

we can

then

since

the Fourier

cos
F(x)
11: K\342\200\234

Sec.3

nx cos

the
this

again,

coef\357\254\201cients of

Fourier

The

(6.2))

function F(x) cos nx,

time applied to the
F(x) cos nx are)

mx dx

=
%

coe\357\254\202icients of

use Theorem1 of

cosnx.
productf (x)F(x)

cosnx dx,

=1-1;J:tf(x)F(x)

+ n)xdx

[%_r:\342\200\234F(x)cos(m

.%f:nF(x)cos(m

n)xdx]s)

becomes)

which

If we

agree to

for
Am\342\200\224u)

'1'(Am-I-n

}(A,,,,,,,

+ A,,_,,,)

F(x) cos

we

nx

cos

= Aka

mx dx

= }(A,,,.,.,.+

A,,,_,,).)

\357\254\201nd

=
_%_f:nF(x)cosmsinmxdx

=
we have

1-:En

n)x
F(x)s1n(m\342\200\224
dx]

+ Bm\342\200\224n):
\342\200\230}(Bm+n

set
B_k =

Thus,

we now

Therefore,

applying

\342\200\224Bk.

have the Fourier coe\357\254\202icients of the function F(x) cos nx.)

Theorem 1 of Sec. 3 to the integral
(6.2), we obtain)

\342\200\234n

+ n)xdx)

F(x)sin(m

-%

where

\"9
u.)

have)

11: K\"
Similarly,

m )
m <

write

A-It

then we

for.

+\302\247

[a,..(A...+,.+

+ b,..(B,..+..
Am\342\200\224n)

+ B,....)1.

(6.3)))

sec. 6
In just the same way,
=

I3\302\273

We

and

\342\200\230I\342\200\231
[arn(Bm+n

is

multiplication
sums and

the

In

is

the

one encounters cases where only the Fourier

series of
but not the function
itself.
In this connection, the

known,

arise:)

seriesof the

[a, b]

is an

function

the Fourier

of period

f(x)

21:, calculate)

dx,)

interval;)

arbitrary

seriesof the

function

\357\254\201nd
the

f (x),

Fourier

series of

function)

F(x)

solution

The

terms.)

similar

\357\254\201nally
collecting

If/(x)
2) Given

multiplying

formally

as if these seriesare convergent

replacing
products of sines and cosines

justi\357\254\201ed4),then

1) Given the Fourier

where

of our problem.

of Fourier Series)

problems

following

by

(6-4))

Am-n)]-

(i.e., by acting

(5.1)

applications,

function

\"\"

the solution

give

(6.4)

also be obtained

differences, and

their

\"

-Bm\342\200\224n)
bm(Arn-I-n

% El

series

two

7. Integration

\357\254\201nd
that)

The formulas (6.1), (6.3), and

note
that these formulas can

together the
by

ao2Bn

we

I25)

seams

on rounnan

opnnxrrous

to the

\342\200\230THEOREM
1.

is speci\357\254\201edby

If

giving

f (x) dx.)

I:

is given

\357\254\201rst
problem

by)

the absolutely integrable

its Fourier series)

f(x) ~

(a,, cos

function

nx +

%\342\200\231
\"\302\2431

b,,

sin

f (x)

of period

21:

(7.1)

nx),

then

fax)

ax)

4 Itiswellknown
that the product of two convergentseriess
v; + v2+---+v..+--- isgivenbytheformula
so = um +(u1v2 + uzv1)+---+(um.
+ u2v..-1+--

= u;

u;

+ - - - + up. + - - -

anda=

-+ u..-1vz+

unvl)

+---)

2 (mo. +

uzv..-1

+---+

an-102 +

um).

n =- I

which is valid whenever

if the two series converge

the last

series converges.

absolutely.))

In

particular,

the formula

always

holds

on

openxuous

I26

saunas

rouunzn

cr-mp.

be found by term by term integration

the series converges,i.e.,)

can

not

of the

a))

%\342\200\231(b

\302\260\302\260

a,,(sin

\342\200\224
sin

nb

\342\200\224

na)

\342\200\224
cos

na)_

If f (x) is square
integrable,
3 of Ch. 2, Sec.8.

of Theorem

argue as

nb

b,,(cos

n=l

Proof.

or

\342\200\224

L\"f<x)dx

case

series (7.1), whether

follows:First

this theorem

then

the

in

However,

is a

(72)

special)

case, we

general

set)

we

\"

This

does not

possibly

(which

92\342\200\230
dx.

[0 [f(x)

(7.3)

,_ 1

and has an absolutely

'

is continuous

function

___

F(x)

number
exist at a \357\254\201nite

integrable der' .ative

\342\200\230

p(\342\200\234\"

(9)

-%]dx

1\302\253*(x+2n)=f:[f(x)\342\200\224\342\200\230%]dx+f:

= Fcx)

9,9]

ff\342\200\234
[f(x)

= F(x) +
f_:f(x)dx

F(x)

by

Integrating

=
%E J:

A-2\"

parts

be expanded

in

(A,, cos nx

nx).)

F(x) cos nx dx
\342\200\224sin

\342\200\224
11-; [F(x)

B,, sin

for n 2 1 gives)

=
and

can

F(x)

series (see

Fourier

A,,

dx

\342\200\224 =
\342\200\230Mo
F(x).)

F(x) has period 21:. Therefore,

Ch. 3, Sec.11):)

so that

Moreover)

sinnnx]

::u

[f(x)

E1\342\200\231;
L:

similarly

3,, =

Therefore)

F(x) =

an Sill

+
%),

21

nx dx

%\342\200\231]

nx

bu

COS \"X))

\342\200\224

%.

5)

sec.

or

dx

the

obtain

(7.2),

solution

remains

it

nx\342\200\224

b,,cosnx_)

_I_\357\254\202,_I_

iansin

x = b, then

to set

only

(7.4))

to the second problemis given

2. Let
its Fourier

THEOREM
giving

= a

and subtract

the

by

f (x)

function

integrable

absolutely

be speci\357\254\201ed

series)

f(x) ~
whether

a
-3-\"

formulas.)

resulting

The

by

I27)

by (7.3))

j;\342\200\230f(x)

To

seams

ON FOURIBR

OPERATIONS

+
929

(a,, cos nx

sin

b,,

nx),

n=l)

convergent or not.

the

Then

of f

integral

(x) has

the

Fourier

expansion)
dx =)

\302\260\302\260 \302\260\302\260
cos
\342\200\224b,,
b,,

[a,, +

nx +

I
n=-1)
n\302\2477+Z

f:f(x)

(-1:

We set

Proof.

x = 0 in

\302\247= E

-1:

< x

Remark.

< 1:.
In

Substituting

passing,

For example,

and

(7.6)

we have

proved

integrable

(7.6))

functions

the

series

This
fact is somedistinguish the Fourier)
from other trigonometric series.

sin nx
\"=2

that

gives (7.5).

series)

3:

(7.7) in (7.4)

for any absolutely integrable

in some cases it allows
the

(7.5))

\342\200\230\302\260\"\342\200\224\342\200\234-'3\342\200\230
(7.7))
<\342\200\2241>\"+'

converges

< 1:).

< x

E %.

n==l

times useful,
since
series of absolutely

sin nx

obtaining)

thereby

(7.4),

A0 =

for

(\342\200\224
l)\"+1a.,_l

lnn))

function.

us to

on

ornnxrrous

I28

which

(see Sec. 3 of

everywhere

converges

seriesof an

can.

saunas

FOURIBR

4) cannot be the Fourier

since the series)

Ch.

function,

integrable

absolutely

\302\260

5)

znlnn)
n==2)
diverges.

3. If

THEOREM

Theorem 2,

a0 = 0

dx =

for all x,5 i.e., the

term

(7.5)]
which

5 +

\342\200\224b,,cosnx

are

the

as

same

a,,

sinnx,

in

(7.8))

n)

series of the
the
series
of
for f (x).)

Fourier

integration

can

integral

be obtained

by term

(7.8) is obtained from

(7.5)
by simply setting
all x [and not just for -1: < x < 1:,as in
on the left in (7.8),
follows from the periodicity of the integral
formula

The

Proof.

a0 =

conditions

other

the

and

2.)

then)

f:f(x)

by

special caseof Theorem

we note an important

Next,

0. Its validity

for

from)

follows

itself

dx

dx +

f:f(x)

j\"\342\200\235\"'r(x)
o

[0
We can use (7.8) to obtain
known series. For example,

f(x) dx +

na, = [0f(x)

Fourier
that)

series,

new

many
we

dx)
f:\342\200\234\342\200\235\342\200\230f(x)

know

we

by

starting

from

(-1t<x<1c).)

)\302\247\342\200\230=sinx\342\200\224sin22x+sin33x----

Integrating,

dx.

obtain)

x3

\302\253-4-=(l\342\200\224\342\200\2242-E-|-3\342\200\2242\342\200\224...)

cos2x
22
\342\200\224(cosx\342\200\224

_ C _\302\260\302\260
_
\342\200\224

2(

To

\357\254\201nd
C, we

integrate

l)\"* \302\253EM,
\"2

the last equation from

32)
cos3x____))

const.)

-1: to 1:.

Since

the

series

on)

5 If we are interested
in the values -1: < x < 1:,then as in Theorem 2, we do not
only
if we are interested in all values of x,
have to require
that f (x) be periodic. However,
then for (7.8)to be valid, we have to assume that f(x) is periodic.))

omznxrrons

sec.

uniformly, the term

the

right converges
we obtain)

term

by

= 21:C\342\200\224(-l)\"*'

Enagdx

cos nx dx

C=

and
justi\357\254\201ed,

21tC.)

T2-9)

that

1:2

Ir

,,_,

-,_\302\247(\")

have already obtained

that we

expression
formula

\302\260\302\260

x2 _

\342\200\230

1'2

this

I29)

1:3

\302\247-Efnxzdx

an

is

integration

'-1131:\"

\"El

seams

rounnan

we have)

Therefore,

so

ON

cos nx
\342\200\230T\342\200\231)

1, Sec.

Ch.

in

13.

Integrating

gives)

again

\302\260\302\260

2:

,,

sinnx

i.(i:-2\342\200\230-)d*=Z<-'>*'-.7)
n=l

or
\302\24331
_

if

12

12

E (_

,_,

THEOREM

1. Let

nx_

Case of a Continuous

21:)

Period

of

Function

sin

1),,\342\200\234
\342\200\230n_3)

Series. The

of Fourier

Differentiation

8.

_\342\200\230

f (x) be a

continuous
an
function
of period 21:, with
derivative
not
exist
at
certain
absolutely
integrable
(which
may
points\342\200\230).
Then
the Fourier series of f \342\200\231(x)
can be obtained from the
Fourier
series
of the function
f (x) by term by term dt\357\254\201erentiation.)

Let)

Proof}

f(x)

where we can

Sec.11.

of all,

we

Let

write

a}, and

In other

2 (a,, cos nx
n=l

1}\342\200\231

the

equality

b}, denote

the

because
Fourier

b,,

sin

(8.1)

nx),

of the theorem
coe\357\254\202icients of

of Ch. 3,
First
\342\200\231(x).

have)

as

=1

dx
\342\200\230N)
f;f\342\200\231(x)

=/or)

\342\200\224/(-20

number
words, 1\342\200\230
\342\200\231(x)
may not exist at a \357\254\201nite

o.)

of points (in

each period).))

I30

rounmn

on

OPERATIONS

c1-mp.

cosnx

a;, =11:[;f'(x)
=

dx

cos
11:

nx]::t

[f(x)

nx dx

sin

nb,,,

$\302\243;f(x)

(8.2))

b,',

by parts, we obtain

integrating

Then,

saunas

gt]-:nf\342\200\231(x)sinnxdx

:5 [f(x)

sin

\342\200\224

= -na,,.)

nx dx

cos

3-\342\200\230J-:nf(x)

Therefore)
Q)

at

follows

an

b,, go

na,, =

to zero

lim

1/n as

than

faster

Let f (x) be a continuous

where m - l derivatives
absolutely integrable (the

derivatives,
is

derivative

(8.3))

nb,,
n\342\200\224rco)

THEOREM 2.
m

13.)
Fourier

to

zero

co-

as

Sec.2), wecan write)

lim

a,, and

differentiation.

from (8.2). Moreover, since the

absolutely
integrable function
converge

n-no
i.e.,

term

once

Ch. 3,

oo (see

->

by term by

b,,=)

e\357\254\202icientsof

nx),)

of Theorem1

b5.)
d,,=-\342\200\224:

which

a,,

(8.1)

the conditions

Under

Remark.

\342\200\224
sin

\342\200\231(x)

the series obtainedfrom

this is

and

2 n(b,, cos nx
n= 1

0,

oo.)
n\342\200\224>

function
are

of period
continuous

m\342\200\231th
derivative

21:, which

has

and the m\342\200\231th

may not exist at

certain points). Then, the Fourier

be
series
can
of all m derivatives
obtained by term by term di\357\254\202erentiation of the Fourier series of f (x),
where
all the series, except possibly the last,
to the corresponding
converge
derivatives.
the
Fourier
the function
Moreover,
f (x)
coe\357\254\202icients of
relations

the

satisfy

lim nma,

ll-PG

To prove

Proofl

cations of Theorem
term
ing

by term

follows

\342\200\224

1)th

n\"'b,,

it is

\357\254\201rst
assertion,

The

di\357\254\201'erentiation,

derivatives

to the (m

the
1.

lim
ll\">@

convergence
except

from the

derivative].))

possibly

differentiability

= 0.

(8.4)

su\357\254\202icient
to make
m appliof all the series obtained
by
the last, to the correspondof these
derivatives [up

opemmous

sec. 8

The relations

(8.4) are obtained

times.

(8.3) m

relations

the

of successively applying

a result

as

Thus)

an

b3

02

bf.

n-\342\200\224---1-1-\342\200\234\342\200\230m'
n

'

(8.5)

n\"

b=\357\254\202__5__\357\254\202_m_\357\254\202,
\"

a;, . .
a,\342\200\231,,

where

f 0\(x)")

is

implies

(8.4).)

f(\"')(x), taken

the

of Theorem

series for f (x)

differentiation,

the

2,

by term

term

uniformly

converge

last,

Fourier coappropriate
Since
the
sign.
proper
0 as n-> co, which
(3,,\342\200\224>

with

from f (x) by

functions

the

coe\357\254\202icients of

0 and
a.,,\342\200\224>

Under the conditions

series obtained

the

except possibly for

(this follows

from

3, Sec. 11).)

Ch.

The next propositionis in

THEOREM 3.

Given

if

(3,,

n\"')

the

denote

integrable,

absolutely

Remark.
all

and

an

function

the

e\357\254\202icients
of

and

while

the Fourier

. are

b,\342\200\231,,
b;, . .

.,

. . .,

\342\200\231(x),
f \"(x),

n3

n2

|3l)

seams

rounnan

ON

nx +

(a,, cos

2:)

series)

trigonometric

converse of Theorem

b,,

sin

(8.6)

nx),

\"\302\2431

relations

the

by
satis\357\254\201ed

is a

continuous

which

can

Proof

coe\357\254\202icientsa,,

and

< M,

|n\"'a,,|
are

the

sense the

a certain

the

|n'\"b,,|

be obtained

by term

Denote the

tefm

by

of the

sum

then

b,,,

21:, with

of period

function

(m 2
m

2; M = const)
the sum

of

the

(8.7)
series

(8.6))

\342\200\224
2 continuous

di\357\254\202erentiation

derivatives,
the series (8.6).)

of

series (8.6) by f (x).

By

(8.7),

we can

write)

f(x

+
329

Z (3% cos nx

sin
n\342\200\224\"
nae):)

where

|a,,| <
If we formally
coef\357\254\201cientshave

differentiate

absolute

M, |B,,|<
this

M,

series,

values which
M)

5:))

= const.)

then after k differentiations

do not exceedthe numbers)

the

I32

on

open/moms

saunas

FOURIBR

can.

of the

that the sum

for k = l, 2, .

5)

of the coe\357\254\202icients conby Theorem 1 of Ch. 3,

Sec. the series obtained by term by term differentiation
of the
=
series (8.6) are uniformly
for
k
.
m
2.
But
1, 2,.
convergent
it follows
from Theorem 2 of Ch.
4 that
the function f (x)
then,
It

follows

verges

. .,

10,

Therefore,

.,

1,Sec.

is differentiable
tives

values

absolute

\342\200\224
2.

\342\200\224
2 times

are continuous,

and

(and hence

continuous),
by term

term

the

that

the

that

derivais

differentiation

legitimate.)

*9.

of Fourier

Differentiation

Interval

the

De\357\254\201nedon

Series. The Caseof a

[\342\200\224-n:,
1:])

1. Let f (x) be a continuous

an absolutely integrable

THEOREM

where

a,, and
c is

derivative

(which

the interval

may not

exist at

Then

f\342\200\231(x)

constant

on
de\357\254\201ned

function

[\342\200\224\342\200\230lt,
1:] with

certain points).

Function

[(nb,,

(\342\200\224
l)\"c)

cos nx

\342\200\224sin

na,,

nx],

(9.1)

n =- I)

b,, are the Fourier

given by the formula)
c =

coe\357\254\202icientsof

the function

f (x) and

the

(9.2)

,1,Lr(n>-f(-\302\253)1.

Let

Proofl

cos nx
(a,\342\200\231,

\342\200\231(x) +
3;\342\200\230

\"$1

+ bj, sin

nx),

so that)
a{,

Obviously

=) 1

dx

\342\200\230I'll
ff\357\254\202x)

,1,Lr<u>

\342\200\224
r(-\302\253)1.)

we have7)

f
The Fourier

\342\200\231(x)
956

series of the

bf,

sin

nx).

(9.3))

function)

I;

cos nx
(a,\342\200\231,

(f\342\200\231(x)

dx =

f(x)

\342\200\224 -

f(0)

(9.4))

7
it is still possible to transpose terms from the rightAlthough
(9.3) is not an equality,
of
hand side to the left-hand side, as can be veri\357\254\201ed
by calculating the Fourier coe\357\254\201icients
the function appearing in the left-hand side. In our case,the constant
term of the function
\342\200\224
and all the other coe\357\254\201icients
remain
the same as for f\342\200\231(x).))
f\342\200\231(x)
\302\253lab
vanishes,

openxnons

sec.

1-\342\200\230ounnzn
saunas

ON

I33)

the
can be obtained from
(see
integration
series (9.3) by term by term
the series (9.3) can be
Theorem 3 of Sec.7). Therefore,
conversely,
of the series for the function
obtained
by term differentiation
by term

But

(9.4).

we have)

f(x) =
and

by

(a,, cos nx

929

sin

b,,

nx),

n=-I)

(7.7))

\342\200\224 \342\200\224

f(x)

1(0)

/(0)

\342\200\230-3\342\200\231

cos

2
n=l)

nx +

+ (_ 1)::

(b,

[an

sin

-33))

mt]-

Therefore

\342\200\224
~
\342\200\231(x)
(\342\200\230-3

sin nx + (nb,,
2 [\342\200\224na,,
n= 1)

which

(9.1), if we

implies

If c

COROLLARY.

f
In

other

words,
term

differentiated
f(-nz)

continuous and

Fourier seriesof
avoid

absolutely

Sec.2).

if f(1t) = f(\342\200\2241c),the
But this
by term.

1 is

nx],

= a6.

n(b,, cos nx

henceTheorem

cos
(\342\200\224l)\"a6)

then
i.e., iff(1:)= f(\342\200\224-rc),

\342\200\231(x)
n==l

Theorem

Remark.

Fourier seriesof
knowledge of the

can

= 0,

the periodic

f(--rc),

constant

set c

\342\200\224
sin

series

Fourier

gives)

nx).

a,,

is

(9.1)

immediately

extension of f(x) onto the

1 of Sec. 8 can be applied.)
especially important

in

the

can be

of f(x)

clear, since if
whole
x-axis is

case

where the

is given instead of f (x) itself,

for it shows that a
f(x)
Fourier
series of f (x) is all that is needed to form the

in this case, the calculation of the

However,
f \342\200\231(x).
if we use the formula (9.2). We
turn out to be di\357\254\202icult
the use of (9.2)by recalling
that the Fourier coefficients of an
function converge to zero as n -> oo (see Ch. 3,
integrable
follows
from (9.1) that)
it
Therefore,

c can

lim

[nb,. +

(\342\200\224
l)\"c]

0,)

whence)

c =
It

is usually

an easy

matter

lim
to

[(\342\200\224l)\"'\342\200\235nb,,].)

calculate

this limit.

Moreover,

it

is not))

opammons

I34

to see

hard

Cl-IAP.

that the existence of this limit is equivalent to the quantity

which
for even and odd n separately,
are equal in

absolute value and oppositein

applications, one often
series of f (x). In this

sign.

that we

1 presupposes
that f (x)
and
[-\342\200\230It,
1:]

Theorem

on

5)

limits

having

nb,,

snnnas

rounmn

ON

has an

encounters

the

case,

f(x) is continuous
In the

the function

that

know

derivative.

absolutely

integrable

situations

where we

know

only

the Fourier

becomes more

complicated,i.e.,
ascertain whether f (x)

problem

Fourier serieswe have to

its derivative is absolutely integrable, and if the
answer is a\357\254\202irmative, we have to form the Fourier series of the derivative.
The following theorem often helpsto solve this problem:)
we are given the series)
THEOREM 2. Suppose that
of the

a knowledge

from

is differentiable

whether

and

(a,,
E; + \"\302\2431

If

cos nx

b,,

sin

(9.5)

nx).

series

the

[(nb,,

\342\200\224sin

nx

cos
(\342\200\2241)\"c)

(9.6)

nx],

na,,

\"\302\2431

where

c =

is the

of an

series

Fourier

series (9.5) is

f(x),

continuous

is

which

and obviously

Proof.

We

<p(x)

[\"q\302\273(x>dx

-1: <

for

apply

+ S:
n=l

n=l

the

2 of

Theorem
[(nb,,

\"\342\200\224;

x < 1:.

f \342\200\231(x)
<p(x) at all
=

can

then

the

converges

to)

<p(x),3

of the function)

f(x)

function

integrable

absolutely

series

Fourier

the

(9.7))

[(-l)\"\"'nb..].

332;

a.
(9.5)

Moreover,

continuity

points

Sec.7 to the
cos nx

l)\"c)
(\342\200\224

of <p(x).

series)

\342\200\224sin

na,,

nx]

obtaining

L: <p(x)

dx)
\302\260\302\260

S: a +
n=l
Q
a,, +

n=l
8

It is

n=

cos nx

[nb,,

+ (\342\200\224
l)\"*'c]
(\342\200\224l)\"c

I)

\342\200\224

na,,

not assumed that

Z (a,, cos nx

b,, sin nx))

n=l)

the series (9.6)

converges.))

sin nx

sec. 9

openxrrous

x < 1:.

-1: <

for

J:

<p(x)

have)

we

Thus,

dx

$9

+ Z
n=l

a,, =

I35)

1-\342\200\230ounuan
saunas

ON

b,, sin

nx +

cos

(a,,

nx))

hence

and

J:<p(x)dx

1. The

Example

a,,

(a,,cosnx

%\342\200\231

+ b,,sinnx).

n=l

series)
\302\260\302\260

,,nsinnx
\"2-1)

\302\243\302\247;(-l)

Fourier series of a

is the

x < 1:. To

see

this,

we

continuous9

and

\357\254\201rst
use

to

(9.7)

form the series(9.6).

result

The

''\302\260

for

-1: <

n3)

and then

function

differentiable
\357\254\201nd)

is)

n3

,,

nz_l)

..\302\247+cosx+nZ2[(-1)

cos
l)\"\342\200\234]

(-

nx)

Of)

\342\200\224

+ cosx

series converges

This

values of

the

absolutely and

<p(x)

of

obviously
which
it is

\342\200\224
1)

dx
I: we)

(since

convergent),

the Fourier

Theorem

to

uniformly

is

According

f(x

Z(\342\200\224l)\" n3

n=2

coe\357\254\202icients

sum
continuous
Ch. 1, Sec. 6).

cosnx

of the absolute
and therefore it has a

the sum

series (seeTheorem

1 of

2)

(9.8)

\342\200\230:5-1>\"1j,-\302\247\342\200\224\342\200\2341\342\200\224\"{-\3

and

f\342\200\231(x) <p(x)

Incidentally,
9

The

Sec.4.))

continuity

we note
of the

\342\200\224

that

sum of

it

the

+ cos

x +

3:

(9.9)

(\342\200\2241)\"

n=2)
is sometimes
series

can be

possible to
inferred

from

\357\254\201nd
the

Theorem

sum

1 of Ch.

of)

4,

on rounnan seams

ornmmons

I36

CHAP.

series by differentiating it. Thus,

the
series
(9.9), we obtain)

Fourier

this

in

5)

if we apply

example,

Theorem 2 to

f\342\200\231(x)

\342\200\224
sin x

\342\200\224
:(\342\200\2241)\"';\302\247i\342\200\230:\"l\

that

so

f\342\200\231(x)

- sin

x -f(x)

or

f \"(x)
Solving this

+ f(x)

for f

di\357\254\201\342\200\230erential
equation

(x) gives

f(x) = cl cosx.+ c2
To

\357\254\201nd
cl, we

so that
with

set

= 0.

cl

x = O, obtaining
To

\357\254\201nd
C2,

\342\200\224
sin x.

x +

sin

(9.10))

According to (9.8),f(0) =
(9.10) and compare the result

= cl.

f(0)

x.

cos
\302\247x

we differentiate

(9.9):)

= 0, this

For x

co

-:-xsinx =

cosx
c,cosx+\342\200\224-

1)
\342\200\224-+cosx+

Z(\342\200\2241)\"\302\260\302\260s\"\"n3\342\200\2241)

n=2)

gives)

l_n-i-1)

c2=\"\302\2472(_l)nn3l\342\200\224l=%,E2(-l)n(n3-

=%[('~%)'(%-%)+(%-%)-(i-%)+~~]=%~

Thuswehave)

xcosx \302\260)

sinx

f(x)--';\342\200\224+

note another

now

We

de\357\254\201ned
by

THEOREM

3.

where

a,, and

(after a

the series)

+ 2 (\342\200\2241)\"(a,,cos
n= 1

b,, are

certain

n)

positive. If the

and

converge

convergesfor -1: < x < 11: and

f

i.e., the

series

\342\200\231(x)
S:

(9.11)

differentiability of a function

series:)

Consider

for the

criterion

useful

a trigonometric

quantities

to zero as n
has

(\342\200\224
1)\" n(b,,

can be

nx +

b,, sin nx),

na,,,

nb,, do

\342\200\224>
oo, then

di\357\254\202erentiable

cos nx

di\357\254\202erentiated

term

\342\200\224
sin

a,,

by

(9.11)

term.))

not increase

the series

sum

nx),

f (x)

for

(9.11)
which)

(9.12))

\342\200\

to

sec.

I37)

seams

ON romunn

OPERATIONS

a,, and b,, decrease monotonically to zero as

by Theorem 1 of Ch. 4, Sec.4, the series
(9.11)
and the series in the right-hand
side of (9.12) convergeuniformly
on
It follows that the
[\342\200\2241:,
every interval
[a, b] inside the interval
1:].
series (9.11)can be differentiated
term by term for -1: <
(see
Theorem
2 of Ch. 1, Sec. 4), which
proves
(9.12).)

Proof.

n\342\200\224>
oo.

hypothesis,

By

Therefore,

x < 1:

Example

2. It is an

immediate

of Theorem

consequence
\302\260\302\260

sum for

a differentiable

has

nln

= _

a simple

that)
sin

nx_)

ln

n)

Series. The Case of a

[0, 1:])

of Theorem 1 of Sec.8, we

consequence

Function

obtain)

and have an absolutely integrable

f (x) be continuous
not exist at certain points), and
[0, 1:] (the derivative
may
in Fourier cosine series or Fourier
Then
sine series.
expanded

THEOREM
derivative

Interval

the

De\357\254\201nedon

As

3 (_l),,
\":2

of Fourier

Differentiation

*|0.

series)

the

n)

-1: < x < 1:,and

f(x)

that

nx

,,cos

nZ2(_l)

1. Let

on

let f (x) be
the cosine series can always
series can be di\357\254\202erentiated

be
term

di\357\254\202erentiated

by term

if f

term

by term,

(0) = f (n:)

while

the

sine

0.)

In both cases, the extensionof f (x)onto

is
Proof.
[\342\200\2241:,
0] (which
even for the cosine seriesand odd for the sine series) leadsto a function
which
is continuous
on [\342\200\2241:,
1:] and which takes equal values at the end
of
in both cases, the subsequentperiodic
points
Therefore,
[\342\200\2241:,
1:].
extension
of f (x) onto the whole x-axis leadsto a continuous
function
of
We can now apply
period 21: with an absolutely
integrable derivative.
Theorem
1 of Sec. 8.)
2.

THEOREM

Let f

derivative

on

let f (x)be

expanded

[0, 1:]

(x) be

(the

in the

may

an absolutely integrable
exist at certain points),

have

and

continuous

derivative

not

and

Fourier sine series)

f(x) = S: b,,
nal)

sin

(0 <

nx

x <

1:).)

Then)
~

f\342\200\231(x)

n=l))

[nb,,

\342\200\224
d

+ (c

d)(\342\200\224l)\"]cos

nx,

(10.1)

on

orenxuous

38

saunas)

FOURIER

where

c =

d =

\342\200\224

f(0)].

,3,Lr(v=>

(10.2)

,3,f(o>.

Proof. If
~

f\342\200\231(x)

%6

cos

nx,

Elm\342\200\231.

then

f
We

know

\342\200\224
~
\342\200\231(x)

a5.

nx.

cos

(10.3)

n=l

that

co

2k

co

k;,

[1

:13

(-0,?

sltznx

\302\2432,

(10.4)

(0 < x < 1:).

[See

(13.9)

and

(13.11) of

\342\200\224dx

I:

= f(x)

Ch. 1, Sec.13.] Therefore

\342\200\224 -

b,,
\"\302\260'

\342\200\224

sinnx

a6

,\302\247f(o>E

[1

\342\200\224
\"Z1

which is the

1(0)

1\342\200\230;

(f\342\200\231(x)

1%

[nb,,

Fourier seriesof the

x
[0

{(0)

(\342\200\2241)\"'\342\200\235
gill\342\200\230
\"\302\260'

(10.5))

sin nx)
(\342\200\2241>\"1

,,)

(a6

sin nx
T,)
1%:/(o))(\342\200\2241)\"]

function
\342\200\231
(L6
\342\200\224
dx.)

(f(x)

2)

the series (10.3) tenn

series can also be obtained
by integrating
be obtained
can
Sec.
and
by)
hence,
(
10.3)
by
conversely,
(see
7),
Therefore
differentiating
(10.5) term by term.
But this
term

\342\200\224
~
f\342\200\231(x)
3:
97\"\342\200\231
n=-1))

\342\200\224

[nbn

%f(0)

(a6

cos
%f(0))(\342\200\2241)\"]

nx,)

sec.

on

opmmous

to

(10.1) and (10.2)if

which implies

d =
%

COROLLARY.

smuas

I39)

set)

we

f(0).)

If
(n=l,2,...),

\342\200\224d+(c+d)(\342\200\224l)\"=0

then, instead

FOURIBR

of (10.1),we

obtain)
Q)

f\342\200\231(x)

the Fourier

i.e.,

of the

entiation
Proof:

already considered
c = 0. But
from

d by

using

di\357\254\201\342\200

to the condition)
= 0)

(10.2).

Instead of

Remark.

term

In fact, for even n, we immediately

= 0 or d = O, and
we
have \342\200\2242d
n,
f(0)

odd

for

then

by

1.

Theorem

in

obtain

simply by term

=f(W)

f(0)

2 f(1c)follows

nb,, cos nx,)

is obtained
series of f \342\200\231(x)
Fourier series off (x).)

case corresponds

This

n= I

(10.2),we

c and

the constants

detennine

can

formulas)

the

c =

\342\200\224
lim

where n is even,)

nb,,,

II->0)

To seethis,

we

note

tegrable function f

lim
\302\247(

nb,,

\342\200\224

c),

where

n is

Fourier coefficientsof the

that the

to zero

\342\200\231(x)
converge

as

n \342\200\224>
00.

(10.6))

odd.)

in-

absolutely

Therefore,

it follows

from (10.1)that)
+ c)

(nb,,

for even n,

which

the

implies
lim

which

implies

\357\254\201rst
formula

the second formula (10.6).

2 have the following

3.

Suppose

(10.6),

while for

odd

(nb,,\342\200\224c\342\200\2242d)=0,

Theorems1 and
THEOREM

= 0

that we are

given

converses:)
the

series)

G
92

a,, cos
\"Z

nx.

(10.7)))

I40 opemmous on rounnan

If the

CHAP. 5

saunas

series1\302\260
@

na,, sin nx

\342\200\224

series of an
Fourier seriesof the

Fourier

is the

is the

This theorem is a
by

on

and obviously

setting

b,,

4.

THEOREM

[0, 1t].11
=

\342\200\231(x)
cp(x)

simple

consequence

= l,2,..

0 (n

i=

limits (10.6) exist and

+

g
is

2=

is the

the

continuity

Proof.

of

continuity

b,,

series)

the

given

nx.

sin

(10.8)

\342\200\224
d

+ (c

+ d)(-1)\"]

cosnx

(10.9)

I)

+ E

and

function,

Sec. 7 to

2 of
\342\200\224
d

+ (c

[nb,,

<p(x),

then)

(o < x < 1:).)

+ 2

Theorem

function

integrable

itd)

jo\"n(x)dx

We can apply
<p(x) ~

a...
I

converges to this
points of <p(x).)

(10.8)

Moreover,

(10.7) converges to this

points of <p(x).
Theorem 2 of Sec. 9, obtained

Moreover,
at all the

series of an absolutely
Fourier series of the function
f(x)

at all

%\342\200\231
n =-

Fourier

the

(10.8)

(10.7)

if the series\342\200\235

[nb,,

then

.).

If the

that we are

Suppose

<p(x),

function)

]:<9(x)dx

is continuous

which

function

integrable

absolutely

f(x)

function,

= I)

obviously f
the

d)(\342\200\224
l)\"]

\342\200\231(x)
<p(x)

series)

cos nx,

n==l)

obtaining

J:

W)

dx

[nb,,

___

d +

:1
=

\"2

b,, sin

sin

nx

10 It is not assumed
that this
11 Since the sum of the series

hence on

\"2
nx

[1

1)\"

(-l)\"'\342\200\235c] sinnx

d)(-n
\342\200\224
(\342\200\2241)\"]d\302\247i\342\200\230;\357\254\202\342\200\230

\342\200\224
12\342\200\230-')

:11\302\273,

[-1:, 1:] and

(c +

series

converges.\342\200\231

(10.7) is an even

the whole x-axis.))

function,

it will

also be continuous

on)

opmuvrrons on

10

sec.

for 0

< x

dx

<p(x)

case of

this

we have

theorem,

exists, and if the

+ Z

is the

Fourier

is the

Fourier seriesof the

of an

series

f(x)
(10.8)

result:)

following

limit)

(10.10)

series

the

the

nb,, = h

lim

Moreover,

b,, sin nx)

\"$1

the series (10.8),if the

THEOREM 5. Given

at all

< 1:.

< x

a special

As

141)

< 1:[see(10.4)].Therefore)
J:

for 0

saunas

rounnzn

J:

h)

(10.11))

function

integrable

absolutely

nx
then

<p(x),

(10.8)

function)

dx

<p(x)

+ 3')

to this

converges

(0 <
and

function,

x < 1:).)
obviously

\342\200\231(x)
cp(x)

of <p(x).)

points

continuity

\342\200\224
cos

(nb,,

To prove Theorem 5, we note that when the limit

the
exists,
(10.10)
formulas (10.6) give c = \342\200\224
the
series (10.9) becomes
h, d = h, and then

(10.11).)
Example 1.

The

series)
Q)

2
is the

series of
In fact, in this

Fourier

times.

n3 sin

(\302\260<\"<\">)

a function
case

nx)

77:1\"

can

which

h=lim

n\342\200\230)

,._...::7:'1=\

and the

01'))

series (10.11)is)

be differentiated

(10.10) gives)

any

number

of

I42

series

This

absolutely and

converges

sum

tinuous

can-.

saunas

rounnzn

on

OPERATIONS

\342\200\230'\302\260

f(x) =
f

therefore

and

uniformly,

has a

con-

By Theorem

<p(x).

5)

nx
,.
1+
'1;

2:

1:3 sin

dx +

we)

[0

1:
7)

\342\200\231(x)
<9(x))

for0<x<1c.)

Next, we note
the

Fourier

the

that

function

the

coe\357\254\202icients of

<p(x) satisfy

inequality)
\"4

Therefore,

in

Sec. 8, the

3 of

Theorem

by

derivatives, and

<1.)
function

<p(x)

has

two continuous

fact)
\302\260\302\260nsinnx

(Pot):

2:

1')

n4+

<9\"(x)

:1

We can

now

apply

3 to

Theorem

em)

last

the

series,
=

\342\200\224

obtaining
\342\200\224

f(x).

\"Z

Obviously
<p\"<x)

so

that

f(x)

the
satis\357\254\201es

differential

f\342\200\234\"\342\200\231(x).

equation
(0 <

f\342\200\234\"\342\200\231(x)
-f(x)

which

As

implies
in

Sec.

x <

that the derivatives off (x)exist up

can be used
9, the results of this section

1t).)

to any

order.

to evaluatethe

sums

of

series:)

trigonometric

Example 2.

Find

the

sum

of the

series)

\302\260\302\260

nx

cos

\"Z!

This series
F(x).

is

uniformly

Differentiating

and

convergent,

the series

1.

\"2

term by
n

3
n=l))

sin

therefore has
we obtain)

(10.12))

a continuous

sum

term,

nx)

\"2 + 1

(10.13))

10

sec.

ON FOURIER

OPERATIONS

We now apply

Theorem 5 to

series.

last

this

Then,

seams

I43)

formula (10.10) gives)

n2

\"11
\"=..\342\200\230_\342\200\230P.E:(\342\200\230;zTI\"1)-

for the

and

series (10.11),we

obtain

\302\260\302\260

%+

\"Z!

(-

1
-\342\200\224n2n+

cos

1)

nx)

01')
\302\260\302\260

cosnx

to Theorem

according

Thus,

5, the

F0\342\200\230)-)

=\302\247+

a\357\254\201\303\251m

sum

of the

f(x)

-n:

(0<x<1c).)

f(x)=-2-+foF(x)dx-5

But

then

3 is

Theorem
I

__

F(x)

series(10.12),and

applicable to the
\"
\342\200\231_\342\200\230

series (10.13)is

[0 F(x)d

therefore)

(o < x < 1:)

(10.14)

or

,,

F (X)
The

of

solution

differential

this

F(x) =
and

\342\200\224

equation

is

c.ex +

cze-x

\342\200\224

\342\200\224

(10.15)

hence)
F\342\200\231(x)clex

Setting

from

x = 0 in'theseexpressions
and

which we

cze-x.

using

and (10.14),

(10.12)

that)
we \357\254\201nd

obtain)

\302\260\302\260

11:

\342\200\230I
+57)\342\200\231
-\302\247(\302\247,;1T:\342\200\2341

\302\260\302\260

11:

\302\260==\302\247(,Z,7.7\342\200\2301+\302\247+\302\247)\302\260)

Then,

with

these values

series (10.12).))

of c, and

C2, the

function

(10.15) gives the

sum

of the

I44
II.

the

Cl-IAP.

coe\357\254\202icients.

decreasing

5)

of Fourier Series)
trigonometric seriesare those

the most convenient

applications,

rapidly

saunas

the Convergence

Improving
In

with

rounnan

on

omarumons

In

case, the

this

\357\254\201rst
few

terms

of a

series su\357\254\202ice
to give its sum quite
since the sum of all the remaining
accurately,
terms will be small if the coef\357\254\201cientsapproach
zero rapidly enough.
Thus,
the faster the coe\357\254\202icients decrease,
the fewer terms of the seriesare needed
to give its sum to any degree of accuracy. It should
also
be noted that in
series have rapidly

Suppose we are given

denote by

\302\24329
n

f (x).

trigonometric series whose sum

a way that the series which is left,
formula)

f(x)

\342\200\224

cp(x)

= I

Theorem
the

to

naturally

simplest when the

3 of Sec. 8).
following

problem:

series)

a trigonometric

f(x) =
whose sum we

us quite

lead

the

is

situation

coe\357\254\202icients(see

decreasing

considerations

These

series, the

trigonometric

differentiating

(a,, cos nx

b,,

sin

nx),

(11.1)

How can we,subtract from this series another

in such
(in \357\254\201nite
terms)
<p(x) is known
i.e., the series related to f (x)and
<p(x) by the

(on,cos nx

(3,,

sin

nx),

n=- 1

decreasing coe\357\254\202icients? Once this problem has been

on f (x) can be replaced
on the known
solved,
operations
by operations
and
on
a
function
series
with
coe\357\254\202icients.
rapidly
decreasing
<p(x)
in cases of practical interest can
The fact that this problem can be solved
be made plausible
we are given a
by the following argument: Supposethat
on [-\342\200\230lt,
function
1:] (or on [0, 1t]), and suppose that
f (x), de\357\254\201ned
f (x) has
of f (x) over the whole
several derivatives. Then, the periodic
extension
x-axis may lead to a discontinuous
function
with
discon(or to a function
tinuous derivatives), with
result
that the Fourier coe\357\254\202icients fall off
the
It is not hard to see that by subtracting
a suitably chosen linear
slowly.
function
from
into
a
function
with equal values at
we
can
convert
(x)
f
f (x),
the end points
of the interval
can
which
[\342\200\224-it,
1:], and hence into a function
be extended continuously
the whole, _x-axis, i.e., into
with
over
a function
Fourier coe\357\254\202icients which fall off faster than those of the original
function.
chosen
from f (x), we can
Similarly, by subtracting a suitably
polynomial
for not only the function
but
also several of its derivatives to have
arrange
values
the
end
of
the
But then both the function
at
interval.
equal
points
and these derivatives
can be extendedcontinuously
over
the whole x-axis, and
the
Theorem 2 of Sec. 8 can be applied. This already
that
guarantees
has

quite

rapidly

then

coe\357\254\202icientsfall

off quite

rapidly.))

11

sec.

for

is hope

there

Thus,

our

solving

not a

which,
dif\357\254\201culty

can very often

function

has

given a series and

<p(x) has to be inferred

been
\357\254\201nally

series

however,

we say

solved,

that

However,

problem.

are

problem,we
the

ON FOURIER

OPERATIONS

function.

Therefore,

seams

I45)

in the actual
the form of

from its seriesexpansion;this constitutes

be overcome. When the problem
we have improved the convergence of the

(11.1).

We now show two ways

of improving
the convergence of Fourier series.
is based on the fact that
between two in\357\254\201nitesThe
\357\254\201rst
method
the difference
order
the
imals
of the same order is an in\357\254\201nitesimal of a higher order than
of either of the original
in\357\254\201nitesimals.\342\200\235)

the convergenceof the

1. Improve

Example

\"3

f(x)

sin nx.)

\"4 _

1)

nE2(\342\200\224l)\"

In

this

n3/(n4

the

case,

n3/(n4

quantity

- 1) + l/n = n4/(n4

series)

oo
[since
1/n as n\342\200\224>
A simple calculation

of order

\342\200\224
is

1)

\342\200\224
l)\342\200\224>las

n->

co].

that)

shows

n3

n5\342\200\224n\302\260)

we have

Therefore

\302\260\302\260

f(x)
But

I)

n4\342\200\224l

\"Z;-1)

sin

nx

4'
n

;\342\200\224__\342\200\224;,\302\260

nZ2(-1)\"

(13.9) of Ch. 1,Sec.13

to formula

according

\302\260\302\260

nx

,, sin

< x<1t),

(-1:

Zl(\342\200\224l)\"*\342\200\230-it-1%-x=-\342\200\230\302\2435

and hence)
f(x)

In

the

last

\342\200\224

sin

sinx

325

if-1)\

the

Fourier

Example 2.

coef\357\254\201cients are

the

Improve

f(x)

12

Two

nx
\342\200\224
n)

(-1: < x<-tr).)

series, obviously

|b,,n5| <
i.e.,

n5

in\357\254\201nitesimals
are

(M = const),)

of order

of the

convergence
=

said to

l/n5.)

series)

\302\260\302\260n4\342\200\224n2+l)

cos

Z1

nx.)

\342\200\224n2\357\254\201;TT)\342\200\224

be of the

same

order if their

ratio converges

to l.))

'46

In

ON FOURIBR SERIES

OPERATIONS

this

Fourier

case, the

Cl-IAP. 5)

of order

coe\357\254\201icientsare

n4\342\200\224n2+1_l__

we

have)
\302\260\302\260

\302\260\302\260

cosnx

n3

2,

''\302\260

cosnx

3x3\342\200\224
61tx

-_

21:3)

< x

(0

12

n3

\"=1

2,;.4\342\200\224+\342\200\2341')

(13.8) of Ch. 1,Sec.13)

to formula

according

cosnx

\342\200\230

f(\342\200\231\342\200\230>=

But

n3_n4+l)

n1(n4+l)

Therefore

1/n3 and)

< 21:),)

and hence
Q

(0<x<21c).

f(x)=3\"\"\342\200\230:\342\200\231;\"\342\200\2352\"\342\200\231_
,\302\247f:L\342\200\224\"\342\200\231;
n=-I

In

the last

series
< 1,)
Ia..n\342\200\230I

coefficients are of order 1/12\342\200\230.

of improving convergence\342\200\235 is

Fourier

the

i.e.,

method

second

The

coefficientsas sums

the Fourier

of

Example 3.

the

Improve

f(x) =
we

Obviously

We

remainder,

in

(a

a >

= const,

at the

parentheses

0).)

term a2/n2, and

Actually,

1(
it can

a3

a2

n+a=n
13

sin nx
n
+ a)
n-=1)
Z)

series)

then

add

up the

obtaining)

the

of the

convergence

have\342\200\234)

the series

truncate

on representing

B=const,...).

(A=const,
\342\200\231+\342\200\230+-'\302\247+---

based

the form)

-54-r'z_2_n3(n+a)

be shown

that

the second

a3

a3
n)
)_l__\302\243

n2+rT_n3(n+a)\302\260)

method reduces

to repeated

application of

method.
\357\254\201rst
14 Of

is always

course, we can only

true, as can easily

talk

about an

series
in\357\254\201nite

be veri\357\254\201ed.))

if aln

< 1, but

the result

we need

11

sec.

ON rounnaa

OPERATIONS

saruns

I47)

Therefore

0)

\"

n=l

and the sums of the

the

\"

n=l

\357\254\201rst
three

\357\254\202\357\254\202

\"

n=-I

n=1\"(\"

and more generally the

series,

\"'a))

sums of seriesof

form)

sin nx
i
n=l
a positive

p is

(where

\302\260\302\260

(14.1)

i:1

\"P

_ 1:

be obtained
(13.7),

(13.8)

by using
of Ch.

known

ex-

1, Sec. 13,

\342\200\224
x
')

n
cos nx

\"P)

n==l

integer), can easily

to formulas

nx

sin

nx)

cos

In fact, according
of Ch. 3, Sec. 14

pansions.
and

\357\254\201x): Zs1nnx_aZs1n;zx_|_a22s1n;zx_a3Z

\342\200\224
_ 3x2 61tx +

21:3

')

12

n3

=1

II)

the

Integrating

$\342\200\230\302\247\342\200\224\"i\342\200\230=
n
2)
\342\200\2241n(2sini\342\200\230)

second

sin nx

\"3

sin n x
\"El
for

0 <

and the

third

J:

In

(2 sin

21:).

x3

21:2

\342\200\224
31tx3
\342\200\230

d\"

12

\342\200\224

\"2)

< x<

we obtain)

series,

3x2 \342\200\224
61tx +
Ixo)

(o

+ 21:32:

')

12

dx)

x < 211:. Therefore)

f(x =\"\";\" + aj:1n(2sin\342\200\231\302\247\342\200\230)dx)

+
where

the

I2.

A List

\302\260\302\260

a3

+
1-2 (x3

coef\357\254\201cients of

the last

of Trigonometrlc

31cx2

\342\200\224

21:33:)

\342\200\224
a3

\"Z!

series are

sin

nx

E.)

of order 1/n4.)

Expansions)

In dealing
with
Fourier
series, it is convenient to have a list of commonly
encountered
series. Such a list is particularly
useful if we are trying
to
of
In
the
a
series.
the
list
we
have
improve
convergence
given below,
gathered
all the expansions
obtained previously, and we have added some
together
new

ones.))

I48

opemmous

1)

ON

\"Z!

ms!)

\"

\342\200\230

3\"2

\302\260\302\260:,\"\"

5)

3:

2\"\342\200\235

\342\200\224
1::
2\"\342\200\235

dx

(0 <

dx

sin
(2

< 2::),

[Ch. 1, 03.3)]

x < 2::), [See

dx

(zsin

1::

[c1:. 1, (13.7))
< x

(0

5:\342\200\230;

5\"\342\200\230

4)

21:), [Ch.3, (14.1)))

< 2::),

< x

(o

\342\200\230i\342\200\234n\"\"

3)

x <

(o <

(zsin
\"

5)

CI-IAP.

\342\200\224
1::

93\342\200\230=

2)

seams

FOURIBR

(0

\302\260\302\260\342\200\230,\342\200\231\342\200\235\342\200\230
+213\342\200\230;

Sec.

< x

11])

< 2::))

1\342\200\224\342\200\224\342\200\224\"3
= 100
'22 5\"\342\200\235)
,_Z,7z5\"25.79436...
by term

is obtained

which

6)

2
M,

7)

by

\342\200\230i\342\200\234,\"\"
n

zip-1)\"+'

n==l)

< x
(\342\200\224::
=\342\200\231\302\247\342\200\230

2::), [SeeSec.11]

x s
<

::), [Ch.3, (14.2))

[Ch. 1, (13.9))

< ::),

[c1:. 1, (13.10))

< x
(\342\200\224::
(\342\200\2241)'*+'
\342\200\230-\342\200\2319ni,\357\254\202\342\200\230
\342\200\231L2\342\200\224j2\342\200\2243\"\342\200\2302

\302\260\302\260

,,

10)

sin nx

by term

term

< ::),

ln

(2

[0

\";(\342\200\2241)+'\342\200\224;7-

obtainedby

preceding series,)

< x
(\342\200\224::

(2cos

n=l)

9)

(o <

12

= 1::

955

S (-1)\"+'

8)

of the

integration

\342\200\231
3\"\342\200\235
+ W\"

*3

term

cos

integration of the

5)

dx

< x
(\342\200\224::

s ::),)

series7),)

''\302\260

11)

Z(

lcosnx
1)\"+

\342\200\224\342\200\224n3)

\302\260\302\260

x
(\342\200\2241t<x<11:),)

=z(\342\200\224l)\342\200\230\342\200\234\302\247-Io
dxJoln(2cos;)dx

obtained

12)

by term by

ms]))

term

integration

(\342\200\224
l)\"\342\200\234

of

the series
x3

\357\254\202zxlg

10),)

< x
\342\200\230-11:

< 11:),

oPi1zA'r1oNson

12

sec.

obtained

by term

term

by

of the

integration

\302\260\302\260

obtained

cos(2n+

l)x

n\302\247

\302\260\302\260

sin

(2n

\"go
\302\260\302\260

(0<x<1c),)

7),)

11:

< X

n-o

\342\200\224
2

,,o

obtained

by

1,

(o

< x

< 1:),

[Ch. 1, (13.12)]

\"\342\200\224_8\342\200\224l\342\200\230l\342\200\230

\302\260\302\260sin(2n+1)x__1x \342\200\224

16)

< 13),

'
1

2n

15)

+ l)x

series 9),)

\342\200\224\302\247lnt3l1\302\247

of the series 1)and

by addition

I49)

I-\342\200\230OURIER
seams

In

510

term

by term

of

integration

(0

tanidx

the

s x < 1:),)

series 13),)

\342\200\230\342\200\231\302\260

cos

17)
n=0

(2n +

_\302\247Io

by term

obtained

l)x)

7251-1)?\342\200\234)

x
dxfo

term

by

\302\260\302\260

sin

18)

If in

by term
the

(0<x<-1:),)

of the

integration

\342\200\224
1t3x
1cx3)
l)x _
\342\200\230
8)

\342\200\224
we

x,

19)

term

by

formulas

obtain

lntani-dx+nZo(\342\200\2242-n\342\200\224\342\200\224\342\200\224_I_1)3

,_=o(2n+1)3

obtained
fr:

g2n +

\302\260\302\260

integration

13) through

series

16),)

(0<x<1t),)

of the series 15).

18), we replacex by

t and

then set

n:(\342\200\2241)\"

20)

\":(\342\200\2241)\"

=\302\247

(\342\200\224\342\200\231\302\247\342\200\230<x<\342\200\231\302

\342\200\224%lntan

($--:5)
< x

5
(\342\200\224

21)

<

2).

n:o(\342\200\2241)\"

\342\200\224%
0\342\200\235\342\200\234\342\200\2311ntan.\302\247dz)

\302\260\302\260

22)

the expansions)

..\342\200\230(2n+1)
(\"\302\247<\"<\302\247)')
2\342\200\234\342\200\230>\302\247'3(27.::\342\200\2301)\342\200\2242\302\247=\302\243Z5
n=0))

opammons

I50

saunas

rounnzn

ON

5)

CI-IAP.

\302\260\302\260

23)

1)

E,\342\200\230

,,cos(2n+l)x_1I:3\342\200\22441tx3
\342\200\230
32
(2n+l)3

_'j
(

\302\260\302\260

24)

&n-::

1),,sin(2n+1)x_l

\342\200\230:_t
2\"\342\200\2342)\342\200\231

it

dxfolntanzdx
..-2-fa
\342\200\224\342\200\224\342\200\224\342\200\224(2n+l)3

go(

\302\260

1:

1:

(\342\200\230\302\247\"\342\200\234\302\
+,.\302\247.(\"\342\200\224\342\200\2302n+1)3

I 3.

In practical

of Fourier Coefficients)

Calculation

Approximate

functions
which have to be expanded
as tables or graphs,
i.e.,
approximately,
be obtained
case, the Fourier series cannot

in

problems,

series are often given

In

analytically.

this

application of the

than
direct
by

formulas)

usual

a,,=_%

1, 2,...),

(n=0,

o2\"f(x)cosnxdx

(13.1)

2\342\200\234

(n=l,2,...))

f(x)sinnxdx

b,,=1-Jo

and we are faced

Fourier

rather

of calculating a,, and b,, approximately.

the \357\254\201rst
purposes to know only
exact
the
problem, we go from
formulas (13.1) to approximate formulas,
the technique of approxby using
imate
The usual method is to use the rectangular
rule or the
integration.
In
our
rule.
t
he
the
rule
reduces
to
case,
following
rectangular
trapezoidal
the

with

problem

(In most cases, it is su\357\254\202icientfor practical

few
To
Fourier
solve this
coe\357\254\202icients.)

procedure:

Let

the interval

[0, 21:]be divided

0,

and suppose
to

that

the

2_\342\200\231.\342\200\230,2E)
(m

m,...,

values

of the

m equal

into

by

the

points)

21:

1)

-\"-1,

(13.2))

211:,

at these points

f (x)

function

parts

are known

be
y09

Then

yls

y29

\302\260
\302\260
-9 ym-ls

111-]

a,, z

b,, 2:

where

ym\302\260

we have)

2:

denotes

approximate

\342\200\224

m kzoyk

2\"\"'
E kzoyk
equality.

cos

2k1c

\342\200\224\342\200\224

n,

(13.3))

. 2k
s1n
\357\254\201n,)

For

example,

suppose

m =

12.))

13

sac.

on

OPERATIONS

Then, the numbers

FOURIER

l5|)

seams

(13.2)are)

o_*.E':\342\200\230EZ*_=5_'_\342\200\230,.Z'_*i*.=3\302\2435_'.=1_1\342\200\231.\342\200\230=2,,
,
69
,6!
39 29 39

or in

39 69

39 29

69

degrees
60\302\260,
90\302\260,120\302\260,150\302\260,180\302\260,210\302\260,240\302\260,
0\302\260,
30\302\260,
270\302\260,300\302\260,330\302\260,360\302\260.)

In

this

easy to

case, it is
reduce

(13.3)

multiplying the ordinates

the factors

all

i sin 30\302\260=

:1,

0,
and it is

seethat

in

to)

i0.5,

=
60\302\260

sin

10.866,

that)
easily veri\357\254\201ed

+y9+y1o+yu.
+J\342\200\2314+J\342\200\231s
+J\342\200\2316+J\342\200\2311+J\342\200\231s
+J\342\200\2312+J\342\200\2313

6aozyo+y1

\342\200\230
\"
4' yu \342\200\224
4' }\342\200\2311o
J\342\200\2314
ys
ya),
541 % 0'0 - ya) + 0-35501
Y1) 4' 0-50\342\200\231:
4' 0-50\342\200\231:
50253 (J\342\200\231o+}\342\200\2316''J\342\200\2313-J\342\200\2319)
\342\200\230FY:
+}\342\200\2317+J\342\200\23111\"J\342\200\2312
-}\342\200\2314-ya-J\342\200\2311o).
5a3z}\342\200\231o+J\342\200\2314+J\342\200\231s\"J\342\200\2312\"J\342\200\2316\"J\342\200\2311o.
\342\200\224
\"
+ 74
Y1
711) + 0-3550\342\200\231:
ya
}\342\200\231s
\342\200\224
\"
-'
53 0-3550\342\200\231:
+ )\342\200\2311
4' ya
+ }\342\200\2312
Y4
ys
}\342\200\2311o

z 0-501

551

\"

552

'1' (Y3
}\342\200\2311o)

- Y9).

P11).

6bszy1+ys+y9-ya-y7-yu.

etc.

(13.4))

To simplify
to the

the

it is convenient to perform
we write the ordinates yo,

calculations,
First

scheme:

following

them
y1,

according
y2, . . . in the

shown
below.
Then we form the sum and differenceof each
ordinates such that one ordinate
appears below another. (The number
is understood
to appear in positions
where there is no entry.))

order

yo

Sum

Y4
J\342\200\231:

}\342\200\231u
1'10

J\342\200\231:
J\342\200\2319
}\342\200\2317)

uo

we write down

differencesin

these

similar

Sum

u,

a3 a4

U1

U2

U3

and

sums

differences

U4

as u.;
05)

and form new

sums and

way:)
140

Difference

u,

\"1

\"2

115 H5

114

S0 S1

S2

to

t,

t;

\"3

\"1

02

93

05 04
S3

of
zero

ya

)\342\200\2311
Y2

Difference

Then

Y5

pair

Sum

0'1

0'2

Difference

1-1

1-,))

0'3

ON rounnm saunas

orenxrrous

I52

these

Using

we can

quantities,

5)
emu\302\273.

write)

6aozSo+S1+S2+S3,

601 z

to

+ 0.512,

0.86611

6a; z so (H13 :5 to

s3

0.5(s1

\342\200\224

s2),

12,

+ 0.86662\"|'

6b]

z 0.501

6b;

z 0.866071+

6b3

z 0'1

0'3,

1'1),

0'3,

of (13.4).

instead

We have

for carrying out the calculations when

twelve
If this scheme is used for smooth functions
for which
we know the exact values of the Fourier
that
the resulting
coe\357\254\202icients, we \357\254\201nd
approximate values of the coe\357\254\202icientsa0, a], bl, a2, b2, a3, b3, are quite close
to the exact values. To obtain
more
exact results, and also in cases where a
of
number
Fourier
coe\357\254\202icients
are
we can use a scheme
with
a
larger
needed,
scheme
with 24 ordinates is frequently
larger number of ordinates. The
a scheme

given

are given.

ordinates

used.)

PROBLEMS)

1. Calculate

.)

sums\342\200\230
of the

the

Hint.

g]

6)

the list in

2. Calculatethe
a)

b)

c)
Hint.

J:

I:

following

In\342\200\231

(2

sin

(2

cos

m2

Fourier

that the

Sec. 12and

'20
Parseval\342\200\231s
theorem

(Sec. 3).

integrals:)

dx,
dx,)

tan
In\342\200\231
dx.)

Sec. 12 and Parseval\342\200\231s

theorem.)
is
has three continuous derivacontinuous
and
f (x)
[0, 1:],and f(0) = f(x) = 0, f \"(0) = f \"(1:) = O. Show that
of f(x) can be differentiated
term by term, and show
twice

Use the list in

series

function

series)

ilnzlbnl)

converges.))

.)

J:

3. Suppose that the

tives
on the interval

the

f)

\"El

;<-33+\342\200\230,)

n=l

(,,,'\342\200\224T,.

%s

Use

c)

2171,.

n=

d)

following series:)

paonugms

on

OPERATIONS

4. A

I53)

series)

is de\357\254\201ned
by the

function

SERIES
l-\342\200\230OURIBR

for) =

<-D\

\302\247l(\302\260\302\260f,\302\247\342\200\235\342\200\230

Write the Fourier

5.

Show

seriesof its derivative.

2 of Sec.9.

Use Theorem

Hint.

the function

that

de\357\254\201ned
by

\302\260\302\260

f(x) =
is

(-

'21

of

Show that each

Fourier series of its

6.

(\342\200\224n<x<n))
derivative.

the

is differentiable,

functions

following

and

write

the

derivative:)

Q
f(x)

a)

'

of Sec.9.)

Use Theorem 3

Hint.

sin nx

1)\"

the Fourier seriesof its

and write

differentiable,

the series

n +1

\342\200\224

(0 <

sin nx

x <

_
117),

\"Z1,-\342\200\230Tr\342\200\231:-1
Q)

f(x) =

b)

7.

Find

5 of Sec.10.

Use Theorem

Hint.

sum of

the

(0 < x < 1:).)

sinnx

21541-1

the series

cosnx_
_ 1)
E
n==2n2
Hint.
8.

Improve

as in Example

Proceed

of the

the convergence
Q

series:)

following

Q)

w+n+1.

a)

2 of Sec.10.)

sin

nx,

b)

\"gig?

sin

\"21 ET?

nx,

c)

n=l

d)

(In this

E (_ ])n+l n +

\":1
Q

f)

n +

Hint.

In a) and

b),

l)x.\342\200\231

3)

proceed

n +

\"B,
Q

cos (2n

Z
n=l

> 0);

\302\260\302\2605
\"x.

S: (_ ])n-I-1

e)

a\342\200\231

follow, a

and those that

sin (Zn +

n=l

and

example

n +

as in Examples 1 and

l)x

a\342\200\231

\302\260

2 of

Sec. 11. In

e), use

a3

n+a_n1+g_n(l--n+'t7_'\342\200\235)
n

1
_n(l

a2
_ 3
n+n(n+a))

_ 1
n

a3

n3+n2(n+a)\342\200\231))

c), d),

on rounmn

omarumous

I54

seriesinto

divide each

use the

series, and

three

cr-mp.

saunas)

in Sec.

list

12. In

and g),
t\342\200\230)

use

2a-1

2(n+a)\342\200\2302n+1+2a-1\342\200\2302n+1'l
2n

9. Show

..._1__1_2.a_.-_l+
2n+l

2n+l

three seriesand

use

series into

each

divide

is square

if f(x)

that

~
\342\200\230f(x) %

<2\342\200\234-1)\342\200\231

2(2n+l)(n+a)
Sec. 12.

the list in
if

and

integrable

2 (a,,cosnx+ b,,sinnx),

n=l

then
no

x'''''

f(u)

do
\342\200\224
+

du

-5

5-hJ\342\200\230x_h

where

.
b,, sin

nx)

Sill Ilh

\"21

nh

1:.

Ihl <

10. Show

(a,. cos nx

if f

that

(x) has a square integrable

_[:;f(x)

derivative

dx =

and if
\342\200\231(x)

0,

then
1!

1'!

I -1!

11. Let f (x) have

dx 2
dx.
|f\342\200\231(x)|\342\200\231
|f(x)|\342\200\231

I -1'!

21: and

period

Fourier

coe\357\254\202icients
a,,

and

b,,.

Show

that)
(I)

-,l;J:\342\200\234[f(x+h)-f(x-h)]\342\200\231dx=4\302\247o\357\254\201sinznh.
n=l

where

i.e.,

oz,

if there

are

positive

all x

and

y,

f(.v)|

< clx

sinz E.

2N

n=l)

co >

12. Let

yl\342\200\234

then)
N

where

condition

numbers
\342\200\224

|f(x)
for

show that if f (x) satis\357\254\201es

a Hiilder
c and at such that)

+ b,\342\200\231,.)
Furthermore,
9,\342\200\231,
a,\342\200\231.

of order

0. (Cf. Ch. 1,Prob.

f (x) satisfy

all the

3)

9?:

<

P\"

<

7.))

conditions of the

21:
n-lgzkd

2c,

co

\342\200\230
W\342\200\231

preceding

problem.

Show that

5557,.

21\302\242
C

b)
n=a

1422\"-1

no
\302\260>

Z9\302\273<\302\24222\302\247k-ma\342\200\230-H7271\342\200\230

u=2

Use c) to

2k[a-:1/2)];)

provethat

(Bernstein\342\200\231s
theorem).))

k=l)

if at > 4}, then

the Fourier

series of f (x)converges

absolutely

6)

OF

SUMMATION

TRIGONOMETRIC

SERIES)

FOURIER

I.

the

of

Statement

Problem)

Fourier series)

Given a trigonometric

(a,, cos

+
\342\200\230-129

,..=
Z]

about
f (x),

which

can we

(1.1)converges
of the series.
proving
for

then

that

know

we

\357\254\201nd
the

to f

only that it
f (x) ?

we either

b,,

sin

series of

Fourier

the

If we know in
then we can obtain f (x)as the
is

do not

know

when

different

converges or when

the

or

whether

(1.1)

nx)

function

(x),
The situation

the series

is

nx +

advance
limit

some function
that the series
partial sums

of the

have not
turns out to

we

succeeded

in

be divergent,
not the partial sums have a limit
not exist. Thus, we have to \357\254\201n
series

actually know that the limit does

an operation
a knowledge of its
which allows us to determine a function
from
Fourier series,regardlessof whether
or not the series converges. This is the
that will concern us in this chapter.
The operation in question
problem
will be referred to as summation
of the series.
Summation must not be confused
with
the operation
the sum of a series which
is known
beforeof \357\254\201nding
hand to converge,sincesummation
can also be applied to divergent series.
The problem
series of)
of summation
can also be posed for arbitrary
numbers
or functions.
summation
Naturally, a properlyde\357\254\201ned
operation
or

else we

I55))

I56

SUMMATION

must

always

mroonomnmrc

or

have the property

seams

FOURIER

of the seriesin

the sum

it gives

that

CI-IAP. 6)

usual

the

series converges.)

sense, if the

2. The Method

of

Means)

Arithmetic

Consider the series

(2.1)

uo+u.+u2+---+u,,+---,
let

and

= uo

s,,

u1

+---u,,,)

s,,-1

=so+s1+---+

(n=

n)

l,2,...).)

It may happen that whereas

the series (2.1) diverges, the quantities
of the series) converge to
means of the partial sums
limit
For example, the series)
as n \342\200\224>
oo.

arithmetic

a,, (the

de\357\254\201nite

1\342\200\2241+1\342\200\2241+---)

1,s1= 0,

but

diverges,

for even n

and

in this case so =
on = -} + (2n)-1 for

s2

odd n, and

lim

0,, =

lim

0,,

1, s3

= 0,.

. ., so that

on

= }

means1

to

hence)

1-.

More generally, if
series (2.1)is summable

say that the

the value a.

we

We

series

(2.1)

at the end
in the usual

the method

of

arithmetic

this method of summation

satis\357\254\201es
the requirement
of Sec.1,i.e.,does the number a give the sum of the
if the series converges? The answer
is in the
sense,
theorem shows:)

the following

a\357\254\202irmative, as
THEOREM.

If

series is summable
Proof.

by

6,)

ask whether

now

mentioned

the series
by the

(2.1) convergesand its sum

method of arithmetic

means

equals

to the

a, then

same

number

the
a.)

Since by hypothesis)

lim s,, = 0',

n-mo)

then

for any a

> 0,

there existsa number

|s,,\342\200\224o'|<8)

1 Also known

as Cesdro\342\200\231s
method

m such

that)
(2.2))

5.

of summation.

(Translator)))

sec. 2
provided

that
0,,-

s +s

0'-=0

SERIES
1-\342\200\230ounnza

I57

Now consider)

m.

TRIGONOMETRIC

or

SUMMATION

+---+s_ \"1

1\"\"

\342\200\224n

\"

a=-\342\200\231\342\200\224\342\200\2312(Sk\342\200\2240').)

k=0

Forn>m
0'n

\342\200\224o'-lm:I(s
\342\200\224nk=o

It

9
It \342\200\224o')

\342\200\224o')+ln:l(s
nk=m

andhence

1111-1
2

Ia..\342\200\224<rI<;

|Sk\"'\302\260l+'

II-1
Is,.\342\200\224aI

gm

Sincemis\357\254\201xed

lm-1'3

\342\200\224
6

|<E

\"

nkao
for all

On the other hand,

n.

su\357\254\202icientlylarge

2)

\"\"

by

(2.2)

1 e

'-\"<\342\200\230\302\260'
<\342\200\230\342\200\224\342\200\224n
\302\247<:'

3,2,,
Therefore

|o',,

for all

n, which

su\357\254\202iciently large

Of course, the method of arithmetic

in particular,
to Fourier
functions,

\342\200\224
<

proves

the

6|

s,,(x) =
for

Mean of

Arithmetic

that)

f(x)

Then

applicable to

is also

means

series.)

3. The Integral Formula

for
the
Partial Sums of a FourierSeries)
Suppose

theorem.)

the arithmetic
6..(x)

Z
%\342\200\231

k=l)

+
95\302\260

kx +

bk

sin

bk

sin,kx).

(ak cos kx

kx),

k==l)

mean of the
=))

(ak cos

so(x) +

partial

sums,

s.(x) + - - - +
it)

i.e., for)
s..-n(x),

the

seriesof

I58

TRIGONOMBTRIC FOURIER

or

SUMMATION

seams

Cl-IAP. 6)

obtain)

we

n-I

a,,(x) =
We can also write
(4.1) of Ch. 3)

an

1; +

\302\2431

snot)

(3.1))

kx).

fact, as we

sin (n + -})u
2 sin (u/2)

a)

:1: J\342\200\230-'-'nf(x

sin

bk

for a,,(x). In

formula

integral

(a,,coskx +

know

from

du) \342\200\231

hence

and

c,,(x) =

the sum of sinesappearing

calculate

now

We

(k +

sin
_\"n
E\342\200\230;

+
zsingsin (k

\302\247)u

\302\247)u

in this

cosku

})u

du.)

Since)

expression.

\342\200\224
cos

(k +

1)u,)

we have

sin; :2;

sin

(k

=1

(cos ku

\342\200\224
cos

(k +

l)u)

\342\200\224
cosnu

2sin3'g-\342\200\230s

so

that

\3") sin

(k +

(u

\302\247)u

95

(3.2)

o).

k=-0

Therefore

''
l
sin3( /2)
du,
a,,(x)__ 5 Lnf(x +
u)
is the

which

We note

desired integral
the

so

that

(3.3)

formula.
consequence
= 0,1,
2,

following

Thens,,(x)= l

allx.

(n

of (3.3).

. . .), and

_\"n

)du

4. Summation of Fourier Seriesby

o,,(x)

that

f (x)

= l (n

= I for

= 1,2, . . .)

(n

the

1,

(3.4)

2,...).

Method

of

Means)

Arithmetic
THEOREM

Suppose

hence

implies)

1=;1n

f (x)

(3.3))

1.

The

of period21:is

Fourier
summable

series of an absolutely
integrable
means
by the method of arithmetic

function
to f (x)))

SEC.4

OF TRIGONOMBTRIC FOURIBR

SUMMATION

at every

point of

to the

and

continuity

value)

+ 0)

f(x

SERIES)

0))

E-f(x
at

of jump

every point

discontinuity.

Since)

Proofl

+ 0)

f(x

at

it is

points,

continuity

to show

it is

this,

0)

+210:

to
su\357\254\202icient

in turn

\342\200\224

0),)

;f(x
to

_:f(x+

even function,

(4.1)

du=\357\254\202\302\243\342\200\224\357\254\202

are

in the same way,

Since the integrand

proved

of them.
\357\254\201rst

and
of

have)

'' sin? (nu/2)

1 _
_ _1_

so

+0)

(4.2))

u)

we

0 2 sin\342\200\231
\342\200\230It?!
(u/2)

_f(

du_.%_.

Both of these formulas

[see (3.3)].
hence we shall consider only
the
is an

that)

prove

\302\260\342\200\231(
/2)

\302\243\302\247\357\254\201fof(x+u)

(3.4)

the relation)

prove

suflicient

\"

=1\342\200\234))

= f(x + 0)

km W)
and

\342\200\224

du

(43)

that

+ 0)

f(x

_ L

sin?

(nu/2)

\342\200\230
\"\342\200\234\302\260
+ \302\260)
f(\342\200\231\342\200\230
\342\200\230\"2\"\342\200\231
nn \302\253[0
\342\200\234\"\"\342\200\2242
sin? (u/2)

Thus,

from (4.1) that

it follows

*=

\"132 M [0

Let s > 0 be arbitrary.

[f(x +

have

we

u)

f(x

to prove the
sin\342\200\231
(nu/2)

formula
u __

o.

(4.4))

o)1\342\200\224\342\200\224\342\200\224\342\200\2242
sin,
(u/2)

since

Then,

lim f(x

u)

=f(x

0),)

u>x

it follows

that

|f(x +

u)

+
\342\200\224f(x

0)|

< e

(4.5)))

I60

or

SUMMATION

for O <

appearing

TRIGONOMETRIC

8, if 8 > 0 is su\357\254\202icientlysmall.
in (4.4) into two integrals:)

E15

+
\342\200\224f(x

u)

+ u)

[f(x

integral

du)

0)]

+
\342\200\224f(x

du

o)1

8\342\200\234

Then (4.5)implies

divide the

We now

<

[f(x

can.

seams

FOURIBR

1, +

(4.6))

1,.

that)

3 sin?

(nu/2)

sin3

(nu/2))

J\"
'W<a.zmmm\342\200\234<ao\357\254\201mm@)
whence,

by (4.3)
(4.7)

|I1|<\302\247

for any

n.

On the other
<)

|I2|
and

formula

(4.4) follows from

- /(x + 0)| \302\253In.)

su\357\254\202icientlylarge

llzl <
The

+ u)

|f(x

I,\"
\302\247,,,,\342\200\224,,\302\247T,,\302\273

for all

therefore,

hand)

(4.8))

\302\247-

(4.6),(4.7)and

(4.8).)

THEOREM 2. The Fourier series of an absolutely

function
integrable
means
summable
f (x) ofperiod21:isuniformly
by the method of arithmetic
to f (x) on every
interval
within an interval of con[a, B] lying
entirely
[a, b] of f(x).
tinuity
Uniform summability
on [a(., [5] means
that for any a > 0 and any x in
exists
such
there
a
number
N
that)
[a(., B],
|f(-x)

that n 2

provided

Let

Proof.

we can
a,.(x)

\"

\302\260'n(x)|<

39

N.)

x lie

the

in

interval

[a, [3].

Then,

(3.3)

using

and

(3.4),

write)

f(x) =

[f(x

If,
;\342\200\230-,,

+ u)

- f(x)]

du

where J denotes
the integral
from 0 to 1:, and j denotesthe
-1: to 0. Let 8 > 0 beso small
that)
|f(x

+ u)

- f(x)!
<3

J +

1.

integral

(4.9))
from

(4.10)))

size.

or mroonomsmrc FOURIER

summmon

|6|)

saunas

that |u| < 8. [It was to guarantee the

required that the interval [a, B] should lie
of f (x).]
within
a larger interval [a, b] of continuity
entirely
Now let M denote the maximum
of |f(x)| on [a, B],and
consider)
for any x

in

[3], provided
a 8 that we

[a,

existence of such

.
1

du)

rm)
J=\342\200\224f:Lr(x+u>\342\200\224f<x>1

(4.11)

[f(x

du

-f(x)]

the

by (4.10),

Then,

\342\200\230I\342\200\231
ll)

for any x in [a,

the other hand, for any

[3].
x in

<

2)

[See the proof

[a, [3],we have)

<

I12!

12.)

inequality

|I1|

holds

= I1+

I,\" mx

inequality

+ u) -f(x)|

(4.7).]

On

du)

1:

<

-|- u)|

(Id:

Here, the term in parentheses

such that the inequality)

of the

is a

du

RM)-)

constant, and hence there existsan

<
|\342\200\2312|

holds for all

N.

But then,

by

|J|

(4.11)

<\302\247

all n 2 N and any x in [a, B].

A similar inequality
can
be proved for the integral
j, by using the)
is then completed by using
same method. The proof of the theorem

for

(4.9).)

Theorem

2 has the

is uniformly

To emphasize
that

the

Fourier

remarkable

consequence:)

The Fourier seriesof a continuous

to f (x) by the method

THEOREM 3.
211:

following

summable

of the theorems just proved,we recall once more

of even a continuous function
f(x)
may be divergent,
to
sums of the Fourier seriesmay be bad approximations
is continuous,
the arithmetic means of the partial))
f(x)

the

series

so that the partial

f(x). However,if

f (x) of period
function
of arithmetic means.)

power

I62

the sums

i.e.,

sums,

romunn snnnzs

nuoonoumuc

or

SUMMATION

of the

form

will

(3.1)

CI-IAP.

6)

approximations to

be uniform

f (x)-

theorems
just proved can be used to
more
the
series
cerning
convergence of Fourier
and the result of Sec. 2 imply)
The

the Fourier series of an

4. If

THEOREM

f(x) convergesat a point

THEOREM 5.

converges

f(x)

equalsf (x),except

then its sum

Theorem 5 reducesto
as we

the

understand

possibly

a point

(or \302\247[f(x+

0) +

term,

at certain

\342\200\224

f(x

0)]).)

function

integrable

a \357\254\201nite
number

of points,

points.)

we recall that
can be discontinuous only
4 if

Theorem

function
of jump dis-

integrable

absolutely

If
everywhere, except possibly at

con-

Thus, Theorem 1

precise.

of an absolutely

series

Fourier

the

questions

(x) (or at

of f

continuity

must equal f(x)

its sum

then

continuity),

of

certain

make

an
at

function,
integrable
a \357\254\201nite
of
number

points.
Finally,

Theorem 1 also implies that

the Fourier
series of an
given
means
can be
absolutely integrable function
f (x), the method of arithmetic
used to reconstruct f (x) at all its continuity points, i.e., everywhere
except
at a \357\254\201nite
of points.
number
Therefore, we have the following
possibly
which generalizes Theorem 3 of Ch. 5, Sec.3:)
important
proposition,
6. Any absolutely integrable
its values at a \357\254\201nite
number
series, whether or not the series

THEOREM

Fourier

5. Abel's

Method of

is completely

function

of points)

for

(except

by its

converges.)

Summation\342\200\231)

the series

Consider

w+m+m+m+m+m
also

and

(\357\254\202)

the series

(5.2))

uo+u1r+u;r3-l----+u,.r\"+--assume

We

be the

de\357\254\201ned

trigonometric

that

the series

case if the terms

(5.2) convergesfor 0 < r < l

series (5.!) are bounded]and

of the

a'(r)

[which

that

will always
the limit)

0')

lin'1

exists,

where

(5.1)is summable

o(r) is the

2 Bquivalently,
mroa<m'eneil.\342\200\235

by Abel's
the

sum of (5.2).

of
\342\200\234method

(Translator)))

In this

case,

we say

that the series

method to the value a.)

convergence

factors\"

-.=

Russian

crennexmx
\342\200\234neron

sec. 5

or

SUMMATION

can be

Abel\342\200\231s
method

used to

TRIGONOMETRIC

certain

sum

I63)

For example,

series.

divergent

saunas

FOURIER

the series)
1 \342\200\224
l +
in Sec.

encountered

already

a =

}, as well

2 is

\342\200\224
l

summable

method of

by the

as

by

--

value
this case)

to the

Abel\342\200\231s
method

In fact, in

means.

arithmetic

1
a(r)=l\342\200\224r+r3\342\200\224r3+---=)

l+r)

therefore

and

lin}
now

We
series

(5.1)

the

gives the sum

THEOREM.

series

\342\200\231s
method

series (5.1) converges,

(5.2)

and

converges

1. This means

r <

Abel

by

If the

Proof

Sec.6, the

(5.1) convergesand its sum

to the same number

the series

If

The

its

then

by the

sum

a(r)

equals

a, then

Lemma of

is continuous

Ch. 4,
on the

that)
6(r)

= 6(1)

= 6.)

6.

Poisson\342\200\231s

We now

theorem.)

the

proves

Kernel)

calculate the sum

1+
2

To

do this,

of the

series)

(0<r<l).

r\"cosn<p

n=-I

we consider the series)

%+ Z
Since

|z| = r
1

5+

2\",

z=r(cos<p+isin<p).)

<1)

Zzn=%_|_

-_

(1 +
1-

2(l -

rcoscp + irsin<p)(l - rcoscp+

- r cos <9)\342\200\231
+ r3 sin? <p]
2[(l
r3 + 2irsin<p
2rcos<p

r2)))

l+rcos<p+zrs1n<p)

1\342\200\224z=2(l\342\200\224z)=2(l\342\200\224rcoscp\342\200\224irsinq>))

n==I

-_

1+2

the

a.)

Hm\342\200\230
which

of the

is in the

answer

theorem shows:)

following

series is summable

-}.)

ask whether Abel\342\200\231s

method
of summation
in the usual sense, if the seriesconverges.

af\357\254\201rmative, as

interval

o(r) =

irsincp)

On

or moonomamrc

sumwmon

I64

cmxr.

seams
1-\342\200\230ounnan

6)

hand

the other

1
5

''\302\260

z\"

\"21

''\302\260

r\"

'21

mp +zs1nn<p).

(cos

Therefore
\302\260\302\260

- r2
(0<r<l),

(6.1))

\302\247+nZlr\"cosnq>=\302\247l_2rcos(P_I_r2

and at

also obtainedthe

we have

time

same

the

\302\260\302\260

rnsin

r sin

mp

'21
The

_._

formula)

\302\253p

< 1).

(0 < r

'4

+
zrcosq\342\200\231

(6.2)

function
1 \342\200\224
r2)

of the

r and

variables

1-

is a

r2> 0,

1-

for0<r<
7.

the

0 < r
therefore

r)3

> 0,

+4rsin3g

(6.3))

let)

and

function,

(a,, cos nx

rn(a,, cos

9%\342\200\231
n=-I)

< 1.

This

+
929

sin

b,,

(7.1))

nx).

is

general

b,,

sin

(7.2)

nx),

since a,, \342\200\224>

0 and

converges,

M, |b,,| s

the

nx +

n=-I

series

|r\"(a,, cos
2Mr\"

the Summation of

series

|a,,| <

where

\342\200\224

(1

Method to

be an absolutely integrable

f (x)

f(x, r)
where

r3 =

2rcos<p

be pointed out

since)

Series)

f(x)

and

positive quantity,

of Abel's

Fourier

Consider

It should

Poisson\342\200\231s
kernel.

1.)

Application

Let

is called
\302\253p

kernel

Poisson's

that

9 + r2

\342\200\224
2r cos

nx +

(n
b,,

term of

sin

l, 2,
nx)|

convergent

. . .;

0 as
b,, \342\200\224>

n \342\200\224->
co,

const),

< 2Mr\",)
series,

since

r <

1.

If))

sec.

f (x,

lirn

or

SUMMATION

r) exists, this

(7.2) is

the series

that

means

TRIGONOMBTRIC rounnan

I65)

SERIES

summable

by

Abel\342\200\231s)

method.

in studying the properties of

function f (x, r) as an integral.

convenience

For

we

the

\357\254\201rst
represent

a,, =

b,,

cosnt

1-:J:f(t)

sin ma:

_:f(t)

=11:

(n =

dt

of summation,

kind

this

that)

Recalling

0,1, 2,...))

(n =1,2,...),)

we can write
r) =

f(x,

But

for

r <
\357\254\201xed

\302\260\302\260

1'

dt
-2; L; f(t)

1-:

r\"

n==l

x)

(7.3)

r\"

cos

- x))

n(t

\"Z!

in t (since its terms do not

converges uniformly
corresponding terms of the series)

to converge) and

value the

in absolute

exceed

2\302\273.)

-;+
is known

\342\200\224
dt.

x, the series

1 and

which

f(t) cos n(t

can therefore

be

integrated

term by term.

Thus, the series)

2
1122+ n=l
can also

be integrated

term

f(x, r)

by

1-:L:

cos

r\"f(t)

term,

f(t)

n(t

\342\200\224

and instead

r\" cos
E\342\200\230

x)

of (7.3),we
n(t

can

write)

\342\200\224dt)

x)]

01')

f(x,
if we

r) =

% I_:f(t)l

use (6.1).

Poisson\342\200\231s
integral.

a,, =

0, b,,

0,

2,483\342\200\231:

x)

+ rzdt

< 1)

written f (x, r) as an integral

if f (x) 5 1, then
be noted that
and hence f (x, r) _=. 1, so that (7.4) becomes)
In

this

It

way,

we have

should

1 \342\200\224\342\200\224l-1'!

-21:

(o < r

\342\200\224ul\342\200\2242rcos(t\342\200\224x)+r2)

dt

(0 < r

< l).

(7.4))

as

known
ao/2

l,

(7.5)))

I66

1. Let

THEOREM

21:.

uuconomnnuc

or

SUMMATION

be an

f (x)

function

integrable

absolutely

6)

of period

Then)

(x) is

where f

point

every

r) =

f(x.

an;

at

CHAP.

1-\342\200\230ounmn
SERIES

f(x)

and)

continuous,

=f(-x
lri-I-3f(x,r)

where f (x) has a jump

discontinuity.
words, the Fourier seriesof f (x) is summable
by
method
to the value f (x) at every
point of continuity of f (x) and
value \302\247[f(x+ 0) + f (x \342\200\224
discontinuity
0)] at every point of jump

at every point
In

other

Proof. Set t

r) =

f(x.

or, since the

\342\200\224
x =

u in (7.4).

Then)

u),)

f_\342\200\231::f(x

=
2;)?-[I-:l:f(x

\342\200\224
\342\200\234)1
2r cos

this,

where the

point
it is

(7.7))

\"

in turn

is su\357\254\202icient
to

and

right-hand

prove

,-_,1
Both

of these

consideronly

if
21?

-1: f(x

+ u)

formulas are
the

that)

left-hand
limits exist, and to
the formulas)

l-r2

_l_

prove

+)

=f(-x

suf\357\254\201cient
to

=f(x))

_f(x+0)

,l1.n.121c~[of(x+u)l\342\200\2242rcosu+r2dulim

\342\200\230M\342\200\231
0'6))

l_.r2

points of f (x),it

continuity

every

show

u + r2

Since

of (7.5).

1in.llf(x,r)
at

r2)

-n1\342\200\2242I\342\200\230COSu+I'2)

f(x +
the

l\342\200\224r2)

1'!
\342\200\224._l-.

at

\342\200\224
2rcosu

write)

1 -2117
instead

(x).)

is periodic)

integrand

we can

the

to

of f

l\342\200\224r3

,i,,

f(x\342\200\231
r)

Similarly,

Abel\342\200\231s

\342\200\231
0'8))

l\342\200\224r3
u=f(x\342\200\2240)_
1)

provedin

\357\254\201rst
of them.))

2)

\342\200\2242rcosu+r3
the

same

way, and

hence we shall

or moonomnmrc

suuwmon

sec. 7
Since the

in

integrand

l=-)

the relation

is even (in u),

1 - r3)

(7.7)

1
1c 0 1 \342\200\224
2r cosu
W

I67)

seams

romuen

0'9))

+ r3

holds, so that)
1'

l\342\200\224\357\254\202

,a+m_in

_21c~[of(x+0)l\342\200\2242rcosu+r2du')

instead of

Therefore,

(7.8),we

can

the formula

prove

1\"\342\200\235)
\342\200\224
2r cos
33: %,I;'Lr(x+u>-f(x+o>1,
Let s > 0 be arbitrary.
since
Then,
lim f(x + u) =f(x + 0),

u + r2

du =

o. (7.10))

14-\302\273:)

u>x)

that

follows

it

|f(x

for 0 <

<

as

in (7.10)

+ u)

+
\342\200\224f(x

0 is sufliciently
the sum of two integrals
8, if

8 >

S e

\342\200\235
'2

(7.11)

We now

small.

1
517:

0)|

write the

712

fao[f(x+u)_f(x+0)]1\342\200\2242rcosu+r3u

integral

(\302\260)

r3
1 \342\200\224
\342\200\224
2r cos

+%tI:[f(x+u)\342\200\224f(x+0)]l

Since

e
ml

it follows

is positive,

Poisson\342\200\231s
kernel

l\342\200\224r3

\"<57-tfo

\"27:-c\302\253{o1\342\200\2242rcosu+r3

or, if we

u +

r2)

du=I1+I2.)

from (7.11)that)
\"

1\342\200\224r3

1 \342\200\2242rcosu+r2du

use (7.9)

(7.13))

|1,|<-3
for

any

r (0

< r <

1). On the
1_,-2
sin3

<
'12\342\200\231
81tr
\342\200\224

[see (6.3)].

Noting

hand)

other

In8

|f(X+

u)\342\200\224f(x

-1-

did

4
(7.1))

that)
.

hm

\342\200\224
r3

=0)

r)
r\342\200\224>l

for all

r near enough

to 1, we

\357\254\201nd
that

|I,|

The formula

(7.10)

now

follows

<

from (7.12), (7.13) and

(7.15)
(7.15).))

I68

or

SUMMATION

Fourier series

2. The

THEOREM

of period21:is

f (x)

interval

every

CHAP.

seams
TRIGONOMETRIC l-\342\200\230OURIER

B]

[21,

uniformly

entirely

lying

of an

by Abel
an interval

within

function

integrable

absolutely

summable

6)

to f

\342\200\231s
method

of continuity

(x) on
[a, b]

off (36)-

on [oc,[3] means that

summability
r0 (0 < r0 <
B], there existsa number
r0 < r < 1 implies the inequality)

for

Uniform

we can

of (7.7),

Because

Proof.

\"

(7-16)

write)

where

+ u)
[\357\254\201x

J is the

from

0 to be

J:

f(x)!

to 0.

<

(7.18)

[a, [5], provided that |u| < 8. Now consider

3
1 \342\200\224
r2
1
+
[\357\254\201x
info
u)_f(x)]1\342\200\224 2rcosu
+ rzdu
x in

\342\200\230\"2

21: 8

+-1-FL/'(x+u)\342\200\224f(x)]

By (7.18),

du=I

'

l\342\200\2242rcosu+r2

+1

2')

we have
<

VII

any

-1:

from

integral

that)

small

u)

0'17))

=J+J\342\200\231
rid\342\200\234

1:, and j is the

0 to
so

mx +
any

\342\200\224
2rcosu

_f(x)]l

integral

We can choose8 >

\342\200\224
r2)

2-1:-Lu

for

any

inequality

r) -f(x)

f(x.

for

0 and

the

3-

r)| <

-f(x.

|f(x)

a >

any

1) such that

in [a,

7:)

x in [a, [5] [cf. the proof of the

x in [a, [3] we have)
any

On the other

(7.l3)].

inequality

hand, for

|I2|

<

<
[cf. (7.l4)],where

L\" |f(x
1

+
(\342\200\230Ln

|f(x)|

< M =
Since
!]
(0 <

\302\253In)
\342\200\224f(x)|

''

- r2

is continuous on [a, [3]

there exists a number
r0
r < 1 implies
that)

f (x)

+ u)

11)] du

const, for d. <

the term

r0 <

1) such

I12: <3))

in

-|-

x < (3.

parentheses
that

Mar).

the

[Recall

is a

that

constant,
r0 <
inequality

sec. 7

or

SUMMATION

for any x

in

[a,

TRIGONOMETRIC

I69)

seams

FOURIER

But then)

[3].

|J| s g

l,az<x<l3.

forro<r<
similar

follows from

3.

THEOREM

the

If f

In other

words,the

result:)

following

(x) is

continuous

We now cite without

differentiating

by

summable

by

term,

the

function

of period

f (x)

to f

(x).
remarkable theorem:)

following

If

be noted that
should
we do not in general

It

then

an absolutely integrable
function
f (x) of period 21:
m
order
at
the
then
the series obtained
x,
point
f <\"')(x) of
the Fourier
series of f (x) m times term by term is
Abel\342\200\231s
to the value f <\"'>(x).)
method
4.

THEOREM

has a derivative

by

of a continuous

Abel\342\200\231s
method

proof

21:,

period

of

function

for all x.)

series

Fourier

summable

is uniformly

then (7.16)

j, and

proves

as r \342\200\224->
1, uniformly
r) \342\200\224>f(x)

f(x,

211:

which

(7.17),

Theorem2 implies

proved for the integral

the theorem.)

can be

inequality

a Fourier series term

series of the derivative,

we differentiate

when

the Fourier

obtain

by

even

-1: < x < 1:. Moreover,

as a rule, term by term
zero (and
whose
coef\357\254\201cients
do
not
series
approach
gives
such seriescan be shown to diverge) or even approach in\357\254\201nity. Thus, for
example, we know that)

if the

derivative existsfor

differentiation

.2
Term

by

\302\260\302\260

differentiation

term

sin nx

,,

(-1)

< 1:).

< x

(-7:

+\342\200\230\342\200\224h\342\200\224\342\200\224

\"Z1

of

series

this

gives

cos
(\342\200\2241)\"+'

nx,

(7.19)

n
(\342\200\2241)\"+'

sin nx.

(7.20)

n=-I)

and

differentiation

another

gives)
Q)
\342\200\224

According
and

the
Thus,

to Theorem
series
while

= 1

4, the series (7.19)is summable

(7.20) is summable to
from the standpoint

of term by term differentiation\342\200\231 of

strong requirements, Theorem4

} for

to

-1: <

0.

of

convergence,

ordinary

a series

shows that

can

only

from

be

the

the

guaranteed

standpoint

x < 1:,

legitimacy
by rather

of

Abel's))

or

suuwmou

I70

method

of summation,

number

of times

term

legitimate,

of a

differentiation

term

by

equal to the
even if the resulting

CHAP.

1-\342\200\230ounnzn
saunas

TRIGONOMETRIC

the function

of

diiferentiability

be

out to

turns

series

6)

Fourier series (a
itself) is always

divergent.)

PROBLEMS)

1. Sum

the

1+

a)

Show that

of arithmetic
3.

cosnx,

\" == 1

formula (3.2)ofCh.6, for

of summation

Abel\342\200\231s
method

series in

for the

means

that for

Show

0<r

< 1,the

gives the

Prob.

two

term

4.

Sum the following

series by

ncp,

sin ncp)

r\"

of times

any number

with

respect

to r

of summation:

Abel\342\200\231s
method

1\342\200\2242+3\342\200\2244+---,

b)

term

by

as the method

IOU-\342\200\230)

be differentiated

answer

same

1.)

series)

r\" cos

can

formula (2.1) of Ch.4.)

b) use

Q)

a)

means:

0: sinnx.

b)

For a) use

Hint.
2.

E=

method of arithmetic

by the

series

following

- 2p3+

\342\200\224
3p\342\200\231
4p\342\200\230-I:---,

|p|

<

1.)

Hint.

1-2r+3r3\342\200\2244r3+---=\342\200\224(l\342\200\224r+r3\342\200\224r3+---)=\357\254\201\302\247.

5.

Calculate

the sum

of the

a00

2
32p ._ 2pr+3pr

4p\342\200\230r3+

(1 +1\342\200\235),)

convergent

series)

|p|

np\"cosnx,

<

1.)

n= I

Why is

this seriesconvergent?

Hint.

pcosx

+ 2rp3cos2x
ll

3r2p3

+
Sela\302\273)

rpcosx

21(1

Sela\302\273

cos3x

+)

+ r3p3cos2x

1-\"P2
Zrpcosx

rzpz))

+ r3p3cos3x)

and

cp.

rnonuaus

be square

6. Let f(x)

nuoonommuc

or

SUMMATION

series)

with Fourier

integrable,

|7l)

saunas

FOURIBR

Q
+
129

let c,,(x)

and

f(x), as in

be the

Sec.

3.

by

each of the

bk sin

of the

mean

arithmetic

Prove

kx),

sums

partial

of the

Fourier seriesof

that)

n-I

f J: [a..(x)
7. Sum

(ak cos kx

Z
k=-I)

dx

f(x)]?

k2 (\302\253,3
+ bx) +

\302\247,

I;

method of arithmetic

series by the

following

(a: + bx).)

k=n)

and also

means

Abel\342\200\231s
method:)

l+0-l+l+0\342\200\224l+---;

a)

b)

l+O+0\342\200\224l+0+0+l+0+0-1+---;

c)

l\342\200\2242+3\342\200\2244+5\342\200\2246+7\342\200\224---

d)

1-23+33-43+53\342\200\22463+---;

e)

1-2-2-3+3-4-4-5+5-6----.)

8. With
sumrnable

9. Let uo

+ u, +
and let t,,

means,

that

u; + --- +u,,+ - - -

Show

nu,..

+ u,,

u; +---

u, +

by the
that

surnmable

be

214; + - - - +

u,

The series uo

a)

if uo + u. + u; +
then s,,/n -> 0.)
means,

Sec. 2, show
of arithmetic

notation
of
by the method

the

(cf.Prob.4a);

- - -

- -u,, +

if

and

only

0;)
t,,/n \342\200\224->

b)

then
Ifnu,,\342\200\224->0,

the series uo

the notation

of Sec.2, show

With

10.

a)

+ u. + u;

+---+

--u,, +

is convergent.)

that)

u..x\"=(1-x)\302\247sax\";)

n=0)

n=0

b)

snx\"

(1

- x)

\"30

E:

(n

1)6n+ix\"-)

n=0)

11. Let

u,,

be summable

to the

S by

value

the method

of arithmetic

n=0

and

let)
Q)

<p(x) =

(0 <

u,,x\"

x <

1).)

n=0)

Show

that)
<p(x)

S =

(1 -

x)\342\200\231

n=0))

(n +

1)(6n+i

is

method of arithmetic

is convergent

+---

S)x\".)

means,

if

I72

or

SUMMATION

let a >

Now
if

0 be given,

n 2

N, then

|1>(x)

\342\200\224

rounuan seams

nuoouomarmc

I6n+l

so that by assumption,
that)
S| < a. Show

CHAP.

there is an

and

hence

S|<

|1-

xlz Z
n=0

(n

+1)|\302\260n+n

5| +

8|!

N such

integer

xlz

6)

that

(n + l)x\".

n=N+l)

that)

lim |<p(x)\342\200\224
S| < e,

x\342\200\224>l

Comment.
It follows
arithmetic meansis summable

that

lim
X-)1)

<p(x)

S.

which is summable by the method

same value by Abel's method.))

a series
to the

i.e.,

of

7)

Let R bea rectangle

< d,andlet)

Variables)

in Two

Systems

Orthogonal

INTEGRAL)

FOLIRIER

THE

I.

SERIES.

FOURIER

DOUBLE

in the

xy-plane

described

the

by

inequalities

a <

1: \342\202\254
b,

c < y

<p..(x.y)

be a system

functions

continuous1

of

L I<P..(x.

that

provided

9%

m.

The

is called

2. - - -).

on
de\357\254\201ned

the norm of the

y)<9...(x.y) dx dy

(1-1))

none of

R,

which

vanishes

if)

number)

||<p..||=

normalized

0. 1.

(1.1) is said to be orthogonal

The system

identically.

(n

function

[R

y) dx

j me,

<p,,(x, y).

(1.2))

dy

The system

(1.1) is said to

be

if)

||<p,,||

=1

(n =

0,1, 2,...)

or equivalently)
(n=0,l,2,...).)

LJ<p\302\247(x,y)dxdy=l

1 Instead
in

Ch.

of continuous

functions,

we can

also consider

2.
I73))

square

integrable

functions, as

DOUBLE FOURIER

I74

saunas.

system can be
be chosen such

orthogonal

Every

l, 2, . . .) can

rounnzn

ma

always

normalized, i.e.,

it is

is obviously still
set)

new

the

that

constants

system of

y.,, (n

1)

= 0,

functions)

0: ls 2: - - -)9)

(n =

y)
l\"n\342\200\230Pn(-xs
which

can.

INTEGRAL

an orthogonal system, is

also normalized.

In

fact,

to
su\357\254\202icient

1)

*\342\200\230\"
q>..u\302\260)

Just

as in
with

series

the case of one variable

f(x.y)

co<9o(x.y)

Ch.

(see

every absolutely integrable

function

1), we can associatea Fourier

on R, i.e.,)
f (x, y) de\357\254\201ned

c1<91(x. y)

+ cz<p2(x.y)+

cII(Pn(-xsy)

+\302\260\302\260\302\2609

-.)
(13)

where)

L, [f(x,

y)
y>\302\253p..<x.

I R) Jq,\302\247(x,y)
In the

case where the

dx

dx dy

y><p..<x.

y) ax

dy
(1.4))

\342\200\234\342\200\230Pu||2

dy

holds

equality

__ [R free.

in (1.3)

and the series on the

con-

right

(l.4) by multiplying (1.3) by eachof

the
functions
term by term. The
(continuous)
y) and
integrating
<p,,(x,
Fourier
c,, given by (1.4) are calledthe
quantities
coe\357\254\201icientsof f (x, y).
In approximating any square
function f (x, y) by a linear
integrable
of the system (1.1), we \357\254\201nd
combination
of functions
that
the Fourier
coe\357\254\202icientsgive
the least mean square error, in the way described for functions
of one variable in Ch. 2, Sec. 5. Moreover,
we also have BesseI\342\200\231s
inequality)
verges uniformly, we

\357\254\201nd
the expression

2
fRIf\342\200\231(x.y)dxdy

where

if the

system

(1.1) is said
for functions

proved

The

sign

equality

completeness

(1.5))
ioc%||<p..||=.

for any square integrable function,

All the properties
of complete
variable in Ch. 2, Secs. 7 and 8, are still

holds

to be complete.

of one
criterion of

Ch. 2, Sec.9 is also

valid

(properly

for the two-dimensional case,of course).

read
this section and Ch. 2 will
The reader who has carefully
how to generalize all that has been said about orthogonal systems
of functions
of variables.))
of any number

the
systems

valid.

rephrased
see

clearly

to the

case

sec.

The

2.

me rounu-za

scares.

FOURIER

DOUBLE

Basic Trigonometric
System in Two
Fourier
Series)
Trigonometric

I75)

INTEGRAL

Variables.

Double

functions

The

1, cos mx, sin mx, cos ny, sin

cos mx cos ny, sin mx cos ny,

ny, . . .,

(2.1)

cosmxsinny, sinmxsinny,...
the

form

is

basic

of period

system

trigonometric

21: both

in

and

The

y.

functions

1,2,...))

Each of

variables.

two

in

=1,2,...;n

(m

of

the

these functions

system

(2.1) are

orthogonal on the square K (-1: < x < 1:,-1: y < 1:), as well as on
of the form (a < x < a + 21:,
b < y < b + 21:). In fact
square
LJI

and

-cos mx dx

dy

dy

L:

cos mx

L;

any

= 0

dx

similarly

mxdxdy

LII-sin

=LJ1-cosnydxdy

LII-sinnydxdy

= 0.

Moreover

LJ

(cos mx

cos ny)

(cos

=
if m a\303\251
r or

the system

rx cos

sy)

cos mx cosrx

21:;

of

LMI;

ny||

cos
mx sin ny|| =

coef\357\254\201cients of

dx

A... =

sy

dy)

dx)
=

functions
pair of di\357\254\202erent
of the norms gives)

any

||cos ny||

= ||sinmx

= ||cos
Fourier

cos

0,
of

A calculation

For the

ny

= ||s1nmx||

||cos mx||

||cos mx cos ny||

cos

(F

In-TI cosmxcosrxdxr \"1!) cosnycossydy

n 9': s. The orthogonality

(2.1) is proved similarly.
||l II

dy

the function

ny||

\"sin

.
\"sin

sin ny||

mx

f (x, y)

= x/21:;

de\357\254\201ned
on

dy

y) dx

;,,\342\200\230c\342\200\224,
fKff(x.

dy.))

= 1:.)
K, we

obtain)

I76

DOUBLE rounnan

seams. rm: rounnzn

y) cos mx

= LJf(x,

AM

INTEGRAL

dx

\342\200\2
cum\302\273.

dy)

mx ll?)

|| cos

(m=1,2,...),)

=-2\342\200\2241%LJf(x,y)cosmxdxdy

y) cos ny

\ fK[f(x.

A0\302\273

llcos

dx

dy

nyllz)

(n=l,2,...),)

=-2\342\200\22411_c\342\200\2245LJf(x,y)cosnydxdy

LI f

(x, y) sin mx

\"\342\200\230\302\260

dx

dy

||sin mx||3)

On

-)

y)

fKff(x.

ny dx

sin

II sin

=1,2,...),)

(m

=-2\342\200\2241lF5LJf(x,y)sinmxdxdy

dy

nyllz)

.
(n=l,2,...),

=-2-1-t\342\200\224zLJf(x,y)s1nnydxdy

and similarly,)

a,,,,, =

b,,,,,

1-;LJf(x,
1.

mx cos

ny

dx

dy,)

y) sin mx cos ny

dx

dy,

y)

cos

1-3 LJf(x,

(2.2))

=
c,,,,,

d,,,,,

form

1,2,...

:5 LI

f (x,y) cosmx

y)

1-3 LJf(x,

andn =

sin

of A,,,o,A0,,

B,,,o,and B0,,one

then a,,,o, ao,,, b,,,o,

formulas

(2.2).))

and

.
sin

ny dx

dy,)

dx

dy,)

mx

sin ny

1,2,....

A00, one usually writes

the \357\254\201rst
of the formulas
(2.2), with
of

Instead

using

writes

co, can

iaoo, and
m

= 0, n

then

am,

= 0.

and
\302\247a,,,o,
\302\253}ao,,,
\302\247b,,,o,

likewise be

found

by

can

Similarly,

using

be found

by

if instead

}co,,, respectively,

the appropriate

Donna

sec.

saunas.

FOURIER

Fourier seriesoff (x,y)

With this notation, the

me

FOURIBR

can

be written

INTEGRAL

in the

I77)
form)

Q)

y) ~

f (x,

mx cos

cos

).,,,,,[a,,,,,

\"=0
m\302\273

.
sm

+ c,,,,,cos mx

mx cos

b,,,,, sin

ny

ny

(2-3)

d,,,,,sin mx sin ny],)

ny +

where)

for

).,,,,,=
and the

coe\357\254\202icients a,,,,,,

(2.2) for

m>0,n>0,)
and

c,,,,,,

b,,,,,,

and

1,2,...

The Fourier seriesof

m>0,n=0orm=0,n>0,

for

= 0,

m=n=0,

for
\302\253}

f (x, y)

by the

calculated

are

d,,,,,

formulas

l,2,....

=0,

can be written

more

compactly

in the

complex

form)
Q)

y) ~

f(x.

(2.4))

c...e\302\253-x+~\302\273.

m,n=-no)

where)

c... =

y>e-Wu\302\273dx

I\342\200\230,-.
fKff(x.

(2.5))

We

the proof

leave

to the

result

[it

to go

is recommended

from

Ch. 5,

it

can

be

that the system

shown

(2.1) is complete.

This

that)

LJf3(x,

y) dx dy

5:12-r:2A,f,o

m=I
+
m,

+ E

415130

so

reader

i2,...).)

(2.3)].

As in
means

of this

n=0, :1,

i2,...;

i1,

(m=0,

(2.4)to

dy)

+
2:333\342\200\234,

S =n

21c\342\200\231A\302\247,,)

21933,,)

n=l

\302\253=<a:..+
1)

+ d:..>,

12:... +

that)

,\342\200\224f.
jxfmx.

y) dx

dy

2
m,

x... a:..

12.3..

c.?.. +

43...).

(2.6)

n=-0

variables.
for the case of two
(2.6) expresses Parseval\342\200\231stheorem
of the trigonoanalogs of all the results implied by the completeness
remain
metric system
in Ch. 5 for the case of one variable)
valid,
(proved
the way in which the results are stated.))
provided that we suitably
modify

Formula

The

DOUBLE FOURIER

The

3.

CHAP.

INTEGRAL

for the Partial

Fourier Series. A

Formula

Integral

Trigonometric

7)

a Double

of
Sum_\302\247

Criterion)

Convergence

expansionof the form (2.3), where it is assumed

21:
in x and in y.
If f(x, y) is de\357\254\201ned
on
both
only
period
x
onto
to
and
the
whole
(with respect
y)
xy-plane.
periodically

that we have an

Suppose
that

THE FOURIER

SERIES.

y) is of

f(x,

K, we extend
Now let)

it

y) =

s,,,,,(x,

cosp.x
5: 7.,,,[a,,,

u.=0 v=0

vy +

cos

b,,, sin

+ c,,, cos ux sin vy

s...,.(x. y)

=
,-,1,

t)

t) cos u(s -

x)

cos

2 cos v(t

.55 LJf(s,

[5

\"'

cos

\342\200\234Z1

Recalling the formula for the

E

- x

Setting

sum

'[(

Sm

-1
\"

\"\"\"(\"\342\200\231
3\342\200\231)

\342\200\235
LJf(S\342\200\231

u,

p.(s

= v
t \342\200\224
y

of

\342\200\224

x)]

cosines

[5

px sin

d,,,, sin

1,

Jxjns.

ion...

in

vy)

1,2,. . .; n = 0,
series. According

quantities
s,,,,,(x, y) (m = 0,
sums
of
the double Fourier
partial

The

cos

y.x

are called the

2,...)
to

(2.2))

vcz

- y)

as at)

\"
\342\200\224ds

3, Sec. 3), we

(see Ch.

[(sS\342\200\224
x)\342\200\230/f

and using the

[E1

y )]
-

dt.

y)]

9:1)

+l\342\200\230)('')]'[(+%)(t\342\200\230

Zlsin

vy].)

have)

4\342\200\230
\"\342\200\230\30

y)/2]

periodicity of the

we

integrand,

obtain)

This formula is completelyanalogous

formula (4.1) of
to the corresponding
Ch.3, proved for the case of one variable.
The
similar to that used in
result can be proved by a method
following
Ch. 3, Secs. 6 and 7:)
Let f

THEOREM.
with

bounded

partial

function
(x, y) bea continuous
8f
derivatives 0f / ex and

on
de\357\254\201ned

/ By.

Then,

point
f (x, y) at every interior
the mixed partial derivative
32f/axay
f (x, y) is ofperiod21:in x and in y and has continuous
partial
series of f (x,y)
Bf/0x, Bf/By, 31f/ Bxay, then the Fourier
f (x, y) everywhere.)

series

of f

(x, y) convergesto
of

neighborhood

For

the

reader

make the following

which

who is not accustomed to dealing

to avoid confusion: The
remark,

with
formula))

a square
the

K,

Fourier

of K in a
exists.
If
derivatives
converges

double

to

series, we

DOUBLE FOURIER

SEC. 3

THE

SERIES.

INTEGRAL)

FOURIER

f(x, y)

A,,,,,

mx cos

a,,,,, cos

ny

sin

b,,,,,

mx cos

ny

m, n=0)

+ c,,,,,cos mx

lim

more

that

precisely,

f (x.

0, there

8 >

any

given

y).

y) =.
-'\302\273'\302\273...(x.

m-no)
R--bw)

or

d,,,,,sin mx sin ny]

that

means

the

ny +

sin

existsa

number

that

such

inequality)
\342\200\224

for

holds

square

m 2 N,

All that

N.

Smn(x9

|.f(x9

(-1: < x < 1:,-1: < y

<

8)

has been said above

concerning
1:) is also applicable to every

the
square

Q(a<x<a+21r,b<x<b+21c).)

Example 1. Expand
Fourier series.

the

f(x,

function

The formulas

in double

y) =

xyfor

(2.2)

give)

-1: < x < 1:,-1:<y

< -n:

a,,,,,=b,,,,,=c,,,,,=0,
dmn

Using

the preceding

4)
(-

l)m+n)

theorem, we can

Q)

(_l)m+n)

xy=4

Example

2. Expand

The formulas

write)

sin mx sin ny)

(\342\200\2241I:<x<1t,\342\200\2241I:<y<1t).)

mn

the samefunction

in the

square 0

<x

< 21:,
0 <y

(2.2) give)
aoo
b,,,o

co,,

= 41:3,

with the remaining a,,,,, =

b,,,,, =

0,

with the remaining c,,,,, =

0,

\342\200\224
\302\2435\302\273
with
m

\342\200\224.
is
n

the remaining

(m=l,2,

d,,,,,=;4'-1

0,)

,n=l,2,

))

Therefore we have)
Q)

xy=r:3\342\200\22421cZ)

sin mx
m)

2
\342\200\2242nZ\"i\342\200\234T\342\200\231\342\200\235\342\200\231+4
m.n=-I))

n=l

(0<x<21c,0<y<21c).)

<

21:.

Different Periods in

\342\200\2

a Function with

and

C!-IAP.

INTEGRAL

rounnzn

Series for

Fourier

Double

4.

nu:

rounnan seams.

nounua

I80

y)

arises in the applications

is that of expanding
on a rectangle
series a function
f (x, y) de\357\254\201ned
R (\342\200\224l
for all x and
de\357\254\201ned
< x \342\202\254
< y < h), or perhaps a function
1, \342\200\224h
21 in x and period 2h in y.
This problem
can be reduced
y, with period
to the problem
considered
u = -ttx/I,
already
by making the substitutions
v 5 -try/h, since then the function)
which frequently

A problem

double

in

trigonometric

f
has

21: in both

period

If we

v))

v.

and

\342\200\230N13)
Q) <9(u.
(I55

have)
Q)

<p(u, 22)

returning

then,

f (x,

mu cos

a,,,,, cos

Am,

b,,,,,

sin

mu cos

+ c,,,,,cos mu

sin

nv +

nv

nv)

m, n =0

y) ~

to the

M2;

cos

A,,,,,

x and

variables

original

cos
1;\342\200\234

[a,,,,,

c,,,,, cos

d,,,,,sin mu sin

nv],)

y, we obtain)

b,,,,,

sin

cos
\342\200\224\342\200\224myx
7-5z\342\200\224y)

sin
+ d,,,,, sin
\342\200\234\302\2431
\"\342\200\224\342\200\224';'x

3)
sin
\357\254\202\342\200\224\342\200\224';
75;!

where)

so forth.

and

In

a,,,,,

this

75 RIf(x,y)

cos11;\342\200\231-J-\342\200\230cos\342\200\231-':;1'\342\200\224}\342\200\231dxd

form of the

the complex

case,

Fourier seriesbecomes)

y) ~

f(x,

c\"melul(mx/l)+(n.v/h)l)

\"l,n=\"\342\200\230\302\256)

where)

cm

(m=0,
All
we

the

results

appropriately

y)e-I1:[(mx/I)+(n)'Ih)l

3%\342\200\231
JR I\357\254\202x,

:1,

of Secs. 2
the

change

i2,...;

n=0, :1,

and 3 remain
way

in which

dx

dy)

:2,...).)

in the present case, provided

the results are stated.))

valid

nounuz rounnan saunas. Tl-ll!

sec.

Fourier Integral as a Limiting

5. The

Let f (x)bea function

smooth

on

such

every

f(x)=%,+\357\254\201

(a,

an]

Series)

x, and let f (x) be piecewise

[-1, I]. Then
a Fourier series)

all real

for
de\357\254\201ned

or discontinuous) on
interval,
f (x) can be expanded

|8l)

INTEGRAL

Fourier

of the

Case

(continuous

rounnan

interval
every \357\254\201nite
as

cos 1\342\200\235
+ b,,

sin

(5.1))

I)

h
Wm
f(u)cos\"\342\200\224\"i\342\200\230du(n=0,l,2,...)

a,,=1j'I -1
b,,

b,,

in

points

f(x)

(5.1),

we obtain)

f(x)

now

We

i.e., we

(n =

\"\302\260

the

(:4

I_'f(u)

\"27

have to write

that f (x) is absolutely

the integral)

that

1,2,...)

of discontinuity,
we
in (5. 1).] Substituting

1 1
du
5-, _' f(u)

assume

suppose

mm

-I-L'f(u)s1n-Tdu

(seeCh. 1,Sec.15). [At

of
+ f(x - 0)] instead
and

\302\247[f(x +

expressions

- x) du.

cos'\342\200\230\342\200\224;\342\200\231

on the

integrable

0)

for a,,

(5.2))

whole x-axis,

dx
If; |f(x)l

exists. Then

as

becomes

oo (1: \357\254\201xed),
I\342\200\224>
(5.2)

To investigate the

\342\200\230\302\260

f(x)

on

limit

Fug

1- L
\"Z;
the

\342\200\224
f(u) cos1;\342\200\230
(u
x) du.

right, we

set)

A2=2E,...,

A,.=n\";E,...,)

A1=\342\200\230;Ic9

Ax. =
after

which

the sum

in

1
;
This

reminds

(5.3)

takes

no

(5.3)

\342\200\224
=

A.

\302\247\302\273

the form

\342\200\230\342\200\230\302\260

f(u)cos).,,(u
2 A)...IT\342\200\231
na I

one of the

sum de\357\254\201ning
the
%\302\243:f(u)cos).(u-

x) du.

integral
x)du))

of the

(5.4)
function)

I82
of

variable

the

expect that

7)
emu\302\273.

INTEGRAL

it is natural
interval [0, + 00]. Therefore,
to
i.e., it can
goes into an improper double integral,
have the formula)

the

over

as

me rounmn

scares.

FOURIER

DOUBLE

l\342\200\224>
oo, (5.4)

be anticipated

we

that

f(x) =

1%

\342\200\224
du.

cos A(u

f(u)
3\302\26041

x)

(5.5))

is not rigorous, but at least we

Of course, this argument
to expect. It will be proved
below that (5.5) is
with
our
even
with somewhat
valid,
actually
assumptions concerningf (x)(and
in (5.5)
weaker assumptions). In this regard,
we point out once more that
\342\200\224instead
we have to write
of f (x) at points where
\302\247[f(x + 0) + f (x
0)]
of (5.3)].

[instead

now

formula

what

know

f (x)is discontinuous.
inner

The

formula is

in (5.5)

integral

called the

Fourier

cosine of a difference,

we

f (x)

a(A)

reader

f(u)

11:
will

involves a continuously

6.

and the entire

integral,
Using the formula for the

can write)

[:0 [a(A)

cos

Ax +

du,

b(A)

b(A) sin

(IA

Ax]

(5.6)

Moreover,

Improper

Integrals
the

f(u) sin

_:

=11:

a resemblance

notice

has been replacedby

varying

the

Consider

cos Au

immediately

The sum

series:

Fourier
n.

Fourier

theorem.

of (5.5), where)

instead

The

is called the
integral

an

du.

Au

between (5.6) and

A instead of the integral

parameter
parameter
and b(A) are quite like Fouriercoe\357\254\202icients.)

coe\357\254\202icientsa(A)

on a

Depending

Parameter)

integral

(6.1))

A) dx,

F(x,

uniformly
L such

that

it

convergent
that)

is convergent
for at < A <

for

0!.

(3 if for

F(x,

A)

U,\342\200\234

A <

(3.

every .2 >

ax]

We

shall

say that

all

We

it

< e,

(6.2)

I 2

begin

xo=a<x1<x2.<---<x,,<---,)

lim x,,

ll-kw))

= co,

is

0, there existsa number

Land for all A(u < A < (3).

result:)
by proving the following
condition
A necessary and su\357\254\201icient
for the integral (6.1) to
numbers
is
that
of
every
sequence
convergent
for

for

and the formula

integral

j\302\260\302\260

and suppose

(5.7))

be uniformly

sec.

me

scares.

FOURIER

DOUBLE

I83)

INTEGRAL

FOURIER

the series)
=

A)dx

+---

L\"\"'F(x,x)dx

L\302\260\302\2601\342\200\224*(x,m)dx
f;\342\200\2301~\"(x,

(6.4)

x\342\200\230

+L\"+1F(x,A)dx+---,)

are functions

whose terms

The proof
F(x,

L\342\200\235

be

of A, should

\342\200\224

A) dx

k'~=l)

F(x,

A)

x,, 2 L

for

then

at <

<

B.

we have)

ax])

f:k\"_1

A) dx

F(x,

Ln

for

convergent

uniformly

goes as follows:If (6.2)holds,

\342\200\224

K\"
<

A)

F(x,

(a

(6.5))

dx'
A

<

(3).)

L\302\260\302\2601\302\253'(x,2.)dx|

that the series (6.4) is uniformly

Conversely,
convergent.
that the series (6.4) is uniformly
for every sequence of
convergent
the form (6.3).
if the integral
were not uniformly convergent,
Then,
(6.1)
this
would
the
existence
for
at
least
one s > 0 of arbitrarily
large
imply
numbers
x, < x, < - - - < x,, < - - -, such that)
means

which

suppose

>

(n =

\302\243\302\260F(x,A)dx'

for each x, (i =

1,2,...)

values of

these

choose

1.

THEOREM

shows

contradiction

F(x,

(or if

interval,
\357\254\201nite

each

the

that

A <

B, then

Proof.

Every

the

while

if

integral

integral

integral

(6.1)

term of the

convergesuniformly,

its

sum,

integrable

(6.1)

is

function of

with

uniformly

convergent

for

function

of A

of A.)

series (6.4)is a continuous

with

\357\254\201nite
limits),

i.e., the

integral

and
(6.1),

since this series

is a continuous

function.)

THEOREM

2.

With the hypotheses

of Theorem 1, we

L\302\260af\302\260F(x,x)dx=L\302\260\302\2604xL\"F(x,x)dA.))

two

of values of
to x and
respect

number

continuous function

is a

of integrals

(by a property

at a finite

remaining

the

as a

regarded

continuous,

discontinuities

A) has

A) and

in

continuous

A) is

If F(x,

variables

<

sequence

this is impossible, since if we

(6.3), then (6.5) must hold for

result implies)

This

at

But

A.

convergent.

uniformly

in

x, as the

This

n.

large

suf\357\254\201ciently

some

and

1,2,...))

have)

is

seams.

DOUBLE rounmn

I84

of the uniform
term by term,
in every term (this is

convergence

obtain)

we

fd).L\302\260\302\260F(x,).)dx

:dxfF(x,).)d).

=
Tl-IEOREM

two

of

7)

and

be integrated

interchanged

Cl-IAP.

of the series (6.4), it

the order of integration
can
be
for finite intervals). Thus,
legitimate

Because

Proofi
can

rrmzonu.

rounnzn

run

3. Suppose

variables,

Supposefurther

lim
1|-DQ)

F(x,

Then

and that
we have)

the

A)

is continuous,

continuous

regarded
derivative

partial

as a function
8F(x, A)/61.

the integrals)

that

fa\342\200\235

exist

J:\"dxfF(x,A)dA=J:\302\260dxLBF(x,7\\)d)..)

that F(x,

and has

+~--)

J:2dxfF(x,).)dA

second

\342\200\230)

dx)

2.) dx,

\342\200\224-3F
0'\342\200\235

is

of them

at <

for

convergent

uniformly

(asxsp).

<

(3.

(6.6))

331$\342\200\231;-*(x,x).zx=j\342\200\230_\302\260\302\260\357\254\202\"(a\"T\"?dx

The

Proof.

series)

x, 8F(x, 7.)
x.
\"\"\342\200\230
+
..,, \"'52;
,.,

whoseterms
(6.4)

tion is
in

are

(since for

The

(6.4) term

Ifforat

the

'

3F(x,

1)\ dx

.[.Q\342\200\230T2.

by

useful

criterion

for the

uniform

convergence

< A < B

|F(x. ?~)| <

and

+ ____

differentiation

next theorem gives a very

integral (6.1):)
TI-IEOREM4.

2.)
\"J\"

of the corresponding terms of the series

under the sign of integraBut then we are justi\357\254\201ed
convergent.
term
2 of Ch. 1, Sec.4).)
(see Theorem

the derivatives
intervals,
\357\254\201nite

legitimate), is uniformly

differentiating

of the

8F(x,

\"T2.

f(x)

integral

If

|f(x)l

dx)

then the integral (6.1) is uniformly

exists,
convergent.
on F(x, 1), regarded
as a function of x, are the same

(The requirements
as in Theorem 1.)))

DOUBLE FOURIER

SEC.

The
Proof.
the tenns

exceed

absolute values of
of the convergent
dx

|f(x)I

I:

proves the

which

Instead of

(6.1),

INTEGRAL)

FOURIER

series (6.4)

of the

terms

the

do not

series)

numerical

mxn dx +

L\342\200\235

THE

SERIES.

dx

mac):

If

.,)

theorem.)
consider integrals of the

we can

form)

\"

-00

with the

[:0 F(x, A)

A) dx,

F(x,

condition (6.2)replacedby

(6.7))

dx,

condition

the

<
\342\200\224\302\256
|j\"1\302\253*(x,A)dx|

the

for

and

\357\254\201rst
integral,

by the

-00
|[\"1\302\253*(x,A)dx|
for the secondintegral.
of this form. In fact, the
the

make

< s,

dx|

< s

for integrals
just proved remain valid
to the case alreadyconsidered
if we
\342\200\224
and divide the second
integral,
y in the \357\254\201rst

theorems

The

reduce

proofs

substitution
x =
the two integrals)

A) dx,

F(x,

f_\302\260w

Two

[(7

LEMMA

dx.)

A)

1. If

3, Sec.2:)

of Ch.

results

f (x) is absolutely
Q

hm

1 takes

on a

integrable
0

f(u)s1n

J a)
l\342\200\224>oo
(where

F(x,

Lemmas)

We now re\357\254\201ne
the

ludu =

S x

< co,then

(7.1)

arbitrary values).)

Proof. For any

given

3 > 0)
sin

| \302\243\302\260f(u)
for

A)

|j\302\260\302\260F(x,

into

integral

7.

conditions

two

su\357\254\202icientlylarge

b.

Moreover,

Iu
dun

by the

sin lu
j:f(u)

du|

<

;)

theorem of Ch. 3, Sec.2)

<

E))

romuzan seams.

oounm

I86

for

INTEGRAL)

Therefore)

1.

su\357\254\202icientlylarge

\342\200\230rm:
rounnzv.

Iu du

sin

<

e)

J:\302\260f(u)

for

all

If the

2.

LEMMA

for

by

Lemma

su\357\254\202iciently

x, then)

point

inequality

|f(x +

u)| du

u <

\342\200\224
oo <

<

3
5

The function
(1 /u) f (x + u) is)
8 and 8 \342\202\254
u < oo.
Therefore,

0.

8 >

small

for

integrable

the

0, the

a >
1

holds

whole

on the

integrable

limits at

It

EL,

absolutely

is absolutely

\342\200\230
\342\200\231'
0)
O) \342\200\231'f(\342\200\231\342\200\230
=f(\342\200\231\342\200\230
u)i\342\200\234\342\200\224\"-\342\200\230du
(7.2)

+
f(x
if\342\200\235
7:
\342\200\224Q
]\342\200\224;Q
any

co,

co.

and right-hand

left-hand

lim

Given

a to

we can consider the

Also, instead of sin Iu,
the same.)
essentially

\342\200\224
co to

are

function f (x)

x-axis, and if f (x)has

Proof.

from

The proofs

cos la.

consider

proves (7.1).)

integral from

a and

\342\200\224
co to

from

can

of the

Instead

Remark.
integrals

we

I, which

su\357\254\202icientlylarge

1)

00

lu

sin

'li1n\302\260n8f(x+u)

Now consider the

sinmu

proved

in Ch.
as)
.

3, Sec. 7, where

18

integrals

m \342\200\224>
oo, because

du=0.

(7.3)

= n

on

of the

+ f

for integral

n.

_f(x+0)+f(x-0)

\")

2\"sin (u/-2)

the

intervals

\342\200\230
d\342\200\234

2
\342\200\224
[\342\200\224-it,8],
[8,

absolute integrability
f (x

of

')

\342\200\230(u/-2)\342\200\230

sinmu

1: -h\342\200\230v8f(x
,,\"_\342\200\230P..

since the

lu)

+f(x-0)

_f(x+0)

\342\200\235
d\342\200\234

\342\200\231'
\342\200\234)

Tin
E l:.f(\342\200\231\342\200\230
,,'.'_\342\200\230.\342\200\230l.

written

sin

equality

-s

u
du=\342\200\2311_;331-tj\342\200\231_\302\260\302\260f(x+u)

1:] go

can be

This

'

0'4)

to zero

as

the function

14)

2 sin (u/2))

on these

intervals

(see

Ch.

Next, we observethat
from

the

3, Sec.
the

2).

integral

in the left-hand

side of (7.4)differs

integral)

\"1: E8

f(x

u)

du

(7.5)))

sec. 7

by

FOURII-ZR saunas.

DOUBLE

where the

is continuous, if
(This can be seen by

origin.

3, Sec. 2,

by Ch.

But

rule.)

m \342\200\224>
oo.

the

\342\200\224
sin

u)

brackets

in

function

equal to zero at

Therefore,

the

mu

sin

.7.

.\342\200\230\302\243.n:..-'.ff.f<x

let

Now

so

\342\200\224
sin mu

lu

sin

h lies

between m and

1.

sinlu

L-J_8f(x+u)

f (x

F8

any

If I

I.

we

cos

u)0

m\302\273)

1.

0<0<

where

hu =

m)

0 cos hu,)

Therefore)

sinmu

hu

<

du)

11:

is large, then

as

to zero

converges

obtain)

m is

du)

du\342\200\2241\342\200\224t_8f(x+u)

\342\200\230It

L\342\200\231Hospital\342\200\231

can write)

\342\200\224
cos

(l

u)

where

applying

l=m+0,

that

value theorem,

mean

as being

is regarded

it

3\"\"

m<l<m+l,

the

Applying

(7.6))

+ \302\260>
\342\200\234x

du)

a\302\273

mu du,

(7.6)

integral

of (7.4), we

instead

for

I87)

the quantity)

1ltL88f(x

INTEGRAL

\342\200\230rm:
rounmn

+ u)|

|f(x

L:

also large, and

8)

<

du

therefore

(7.8))

(7.7),

by

we)

obtain)
\342\200\224

+ 0)
lf(x

for

the

(7.8),

values

this

vx+
for all

of m

inequality

f(

0)

8)

-;f(x

\"_ltf-38f(x

correspondingto

large

f(-0)

0)

3I.

values

du)
2)

of 1.

Together

'1)

-;

large I.

By (7.3), instead

of (7.9),we

'1

_;J\342\200\230_wf(x+u)s1r11ludu)

This proves

du)

27:u)
J'88f(x+u)s1nu

x
f(0)f(-0)1\302\260\302\260

for sufficiently

sinumu

gives)

suf\357\254\201cientlylarge

|x+

u)

(7.2).))

can

(8)

write)

<e,)

witl

nounua rounnan saunas.

I88

Supposethat
the very

can.

mrmnuu.

\342\200\

Fourier Integral Theorem)

of the

Proof

8.

rm: rounuzn

f (x)

de\357\254\201nitionof

is absolutely integrable on the whole x-axis.

an improper integral, we have)

by

Then,

\342\200\224
1ltJ:\302\260dA\302\243:\302\260f(u)cos)\302\273(u

x)du

d).

E:
i.e., the existence of the
the existence of the limit

the

in

|f(u) 008 7~(u

f (u) is absolutely
Sec. 6). It follows by

and

d}.
j;

x)

the

\357\254\201rst
made

x-axis (seeTheorem

of

f(u) cos 7.(u

f(x

du,)

u)

\342\200\230\302\260\342\200\231i\342\200\230;\

- x=v

substitution

\342\200\224
x) d}.)

then

and

changed

have)

cos

d)\\

|f(u)|\302\273)

du

du =

By (8.1), we

if:

x)| <

\342\200\224
du

7\\(u

f(u)cos

we have
to u.

oo, since)

<

integrable on the whole

2 of Sec. 6 that)

f(u)

back

7.

Theorem

where

to

cos ).(u \342\200\224

x) du

- oo <

for

convergent

uniformly

(3.1))

x) du,

right-hand

In-Q f(u)

is

\342\200\224

left-hand side of (8.1)is equivalent

side. But the integral)

in the

integral

x(u

f(u)cos

71:

\302\243:\302\260f(u)

7.(u

\342\200\224
du

x)

du.)
+ u)
sit,\342\200\234

;-lJ:of(x

(8.2))

Now, if the

the

x,

point

f (x) has a left-hand

by Lemma 2 of Sec.7, the

then

to }[f(x +

O)

(8.2)exists

and

+ f

(x

\342\200\224

Therefore,

0)].

and

a right-hand
in (8.2) exists

we have)
f(u)cosA(u

1l\342\200\224J;\302\260d>.\302\243:\302\260

At the

derivative at
limit
and is equal
the integral in the left-hand side of

function

\342\200\224

x)du

=f(\"

\"

+ O)

\302\260)-

(3.3))

\342\200\2312'f(\"

continuity points of f (x), the right-hand

we have the following
results:)

side

of (8.3)

coincides with

Thus,

f(x).

1. If f(x) is absolutely
theorem holds at every

integrable
point

on the

where f(x)

has

whole x-axis,
both

a left-hand

Fourier

the

and a

integral
right-hand

derivative.

f (x)ispiecewise

2. If f (x) is absolutely
on the whole x-axis and if
integrable
oi: every \357\254\201nite
then the Fourier integral
theorem
interval,

smooth

holds for

all

x.))

sec.

that

Assume

f (x)

INTEGRAL

\342\200\230rm:
rounuzn

I89)

Fourier Integral Theorem)

of the

Forms

Different

9.

saunas.

romunn

DOUBLE

is absolutely integrable on the whole x-axisand

consider

the integral)

-co

sin A(u

f(u)

\342\200\224

x) du,

j\302\260\302\260

which converges

|f(u)

(seeTheorem

4 of

function of

which

A,

dx
-1

I~>oo

Sin

Mu

co, since)

<

x)| <

|f(u)|)

Sec. 6). Therefore the integral

is obviously
odd. But then?)

1
lim

<

-00

for

uniformly

sin

In-00 f(u)

\342\200\224
du

x)

A(u

an

sin Mu

f(u)

J\342\200\235
f\302\260\302\260
\342\200\224oo
-00

On the

other hand, the

an even function
f(x)

f(u) cos

of A.

on

_w

Zn

x)

of (5.5), we can write)

+ isin

\342\200\224

x)

).(u

\342\200\224(In)

x)]

(9.1)

00

an

L0

A 14-\342\200\230:0
f(u)e\342\200\230< du.

is the complexform of the Fourier

in the form
Next, we write
(5.5)

which

1
f(x) = E K0

instead

Mu

dAJ:\302\260f(u)[cos

\342\200\224
du)

A(u

Therefore,

__.

- x)du = o.

integral

[:0

represents

a continuous

represents

cos Ax

U:f(u)

cos M

integral

du)

theorem.

d).
(9.2))

sin Ax

\342\200\230N)

2
in

If the

the usual

integral with
sense, then

U_:f(u)

to A in the right-hand
respect
we interpret it as)

sin M

side

of this

0 (the

Cauchy

du)

dl.)

formula

does

not exist

-I

I
all\342\200\230;

a limit

which

integral).))

in this

case obviously

exists

and equals

principal

value of

the

DOUBLE FOURIBR

THE

SERIES.

CHAP. 7

INTEGRAL

FOURIBR

is even, then

If f(x)

f(u)cos)sudu

I\342\200\235
-00

[:0

2f\302\260\302\260f(u)cosmdu,
0)

sin M

f(u)

du

o,)

(9.2) becomes

and

f(x) =
Similarly, if f(x)

is odd,we

cos Au

(f(u)

ax.

(9.3)

dx.

(9.4))

an)

obtain

f(x)

xx

cos
1-2:

Ax

sin

sin

(foo

13:

xu

du)

on [0, co], then

(9.3)
gives the even extension of
of f (x).
Thus,
x-axis, while (9.4) gives the oddextension
both formulas are applicable
for
x, but for negative x they
give
positive
then
different
values of f(x). We note that if f (x) is continuous,
(9.3) is
is
is valid only if f (0) =
[This
always valid at x = 0, whereas
(9.4)
because
when x = 0, the integral
takes
the
value
+
&[f(+0)
(9.4)
this value is always zero for the odd extension
of f (x).])
and

(x) is

If f

f (x) onto

de\357\254\201ned
only

whole

the

0.

f(-0)],

*|0.

The Fourier
function

the

Given

Transform)
f (x),

the

new

function)

_1_
F(x) =
x/F:

du
f(u)e\342\200\230*\342\200\234
I\342\200\234
-so

If the Fourier

is called the Fourier transform

of f (x).
for f (x), then by (9.1) we have)

f(x) =
i.e., f (x) is the (inverse)
can be regarded as the

is a given

Fourier
solution

theorem

holds

(10.2))

du,
F(u)e-ix\342\200\234
\342\200\224v%:

(10.1)
transform of F(x). Thus,the function
where f (x)
of the integral equation
(10.2),

function.

We now

note some propertiesof

1. Iff (x)isabsolutely
F(x) is

continuous

Proof.

(in x)

integral

(10.1))

of the

for

transform

Fourier

of F(x) follows

(10.1),
=

(10.1).)

on the whole x-axis, then the

oo.)
and convergesto zero as |x| \342\200\224>

integrable

all x

The continuity
integral

the

from

the uniform

since)
=

1.
|f(u)e\"\"\342\200\230|
|\342\202\254\"\342\200\234\342\200\230|

|f(u)|.))

function

convergence

sec. 10
and the

du

mu)!

exists.

is a complex-valued

1
7?:

in the

case

Moreover)

cos xu

is absolutely

function x'f(x)
integer), then

Proof.

behind the

derivatives

converge to zero as

The formula

(10.3) can be obtained

functions

Theorem 3 of Sec. 6.)

to zero as |x| \342\200\224>
oo, we

0,)

integrable

and

on

_ 1_
(x) is absolutely

the

the

(10.3))

differentiating
integral

(10.1)
which

relations)

l, 2, . . ., n),)

to zero as
then)

converges
whole

whole x-axis

2,. . .,n),

on the right
are
absolutely
To prove that
the derivatives
again use the remark to Lemma

x/2?:

If f

= 1,

by

(k =

|f(u)u\"|

3. If f (x) is continuous
is absolutely

oo.)
|x| \342\200\224>

This follows from

in x.

|f(u)u\"e\342\200\230*\"|

the

du]

where)

n times,

each time we obtain an

since

sign,

integral

on the

integrable

dt\357\254\201erentiable

du
(k
f(u)u\"e\342\200\230*\342\200\234

[:0

uniformly

converges

is

F(x)

1=<k\302\273(x)

these

sin xu

:lxl|1_n1wI_wf(u)

to Lemma 1 of Sec.7.)

positive

all

co

.
+

du

do
[P\342\200\230l|l_l\342\200\231I\342\200\230lw

If the

2.
is a

0\302\260

f(u)

remark

by the

4.

hold

to

continue

function.)

F(x)

|l|im

where

of Sec. 6

the considerations

(All

where f(x)

and

I9!)

INTEGRAL

FOURIER

integral

f\302\260\302\260
-no)

(n

ma

1-\342\200\230ounnsn
seams.

DOUBLE

integrable.
(See
F<k)(x) converge
1 of Sec. 7.)
co and
|x| \342\200\224>

if f

\342\200\231(x)

x-axis,

\302\260\302\260

du
f \342\200\231(u)e'*\"
\342\200\224eo

on the

integrable

J7\342\200\230F(x).)

whole x-axis and

if)

du\342\200\224>
o)

_{:f(u)
as

|x|

\342\200\224>
oo, then
\302\260\302\260
_\342\200\230=
-4\302\273
0
(j\"f(:)

1/21:

_To

formulas

prove

the last

show

that

two

em du
ax)

X)

we

formulas,

differentiating

the

= 3 F(x).

use integration

original

function f

by

parts.

These

to))
(x) corresponds

DOUBLE FOURIBR

'92

spondsto

F(x)

dividing

operations on the

matical

its transform

basis for the operational calculus,

mathematics.
Next, we consider transforms

of

corre-

algebraic operations on
of the

is the
of applied

\357\254\201nal
result)

branch

form. The

dilferent

somewhat

7)

mathe-

complicated

important

very

f (x)

integrating

taking the inverse transform

then

(and

while
reducing

to simple

function

original

CHAP.

INTEGRAL

FOURIER

transform F(x) by x/i,

by x/i. This idea of

its Fourier

multiplying

THE

SERIES.

function)

1-5:f(u)

is called the (Fourier) cosinetransform

theorem holds for f (x), then
integral

of

cosine transforms

F are

f and

from

f (x). If
(9.3) that)

the

cos xx ax,

m)

cosine transform

the Fourier

is itself

functions

(10.4))

the function

of

A/E

du

Au

it follows

.\342\200\224.

f(x)

i.e.,f (x)

cos

=.-

F0)

of

Fourier

(10.5))

In
F().).
each
other.

other words, the

Similarly, the

function)

0(1)

f(x)

as in the

just

sin M du

f(u)

the (Fourier) sine transform

is called

i.e.,

J;

of f(x),

(10.6))

and (9.4)

gives)

0(1) sin x).at,

J;

case of cosinetransforms,

f and

<13

(10.7))

are

sine

transforms

of

each other.
The

function

regarded as the

can be

(10.4)

(10.5) [wheref (x)isa given

solution of the integral

We now illustrate
the
use
some integrals.)
evaluating

as

the

Example 1. Letf(x)

for 0

s x < coand

has

e-0*

(10.7).

equation

of Fourier

(a

of the integral equation

function (10.6) can beregarded

solution

and the

function],

cosine and sine transforms

x 2 0).
everywhere.

> 0,

a derivative

This

function

is integrable
we)
parts,

by

Integrating

\357\254\201nd

s)

j;c

no

by

2.

\"\"\342\200\234\"\342\200\234\342\200\234\"\342\200\234=\302\273/;;aT+T2'))
\342\200\234\342\200\231W=\302\273/.:J.,

10

sec.

Then

and (10.7)

(10.5)

saunas.

rounmn

DOUBLE

INTEGRAL

\342\200\230rm:
romunn

I93)

give

2a woosxxdl

=
\342\200\230=\342\200\230\342\200\230'\342\200\231

7;

.,

> \302\260>=
0\342\200\230

Tm

ooxsinxxdl
e_\342\200\234=g
1!:

(x>0))

7.2

a3 +

Example 2. If

1
f

f(x) =

< a,

< x
= a,

> a,

obviously)

and

cos xudu =

Fa)

\342\200\234\342\200\234x\"\".

by (10.5))

f(x)

In

for

for x

0
then

for

sin ax cosx).dA _

=)

Era

\342\200\230It
o

for x

particular,

R)

a,

x > a.)

T\342\200\234

a = 1-,we obtain
oosin).

'2\"'f..
The

x < a,

x =

\302\260\302\260sin2aA

1:

*II.

0 <

for

a)

setting

for

0 for

5-:J..
and

1
Q

T\342\200\234)

Function)

Spectral

It is easyto seethat
f(x)

can be

(9.1)

equation

dx

in

written

f(u)emx-~>

511-:

the form)

du

(11.1)

since

emx-'0 = cosA(x
= cos

since the

and

integral

\342\200\224

u)

Mu

the

containing

+ isin

A(x

\342\200\224
\342\200\224
isin

x)

)\\(x

sine vanishes

\342\200\224

u)

\342\200\224

u),)

(see Sec. 9).

Now

we

set3)

Am

3 Sometimesthe factor 1/21: is omitted in

in (11.3).))

then reappears

f(u)e-W

du.

(11.2))

5\342\200\231;

the formula

for .40.);

of course, the

factor

I94

nounuz

FOURIBR

engineering,

density or

spectrum)

of f

(x).
f(x)

(11.2)is the

analog

Fourier

complex

INTEGRAL

FOURIBR
\342\200\230me

(which is in general
and is called the

function

This

seams.

great importancein

spectral

(11.2))

(11.3))

Amenx an;

(14.7) of
and

(11.1)and

electrical

the

(synonymously,

According to

of formula
coe\357\254\201icients),

is of

complex)

spectralfunction

Ch. 1 (which

gives

the values

analog of formula

is the

(11.3)

1)

CI-IAP.

of

(14.6)

the)

of

Ch. 1.)

Example.

Find the spectral function

1

f(x) =

{O

in

shown

Fig.

the function)

of

for

|x| <

for

|x|

a,

> a,

42.)

_-_-_-___J)
._-____-_L
vs\342\200\230
o)

FIGURE 42)

According

to (11.2))
\342\200\230ha)

A(;)=%

:03-iAudu=%t[e;M
-\342\200\230mu-\342\200\224a

__1_eW\342\200\224e-\"~\302\260_1sina).
\342\200\2302n'
-1\342\200\230:
2.\342\200\231)
ix
and
shown

therefore
in

Fig.

in this case A0.) turns

43 (for a = 1).)

out

to be

real.

The graph of A0.) is

.1.
17\342\200\231)

=-31r

- 21r'\302\245-/-tr

13-12

0|
Frounz

43))

1!\342\200\231
31r)

DOUBLE roumen

PROBLEMS

I95)

\342\200\230rm:
I-\342\200\230OURIER
INTEGRAL

SERIES.

PROBLEMS

1.

if f

that

Show

(x, y) =
~

g(x)

where)

g(x)h(y),

3:

1:00
ame\342\200\230\"\"\342\200\230.

b..e\342\200\231\"\342\200\235.)

Q)

y) ~

f (x.

a...b\302\273e\342\200\234'\"\"*\"\"\342\200\231-)

m.Il=-Q)

2. Show that

if

y) =

f (x,

g(x +

where)

y),

:(x) ~

2 a...e'\"\"\342\200\230.)
m=\342\200\224w)

then
Q

y) ~

f(x.
3.

the following

Expand

-1: <

f(x.y)

Find

the Fourier sine

the

in

f(x)-{O

5. Find the

transform

<

0<x<l,

for

x>l;)

b)

00);)

of

+ y)\342\200\231;
the

for 0<x<7c,

for

= xe\342\200\230*
(0 <

each of the

(10.4) of

functions:)

following

sinx
f(x)\342\200\224

d) f(x)

transform

cosine

of each

(10.6)

for

Fourier

region

y)|-)

a) f(x) = e\"\342\200\230cosx(0<
x

= (x

f(x.y)

b)

y;

= Isin (x

c)

C)

series

Fourier

double

in

functions

x, y < 1::)

a) f(x.y) = x +
4.

2 e\"\"\342\200\230*+\342\200\235\342\200\231m=\342\200\224m)

x>1:;)
x <

co).)
of the

functions

preceding problem.)

6. Solvethe

equations for f (x)

integral

following

(0 < x < co):)

\302\260\302\260

a)

b)

f(x)s1n lxdx

-\342\200\224

g(A),

where

got)

for

{O

for

\342\200\224

0 < A <
A > 1:;)

1:,

=
[0 f(x)coslxdx e\"7\342\200\230;

c)

f(x)

sin xx

dx =

)\\e\342\200\230\342\200\2347\342\200\230.

K\342\200\231

7.

Let f

(x) and

g(x)

be absolutely
h<x> =

Let

F(A), G0)

f (x),g(x)and
a)

and H0)
h(x),

|h(x)|

be the

respectively.

dx <

I:

integrable on
- mm

f(x

f\302\260\302\260
\342\200\224w)

co

< x

[see equation

that)

If(x)l

dx)(

[1

< co, and

let

dy.

transforms

Fourier

Show

|g(y)|

dy);))

(10.l)] of

rounmn seams.

nounus

I96

Ha)

b)

The function h
Find

on

- mo)

I0:
I \342\200\224oo

c)

h =

f(x) =

b)

f(x

is calledthe

I -00 go:

=
for

for

f(x)=g(x)=

following
-\"

where

{S

e-Ix-rIf(y)dy

I\342\200\235

\\

x: if

1;:

dy.
h =

f 0g.

1,

e\"\342\200\230;

0<x<l,
x>1;
x f or

integral

_ x for 0<x<l,
for x>l;
g(x)_{0

0<x<)

l,

x>1.)
for

x <

0.)

equations:)
for

x<0,

for

x20;)

J\342\200\230of(x\342\200\224y)e-ydyr-{x3e\342\200\230x

b))

1
emu\302\273.

and g, written

problem)

8))

y)/<y>

of f

0 for
=
case, f(x) g(x) = 0

9. Solvethe

convolution

f(x_{0

(In every

e\342\200\230\342\200\231\342\200\230.
30:)

= s(x)

O)

d)

dy

f ng (of. preceding

a)

INTEGRAL

\302\253/2?
F().)G(A);

co

8.

\342\200\230ma
FOURIBR

= e-IxI(1

+ |x|).))

8)

AND

BESSEL FUNCTIONS

FOURIER-BESSEL SERIES)

I.

Bessel\342\200\231s

Equation)

By

is

Bessel\342\200\231s
equation

the second

meant
+

+ 20''
x\"-y\342\200\235

order
=

(x\342\200\231
p\342\200\231)y0.

differential

equation

(1-1))

or equivalently

..
y

where p is a constant
[which
differentiation with
respect
values of p, the solution of

l .
+,-cy

p\342\200\231

+(1-;5)y=0.)

the order of 0.1)].and the prime denotes

With the exception of certain
special
in terms of elementary
be expressed
(1.1)cannot
Bessel functions, which
functions
this leads to the so-called
(in \357\254\201nite
form);
in engineering
have many
and physics. Tables of Bessel
applications
functions
are available
for use in practical
calculations.
of the form)
Since Bessel\342\200\231s
is
it
has
a generalsolution
linear,
equation
we call

x.

to

+ Czyz.
C1)\342\200\231:
J\342\200\231

where y,,

yz

solution

are

and

equation,

any

two linearly independent particular solutions of Bessel\342\200\231s

the
to \357\254\201nd
are arbitrary
constants.
general
Thus,
is sufficient
to \357\254\201nd
any two linearly independent solutions

C1, C2

of ( 1.1),it

(1-2))

of (1.1).
197))

I98

AND rounnan-nasssn

BBSSBL FUNCTIONS

Suppose

that

First

of the

Functions

Bessel

2.

To

2 0.

saunas

of

Kind

Order)

Nonnegative

we make

calculations,

subsequent

simplify

8)

Cl-IAP.

the

substitution)

y =
in

the

y\342\200\231
pxv-12

function

the

xvz\342\200\231,
y\"

satis\357\254\201es
the

= p(p

\342\200\224

for a

look

now

=
z\342\200\231
c,

of this

co +

equation

z =

0.

in the

c1x+ c2x2+---+

+ 2c2x

+ 3c3x2+

+ - - -'+

4c4x3

z\342\200\231
c,)

; + 2c;+ 3c3x

z\" =

262 + 2-3c3x+

(2.2))
form of a power

series

+---.

c,,x\"

cl

[2c2 +

[(n +

2)c,,+2x\"+1

2)c,,+2x\"

+ l)(n +

- -

-,

+---,

2)c,,+2x\"

+ - - -.

we obtain)

(2.2),

l)2c2

+
\342\200\234l'
[3\302\2604C4

+ (n

+--3-4c4x\342\200\231

(2p +

(n +

(n +

+---+

+4c4x2

these series in

Substituting

x)

xrz\342\200\235,

calculations give

Elementary

2p+l

+
2pxP-lz\342\200\231

equation)

solution

2 =

l)xP\"2z

2'\342\200\231
+
$2\342\200\231

We

(2.1)

Since

(1.1).

equation

xvz

co] +

l)4C4 +

l)(n + 2)c,,+2+

[2-3c3 +

c2]x3 +

+
(2p + 1)-3c3

c1]x

\302\260
' \302\260

(2p + l)(n +

2)c,,.,.2

c,,]x\"

+ - ~- = o.)

If this

be

is to

equation

x must

vanish,

all
satis\357\254\201ed,

the

coe\357\254\202icientsof

cl =
(n

Therefore,

l)(n

the different

powers of

i.e.,)

+ 2)c,,.,.2+

(2p + l)(n +

(2.3)

0,

2)c,,.,.2

= 0
c,,

(n = 0, 1,2, . . .).)

we have)

c,,.,, =

(n

zxn\357\254\202;
2p

+ 2)

(n =

o, 1,2, ...).

(2.4)))

sac.

FUNCTIONS

BESS!-IL

It follows
01

from (2.3) and (2.4) that

= C3 = C5 =\302\260'\302\260=
Czm-1=\302\260'\302\260=

c 2 _-

saunas

AND FOURIER-BESSEL

I99)

0.

\342\200\224
\342\200\224\342\200\224\342\200\224\342\200\224c\302\260

2(2p +

2)\342\200\231)

co
\342\200\224
-\342\200\224\342\200\224\342\200\224\342\200\224-L
=

c4 =

4(2p +

\342\200\230
\302\2606

4)

C4

2)(2p

2-4-6-(2p

+ 2)(2p+

= _

4))

Co

+ 6)

6(2p

2-4-(2p +

,
+

4)(2p

6)

and in general)

\"2\"

(\342\200\234)

2-4-6-

Thus,

_(

_ 1),,,

the

series)

+ 2)(2p 4? 4)(2p

-2m(2p

[1

c\302\260

But

of (2.2).

by

x4

x3
\342\200\231'

co

co is

where

It is

I\342\200\230
is the

has the

(We

+ 2)- - -(p

+ m)

a solution

of

'

(1.1).

customary to set
Co)

where

+ 4)

\342\200\224
x p+2m
1)\302\273:

.2122\342\200\234-1-2---m(p+1)(p

arbitrary, is

+ 2)(2p

2-4-(2p

+
c\302\260{l

a solution

function)

\342\200\234
\"
\"\342\200\235
\"\302\260\"\342\200\235
ll\342\200\230

it

of convergence),z is actually

the interval

the

then,

+ 2)-- -(p

a formal solution of the equation

is easy to show that
this
series
term differentiation
of a power seriesis

ratio test,

Sinceterm

(inside

+ l)(p

gives

constant,

familiar

the

legitimate

always

m)}\342\200\231)

4))

(_l)mx2m

- -m(p

mZl22\"'-l-2-

for all x.

converges

2)

arbitrary

using

By

2-4(2p + 2)(2p +

0\302\260

co is an

(2.2).

x4

2(2p+

{I
where

2m))

l)(p+2)(p+3)---(p+m)

23m-1-2-3---m(p+

\342\200\230' \342\200\230
\342\200\234\302\260

Co

x3

+ 6)- . -(2p

well-known

gamma

,
of

function

mathematical

analysis,

which

properties:

following

= 1,

1)

P0)

2)

+ 1)
I\342\200\230(p

3)

+ l)
I\342\200\230(p

shall discuss

= pI\342\200\230(p)for any p,
= p! for positive integral
the

gamma

function

p.

in more

detail

in

the

next

section.)))

200

If the

constant

of

function

AND FOURIBR-B38831.saunas

nmcnons

nnssm.

the

first

8)

Cl-IAP.

the Bessel
by (2.6), then the series (2.5)gives
co is de\357\254\201ned
denoted
kind of order p (for the time
2
by
0),
being,
p

J,(x):)

x4

x3

x?

\342\200\231\302\273<*>='2-\342\200\224r(,71\342\200\224n[\"i<'2p\342\200\224+'23+2T2p+2W\302\273+4>'\302\260\302\260\302\260]

(,7,

(x/2)\302\273
\342\200\230

_{
But

(p+

<\342\200\2241m_2>v+=\302\2732)\302\273
-(p +

S
m_ll-2---m(p

of the
1-2---m = ml

2)---(p

gamma
=

+1))
m)l\342\200\230(p

we have

function,

I\342\200\230(m
+1),

1) =(p+

+m)I\342\200\230(p+

+1)(p

to the properties

according

l)(p+

+1)

F(p

=(p+

2)(p+3)---(p+

m)I\342\200\230(p+2)

3)(p +4)---(p+

m)I\342\200\230(p+3))

=(p+m)I\342\200\230(p+m)=I\342\200\230(p+m+

1),

and therefore)
=

5\302\260\342\200\230)

,2,

(see also Property 1of the

In particular, for p =

I\342\200\230(m(-It
1l))mI%{2-)I-p+r:1m+

(23))

1)

function).

gamma
0)

x5

x4

1
\342\200\231\302\260<\">=
\"\302\2473+T4'2\"'2'272\342\200\224.s2+\302\260'\302\260
2

(2.9)
<-1>-<x/2)=\302\273-

___

(ml)?

\"\"30

set 0! = 1. Forp = 1

where we must

x
x3
x4
\342\200\230
\342\200\231'
\342\200\230'1(\342\200\231\342\200\230)

\"

E71

E [1

__

m!(m +

xv

x3

\"

-W\342\200\231

277;?)

ml\342\200\230

\302\260\302\260

=
mgo

Formulas
then

J,,(x)

even

x4
2~4~<2p+ 2)(2p +

'
4)

\302\260

\"1

(2

10))

ml(p+m)l)

(2.9) and
is an

1)!

integral

positive

x\342\200\230

2-4-6-4-6-8

<\342\200\2241)-<x/2>=\302\273-+1

mo

In general,for

\342\200\230

2-4~4-6

if p =
it contains

(2.10) show that

function

(since

O or if p is an even integer,
On))
only even powersof x).

SEC.

hand, if p is an odd integer,

only odd powersof x). The
in Fig. 44.)
J1(x) are shown

other

the

then

contains
y

AND FOURIER-BESSBL

BESSEL FUNCTIONS

graphs

J,,(x) is
of the

SERIES)

an odd function
functions y =

it

(since

Jo(x)and

7
\342\200\231=Ib(X))

\342\200\230

0.5

1)

avoid

an

integer).)

Gamma

3. The

Function)

0, the gamma

p >

For

J,(x)

is usually

function

F(p) =
(This improper

(3.1)

has

integral

has

actually

the

1)

e-xdx =

I:

Sec.

in

p >

(3.1))

0.)

now

We

verify

that

2.)
=

[\342\200\224e-x]::;\302\260

1,)

I\342\200\230(p+1)=j;\302\260e-xxndx.

by parts,

we obtain

+ 1)
I\342\200\230(p

on the

\357\254\201rst
term

is just

integral

+ 1)
I\342\200\230(p

in view

e-xx\302\273-I
+ p
[\342\200\224e-xxn]\"\342\200\230\302\260\302\260
j\302\260\302\260
0)
x=0

right vanishes

This
I\342\200\230(p).

3) If p is a positive

or,

only for

given

I\342\200\230(l)

Integrating

The

meaning

the formula

de\357\254\201ned
by

dx.
e\342\200\224xx\302\273-I

I:

properties

2)

the

if x

that

take

will

values,

complex

not

< 0 and if p is not an integer,

values
[see (2.7)]. In order to
complex
we shall consider J,(x) only for x 2 0 (when p is

be noted

It should

Remark.

then in general

integer,

=p(p
=p1\342\200\230(p)

proves
then

(provided,of course,that

> 0),

and

Property 2.
using Property 2 we obtain
-

-1)I\342\200\230(p

1) =---=p(p

-1)-\"2-1-I\342\200\230(1).

of Property 1
+ l)
I\342\200\230(p

Thus, for p
properties.))

dx.

> 0, the

function

= p!

de\357\254\201ned
by

(3.1)

actually

has the required

BESSEL runcnons

202

the function

extend

To

seams

FOURIBR-BESSEL

AND

I\342\200\230(
p) to

values of p,

all real

8)

CI-IAP.

we

the

with

start

formula)

F(p +

1) = pm\302\273)

01\342\200\230)

+
l)_
= I\342\200\230(p
I\342\200\230(P)

(3.2))

P)

-1 < p < 0, the

1 < 1. Therefore,
+
p

since
of (3.2) has meaning,
for
be
used
to
de\357\254\201ne
(3.2)
I\342\200\230(p) -1
in
the
that as p \342\200\224>
numerator
the right-hand
0,

If

we

Incidentally,

then

0 <

< p

< 0.

can

note

1 while

(3.2) approaches

side

right-hand

denominator

the

of

side

0, and hence we have)

approaches
=

co.)
I\342\200\230(0)

Now let

-1.

-2 < p <

-1

Then

of (3.2) again has meaning.

Therefore,
-2 < p < -1. Ifp\342\200\224>
1, then it
hence we have)

+ 1<

< p

0, and

(3.2) that

from

follows

the

side

right-hand

for
used to de\357\254\201ne
I\342\200\230(p)

can be

(3.2)

co,
P(p)\342\200\224>

and

= oo.)
I\342\200\230(\342\200\224
1)

we

can

p =

0, -

p >

0 and

its very

then

(3.2)

Functions

of

solution

note

+
oo

of the

First Kind

equation

(1.1),

be applicable

Replacing

(1.1).

L4\")

We

forth.

so

and

all

P(p) has the three propertieslisted

construction,

Since p2 appears in
siderationsof Sec.2 will
a

-3 < p < -2,

negative values of p, with

In
other
words,
(3.1) can be used to
for all real p.
can be used to de\357\254\201ne
I\342\200\230(p)

de\357\254\201ne
for
I\342\200\230(p)

1,-2, . ...

Bessel

4.

the values

we consider

Next,
step,

by

of

it is
to

-p

in (2.8)

for
de\357\254\201ne
I\342\200\230(p)

Moreover, by

Order)

to

expect

as p

and

natural

that the
will

also

+ 1)\342\200\230
I\342\200\230(mfI-\342\200\2241l))\302\243\"(i/:):+r:zm

for

to

- 1,

G\342\200\234))

= 0, 1,2, . . .,p
the
p +
quantity
p and m
m
zero.
and
value
+
values
the
+
Therefore,
1)
p
I\342\200\230(
negative
terms in the series (4.1)
these values of m, and the corresponding
to be zero.
Thus, for integral
p)

that for

integral

1 takes

are taken

con-

lead

gives)

,2,

by

for

above.)

Negative

- p as well

step

Thus,

I\342\200\230(p)oo

\302\260\302\260

(-1>m(

_\"

J-P0\342\200\230)

2:0

P(m +

/2)-\302\273+=m

+
l)l\"(x\342\200\224p

m +

1)\342\200\231))

SEC. 4

AND FOURIER-BESSEL

FUNCTIONS

BESSEL

SERIES)

or,ifwesetm=p+k)
\302\260\302\260

_ 1) ,,
\342\200\230(

(-1>k(x/2>v+='=

J-9\302\260\342\200\230)

k +1)

+
+1)I\342\200\230(p

,;oP(k

(4,2))

(\342\200\224
l)PJ,(x).)

is not an integer, then

ratio test shows that
integer and for all x if p
If p

of the

none

The

the

denominators

in

becomes

(4.1)

(4.1) converges for all

series

96

0 if

in\357\254\201nite.

p is not an

is an integer [see (4.2)].

is
function
again called a Bessel
of the first kind, this
J_,(x)
that J.,(x) is
direct
time
is
veri\357\254\201ed
substitution
order
It
easily
by
of
p.
of ( 1.1). We leave this veri\357\254\201cation to the reader.1
a solution
actually
the formulas
For what follows,
it is useful to observe that
(2.8) and (4.1)
can be combined
in one formula)
function

The

M\") =
where
the

end

5.

The

the number p can be either

of Sec. 2 appliesto the

General

\":0 l\"(m(-If

of fractional

J,,(x)

C1 and

If p

C2 are arbitrary

2 0 is an
dependent,

linearly

solution.
solution
solution

integer,

and

C1J,,(x)

> 0 is not

function

J,(x)

Thus, if p
has the

should be noted

Then,

cannot

vanishes,

is not

an

whereas
the

integer,

\342\200\230I\342\200\231
C2J_,,(x),)

constants

then

hence

[cf. (l.2)].
and J_,,(x) are
by (4.2) the functions
J,(x)
in this case, (5.1) doesnot give the general
to \357\254\201nd
another
particular
p we have

Therefore, for integral

of (1.1), which
is linearly
independent
the
is
so-called
Besselfunction
Y,,(x)

in Sec.

integer.
i.e., there

form)

of J,,(x).
of

the

that for some values

of p (e.g., for integral
since
2 ceasesto be legitimate when applied to \342\200\224p,
the \357\254\201nal
formula
zero denominators [seee.g.(2.4)]. Nevertheless,
p is changed to -p, and in fact gives a solutionof (1.1),asnoted.))
1 It

given

an

dependent,

CJ_,(x).)

To see this, we observe that

[see (2.8) and (4.l)].
J_,(x) becomesin\357\254\201nite
general solution of Bessel\342\200\231s
equation
(1.1)

where

sign.)

Equation)

for x = 0, the

made at

Bessel\342\200\231s

Consider
\357\254\201rst
the case where the number p
the functions
and J_,,(x) cannot be linearly
J,,(x)
exist a constant C such that)

The remark
values of p of either

or negative.

positive
case

Solution of

(43))
1)\342\200\231

This particular

second

kind, to

be)

p), part of the argument

it leads to fractions
with

(2.8) has

meaning

when

204

BESSEL FUNCTIONS

next section.

in the

discussed

of (1.1)has

FOURIER-BESSBL

AND

Thus,when

For

Y,(x)

Second

J;,(x) cot

pr:

C, Y,,(x).)
Kind)

second kind is obtainedfrom

and
C,
C2, i.e., we set)

p, the Bessel function

choice of the constants

fractional

by a special

(5.1)

C1J,(x) +

of the

Functions

Bessel

general solution

an integer, the

p is

8)

form)

the

y =

6.

CHAP.

SERIES

of the

csc p1: =) JP(x)

\342\200\224

J_,,(x)

J-P(x)_

P\"

is indeterminate; in fact,
the numerator
reduces to
vanishes according to (4.2), and the denominator
the following question: Can the indeterminacy
also vanishes.
suggests
the limit of the ratio (6.1) as p approaches integral
be \342\200\234removed\342\200\235
by taking
solution for integral
As we
and will this limit
values,
give the required
p?

For

(6.1)

p,

integral

\342\200\224

(\342\200\224
1)PJ,(x)

which

J_,,(x)
This

now show, the answer is

to

According

\"\"0\"

in

the

a\357\254\202irmative.

rule)
L\342\200\231Hospital\342\200\231s

'

\"

(3/3P)[Jp(-V)

\302\260\302\260sP7\302\247
*,-p(-\342\200\231\342\200\230)]

.\342\200\230.\342\200\230.\342\200\230f.\342\200\230.
(6/ep)sinpn)

cos pace/ap>J.(x)

lim

,.,,.

\342\200\224

v=J.(x>

7:

'(\"

__

aP)Jp(-x)

cos

sin pn

- ca/ap)J..(x>

p1!

\342\200\230

1)\"

77('

1)\"

(3/aP)J\342\200\224p(-70]p-n

them
series (2.8)and (4.1) in this expression, differentiate
set the arbitrary
index p equal to the integral
respect to p, and then
index n. After some manipulations,
the details
of which we omit (since they)
involve special properties of the gamma
and are rather tedious), we
function

We substitute the

with

obtain)

Y,,(x) =

\"ff
11: \"\"30

C)
on

/2)n+2m

(_l)m(

Ego,
where

\342\200\224.

+
1-2tJ,,(x)(lnJ-g

m!(nJ-cI-m)!

C = 0.57721566490l532- - -

particular,

when
Yo(x)

(1.-...\"'__-1)\342\200\231

m!

n-I-ml

(,2,

(\342\200\231\302\247\342\200\230)\342
m

+
I?

,2,

I-5)\342\200\231)

is the so-called Euler\342\200\231s

constant.

In

0)

=
\302\247:Jo(x) (In;

C))
+%+%+~~+

%)))
-?=,\302\247.\342\200\230-<7.\342\200\2243>\342\200\231\303\251-\"(\342\200\231-\302\243)\342\200\231\"'(1

sec. 6

BESSEL

AND FOURIBR-BESSEL

wucnous

saunas

205)

= n
of the function Y,,(x) into the equation (1.1) with
Substitution
p
is
a
shows that
of
solution
the functions
}\342\200\231,,(x)actually
(1.1). Moreover,
since for x = O, J,,(x) has a
J,,(x) and Y,,(x) cannot be linearly
dependent,
\357\254\201nite
whereas
value,
Y,,(x) becomes in\357\254\201nite. Therefore,
Y,,(x) is the resolution
of
of
the
end
Sec.
The
quired particular
(1.1)(cf.
5).
graph of the
function
in Fig. 45.)
y = Yo(x) is shown

45)

Fromm

7.

For

Bessel Functionsof

between

Relations

any p, we

have the

formulas

[x\302\273J.(x>1

[x-PJ,(x)]

formulas hold

for the

(7.1))

x\302\273J,.1<x).

\342\200\224

(7.2))

x-nJ,,,(x).

7-\342\200\230:

Similar

Orders)

Different

Bessel

corresponding

functions

of the second

kind.)

Proof

By (4.3),

we

[\"\"\"P(\]")

have)
\302\260\302\260

2p+2m

(...1)m
+
2n+2mI\342\200\230(m

75,2,

+ 1))

+ m
1)xI\342\200\230(p

\302\260\302\260

__

(...1)mx2p+2nI-1

mac
=

2P+3\"'-1I\342\200\230(m+

+ m))
l)I\342\200\230(p

xpjp-l(x)s)

for any p, which proves (7.1). Formula (7.2) is proved

To prove the corresponding
for Bessel functions
formulas
kind, we

\357\254\201rst
replace

p by

in

the
of

same way.
second

the

\342\200\224

p,

[xPJ_,(x)]

3\342\200\230;

obtaining)
=

\342\200\224

xnJ_,.,,(x).

(7.3)))

nzssm. FUNCTIONS

206

that

Assuming

(7.3) multiplied
dx

p is not an integer, we
The result
by csc pvt.

sin

[x,

by cot

(7.1)

multiply

___) x ,Jp\342\200\2241(x)cos1m

J\342\200\224p+1(x)

sin p1:

J-p(x)]

p1:)

pa: and subtract

is)

\"'

305?\"
J90\342\200\230)

_d_

CI-IAP. 8)

AND l-\342\200\230OURIER-BESSEL
SERIES

= xpJ,,_1(x)cos(p

l)1r

\342\200\224

J.,+,(x)

\342\200\224

sin(p

1)::)

since

cos(p

\342\200\224 =

D1:

for fractional

Thus,

\342\200\224

sin(p

cospn,

\342\200\224 =
\342\200\224
D1\342\200\230: sinprc.

p)

Ix\302\273
Y.(x>1

(7.4))

xvY..1(x)

[see (6.l)].
we

Next

replace

p by

\342\200\224
in

(7.1), obtaining)

=
% [x-PJ.,(x)]
we multiply

Then

The

(7.2)

p1: and

cot

by

x-PJ_,_1(x).
subtract (7.5)

(7.5))

by

multiplied

csc p1t.

is)

result

J,(x)
%

[x_p

J_,(x)]
co:h;171tpn\342\200\224

-~\342\200\231p+n(x)

= x.,

cqspvr

J-p-1(x)

sin pr:

J,,+1(x)cos(p + 1)1t\342\200\224
J.,_1(x)

\342\200\224x\"'P)

+ D1:)

sin(p
since

cos(p
Therefore,

+1)-rc =

for fractional

\342\200\224

The formulas
for
From

integral
(7.1)

\342\200\224

sinpn.

\342\200\224

(7.2), we

obtain

the

+ pJp(x)
x\"\342\200\231p(x)

xJ\342\200\231p(x)

pJp(x)

(7.6))

x-\302\273Y,..(x>.

(7.5) and (7.6) are the analogs

p (as can be seenby letting p
and

+ 1)::

p [see(6.l)])

dixtx-rme):
hold

sin(p

cospn,

of (7.1) and
approach

formulas)

x\342\200\230,p-l(x)9

= _

xJp+l(x)9))

(7.2), and also

integral values).

sec.

Jp.1(x)

formulas for

and similar
from

follows

(7.1)

Jp+1(x)

Besselfunctions

x.

by

these

of

utility

kind.

second

In fact,

it

formulas

we add

(7.9),

by

xPJ,_1(x),)

In the same way, we

(7.7) and (7.8) and divide
and (7.8) by sub(7.7)

by xv-1.

dividing

obtained

(7.10) is

Finally,

traction and subsequent division

The

the

of

that)

which (7.7) is obtained

by
(7.8) from (7.2). To obtain

the result

(7.10))

J,(x)

from

(7-9)

7\342\200\231

+ pxt\342\200\231-1J,(x)
xPJ\342\200\231,,(x)

obtain

207

seams

2-7\342\200\231p(x),

+ J,+1(x)

J,_,(x)

AND rounrsn-nassm.

FUNCTIONS

BESSEL

from

x.
be

will

demonstrated

repeatedly

below, and

hence we shall not discussthem now.

it should be noted that
However,
shows how to calculate the values of the function
(7.10)
J,(x) for any positive
or negative
functions
p from a knowledge of the
integral
Jo(x) and J1(x).
A similar remark
to
Bessel
functions
of
the
second
kind.)
applies

First

of the

Functions

Bessel

8.

of

Kind

Order)

Half-Integral

consider
Referring to (2.7), we \357\254\201rst

x4

x2

1/}
\"\"\"\"\342\200\230W1~(T;)'[\342\200\230

x5

\342\200\234i\342\200\2302.+$z.'3'.\342\200\2303\342\200\230i)

x7

x5

x3

\342\200\230x/*3-;fi;)l\"\"?:+3'z\"7\342\200\230:+'\302\260\302\260l)

.
sin

x.

-(ET,-('\302\247)'

to (3.1)

According

\"

\302\260\302\260

\" _x

dx

\302\260\302\260

\342\200\234\342\200\234\342\200\230
\"\"

lo
\342\200\230\357\254\201lo
\342\200\234(:7 '2\342\200\234(:)
7;\342\200\230

where

the integral

To see

this,

(Translator)))

\\/-Tr/2.2

Therefore

J1,2(x)

= \\/2/T3:

sin

x,

(8.1))

write)

co

equals

co
e-\342\200\230'

dtf

e-9' du

co

/2

co

I 0 I 0 e-(\"+\342\200\234')dtdu

co

F 0 I 0)

e*\"rdr

d0 =

1.:
3\302\260

nnssn. nmcnons

208

and

we

similarly,

amp.

sums

rounmn-nnssnr.

AND

\357\254\201nd

J_1,;(x)

x.

cos

1/2-/'1:_x

(8.2))

in terms of
J1,2(x) and J.,,z(x) can be expressed
then it is an immediate consequenceof formula
can
be
(7.10) that any function J,(x) where p = n + } and n is integral,
For example, setting p = e} in
functions.
expressed in terms of elementary
(7.10), we obtain)
functions

the

Thus,

But

functions.

elementary

-7-1/z(x)4' -73/2(3)

;-71/z(-7\342\200\230):

whence

.I,,,(x)
setting

Similarly,

p =

we can

Besselfunctions
First

formulas).

(7.10),

5- in

\357\254\201nd

J5,,(x),

that

for

of all, we

sin 2: \342\200\224
x/W
x/2\342\200\230\342\200\224/ax:

cos x.)

etc.)

the BesselFunctions)

we derive formulas

this section,

In

.I_,,,(x)

Formulas for

9. Asymptotic

behavior of

\342\200\224

%J1,;(x)

us to readily determine the

of x (so-calledasymptotic
(1.1) by making the sub-

permit

values

large

transform

equation

stitution)

y =

\342\200\224-

( 9.1 )

W\342\200\230

The resulting equation for the

z If
If we

2 is

function

P2

x, )z=0.

+(1-

set
m=:l-p\342\200\231.

then

For large x,
differ

(9.3)

\302\247=p,

(9.2) becomes

2'' +
natural

(9.2)

to

the

expect

function

that for

(l\342\200\231+
p)z

= p(x)

large x,
of the

much from the solution

= 0.

becomes
solution

the

equation)

z\"+z=0,))

very

of the

(9.4))
small.

it is

Therefore,

equation (9.4)

will

not

sec. 9

i.e., from the

function

A sin

z =

(x +

= const,

(A

co)

(0 = const).)

of (9.4) which is not identically

Now, let 2 be a solution
in view of what
been said, it is natural
to assume
has just
functions on = az(x) and 8 = 8(x) such that)
z =

where at and 8 converge

existence of such functions,

to

on

(x +

sin

as well

as (9.5), and we then

regard
where the left-hand sides are known

(x +

It follows from

(9.4)and

from

To prove

the

(9.6))
as a

the functions

at

of

system

and

8 are

equations

unknowns.

sin (x

+ 9):):
\342\200\224(l

8),)

(9.6) that
z\"

which

Then,
exist

that)

(9.5)

z\" =

\342\200\224>
oo.

8)

and (9.6)

(9.5)
and

there

(9.5))

as x
the equation)

consider

zero.
that

8),

de\357\254\201nite
limits
\357\254\201nite

we

= on cos
2\342\200\231

and

209)

saunas

AND FOURIER-BESSEL

BESS}.-\342\200\230.L
FUNCTIONS

imply

on\342\200\231
cos (x

\342\200\224

+ 8)

sin (x
8\342\200\231)

o:(1+

+ 8),

that

at once

t3l1(x + 3) =

(9~7)
;(87\302\260%'P'5\302\260

(9.5) gives)

Differentiating

Comparing

this

2' =

on\342\200\231
sin (x

with

(9.6),

we easily
tan

Multiplying

(9.7) and

+ 8)

(x +

cos (x
8\342\200\231)

+
\302\253(I

+ 8).

obtain)

8!

3) =

\342\200\224

(9.8)

(9.8), we \357\254\201nd
tan?

(x +

3) =

\342\200\224

8,1}?

whence

3' =

(x +

sin?

(9.9)

8).

Then (9.8)implies
'

3'

We observe

fact, if

at

vanishes,

.
(9.10))

\342\200\224ps1n(x+8)cos(x+8).

%=

\342\200\224E\342\200\230\342\200\224(;L\342\200\224\302\247)=
that

the

denominator

then

it follows

on

of

the

ratio

cannot
at\342\200\231/at

from (9.5) and (9.6)that

vanish.

z and

In

z\342\200\231
vanish))

2|0

masser.

cmp.

AND FOURIER-BESS].-\342\200\230.L
saunas

FUNCTIONS

8)

zero
initial
conditions
at some
i.e., the solution 2 satis\357\254\201es
= x0.
of a solution satisfying
However, because of the uniqueness
this implies that z is identically zero, contrary to
initial
conditions,

simultaneously,
x

point

given

hypothesis.
The

and

8 is found
from
for 8 can be found

and (9.6) and

on

eliminating

differential
equation
the initial conditions

the
from

(9.9),
for 2
Then, from a

by division).

(e.g.,

on from
for
condition
can easily \357\254\201nd
(9.10), and the initial
is obtained
conditions
for z and 8 by using
from the initial
(9.5) and (9.6).
is to analyze the asymptotic behaviorof on and 8.
Thus, all that remains

8, we

of

knowledge
on

condition

(9.5)

using

by

function

required
initial

the

Since)
b

8(x) = 8(b) \342\200\224

s'(z) dt
L
it

from

follows

(9.3) and

(9.9) that)
= 3(5)

8(x)

If we

take the

of

as

limit

(since the

converges
8(b) as

00 also
b\342\200\224>

\342\200\224
m

\342\200\224>
co, the

does

integrand

exists.

If we
lim

dt.)

resulting improper integral

obviously
exceed 1/13). Therefore, the limit

not
set)

= 0),

8(b)

b\342\200\224>oo)

then

8(x)

=0)

(9.11)

dt.

\342\200\224mr\302\260
X

But
'\302\260\302\260sin3(t+8)
\302\260<J,

and

23-

l\342\200\230=\302\260\302\260d_l

[\342\200\2307.-,,

-2\342\200\231

hence)

0 <
In

\302\260\302\260dt_

\342\200\230-12-\"\342\200\230<

other

words,

< m.

the function

1;(x) =
is bounded

dt

mxI:

for any x, and

\302\260\302\260
\342\200\224
mx

sin?

(9.11) can be written

8(x) =

(t +

8)

\342\200\224\342\200\224tT\342\200\224dt

0) +

in the

form)

(9.12)))

sec.

FUNCTIONS

BESSEL

AND

FOURIER-BESS!-IL

seams

2|

I)

Moreover

\302\247=mw.

and hence
ln

or by

oc(b) \342\200\224

dt

(9.10)
In

Just as

= ln

o:(x)

a.(b) +

before, we pass to

\342\200\224>
oo for

Si\342\200\234
+
(\342\200\230

+ 3)
(\342\200\230

4:.)

315\302\260\342\200\230

as b

limit

the

converges.
In o:(b) and hence for

note that the resulting

of a \357\254\201nite
limit

\342\200\224>
co, and

This implies the

integral

improper

= ln

at(x)

existence

as

We set)

o:(b).

lim az(b) =

A,

b\342\200\224>oo)

where

as we

Just
the

since

otherwise

ln oz(x)

= ln A

a\303\251
0,

oo as b\342\200\224>
oo.

In oc(b)->

sin (t

+ m

(t

Then
+ 8)

2)
8)tcos

proved the boundedness

of the function)

of the

function

1;(x),

boundedness

mx
CPO\342\200\230)

sin (t

(t + 8)dt.
8)t;:os

Then

in oc(x) = In A

Eggs

whence)

a(x)

= A

According to Taylor's theorem,

exp [<P(x)/x]for

writing

t =

exp

<p(x)/x, we
[<9(x)/x]

t we

have

(0<6<l),

e'=l+te\302\260'

and hence,

any

obtain)

= 1 +

exp

9%\342\200\230)

[0<9(x)/x].))

we have)

dt.)

we can

also prove

nassm.ruucrrous

2l2
The

function

can

write)

AND

smuns

rounma-nnsszn

exp [0cp(x)/x] is

as x

bounded

obviously

exp

CHAP.

1<p<x>/x1

\342\200\224>
oo.

8)

we

Therefore,

1 +
\342\200\231-5%)

Or

at(x) =

(1

(9.13))

bounded
as x\342\200\224>
co.
our conjecture
formulas (9.12) and (9.13) con\357\254\201rm
about the way the
at and 8 behave as x \342\200\224>
co and about the behavior of the
functions
solution
2 of the equation (9.4). [Cf. (9.5).] Substituting
and
(9.12)
(9.13) into
remains
\342\202\254(x)

where

The

(9.5) gives)
(9.14)
z=.4(1+\302\247(xl))sin(x+c.1+%\342\200\231i))-

we transform

Next,

the last

factor in

(9.14).

tcos(a+

Gt)

to Taylor's

According

theorem

sin(a + t) = sina +
Setting

a =

x + co, t

(0

< 0

<1).

we obtain)

v)(x)/x,

sin(x+o)+1(x1))

=sin(x+m)+C\342\200\224g?.)

where

?;(x) =

is a function

cos
\302\260q(x)

for all x.

is bounded

which

+ co +)

(x

Therefore,it

from

follows

(9.14)

that)

z =

A(l
= A

sin 0,

E-(3:-Q)[sin(x

+ 0) +

zcx)

co)

sin (x

+
o\302\273)

(1 +

z(x>/x)<<x)

01'
z=
where r(x) is bounded
formula for the solution

as x -->
of

sin

oo.

(9.2).))

(2: +

+
1.\302\273)

Thus,

we have

(9.15))
found

an

asymptotic

SEC.

To

BBSSEL FUNCTIONS

the case of Bessel\342\200\231s

equation,

go to

sin

A =

const, co = const and

shows

that

for

from the

(x +

0)) +

(9.1) and

SERIES

as

2 I 3)

obtain)

(9.16))

';'/1%\302\273

is bounded

r(x)

x, any solution of

large

damped

we use

-\342\200\230;-1;

where

AND FOURIBR-BESSBL

x\342\200\224>
oo.

Bessel\342\200\231s
equation

This

formula

di\357\254\201'ers
very

little

sinusoid)

y=?;1}'sin(x+\302\242o).)

considerationsapply

the above

In particular,

and Y,(x). A

exact

more

J,(x)

showsthat)

J,(x)

\342\200\224
\342\200\235-\342\200\231-\342\200\230
293)

sin

x/2'/\"ax\"

Bessel functions

the

to

which we omit,

calculation,

(x

3n/_?

1\342\200\230)

(9.17)

= x/'l_?xsin

Y,(x)

(x

For subsequent

purposes,

the corresponding formula

for 2'.
(9.12) and (9.13) for 8 and on into

'0\342\200\230)
?'x'{/\342\200\224'';)

as x

bounded

the formula

besides

\342\200\224p-21-:

r,(x) and p,(x) remain

the functions

where

--> 00.

(9.15), it

Therefore, we substitute
The result is)
(9.6).

is useful
the

to have

expressions

z\342\200\231=A(l+\302\247%))cos(x+co+3%2)-)

If we

transform

this

we

the function

It
equation

follows

way

as

we transformed

(9.14)

= .4

cos (x

co)

(9.18))

+\"1(;\342\200\230\342\200\224).

oo.)
s(x) is boundedas x\342\200\224>

of Bessel

Zeros

I0.

same

obtain)

2'

where

in the

expression

to (9.15)),

led

[which

Functions and Related Functions)

at once from formula

that
(9.15)
any solution of Bessel\342\200\231s
an in\357\254\201nite
number
of positive zeros and that
zeros are
these
zerosof the function sin (x + co),i.e., to the numbers of the form)

has

close to the

k,,=mI:\342\200\224o),)

where

n is

an integer.

just one zero near each

have the same positive

We

k,,.
zeros,

now

show

Since,
it is

that for

su\357\254\202iciently large

according to (9.1),the
to
su\357\254\202icient

prove

u, there

functions

this for the

is

y and 2
function))

BESSBL FUNCTIONS

AND

FOURIER-BESSEL

CHAP.

SERIES

8)

arbitrarily large n, there were a pair of zerosof the function 2 near

that 2\342\200\231
has
a zero
theorem
k,,, then it would follow from Rolle\342\200\231s
the
value
near 2,. But by (9.18) this is impossible, sincenear 2,, = mt \342\200\224
co,
of z\342\200\231
is near
A cos mt, provided
n is su\357\254\202iciently large.
that
for
Thus,
all
the
the
numbers
zeros
of
the
function
lie
near
n,
k,,,
su\357\254\202icientlylarge
y
and there is only one zero near
It follows that the distance between
each
k,,.
the
consecutive zeros of the function
1: as the distancefrom
y approaches
In particular,
considerations
these
origin increases.
apply to the functions
the
numbers
k,, have the values)
J,(x) and Y,(x), where according to (9.17),
2.

If for

the

point

k,,

___

mt+2

P.L'_\342\200\231_\342\200\230,

_P_\342\200\231_\342\200\230
1\342\200\230
k,,\342\200\224mc

2+4)

for J,,(x) and Y,,(x), respectively.

Below,we shall be concerned with the positive zeros of J,,(x).
(It should
be noted that by (4.3), the positive and negative zeros of J,(x) are located

and Rolle\342\200\231s
with respect to the origin.) It follows from
(7.2)
there is at least one zero of the function x-PJ,,+1(x) between any
two consecutive
zeros of the function
i.e., there is at least one zero
x-PJ,,(x),
of the function
zeros of the function
J,,+1(x) between any two consecutive
If we replace p by p + 1 in (7.1), we obtain)
J,,(x).
symmetrically
theorem

that

[x\342\200\235+lJp+1(x)]
\342\200\230\302\2432

xp+1Jp(x)-)

that
there is at
From this we conclude as before
between any two consecutive zerosof the

least onezeroof the

function

Thus, the
zeros of J,,(x) and J,,.,_1(x) \342\200\234separateeach other.\342\200\235More precisely, one and
one zero of J,,,,1(x) appears between
any two consecutive positive zeros of
only
in
zeros
and
cannot
have any positive
J,+,(x)
J,(x). Moreover,
J,,(x)
J,(x)

common.
J ,\342\200\231,(x)
would

function

In fact, if J,,(x) and J,,+,(x)both vanished

also vanish at xo. But this is impossible,

J,,+1(x).

> 0, then by (7.8),

since by the uniqueness
= 0,
equation,
J,(xo)

at x0

theorem for solutions of a secondorder differential

= 0 would
is obviously
J ,\342\200\231,(xo)
imply that J,,(x) 5 0, which

false.

at
J ;(x).
Consider next the zeros of the function
theorem,
By Rolle\342\200\231s
of
zeros
consecutive
two
least one zero of J;(x) lies between
any
J,(x).
set of positive zeros.
like J,,(x), the function J ;(x) has an in\357\254\201nite
Therefore,
Finally,

we

investigate

the

of

the

\342\200\230zeros

function

\342\200\224
HJ,(x),
xJ,\302\247(x)

where

which
is often encountered in the applications.
constant, a function
simultanehave just seen,the functions
J,(x) and J;(x) cannot vanish
as we pass
at once that J,(x) must change sign
ously (for x > 0). It follows
Let 1,, A2, . . . , A\", . . . denote))
through a value of x for which J,,(x) vanishes.

H is a
As we

10

SEC.

the

BESSEL FUNCTIONS

zeros of J,(x) arrangedin

does not change sign,

positive

function

of interest to us), J,,(x)is

of p

the

where

As

positive.]

which

\357\254\201rst
term,

for p

in fact

positive

for 0

determines

the

For 0

order.

increasing
and

J,,(x)

FOURIER-BESSEL

AND

of

J,,(x)

for x

2 | 5)

< 11,the

< x

values

only

(the

< 1,. [Seeformula

< x
sign

> -1

SERIES

(4.3),

near zero, is

to negative values,
through 7.1,J,,(x) goesfrom positive
to
from
values, etc., so
positive
negative
7.2, J,,(x) goes

we pass

as we pass through
that)

>

<

0,
J,\342\200\231,()\\2)

J,\342\200\231,(7.,)O,

<

J,\342\200\231,().;,)0,...

we have

Clearly,

- HJ,(x)1...,=

[xJ;.(x)
function

the

Therefore,

= 7.1,A2,

for x

xJ;,(x)

and

J,\342\200\231,(x)

be

\342\200\224
xJ,\342\200\231,(x)HJ,(x)

increases,

just as

prove

fact

this

Let the

the

function

the

vanishes at least once between

This shows

each

\342\200\224
xJ,\342\200\231,(x)HJ,,(x)

that

pair
also

zeros.
between consecutive zeros of
the
1: as the distance from

distance

approaches

zeros of J,,(x).

of the

case

we

However,

both

origin
shall not

here.)

Parametric

H.

in

negative and positive

is alternately

HJ,(x)

213, . . ..

the

that

shown

\342\200\224

and hence

7.3, . . .,

of consecutive zeros 7.1,7.2,

has an in\357\254\201nite
set of positive

It can

x.J;,<x.>.)

Form of

Bessel\342\200\231s

Equation)

function y(x) be any solution

= y()tx), and set Ax =
y
+
t3-dd-3

of
t.

+' (:2

t%

Bessel\342\200\231s
equation

Consider

(1.1).

Since obviously)
\342\200\224

p2)y

= 0,

(11.1))

substituting)

\"_J\342\200\231_liJ1
_

into

(11.1), and

Ax

using

= t,

x2%:%

Thus,

if the

y().x) is a

function

solution

y(x)
of

the

.431- _

dt2
7. dx\342\200\231

dt

is a

we

xgg

141).\342\200\231
2&3

dx2)

obtain)

(\357\254\201x?
\342\200\224p2)y

0.)

solution of Bessel\342\200\231s
equation

(1.1),

the function

equation)

+ 90\"
xzy\342\200\235

called the parametric form

+ (73162-

\342\200\231s
equation,
of Bessel

(11-2))

P\342\200\231)?0.

with

parameter

7..))

nasser. nmcrrons

2| 6

I2.

of the

Orthogonality
A and

Let

=
y

functions

two

be

p.

z =

and
J,,()\302\273x)

crap.

saunas

AND_l3OURIBR-BBSSEL

FunctionsJ,(>.x))
Consider the

numbers.

nonnegative

> -1.

J,(y.x), where p

Sec.

to

According

functions

11, these

the equations

obey

+ Wx\342\200\231p\342\200\231)y0.
+ xy\342\200\231
xzy\342\200\235

x32\" +

\342\200\224

x2\342\200\231
+ (pix?

p1)z

= 0

or

P:)

+ y\342\200\231
-Azxy.)
xy\342\200\235
3;)\342\200\231
\342\200\224 =
xz\342\200\235
+ z\342\200\231
[\302\2432

the

Subtract

\357\254\201rst
equation

The result

by y.

\342\200\224p.3xz.)

by z from the secondequation

multiplied

multiplied

is)

+ 02'
x(yz\342\200\2352y\342\200\231)

- Mxyz.)

03
2y\342\200\231)

01'
\342\200\224 =
+ 02\342\200\231
(12
2y\342\200\231)
x02\342\200\231zy')\342\200\231

so

that

- zy')]'

We now integrate (12.1)from

Sinceby

[0,

(12.1)

p.3)xyz.

1, obtaining

-1, the integrand

since y =

\342\200\224

M)

J;

xyz dx.

(12.2))

is actually integrable on
from
it follows

in (12.2)

J,,().x),z = J,(p.x),

In fact,

1].

(X2

= 02

zyoljjf,

p >

hypothesis

interval

0 to

\342\200\224

[x<yz'

(4.3)

u\342\200\231)xyz.

\357\254\201nally

[x(yz'

the

that)

I =

=-'

J\342\200\231
x\"<P(x).

where

and

<p(x)

the sums

s[a(x) are
with

continuous

functions

continuous

Ixyzl

and since 2p + 1 >

right-hand side (and

of

-1

this

hypothesis,

by

left-hand

and

series,

power

derivatives.

< Mx\"+\342\200\230
|x\"*\342\200\230
<9(x)\302\253l\302\273(x)|

henceof the

(12-3))

x'\302\242(x).

hence

represent

Therefore)
(M

= coast).)

of the
implies the integrability
from
It
follows
of
(12.1).
side)

(12.3)that)
-

[x(yz\342\200\231zy\342\200\231)]x-o

for p

>

-1.

instead

Therefore,

we can

of (12.2),

zy91....1 =

[x(yz\342\200\231

as

um

I;

write)

xyz

\302\253be.

(12.4)))

sec.

12

We

now

note

other

on the

,0\302\273).

saunas

I 7)

[zlx=.1

Jp(p\342\200\230)9

hand)

.(Ax) =

y\342\200\231

2'

so

AND FOURIBR-BESS!-3L

that)

D'L=1
while

FUNCTIONS

BESSBL

AJ,',(Ax).)

5-,

.r.(;\302\273x>

uJ;(;\302\273x>)

that
=

1
[z\342\200\231].

[.v\342\200\231]x..i7J,',(7~).

becomes

(12.4)

Thus,

uJ,\342\200\231.(t\302\242)-

\342\200\224
\342\200\224
=
(A2
M)
xJp(>~x)Jp(v~x)
A-\342\200\231p(s\302\273)J.\342\200\231.(7~)
s\302\273Jp(>~)J.\342\200\231.(s\302\273)
L\342\200\230,

So far,

1) A and
J,(p.) = 0, A
vanishes.

been

p. have

and

restrictions on

certain

impose

p.

are

a\303\251
p..

Noting

be

functions
also

might

that

z1=

-1/2,

A and

(12.6))

12
\342\200\230/-;Jp(P-3\342\200\230))
\342\200\230/;\342\200\231Jp(7~x).

in the usual

orthogonal

we

= o.

xJ,,(Ax)J,,(p.x) dx

now

We

three cases:
i.e., J,,(A) = 0,
J,,(x),
left-hand side of (12.5)

absent in the integrand,

the functions J,(Ax) and J,,(p.x)
the
usual
the
in
sense.
In
the
case, we say that
present
orthogonal
we
x.
Of
with
and
are
course,
weight
orthogonal
J,(p.x)
J,,(Ax)
say that the functions)

It should be noted

where

numbers.

the following

different zeros of the function

such values of A and p., the
that A3 \342\200\224
75 0. we then obtain)
9.\342\200\231

31
are

nonnegative
Consider

(1..

(12.5))

x were

factor

would

arbitrary
and

For

J;

If the

ax.

p. are

obtain

sense.

according

1/%sinAx,

of the
the functions)
numbers

21 =

2/1:cosAx,

to (8.1),

22 =

form

22

mt.

for p

= 1/2,2,and

z; reduce

to)

A/msinpx,)
According

to

(8.2), for

p =

x/2/\342\200\224-nzcos
y.x,)

case A and y. are numbers of the form (n + 3})-n:. Thus, in these

we
case
i.e., in the \357\254\201rst
functions,
special cases, we obtain the trigonometric
obtain the functions
are
sin mcx (except
for a factor), which
orthogonal
which
are also
on [0, l], and in the second case the functions
cos (n + 1-)-n:x,
on [0, 1].))
orthogonal
where

in this

I)

2 I8

A and

2)

zeros of the

different

are

p.

In

are orthogonal

with

let

3) Finally,

J,(Ax)

zeros of the

two different

p. be

and

we

hence

and

and

still)

J,,(;.tx)

x.)

weight
A

9\342\200\230
O\302\273
it)-)

side of (12.5)also vanishes,

Thus, here again the functions

this case, the left-hand

the formula (12.6).

obtain

8)

J ;(x):

function

= 0

0. J;(u)

1,30\302\273)

can.

seams

AND FOURIBR-BESSEL

FUNCTIONS

BBSSEL

function

\342\200\22

xJ,',(x)

HJ,(x):)

AJ;,(A)

\342\200\224

= 0,

HJ,(A)

s\302\273J,f.(:t)

Multiply

the
by

multiplied

by J,,(p.) and

\357\254\201rst
equation

The result

J,,(A).

in this

again obtain the

with

orthogonal

I3.

weight

7Jp(P-)J,\302\247(7\\)

left-hand

the

second equation

0-)

of (12.5) also vanishes, and

the functions J,(Ax) and J,(ux)

we

side,

i.e.,

(12.6),

Integral

p. are different,

A and

from

it

are

x.)

of the

Evaluation

When

case, the
formula

subtract

is)

it-7.(7~)J;(P-)

Therefore,

0-)

H-\342\200\231p(:t)

xJ\302\247(Ax)

leads

(12.5)

xJp(P'x)JpO\342\200\230x)
(1)

dx)

to)

\342\200\224
itJp(A)J\302\243(u)_)

= u,<u>J;.(x)

dx

12)
P\342\200\230;

on the right becomes

since the
A, the fraction
indeterminate,
p. \342\200\224>
numerator and denominator both approach zero. To \342\200\234remove\342\200\235
this
A = const and p.\342\200\224>
A.
we use L\342\200\231Hospital\342\200\231s
rule,
letting
indeterminacy,
When

This

gives)

dx =
I; x,:(M)

7~J\302\243(:t)J$(>~)

I2

\357\254\201n}
II

ma)

Jp(A)J\302\243(:t))

Mp(;\357\254\202JZ(u)

I
J,<x>J..(x)

W)

M,.(x>2J{<A)

\342\200\224
-%

But J,,(A), regarded

as a function

7313(1) +

.r',2(x)

J,(A)J;(A)

-)

of A, satis\357\254\201es
Bessel\342\200\231s
equation,

7J,7.(7\\)

(A2

p2)JpO\342\200\230) 0.))

i.e.,

13

sec.

FUNCTIONS

BESSEL

2 I9

seams
l-\342\200\230OURIBR-BESS!-IL

AND

so that
A
,,
_ J A J\342\200\231
,p()\\)]p()() _I'_(_))+(_)

Therefore, it

1
xJ\302\247(2x)

lo

dx

be given

(13.2)

1%) 13(2)].

dx = 4133(2).
We

form.

different

>J,T.(7~)
in the

Since

(13.3))
x by

\357\254\201rst
replace

in

present case J,,(A)

\342\200\230
\"-\342\200\231n+1(7~)-

pJ,.(7~)

0, we have)

Jp+1(7~),)

1,30\302\273)

that

xJ\302\247(xx)

f;

2) If A

is a

zero of the

function

dx
[0 x.r;(xx)
Bounds for

*l4.
The

following

and

then
2

5 (1

inequality, valid for

K

(13.4)

)J;+,(x).

\342\200\224

{-2)

(13.5))

13(1).

the IntegralI (: xJ,\342\200\231,(Ax)

dx)

Here K >

dx

J;,(A),

we

(1

obtaining)

(7.8),

so

\342\200\224

then

J,,(A),

can

conclusions:

[0 xJ;(xx)
formula

\342\200\231

5 [J,2(x)

Thus, we can draw the following

1) If A is a zero of the function

This

J30),

(1

(13.1) that

from

follows

> 0

suf\357\254\201cientlylarge

< [0 xJ3(>.x)

dx

<

are constants(which

A, will

be

M
7-

can

useful

later)

(14.1)
depend

on p).

Obviously)

have)
\342\200\230

[0 xJp(Ax)

According to the

asymptotic

dx =

formula

\"

\342\200\230xi
[0 :J,,(z)

(9.16)

lJp(t)l <

2A)
\342\200\230-/7))

dt.

(14.2)

220

BBSSBL

for

[2

hence

t, and

su\357\254\202icientlylarge

CHAP. 8

seams

AND FOURIER-BBSSBL

FUNCTIONS

<

tJ\302\247(t)dt

j2

dt

(M = const).)

In view

in (14.1).
this implies the right-hand
of (14.2),
inequality
formula
same
the
other
the
On
(9.16))
hand, by
asymptotic
=

tJ\357\254\201(t)

for

large

for

t, i.e.,

sin (t

(A

A3

sin\342\200\231
(t +

A2

sinz

>

(z +

[M

co) +

(0)

2Arsin(t + co)

:2)

(L = const)

-9;

dt

:J\302\247(z)

92)

But then

10.

>

[0 ugmdt

+ co) +

s1n3(t + co) \342\200\224dt)

[M (A2

7)

xx

(K=const,K>

o),)

=A3Kosin3(t+\302\242o)dt\342\200\224L(ln).\342\200\224lnAo)2

and

view

in

I5.

this implies the

of (14.2),

De\357\254\201nition

of

to Sec. 12,the

is devoted

the

arranged

J,().,x),

in increasing

/3

order.

According

..

To give the
weight
of the system (15.1), in

I
1}

expansions with
the positive roots of

of Fourier
. . . be

.
. . . , J,().,,x),

system on [0, 1],with

of the functions
appearance

an orthogonal

idea of

1,,
1)

to the study
A3, . . ., 7.,,,

functions)

J,()\\1x),
form

Let

> -

of (14.1).)

Series)

Fourier-Bessel

The rest of this chapter

respect to Besselfunctions.
= 0 (p
the
equation
J,,(x)

side

left-hand

t/|(xgX))

Frame 46))

x.

(15.1))

reader some
Fig.

46 we)

sec. 15

22!)

seams

AND FOURIER-BESSEL

FUNCTIONS

nassar.

the graphs of the functions

J1(X,x),
J1(X2x), J1()\\3x) on the interval
and
more
The functions J1(A,,x)(n = 3, 4, . . .) on [0, 1] become
of \342\200\234oscillations\342\200\235
increases.
more complicated, i.e., the number
is absolutely
For any function f (x) which
integrable on [0, 1],we can form
to
the
the
Fourierthe Fourier series with
system (15.1), or brie\357\254\202y,
respect
Bessel series)
draw

1].

[0,

f(x) ~
where the

+ czwzx) + - - -.
e1J.(x1x>

constants)

dx

xf(x)J,(>~..x)

ff,

xJ\302\247()\\,,x)

._.

dx)

dx
xf(x)J,,().,,x)
$120\") I;

are called the Fourier-Bessel coe\357\254\201icientsof f (x).

formal
obtained by using the following
argument:
=

f(x)

We
[0,

(15.2)

sides

both

multiply

orthogonality

of (15.4)

that term

1], assuming

by

term

x) of

weight

(with

xf(x)J.(x.x>

J;

c1J,(A,x)
by

and

(15.4))

justi\357\254\201ed.

the system (15.1),the

dx =

over the

integrate

is

integration

be

coe\357\254\202icients can

of (15.2), we write)

Instead
+ - - -.

cz.I,,()\\2x)

xJ,,(A,,x)

These

(15.3))

result

interval

of the

Because
is)

ax.)
c. I; xJ:(x.x>

[See equation (l3.4).]

actually holds and if the series on the right converges
is known to be legitimate,
and
then
term
by term integration
uniformly,
hence the coe\357\254\202icientsc,, must be given by the formula
However,
(15.3).
just
as in the case of ordinary orthogonal systems (seeCh.2, Sec.2), we \357\254\201rst
use
(15.3) to form the series (15.2),and only later examine the convergence of the
to f (x).)
series
which

implies

If the

(15.3).

(15.4)

equality

I6. Criteria for the Convergence

of

We now state without

proof the most important
vergence of a Fourier-Besselseriesto the function

Thesecriteria

are

of trigonometric

proofs are
and

hence

much

function

with

which

criteria

from
we are

the con-

for

which it is

formed.

familiar

the

in

case

Fourier series (seeCh. 3, Secs.9 and 12). However, the

than in the case of Fourier-Besselseries,
more
complicated

we omit

THEOREM
tinuous

to those

analogous

Series)

Fourier-Bessel

them.)

1. Let

f (x)

on [0,

1].

be a
Then

piecewise

the

smooth,

Fourier-Bessel

continuous

series (p

or discon-

\342\200\224
\302\253})
of))

222

FUNCTIONS

BESSEL

f (x)

converges for

point

of continuity
of f

discontinuity

= 0 if

note

We

values).

in\357\254\201nite
for

become

be

the interval
series (p 2

on

Fourier-Bessel

[a +

subinterval

3.

THEOREM

where

(x) be

Let f

the

every

subinterval

[a

condition

system (15.1)

Remark.

f (1)

= 0 is quite

for

1/xf(x)

(x) converges uniformly

derivative

integrable

condition

the

to formula

p+1

= 0.

f(l)
uniformly

converges

on

8 > 0.)

all the

since

natural,

functions

of the

3, it

is

suf\357\254\201cient
to

require

= x? (p 2

\342\200\224

only absolute

.)

J,,(A2x), .

. .,

-}) for

0 <

. ..
J,,().,,x).

dx

J1 0 xP+1J,().,,x)

1,2, . . .).

(n =

But we have)

I1ox

every

[0, 1], let f (x) be

on the interval

on

integrable

\342\200\224\342\200\224-2\342\200\224\342\200\224
J%+lQn)

the)

on

(15.3)
c,, =

According

integrable
Then,

x = 1.)

J,(7qx),
formula

1.

< b s

< a

the function f (x)

Expand
series with respect to the system)

Example.
Fourier-Bessel

By

where

In Theorems 2 and
of

integrability

every

point of

8 > 0.)

absolutely

1],

+ 8,

vanish

1, and let f(x) satisfy

series (p 2 - i) off (x)

a <

of f

an absolutely

Fourier-Bessel

Then

-})

an absolutely

have

and
where

\342\200\224

8, b \342\200\224
8], where
have

and

The

(x) at

every

piecewise

be continuous
[a, b],

Let f (x)

THEOREM 2.

[a, 1],

at

piecewise

require
\342\200\224
8
[8, 1
8] where

continuous

equals f
0)]

of f (x) on [0, 1], it is

smoothness
subinterval
smoothness of f (x) on every
> 0, in addition
to the:requirement
that f (x) [or even)
[0, 1].)
absolutely integrable on the whole interval

suf\357\254\201cient
to

derivative

sum

its

Moreover,

J}[f(x+ 0) + f(x -

to zero
to zero for x = 1,and converges
converges
of the system vanish for these
(since all the functions
of the system (15.1)
that for p < 0 all the functions
it is meaningless
to talk of
x = 0 [see (4.l)], so that
series
at x = 0.)

convergenceof the
Remark. Instead of

1/:_cf(x)]

8)

CI-IAP.

(x).

> 0

1.

0<x<

of f(x) and

The series always

for x

FOURIER-Bl-ZSSEL seams

AND

+1

Jp(t)dt.)

F\"011\342\200\231
J,,()\\,,x)dx=X\302\247+\342\200\2242

(7.1) (with

p replaced

=
%[zn+1J,+.(z)]

by p
tP+1J,,(t).))

1))

x < l

in

SEC. 16

FUNCTIONS

BESSEL

FOURIER-BESSEL

AND

SERIES)

Therefore)

at

r\302\273+1.r.(z>

d:

1z\302\273+1J..1(z)1'

x:+v..1o.>.)

1z\302\273+v..1(z>1::\"=

so that
dx =

f (1)xp+1J,,(x,,x)

(16.1)

il\342\200\224J,,+,(7.,,).

that

It follows

\"

,, =

\342\200\224\342\200\224

1,
\342\200\230\"

2,...

\342\200\231)

x.J,,+1(A,.)

by Theorem

Thus,

1, we can
._.

\"\"

J(7l,x)
n

2(

J(x,x)
n

\"

x.J,.+1(m

+)

7\\2-7p+1(7~2)

--5and0<x<1.)

forp>

*l7.

write)

Inequality

The orthogonality

be regarded

as

with

make

to

(15.1),

with

of the

functions

the

of the
. . .,

1/\302\247J,(x,x),

Therefore, if we wish
respect to the system
1/3cf(x)

x of

weight

orthogonality

ordinary
f:J,,(x,x),

function

Its Consequences)

and

Besse|\342\200\231s

system (15.1) can

functions)

x/\302\247J,(x,,x),

. . ..

(17.1))

a series expansion of a function

f (x) with
a series expansion of the
we can \357\254\201rst
make

to the

respect

ordinary

orthogonal

system

(17.1),

obtaining)

1/3cf(x) ~

en/:_cJ,,()qx)

czx/3cJ,(7.2x)

+ - - -,)

the
that
veri\357\254\201ed
expansion (15.2). (It is easily
allow
are
the
These
considerations
same.)
expansions
us to apply the results of Ch. 2 to Fourier-Bessel
series.
=
F
is
that
a
\\/
Thus,
square integrable function
(which
assuming
.7cf (x)
(x)
is certainly the case if f (x) itself
Besse1\342\200\231s
is square
integrable) and applying
(see Ch. 2, Sec. 6), we obtain)
inequality

and

then

go

coe\357\254\202icients of

over

to the

both

1%)

1.\342\200\231,

e: M 1.0.x)12)

ax 2

01')
\302\256)

(1)

xf2(x)

dx

20

c\357\254\201
xJ,2,(71,,x) dx.))

L!)

224

BBSSBL

Consequently,

we have

1
[c3

\"131:

But according to

x.I\302\247o,,x)

[0

dx

xJ:o.x)

sufficiently

= 0.
dx]

(14.1)
L\342\200\230,

for all

crap.

seams

AND FOURIBR-BESSEL

mmcnons

(K>0))

{5)

therefore)

n, and

large

1imc\342\200\224'%=0

II-twin)
01')

= o.
n-no

Even

more

(17.2))

7\302\273,)

said: It follows from

can be

the

formula

asymptotic

(9.16)

that)

IJ,,(x)|
all

for

x, and

su\357\254\202icientlylarge

n is su\357\254\202icientlylarge.

Then,

2.4
-\342\200\230/:9

x >
hence for every \357\254\201xed

IJ.<z.x>I

if

<

0)

(17.3))

<

using (17.2), we obtain

=

(17.4))

n1\302\247_Ig|c.Jp(A..x)|

Thus, if f (x) is square

converges
of f (x) always
this will also be the case for x
obviously
for x = 0).
system (15.1) vanish
Finally,

for every \357\254\201xed

x > 0.
the
then

the

Fourier-Bessel

I;
or by

dx =

xf(x)J,(>~.x)

c..J;

the general

integrable,

=
it

term of

(x > 0). If p
0 (since all the functions
from (15.3) that)
follows
to zero

series

> 0,
of

dx.

xJ3(A.x)

(14.1)

I
for sufliciently

,1,

large n, so that

by

ff,
u1_i\302\247I;

<)

M|c..|

dx|

T\

xf(x)J,(7~..x)

dx =

xf(x)J,(A.x)

(17.2))

o.

(17.5)))

17

sec.

is the

This

analog of

of the

property

trigonometric

functions,

the

not
and (17.5) are true
for arbitrary absolutely

(17.2)
also
but

Equations

* I8.

the

FOUR]!-ZR-BESSEL saunas

AND

225)

in

discussed

integrals

Sec. 2.)

Ch. 3,

omit

FUNCTIONS

BESSEL

for

only

integrable

square integrable
functions.
(We

proof.))

Guarantees
which
The Order of Magnitudeof the Coefficients
of a Fourier-Bessel Series)
Uniform
Convergence
1.

THEOREM

Ifp

2 0

andif)

|c,,| <
e >

where

0 and

c are constants,

and

the series

then

czJ,(7.2x)+ - - - +

c,J,,(7.1x) +

convergesabsolutely

(13.1))

on [0,

uniformly

c,,J,(7.,,x)

+ ---

(18.2)

1].)

Proof. For p 2 0,the function J,,(x) is bounded in the neighborhood

= 0. By the asymptotic
formula (9.16), J,(x) is bounded for large
x, i.e.,)
Therefore, J,,(x) is bounded for all (positive)

of x
x.

|c,.1p(7\302\273.x)|

so

that

<

(L

|\302\242..|L

\302\260\302\260nSt).

by (18.1))

Ic.J.(x.x>I<)
\342\200\224
as
1,,\342\200\234).,,\342\200\224>-n:

But

since

n >

m (where m

is some

Sec. 9),

oo (see
n\342\200\224>

is large,

follows

1,, 2

-5n

and)

(18.3))

<

7\302\273. zgto)

for

Consequently,

inequality

is the

have

large n we

<

|c,,J,,()\\,,x)|

Theorem 1 now

follows

for

that

(h=const).

).,,>7.,,,+(n-m)=n+h

Therefore, if

it

\357\254\201xed
number),)

from

general term

H
2;;
the fact

(H = const).)
that

of a convergent

the

right-hand
numerical

side of
series.))

this

226

\"

Ifp 2

THEOREM 2.

\342\200\224\302\247andif

<

|c,,|

for all su\357\254\202icientlylarge

czx/3:J,,(7.2x)

and uniformly on
(4.2) converges absolutely
1], where 8 > 0.)

interval

[8,

p 2 -15, the function

(4.3)]. According to

For

Proof.

equation

1/:'cJ,,(x) is

bounded for

(positive) x,
and hencefor

x.

large

It follows

and

x in

any

const))

<

(18.6)

7.;

that
,, L

<

-51;;

(18.3)
\342\200\224

(H = const).

J,,().,,x)|

|c,,\\/x

of

0
x\342\200\224>

(9.16),)

[0, 1] we have)

|c,,\\/.7cJ,()\\,,x)| <

ical

as

sub-

J,,(x) is bounded for all

(L =

< L

on every

formula

asymptotic

series

- - - (18.5))

is bounded

1/:_cJ,,(x)
the

the

This implies

[0, 1].

uniformly

Therefore,

|x/3cJ,,(A,,x)|

The

interval

the

then

constants,

c,,\\/3-:J,,(A,,x) +

- - - +

i.e.,)
IX/K,J,,(A,,x)I

or by

c are

series

the

[see

0 and

absolutely

converges
that

(18.4))

e >

n, where

J,,(7.,x) +

cn/3:

8
emu\302\273.

SERIES
AND l-\342\200\230OURIBR-BESSEL

FUNCTIONS

EEssEL

s W

(18.7))

term of a convergent numerright-hand side of (18.7)is the general

This proves the \357\254\201rst
theorem. The secondpart)
of
the
part
the theorem is a consequenceof the following
obtained
inequality,
series.

from (18.7):)

THEOREM

3.

<

Ic.J.(A.x>I

W,
\342\200\230,3;
Ifp

>

-1

<

(8

< x

< 1).)

\342\200\230,\302\247n,,,

and_if)

lcnl <

\342\200\231)

for

all

(18.2)
8 >

su\357\254\202icientlylarge

converges
0.))

n, where

absolutely and

e >

0 and

uniformly

c are
on

constants, then
interval [8,

every

the

series

1], where

SEC. 18

FUNCTIONS

BESSEL

Let

Proof.

8 <

1.

x <

By

the

AND FOURIER-BESSEL

formula

asymptotic

SERIES)

(9.16),)

lJp(x)l g)
all su\357\254\202iciently large
x, i.e., for x 2 x0. Moreover,
1,8 2 x0 holds for all su\357\254\202icientlylarge n. Therefore
hence
for 8 < x < 1)
7.,,x 2 x0 a fortiori, and

for

the

if x

inequality

2 8, we

have

2A

2A

<
\\
I-\342\200\231p(7\302\273.x)|
\342\200\230mt\342\200\231
\"7:-5)

so that

2.4

,,

lc..J,(A..x)|g 7-5

or
1

2Ac

<
'cnJPO\342\200\230nx)|

By

(18.3),

7?

this implies)

(H =

|c,,J,(7.,,x)|< 3;;
for

all

su\357\254\202iciently large

the right-hand
side
numerical series.)
we

x.

of this

Remark. In the conditions(18.1)and

write simply n instead of 1,,[in view

The

2.

the

1, 2, and

3,

and

A
+...

_1(\342\200\231T;x_)

on

[0, 1],

since here p

= l,

1,

series)

J_l/4(1lx)+
absolutely

of Theorems

that

of (l8.3)].)

.1_(2.22;x.).+...+

is absolutely and uniformly

convergent
and hence Theorem 1 is applicable.

while

(18.4)

fact

the

a convergent

The series
J1()\342\200\230lx)+

Example

const))

Theorem 3 now follows from

of
series is the general term

can

Example 1.

is

33;\342\200\230

uniformly

)+...+
convergent

on every

+...)
interval

[8,

1],

series)

\302\273\\/;;_]_l/4()\342\200\230lx)

+...+

II))

+...)

8 >

0,

Theorem 2

convergent on the whole

and uniformly

is absolutely

3. The

and

absolutely

Here Theorem

3 is

1].

Here

a Twice

+...)

+...+
on every

convergent

uniformly

interval

[8,

1],

8 >

0.

applicable.)

The Order of
of

[0,

series

]_3/4(1lx)+

*l9.

interval

8)

is applicable.)

Example

is

CHAP.

SERIES

AND FOURIER-BESSEL

BESSEL FUNCTIONS

Coe\357\254\201icients
Magnitudeof the Fourier-Bessel

Function)

Differentiable

on the
F (x) be a twice
Let
di\357\254\202erentiable function
de\357\254\201ned
= 0,
that
F(l) = 0, and such
[0, 1], such that F(0) = F\342\200\231(0)
at
is bounded (the secondderivative
not
exist
certain
may
points).
if A is a zero of the function
J,,(x), where p > -1, the inequality)

LEMMA.

interval
F\"(x)
Then,

L1)

x/3: F(x)J,,().x) dx

<

(R

X15-Q,-5

= const)

(19.1))

holds\342\200\230.

According

Proof.

to equations

= V?

z(t)
satis\357\254\201es
the

J,(t))

P2
\342\200\224

t:

(1

set

function

equation)
+
z\342\200\235(t)

If we

(9.1) and (9.2),the

t =

xx,

%)

z(t) =

0.)

then)

ldz

\342\200\230<\342\200\230>='xz;\342\200\231

,,

ldzz

\342\200\230(\342\200\230>-X57372\342\200\231

sothat

ldzz

3-}

m;2+(\342\200\230

\302\260

ma)\342\200\231

01')

3%

(A2

z =

\342\200\230\"2
\342\200\224
\342\200\230Z\342\200\231

i)

o.

(19.2)))

19

sec.

the

Thus,

from V Ax

2 =

1/5

also

\\/3cJ,()\302\273x)

-1-

I =

I;

since

factor.
obtaining)

x2

A2

229)

saunas

But
(19.2).
it differs)

equation

satis\357\254\201es
(19.2),

by a constant
set p2 \342\200\224
i = m in (19.2)
Z =

It follows

satis\357\254\201es
the

J,,(Ax)

only

J,,0x)

now

We

2 =

function

function

the

then

AND rounmn-nassu

FUNCTIONS

BESSBL

z\342\200\235).

that)

1/3:F(x)J,,(hx)dx =

dx

F(x)z

Ll)

53-2

L1) F(x)(%

\342\200\224dx.)

2\")

Since
\342\200\224 = F\"z \342\200\224
(F\342\200\231z
Fz\342\200\231)\342\200\231 Fz\342\200\235,

we

have
1

II
\342\200\224
F
\357\254\201fo
\342\200\234F(x)-32-;
(x))z

I=

i5

+ (F

I!
\342\200\224
F

0 (F(x)?

dx

172)]

+ [F

(x))zdx

I I
\342\200\224

I x=l
\342\200\224

F213,.

But)
- F2\342\200\231=
IF\342\200\231!
1526

in view of the

[F'(1)z(1)

2)

[F\342\200\231(0)z(0)

F(0)z\342\200\231(0)l

= o and

1,0)
and

Pa) is \357\254\201nite;

is \357\254\201nite;
z\342\200\231(l)

=
3)
(0 < 0 <
By
F\342\200\231(x)xF\342\200\235(0x)
Taylor\342\200\231s formula,
=
=
2
1/3': J,(Ax)
<p(x) is continuous and
xp+(1/2)\302\242p(x), where
able,

being

of a

the sum

F '(0)z(0)=

By
z'(x)

=
so

and p

>

(4.3)].

[see equation

formula,
Taylor\342\200\231s

series

power

xP+(3/2)<p(x)F\"(6x)

F\342\200\231(x)z(x)

since F\342\200\235
is bounded
4)

0.

facts:

following

2(1) = [\\/\302\247J,(Ax)],-,
F(1) = 0 by hypothesis

1)

F(l)z\342\200\231(1)]

1),

while)

differenti-

Therefore)

= 0

-1;
F(x)

\302\247x2F\"(0x)

for

0 <

6 <

1,

while

(x\302\273+<1/=)\302\253p<x>)')

(p +

+ xP+\342\200\234\"\342\200\231<9\342\200\231(x).
l)xP\342\200\234\"\342\200\235<p(x)

that

F (0)Z'(0)

=
=

F(x)Z'(x))
%

ligio

[(19

= 0-))
+ x\342\200\235*\"\342\200\2312\342\200\231<P\342\200\231(x)]F
%)x\342\200\235\"\342\200\235\342\200\235<l>(x)

230

FUNCTIONS

BBSSEL

facts, we

all these

Using

have

X\342\200\231,
I;

noted,

already

F(x) =

= 0.

near x

This

1=\"(x))

3:1\342\200\231,

from

follows

it

that

< 1))

of (19.3) is

the integrand

that

implies

(19.3))

formula
Tay1or\342\200\231s

< 0

(0

\302\247x2F\"(0x)

2 dx.

bounded.

then)

But

1
\342\200\224

Ll, (F(x)

Schwarz

|z|

U0
also

< L

dx)

dx)

< Jo 23

dx

dx

xJ\302\247()\\x)

<

Ch.

2])

(M =

const))

(14.1)]. and therefore

equation

If we use (19.4),it

from

follows

|I|
the inequality

proves

(L = const).)

dx

(4.1) of

equation

[see

inequality

dx
f; |z|

which

Io |z|

x\357\254\202z
F\"(x))

by the

Thus,

[see

8)

\357\254\201nd
that)

(F(x)

we

CHAP.

1 =
As

seams

FOURIBR-BESSEL

AND

<

(19.4)

\\/M/X.

(19.3)

that)

Lx/It)

-372-.)

(19.1).)

Let f (x) be a bounded

and
twice di\357\254\202erentiable function
= 0,
interval [0, 1], such
that f (0) = f \342\200\231(0)
f (1) = 0, and
such
that f \"(x) is bounded
derivative may not exist at certain
(the second
points). Then the Fourier-Bessel
f (x) satisfy
coe\357\254\201icientsof the function
1.

THEOREM

on
de\357\254\201ned

the

the

.)
.

inequality
C
|c,,|

(C =

$75

(19.5))

the conditions
of the theorem, so doesthe
(x) satis\357\254\201es
= 1/} f (x). Therefore,
the lemma, we obtain)
applying

F(x)

ff,

xf(x)J,0.x)

\\/3:
f (1)

ax)

R
\342\202\254

W2
II)

By

const).

If f

Proof.

function

<

equation

F(x)J,,(7.,,x)

(R =

const).

(14.1))

dx
If, xJ:<x.x>

2
.~?'|><))

(K 95

0).)

dx)

SEC. 19

so

AND FOURIBR-BESSBL

FUNCTIONS

BESSEL

that)

xf<x>J.<x..x> dx

I;

=)

lcnl

1)

<)
Nlbu)1:12\342\200\231)

dx)
I; xI:<x..x)

which

the required

proves

we

on the

theorem

The

2. Let

THEOREM

[8,

>

If p

1 of

interval

[0,

absolutely

> -1,

Order

The

a Function

-1,

from the

follows

assertion

the

1] follows

and uniformly
on the whole

If p 2 0,

uniform

the

preceding theorem
on the

convergence

from the preceding theorem and

Theorem

f (x)

is

be a function

f (x)

di\357\254\202erentiable

2s times

\302\260
\302\260
= \302\260

1)

f(0)

2)

is bounded
fl?-*)(x)\302\260

3) f(1)

=f\342\200\231(0)

on
de\357\254\201ned

uniform

conditions
convergence

inequality

[0, 1] such

0;)

(this derivative may

= - - -

the interval

1) and such that)

(s >

=f\"*\342\200\234\"(0)

=f\342\200\231(l)

Then the following

these

with

Coe\357\254\201icients
of Magnitude of the Fourier-Bessel
Which is Differentiable Several Times)

1. Let

THEOREM
that

and

18.)

Sec.

of

twice

Remark.
If we use Theorem
2 of Sec. 18, then
on f (x) and with p 2 \342\200\224
we obtain
absolute and
\302\247,
of the series (18.5) on the whole
interval
[0, 1].)

\"20.

and

0, f (1) = 0, and
\342\200\231(0)
not exist at certain points).

(0) = f

0.)

and Theorem3 of Sec.18.

whole

Sec. 16is a

is continuous

which

second derivative
may
series of f (x) converges
1] where 0 < 8 if p

Fourier-Bessel

on every subinterval
interval [0, 1] If p
Proof.

be a function
[0, 1], let

f (x)

be bounded (the

the

Then,

2 of

Theorem

1:)

the interval

on

dzjferentiable
let f \"(x)

to F(x).)
supplementing

Theorem

of

true if we impose the requirements of)

= \\/:6 f (x) instead of on f (x), since

F(x)

lemma

proposition

following

consequence

function

the

applied

actually

(19.5).)

inequality

1 remains

Theorem

Remark.
the

SERIES)

not

exist

at certain

points);

0=f\"-\342\200\234\342\200\235(1)
is

by
satis\357\254\201ed

the Fourier-Bessel

coe\357\254\202icients

of f (x):)
C)

lC,,|

-Kim

= const).

(20.1)))

BESSBL FUNCTIONS

to see that the function

F(x) = 1/} f (x) also
of the theorem. In particular, F(x) satis\357\254\201es
the
the lemma of Sec.19and hence satis\357\254\201es
i.e.,)
(19.3),

conditions

satis\357\254\201es
the

of

conditions

dx =
J; x:r<x)J,(x,x)

I =

=
m =

where

CHAP.

SERIES

is easy

It

Proof.

AND FOURIBR-BESSBL

parentheses

[oF(x)zdx
\342\200\224
z

p3

1,

F(x)J,(A.x>

1)

o(\302\247F\342\200\224
F\342\200\235)zdx,)
=5\342\200\230-3

\\/3cJ,()\\,,x .
then we

last integral,

the

in

dx)

\302\253/3:

I;

denotes

the

function

in

have)

I =

If F,

Flzdx.)

\342\200\230[0
\342\200\230E

the function

Since

F,

of the lemma, this

the conditions

satis\357\254\201es
all

time

gives)

(19.3)

1
I =

T: Io

we have

where

F22

dx,

written

n=\302\247n\342\200\224m)

> 2, then F3 again satis\357\254\201es

the conditions
of the lemma, and
the
s
repeat
argument times, \357\254\201nally
obtaining)

If s

we can

I=:'2-;J\342\200\230oF_,Zdx,)

where)

m)

is a

bounded

function.

follows

that)

It

];F,z

dx|

< L]; |z| dx

(L

const).

By (19.4)

dx < x/\342\200\224M/A,
I; |z|
so

that

we

have)

\"'

Lx/Tl?
\342\200\230))

(M

= const),)

in

fact

8)

20

sec.

\302\253FUNCTIONS
AND

BESSEL

FOURIER-BESSEL

233

SERIES

But

I 0\" l

| f;xf(x)Jp(1..x)
_\342\200\224
I

L:

dx| ,)

xJ\302\247(A,,x)

dxl

since)

and

dx
[0 xJ,2,().,,x)
(14.1) we

to equation

according

(K > 0),)

obtain)
\357\254\201nally

Lx/I11)
<
|\342\200\230\302\273|
\342\200\230T
$2.-\342\200\224<1/53')
which

the inequality

proves

The next

2.

THEOREM

1) For p

consequence of

is a

result

(20.1).)

hypotheses of Theorem 1 are

If the

2)

(0 < x
p 2

For

met

for

s 2

1,

then)

2 0

|c,,J,,(7.,,x)I<
foranyx

Theorem1:)

= const)

(H

(20.2)

)-\\2';,\342\200\2241_LI(\342\200\2241,-2-)

<1);

\342\200\224
\302\253}

|c,,J,(7\302\273,,x)I

= const)

(L

(20.3))

Va?\342\200\230-3

for all x

(0 < x <

3) For
if n

p >

> n(x).
Proof.

-1,

(In

uniformly;)

1)

this

the

(20.3)

inequality

is no

there

case,

In Sec. 18 (seethe
J,(x) is bounded for p

proof

holds for

the

inequality

for

p >

-1,

(18.6), we
it

follows

need

x<

1)

Hence,

<

the

(20.1)

apply

(L

x<

1)

inequality
L

since

to get

the

that

(20.2) is an
satis\357\254\201es

J,(7.,,x)

(20.3).

Finally,

formula (9.16)that)

the asymptotic

from

|J,(A,,x)I

for every x (0 <

(20.3).))

only

1), we saw

of Theorem

2 0.
immediate consequenceof (20.1). Forp 2

function

each x (0 <

in x.))

uniformity

= const),

(20.4))

-\342\200\230%C

and

n >

n(x).

Again

using

(20.1),

we obtain

234

FUNCTIONS

BESSEL

*2|. Term by
Given a

AND

Term

of

Differentiation

for the

conditions
\357\254\201nd
su\357\254\202icient

from

formula

(7.8)

> -1,

that p

equality

fl c.1.J;(2.x>.

- 71..xJ,.+1(k..x)|

|pJ,(>~.x)

<
assume

of the

(21.2)

that)

|1..xJ;.(1..x)|

We

(211)

validity

(c..J.<x.x)>'=

f\342\200\231(x)

follows

Series)

c.J.<2.x>.

\"Z1

It

Fourier-Bessel

Fourier-Besselseries)
\357\254\201x)

we now

cmp.

seams

rounmn-nnssm.

In-7p(l..x)|

so that

0. Therefore,the

l >

(21.3))

|>~.x\342\200\224\342\200\231p+1(>~..x)|-

quantity

'1/7?:-7\342\200\230
-7p+1(7\\nx)|

by the

is bounded,

where

asymptotic formula

(9.16),

+
I pJ,(7.,,x)|
|).,,xJ;(7\\,,x)|\342\202\254
consider
only values of x such

we

hence)

and

(H = const),

\\/7
that

1. If

x <

0 <

(21.4))

C
|C,,|

where s

> 0 and

C are

constants,
.

\342\202\254

then for x
012

<

>

0)

J 0~..x)

CH

|cn)\342\200\230nJp()\342\200\230nx)|
2)+\302\242
\342\200\230Ly.\342\200\231
x']'+\302\242x\342\200\231)
19

or

by (20.4))

+)

<

Ic.2.J;(x.x)I

(3535

CH

7\\,',+\302\242x')

[see (18.3)]that the series (21.2) converges for 0 < x < l

on every subinterval
[8, 1] where 0 < 8 < l. The
uniformly
converges
last fact implies the validity
of (21.2) for 0 < x < 1.
As
for the validity of (21.2) for x = 0, if p < 1, p a\303\251
0, it is easy to see
for x = 0, since J,,(x) = x\342\200\231<p(x),
in\357\254\201nite
that
all the functions
become
J;,(>.,,x)
where
<p(x) is differentiable and 9(0) 96 0 [see (4.3)], and therefore in this
that)
case (18.2) becomes meaningless. If p 2 1,then
(7.9)
implies

\342\200\230This
implies

at once

and

H-7p-1(7\302\273.x)
-\342\200\231L(7~nx)

\342\200\230
JP\342\200\230!-l()\342\200\230nx)]s))

21

sec.

the functions

where

hencearebounded.

the

in

indices and

side have nonnegative

right-hand

235)

SERIES

Then)

H
|c..?\302\273.|

<

|c..?\302\273J,',(7~.x)|

so that

AND rounmn-nessan

FUNCTIONS

BESSBL

= const).

(H

if)

Ion] <

(21-6))
\342\200\230A?\342\200\231

is

series (21.2)

the
holds

on

everywhere

the interval

[0, 1].

the

on [0, 1], i.e., (21.2)

if p

Finally,

we

have

= |1..J1(A..x)|

|1..J6(h.x)|

insteadof (21.3). Since

(18.3)]

[cf.

convergent

uniformly

function

J, is

bounded,
CH)

<

lcnxn J()(x)|

then

')F\303\251')

holds, and the series in (21.2) is again uniformly convergent,

is
valid for all x in the interval
[0, 1].
(21.2)
theorem:)
we have proved the following
Thus, \357\254\201nally,

if (21.6)

so that

the condition
1 and ifc,, satis\357\254\201es
(21.5), then the
If p > \342\200\224
series
can be dz\357\254\201erentiated term
by term for 0 < x < 1.
(21.1)
= 0 or
the condition
(21.6), then the series (21.1)
p 2 1 and c,,satisg\357\254\201es
can be differentiated
term
by term everywhere on [0, 1].3
the series (21.1)
for differentiating
We
now
\357\254\201nd
a su\357\254\202icientcondition
of
the
relation)
twice
for
the
term
i.e.,
validity
by term,

THEOREM 1.

If

f\"(x) =
Since J,,(x) is a

:1 (c.J.(x..x))'\"Z
=

of

solution

(21.7)

c,.x:J;o.x>.

we have

Besse1\342\200\231s
equation,

+
+
?~?.x\342\200\231J.'.f(R.x) 1..xJ,\342\200\231.(R..x) 03.x\342\200\231p\342\200\231)Jp(l..x)

0-

Thus

I-?~..xJ;(l..x)
|7~.\342\200\231.x\342\200\231J;(A..x)|
<

so that

by

IpJ,.(A.x)I+

that the convergenceof

theoremsof Sec.18.)

Note

+ IA:x=J..(A..x)I+

Ip2Jp(x.x)I.

(21.4)

IA:x2J,';(A,.x)I <
and the

Ix..xJ,;(x.x)I

+ p\342\200\231J,,(7~..x)|
?~?.x\342\200\231Jp(7~..x)

the

H +
W\342\200\230.
series

|x3x*J.(A.x)I

+ Ip2J,(x.x>I-)

(21.1) itself follows from

(21.5) and

(21.6)

236

AND FOURIER-BESSEL

wucrrous

BESSEL

CHAP.

seams

8)

we have)

Therefore,

,,

< no.1

Ic.x:J.o.x>|

\342\200\235

(\"\"5

x3)

Ic.J.<x.x>I.

If

|c,,| \342\202\254

o)

> 0 and

where e

C are

then

constants,

CH

2 II

x;+=x2

we obtain)

(20.4),

+ CL(|pI

\342\200\230

'\302\260\"\"'J'0\"\'")

by

+p2)

CL)

).\302\247,+\302\260x3\\/.7:

x,I,+=x/3:)

together with (18.3) implies the convergenceof the series in (21.7) on

the
condition
every interval
[8, 1], where 0 < 8 < 1. Since
(21.8) implies
the convergence of the series (21.2) for 0 < x < 1,the uniform
convergence
of the series in (21.7) on every interval [8, 1] implies
that
(21.7) is valid for
This

0<

x s 1.

we observe
that for -1 < p < 2,p 96 0, p a\303\251
1, all the functions
become
in\357\254\201nite
at x = 0, since J,,(x) = xP<p(x),
where
<p(x) is the sum
J;().,,x)
of a power series [(p(0) a\303\251
is
and
hence
differentiable
number
of times
0]
any
in this
case the relation (21.7) becomes
[see equation (4.3)]. Therefore,
Next

we note that an argument

Finally,
with Theorem 1 can be used to show

meaningless.

connection

p = 1and

similar to
for p

that

that

in

given

2 2, p

= 0 or

for)

|C,,| <

53?\342\200\230:)

0 and C
Thus we have)

e >

where

[0, 1].

THEOREM

then

(21.8),

0<xs

1.4 Ifp
by

corollaryof

THEOREM

s =

2,

then

3.
the

0,p
term

Theorem

18.))

(21.7) holds

I orp

If the hypotheses of Theorem 1

Fourier-Bessel
series of the function

twice

4 The convergence
of Sec.

relation

2 2, andifthe c,,satisfy
is possible everywhere
differentiation
2, we obtain)

term by term
[0,1]ifp=0,p=lorp>2.)

tiated

the

of the

jbr 0

< x < 1 ifp > -1

series (21.1)itself

follows

the
on

and

for

condition
[0, 1].

of Sec.20are met
f (x)

on

everywhere

2. If p > -1 and if the coe\357\254\201icientsc,, satisfy

the inequality
the series (21.1) can be differentiated
twice
term by term

(21.9), then term

As a

are constants),

for

can be di\357\254\201\342\200\231e
everywhere

on

from (21.8) or (21.9)and the theorems

22

sec.

In fact,

this

in

237)

scares

to (20.1))

according

case,

AND rooms:-nassm.

FUNCTIONS

BESS!-IL

= const),
(C
|c,,| < 5\342\200\230.,\342\200\224,2
0)

only apply Theorem

we need

and

let M, 7.3,. . .

now

We

in

= 0, this

existence

particular

to Sec.

-1 the

>

an

given

below

the roots of
we
We

call such

c,, =

which

function

[0
f

the

in

according

Moreover,

(22.3))

x.
The considerations
the roots of (22.1); all the

to

(22.3) corresponds

system

(1)

THEOREM.
function

Let

xJ\302\247(x,,x)

here the

\342\200\224

p2>J3<x.>

the system

+ ---

Then

(22.3).
(22.4)

constants

general),
theorem,

which

be a

\"\"
\342\200\230225\
\"\"\"\342\200\235\"\342\200\230\"\"\342\200\231
Ll\302\273

coe\357\254\202icients

can be

f (x)

to

dx

2).:)
+ (A:

on
de\357\254\201ned

c2J,(A2x)

type;

integrable on [0, 1].

respect

dx

Fourier-Bessel

Fourier coef\357\254\201cientsin
We have the following

xf(x)J,()\\,,x)

xzJ,;2(A..)

ordinary

is absolutely

c,J,()\\,x)

second

'\342\200\235'

tinuous)

weight
7., are

Fourier series of f (x) with

a series)

a Fourier-Bessel
seriesof the
1

like

10.

(22.2).

f (x) ~

just

of equation (22.1)[and

J,(x,,x), . ..

with

case where the

valid for the special case where
to the

pertain

Let f (x) be any

can form the
shall

. . .,

J,,(A2x),

system on [0, l],

orthogonal

are

results

(22.2))

functions)

J,(x,x),
form

becomes

equation

of an in\357\254\201nite
set of positive
roots
of equation (22.2)] was proved in Sec.

12, for

(22.1)

= 0.

J;,(x)
The

of the equation
(H = const),

= 0

For H

order.

increasing

Type)

the roots

. . . be

7.,,,

HJ,(x)
xJ;(x) \342\200\224
arranged

Second

of the

Series

Fourier-Bessel

22.

2.)

(or

obtained

by

usual

closely resembles

piecewisesmooth
[0, 1].

that

for
the

Then

the

matter, just like

formal argument.

Theorem I of Sec.16:)

(continuous
Fourier-Bessel

or

disconseries

of))

nnssnr.

238

of the second type

its sum equals f
over,

f(x)

\342\200\224>
p
\302\253k,

(p

(x) at

More-

of f (x).)

of discontinuity

point

every

< x < 1.
(x) and)

8)

- 0)]

+f(x

+ 0)

%lf(x
at

H) converges for0
of continuity of f

point

every

can-.

seams

AND FOURIER-BESS!-IL

FUNCTIONS

\342\200\224if
For
x = 1, the series convergesto the
value
f(l
0);
f(x) is con=
tinuous
at x
the
series
con1, the series convergesto f
of the system (22.3) vanish
verges to zero, sincein this case all the functions
at zero. Sinceall the functions (22. 3) become in\357\254\201nite
at x = 0, it is meaningless to talk about the convergenceof the series at x = 0.

(1). If p > 0,

theorem,
noting
only that the condition
proof of this
no analog in the theorems of Sec.
because
required
of complications
that arise when p < H. It turns
out
that if p < H, then
the theorem
is true only if we add a new function
to the system (22.3).
For
is xv, and instead of (22.3)we have to
example,if p = H the new function
consider the new orthogonal
system)

the

omit

We

p > H (which

18)is

has

xv, J,(}.1x),
In

this

case,

of the

the orthogonality
consequence of

is a

functions

= 0 isa root

1) x

of the

the

equation

2)

(7.8)];

x9 (with

function

weight

1) to the other

facts:

two

following

equation)

xJ;,(x)
[see

J,(A2x),. . ..)

\342\200\224

pJ,,(x)

0)

'
with

x!\342\200\231
satis\357\254\201es
Bessel\342\200\231s
equation

7. =

parameter

0, i.e., the

equation)

+ xy\342\200\231
xzy\342\200\235
pzy = 0.

as can

be veri\357\254\201ed
directly.)

Therefore,
of Sec.

tions

of

form

we can apply
12 (where the

Bessel\342\200\231s
equation

is

function

much

to

the functions

was

Sec. 16,

with

in

with

connection

Example.
with

the
of the

elimination

respect

xv and J,().,,x) all the considerathe solutions

of the parametric

For p

discussed).

more complicated.

ourselves to the case p > H. A remark

1 of Sec. 16 also applies to
Theorem

there are also two

of

orthogonality

Thus,

the

simplicity,

\342\200\234additional\342\200\2

we

restrict

made after the statement of

the present
theorem, and moreover,
theorems
completely
analogous to Theorems 2 and 3 of
condition p > H in both
cases and the
supplementary
condition f (1) = 0 in the second case.
(The remark made
Theorems 2 and 3 of Sec. 16remains
in force.))

Make a seriesexpansion
system)

like that

of the

function f

(x) =

x!\342\200\231
(0 <

x <

1)

to the

J,,(7.,x), J,(7.2x),. . ., J,().,,x),

where

< H, the

for

1,, are the

roots of the

equation

. . .,

= 0
J ,\342\200\231,(x)
(p

(22.6)

>

0).))

23

sec.

BESSEL

By formula

SERIES

239)

(22.5))
1

21,2,

and

AND FOURIER-BESSEL

FUNCTIONS

by (16.1))

f (1)xP+1J,(A,,x)
by the

Therefore,

\302\243\342\200\224nJ,+,(A,,).

theorem given above, we can write)

ask whether
since for p = 0)

now

We

negative,

dx =

this

holds

expansion

Jp-I-l()\342\200\230n J10\302\273:

for p

= 0.

The

answer

is

0)
-J(\342\200\231)0\342\200\230n)

used equation (7.8)]. Thus,

the
side of (22.7)
right-hand
side is f(x) = x0 = 1. The reason why
left-hand
the
=
=
=
H
fails
for
0
In
our
case
that
H.
is
the
so
0,
expansion
p
following:
p
must
the
be
Then, as remarked above, the system
(22.6)
supplemented by
= x0 = 1. If we denote the
function
to this
x\342\200\235
coef\357\254\201cientcorresponding
we have

[where

is zero, while

function

by

the

co, we

obtain)

=
co

sincef(x) =

1.

Moreover,

c,,

dx)
J: xf(x)-l
I
x-13 dx
I0

= 0 if n

_.

= 1, 2, . .

..

Therefore,

instead

of

(22.7) we obtain the expansion)

l=l+0+0+---,)
which

is obviously

*23.

Extension
Series

valid!)

of the Results of Secs. |7\342\200\2242|to

of the Second Type)

Fourier-Bessel

of Secs. 17and 18, we essentially made no use whatsoever

that
the numbers 1,,are the roots of the equation J,,(x) = 0.
assumption
series of the
these
are equally true
for Fourier-Bessel
theorems
Therefore,
second type. However,in the lemma of Sec. 19, we did use the condition
= 0 to prove the formula
we now need a new lemma,
Thus,
(19.3).
J,,(A)
which we proceed to prove.))
In the

of the

theorems

240

that

F(0)

di\357\254\202erentiable function
\342\200\224
+ \302\247)F(l)
F\342\200\231(1)(H

(the second

a root

if A is

of the

derivative

p >

-1,

it

arrive
1

1:57

at the

HJ,(x

<

0,)

(R =

1%

dx|

(23.1))

const).

1)
\342\200\224 zdx
o)

(F2; x)

[F '(1)Z(1) -

\342\200\224
[F\342\200\231zFz\342\200\231]\"\342\200\234
x==0)

F\342\200\235)

19,

that

that

equality)

as in the lemma of Sec.

the last term vanishes.

just

[0, 1],

and such

at certain points).

not exist

may

\342\200\224

F(x)J,().x)

\302\2431/.7

We

0,

that)

follows

I=)

Proof.

on
de\357\254\201ned
=

8)

equation)

xJ;(x)
where

CHAP.

SERIES

twice

F\342\200\231(0)0,

is bounded
F\342\200\235(x)
Then,

F(x) be

Let

LEMMA.

such

AND FOURIER-BBSSEL

FUNCTIONS

BESSBL

whole

the

and

F(1)z'(l)l-

term
We begin by calculating the \357\254\201rst

reduces to showing

problem

This last term

difference)

is the

[F'(0)Z(0)

(23-2))

F(0)z'(0)l.

Since 2

in brackets.

\\/:_cJ,().x

we have)

2(1) =

-\342\200\231p(7\\).

w.=<~>1..,)

+ >J;,m =

=
we

where

\357\254\201rst
term

used the condition

in brackets is just)
have

term in

second

follows

proof
The

by the

vanishes

which

lemma

brackets

by just

the

just proved

HJ,0)

the

But

then

leads to the following

The fact that

indeed the rest of

lemma.

and
vanishes,
as in the
method

(23.2)

same

= 0.

\342\200\224

the

%)F(l)l-7p(?\\).)

of

hypothesis
in

)J;,(7t)

(H +

[F\342\200\231(1)

(H + 91.0),)

the
the

lemma of Sec.19.)

result:)

on the
Let f (x) be a twice differentiable
function
de\357\254\201ned
=
=
=
such)
and
such
that
O, f \342\200\231(1)
0,5
f \342\200\231(0)
Hf(l)
[0, 1],
f(0)

THEOREM 1.

interval
5

The

naturally

\342\200\224
f\342\200\231(l)
Hf (1)
the applications.))

condition
in

= 0 appears

arti\357\254\201cial
at this

point, but

it

arises

quite

sec. 24
that f

is bounded
\342\200\235(x)

Then

the

(the second

derivative

at certain points).

not exist

may

24!)

saunas

inequality)

IC,,| S
is

AND rounmn-nessan

FUNCTIONS

BESSBL

Fourier

by the

obeyed

const),)

f (x)

coe\357\254\201icients of

with

respect

to the

system

and

(22.3).

Proof. If F(x) = 1/;f (x),

bounded.

F\"(x) is

then

F(0) =

obviously

F\342\200\231(0)0

Moreover)

Fee) =

~/:'cf'(x>.

{}\342\200\230-\342\200\224f;

so that
-

(H +

F\342\200\231(1)

~i)F(1)

= lf(1)
Thus, the

lemma

dx

formula

(H +

be applied to the

can

L1)xf(x)J(A,,x)

Since by

+f\342\200\231(1)

I;

1 and

THEOREM

[0, 1],

such

f \"(x) is
Then

the

lutely

and

and

that

const).)

(K

>

0),)

T\"

= f

twice

0,
\342\200\231(0)

dt\357\254\202erentiable function
\342\200\224
=
f\342\200\231(1)Hf(l)

secondderivative
may
series of f (x) of the

not

[0, 1]if p 2 0.5)

1 and 2 of Sec.21apply

exist at certain

second

type

points).
abso-

converges

1,ifp > -1

< 8<

where0

[8, 1],

on the interval
0 and such that

whole interval

Theorems
second

equally

well to

Fourier-Bessel

type.)

Fourier-Bessel

Expansions

of Functions

De\357\254\201ned

on

the

[0,1])

Let f (x) be an
[0, I], and set x = It
need

dx

on every subinterval

uniformly

Finally

Interval

(R =

of Sec. 18imply)

f (x) be a

f(0)

Fourier-Bessel

series of the
24.

<

is)

account of (22.5).

the results

2. Let

bounded (the

on the

dx

= 0.

Hf(1)

the result

F(x);

K
xJ\302\247(A,,x)

(23.3), taking

Theorem

function

We F(x)J(A,,x)

obtain

=f\342\200\231(1)

(14.1))

Jo
we

l)f(1)

integrable

absolutely
or

t =

x/I.

5 If the conditionp > H appearing

not have 1\342\200\230
(x) as its sum.))

function

Then the function

in the

on
de\357\254\201ned

= f(l
<p(t)

theorem of Sec.22isnot

the

interval

on)
t) is de\357\254\201ned

met,

then the

series

massm.

242

the

interval

AND FOURIER-BESSEL

FUNCTIONS

[0, 1]

of the t-axis,and

we

CI-IAP. 8)

write

can
'

4'

\342\200\230P(t)
C1Jp(7\\1t)

seams

4'
C2Jp(7~2\342\200\230)

\302\260
\302\260
\302\260
+ cnJp0\342\200\230ut)
4' \302\260
'9

(24-1)

where

c,, =
case of

in the

cu)

a Fourier-Besselseriesof

=
+
\357\254\201_\"Jmn)

$3

the

case of a Fourier-Besselseriesof
variable x, we obtain)
~

1,2,...)
or)

\357\254\201rst
type,

1,2,...))

Returning to the

type.

+---,

+---+ c,,J,

c2J,

c1J,,+

second

the

(n

@130\") j;up(z)J,(1,z)dz

in the

f(x)

(n =

dt

:\302\242(:)J,(21,,z)
f\342\200\231
0)
J,\342\200\2242\342\200\224
p+1(7\\n)

(24.2))

where)

c,, =

xf(x)J,

I;

x)

dx

(n

1, 2,.

. .),

(24.3)

?,\342\200\224J\342\200\224\357\254\201m\342\200\224)
Or)

27%

\302\260\"

Iztxzlm.)

(1%

I o

p7>J.%(x..)1

1,,

d\

\"f\"\"\342\200\231P
(\342\200\230T
\")

(n =

1, 2,...).

(24.4))

series (24.1) converges, then the series (24.2) converges, and conversely.
It should be noted that we can also obtain the expansion (24.2)directly,

If the

the auxiliary

avoiding

function

if we

<p(t),

observe

xJ,,

[L
where

with

x)

we have

x on the

weight

J,

x)

dx =

interval

12

changed the variable

we have establishedthe

orthogonality

(1)

[0,1].

tJ().,,,t)J(7.,,t)

of integration
of the

system)

(24.5))

-1)

(p>

J,(5llx),...,J,(%'x),...

is orthogonal

that the

we

In fact,
dt =

have)

(m ;e n),)

x = It. Once
we
calculatethe
system (24.5),
by

setting

usual way, obtaining

or (24.4), depending
(24.3)
= 0 or of the
1,, are the roots of the equation
J,(x)
\342\200\224
= 0. Just as in the case of the interval
equation
[0, l], the
HJ,,(x)
xJ;,(x)
series (24.2) with the coe\357\254\202icients(24.3) is called a Fourier-Besselseriesof the
and the series (24.2) with
the coefficients
\357\254\201rst
type,
(24.4) is called a FourierBessel
series of the second type.
we can go from the series(24.2)
to the))
Since
Fourier

on

whether

coe\357\254\202icients in

the

numbers

the

PROBLEMS

series (24.1)
interval

the substitution

making

by

convergence criteria are valid,

interval

[0,

x =

caseof the

hold for the

1] also

[0,

for the

AND
1-\342\200\230uncnous

BESSEL

all

It,

FOURIER-BESSBL

243)

results for the

In particular, the

our previous

interval

[0, I].

that

of course

provided

seams

are

they

formulated

of for [0, 1].)

1] instead

PROBLEMS

1. Write

the

solution of

general

differential

the

5 ,
..
+
,1\342\200\231
Ey

+ y =

0.)

Calculate)

2.

a positive

where n is
3. Find

an

4. Find

5. Show
Hint.

6. Show

J,,(x) (p

functions

Use formulas

1/}

preceding

J,(x)

(p 2

problem.)
\342\200\224
are

1})

bounded

(4.3) and

(9.16).

that)

By multiplying

tJo(t) 4:

xJ,(x).)

and e-1\342\200\230/2',
the power seriesfor ex\342\200\230/3
show

\342\200\224 =

exp

and

> 0) and

the

co.)

J:

8.

J,\342\200\231,(x).

(9.16).)

for J ;(x).
(1.1), formula (9.16)and

equation
the

that

<x<

(7.9) and
formula

asymptotic

Use

for

formula

asymptotic

an

Hint.

for 0

integer.)

Use formulas

Hint.

7.

equation

By substituting t
imaginary parts,

that)

J,,(x)t\".)

(t

\"-3200

= e\342\200\230\302\260
in the formula of the preceding
problem,
taking real)
and using the formula for trigonometric Fourier coemcients,

that)

show

J2,,(x)

cos (x

;\342\200\230-r
['5

sin 0) cosn0

d0,

m=mLz\342\200\235o

J,,,.,,(x) =

9.

Show

a)

sin (x

;\342\200\230-r
I:

sin

0) sin

allx

(k,

n6 d0.)

that)

J,,(x) < 1 for

n =

0,1,2,

. . .);))

runcnons

nassu

244

b)

J,,(x) = 0

lim

c)

(n =

= 0

J2,,+,(0)

seams

FOURIER-BBSSEL

AND

8)

CI-IAP.

0,1, 2,. . .);

for all x.

ll->0

10.

the function

Expand

x <

x\342\200\230?
(0 <

1) in

series

Fourier-Bessel

of the

\357\254\201rst

kind.

the function

11. Expand
the

x!\342\200\231
(0 <

x <

1) in

series with

Fourier-Bessel

respect to

system
\302\260
- \302\260
9
Jp()\342\200\230lx)9
Jp()\342\200\2302x)9

are the roots

Use the example

Hint.

12. Expand

= 3.

Use

Hint.

13. Let

function

the

with p

kind,

of the

the 1,,

where

1,,

A2,

. . . be

<x

x3 (0

(24.3) and

formula

= O.

equation xJ,',(x)\342\200\224
HJ,(x)
22.

in Sec.

< 2) in

the

results

Fourier-Bessel

series

of the

in

of the

the positive roots

example

equation

Jo(x)

Sec.

= 0.

of the

\357\254\201rst

16.)
that

Show

i(1-

x=)=

(0<x<

1).

equation

J,(x)

gl\357\254\201

Hint.

Use formulas

14. Let 1,,1.2,

. . . be

(7.2), and

(7.1),

the positive roots

(15.3).)

of the

= 0

(p >

\342\200\224

-}).

Show that)

+ 1)

a)

x\302\273+1=

2=(p

b)

xP+3 =

23(p + l)(p

(1))

2)

\"El

;)
%\342\200\234)%

\302\260\302\260
L-:\302\253_z\302\243L\302\273_x.>
= \302\260')
\302\260\342\200\231

x.J,+.<x,.)

,,,,,
(In

each case,
Hint.

to x,

0 <

x <1.)

a) Multiply
using

x\342\200\230(P+1)
and

the last

b) Multiply
differentiate,
using
(7.1);

formula

of Sec.

(I) by xP+3
(7.2).))

16 by xp\342\200\234,
and integrate
integrate; c) Multiply

and

from 0
(I)

by

9)

EIGENFUNCTION

THE

AND ITS APPLICATIONS

METHOD

TO

PHYSICS)

MATHEMATICAL

Part

THEORY)

I.

I. The Gistof the Method)

Many

of mathematical physics lead to linear

Examples of such equations are)

problems

equations.

Ba

83::

6314

P-3-;_5+R-5+
P3314

-5?+

differential

partial

(l.l)

Qu\342\200\224-E5:

_au

Ran

12

'5-I-Qu\342\200\224-8-in)

of the variable
x, and u = u(x, t) is
P, R, Q are continuous functions
\357\254\201rst
arises in
and
an unknown
x
t.
The
of
the
variables
function
equation
second
arises in
while
the
of
and
vibrations
rods,
strings
problems involving
to
our
attention
shall
con\357\254\201ne
of
heat
\357\254\202ow.
We
equation (1.1),
problems
since this will be quite suf\357\254\201cientto explain the gist of the method to be
where

discussed

here.

In every concrete
a solution
a
requires

suppose
and

that

all t 2

we

have

0, which

problem leadingto
of (1.1) which
to

an

of the
equation
conditions.

satis\357\254\201es
certain

a = u(x, t),
conditions)
boundary

\357\254\201nd
a solution

satis\357\254\201es
the

atu(a, t)

yu(b,t)

[3

8u(a, t) _)
_
Bx

For example,
b
a S x \342\202\254

for
de\357\254\201ned

0,)

(1.3)))
b,

3-\342\200\224u-a(-x%)=

245)

form (1.1),one

246

METHOD

\342\200\230rm:
EIGENFUNCTION

any t 2 0, where
initial conditions)

for

a, (3,

APPLICATIONS

CI-IAP.

constants, and

8 are

and

7,

rrs

AND

the
satis\357\254\201es

which

= go)

u(x,o> =f(x).

9)

(1.4))

a < x < b, wheref (x) and g(x) are given continuous functions.
Usually,
2:stands for length and t for time, which explains
the terms boundary conditions and initial conditions.
We shall assume that
the pair at, (3 nor
neither
the pair 7, 8 can vanish simultaneously
[for otherwise, instead of the relations
0 = 0].
This assumption can be
(1.3), we would have the vacuousidentities

for

as)

written

a2 +

To solve the equation

:32 as o,

82

look
(1.1), we \357\254\201rst

for

y2

75

o.

(1.5))

solutions of the

particular

form1)

u =

(1.6))

<I>(x)T(t),

only the boundary conditions (1.3). (We

satisfy
in solutions which
do not vanish identically.)
With
this
entiate (1.6) and substitute
in (1. 1), obtaining)
the result

are

which

P<I>\"T

R<I>\342\200\231T
+ Q<I>T

only
in mind,

interested

we differ-

<I>T\342\200\235,

whence

Pd)\" +

Rd)\342\200\231
+ Q<I> _
W\342\200\231
\" T'\342\200\231_)

(D

Sincethe left-hand sideof

side

right-hand

is a

is a function
only
is possible only
equality

last equation

this

function of

t, the

of x, while the
if both
sides

equal a constant:)
Pd>\342\200\235+R\302\242'+Q\302\243_1\342\200\235__

<11

leads

This
second

to the

two

following

\342\200\234T\342\200\235)

(A =

const).)

linear differential

ordinary

Pd)\"

Obviously, a function
tions (1.3) if and only

=
= 0.

MD\342\200\231
+ Q4)
T\342\200\235
+ AT

\342\200\224).<I>,

if the

condithe form (1.6) satis\357\254\201es

the boundary
function <I>(x) satis\357\254\201es
conditions
the boundary

w@+mm=m

is known

as the

(1.7)

(1.8)

u \302\242
0 of

y<I>(b)
1 This

equations of the

order:)

method of separation

8<I>'(b)

')
0\342\200\235

O.

of variables.

(Translator)))

SEC. I

The

of

problem

tions (1.9)

will

METHOD

AND ITS APPLICATIONS)

of the equation
the boundary value problem

a solution
\357\254\201nding

called

be

conditions

the

with

EIGENFUNCTION

THE

(1.7)satisfying

the

condi-

the equation

for

(1.7)

(1.9).

In general, the boundary value problemfor a linear differential equation

second
for every value of A; in particular,
order does not have a solution
this is true
of the boundary
value problem for the equation (1.7)with the
conditions
Nevertheless, it can be shown that there exists an in\357\254\201nite
(1.9).
set of values 7.0, 711, . . ., 7.,,, . . . for which the boundary
value
has a
problem
solution, provided only that P a6 0. Every value A for which the boundary
(D $ 0 is called an eigenvalue,
and
value problem has a solution
the solution
(1)corresponding to 7. is called an eigenfunction. It will be shown below that
in our
to each eigenvalue (to within
case only one eigenfunction
corresponds
is an in\357\254\201nite
set of eigena constant
for
there
our
Thus,
problem,
factor).
values 7.0,71,,. . ., 7.,,, . . ., with corresponding eigenfunctions)

of the

<I>,,(x),. . ..

<I>1(x), . . .,

<I>o(x),

(1.10))

an orthogonal
will be shown in Sec. 4, the functions (1.10) form
system
on [a, b], with a certain weight.
with
Having \357\254\201nished
equation
(1.7), we next solve equation
(1.8) for each
on two
7. = 1,, and
function T,,(t), which
\357\254\201nd
the
corresponding
depends
arbitrary constants A,, and B,,. Thus, if 1,, > 0 for n = 0, 1, 2, . . . (and
we obviously have)
this case occurs quite often in concrete
problems),

As

A,, and

where

B,, are arbitrary

un(xs

will

be a

constants.

Then,

(1.11)

each function

('3 = 0: ls 2: -

= (Dn(x)Tn(t)
t)

solution of equation

Because of the

+ 3,, sin 1/7,,t,

= A,,cosx/1\",:

T,,(t)

-)

1.1)

conditions (1.3).
the boundary
(
satisfying
and homogeneity
(with respect to u and its derivatives)
of solutions
of (1.1) is also a solution.
sum
every \357\254\201nite

linearity

of equation (1.1),
The
same is also true of the

series)
in\357\254\201nite

Q)

a =

u,.(x. t)

n=0

if it

n=

converges and if it can be differentiated

t.
If this is the case, we have)

(1.12)

T.(:><I>,.(x>.
0)

term

by

twice

term

with respect

to x and

8214

83a

Bu

Qu--5t\342\200\2242)
P-'\342\200\224+R5;+
ax?
\302\260\302\260
\342\200\224

8711,,

Page}?

\302\260\302\260

3a,,
Rngo\357\254\201

''\302\260

''\302\260
\342\200\2248211,,

Qngoun

go?)

\302\260\302\260

0214,,

8n,

6
8x)
\"575))
07ru,,)_
Z(P\342\200\224x\342\200\2242+R\342\200\224\342\200\224+Qu,,\342\200\224)
\"=0

me

248

METHOD
BIGBN1-\342\200\230UNCTION

can-.

APPLICATIONS

rrs

AND

9)

term in parentheses in the last sum'vanishes

[because u,, is a
of (l.1)], the entire sum vanishes,
which
means that the function
is a solution of (1.1). Moreover,
each term of the series (1.12)
since
(1.12)
conditions (1.3), the sum of the series, i.e., the function
satis\357\254\201es
the boundary
each

Since

solution

u,

also

by

conditions.

satis\357\254\201es
these

We must

now

expressions

t).

u,,(x,

This can be achieved

conditions (1.4).

values of the

choosing the
for the functions

suitably

initial

the

satisfy

constants

A,, and

With this

in

mind,

B,, appearing in the

we require that the

relations)

0) =

u(x.

f(x) =

<I>..(x>T.(o).

n=0)
(1.13)
=

so)

3\342\200\224\"<,2;\302\243>

that the functions

f (x) and g(x) can
to the eigenfunctions (1.10). The possimaking such expansionscan be proved under rather broad conditions

which is

hold,

be expanded
of

bility

on the

\302\247o<I>..(x>T:.(o))

in

to

equivalent

requiring

with respect

series

coe\357\254\202icients in

(1.1) and on the

equation

which

functions

are

to be

expanded. Thus let)

=

f(x)

c..<I>.(x>.)

3,0

g(x) =
we need

Then

c.<I>..(x>.

Z0

only set

:
in

order

to

(1.14)

\357\254\201nd
A,, and

B,,.

we.

(n

Hence, if (1.11) holds, we

0) =

f(x) =

in

\302\260\342\200\231

Mg;

we

$0

(1.15)

..),

0, 1,2,.

have

A.<I>,.<x>.

B..~/T.<I>..(x>.

so that

A,, =

C,,, B,,=

c,,
(n

\342\200\224

0,1,

(1.16))

...).

2,

VA.\"

Our results

are

based

and can be differentiated

fore, the

coe\357\254\202icientsA,,

on the supposition
by term twice

term

and

B,, just

found

that
with

must

the

series

respect

be such

(1.12) converges

and t. Thereas to guarantee that))

to x

me

sec.

this

is the

do

often
converge

make

case. However,in
this

have

not

that

know

We

order to avoid

words

functions.

boundary

concerning

By the conditions

in order.

are

the coefficients A,, and B,

problems,
Whether or not the series (1.12)will
in Sec. 7. In the meantime,
discussed
we

de\357\254\201ne
discontinuous

confusion,a few

conditions

initial

be

often

series

249)

actual

property.

case will
remarks:

in such a
the following

AND 113 APPLICATIONS

METHOD

EIGENFUNCTION

(1.3) and

Hence,

in

conditions and
(1.4),

we mean

more precisely)
at

lim
.

Y 1

\"(x, 0

3},

of (1.3),

instead

t) +

u(x,

(3

o,)

8u(x, t) =
0
+ 8 l \342\200\224\342\200\224-\342\200\224
.13}, 3x)

t)

lim

f(x),

g(x)

3\342\200\230i\302\247-\"*\342\200\224\342\200\230)
1
:\342\200\224>o

:\342\200\224>0

In other words, in
as
etc., are to be interpreted

of (1.4).

0u(a, t)/ax,

3\342\200\230$\"*\342\200\224\342\200\2303
=

and
lim u(x,

instead

lim

a)
X\342\200\224>d

(1.3)

and

the limits

the values

(1.4),

to

which

u(x,

of

u(a,

t),

t), au(x, t)/Bx,

b, t > 0 con-

etc., convergeas the point (x, t) lying in the region a < x <
It is quite clear that
such
verges to the correspondingboundary
point.
only
an interpretation of the boundary
and
initial
conditions
can correspond
to the physical
of the problem. In the same way , when we say
content
that
in the region
the function
a < J: < b, t 2 0, we
u(x, t) is continuous
mean that u(x, t) is continuous in the region a < x < b, t > 0 and that the
limit

lim

u(x,

t)

(a <

x < b,

t >

0))

x\342\200\230Vxo
(\342\200\230\"510)

has

the

for every point (xo, to) on the boundary

of the region}
to show that the boundary
conditions
vary continuously as
to) is moved along the boundary.

\357\254\201nite
value

Then, it
point

is easy
(xo,

similar
by the solution of equation (1.1),or of some
equasolution
which
is
mean
a
continuous
in
the
sense just
always
It is easy to see that if such a solution is to exist, then the bound-

Subsequently,

tion, we shall

indicated.
ary conditions and the

and (b, 0) in
continuity.

t) = 0,

such
Thus,

initial

conditions

a way that the boundary

for example,
if the

must

at the
\342\200\234agree\342\200\235
values

do

points
not undergo

conditions (1.3)

have

the

(a, 0)
a disform

u(0,
u(l, t) 0, and the conditions (1.4) have the form u(x, 0) =
x + 3u(x, 0)/at = x2, then it is clear that the boundary
values
a
undergo
discontinuity at the points (0, 0) and (1, 0), so that the problem certainly
cannot
have a continuous solution.)
=

1,

a jump

The analytic expression

on the boundary.))

for u(x,

t) may

not be a continuous

function,

i.e., may

undergo

THE mcmruncnou

250

Usual

The

2.

AND rrs APPLICATIONS

METHOD

of the

Statement

9)
emu\302\273.

BoundaryValue

Problem)

P in equation (1.1) does not vanish.

that
the function
nor gains eigenvalues and eigenloses
equation
(1.7) neither
function.
We now
if we multiply
all its terms by a nonvanishing
we can transform
out such a multiplication,
(1.7) into
by carrying

shall assume

We

Obviously,
functions

show that
the form)

+ q<1\342\200\231
-M1\342\200\231.
(p\342\200\2301\'")

where
tion

functions
p, q, and r are continuous
with a continuous derivative, and r

of x

is a

(2-1))

on [a, b],p isa positive

positive

(This can be done without

all the terms of
since
we
need
only
multiply
generality,
otherwise
\342\200\224
\342\200\224l
and replace
A by A.)
Then we solve the system)
First we

Proof.

assume that

> 0.

= rP,

rR,
p\342\200\231

some point of the interval

be zero.)
Obviously, p
need only consider

x0 is

where

to

integration

we

Now,

rP<D\342\200\235
+ rR<I>'

[a,

b].

func-

function.)
loss

(1.7) by
(2.2))

(We take the constant

and r >

> 0, p\342\200\231
is continuous

+ rQIl> =

of

of

0.

\342\200\224).r<l>

set)

and

q =
according

Then,

(2.3)

rQ.

to (2.2),
=

\342\200\224w9)
p\302\242\342\200\235+p\342\200\231d)\342\200\231

is just

which
The

with

(2.1),

are still

3. The
We

basic

(real

given

by

posed

the requirements
same formulas

coe\357\254\202icientssatisfying

conditions

boundary

the desired equation (2.1).

value problem is usually

boundary

the

equation of the form

just stated. The boundary
(1.9).)
for an

Existenceof Eigenvalues)

shall

not give

value

a completeproof of the

problem

under

existence

consideration;

idea of such a proof. Thus,

or complex) and \357\254\201nd
a solution
=

3.

in equation

satisfying

of eigenvalues

for the

instead we just describethe

value
(2.1) we give 1.a \357\254\201xed
the
= -a\

conditions)

sec. 3

rm:

i.e.,

(3.1))

boundary conditions (1.9). (The prime

respect to x.) As A changes,
d>(x, A) also
continues
to satisfy the condition (3.1). Thus,
a

with

differentiation

changes, but

= 0,

A)
[3<I>\342\200\231(a,

\357\254\201rst
of the

the
A) satis\357\254\201es

<I>(x,

denotes

25|)

Obviously

oc<D(a, A)

AND 113 APPLICATIONS

METHOD

this solution by d>(x, A).

denote

We

monnruncrron

nevertheless

of x and the parameterA satis\357\254\201es

the \357\254\201rst
of the conditions
it is shown that
(In the theory of differential
equations,
of a power series in A, and hence is
d>(x, A) can be represented in the form
an analytic
function
of A for all values of A.)
We now form the function)
function

known

(1.9) for

A.

any

A) +

y<l>(x,

(3.2)

8<I>\342\200\231(x,
A)

and set

D(A) =
a

D(A) is

D(A) =

is

an

obviously

and (3.3)

met.

Thus,

variable

of one

function

known

y<l>(b,

of our

eigenvalue

are satis\357\254\201edsimultaneously,
the

problem

of the roots of D(A).

By

has an in\357\254\201nite
set of
sequenceof the form)

A) +

y<l>(b,

A) +

8<I>\342\200\231(b,
A).
A,

and

= 0

existence of eigenvalues

using

this fact,

it

can

which

of A, (3.1)

values

such

both of the

i.e.,

of the

for

(3.3))

8<I>\342\200\231(b,
A)

problem, since for

real eigenvalues

value of

every

conditions (1.9) are

to a study
that the problem
can be written
as a
reduces

be shown

(see Sec.4), which

)\\o<)\\l<...<)\\n<...,

where

limA,,= +00.)

4. Eigenfunctionsand
Let

eigenfunction

be an

eigenvalue

Their

Orthogonality)

of our

boundary

to A.

corresponding

value

Then, it is

form Cd>(x),where C is an

problem,

and let <D(x)be

easy to see that

every

an

function

nonzero
constant, is also an eigenarbitrary
shall
We
not
consider
such linearly
corresponding
dependent
to be different,
and
in fact any of them can be regarded
as a
eigenfunctions
of the family of functions
of the form C<l>(x),where C 96 0.
\342\200\234representative\342\200\235
We now ask whether
two
linearly
independent
eigenfunctions d>(x)and
can belong
to the same eigenvalue.3 With
our hypotheses,
the answer)
\342\200\230I\342\200\231(x)

of the

to A.

function

a 0 implies
If a<I>(x) + b\342\200\230P'(x)

independent.

Cf. Ch.

2, Prob. 9.

a = b = 0, then
(Translator)))

are said
<l>(x) and \342\200\230I\"(x)

to be linearly

monuruncrrou

me

252

is negative.

value.

Then,

differential

AND rrs APPLICATIONS

METHOD

cmur.

In fact, suppose that <l>(x) and \342\200\230P'(x)

to the same
belong
solutions
independent
by a familiar
property of linearly
would
we
have)
equation,

<I>'(x)

<l>(x)

9)

eigenof a

0
a\303\251

(4.1))

\342\200\230I\342\200\231(x)
\342\200\230F'(x))

on [a,

everywhere

conditions

of the

b], and in particular

(1.9), we have)

= a.4

at x

But

according

to the

\357\254\201rst

w@+mm=m

w@+wm=a)
which

would

(4.1)

by

Thus,

(1.5).

hypothesis

to each

corresponds

that

imply
to

a function

is

variables, e.g., on
the

Then,

0, [3 = 0, thereby
constant
factor, only

depending on x.
the partial

we write

t,

(If

(4.2))

an\302\273.

(D also

depends on other
to x.)
respect

with

-derivative

identity)

,%

twice

holds for any

The

5 (p

\342\200\224
=
<I>L<\342\200\230I*>
\342\200\230PL<<I>>

their

as

2.

LEMMA

d1 and

functions

dijferentiable

and

(4.3))

\342\200\230F.)

L(<I>) and

replacing

L(\342\200\230I\342\200\
by

(4.2).

by

given
(D

If

\342\200\224
[p(<I>\342\200\230I\"<I>\"I\342\200\231)1

immediate consequenceof

is an

proof

expressions

\342\200\230I\342\200\231
the
satisfy

boundary

conditions (1.9),

\342\200\224
\342\200\224
=
= [d>\342\200\230P\"
[<I>\342\200\230I\"
<l>\"I\342\200\231],,_.,,
d>\"I\342\200\231],,.,,, 0.

The

Proof.

on and
do not vanish
[3, which
satisfy the homogeneous system)

numbers

to (1.5),

according

the

contradicting
one eigenfunction

eigenvalue.)

Ltd\302\273)

<13

1. Let)

LEMMA

where

at

within

oc<I>(a) +

[i<I>'(a)

then
(4.4))

simultaneously

0,

0.
+ $\342\200\230I\342\200\235(a)
ac\342\200\230I\342\200\231(a)

This is

4 The

possible only

symbol

(4.1) is usually

O))

called

<I>(a)

<I>\342\200\231(a))
[<1>~1~

WI)

ma)

denotes
3

determinant

if the

the

a Wronskian.

determinant

of the system vanishes, i.e.,

-\342\200\224

<1>'\\1r],._.,.,

The
ad \342\200\224
bc.

(\357\254\202anslator))

o.)

functional

determinant)

sec.

equation (4.4)is proved

part of

second

The

now show that any two

to different eigenvalues

We

ing

[a, b],with

p.,

and

<I>(x)

253)

way.)

correspond\342\200\230I\342\200\231(x)

on

are orthogonal

respectively,

r.)

weight

and

Let Q

Proof.

and

same

the

in

eigenfunctions
7.

AND 113 APPLICATIONS

mrmon

\342\200\230ran
BIGBNFUNCTION

\342\200\230I\342\200\231
the
satisfy

equations

= -Artps
=

L01\342\200\231) \342\200\230WW9)

by

boundary conditions
second by (D and then

the same

with

\342\200\230P\342\200\231
and
the

By Lemma 1, we

second.

[P(<1\"1\"

(1.9).

We

\357\254\201rst
equation

from

\357\254\201rst
equation

the

obtain)

\302\242\"1\342\200\231)l\342\200\231
0\302\273 t\302\242)'\302\242\342\200\230P'-)

we have

Therefore

= (A

\342\200\224
[p((D\342\200\230I\342\200\235
<I>\"P') 3::

By Lemma

\342\200\224

p.)

that

r<I>\342\200\230P'
dx.

(4.5)

\"

2
\342\200\224
[p(<1>\342\200\230P\"
<I>\"I*1::::

so

the

multiply

the

subtract

that)

implies

(4.5)

= 0,

o\342\200\224mf@Ta=o

Since A

a\303\251
p., it

follows

that
=

r<b\342\200\230I\342\200\231
dx
o,)
j\342\200\235

as

to be

was

shown.)

In Sec.

Remark.

3, we said

the

that

eigenvalues

are real,

but

we

did

eigenvalues can be deducedfrom

reality
the
of
the
eigenfunctions just proved. In fact, if A =
orthogonality
is an eigenvalue and if d>(x) = <p(x) + i\302\242(x) is the
p. + iv (v 96 0)
in (2.1), we obtain
eigenfunction
corresponding to 7., then substituting
not give

a proof.

of the

The

ww+ww+\302\253vH\302\256=\342\200\224m+Mw+w>)

But

then

we also

have the equation)

\342\200\230
4' q(<P
[P(\342\200\230P'
WM\342\200\231

which

means

that

p.

iv

\"'

-(l-'ill\342\200\231)

is also

\"

\342\200\234
l\302\260V)\"(<P ill\342\200\231).

an eigenvalue

and

that

the

function))

5(x)

METHOD

EIGENFUNCTION

THE

<p(x)

implies

5.

to

corresponding

this

But

X.

X.)
a\303\251

Sign

of the

#115 dx

J:

for as just

is impossible,

sinceA

r(<p3

dx 96 0,)
4:\342\200\231)

proved, d)

be orthogonal

5 must

and

Eigenvalues)

The following

theorem

values for the

case

encountered very

often
If r

THEOREM.

more precise

gives

for a
the applications.)
q < 0

where

in

< 0 and

> 0, q

if the

b,

eigenwhich is

situation

conditions

boundary

the

about

infonnation

<x<

that)

imply

< 0.
[p\342\200\230D\342\200\2301\"\302\247Zf\342\200\231.

then all

the

boundary value problem for

of the

eigenvalues

(5-1))
(2.1)

equation

are nonnegative.)

Proof. Let
eigenfunction.

an

be

[p(IXI>\342\200\231
3:3

It follows

the

be

<I>(x)

and

<I)(x)

integrating,

corresponding
we obtain)

fqozdx

\342\200\224

Therefore

-=- 0, i.e.,
<1)\342\200\231

f\"p<1>'2dx

from (5.1) and

(5.2) is < 0.

by

(2.1)

,\342\200\224ALbr<I>3dx,

by parts:

integrating

whence,

and let

eigenvalue

Multiplying

dx +
j:(p<I>')'<1>

q 5 0,

f\"q<1>2dx
q <

condition

the

-1
the

that

A ,>. 0, and

moreover,
only if the equation (2.1) has the
A

j\342\200\235r<1>2dx.

left-hand

0 is

possible

(5.2))

side of
only

if

form

= -M1\342\200\231
(p\342\200\2301\342\200\235)\342\200\231
and

9)

that)

J:
which

the eigenfunction

i\302\242(x)is

CHAP.

ITS APPLICATIONS

AND

the function

(D

const

is an eigenfunction.

Remark. The condition

it is not. In fact, it is
actually
most often encounteredin the
=

(5.1)

seems

satis\357\254\201ed
for

applications,

to

be quite arti\357\254\201cial,but
boundary conditions

the very

namely

1)

0;
4\342\200\231(a)
4\342\200\231(b)

2)

0;
d>\342\200\231(b)
<I>\342\200\231(a)

3)

<I>\342\200\231(a)
h<I>(a)

O, <I>'(b)

+ H<I>(b)=

0,))

sec.

EIGENFUNCTION

THE

where h and H are nonnegative

and second
In the third
cases.

<
hp(a)<I>\342\200\231(a)

A0, A1, .

Let

. ., An,

arranged

problem,

be

all the

increasing

order,

eigenfunctions,

corresponding

Eigenfunctions)

eigenvalues of
and

for

which

our

value

boundary

let)

\302\260
\302\260
'9 (pn(x)9

(pl(x)9

(p0(x)9
be the

the

Respect to

. . .

in

0.

<I>\342\200\231(b)
\342\200\224H<I>(b).)

with

Series

\357\254\201rst

<I>\342\200\231(a)
h<I>(a),

Fourier

6.

255)

n\342\200\230s
APPLICATIONS

is obvious for the

This

constants.

[p<I><I>\342\200\231]\302\247:\302\243\342\200\231.

since

AND

case,)

Hp(b)<I>2(b)-

METHOD

\302\260
\302\260
\302\260)

we regard

simplicity

as having

normalization)

the

for

Then,

form

can

(n =

= 1

j\"r<I>:(x)dx
every function f (x)
the Fourier series)

is

which

o, 1,2,...).

(6.2))

on [a, b],

integrable

absolutely

we

+ \302\242\342\200\2301\342\200\230p1(x)
4' ' \302\260
\302\260.)
f(x) \"' \302\242'o\342\200\230po(-7\342\200\230)
where

c,, =
the following

and

THEOREM
smooth

(but

boundary

propositions,
f (x)

1. If

is continuous

of our

the Fourier

and

= 0.

THEOREM
continuous

2. If
or

proof, are

valid:)

respect

i.e.,)

3f'(b) = 0.

to the

(6-4))

eigenfunctions converges

uniformly.)

the

function

discontinuous),

if we recall how our

and (l.l4)] and regardf(x) as
for
writing f(x) = u(x, 0), then

arti\357\254\201cial,but

in (1.4)

value of the function

u(x,
the
conditions
0,
(1.3)becomejust

either

problem,

Yf(b) +

initial

t =

(6.3))

[a, b],

value

The conditions (6.4) may

appear
formula
problem arose [seethe \357\254\201rst
the

. .),

if f (x) has a piecewise

and
derivative,
if f (x) satis\357\254\201esthe

boundary

series of f (x) with

0, 1,2,.

cite without

on

discontinuous)

possibly

conditions

to f (x) absolutely

we

which

+ l3f'(a)
\302\260\302\242f(a)
then

(n =

dx

rf(x)<I>,,(x)

f\342\200\231

f (x)

t),
the

conditions

(6.4).)

is piecewise smooth
then the

on

[a, b]

(but

Fourier series of f (x) with))

of

point

+ 0)

~Hf(x
at

Instead of the
consider the system)

in the

is orthogonal

<1>.,(x), \\/F

be

a square

integrable

agree

and

the

with

(x) at

with

r, we

weight

can

(6.5))

which)

(n

o. 1.

with

Then,

2....).)

respect to the

new

the form)

ax.)

rf(x)<1>..(x)

If

Fourier

for

=1

function.

coe\357\254\202icientshave

c. =
i.e., they

orthogonal

sense,

ordinary

,/ ffr<I>?.(x)dx

its Fourier

system,

value f

<I>,(x),. . .,

|IW<I>..(x)|I

Let 1/;f (x)

to the

- 0)]

+f(x

which is

(6.1),

system

x/F
which

a <x<b

9)

of discontinuity.)

point

every

can.

APPLICATIONS

us

AND

eigenfunctions convergesfor
continuity and to the value)

to the

respect
every

mmroo

aronuwucrron

me

256

coe\357\254\202icientsof

respect to the

f (x) with

system

(6.1).

to the function
\\/r f (x), the
(6.5) becomes [seeequation (7.1)of

completeness condition for

Applied
system

L
If this

Ch.

\302\260\302\260

Q)

..

dx =
rf\342\200\231(x)

=
Zoc\357\254\202lx/r<I>.(x>II=
n=

equation holds for any

the problem to the

square

the

2])

integrable

(6.6)
Zoe:
n=-

function
we simply

f (x),

instead

then

say
system
prove that this is actually the case.
It is clear from what has just been said that it is su\357\254\202icientto prove that
the ordinary
(6.5) is complete. Now, any continuous
orthogonal
system
function
<D(x) can be approximated in the mean to any degree of accuracyby
of reducing

(6.1) is

complete with

weight

(6.5),

the

We now

r.

derivatives)
satisfying the boundary
value
we can choose
boundary
problem. [For example,
=
=
=
such
that g(a) = g\342\200\231(a)
We shall
g(b)
g\342\200\231(b)0.]

a function

g(x) (with

conditions

of our

for g(x)

not

a detailed

give

system

that

function

continuous

two

proof of

this

fact,

which

is quite

clear

from

geometric

considerations.

Thus,

let)

ff

where

s >

seriesof

g(x)

0 is

arbitrarily

with

respect

r<I>(x>

\342\200\224

g(x)?

dx

<

(6.7))

3\302\273

to Theorem 1, the
small.
According
to the system (6.1) converges
uniformly

Fourier
to

g(x).))

me

sec.

there existsa linear

means that

This

0n(x)

such

This

combination)

\302\260
\302\260
4' Y1\342\200\230D1(x)
4' \302\260
4' Yn(Dn(x)
Yo\342\200\230Do(x)

c..(x)| <

(5-3)

\342\200\224

elementary

(6.7) and

from

\342\200\224

M)

If

This

[<1>(x)

degree

Now let F(x) be any

is also continuous. If

g(x>12 dx

by

what

has just

\342\200\224
a.(x\302\2731= dx)

a.(x>12

be approximated
form

<

s.)

in the

mean

F(x)/V

r(x)

(6.8).

Then the

function.

dx

function

been proved, there

exists

a<x<b

combination

a linear

a,,(x)

which)

Fla)

o',,(x)

dx s

]\342\200\231

2.
h

we have)

the

function

system (6.5), and

this
systems

complete, as wasto be shown.

THEOREM

(6.6)

3.

dx =

W o,,(x) is

hence

orthogonal

relation

can

r(x),

\342\200\224
1/r o,,(x)]2
I: [F(x)

ordinary

If [goo

max

then

+ 2

function

continuous

\"

Therefore,

+ (see)

we write)

(6.1) for

functions

g(x))

expression of the

h =

of the

\342\200\224

[(<I>(x>

If

that any continuous

of accuracy by an

proves

to any

If

+ B2),

< 2(A3
B)\342\200\231

(6.9) that)

dx

a..(x>1=

(6.9))

\302\247-

inequality

(A
follows

dx <

a..(x>12

{got}

By the

(a < x < b).

./4-(T333

I\342\200\235

But

257)

that

implies

then

AND rrs APPLICATIONS

that

|g(x)

it

METHOD

EIGENFUNCTION

The

holds for

system

2
\342\200\224

dx

of functions

combination

linear

the completeness
system satis\357\254\201es
the
(see Ch. 2, Sec. 9),
we have proved)
Thus,

i.e.,

(6.1) is

every square

< e.)

o',,(x)]

completewith

integrable

function

weight

(x).))

of the
for

criterion

(6.5)

system

r,

i.e.,

the

is

rm:

258

The

METHOD

EIGENFUNCTION

result is an

following

lim

Fd

It-bw

with

Ch.2 to the

THEOREM

5.

weight r to all

the

Any

series

Fourier

continuous

The
eigenfunctions

as

well

proved

7.

of f

need

function

coef\357\254\201cients are

to

zero.

Then)

0,
f(x)

mean to

(7.3) of

(6.1)

(6.5).)
is

which
must

be

dx
tf\342\200\231(x)

by

with
zero.)

orthogonal

identically

functions of the

But then

respect

in the

converges

f (x)

all the

with

only apply equation

system

function

9)

3:)

the function

(x) always

we

of the system

If

whence f (x) 5

this,

(x) and to the

In fact, if f (x)is orthogonal

all its

dx =

2
kao c,,<I>,,(x)]2

coe\357\254\201icientsof

Fourier

\\/7 f

function

CI-IAP.

function.

\342\200\224

To prove

r.

weight

APPLICATIONS

integrable

square

[f(x)

where the c,, are the Fourier

to the system (6.1).)

In other words,the

rrs

easy consequenceof Theorem

Let f (x) be any

THEOREM 4.

f(x),

AND

system

(6.1),

then

(6.6))

= o.

0.)

in series with respect to the

expansion of a function
value problem (under quite broad hypotheses),

on the

theorem

of a

boundary

theorem
as the related completeness
by the prominent mathematician

and
V.

A.

Does the Eigenfunction Method Always

Solution of the Problem?)

its consequences,

were

first

Steklov.5)

Lead

to

of the problem
will certainly lead to a solution
The
method
eigenfunction
of all, the functions f (x) and
de\357\254\201ned
by (1.4) have
g(x)
posed in Sec. 1 if \357\254\201rst
which
to the eigenfunctions <I>,,(x),
series expansions (1.14),with respect
the coefficients A,, and B,, de\357\254\201ned
to f (x) and g(x), and if secondly,
converge
are such as to guarantee the convergenceof the series (1.12) and
by (1.16)
or not these
justify differentiating it twice term by term. However, whether
can be
the solution
conditions are met, every time the problem has a solution,
in the form of a series(1.12)
indicated in Sec. 1. This
the method
by
found
be deduced by an
can often
implies that the solution is unique, a fact which
based on the physical content of the problem. This
physical
argument
the problem
has a solution in the)
content
also allows us to decide whether
5 The theory given
ticians J. C. F. Sturm

in this
and

chapter is usually associated

(Translator)))

J. Liouville.

with the

namesof the

mathema-

ma

sec. 7
In view

of

AND rrs APPLICATIONS

METHOD

arcauruncrron

259)

been said, this explains

why the physicist
method and manipulating
the series
using
eigenfunction
as if term by term differentiation
and other operations were justi\357\254\201ed,even
when in fact this is not the case, nevertheless arrives at correct results.
A more
formulation
of these remarks goes as follows:)
precise

\357\254\201rst
place.

or engineer,by

has

what

just

the

Let the function u(x, t) be a continuous solution of

in
the region a < x < b, t 2 0, satisfying the boundary
(1.1)
conditions
Then)
(1.3) and the initial
(1.4).

THEOREM.
equation
conditions

u(x, t)

the

(7.1)

T,,(t)<I>,,(x),
\"$0

where the <I>,,(x)

value problem.\342\200\230

to

subject

associated with
eigenfunctions
T,,(t) can be found from the

the

are
The

T;

+ A,,T,,=

the initial

conditions

T,,(0) = C,,, T,',(0)

< I <

and

continuous

are

(It

<I>,,(x).

functions

conditions

initial

to the

derivatives

of the

region

every

f (x) and
system of eigenBu/at and 8214/ at\342\200\231

coe\357\254\202icients of

respect
the

that

(7.2)

0, l, 2, . . .),)

Fourier

the
with

boundary

equation

2, . . .),

0, l,

(n =

c,,

(l.4)]

is assumed
bounded in

(n

C,, and c,, are

the quantities

where

g(x) [cf. the

the

functions

form a

< x < b,

to.))

Proof

We

equation

multiply

(1.1) by the
\" R

1
_
1' \342\200\224

function)

_\342\200\224
\302\243
P

'I\342\200\224_.,CXp{J\342\200\230xo-}3dX}

(see Sec.

2).

Then accordingto (2.2)and

8214
,au

we obtain)

(2.3),

63::

P\342\200\230a372+P3;e+\342\200\2301\342\200\234='7a7)

or

Eu

3
53:
By

(4.2),

this can

be

(P

written

5)

-_

instead

of (2.1) we

can

simplicity, we assume that

azu
(7.3))

72-.

write

L(<I>)
6 For

Bzu
\342\200\230in\342\200\231

as

L(u) = r
and

'

4\342\200\234

\342\200\224).r<I>.)

the eigenfunctions

are normalized as in

(6.2).))

260

METHOD

\342\200\230rm:
monnruncuou

CHAP.)

the relation

Therefore,

L(<l>,,)=

for the eigenfunctions

By the hypothesis of the
b and
a<
every t > 0,
series of the form (7.1),where)

of the boundary
theorem and

x<

from (7.4)

follows

value

function

the

. .)

1, 2,.
Theorem

by

(7.4))

problem.
2 of

t) can

u(x,

Sec. 6, for
be expandedin a

0, 1,2,. . .),

(n =

ru(x, t)<I>,,(x)dx

T,,(t)

= 0,

(n

\342\200\2247.,,r<I>,,

holds

It

APPLICATIONS

rrs

AND

(7.5)

that

r<I>,.

\342\200\224
;\342\200\230;L<<I>.>.

so

that

no

If

z>L<<I>..> ax,

u(x,

or by (4.3))
x=-b)

T, (z)

The

last term

Thus we

\342\200\224

vanishes becauseof

other hand,

where the differentiation

of our hypotheses
obtain

a <

region

x <

<I>..(x>L(u)

-,1-I\342\200\235

\342\200\224

X30)

Sec. 4.

(7.6)

dx.

(7.7)

the

behind

<1>,,(x)

twice

93-;<I>,,(x)

fr

with respect to

dx,

gives

(7.3))

integral sign is legitimate

Comparing
83:4/atz.

because

(7.7) and
since u(x, t) is continuous in the
Furthermore,
0 and since lim u(x, t) = f(x),
it follows from

concerning 314/

(7.2).

:r,,(z) =

r\342\200\224>0

dx.

8214

3;

(7.5)

differentiating

b, t

in

at

and

\342\200\234\342\200\231\302\260)

(7.5)that
lim

2 of

Lemma

T,';(z) =

(7.8),we

(<1>,,g\342\200\224\302\247
<1>;.u)])

we obtain

(7.3),

using

7',,(z) =
On the

[p

have)

T..(z) =

whence,

-\342\200\224

dx +

<I>,,(x)L(u)

lim

ru(x,

f\"a)
r\342\200\224>0

rf(x)<I>,,(x)

t)<I>,,(x) dx
dx =

c,,

(n =

o, 1,2,. . .),

(7.9)))

ms eromnmcnou

sec.

the C,

where

are the Fourier coe\357\254\202icientsof

T,,(t) is

function

continuous,

we

show

c,, are the

the

completesthe

proof

Fourier

On the

be found

(n =

0, 1,2,. ..).

(n =

0, l, 2, . . .),)

f (x).

Sincethe

relations)

in

coe\357\254\202icients

of

the

function

This

g(x).

theorem.)

of the

Thus, if the problemin

solution can

to the

26!)

that
c,,
T',\342\200\231.(0)

where

AND rrs APPLICATIONS

the function

is equivalent

this

= C,,

T,,(0)
Similarly,

METHOD

we are

which

of a

the form

interested has

series(1.12)by

a solution

the

often

all, the
of Sec. 1.
u(x,
t) which
as
be regarded
at

method

this
method
leads to a function
everywhere. Such a u(x,t) cannot
of the problem
in the exact senseof the word,
since u(x, t) certainly
must
the differential equation! However, becauseof the theorem
satisfy
to look for an exact solution, since if
just proved, in this case it is useless
such
it would have to coincidewith u(x, t). This compels us to be
existed,
satis\357\254\201ed
with
the function
u(x, t) that we have already found; we shall call
this
function
solution of the problem.
that
a generalized
It can be shown
with our hypotheses, the series (l.12) obtained
of Sec. 1
by the method
or
de\357\254\201nes
a function
to which it converges
either in the ordinary
sense
always
in the mean, and thereforethe eigenfunction
a
method
always gives generalized
if it fails to give
an exact
solution.)
solution,

other

hand,
quite
a derivative

does not
a solution

have

8. The

Generalized Solution)

is the practical
value of the generalizedsolution
described
above?
it represent anything
or engineer,
of use to the physicist
or is it of
mathematical
is in fact valuable,
interest?
The generalizedsolution
purely
as will emerge from the following theorem:)
What

Does

Let)

THEOREM.

u(x,

0 ~

T.(:><I>.<x))

n==0)

be

either

the exact

the conditions
um

or

the

generalized

(1.3) and (1.4).

f\"rLr(x>

solution

of equation

(1. 1), subject

to

= o.

(8.1)))

If)

\342\200\224f...(x)]2dx

um

f\"rtg(x>

\342\200\224

g...(x>1=dx

262

METHOD

\342\200\230rm:
EIGENFUNCTION

and g,,,(x) converge in

if f,,,(x)

i.e.,

g(x), respectively,

as

is either

exact

the

the

to

boundary

t) =

We recall

Proof.

in

T...(z><I>.<x))

= fm(x).

convergesto u(x, t)

mean as

in the

g..(x>.)

m \342\200\224>
oo.)

Tn(0) =

0:
)\342\200\230nTn

Cm

cn

= 0,
(n
+

Tfnn

( 1.1), subject

that)

T7: +

f(x) and

if)

or the generalized solution

of the equation
conditions (1.3) and the initial conditions)
u..<x, o)

then u,,,(x, t)

Cl-IAP.

(with weight r) to

mean

the

\342\200\224>
co,\" and

u..(x.

APPLICATIONS

rrs

AND

)\\nTmn = 0:

Tmn(o)

Cmns

(n

l,2,...),

=
= 0,

(8.2))

cmn

l,2,...),)

where C,,,c,,,C,,,,,, c,,,,, are the Fourier coeflicients of

g(x), f,,,(x), g,,,(x),respectively. Since)

the

functions

f (x),

Ao<)l1<7.,<---<7.,,<---

and

+oo

lim A,,=

n-no)

(see

Sec.

1,,

s 0 for

3), only
n

N and

<

T,, =

1,, >

0 for

%(C,, x/0:1)

> N.

1,, can be
Then by (8.2),

we have3)

e-V\342\200\231-T.\302\273
(n

< N),

x/fl\")
cn

T,,=C,,cos\\/T,,t+

sinx/7T,,.t

V 7\302\273.
7

In particular,

3 It

may

happen

this is the
that

KN

case
= 0,

if f,,.(x)

in

(n>N),))

\342\200\224>
f(x) and g,,.(x)\342\200\224+
g(x)

which

TN =

Let

negative.

e\342\200\230/3-Tn\342\200\230)

\342\200\224

the

of

\357\254\201nite
number

case we

have

Cu + cut.)

uniformly.)

(8.3))

9)

sec. 8
and

METHOD

EIGENFUNCTION

THE

263)

APPLICATIONS

ns

AND

similarly)

_\342\200\224
\302\243

Tm,

cmn

2(C,,,,,

\342\200\230/T
An\342\200\230)

V-jj-\342\200\230)8

'
8\342\200\234/:7;

% (Cm

(n <

(8.4))

N),

x/c:\"_\\342\200\230n)")

(n>N).
T,,,,,=C,,,,,cosx/X,-,t+\342\200\230c/'\"%sin\\/7\302\273:,t
I!)

consider

Now

r[f(x)

If

dx =

\342\200\224

r[g(x)

3 of

Theorem

dx
fm(x)]\342\200\231

c,,...>=.)

,$:\342\200\230o(c,.

If
(see

g...<x>1=

in.

Sec. 6). In view

of

c,,.,.>=)

these formulas

(8.1),

imply

that)

Q)

\342\200\224

2 (0,,
m\342\200\224>ao
lim

c,,,,,)2

o,)

\"=0)

(8.5)

00
\"\"

2 (cu

0:

cm\302\273):

m\342\200\224>ao
\"=0

whence

lim C,,,,, =

C,,,

\"\"\342\200\231\302\260\302\260

c,,,,, =

lim

Then,

(8.4)

(8.3),

by

(8.6)

c,,.

and (8.6)
\"

Tmn] = 09

\"1'i_I\342\200\231n\302\260\302\260[Tn

where
=

:r,,,,,]2
[11,\342\200\224

\342\200\224

cos

c,,,,,)

[(c,,

sin

\302\253/11: +

\302\253/17,

t]2

\"\"\"/'f?\"'\"
\"

(8.8)

for

n >

N.

r[u(x.

J\342\200\235
\"

All

2
that

_
[(53,

4.

cm\:")

remains

- u.,.<x.:>1=
dx

VAT.)

is to

consider the

= E (21.n=0)

relation)

T.....>2
Q)

n=0

(Tn

\"'

Tmn)2 +

n==N+l))

(Tu

Tmn)2)

1113 momruucrron

264

Sec. 6).

3 of

Theorem

(see

AND rrs APPLICATIONS

METHOD

(8.5),

By

If r[u(x.2)
that the

which

means

as m

\342\200\224>
oo.

function

9)

and (8.8)

u..(x. 012 dx\342\200\224>.o.)

u,,,(x,

in the

t) converges

mean to u(x, t)

theorem.)

proves the

This

(8.7),

cruur.

as follows:
we have just proved can be summarized
If f,,,(x) is close
or even
closeness
close
to
the
sense
is
and
g(x)
of uniform
g,,,(x)
(in
f (x)
closeness in the mean), then the function
u,,,(x,
t) is close to u(x, t) in the mean.
and engineering, the
that in actual \302\273problems of physics
We now observe
not exact, but rather represent approxifunctions
f (x) and g(x) are in general
to
mations
certain
exact functions.
Nevertheless, by the theorem just
if
of
to the conditions
even
the
solution
(1.1),
equation
subject
proved,
is
and
not
solution
but
a
an
exact
generalized solution, it will
only
(1.3) (1.4),
of
uniform
closeness
or closeness in the mean)
di\357\254\201'er
the
sense
only slightly
(in
value of
from
the true solution of the problem. Thisconstitutes
the practical
What

to

generalized solutions.
we

Finally,

consequence of the

one further

note

theorem

proved

above:)

and g,,,(x) are chosenin such a way that the

exact solutions
of the
problems
corresponding
be chosen !9), then the exact or general(such f,,,(x) and g,,,(x) can always
ized solution
of equation (1.1), subject to the conditions
(1.3) and (1.4), is
the
limit
of the exact solutions
u,,,(x,
t) as f,,,(x) \342\200\224>
g(x)
f (x) and g,,,(x)-\342\200\224>

If

the

either

u,,,(x,

uniformly

It follows

9.

The

f,,,(x)

functions

functions

t) are

or

in

mean.)

the

immediately that

is

solution

generalized

unique.)

Problem)

Inhomogeneous

Instead of equation

the

(1.1),

consider

the more
Bzu

Bu

0714

general equation)

P5?+REc+Qu=-aT5+F(x,t)

subject to
vibration

tions,

the

same

problems,

while

multiplied

and initial

boundary
equation

equation (1.1)
by the function)

corresponds to the
\342\200\230R

__1.
9 For

example, we can choose the

series of f (x) and g(x).))

Fourier

the

(9.-1) \342\200\230corresponds to

r\342\200\224Pexp{Lo

of the

conditions

functions

(1.3) and (1.4). In

forced vibra-

case of

of free

case

vibrations.

When

-3

}gdx}\342\200\224P)

f.,.(x) and

g,..(x)to be the

mth partial

sums

sec. 9

EIGBNFUNCTION

THE

(see Sec.

2), (9.1) takes the

Suppose now
has

that

of the

value problem correspondingto equation

of
a series expansionin terms
for the equation)
value
problem

that

t) has

F(x,

boundary

L(<I>)

Then, for t >

Sec. 2).

(see

(9.2))

t).

rF(x,

rg\303\251\342\200\230

the boundary

a solution and

eigenfunctions

265

form

L(u)

(9.1)

AND rrs APPLICATIONS

METHOD

0, we

u(x, :)

the

\342\200\224m1>)

write

u(x,

=3
n=0

series)

t) as the

(9.3)

T..(t><I>,.<x>.

where

r,,(z) =
which

given

the

proof

mo
[see (7.6)]

ff

\342\200\224
.1.
3.3.22

3:2)<I>,,(x)

1,, .,

where we have used(9.2).

di\357\254\201erentiating

if we
F(x,

the argument

(9.4)

dx

\342\200\224

\"
Bu/at

rF(x,

t)<I>,,(x)

dx,

and 8114/8:3 are

to t

(9.5))

bounded,we

that)

azu

\342\200\234P-a7(D,,(x)dX.)

set)

t) =
=

1\302\253*,,(:)

(9.5)

Repeating

obtain)

with respect

twice
,,

then

6.

(9.4))

<I>,.(x>L<u) dx)

that

Assuming

T,,=
Finally,

\342\200\224

o, 1,2, . . .),

or)

T,,(t)

\357\254\201nd
after

(n =

because of Theorem2 of Sec.

of the theorem of Sec.7, we

is possible
in

t)<I>,,(x) dx

ru(x,
L\342\200\235

\":0

F,,(t)<I>,,(x)dx,

rF(x,

t)<I>,,(x)

dx

(9.6)
(n = o,

1, 2,

.),

gives

1:, =

\342\200\224)

or

T$',+).,,T,,+F,,=0

(n=0,l,2,...).

(9.7)))

266 me moanruncnou

as in the

proceeding

Then,

seq.], we

mrmoo

APPLICATIONS

rrs

proof of

the

of

theorem

9)

CI-IAP.

Sec. 7

[see (7.9) et

\357\254\201nd)

T,,(0)

C,, and

where

AND

series (9.3),where
conditions

=
T ,\342\200\231,(0)
c,,

0, 1, 2, . . .),

(n =

(9.8))

Fourier coe\357\254\202icients of the functions f (x) and g(x),

solution of the problem exists, it is given by the
to the
from the equation (9.7), subject
determined

c,, are the

if a

Thus,

respectively.

C,,,

T,, is

(9.8).

It is remarkable that just as in the case of equation

we can arrive at
(1.1),
the series (9.3)by carrying
out formal operations with
without
series,
regard
to whether
or not these operations are legitimate. In fact, if in equation
the series (9.3) and the series (9.6)for F(x,
(9.2) we substitute
t), differentiate
term
of
and
then
the
coef\357\254\201cients
term,
(9.3)
<I>,,(x) to zero, we
by
equate
obtain (9.7). Moreover,if we set t = 0 in (9.3) and require that)
0) =

u(x,

we

the

obtain

in

= r<x>.)
r..<o)<I>.(x)

\357\254\201rst
of the

term and again set

equations (9.8).
that)
0, we \357\254\201nd
=

If we differentiate

(9.3)

term

by

= gcx).)
T:.(o><I>..(x>

3\342\200\230%\342\200\2313)

:0

second of the equations(9.8).

case of equation (1.1)in Sec. 7, we can introduce the concept of a generalized solution for equation (9.1). Then it turns out that for
it
continuous
a function
any
u(x, t) to which
F(x, t), the series (9.3) de\357\254\201nes
in
or
so
that
either
in
the
the
the
sense
mean,
converges
problem
ordinary
this solution
solution.
Moreover,
always has either an exact or a generalized
is unique,
if U and V are two solutions of the boundary
since
value
problem
for equation (9.1), the function
u = U \342\200\224
Vis also a solution of the boundary
value
for equation (1.1) with
But as obinitial
conditions.
zero
problem
in Secs. 7 and 8, the boundary
served
for equation (1.1) has a
value
problem
which
is identically
solution
Sincethe function
unique
(exact or generalized).
zero is a solution
of the boundary
value problem for equation(1.1)with zero
initial conditions,
the
As concerns
it follows that u =.-_- 0, i.e., that U E V.
we can repeat the considerations of)
practical value of generalizedsolutions,
is the

which

Just

as

in the

Sec.

8.

I0.

Supplementary
We

our

considered

considerations

Remarks)
equation

are also

(1.1) only for

applicable to

the

sake

equation

of being
(1.2),

explicit.
with

the

All

same))

nu: EIGENFUNCTION

sec. 10

In

and

conditions

boundary

this

the

case,

u(x, 0) = f(x).
method of Sec.1 gives)

(10.1)

0 =

nor.

267)

condition)

initial

the

with

AND rrs APPLICATIONS

METHOD

(10.2))
\302\247o1:.(:><I>.(x).

T,, are

where

the quantities

where

O,
T}, + 7.,,T,,
=
0, 1, 2, . . .) are the
C,, (n
theorem
of Sec. 7 needs only

The

the

from

found

differential

order
\357\254\201rst

equation

(n = 0, 1,2,. . .),

T,,(0) = C,,

of f

coefficients

Fourier

(10.3))

(x).

in its statement,
and require the continuity
and
the
new
that
the
reader
suggest
prove
a corresponding

i.e., one has to consider(10.3)instead

change

of (7.2)

of only Bu/at. We
version of the theorem
as an exercise.
can also be introduced in the case
The conceptof a generalized
solution
of equation (1.2). But this case is essentially different
from
the case of
out
to be the exact
equation (1.1), in that the generalized solution turns
of the
number
solution as well. This results from the fact that all but a \357\254\201nite
such
are
for
and
1,,
1,, (10.3) gives)
positive,

boundedness

T,,

out

it turns

Consequently,

term

differentiated

=
the

that

C,,e\342\200\2307\342\200\230n'.)

(10.2) is convergent and can be

of times. i.e., (10.2)gives the exact

series

any number

by term

solution.

The considerations
equation

of Sec.9 are also

02:;
with the

is given

Qll\342\200\2245?

same boundary and initial

the

by

conditions

T,, is

now defined by

the

vergence

The solution

and (10.1).

series

= 3 r.<:><I>.(x).
n=-0)

in

the

(10.2))

(n=0,l,2,...).)

T,,(0)=C,,

results of Secs.7-10,we

shall

not

worry

solved in
problems
obtained as a result of solving

now know that the series

a solution
(exact
always de\357\254\201nes
some of the problems in
speaking,
that
but it can be shown
studied,

as well.))

(1.3)

equations

T,\342\200\231.+7.,,T+F,,=0,

In view of the
of

+F(x,t),

series)

u<x. :)
where

inhomogeneous

\357\254\202u

Bu

P-3-x'3+R-5;+

to the

applicable

to be

Part

about the conII, since we

such

a problem

or generalized). It is true that

strictly
Part
[I do not fall into the category already
the previous considerations apply to them

me

268

a Vibrating

of

Equation\342\200\230

Consider a

supposethat
this

straight

stretched

equilibrium

line

to be the

= 0 and

the points x

9)

String)
fastened

string,

homogeneous

the

CHAP.

APPLICATIONS)

II.

Part

ll.

AND rrs APPLICATIONS

METHOD

BIGBNFUNCTION

of the

position

is a

string

x-axis, and let the ends of the

is the

= I, where I

the

of

length

at both ends, and

line. Take
be located at
string
If the string
string.
straight

velocities are imparted

it begins to vibrate.
We
shall
consider
vibrations;
then, the length of the
only the case of small
can
be regarded
as unchanged.
Moreover, we shall regard the
string
vibrations
that
as taking place in one plane, in such a way
each point of the
in
to
the
x-axis.
moves
the
direction
string
perpendicular
with
Let u(x, t) be the displacementat time t of the point of the string
of t, the graph of the function
value
x. Then, for every \357\254\201xed
abscissa
at the time t. The
u(x, t) obviously
represents the form of the string
element AB of the string (see Fig. 47) is acted upon by the tension forces T1)
from its

is displaced

points of the

to the

and
being,

the string

and

is

then

T2, which are directed along the tangent

we assume that no other forces act on

position,

the tension

T is the

assumethat

that we can
remark),

position

equilibrium

string),

(or if certain

can

we

the

sameat
that

the

to the
the

in the

Therefore, T1 and T, have the same magnitude

different directions, and because of the curvature
direction is not quite the negative of the other.
the element AB in the direction of the u-axis is)
T [sin ((9

Acp)

z T[tan

In the
To

string.

not

does

string

tension

For the

string.

string.

of the

points

of the

length

also assume

all

released,

change
does

string

as T,

although

the extent

(see above
not

change.
have

they

element AB, one

the force acting on

of the
Hence,

\342\200\224
sin

<9]

(<9

Acp)

\342\200\224
tan cp]

= T

+ Ax, t)

3u(x

81u(x +
ex,

0Ax,)

_ 8u(x, t)
8x)

0x

T[)
0

Ax

time

equilibrium

(0 <

0<

1),))

me

11

sec.

AND rrs APPLICATIONS

METHOD

EIGBNFUNCFION

z denotes approximateequality.
Regarding
and using Newton's second law of motion,

where

32

Ax as being

the element

write

can

we

small,

very

269)

8114

pAx5t\342\200\224;f

where

the

is

a2 =

Setting

density of the

linear

T/p and dividing

8214

is the

which

for free

equation

Next, suppose
of amount F(x,
by a force
equation (11.1), we obtain

per

t)

to the

32a

unit

length).

8314

W9

of the

vibrations

addition

in

that

unit

obtain)

= 02

'87

mass per

the

(i.e.,

string

Ax, we

by

string.

tension T, the
of the

length

82

Ax

is acted

string

Then,

string.

upon

instead

of

t)Ax,

F(X,

or

2 8311+

Bzu _

F(x, t),)

\342\200\224
0
-3-\342\200\230?

equation for forced

is the

which

We now study
the velocity of its
time

arbitrary

t?

following
at the initial
points

and

vibrations,

and

reducesto
(11.3)

equation

of the string and

is its form at the

form

0, what
in

solving

u(l,

t)

(11.4)

= goo.

= f(x).

(11.5))

x=0

equations

in Part I.)

Vibrations of a String)
of starting

once more go through

solution

vanish for

casesof the

I2. Free
Instead

equation

of forced

= 0

continuous
which
functions,
f (x) and g(x) are given
= 1. Equations
(11.2) and (11.3) are special

studied

case

the

conditions

u(x, o)
where

string.

conditions)

boundary

u(0, t)
initial

time

this problem

Mathematically,

case of free
vibrations, subject to the

the

the

problem: Given the

the

(11.2) in the

and

P)

of

vibrations

(different

from the formulas

the

from

derivation

u 5

already found

given in Sec.

1.

in
We

Part
are

I, we shall
for a

looking

0) of the form)
u(x,

t) =

<D(x)T(t)

(12.1)))

which

METHOD

EIGBNFUNCTION

TI-IE

satis\357\254\201es
the

conditions.

boundary

CHAP.

ITS APPLICATIONS

AND

<I>T\"

Substituting (12.1) in

(11.2)

9)

gives)

a2<I>\"T,

whence

= -1

%-

\342\200\224

const,

3%-.

so that
=

<1)\"

(12.2)

\342\200\2247.<I>,

= \342\200\224a17\\T.
T\342\200\235

If a function of the form

the conditions (11.4),then

is not

which

(12.1),

(12.3))
zero,

identically

is to

satisfy

the condition)

obviously

<I>(0) =

<I>(l)

(12.4))

Thus,we obtain

value problem for equation (12.2),

a boundary
(12.4). In view of the theorem of Sec. 5 (seealso the
are positive.1\302\260
remark
made there), all the eigenvalues of our
problem
)3
instead
7..
of
it
is
to
write
Then, equations(12.2)
Therefore,
permissible
and
take the form)
(12.3)

must be met.
to the

subject

condition

23(1) =

<1)\"

(12.5)

0,

T\342\200\235
+ a2A2T = 0.

The solution
=

(D

x =

for

where

is

of (12.5)

xx +

C1 cos

0 and x

C2sin Ax

= [we must

that

C;

a\303\251
0, since

that

AI =

and

the corresponding

1m, where

is an

10

This

0.

can also
By

doing

satis\357\254\201ed.))

be

CD

would

Setting C,

be identically

= 1 gives)

zero, we

\357\254\201nd

eigenfunctions are)
d>,,(x) =

1<

const),

= 0.
M = 0.)

sin

C2

otherwise

integer.

C2 =

have
=

(D0) =

= const,

(C1

C1
\342\200\230D(0)

Assuming

(12.6)

veri\357\254\201ed
directly

this, the

(n

1, 2,

. . .).)

sin\342\200\231-5;\342\200\231-\342\200\230

reader can

(12.2)
by examining the solution of equation
himself that the condition (12.4)cannot

convince

for
be

sec.

12

EIGENFUNCTION

THE

AND rrs APPLICATIONS

METHOD

271)

We do not consider negative

of n, since they
values
give the same eigenfunctions (up to a constant
as the corresponding
factor)
positive values of n.
in the sense indicated in Sec. 4, only one eigenfunction
to
Thus,
corresponds
each value of 73.
For A = 1,, equation (12.6) gives)
T,, =

A,, cos

B,, sin

a7l,,t

aA,,t)

(n=1,2,...),

=A,,cosa\342\200\224\357\254\202;\342\200\231-\342\200\224t+B,,sin%\"\342\200\224t

so that
\302\260

u,,(x, z) =

(A,

3,,

sin

cos\342\200\234\"\342\200\224l'\"

\342\200\231-\342\200\230-73
(12.7)

=1,2,...).

(n

Thus, to

our

solve

ace. 0 =

,,fl

It)= I)

and

require

we set

problem,

u.(x.

(12.8))
(A,

B,, sin)

cosa\342\200\224nI\302\243\302\243-7\"

aunt)

-ttnx
T\342\200\231

that\342\200\234)

0) =

u(x,

A,,

:1

sin

= f(x),)

5'15

\302\260\302\260

3u(x,0)

at

[ n=l)

n=-1)

B \"

(_Ana1tnsing_1cln__t+

B,,\302\243nI\342\200\224\"
sing;-J5

we have to expand f (x) and

the system {sin (nnx/1)}. The formulas
I

sin

\342\200\224_
\302\260s

I
a1cnt)si

-nznx

\342\200\224)

:=o

g(x).

Therefore,

2
A,, = 7
Iof(x)

a_1tLzc

series

in Fourier

g(x)
for

the

rcnx

-1- dx

(n

Fourier

with

respect

to

coe\357\254\202icients give)

1, 2,.

. .),

(12.9)

1, 2,.

. .),

(12.10))

%I:,so\302\273

or

,,

.
g(x)

\357\254\201lo

i.e.,

the

B,, are

solution

of our

determined from

11As in

the method

-rcnx

(n

s1n\342\200\2247\342\200\224dx

problem is
formulas

of Sec.

1, we

given

(12.9)
differentiate

by

and

the

series (12.8), where

(12.10).)

the series term

by

term.))

A,,

and

272

THE

we see

Thus,

METHOD AND ITS APPLICATIONS

BIGBNFUNCTION

of separate

motion
that the vibrational
vibrations of the form

of the

harmonic

u,,

= H,,

(12.7),

sin

CHAP.

sin
an\")

string is a superposition
the equivalent

or of

9)

form)

#.)

where)
H,, =

The amplitude

of the

1/11}+

B3,

Sinai,

\302\2435

H,,

of the point

vibration

=)

cosat.,,

H,,

coordinate

with

x is

9)
H, sin 71;\342\200\231-c

x = 0,1/n, 21/n, . . .,
and
as nodes.
\357\254\201xed
are known
motion,
(n
during
is
a
whose
vibrations
are
formula
described
Hence,
string
by
(12.7) divided
into
n segments, the end points of which
do not vibrate.
Moreover, in
the
of
the
have
adjacent
signs, and
displacements
string
opposite
segments,
the midpoints of the segments,the so-called
vibrate with the largest
antinodes,
is known as a standing
wave.
amplitudes. This whole phenomenon
48 shows consecutive positionsof a string
are
vibrations
whose
Figure
described by formula
case, where)
(12.7), where n = 1, 2, 3, 4. In the general

is

and

independent
I, remain
1)l/n,

The points for

of t.

\342\200\224

which

the

\302\273=3)

n=4)
Froune

the

vibrations

(mode)

of the

corresponds

string

to the

are

described

component ul
are

48)

by formula
with

1:

(12.8), the fundamental

frequency)

\342\200\230\302\260\342\200\230=T=7\302\253/E)

and

period))

_2_'-=-

&/ET)
\342\200\230l'1\342\200\224(o1\342\200\2242I

me

12

sec.

vibrational modes of the

The other

,,

and

METHOD

AND rrs APPLICATIONS

i.e., the

overtones,

EIGENFUNCTION

\"

_-

string,

52;! _
_

with

273)

frequencies

1\"

/.T'

p)

periods)

of the sound.
If the string
is held \357\254\201xed
the timbre or \342\200\234color\342\200\235
of the string, for which
then clearly the even overtones
the
is
of
a
are
the
the
fundamental
node,
midpoint
string
preserved. However,
and the odd overtones are immediately
since by holding the
extinguished,
\357\254\201xed
we essentially
of length
I to a
midpoint of the string
go from a string
of length
Ito
1/2 in (12.8) leads to a seriescontaining
string
I/2, and changing
even components.
Then the overtone with period
1-, = 21!/(02 = 1-1/2
only
of
the
the
role
fundamental.)
plays

characterize

at

its midpoint,

Forced

I3.

Next

of a

Vibrations

String)

the case of a periodicperturbing

we consider

force,

i.e.,

we write)

cot.

sin

Then

cot =

sin

51:49

sin

F,,(t)

(13.1)

n=l

where

F,,(t) =

A sin
%-

=
133-

If we

cot

dx
sin\342\200\231-ti?

L,

[1

(n =

\342\200\224
sincot
(\342\200\2241)'-1

write)

u(x,

t) =

T,,(t)

sin

(13.2) and (13.1) in

we obtain)
differentiation,

substitute

Q)

,,

\"Z! (T,

a741:2n3

(11.3),

2A

and

(13.2))

15$\342\200\230.

\"$1

term

1, 2,...).

carry

\342\200\224
\342\200\224
[1
(-1)
-17- T, n\342\200\224n

out the required

,, .
]s1ncot)

term

rmx
_
\342\200\224
0,))
s1n\342\200\224I

by

274

METHOD AND rrs APPLICATIONS

\342\200\230ml;
EIGBNFUNCFION

can.

9)

whence

+
T,\342\200\235.
T,,
\302\24321]?-'3

\342\200\224
23 [1 (-l)\"]

= 0.

sin at

(13.3)

Writing

o),,=

for simplicity (these will

characteristic
vibrations

this

T,,

if (0,, ye

on.

A, cos

w,,t + B,, sin

satisfy the

To

3u(x, 0)

(13.4))

oo,,B,, +

7 I0

f(x).)

= g(x).)
and g(x)

f (x)

sin

f(x)

that)

\342\200\231i\342\200\235,-\342\200\231-\342\200\230-

= 4,,

:r.'.(o_)

(13.5))

cot,

we require

(11.5),

T,'.(0) sin 1:?

(-1)\"])sin

\342\200\234no\342\200\235,
0),)
ll)

Fourier coe\357\254\202icientsof
T,,(0)

2/111 -

w,,t

= 3 mo) sin

at)

of the

at.

(\342\200\224
1)\") sin

conditions (11.4)and

u(x. 0)

A calculation

$11

or

free

the

equation (13.3) as)

we obtain

equation,
=

frequencies of
rewrite

can

we

string).

1,2,...))

as the

recognized

of the

+ mar.

T:

Solving

be

(n

gives)

dx,)

\"-ll\342\200\2313\342\200\230\342\200\224

2Aco[l

(-1)\"])

(13.6)

0),)
\357\254\201n\342\200\235
.

g(x) sin 5'13.

01'
13,,

where

we have

substituting

the

g(x)

used (13.5).

dx

(13.7))

\"it\"

2:n\342\200\230:fn'(o;,'

and

(13.6)

Substituting

expression for T,, in

resulting

u(x, t) =

sin

Z (.4,cosco,,t

(13.2),

(o,,t) sin

3,, sin

n=l

\302\260\302\260

\"\"
S\342\200\234
\342\200\231'

.2.

sin

[(2k

(21: +

7\342\200\230

k=o

(276 +

then

\342\200\2303;\342\200\224\342\200\231-\342\200

+ l)11:x/I]

1)<o\302\273i....

\342\200\224
\302\253>33)

(13.8)))

sin wz,,,,_,t sin

(13.7) in (13.5), and

we obtain

[(2k +

1)1I:x/I]
')

\342\200\230
002)
1)\302\260\302\2602k+1(\302\242\302\2603k+1

sec. 13
we have

where

METHOD AND rrs

\342\200\230nu:
EIGENFUNCFION

275)

APPLICATIONS

written

B\"

-ttnx
S111
dx.)
g(x)
-\342\200\224-1\342\200\230[0

for co,,, the reader will easily recognize that the

side of (13.8)is the function
giving the free
of the string,
vibrations
to
the
conditions
and
subject
(11.4)
(11.5). [See
the second and third
sums
(12.8),(12.9),and (12.10).]
Therefore,
give the
\342\200\234correction\342\200\235
caused
force.
The second
by the presence of the perturbing
\342\200\234
term represents what is sometimes
forced
referred to as the pure\342\200\235
vibrations,
the expression
the right-hand

Recalling

in

\357\254\201rst
sum

since they occur with

of the perturbing
the frequency
force.
0).
We now examine the situation
when
Equation
(13.5) holds if 0),, a\303\251
=
the
as
when
of
the
force
is
the
same
one
co, i.e.,
co,,
frequency
perturbing
of the characteristic
of
the
Then,
string.
equation
(13.4) gives)
frequencies

T,, =
This

shows

term

T,,(t)

that
sin

out +

cos

A,,

n is

when

of the

(nnx/I)

B,, sin

cot

7% [1

\342\200\224
cos
(\342\200\2241)\"]

amplitude of
sum (13.2)is)

odd, the

the

cot.)

in the

vibration

nth

rtnx

S11\342\200\230!

-7-)

1371(1))
H=j(A,,\342\200\2242\302\243-t-)2+B,f)

unbounded as

becomes

which

In this

increases.

case, we say

that

resonance

occurs.)

I4.

of the

Equation

LongitudinalVibrations of a Rod)
rod of

a homogeneous

Consider

compressed
along

length

axis, and

I.

If the

rod is

stretched or

it executes

longithe x-axis along the axis of the rod, and we

assume that in the equilibrium position, the ends of the rod are located at the
of the rod
points x = 0 and x = -I. Let x be the abscissa of a crosssection
at the
section
of this cross
at rest, and let u(x, t) be the displacement
at the
AB of the rod, whoseends are located
time t. Consideran element
points x and x + Ax when the rod is at rest, and let the ends of this element
x + u(x, t) and
A\342\200\231
and B\342\200\231
at the time t, with
abscissas
have the new positions
x + Ax + u(x + Ax, t), respectively(seeFig.49). Thus, at the time t, the
element AB has length Ax + u(x + Ax, t) \342\200\224
u(x,
t), i.e., its absolute increase
tudinal

in

length

its

vibrations.

longitudinal
We choose

then

released,

is)

u(x +

Ax,

t)

\342\200\224

u(x,

8u(x
t) =

+ 0Ax,)

ax

t)Ax

(0 < 0 <

1),))

THE mcnuruncnon

276

its relative

while

increase in

9
cum\302\273.

AND ITS APPLICATIONS)

METHOD

is)

length

+ 0Ax,

8u(x

t)_)

Bx

as

In the limit

\342\200\224>
0, the

Ax

increase

relative

in

of the

length

cross section of

at x is)

rod

the

3u(x, t).
Bx)

to

According

given by the

cross sectionat

force T acting on the

the

Hooke\342\200\231s
law,

is

formula)

2!!

T=Es)

ex\342\200\231

where

E is

which

the

the modulus of elasticity

is made, and s is the

rod

material from

of the

(Y oung\342\200\231s
modulus)

cross-sectionalarea of

rod.)

the

1?

x-Ij-Ax

fr

iii

4|

2:+1/'(x,f)

x+Ax+z/t(x+Ax,r))

49

Home

at time t,
to the element AB which has the new position A\342\200\231B\342\200\231
is acted upon by forces
T1 and T2, applied at the points
A\342\200\231
and
B\342\200\231
and
directed
along the x-axis.) (For the time being, we consider
no other forces.) The resultant
of these
forces is)

Returning

we note

that

AB

6u(x,

8x

0x

T,-T,=E,(@\302\243x_+_A\302\247\302\273_t_>_)

= ES 37*u(x
and is also directed
very small, we can

along

the

x-axis.

E/p

is the

= a3

and

density
dividing

Ax,)
the

Regarding

81\302\242:
-\"'= ES
'5?\342\200\231

being)

(14.1)

Ax,)

of the material from which

by Ax and s, we obtain
3:2

is the equation for free

for
as the equation

sameform

AB as

azu

Ex-5

the

\342\200\224
.32.\342\200\234
_ a2 _a.2_.u

which

element

write)

pS Ax

where

t)
5|.-x:Ax,

t))

vibrations

free vibrations

the
of

rod.
a

made.

Setting

(14.2)

Bx?\342\200\231)

of

rod is

string.))

This equation has the

SEC. 14

rod is acted upon

If the

volume,

is the

This

We now
rod

the

boundary

'5?

The

rod

t)s Ax,)

F(x,

Case 2) One end of the

on the freeend of the

3) Both endsare free.)

(the force

We

(14.4)

u(l, t)

= 0;
and the other

= -0,

t) =)
0

8u(I,

(14.4))

ex)

hence Bu/Bx

is zero and

rod

end is free:)

shall devote our attention

to Case 2, where the boundary
are met. The initial
conditions
have the familiar form)
u(x.

i.e.,the

initial

are

0) =

= sec).

f(x).

and initial velocities

displacements

0);

conditions

(14.5))

of the crosssectionsof the

speci\357\254\201ed.)

Free

Vibrations

in the

As

t)_)

P)

is fastened,

rod

u(0, t)

Case

+ F(x,

at both ends:

is fastened

u(0, t)

solutions

of a

case of the
form)

Rod)

(see Sec.

string

vibrating

and arrive at the

for particular

<I>(x)T(t),

equations
d)\"

12(1) =

T\342\200\235
+ a3A3T

the

12), we look

of the

u(x, t)

with

t) per unit

equation for forced oscillationsof the rod [cf. (1 1.3)].

the problem of \357\254\201nding
the displacement
of the cross sections
pose
at any time t, with speci\357\254\201ed
and boundary
initial
conditions.
The
conditions
can take various forms:)

Case 1)

I5.

F(x,

that)

3314 _
Bzu
\342\200\224
G2

rod

-a7:5Ax

-372'

of

APPLICATIONS)

have)

= Es 3214

811:

psAx -57

so

we

ITS

force of amount

an additional

by

of (14.1),

instead

then

METHOD AND

EIGENFUNCTION

THE

boundary

0,

= 0,

(15.1)
(15.2)

conditions
<l>(0) =

<l>'(I)=

0.

(15.3)))

THE EIGENFUNCTION

has the

(15.1)

Equation

=
<I>(x)

C, cos

Assuming
\357\254\201nd
that

=0

C1 =

0,

C2

const).

must have

= Iwe

and

const,

C21
<I>\342\200\231(I)

cos M

0.)

(n

o,1,2,...),

=Q\"\342\200\2243;7l)\342\200\224\342\200\231\342\200\224\342\200\230

sin 7t,,x =

<I>,,(x)

values of

negative

9)

be identically zero, we
C, 96 0, since otherwise
<l>(x) would
n is an integer.
where
We write)
(2n + 1)1c/2,

that
M =

A,,

(The

(C1 =

C2 sin Ax

Ax

<I>(0)

CHAP.

solution

to (15.3), for x

According

ITS APPLICATIONS

METHOD AND

sin

Q-n-'\342\200\224\"\342\200\224l)1-x=
21)

:1give

no

For

new eigenfunctions.)

(15.4)

2, . . .).)

0,1,

(n

1,, equation

(15.2) leads to)

= A,,

T,,(t)
and

cos

aA,,t

B,, sin

(n =

aA,,t

0, 1,2, . . .),

therefore

u,,(x, t)

To

=
our

solve

a).,,t)sin A,,x
form the series)
B,, sin

a7\\,,t +

cos

(A,,

we

problem,

(n

= 0,

l, 2, . . .).

Q)

=
14%\342\200\230)

and

11-:0)

u,,(x, t)

a7t,,t +

B,, sin

sin

aA,,t)

7t,,x,

(15.5))

that)

require

u(x, 0)

(A,, cos
\"go

= Z
[ \":0

at

(-A,,aA,,

B,,ax,, sin

go

sin

A,,

)\\,,x

a)x,,t +

sin

= f

(x),)

B,,a)x,,cos aA,,t)

sin

Ax]

(=0)

= g(x).)

x,,x

n=-0)

A calculation

of the

system {sin 7\\,,x}

Fourier coefficientsof

f (x)

and g(x)

with

gives)

L,

f (x) sin

= J:

dx

(n=0,1,2,...),)

Ll

B,,a7t,,

)t,,x

sin?

A,,x

g(x) sin
[1

dx)

)\\,,x

sin? ).,,x dx)

dx)

(n =

0,1, 2,.

. .).))

respect

to the

SEC. 15

AND ITS APPLICATIONS)

EIGENI-\342\200\230UNCTION
METHOD

THE

But)
.
sin?

7.,,x dx

L\342\200\231

and

dx =

\342\200\224
cos 2A,,x)
51; (1

5.)

therefore)

B,, =

1,2,...),

(n=0,

.4,,=%fo'f(x)sinx,,xdx

257L:

g(x)s1n

(2n +

7.,,x dx

(15.6)
(n=0l2...) 9

=-\342\200\2244j\342\200\224J\342\200\230lg(x)sin7\\\"xdx

(1 5.4)].

[see

Thus, the solution of our problem is given by

and B,, are determined from (15.6),i.e.,the vibrational
of separate
harmonic vibrations)
superposition
(A,, cos

u,,

aA,,t + B,,sin a7.,,t)

formula
motion

sin

(15.5), where A,,)

of the rod is a

(15.7)

Aux,

or
u,,

H,, sin

(aA,,t +

a,,)sin Aux,

where

H,, =

\342\200\224\342\200\224

x/A3

B},

sin a:,, =

cos

a.,,

F:\302\273

The amplitude

which

depends

As for

t.

time

of the

vibrational

motion

H,,|sinA,,x|

described

H,, sin

on the position x of
the frequency, it is given

is

|.)
the

only

by (15.7)

cross

section,

and not on the

by)

_(2n+l)a1r_(2n+l)1t

E)

a),,=a7\\,,\342\200\224-p\342\200\224\342\200\224\342\200\224\342\200\224\302\247I\342\200\224\342\200\224
P9)

and

hence

the period is

T\" =

2;: =
a),,

In
n =

case of a
0; it has amplitude)
the

vibrating

41
(2n +
rod,

l)a
the

A0 sin

41

2n + l J1

fundamental

TEX)
21:))

E)

mode is

obtained for

280

\342\200\230rm:
BIGENFUNCTION

METHOD

AND

APPLICATIONS

rrs

9)
cum\302\273.

frequency)

and

period)

\342\200\230l'o=4lJ%\302\260)

Therefore,

to a node at

(x =

as

mode corresponds
the fundamental
and
an
at
the
free end (x = I),
antinode
0),

II]]]]I|l|lll||Jl||||||lIl||ll

II

I I

IJ

x=O

the

end
\357\254\201xed

in Fig. 50.)

shown

ll
x=l)

l\357\254\201oUne50)

Next,

x =

0 and

of a

Vibrations

Forced

I6.

the case where the rod is suspended

force is the force of gravity,
i.e.,)

we consider
the

Rod)

perturbing

F (x.

where F(x, t)
is the

is the

force per

due to

acceleration

unit

gravity.

end

t) = 93.)
this

the density

p is

volume,

In

the

from

the equation

case,

of

the

rod,

and

for the vibrations

takes the form

azu

33a

0257
-372\342\200\231

[see (l4.3)], again

conditions

to the

subject

(14.5).

+ g

boundary conditions

(14.4)and

t) =

u(x,

:0
\"3

T,,(t)

t) = =
F(x,
\342\200\224\342\200\224

sin

initial

7t,,x,

\302\260\302\260

F,, sin ).,,x,)

\"20

P)

where)
1

gsinxuxdx

F,,

the

We set)

-I\302\260\342\200\224\342\200\224\342\200\224\342\200\224-\342\200\224\342\200\224=3g-

J;

sin? 7t,,x

dx))

A\

(n=0,l,2,...).)

(16.2)

16

sec.

the series

Substituting

the

(16.2) in

and

(16.1)

AND rrs APPLICATIONS

terms to

all the

transposing

28|)

obtain)

we

left,

METHOD

EIGENFUNCTION

THE

\342\200\224

[V18)
It) o) (T;

a2)\\,2,T,,

sin

= 0,

lax

11)

whence)

(n=0,l,2,...).)

T;+a27\\,2,T,,\342\200\224l2\342\200\224f-=0

The solution
T,,

of this

= A,,

has

the form)

B,, sin

aA,,t +

equation

cos

aA,,t

2g

(n

0,1,

2,. .

.).)

la2A,3,)

To

satisfy

(14.5), we require that)

the conditions

u(x, 0) =

x..x =

sin

12(0)

f(x).)

n=-0)

0) =

0u(x,
at)

of the

A calculation

system {sin Aux}

Fourier

coef\357\254\201cients of

= A.

T,\342\200\231,(0)
B,,aA,,

so

to the

respect

sin x..x ax.)

%
,\342\200\224f,g7,_

fo'f<x>

g(x)

B,,

we

with

7\\,,x dx

sin

that)

2
.
A,, = 7 f(x) sin
[0

Therefore,

and g(x)

f(x)

gives)

mo)

[cf. (15.6)],

= g(x).)

sin A,,x
T,\342\200\231,(O)
S\342\200\230
n=-0)

g)

)\\,,x dx

g(x) s1nA,,xdx

ml;

(n

0,1,2,...).)

have)

u(x,

1) =

Z (A,, cos a).,,t +

B,,

sin

aA,,t) sin

Aux

n=0)

0)

_ ;g_
la?
The
giving

reader

will recognize at

the solution

cosa7\\,,t

once that

sin

\302\260\302\260

A,,x

1;\342\200\231;

the

of the problem of the

\357\254\201rst
sum

free

sin

E
on the

vibrations

7\\,,x.
A},)

Ia3n=0

right is the function

of a

rod with

the

same))

ml; nromruncnon

282
conditions

the second and

Hence,

(14.5).

due to the

AND 113 APPLICATIONS

METHOD

terms

third

CHAP.

9)

the corrections

give

of gravity.)

force

of a Rectangular Membrane)

I7. Vibrations

we mean an elastic\357\254\201lm
by a closed plane curve.
supported
is at rest, all its points lie in one plane, which we take
to be the xy-plane.
If the membrane is displaced from
its equilibrium
it begins to vibrate. We
consider
released,
position and then
only small
vibrations of the membrane, assuming
that
the area of the membrane does
not
to
and that each of its points vibrates in a direction
change
perpendicular
the xy-plane. Let u(x,y, t) denote
the displacement
at time t of the point
from its equilibrium position. Then, by a derivation
(x, y) of the membrane
similar to that made in the case of the string,
one \357\254\201nds
that
the equation for
the free vibrations
of the membrane
has the form)
By a

membrane,

membrane

the

When

87-1:

3314

8324

C2

-875

while the equation for

forced vibrations

8114=

and

F(x,

solution

the

of

the

in

area

time

any

of the
u(x.y.

initial

surface density,
membrane.
9 is its

membrane,

on the

membrane can be posedas follows:

the
(17.1)or (17.2),i.e.,\357\254\201nd
displacement

boundary
(\357\254\201xed)

the

y, t)

To)

acting

Find

of the

condition)

(17.3)

membrane, and the

0) =f(x.

initial

conditions

(17-4))

y)

of the membrane) and

displacement
Bu

to the

t, subject
14 =

(specifying

is

vibrating

of equation

points of the membrane at

met on the

membrane
F(x,

is the forceper unit

The problem
the

3311

0311

the tension

T is

T/p,

y, t)

of the

C2

W
where c2 =

W):

, 0

(17.5))

g(x.y)

-\342\200\224\342\200\230\342\200\224\342\200\231g-31-\342\200\231

(specifying the
We

of a

now
rectangle

initial

study

of the

velocities

the case

R:

considered

s x

points of the

of the free vibrations

< a, 0 < y

<

b.

of

membrane).
a membrane

The problem

differs

in the
from

shape
the

on three rather
that the function
u depends
problem
than
two variables.
method
Nevertheless, we again apply the eigenfunction
and begin by looking for particular
solutions
of the form)
in

Part

I in

14

4\342\200\231(x.
J\342\200\231)T(t).

(17-6)))

SEC. 17
which

are

boundary

result

EIGENFIJNCTION

THE

in

AND ITS APPLICATIONS)

METHOD

not identically zero and which

of the rectangle
R. Differentiating
we obtain)
(17.1),
<DT\"

c3

satisfy

the

condition

(17.6)

and

(17.3) on the
the

substituting

T,

so that\342\200\235
+

gig

83;?

T\342\200\235

= -7.3

E5,

\342\200\224-3-L

= const.

Hence

no

-_-

T\342\200\235
+ c27.2T

where, as is easily

(I)

on the boundary
Thus, we

(17.9).

We

the

of

= 0,

(17.8))

(I) satis\357\254\201es
the

the function

seen,

(17.7)

o,

%:\342\200\224\342\200\230f
-21-\342\200\230?

condition

(17.9))

rectangle.

equation
(17.7), with the boundary
look for particular solutions of (17.7)of the

consider

now

A and
\357\254\201x

satisfy the

(17.7)

gives)

condition (17.9)on

the

Substituting

boundary.

form)
(17~l0))

<1\342\200\231(x.
J\342\200\231)
<P(x)\302\242()\342\200\231).

which

condition

(17.10)

in

?\342\200\235\342\200\230l\342\200\231+q\"l\342\200\231\"+7\342\200\2302\342\200\230Pq\342\200\231=

O1-13)

'

'

+ M!\342\200\231
\342\200\230P\342\200\231,
\342\200\230V
- _

'6

_T\"'

k3 = const,)

whence
+ kzcp
<9\342\200\235

where we have

= 0,

tla\342\200\235
+134:

= 0,

(17.11)

written

I3

= A2

\342\200\224
k3.

(17.12))

12 The fact that this constant

should not be chosen
to be positive is clear just from the
the
fact that otherwise the coe\357\254\202icient
of Tin equation (17.8) would
be negative, so that
solution of (17.8) would not be periodic,
not have
i.e., contrary to experience,we would

vibrations.
13If the constant were

positive,

we could

not satisfy

the boundary

condition.))

ms

284

METHOD
BIGENI-\342\200\230UNCTION

of (17.11),we

For the solutions

= C1

<p(x)
where

cos kx

\357\254\201nd

sin

C2

kx,

v.Iz(x)

C3, and C4 are constants.

C1, C2,

CHAP. 9

APPLICATIONS

rrs

AND

C3 cos

The

C4 sin

ly

ly,)

condition

boundary

implies

that)

9(0) =

9(0)

0.

W?)

\302\242(0)

= 0.

and hence)

C2sinka= C4SiI'llb=0,)

C1-'= C3=0,

so

ka

that

and

we

= mt, where m and

= m11:,lb

are

Setting C2

integers.

= C4 =

writing)

\357\254\201nd)

<p,,,(x)

sin k,,,x

-ttmx

sin
-\342\200\224a\342\200\224\302\273)

do not

(We
functions

(17.12),

<p,,,

sin l,,x

sin)

if

a constant

to within
\302\253[2,,
-)

A =

A,,,,,

we obtain

the

boundary

condition:)

Vk,3,,

1,3,

Therefore, the

1: 1/(m3/a2)

sin

<p...<x>4\302\273.<y>

A,,,,, cos

(17.13))

(n3/b\357\254\201,

(17.7) satisfying

the

sin

\342\200\231-?\342\200\224';3\342\200\230#-)

1 =

every
c)\\,,,,,t

of equation

solutions

solve equation (17.8)for

T,,,,,(t)

u,,,,,(x,

particular

following

<I>...<x.y) =
We now

values of m and n, since they give the same

factor.) According to (17.10)and

consider-negative
and

n= 1,2,...)

l,2,...;

(m=
=

v.|\302\273,,(y)

).,,,,,; the result is

B,,,,, sin

cA,,,,,t.

functions

y, t)

(A,,,,,

cos

cA,,,,,t

+ B,,,,, sin

cA,,,,,t)sin

sin

13-)\342\200\2307%!)
07\302\26014))

(m=l,2,...;n=l,2,...)
are

particular

solutions

of (17.1) satisfying

the

boundary

condition

(17.3).))

SEC.17

AND ITS APPLICATIONS)

of equation(17.1)satisfying

the solution

obtain

To

we

METHOD

EIGENFUNCTION

THE

initial

the

conditions,

set)

\342\200\234(xi
ya 0

lumn(xs

Z
m.

and

ya t)

n=)

'

c).,,,,,t +

cos

(A,,,,,

B,,,,,sin

sin

c)\\,,,,,t)

sin

(17.15)

121.
E-2-\342\200\231-x

that)

require

u(x.y.o)

A...sin\342\200\231i\342\200\231;\342\200\231,1sin\342\200\231%\342\200\231
=f(x.y).)

m. n= 1

y. 0)

0u(x.

at
\302\260\302\260

[ m, 2n=l

Assuming
with

sin

B,,,,,c)\\,,,,,

that f

respect

Ch. 7, Sec.4,

sin c7.,,,,,t +

(\342\200\224
A,,,,,cA,,,,,

.
sin

2-cmx

.
sin

-itny

-\342\200\224a\342\200\224
\342\200\224b\342\200\
t=0

sin)
7i\342\200\231?

(x, y) and g(x,y)

to the
we

cos c7.,,,,,t)
B,,,,,c7i,,,,,

in double

be expanded

can

system {sin (-itmx/a) sin

and

(nny/b)}

using

Fourier series
the results of

obtain)

A,,,,,

35 LJ

f(x, y)

.
sin

7%

sin

'3?

dx dy

(17.16)

and

B,,,,,c).,,,,,

35 LJg(x,

.
.
dx dy,
y) sin 71? sin \342\200\234-22

01-14)

B,,,,, =

Thus, the solution of our

and B,,,,, are calculated by

sin
sin
LJg(x, y) 73'?
problem

using

dx

dy.

7-5%)-\342\200\231

is given by the series (17.15),where

formulas
(17.16) and (17.17).)

(17.17))

A,,,,,

series in a rectangle of the

Sec. 4, we expanded functions in double Fourier
< x < I, \342\200\224h
< y < h. If instead, we want to expand a function
f (x, y) in a recof the form 0 < x < a, 0 < y < b, with respect to the system {sin (nmx/a) sin (itny/b)},
tangle
in the variable x and then in
this can be done by making
the odd extensionof f (x, y), \357\254\201rst
take the form (17.16).))
the variable
Then, the formulas for the Fourier coe\357\254\201icients
y.
14

form

In Ch. 7,

-I

ml: moannmcnon

286

The

a),,,,,

c)\\,,,,,

of

vibrations

the

9)

rectangular

form)

the corresponding

with

(17.14)],

21:

(m =1, 2, . . .;

+ (n3/bl)

1tc\\/(m27a:2)

[see(17.13)and

CHAP.

APPLICATIONS

characteristic

of the

frequencies

membrane have the

AND us

METHOD

=1,

2,. .

.),

periods)

2
(m\342\200\224l,2,...,n\342\200\224l,2,...).

1m\342\200\224mmn\342\200\224cv

is an important difference betweenthe case of the vibrating membrane

characteristic
of the vibrating
string: In the case of a string,
every
to
its
own
whereas in the case
frequency corresponds
con\357\254\201guration of nodes,
of a membrane,
the same characteristic
frequency can correspondto several
of nodal
lines (i.e., lines or curveswhich
remain
\357\254\201xed
con\357\254\201gurations
during
the course of the motion).
We
illustrate
this situation, using the particularly
case of a square
simple
where
of vibration
we set a = b = 1. Then,
the
membrane,
frequencies
There

and

that

are)

co,,,,,

can

write)

H,,,,, sin

(o),,,,,t

of (17.14), we

instead

and

u,,,,, =

c}.,,,,,

1:c\\/ m2

a,,,,,) sin

rtmx sin

n3

-n:ny,)

where

H,,,,, =
sin

the

For

fundamental

from
m

which
1, n

= H11

all)

1, we

have

sin rcx sin

-try,)

modes

two

= H12 sin

an = H2,
the

(\302\253out+

w=\302\242o12=m,1=1tc\\/3

to the

a1,

of which
\357\254\201rst

x = }.

sin

it is clear that there are no nodal lines at all. Next, we set

= 2 or m = 2, n = 1. Then, the same frequency)
~

corresponds

i.e., for m = n
an = -:tc\\/2,)

mode,

u\"

cos a.,,,,,=

o:,,,,,

Moreover,

has the
the

sin

(wt
(wt

+ an)
+

-nx

sin

an) sin 21tx sin

nodal line y =

frequency

sin

(0 also

and
\302\247

the

21ty,
-try,)

second

corresponds to the

the nodal line

\342\200\23
\342\200\234compoun

me sroanmmcnou

SEC. 17

mode
an

um +
= :12, =

an,

an +

H12 sin

form a
sin

21tx

for

sin

equation

21cxsin -try

= H2, we

H1,

(17.18)

obtain)

2 sin

nx sin

(cos -rcx
\342\200\230my

+ cos

-ny)

0,)

nodal line

gives the

x+y
Similarly,

writing

-try

which

+ H2, sin

sin 2'.-ry
\342\200\230ttx

sin

the

satisfying

nodal line. In particular,

rcx sin 21ty

In fact,

line.

nodal

new

sin 21:y + H3, sin 21cxsin -try),

sin \342\200\230ltx

sin o)t(H12

that the points

it follows

whence

287

APPLICATIONS

we obtain

simplicity,

uzl

leads to

in general

which

0 for

AND ns

METHOD

for H1,

\357\254\201nd
the

we
\342\200\224H,,,

1.

line

nodal

\342\200\224
= 0.)
y

tone
if we vary the coe\357\254\202icients H1,
and H21 in the \342\200\234compound\342\200\235
number
in\357\254\201nite
an
new
leads
to
nodal
+
lines, i.e.,
u21, equation (17.18)
an
In Fig. 5l(a), we show)
of nodal lines can correspondto a given
frequency.
co = new/3-.)
the simple
nodal lines just found
for the frequency
Thus,

\342\200\231
\\\342\200\230

(o)

/I

\\\\

lb)

1!

\"'**\"

//\\

ll

(c)

\342\200\230sa\342\200\231
\\

Frounuzsl)

If we

set m

= 2, n

2, we

obtain
=

(on
corresponding

In

this

case, the

frequency

1cc\\/'8-,

unique mode

to the
142;

the

H22 sin

(cont + 0:22)sin 21cxsin 21:y.)

nodal line is the

locus

of the

points

in

the

plane

for

which))

288

AND 11'sAPPLICATIONS

mrmon

\342\200\230run
moauwncrrou

= 1-[seeFig.5l(b)].
to
simplest nodallinescorresponding
x =

either

} or y

CRAP.

51(c), we show the

in Fig.

Finally,

9)

the frequency)

(!)=C013=-\342\200\231(031=1CC\342\200\231\\/.17)..)

I8.

Next,

as

membrane of radius

coordinatesin

the

equation

the

convenience, we
the center of the

For

1.

choosing

xy-plane,

The change

origin.

x=
transforms

Circular Membrane)

a circular

consider

we

introduce polar
membrane

of a

Vibrations

Radial

of variables)
y=

rcos0,

rsin\357\254\202)

(17.1) into)

0114=

1 Eu

0114

8324
03-\342\200\230)

757
5:\342\200\230:
am)\342\200\231
\302\260\342\200\231(\342\200\230a7z
and

equation

(17.2) into

8114_

1 Ba

8314

8114

2972\342\200\234
\302\260\342\200\231(7a7+7'\303\251;+7z'a'o3)

0, t)

F(r,

(\342\200\2303-2))
-7-\342\200\230

of a circular membrane,
discuss only the case of free vibrations
\357\254\201rst
that
the initial
described
by equation (18.1), assuming
velocities
of the points of the membrane are
displacements and initial
of the angle 0.
Then, it is clear that at any time t, the displaceindependent
ment is also independent
In this case, the vibraof 0, so that u = u(r, t).
We

i.e., the

shall

case

tions are saidto be radial,

and

(18.1) reduces

equation

to)

(18.3)

rar\342\200\231)
Dr\342\200\231
8t2\342\200\224
\302\247\357\254\202_cz(?_\342\200\231_\342\200\234
12'!)

The

boundary

condition has the

form

u(I,

and the initial

conditions

have

t) =

(18.4)

0,

the form
=

f(r)9)

so).

\342\200\234(rs

(18.5))

-\"\342\200\234\342\200\230T';\"-\342\200\231

Following our previous method, we look for

of the

form)

14(r. t)

= R(r)T(t).))

solutions

of equation

(18.3)

ml: aromruucnou

sec. 18

satisfy the condition

substituting the result in (18.3),

(18.4).

which

AND rrs APPLICATIONS

mrmon

this

Differentiating

expression

289)

and

we obtain)

= 82
RT\342\200\235

(R\":r

%R'T).)

whence

R\342\200\235
+ (1/r)R\342\200\231 T\342\200\235
=
= \342\200\224)\\2
= const,
-\342\200\224\342\200\224-R\342\200\224-\342\200\224
\342\200\230Eff,

so that
R\342\200\235
+

%R'

Equation (18.6)is the

the general

has
=

Sec. 6).

Ch. 8,
96 0.

Then,

u.

is unbounded
at r = 0, we must set C; = 0.
different from R -=- 0, we have to assume that
from the boundary condition (18.4)that)

follows

it

be a

A1 must

index

a solution

= 0,

Jo(7J)

i.e.,

with

Bessel\342\200\231s
equation,

solution)

Since Yo()\\r)

Moreover,to obtain
C1

(18.7))

4' C2 Yo(7\\\

R0\342\200\230)C1Jo(7\\'')

(see

of

form

parametric

0 (seeCh.8, Sec.11),and

(18.6)

= 0.

T\342\200\235
+ c3x2T

p =

= o,

+ me

zero of the

function

C1 =

Setting

Jo(p.).

1, we obtain

_
A, _ b,I

R,,(r) = J.,(x,,r)=
where

31,,

For A

= 1,1
=

is the

1,, equation
= A,,

T,,(t)
we

Thus,

u,,(r, t)
satisfying

have

=
the

cos

cos

cA,,t

cA,,t +

boundary

(n

B,, sin

condition

t) =

n=-1))

(A,,

cos

. . .),

(18.8))

1,2, . . .).
of (18.3) of the form
(n =

c7.,,t

solutions

(n

cA,,t)Jo(A,,r)

1, 2,.

. .),

(18.9))

(18.4).

To \357\254\201nd
a solution
of (18.3) satisfying
and the initial conditi_o_ns (18.5), we write)
u(r,

1, 2,

solution)

B,, sin

particular

function Jo(p.).

(18.7) has the

found
\357\254\201nally

(A,,

of the

zero

nth

Jo

both

c7.,,t +

the boundary

B,, sin

cA,,t)Jo(A,,r),

condition (18.4)

(18.10))

nroanwncrron

290

um

and

require

AND ms APPLICATIONS

METHOD

9)
emu\302\273.

that

ucr. 0)

f(r).)

S144\302\273:-7o(7~n\")

sin
(\342\200\224A,,cA,,

[ S:

3-14%\302\273

+
c7\302\273,,t

B,,c71,, cos

c)\\,,t)Jo()\\,,r)L=o)

so).)

31311071..-7o(7\\n\")

A calculation

of the Fourier coe\357\254\201cients of

f (r)

system {Jo(71,,r)}gives (see Ch. 8, Sec.24))

=

An

with

to the

respect

41'.)
'.'f('\342\200\230)Jo(7~n'')
J:
,\342\200\224;J\342\200\224%2(-\302\2435

(18.11)

31.07\302\273.

and g(r)

W)

Io

4?.
'\342\200\2318('')Jo(7~n')

O1\342\200\230

3,,

.\342\200\224..-

Thus, the solution of our

coe\357\254\202icientsA,,

The separate
vibrational

B, are

and

vibrations

of the

(18.12))

the
the series (18.10),where
(18.11) and (18.12).
(18.9) which make up the complicated

formulas

the

membrane, can

u,,(r, t)

dr.

is given by

problem

determined from

harmonic

motion

rg(r).I.,(x,.r)

-0-[\357\254\201g-(E)[0

= H, sin (cA,,t

be representedin the
+

form)

a1,,)Jo(7\\,,r),

where)

H, =
and

the

=-ff.

amplitude

frequencies of the membrane

characteristic

= cl,

0),,

The

cosa1,, =

+ 3,3\342\200\230,
sinoc,,
1/A\342\200\230\342\200\234\342\200\234g

of vibration

of the nth

-32.
U)

are)

=
cg\342\200\231?-)

mode

is

H..|Jo(>~..r)|.

and depends only

on

r.

The nodal lines

Jo(71,,r)=J(&;-r)

[see(18.8)].If

1, there

are obtainedfrom

= o

are no nodal

the

equation)

(0 < r <1))
lines. If n

2, a

nodal line

is))

19

sec.

for r

obtained

r =

METHOD
EIGENI-\342\200\230UNCTION

THE

p.21/[J.3,

3, nodal lines are obtained

52, we show the nodal lines

if

p.11/uz,

In

etc.

Fig.

n =

/\\

a membrane

sections

of

2, 3.)

I9. Vibrations of a
In

the

general
of radius

membrane

beginning

(see

whose

with

the initial

29!)

r =

p.11/p.3,

corresponding)

\342\200\224

--

52)

are

vibrations

described

by (18.9),

for

Circular Membrane (GeneralCase))

18), with

the

vibrations

of a

circular

condition

boundary

= 0,

u(l, 0, t)
and

-.

case, the problem of the free

I reduces to solving the equation)

of Sec.

for
and

\342\200\230 1;

X13\"

Fromm

l,

an

\342\200\224\302\247

\\::\302\2421J/

AND rrs APPLICATIONS

(19.2)

conditions)
u(r, 0. 0) = f (r.0).)
=

g(r, 9).

\302\2471\342\200\230\342\200\224(%\302\260\342\200\224)

We look for

particular

solutions
u(r,

which
(19.2).

are not

identically

Substituting

zero

0, t)
and

in the

<D(r,

which

this expression in
324)

=
\342\200\230W\342\200\231

\"(7>7i'+

form of a product
0)T(t),)

satisfy the

(19.1),

we

8(1)

(19.3))

boundary

obtain

1
T)

+7279\342\200\230:))
78\342\200\224r
82\302\242)

condition

ms

292

so

METHOD

EIGENFUNCTION

AND

CHAP.

APPLICATIONS

rrs

9)

that15)
182(1)

18(1)

82(1)

\"8r_=+7'87+r'i'\303\251'62

T\302\273)

= _

__

7. 2

const.)

16

CZT

(D

Therefore

18(1)

82(1)

182(1))=

W + 7 3;

:3

307

= 0,

T\342\200\235
+ c2)t2T

where to satisfy

the

Thus, we

at a

arrive

are

not
(19.7)

stituting

identically zero and

in (19.4) gives)
R\"F +

for equation
of (19.4)

solutions

particular

which

satisfy

form)

(19.7))
the

+ 7.2RF

%_R\342\200\231F+
$RF\"

To

(19.4).

of the

= R(r)F(0),

(I)(r, 0)
which

(19.6))

boundary value problem

problem, we look for

that

= 0.

(1)(I, 0)

solve this

(19.5)

(19.2), we must require

condition

boundary

(19.4))

\342\200\224xz<1>,

condition

(19.6).

Sub-

= 0,

\342\200\224R\342\200\235+(lmR\342\200\231+A2R\342\200\224F\342\200\235\342\200\224
_ v2 _
\342\200\224
\342\200\224
const.\342\200\234
.
-I-5

(1/r2)R

we have

Therefore,

r2R\342\200\235
+ rR\342\200\231
+ (7.2r2

\342\200\224

v2)R

= 0,

F\342\200\235
+ v2F = 0.

Equation

change
function
v

must

has solutions
of the fonn cos v0 and sin v0. Since if we
(19.9)
0 by 21:, we come back to the same point of the membrane, the
have
u, and hence (I)and F, must
period 21:. Therefore, the number
be an integer, i.e.,)

v=n,
and

(19.8)

(19.9))

the

solutions

of (19.9)
cos

n6,

(n=O,l,2,...),

are\342\200\235)

sin n6,

(n =

0, 1,2,. . .).

(19.10))

take the constant to be negative, since otherwisethe function T would not turn
periodic, and we would not have vibrations, contrary to what actually happens.
16 The constant
is taken to be negative,
since in a problem like this, the function F(0)
must
be periodic [see (19.9)et seq.].
17 For v =
0, equation
(19.9) has another solution of the form C0, which can be dissince it is not periodic.))
carded,
15 We

out to be

19

sec.

EIGENFUNCTION

1-115

values of

negative
factor.)

(The

Thus, equation (19.8) takes the

r3R\" +
This

to

functions,

293)

constant

within

- n1)R =
of

form

0.)

Bessel\342\200\231s
equation,

with

integral

has

and

n,

AND rrs APPLICATIONS

form)

rR\342\200\231
+ (Pr?

is the parametric
the general solution)

equation

index

same

the

give

METHOD

= c,.I,,(xr)

no)

+ C, Y,,()\\r).)

must be bounded,we are compelled

to set C, = 0, because
r->0 (see Ch. 8, Sec.6). If we put C1 = 1, then by the
condition (19.6))

the solution

Since

co as

Y,,(Ar)->

boundary

R0) = J..(7J)'=0.)
M =

i.e.,

p. must be

We now

a zero

of

the

function

J,,(p.).

write)

= J.)
R... = J.(.x....r>
where

mth positive zero (in order of increasing size) of the function

the boundary value problemfor equation
(19.4), subject to the
condition
has
the
eigenvalues 7.,,,,, [see (19.11)], and the
(19.6),

is the

y.,,,,,

Then,

J,,(u.).
boundary

(19.7),

[sec

eigenfunctions

<1>,,,,,(r,

0)

J,,(71,,,,,r)

= J..(7~.....r)
9)
\342\200\230D3\302\247..(r.
For

A =

7.,,,,,,

we

Therefore,

boundary
u,,,,,(r,

(19.10), (19.11)])
cos

n0,

Sin \"9)

(19.5)

equation

T,,,,, =

the

n=0,1,2,...),)

l,2,...;

(m=

(19.11)
I)

A,,,,,

gives
cos

have the following

conditions (19.2):)
0, t)

0, t)
u,\342\200\230,\",,,(r,

c7.,,,,,t +

cA,,,,,t.)

solutions

particular

= (A,,,,,cos c7.,,,,,t
(m =1,2,...;n

B,,,,,sin

of (19.1),

B,,,,, sin c7.,,,,,t)J,,(7.,,,,,r)

n8

=0,1,2,...),)
+

sin c7.,,,,,t)J,,(7.,,,,,r)
cos c7.,,,,,t
(A,\342\200\230}\342\200\230,,,
B,\342\200\230,\",,,

(m = l,2,...;

cos

satisfying

l,2,...).))

sin n0

294

AND rm APPLICATIONS)

\342\200\230rm:
METHOD
EIGENI-\342\200\230UNCTION

To obtain a solution of equation

series
conditions (19.3), we form

which

(19.1)

also

A]

1.. .1n.1ary

satis\357\254\201r;
the

the

u(r, 0, t)

c).,,,,,t +

cos

[(A,,,,,

B,,,,,sin c7.,,,,,t)cos

n=0m==l

+
and

require
0,

u(r,
=

(19.12))

sin

sin c71,,,,,t)
cos cA,,,,,t + B,\342\200\230,'\342\200\230,,,
(A,\342\200\230}\342\200\230,,,

J_

J,,{'rt,,,,,r)

that)

0))

S:

S: (A,,,,,cos n0

= f

sin n6)J,,(71,,,,,r)
A:\342\200\230,,,

(r, 6),)

n=0m=l)

0,

6u(r,

O))

at
\302\260\342\200\230\342\200\231
\342\200\230'\302\260

sin
[(\342\200\224A,,,,,cA,,,,,

Z Z
{ n=0m=l)

S: S:

c7.,,,,,t

sin
(-A,\342\200\230f,,,c71,,,,,

cos c7.,,,,,t)
B,\342\200\231,\",,,c71,,,,,

cos

(B,,,,,c7.,,,,,

cos

B,,,,,c71,,,,,

cA,,,,,t) cos

n0

( 19.13 )

c}.,,,,,t)

sin

n0]J,,(71,,,,,r)}:=o)

n0

n=0m=l)
= g(r,

sin n0)J,,(}.,,,,,r)
+B,\342\200\231,\",,,c}.,,,,,

To \357\254\201nd
the coe\357\254\202icientsi11 these

0).)

we now argue

expansions,

as follows:

Let)

0) =

}(r,

30

[f,,(r) cos n0

sin n0],
+ f ,\342\200\230f(r)

(19.14))

where

fo(r) *=
f,,(r) =11:

_\"\"

6) de.)
51,; I_\342\200\231;f<r.

e) cos

f(r,

n0 d0,

(19.15)
(n =

f(r,

f,\342\200\231f(r)
11:

i.e.,
respect

we expand
to the

the function
variable 0.

0) sin n0

f (r,
We

0)

then

series with respect

in Fourier
,\342\200\230\302\247\342\200\230(r)

f..(r)

\"2

C.

in

1,2,...)

d0)

expand

to the

trigonometric

Fourier

each of the
system

.<x....r>. 1:10) =

functions

{J,,(A,.,,,r)}.

c,:\"..J.o...r>.))

\"21

The

series
f,(r)

result

with

and
is)

' us. 19

me

AND rrs APPLICATIONS

METHOD

EIGENFUNCTION

295)

where)

c;m:=:\357\254\2015Zj%;;;yL:Ua0%LmhmW)dh

(19.16)

9) =

f (r,

Comparing
(19.16), we

this

gives)

S S: (C,,,,,

n0 +

cos

sin n0)J,,(}.,,,,,r).)
C,\342\200\231,\",,,

n=0m=1)

(19.13), and

formulas

of the
\357\254\201rst

the

with

dr.)
rf.*:\342\200\230<r>J,.(x.....r>

Jo

(19.16) in (19.14)

Substituting

c:::.. =

(19.15)

using

and

obtain)

co...

40\302\273:

dr

rm.

9)-7o(7~om\")
[0
,7,\342\200\224,,\342\200\224Q;M_\342\200\224,

do.)

\342\200\231tm:=\342\200\230C%m

dr

If (r, 0) cosn0J,,(A,,,,,r)

J:

Io,

d0

(19.17))

(n=1,2,...;m=l,2,...),

same way,

1,2,...;

\342\200\224

=1,2,...).)

d0

\357\254\201nd
that

we

Bom\342\202\2547~om

B,,,,, clam

rf(r, e) sin neJ,,(x,,,,,r)

[0
L
1-d\342\200\224,.,,\342\200\224H(Tn;)
dr

(n =

In just the

d7

L\"

'80\342\200\230.
9)-7o(7~om\")

dr

7tI2J%+1(1\"nm)\342\200\230[0

rg(r,

1'\342\200\230

9) cos

d9.)

n0J,,(A,,,,,r)d6)
(19.18))

(n=l,2,...;m=1,2,...),

tr

l\357\254\201zdkm,==;gZEE:GZ;5J;\302\242bw[mrg030)su1n0[4XMg)aM

(n=1,2,...;m=1,2,...).)

Thus, the solution of

the
is given by the series (19.12),where
from formulas (19.17) and (19.18).
to the simple
are
a great variety of nodal lines
There
corresponding
vibration
and
Which
make
the
harmonic vibrations
up
complex
u,,,,,
ufm.
the nodal
lines shown in
For example, for um, uoz, and um, one \357\254\201nds
(19. 12).
lines shown in Fig. 53.))
the nodal
Fig. 52, while for an, un, and an, one\357\254\201nds

coe\357\254\202icientsare

our

determined

problem

296
As

11-13

in the

case of

\357\254\201gurations of

on the

METHOD AND rrs

EIGBNFUNCTION

a rectangular

coe\357\254\202icientsAm,

an

membrane,

B,,,,,,

of different

in\357\254\201nite
set

correspond to the

lines can

nodal

CHAP.

APPLICATIONS

same

frequency

9)

con-

(depending

B,\342\200\230,\",,,).)
A,\342\200\231:',,,,

FIGURE 53)

20.

Flow in

of Heat

Equation

Rod)

a homogeneous cylindrical
rod, whose lateral surface is insulated
medium.
Choose the x-axis along the axis of the rod,
at time t of the cross sectionof the rod
and let u(x, t) denotethe temperature
x and
between
with abscissa x. Let AB be the element of the rod lying
is so small that we can
x + Ax (see Fig. 49). Let At be a time interval which
assume
that
of the cross sectionsat x and x + Ax does not
the temperature
that the amount
It
been
has
established
experimentally
change (in time).
a
rod
at
two
of heat q \357\254\202owing
whose
ends
areheld
constant
temperathrough
the temperatures, to the crosstures is proportionalto the difference
between
sectional
of the rod and to the time interval
area
At, while
q is inversely
of heat
proportional to the length of the rod. Therefore, the amount
the element AB is)
\357\254\202owing
through
Consider
the

from

surrounding

q =

K[u(x

t)

+ Ax,

\342\200\224

u(x,

(0 <

= K6u(x+0Ax,t)

ax

where

K is

a constant of proportionality
called
which the rod is made,and s is

In the limit

through

the cross

Now,

it

can

easily

AQ

be seen

time At

that

< 1),

the thermal conductivity

the cross-sectional area

as Ax -> 0, we obtain the amount of

section at x in the time At:)
_Q(x)

AB receives in the

At

from

material

rod.

t)]s At

Ax

heat Q(x)\357\254\202owing

.9 At.

(20.1))

Kg\342\200\230

the

of heat

amount

of the

of the)

AQ which

the

element

is)

Q06 + Ax)

Q(x))
\342\200\230

-\342\200\230A\342\200\231

=KsAtAx

(20.2)

03u(x

GIAX,

axz))

1)

< 01

< 1).)

SEC. 20

be kept

should

(It

being the same.

AQ

AND ITS APPLICATIONS)

METHOD

opposite to the
AQ can also be
is so small that

direction

in the
\357\254\202ows

temperature
increases.) The quantity
method:
Suppose that the element

AB

of all itsfcrosssectionscan

the temperature

time

given

any

heat

that

mind

in

direction in which the

calculated by another
at

EIGENFUNCTION

THE

be

as

regarded

Then)

cps Ax

[u(x, t

cps Ax

At au(x,

- u(x,

At)

0, At))

ta?

c is the heat capacity and p

material from which
the rod is made.

the

is

where

t)])

< 02

(0

(per

density

(Thus, ps

is the

Ax

< 1),
unit

(20.3))
of the

length)

mass of the

element

AB.)
A

C9

6 u (x,

02 At)

t +

= K

at

pass to the

if we

and

and (20.3) shows that)

of (20.2)

comparison

Bu

0, then

6714)

a2

Ex-29

5;\342\200\231

where a2

= K/cp. In this
in a rod.

we obtain

way,

Ax, t)\342\200\231)

Bx?!

as At\342\200\224>
0, Ax->

limit

+ 0

02u(x

the equation

for heat

\357\254\202ow
(or heat

conduction)

now

We

pose

imposed on the

a variety of problems,corresponding
of the rod.)

2|. Heat Flow

This

boundary

problem

in

a Rod

consists

With

in

Ends Held at

(the endsof the

f (x) is
of Part

rod

are

= 0 and

at x

a given function.
I, and hence all

we

look

u(I,

t)

(10.4), with

= 0

= I),

the

for particular
u(x,

with

the

initial

= f (x).

Equation
(20.4)
considerations

solutions of the
t) =

(21.1)

and

the

present problem.
Thus,

conditions

Zero Temperature)

of equation

solution

the
\357\254\201nding

u(x, 0)

(1.2)

different

conditions)

u(0, t) =

where

to

ends

<D(x)T(t)))

condition
(21.2))

is a

specialcaseof

equation

given there apply to the

form)

nromruucrron

me

298

do not

which

vanish

satisfy the

which

and

identically

CHAP.

APPLICATIONS

this expression in

Substituting

(21.1).

AND us

METHOD

conditions

boundary

gives

(20.4)

= a3<I>
QT\342\200\231

9)

\"T,

whence\342\200\234

%:

= const.)

-7.3

a\342\200\22472'\342\200\224;.

Therefore, we have
= 0,
T\342\200\231
+ a2A3T = 0.

(21.3)
(21.4)

<1)\342\200\235
+ 1.30

The solution

of

is

(21.3)

C1 cos Ax

<I>(x) =

and because of the

condition

d>(I)

assuming
C; = 1, then

Therefore,

If we

set

A,

To

sinx,,x

AI

t) =

0.)

we obtain M =
')

where

1m,

(n

1,2,.

sin\342\200\231-\342\200\230-\342\200\231%

_a=n\342\200\230-w,'
I9
,

A,, sin

n is

an integer.

. .).)

A,, =

(n =

const

1, 2,. ..).)

rrnx

_\342\200\230\302\260\"\"'\342\200\235t
19)

(n=1,2,...))

the boundary
satisfy
particular solutions of (20.4)which
the initial
condition, we form the series)

conditions.

satisfy

0\302\260

u(x,

13

gives)

A,,e-091?.\342\200\230A,,e

u,,(x,

represent

C2 sin

that

functions)

the

Hence,

= 0,

require

7.

(21.4)

1,, equation

T,,(t)

96 0,

C;

= C1

M,

\342\200\230Nil

<I>,,(x)

For A

that

we must

(21.1),
<I>(0)

C2 sin

We

leave it

(see Sec.12).))

to

the

reader

t) =

A,,

to decide

a'3n9n9

'

.2
3\342\200\230
sin\342\200\231-LE\342\200\231-\342\200\230

why

the constant

is chosen to

(215))

be negative

here

me

sec.

21

and

require

Fourier

of the

presence

are

of the

to the

respect

system {sin (nnx/1)}.

coe\357\254\202icients gives)

(n

% f(x)
of

solution

coe\357\254\202icients A,,

f(x).)

1\342\200\231;-\342\200\231f

,,

i.e., the

sin

2.1,,

expandf (x)with

we have to

calculation

299)

that

u(x, o) =
Thus,

AND 113 APPLICATIONS

METHOD

EIGBNFUNCTION

1, 2,.

sin\342\200\231i'l1\342\200\231-\342\200\230ax

our problem is given

from the
determined

series

the

by

(21.6))

..),

(21.5), where the

formulas (21.6).

Becauseof the

factors)

e
it is easy to see that
for any to > 0. The

_a_\342\200\234\342\200\230.~.\342\200\230*1-3.
I9)

(21.5) is

for t 2 to > 0,
uniformly
convergent
for the series obtained by term by term
of times).
number
differentiation of (21.5) with
to x and t (any
respect
term
and
the
term
sum
of
is
the
the
series
Therefore,
continuous,
by
(21.5)
is legitimate (cf. Sec. 10).)
differentiation

Heat

22.

This

boundary

Flow
problem

with

is true

same

in a

ConstantTemperatures)

Rod with Ends Held at

in

consists

of equation

solution

the
\357\254\201nding

the

initial

t) =

A =

const,

u(l,

= B

t)

= const,

the

(22.1)

condition

u(x, 0) = f (x).
We look

(20.4), with

conditions\342\200\235)

u(0,
and

series

the

for a solution

in

the

form

u(x, t)

of a

(22.2)

series

T,,(t) sin

n==l

#7\342\200\230.

(22.3)

where

:r,(z) =
19

The

like

u(x,

z) sin

dx.

these.))

(22.4))

\342\200\234\342\200\224\342\200\231I\342\200\231\342\200\224\342\2

boundary conditions in this problem, and

from those considered previously.

a di\357\254\202erent
form
cases

\302\247

also in
We

the problem of Sec. 23, have

show below how to deal with

THE EIGENFUNCTION

twice, we

by parts

Integrating

METHOD

obtain)

x='

T\"

I3 6u(x, t)

_I_l_I\302\2437_C_,_L)
C0821}

1m

[_

I)

CHAP. 9)

ITS APPLICATIONS

AND

0x

[ nzznz

x=0

sin

-71tnx]x=\342\200\231
x=0)

.. .11.. 12.2-.\342\200\234
sin 1%
1r3n2 0 8x3

Since

u(x, t)

satis\357\254\201es
equation

and the

(20.4)

Q.\342\200\230
sin TE

a21t2n3 o at

n=%u\342\200\224pwm-

have)

m)

I)

to t, we obtain)

with respect

(22.4)

Differentiating

conditions (22.1),we

.__g.._

3.

I)

2 tau . nnx
, _
\342\200\224
7L a\342\200\224ts1n\342\200\224l\342\200\224dx,

Tn
so

that

l
;'n[/1

57'\302\273

- (-1) ,,B]

I2

\302\2475;;5n\342\200\224zT...

or

2\"2
\342\200\234z\342\200\235
2\342\200\2342\"\342\200\235
\342\200\224
=
[A
1\",,
(\342\200\224
l)\"B].

+
1\",\342\200\231,

12

This equation has the

solution)

T,,

To

satisfy

the

(22.5))

12)

= Ane\"

:52.

condition

initial

u(x,

o) =

+ 2

:9

\342\200\224
(\342\200\224l)\"B_)

(22.6))

\357\254\201n

we require

(22.2),

that

=
f(x).
2 T,,(O)sin \342\200\231-\342\200\230ll\342\200\231-\342\200\231f

am!)

A calculation

{sin

(-nznx/1)}

of the

T,,(0)
and

= A,,

coe\357\254\202icients of

respect to

f (x) with

the

system

=
2\302\243\342\200\230_1f:';'._1)\"\302\243

f(x)

sin

dx,

\342\200\231-5%-\342\200\2315

hence
,,

Thus,

Fourier

gives)

the solution

are determined from

.._2

7 [0

f(x)

.
sin

-rcnx

-7-

dx

of our problemis given

the

formulas

- 2A

\342\200\224(\342\200\224l)\"B

(22.7))

\342\200\224\342\200\224n\342\200\224,;-\342\200\224\342\200\22

by

(22.6) and

the series

(22.7).))

(22.3), where the T,,

sec.23

THE EIGENFUNCTION

Flow

Heat

23.

Variable

problem,

to

is required

it

\357\254\201nd
the

u(0. t) = <90).
and

<9

sp

are

T; +

by

same as

is the

q: and

(20.4), with

0) =

(23.1)

\302\253#0)

condition

initial

(23.2))

f(x).

look for a solution in the form of a series (22.3).

of Sec. 22, we \357\254\201nd
for T,,(t) the equation)

again

argument

which

of equation

solution

u(I. t)

and with the

given),

u(x,
We

Speci\357\254\201ed

conditions)

boundary

(where

30l)

Temperatures)

In this
the

at

Ends are

Whose

Rod

in

AND rrs APPLICATIONS

METHOD

T.

\342\200\224
(\342\200\2241>\"\302\242(:>1)
I<9(t)
-2-\342\200\230\302\247\342\200\234,i\342\200\235

\342\200\230#533

formula

we

B have been replaced

that A and

except

(22.5),

this equation,

Solving
cl\302\273.

the

Repeating

obtain)

_a3u9n9,

T,, =

12)

A,,e

(23.3))

+
To

L;

the condition

satisfy

of the Fourier

A calculation

sin {(-nznx/1)}

the

Therefore,

24. Heat

from

the

in

a Rod

Flow

the

coe\357\254\202icients of

then

by the

= .4,

f(x).)

f (x) with

1,\"

problem is given

respect to the system

by

dx.
the

(23.4))
series (22.3), where

(23.3) and (23.4).)

Whose

Ends Exchange

Heat Freely

Medium)

of a body exchanges

the amount

sin

f(x)

formulas

Surrounding

If the surface
given

T,,(0)sin $

of our

solution

T,, is determined

medium,

(-1>\"4\302\273<:>1dz.)

gives)

:r,,(o)

with

312\342\200\230mo

(23.2), we requirethat)

o) =

u(x,

of heat

with

heat

through
\357\254\202owing

a surrounding
an area

gaseous

sin the time At

formula)

= H(u

\342\200\224

uo)s

At,

(24.1)))

is

um

302

nrommncnou

u is

where

rounding

AND rrs APPLICATIONS

METHOD

the temperature of the

and H is a constant

body,

medium

called

CHAP.

uo is the temperature
the emissivity.

In the case of heat \357\254\202ow

in a rod whose lateral
ends exchange heat freely with the surrounding
of (20.1)and (24.1) leads to the boundary
conditions)

whose

H(u
for

x =

0,

x =

1.

Setting

h =

medium,

but

a comparison

\342\200\224=

uo)

K-3-2)

\342\200\224=

uo)

(h >

H/K

-33
x

\342\200\224K%-\342\200\231:)

0), these

assume

that

(24.2)
0.)

uo)L-1

= 0.

uo

::=0

\342\200\224

h(u

become)

= 0,

\342\200\224

h(u

3-3\342\200\230

let us

conditions

110)]

an
First,

surfaceis insulated,

sur-

and)

H(u

for

of the

9)

The

conditions

boundary

then

take the

form)

= 0,

\342\200\224
hu

[\303\251lc

*=\302\260

(24.3)

an

= 0,

-I-a\342\200\224
3\342\200\230
hit]

while

x=l

is

the initial condition

14(x.0) = f (x).
as before.

Following our

equation (20.4)of

the

usual

method,

the

conditions

for particular solutions of

form)

= <P(x)T(t).

u(x. t)
satisfying

(24-4))

we look

(24.3).

Substituting

this

expression

in (20.4)

gives)

= a3<I>\"T,
IDT\342\200\231

whence
<l>\"

T\342\200\231

-7.

(\342\200\230T1,

= const,

(24.5)

so that
<13\"

\342\200\224)x<I>,

= -azu\".
T\342\200\231

<2\342\200\234)))

me

24

sec.

To

the

satisfy

METHOD

BIGBNFUNCTION

conditions

boundary

AND rrs APPLICATIONS

303)

we must obviously

(24.3),

require

that)

= o,
= 0.

\342\200\224

<1>'(o)

h<I>(0)

+ h<I>(l)
<I>\342\200\231(I)

the

this

of A;

instead

problem

thus, instead of the

=
13\302\242

T\342\200\231
+ a3)3T

The solution

of

(24.8)

0,

(24.8)

= 0.

(24.9)

C1 cos Ax

C2 sin

=
C37.\342\200\224
hC,
sin
7.(\342\200\224C1

Ax,

have

we must

(24.7),

by

eigenwrite

can

is
<l>(x) =

and

(24.6),

the

we obtain)

(24.6),

equations

CD\"

for equation

problem

According to Sec.5, all

are positive. Therefore,we

(24.7).

value

boundary

value

boundary

conditions

boundary

values of
2.2

arrived at a

we have

Thus,
with

<2\342\200\234))

+ h(C1

C2 cos N)

M +

0,

C2 sin M)

Al +

cos

0.)

Therefore)

(24.10)

7-.

.7

so that
tan

The positive
is

worth

pointing

section (in
:1

the

= (A2

we can

(24.10),

be the
set C;

<I>,,(x)

For 7.

A,,,

leads

u,,(x,

to the
t)

root

positive

= 1,, C, = h.

\342\200\224-.
1,, cos

solution

the

nth

7.,,x +

our

problem.

It

points of interM and the hyperbola)

of the

abscissas

2/tan

of equation (24.11).
the eigenfunctions
Then,

hsin 7.,,x

of equation

T,,(t)
This

eigenvaluesof

that these roots are the

of the function
pt.
pt).-plane)
out

h\342\200\230)/Ah.

let 1,,

Now,

21h

K-7?)

equation give the

of this

roots

M =

(n =

cos

A,,e-4%\342\200\230?!

A,,x + h

become

l,2,...).

(24.9) is
(n

l, 2,.

following particular solutions of

A,,(7.,,

Accordingto

sin

. .).

(20.4):)

).,,x)e-02?\342\200\230?-I

(n

l, 2,

. . .).))

304

1'm.=.

To

satisfy

S:

CHAP.

(24.4), we form

the initial condition

u(x, t)

)\\,,x +

cos

A,,()\\,,

the

sin

in

9)

series)

7.,,x)e-\342\200\230Wu\342\200\231,

(24.12))

require that)

and

= S: A,,()\\,,

u(x, 0)
A

AND 113 APPLICATIONS

mmron

BIGBNFUNCTION

sin ).,,x) = f(x).)

Fourier coeflicients of the

of the

calculation

the

)\\,,x + h

cos

function

f (x) with

respect to

system\342\200\235)

= {A,, cos

{d>,,(x_)}

A,,x +

1:sin ).,,x}

gives

_
,4 ,, _

dx

f(x)<I>..(x)

fa\342\200\231
.j____)

-_-

(n

1, 2,.

. .).

(24.13)

[0 d>:(x)

dx)

the

Thus,

of our problem

solution

coeflicientsare determined
The integral
The equation)

the

in

from

is given

the

by

series (24.12), where the

(24.13).)

can be calculated

of (24.13)

denominator

(I); +

as

follows:

0
)\342\200\230?n(Dn

implies that
=

A\357\254\201dlf,
-\342\200\224<I>,,<I>;.)

we have)

Therefore,

\342\200\224

<p,,d>,'. 32:6

>.,=,fo\342\200\231<1>:dx

<I>;,2dx.

Io\342\200\231

(24.14)

But

(D, =

).,,cos).,,x+ hsinxnx,

sin ).,,x
111,\342\200\231,
-1,\342\200\231,
which

means

+ In,

cos )\\,,x,

that

Ago: +

of = 13+ hzxg,

(24.15)

hence)

and

xi
20

According

dx
<1\302\273:

to Sec. 4, this

system

<I>;,= dx
fa\342\200\231

is

orthogonal.))

(A2

h\342\200\231).,\342\200\231,)I.)

me

24

sec.

with (24.14),

together

This,

213

(A: +

191:): \342\200\224
[d>,,<I>;,];:.',.

(24.16)

conditions and (24.15)

the boundary

from

follows

it

305

APPLICATIONS

implies

dx
<1>\302\247

other hand,

On the

AND us

METHOD

EIGENFUNCTION

that

2.: +

+ h2<I>\302\247
).f,<I>\302\247

hzx\357\254\201,

or

0%

at both x

= 0 and

= I.

= xi,

(24.17))

writing the

Therefore,

in the

conditions

boundary

form)
\"

0.
[\342\200\230Dn\342\200\230p:'a
h\342\200\230D:2Jx=-o
=

\"' hq\342\200\231;2.]x-=1
0.
[\342\200\230pn\342\200\230p:'a

and using

that
(24.17), we \357\254\201nd
=

1<I>,.<I>:. \342\200\230:1.
-21:13.

this expression in

Substituting

gives

(24.16)

of (24.13), we

instead

Thus,

2h_)

11:):

can write)
cos A,,x +

f(x)(A,,

A\"

(13 +

=
Lz\357\254\201dx

(x3, +

}.,,x) dx

sin

M): + 2h
(n

we

Next,
heat

consider

a medium

with

heat

exchanges

reduced

with

solvedby
u =

function

1, 2,

. . .).

12

substitution)

w,

only on

v(x) depends

the

making

x and

satis\357\254\201es
the

= 0,
12'\342\200\231

with the

boundary

satis\357\254\201es
the

equation

(24.19)

conditions

\342\200\224
[v\342\200\231
h(v

while

(24.13))

the case where the end of the rod at x = 0 exchanges

at the temperature uo, while the end of the rod at x = I
a medium at the temperature ul. This problem
can be

to the problem just

where the

uo)],,.o =

0,

+ h(v
[v\342\200\231

- u1)],,., =

equation)

8w
Bt

.3\302\273
=

32w

a 2 1--,
Bx\342\200\231))

0,

(24.20)

306

METHOD AND 113 APPLICATIONS

\342\200\230ml;
monuruncnou

the boundary

with

9)
cum\302\273.

conditions
= 0,

\342\200\224

hw]
[-8527\342\200\230

x-=-0

= 0

:\342\200\224w
hw] x-=-I

and

condition)

the initial

W(x. 0)
to (24.19),

According

the

= f(x) v =

function

110:)-

v(x) has the

form

+ B,)

Ax

where the constants A and B are determined from the

This
leads
to the system of equations)

conditions(24.20).

A\342\200\224h(B-uo)=0,

A+h(AI+B\342\200\224ll1)--0,)

which can be solvedvery easily.

is of the type discussed above.)

25. Heat Flow

in

an

case of an in\357\254\201nite
there
rod,
to
reduces
a
solution
problem
\357\254\201nding
and

>

0, and

are no boundary
conditions,
of equation (20.4) which
is

we look for

(-00 < x < 00).

= f(x)
solutions

particular

u(x, t) =
Substituting

this

expression

and

the

for
de\357\254\201ned

condition)

satis\357\254\201es
the

u(x,0)
As usual,

value problemfor

In\357\254\201niteRod)

In the

all x

the boundary

Then,

in (20.4)

of the

(25.1)

form

<I>(x)T(t).

gives)

= a3<I> \"T,
QT\342\200\231

whence
<1)\"

-6

T\342\200\231

-13

-5-2-7-.

= const,

(25.2)

so that
<1)\" +

=
73\302\242

0,

T\342\200\231
+ a3A2T = 0.

(25.3))

(25.4)))

sec. 25

mozuruncnou

ms

These

307)

APPLICATIONS

have the solutions

equations

T(t)

C3sin Ax,

).x +

C1 cos

\302\242(x)

C3e-am\342\200\230.

particular solutions can be written

the required

Therefore,

AND ns

METHOD

u(x,

B sin

cos xx +

t; A) = (.4

the

in

form\342\200\235

).x)e-am\342\200\230.)

as values of
regarded
that for discrete
values of A
of
\357\254\201nite
we formed an in\357\254\201nite
series
rod),
and
in
a
we
then
of
chose
the
coe\357\254\202icients
the
series
such
particular solutions,
as
to
obtain
a
initial
In
solution
the
condition.
the
way
satisfying
present
and we set)
case,A varies continuously,
A and

constants

The

B, being

= A0.) and B =
(as in the case of a

t) =

u(x,

t;
I: u(x, A)

If we
to

can

di\357\254\202erentiate

this

equation

Ba

8314

__

\"273

0_t

co

co

Jo

the

To satisfy

initial

u(x, o)
be the

will

This

integral

piecewise
these

Sec. 5), a

and

smooth

With

8u(x,

B()\\) =
[see equations
21 If

(5.5) to

we chose the
increases

oil\342\200\230
as t

limit as t

(25.5))
with respect

willbe a solution

of

32u(x, t;

t; 7.) _

\"2\"\"'a'x2

xx +

t; A)

d)\342\200\230
Bx\342\200\231

d\"

1.))

\342\200\235
0')

that

3(1) sin 2.x):1).= f(x).)

f (x)

can be

integrable

representedas a Fourier

is that f (x) be a
function on the whole x-axis.
for which

assumptions)

A0)

falls

81u(x,

Jo

su\357\254\202icient
condition

absolutely

co

t; 7.)
_ a2
d)\342\200\230

we require
cos

(Am

u(x, t)

d)..
(once

sign

integral

function

the

case if we require that

(see Ch. 7,

sin xx)e-amt

'8:
(\"\342\200\230

condition,

3(1)

have)

at

_
\342\200\230

Ax

then

8u(x,

be

behind the

function

with respect to x),

In fact, we then
(20.4).

twice

and

recalled

will

d}.

cos

(Am

be

can

arbitrary,

B(7.). It

functions

increases,

contrary

cosM

dv,)

(25.6)

00

sin Av
1-: _w f (:2)

dv)

(5.7)of Ch.7].)

constant
would

f(v)

to be positive in (25.2), then the exponential factor which

without
by an exponential factor which increases
to the physical
of the problem.))
meaning
be replaced

METHOD AND

Tl-IE EIGENFUNCTION

For

integral

of the
the

ITS APPLICATIONS

CHAP.

9)

the
can be differentiated behind
(25.5)
A0) and B0), the integral
to x and t. In fact, because
with
respect
sign any number of times
in the integrand
of (25.5) and becauseof
of the factor e-027*\342\200\235!
presence

such

inequalities)

|A(A)l <

dv
,1If; |f(v)|

<

|3(x)|

|f(v)|

1-:

dv

c.

(c =

const),)

obtained
from it by differentiating the
(25.5) and the integrals
with
of
to x and t are uniformly
number
times
integrand
any
respect
>
>
0
is
for
t
0
This follows from the
2
to
convergent
(where to
arbitrary).
the

integral

inequalities

|(A()t) cos

Ax

[(A(7t) cos Ax

B(7t) sin

sin
Bo\302\273)

)tx)|e-am\342\200\230<

2Ce'0\342\200\235*\342\200\235'
< 2Ce'\302\260\342\200\231*\342\200\235*o,)

).x)e\342\200\2300\342\200\235*\342\200\235'])

Hg.

K.

Ax +

cos

31\"\342\200\231)

sin

B(7\\)

2C)\\ne-(2212!

<

2C)\\ne-azlzto,

)tx)e\342\200\2342\342\200\2313']

<

2Ca2\"*A3\"'

e-am\342\200\230
< 2Ca2m).3me-\302\260\"7\\2'o,)

fact that the majorizing functions

on the right are integrable in A
0 to co. Thus, we need only apply Theorems 4 and 3 of Ch. 7, Sec. 6.
It should
that although our argument
be noted
shows
that u(x, t) is a solution
of equation
(20.4), it does not show that)
and

the

from

\"Or. 0

133
However,
Using

this

relation is true and can easilybe proved.

we can rewrite
the solution
of our problem

(25.6),

u(x,

To

further

to change
3> 0

z) =

transform
the

order

co

1-:f0

7t(x

su\357\254\202icientlylarge

dv

dx

co

f_wf(v)

this expression,
of integration.

f(v)

we begin

To show this,

<

L00
v)e-\302\242\342\200\231*2'dA|

I (where

L\342\200\230-t L\342\200\235

cos we \342\200\224
o)e-am:

\342\200\224

Utoocos

for

= f (x)-)

t >

cos x(x

proving

by

we

note

as)

dv.
that

(25.7)
it is

\357\254\201rst
that

e-0\342\200\235\342\200\231~\342\200\230\302\260\"dA
< e

0 is \357\254\201xed).Therefore)
\342\200\224

<

o)e-aw:

ail

possible

for every

|f(v)|

1-\342\200\230:

dv,))

SEC. 25

which it follows
But then)

from

as

the

that

METHOD AND

EIGENFUNCTION

THE

in the

integral

APPLICATIONS)

ITS

side

left-hand

to zero

converges

I\342\200\224>
oo.

dv

cos

11:

A(x

J:\302\260f(v)

0\302\260

lim 1

dx)
v)e-am\342\200\230

dv

7: -co)
l\342\200\224\302\273oo

dl
11:

Here the

(25.7)].

[sec
the

f(v) cos

do
v)e-am\342\200\230

= u(x,

is legitimate,

of integration

order

in

dl)
}.(x \342\200\224
v)e-02*\342\200\235!

cos ).(x -

f(v)

J:

change

fol

t))

because

integral)

f (12)

I:
is uniformly
the

convergent in
is dominated

integrand

u(x, z) =
of (25.7). It

instead

0 <

A for

\342\200\224
dv)
v)e-021\342\200\235!

from the fact that

Ch. 7, Sec. 6).

This follows

I.

<

Theorems 4 and

(v)| (see

|f

by

)(x

2 of

write)

can

we

Thus,

cos

11:

the inner

that

out

turns

cos x(x

dv

f(v)

\342\200\224
dz,
v)e\342\200\224am=

In

be evaluated.

can

integral

(25.8)

fact, set

am/t~=z,
so

A(x\342\200\224v)=y.z

that)

dz
J)\342\200\230-=

\342\200\230L

ax/?)

we have)

Then

no

cos 7x(x -

v)e

with

Differentiation

\342\200\234*1\342\200\235!
dx =

co

e-=2 cos p.z dz

L
a\342\200\224\342\200\230/.\342\200\224t

respect to p. behind the

= \342\200\224e-=2 z
I\342\200\231(p.)
L\342\200\235

this

x\342\200\224v

is legitimate

differentiation

convergent
We

now

in

integral

sign

Z7; I(p.).
gives

sin y.z dz;

because the

resulting

integral

is uniformly

(1..)

integrate

I , (u)

by parts,
.
sm

5 Ir\342\200\234

u.z1,-..

obtaining)

\342\200\224

% If

(25.9))

e-=2 cos

uzdz =

gm\302\273).))

me

3 I0

It follows

that

I(p.)
To

\357\254\201nd
C, we

set p.

= 0.

Ce-it\342\200\235/4.

This

gives)

c =

1(0) =

which, as we know,

an integral

e-3\342\200\235
dz,

Ch.

(see
\302\247\\/-T

equals

1(9)= W5
and

CHAP. 9

APPLICATIONS

rrs

METHOD AND

BIGBNFUNCTION

8, Sec.

8). Therefore)

e-'**\342\200\230\342\200\231'/\342\200\230\342\200\230.

by (25.9))

cos 7.(x \342\200\224

d).
v)e-am\342\200\231

J?

this expression

Substituting

u(x, t)

in (25.8), we

=)

=
515

e-0:3?\342\200\230)
\\/1-:/\342\200\224t

\357\254\201nd)
\357\254\201nally

2a

f(v)e'(L4;'3-9

dv

\302\260)
(2510)

\302\260

f\302\260\302\260
-00
Wt\342\200\230:

the one hand, formula (25.10) shows that

as t increases,
0,
u(x, t) \342\200\224>
the
heat
the rod.
On the other hand, (25.10)
i.e.,
\342\200\234spreadsout\342\200\235
along
\342\200\235
shows
that
the heat is \342\200\234transmitted
In fact,
instantaneously
along the rod.
let the initial
this
be
for
v
and
zero
outside
<
<
temperature
positive
xo
x,
interval.
Then the subsequent distribution
of temperature
is given by the
On

formula)

u(x, t)
which it is

from

large

trarily

that

2171/;
u(x,

t) >

0'0.)
(\3-sag\342\200\230;")

\302\2433

0 for

small

arbitrarily

t >

0 and arbi-

x.)

Heat Flow

26.

clear

in

Circular

Cylinder

Whose

Surface is

Insulated)

of a circularcylinder
of radius
lbe directed along the z-axis,
be insulated
let
the length of the cylinder be in\357\254\201nite).
(or
that the initial temperature distribution
and the boundary
conditions
Suppose
are independent of 2. Then, it can be shown that the equation for heat \357\254\202ow
is)
Let

and

the axis

its ends

let

au.

where

9)

,(a2u

K/cp, K is the conductivity

c is its heat capacity,
and

a3 =

is made,

azu)

of the material from which

the rod
9 its density. Thus, the temperature is))

SEC. 26

EIGENFUNCTION

THE

METHOD

AND ITS APPLICATIONS

I)

of z (a fact which
is of course a consequence of the
assumptions
and
we
are
with a problem in the plane. If
just made),
essentially
dealing
we
to polar coordinates by setting
x = r cos 0, y = r sin 6, then,
go over
instead of equation (26.1),we obtain)
independent

\342\200\224

We

now

heat

0.

\357\254\202ow
equation

that the

further

assume

independent of

Then,

obviously

takes

the form
Bu

T9?=\"

We also assume
rounding

and

initial

u is

'-)

only

are
and t, and the

conditions

boundary

function

of r

(26.2))

3\342\200\231:
7 7'
(6324
8a).)

of the cylinder is insulated

surface

the

that

r3 802

r Br

Br?

at

1E .

191

from

the

aua. o

=)

(26.3))

Br
and
(absence of heat \357\254\202ow),
condition)
the
by

the initial

that

0) =

u(r,
We

look

for particular

solutions of the
u(r,

Substituting

sur-

medium, i.e.,)

this

t) =

in (16.2)

expression

= a2
RT\342\200\231

temperature

distribution

is given

(26.4)

f (r).
form

R(r)T(t).
gives)

(RT

$127).)

whence
R\342\200\235
+ (1/r)R\342\200\231
=

T\342\200\231

-12

'aTT=

_\342\200\224
COnSt,

so that
+

R\"

121: =

\302\24312\342\200\231
T\342\200\231
+ a27.3T

Equation

(26.5)

is the

= 0.

parametric form

p = 0 (seeCh.8, Sec.11). Itsgeneral

=

(26.6))

of Bessel\342\200\231s
equation,

solution

'|'
R0\342\200\230)C1100\342\200\231)

(26.5)

o,

is)

C2 Yo(7\\\\302\253))

with

index

3 I2

\342\200\230run
BIGENFUNCTION

nth positive

the

is

C,

Taking

l, we

= 0-

1604)
M

= 0.

we
r\342\200\224>0,

the boundary

Therefore, 1:.=

Cl-IAP. 9)

have to set C,
condition (26.3) that)

as

co
Yo().r)\342\200\224>

Since

\357\254\201nd
from

AND 113 APPLICATIONS

METHOD

root of the

equation

{,(y.)

We

0.

write)

_Pm

*~-7')

R..(r> =
where
)1 =

p.,,

1,, in

the

).,,I is

nth

for

particular

of the

zero

positive

equation

(26.2), subject
of the
t) =

function

Setting

J(,(p.).

to

the

. . .).

1, 2,

condition

(26.7))

(26.3),

we have

found

form)

l, 2,.

(n
A,,Jo(7.,,r)e-0\342\200\235?\342\200\230-\342\200\234at

. .).

(26.8)

the series)

form

now

(n

A,,e-02*?-I

solutions
u,,(r,

We

1. 2. . - .).

(n =

-70

equation (26.6), we \357\254\201nd

T,,(t)

Thus,

Jo(7~n\")

u(r, t) =

S 1 A,,.Io(7.,,r)e-0\342\200\235~3',

(26.9)

n=
and

the

to satisfy

condition

initial

we require

(26.4),

0) =

u(r,

that

(26.10))

f(r).

21/1n\302\253\342\200\231o(7~n')

A calculation

of the

Fourier

coe\357\254\202icients of

respect to

f (r) with

the

system

{Jo(7\302\273.r)}gives)
2)

A,, =

(secCh.8, Sec.24).

Therefore,

series (26.9), where the

(n =

rf(r)Jo(7\\,.r)dr

Fm

the solution

coef\357\254\201cients A,,

are

of our

(26.11))

1,2,...)

problemis given

by

the

from the formula

determined

(26.11).)
27.

Heat

Flow

Heat

with

This problem

Circular Cylinder Whose

Medium)
Surrounding

in a
the

reduces

to

solving

Surface

(26.2)

equation

Exchanges

with

the

boundary

condition)
+

hu(l,

z) =

@g;\342\200\224\342\200\230)

(27.1)))

sec.27
the previous

with

and

Repeatingthe

of Sec.

argument

we again

and

3 I 3)

condition)

initial

u(r, o)

(26.6),

AND rrs APPLICATIONS

METHOD

\342\200\234rm;
EIGENFUNCTION

= f(r).

(27.2))

26, we again obtain equations

(26.5) and

\357\254\201nd
that)

= Jo(N)-

R(r)

The condition(27.1)gives
= 0

+ hJo()J)

).J(,()J)

or
= 0.)

+ hlJo()J)
)JJ(\342\200\231,(7J)

Therefore, the

number

p.

= 11

must be

a root

of

it-16(9) + hUo(:t) =
We now

the

equation)

0-

(27-3)

write
2.,

R,.<r>

Jo(7~n\")

__

\357\254\201n,
I)

(n =

1..

1. 2. . . .),)

is
the
For
nth positive root of equation
A = 1,,
(27.3).
p.,,
=
and (26.8)
of equation
1,2, . . .), the solution
(n
by (26.7),
(26.6) is given
the condition
We again
givesparticular solutions of (26.2)satisfying
(27.1).
form the series(26.9),
and
that the relation (26.10) be satis\357\254\201ed. A
require
calculation
of the Fourier coe\357\254\202icients of f (r) with respect to the system

where

{Jo(A,,r)}

leads

to the

A \"

formula)
2

+
l2[J6\342\200\231(u..)

(see Ch.

L:tf(r)Jo(A,,r)

dr

(27.4))

the
of equation (26.2), subject to the
solution
Thus,
and (27.2), is given
by the series (26.9), where the coefficients
from
(27.4), and the numbers p.,, are the roots of equation

8, Sec. 24).

conditions

(27.1)

are detennined
(27.3).)
28.

J%(w.)l)

Steady-State

We now assume
of the cylinder, and

Heat Flow

in

that

a constant

that

the

a Circular

Cylinder)

temperature is maintained

distribution

of temperature

on

the surface

is independentof z.))

nroauruncnou

ma

3|-1

after

Then

AND rrs APPLICATIONS

METHOD

at every point of the cylinder,

on t. Thus, instead of equation

or

in

alu

Byz-)

the

1 Ba
7 7,

372

on the

temperature

look

be

0) =

(23.1))

by
speci\357\254\201ed

condition

the

=f(9).

(28-2)

gives)

= o,

+ imp\"

+ imp

MD

o.

R(r)<I>(0).

in (28.1)

expression

of the form

u(r,
this

8114

:5 5.72\342\200\231

boundary

for particular solutions

Substituting

140.0)
and

to

ceases

coordinates

polar

Let

0.

@411\342\200\230-

3x3

is

de\357\254\201nite
temperature

i.e., the function

(26.1), we have)

established
depend

of time,

interval

su\357\254\202iciently long

9)
emu\302\273.

r3)

whence
\342\200\224

%-

\342\200\224g-)5

= -13

= const,

(28.3)

so that
r3R\"

lb\"

The solution of

follows

It

must

0.

Bsin

= A

(28.5)

cos

A0

A0.)

the physical meaning of the problem that the function

21:, and hence A must be an integer. (Incidentally,
would not have been periodicif we had taken the constant

<l>(0)

be positive.)

n, equation

we write)

Thus,
A,,

cos

n0 +

B,

sinn\357\254\201

(28.4) takes the

r3R\"

+ rR'

(n

= O, 1,

\342\200\224
n3R

..).

= 0,

is

direct

R,

2,.

(28.6)

form

a second order linear differential

equation.
r\" and r-\" satisfy
substitution that the functions
fore, for n > 0, the general solution of (28.7)is)
which

(28.4)

period

d>,,(0)=

For A

12(1)

from

have

we note that
in (28.3) to

(28.5)is)
<l>(9.)

113(0)

- HR = 0,

+ rR'

= C,.r\" +

D,,r'\".

(28.7))
It can
this

be

equation.

veri\357\254\201ed
by

There-

(28.8)))

sec. 28

run

Since r-n->

EIGBNFUNCTION

00 as r -> 0, we

D,, =

to set

have

AND rrs APPLICATIONS

METHOD

0. For n

0, we

3 I5

easily

\357\254\201nd

that

R0 =

C0 +

and hence
we must again take D0 = 0.
conditions D,, = 0 (n = 0, 1, 2, . . .), we
(28.1)as)

0) =

u,,(r,

now

form the

the

satisfy

n0

(3,,

sin

n0)r\",)

21

(28.2), we

condition

g3

Fourier

(ot,,cosn0

coe\357\254\202icientsof

f(0)cosn6d0

=1}-cf\342\200\230

9,1\"

l, 2, . . .),

(n =

n0)r\"

(1,, cos

+
9%\342\200\231

of the
a,,z~

sin

series)

boundary

u(I,0)
A calculation

(3,,

write

7\302\260

u(r, 0) =
and to

(28.8), (28.9), and the

the particular solutions of

(28.6),

Using

can

\342\200\230*0

110
We

(on,cos n0

I\342\200\230,)
D0111

require that)
=f(0

[3,,sinn6)I\"

f (0)

.)

gives)

= a,,

(n =

o,1,2,...),)

(n =

1, 2,.

b,,

:\342\200\224cf_\342\200\231;f(e)sinnede

. .),)

so that
an =

bn

is\302\273
\342\200\230'77\342\200\231
F\302\260

Therefore

u(r, e)

For r < I, this

with

respect

0<r<

r0,

solution

the

This
integral

(a,, cos

+
12\302\260

n0 +

sin

b,,

(28.10))

n0)

2]

can be differentiated term by term any number of times

and 0, sinceeach resulting
is uniformly convergent for
series
<
I
is
It
follows
that (28.10) actually
r0
arbitrary.
gives

series

to r
where

of equation
Ch.

(28.1).

a more compact
7). Then we have)

be given

can

solution
(see

6, Sec.

_\342\200\230
_1_
\342\200\234(\"
\302\260)
21::

\"

Lf

if we

(V/1)\342\200\231
\342\200\224

2(r/I) cos (:

I2

\342\200\224
2Ir cos

(\342\200\230)

form

0)

use the Poisson

\"\342\200\231)

+ (r/I)?

01'

u(r\342\200\231
6)

1:

2-1:

.L.f(t)

[2 _

'02)

(t -75-)

+ r3

dt\302\260))

3 I6

METHOD AND rrs APPLICATIONS

erosuruucnou

\"rue

Cl-IAP. 9)

Moreover

0) =

u(r,
\357\254\201n}

is continuous,
(28.2).)

wherever

f (6)

boundary

condition

i.e.,

f (0))

solution

the

just

written

satis\357\254\201es
the

PROBLEMS)

1. Find

the

equation

>.<l>(x)

and normalized
0 on the interval

of

eigenfunctions

[0, 1],

the

subject to

differential

the

following

conditions:)

boundary

a)

eigenvalues

<I>\"(x)

<D(0)

b)

<D(0)

c)

em) =

2. Consider

=0

points x

<I>(1)

0;

0;
<I>\342\200\231(1)=
=

0.)
h<I>\342\200\231(1)

<1>(1)

at the
I, tension T and linear density p, fastened
Suppose that at time t = 0, the point x = c
by an amount h and then released (the \342\200\234plucked
displaced
the subsequent
the initial conditions and \357\254\201nd
motion of the
of length

string

x = 1.

and

(0 < c < I) is
string\342\200\235).Write

string.)

T and linear density p, fastened at the

of the string be a parabola which is
initial diswith respect to the center of the string, with maximum
symmetric
placement equal to h, and let the initial velocity of the string be zero. Write
the subsequent
the initial conditions and \357\254\201nd
motion of the string.)
3. Consider

points x

21, tension
initial position

of length

string

= 1-I.

the

Let

of length 21, tension Tand linear

at the
4. Consider a string
p, fastened
density
at time t = 0, the string
receives an impulse of
x = 1 1. Supposethat
points
Find
the subsequent
motion of the string.
P at its midpoint.
magnitude
Hint.
Solve the problem with the initial conditions)

u(x, 0) =
at

pass to the

then

5. Consider a string
x = 0 and x =

I.

0
{\302\2433

6. Let
point

x =
Hint.

for e

e,

< |x|

< I,

at the points
tension T and density
p, fastened
be initially
at rest in its equilibrium
position.
between x, and x2 (0 < x, <
I) is acted
string
force F(x, t) = 9/! sin cot (see Sec. 13). Find
the
Verify that when x, = 0, x2 = I, the answer
string.

of length I,
the string

Let

x; <

(13.8).)

concentrated

c of the
Pass to

|x| <

e\342\200\224->
0.)

limit

Suppose the section of the

upon by a periodic perturbing
motion of the
subsequent

reducesto formula

for

o) =

3u(x,

and

0,)

perturbing

periodic
string
the

limit

x.

force F

5. Find the
-> c, x2-> c in

of Prob.

subsequent
Prob.

5.))

cot act upon the

motion of the string.

sin

mcrmnmcnou

me

pnonuams

AND 113 APPLICATIONS

METHOD

3 I7)

7. Consider a rod of length I, Young\342\200\231s

modulus
E, cross section 3 and density
fastened at the end x = 0. Suppose
that the rod is stretched
by a force F acting
on the end x = I, and then
is suddenly
released at time t = 0. Write the initial
conditions
and \357\254\201nd
the subsequent
longitudinal vibrations of the rod.
Hint.
The amount by which the rod is initially
stretched
is Fl/Es.)

8. Let the free end of the rod of Prob. 7 receive a sudden impulse
t = 0. Find the subsequent
longitudinal vibrations of the rod.
Hint.
Solve the problem with the initial conditions)

P at

p,

time

u(x.0)=0.
0

for0<x<I\342\200\224e,

au(x\342\200\2310)_

at

and

then

to the

pass

force

assuming

that

10. Find the

membrane

equation

A. sin cot.

the rod

0.)

linear

of the

this curve actually

of Prob.

rod

Find the

is initially

7 is acted upon

by

a periodic

vibrations

longitudinal

subsequent

of the

per-

rod,

at rest.)

of the

combinations

to the

corresponding

for!-esxsl,

cps

the free end of the

9. Suppose
turbing

e->

limit

\342\200\224

modes

lines

nodal

\342\200\234nodal
indicated
ring\342\200\235

by

and
un of a rectangular
5l(c) of Sec.17. Write
the fourth sketch in Fig. 5l(c).
um

of Fig.

the

Is

a circle?)

11. Consider a circular

membrane
Find the radial vibrations
P at time t = 0 distributed over
at rest in its equilibrium
originally
Hint.
Solve the problemwith
area.

u(r9

of radius

T and density 9 per unit

1, tension
membrane if it receives a \342\200\230sudden
impulse
circle r < e, assuming
that the membrane is

of the
the

position.
the initial

conditions)

0:)

for0<r<

e,

at

O
fore<r<I.)
3u(r,0)={;\302\243z-E

12. Find the radial

vibrations
of the membrane of Prob.11if it is acted upon by
distributed
perturbing force F = A sin cot per unit area, uniformly
over the entire membrane,assuming
that at time t = 0 the membrane
is at rest
in its equilibrium
position.
a periodic

13. Consideran in\357\254\201nite

slab of width 21 bounded
by the planes x = i I, made
with thermal conductivity
heat
K, speci\357\254\201c c and density p. The slab)
is \357\254\201rst
heated
to temperature To and then at time t = 0, its faces are held at zero
in the slab.)
Find
the subsequent temperature distribution
temperature.
of material

slab of Prob.13have an initial temperature distribution u(x, 0) =

if starting from time
Find
the subsequent
distribution
f(x).
temperature
t = 0, the slab exchanges heat
with the surrounding medium which
is at
freely
zero temperature. (Let the emissivity
of the slab be H (seeSec.24.))))
14.

Let the

THE

8
15.

EIGENFUNCTION

the steady-state

Find

prism bounded
the planes x =
by

0 <

the

METHOD AND

plane

x <

a.

by

y = b has
(Draw

9)

distribution
in an in\357\254\201nite
rectangular
x = 0, x = a,y = 0, y = b, if the faces formed by
= 0 are at zero temperature,
while
the face formed

temperature

the planes

0, x = a, y

CHAP.

ITS APPLICATIONS

the

temperature

a \357\254\201gure.)
Specialize

u(x, b)

distribution
the answer

to

the

casef(x)

= f(x),
=

where

To.))

ANSWERS

PROBLEMS)

TO

CHAPTER])

1.

\342\200\230CR)
ed\342\200\234...

a))

.,.x...

\342\200\224

[$4,)

21%?-1-)%(acosnx

nsinnx)])

(-1:
b))

cosax

s1nax=

\"Z1
\302\260\302\260

2 .

c))

(-1)\

\303\251sinau

(10:35,

an

5\"

coshax=

(-1r<x<1c);)

a2_n2

(_])n-1;,

'

smx\342\200\224

sm22x-

\302\260\302\260

9-21-\342\200\230cos3x

(_\357\254\202<x<n))

sin33x_si1:\342\200\2304x

a))

GCOSILX)

nsinnx

f(x) =\302\247\342\200\224;cosx+

3.

1-:sInhan[-2-\342\200\234

\"Z!

(\342\200\2241)\"'-15-4-_\342\200\224a;cosnx)

(-1:

b))

sinnx]

sinhax=13:sinhan[\"Zl(-l)\"*1,1T_'|'_\342\200\224;'-5

4.

a))

l+cosau

1:

(-1r<

<

xs

cosznx)

Q)

cos(2n+1)x
- (2n + 1)?)

\":0a3

3|?)

1:),)

x< 1:).)

\302\260\302\260

l\342\200\224cosa1c

+2a

1:);)

x < 1:);)
(\342\200\2241:<
(\342\200\2241)\"a2\342\200\224_\342\200\224\342\200\224n2)

E81110?! Z
-1

d))

<x<

(0<x<-1:);))

TO pnosmms

ANSWERS

320

(What

b)

f(x)=2;\342\200\235

except

\357\254\201\357\254\202ri-'\342\200\224hcosnx]

for the value

+
2-1?

5. 3)

x =

h,

equals 1/2.

the sum

where

nx]

(si\357\254\201hnhr
co

x<

(0 <

cos

1I:x

integer?))
(0<x<1:),)

%+

f(x)

c)

a is an

when

happens

21mx

(Why?))

1:).)

(0<x<I),)

f(x)\342\200\224:s1n\342\200\224I-;-:ngl(-1)\"4-\342\200\231-\302\2432-Tl-S11\342\200\230!-T

except for

-\302\273

the

value

x =

1/2, where

the

1/2;)

sum equals

r<x>=)

4.41tx

6.61tx

(osxsl),)

\342\200\224\302\260\302\260\302\260)

-1-38111-7\342\200\231 \302\2475-Sll'l\342\200\224I- )
\302\247Sll1\342\200\224l\342\200\224
:(2.21tx

except

a,, =

7.

for the value

x = 1/2,where

cosnxdx

Tl:

71: \357\254\201nf(x)

sum equals

the

-%

+
z_1:;/:3/\f(1;:")

frfc-:

t)

0.)

cos nt

cosntdt.
t)

Hence
an =

so

b)

rc-:

x>}cos-x.

that

|a,,|

8. a)

\342\200\224 +
IZ\"{f<x>

<

f(x)

fl\342\200\231-J?

+
\342\200\224f(-3

x)|

|cosnx|

dx <)

cosx=1\302\247:i\342\200\224:\342\200\224-)

x3 =

2:-.-2S

sin nx

(-1):-+1)n)

+12 E

n=l))

sin nx
(\342\200\224l)\"
,,3)

dt

TO PROBLEMS

ANSWERS

2)

CHAPTER

3.

By

the

inequality

Cauchy

---+

|ao+ a.x+

<

a,,x\"|

x2 +---+

a:)|/2(1+

(a3:+---+

1 _ x2n+2 1/2
(1\342\200\224x=)

Now

32l

The sharper estimate is

integrate.

x2\302\273)!/2)

if0<x<l.)

\342\200\230x/\"1\342\200\224\342\200\234_
xz

obtained

by

use of

direct

the

Schwarz

inequality.)

4. Use
and

Schwarz

the

5. Usethe

Schwarz

+ a,,q>,,(x)

such

be

a) No

+ ||P,,||3<

orthogonal

which

function

orthogonal
exists. In

function

fact,

exists,

consider

0 =
a0 = a;

C0 +

-%+

unless

\302\273\302\273

a-

[for

A polynomial

\"Bl

\302\253-

all

(4;2:,,gl(),E2:

the

= C1=

An

c,-

are

orthogonal

Cz=-'\302\260\302\260\3

zero; b) No
function
g

then

the

+ ---+

|an|\342\200\231(<P...<P..).)

of
de\357\254\201nition

of degree n

by parts.)

;::;,::

if)

gq\302\273..(x).

identically.)

(-1)\"\"

and

1
<-1)\302\273

\"21

a function

i.C.,
C3 =\302\260\302\260\302\260,
'-co

(Sec. 6)

<Po)
||:||\342\200\231|ao|\342\200\231(<Po.

11. Use repeatedintegration

12. a)

is zero,

= -- - = a,, = 0

Ch. 2, Sec.10];b)
it vanishes

---

K g(x)q>..(x)dx.)

n=0
+ - - - + a,,<p,,

aocpo

= a,,<po(x)+

,7-

were such

i.e.,

P,,(x)

by a similar proof; c)
the continuous function)
go)

9. a) If

let

-+
e\342\200\230\"u

0, i.e.,g(x)E 0,sinceg(x)iscontinuous.)

since if g

exists,

0 = C0 + C1= Co + C; =
violates Bessel\342\200\231s
inequality

g =

<

dx

P..<x)1=

||g||3 =

so that

1/n,

[g(x)

6.. =
thCl'l

emu\342\200\230
+ --

to l]

the q>;(x), and

all

to

orthogonal

8.

equal

that)

fa

Then ||g||3

function

inequality.)

g(x) is

7. Suppose

with one

inequality

equal to 1.)

the other

)!P2n-l(x)3

: 23;.

.))
.
\342\200\230.>,<.2;:.

has

Prob. 10 and
real zeros, unless

see
(<9, 4\302\273),

at most n

322

TO rnonwms)

ANSWERS

CHAPTER
2.

a) Neither

limit

0) f1~(0) =

=
f\342\200\231(0+) 0-

3. This

2::

4.

|:.(x)|ax<\302\247;

2-\"

as

(6.3) just

from

follows

1 (0) =

b) f

exists;

21'!

ff,\"

2-1,,

If,\"

0, f '(0+)(1068

the
21':

|f(x

|e(t)|

exist;

r)g(r)Idtdx)
lf(x

|e(t)l

not

of Sec. 6.)

proof

55],,

-21;

in

3)

|f(x)l

ff,\"

- 0!

dx)

dt)

4:.
dx)

Moreover, we have)
1

..

2\"

C\"-5;

8\342\200\224;nx;,(
x))dx
g(t)

K\"

517-\342\200\230
K\"

=5;

2\342\200\234

0 g(t)

e-'\"xf(x

dt)

t)

dx)

2\342\200\234
\342\200\231
\342\200\224tnu
-0\"

-27Jo

f(u)du e

dt=a,,b,,.

If

< co.
Ian!\342\200\231

< co,
|b,.|\342\200\231

n=l

n=l
then
Q

2 |a..b..|< 0\302\260

n=l

by the

6. We

Cauchy

inequality

(see

Ch. 2,

Prob. 2).

have)

%2vial) 9,, f:(l

It follows from

2 N,

< M(b

<

sin 2nx sin 26,.)dx

(cos 2nx cos 20,,\342\200\224

> N.

a).

b
E\342\200\234

i.e.,
\342\200\224
f:(1+ cos2nxcos20,,sinnxsin20,,)dx

if n

\342\200\224

(2.9)that
I:

if n

\342\200\224
+ cos2nxcos20,,
sin2nxsin20,,)dx

>

\342\200\234)

52\"

Therefore)

Q)

sothat
\302\247Zp,,\342\200\2352\342\200\234'<M(b-a),
n==N

n=-N))

p,,<4M.

ANSWERS

PROBLEMS

323

formula

7. a) The

+ s,,(x) =

(3.2) and

from equations

follows

b)

T0

I:

dt)

p,,(:)

some manipulation;

after

(4.1)

If)

= D,,(x)

D\342\200\230,\",
(x)

cos

=)

nx

-2-

then

(D,,(t)

J:
co (why

as n->

I:

cos nt dt -+ 0)

?). Moreover)

dt =

I:

sin

ntdt\342\200\224>0)

(S\342\200\234t\342\200\230\"\342\200\231\342\200\224
p:(:))
\303\251cot\303\251)

co.

as n->

\342\200\224
dt =
D',\342\200\230.'(t))

(Why?)

Thus)

where

Si\342\200\230:

8. Usepreceding

b) when

from

follows
35\342\200\230

sin

a) x

7%

2. For

3. a) x
4. a),

(2k

b) forx

x; c)

75

+ l)r.-; c)

x) cosh

(sin x); b)

7. a)

cos (cosx) cosh

(l +

x 75

4)

Zkn.

(sin

cosx)In

(2

c) for

Zkn;

(2k

75

sin

8. a)

b)

1):.-;

6. a)

(cos

inspecting

No.

Zkn.

at

a6

b) for all

2k1:;

by

t/t.)

CHAPTER
l.

n-> co.)

can be derived

The inequality

problem.

y =

curve

the

dt

I:

under

dt + <o,.(x),)
\342\200\234\342\200\230\342\200\230t''\342\200\231

I:

as n\342\200\224>oo.)
\302\242o,,(x)\342\200\224>0
\"\342\200\231

c)

o,,(z) dt

[:

for x

75

all

x;

Zkn/3;

d) for

all

d) for

cos(cosx) sinh

(sin

x).)

x); b) sin (cos x) sinh

(sin

x).

cos

gsin

x.
75

(2k

x;)

b)

(\342\200\2241r<x<n).))

3-C(l+cosx)\342\200\224sinxln(2cos\302\247)

+ 1)::/2.

the area

324

TO PROBLEMS)

ANSWERS

9. 3)

-2-)

sinxlog

b)

10.21)
b)

(-1: < x < 1:).

%sinx

(zcosg)

cosxln(2cos;)-%cosx\342\200\224%;)

J-Ecosx
2

(-1: < x < 1:).)

+ -lsinx
4

' cosnx
.x
.
n
]+snnpx[
cospx[ln(2snn\302\247)+mg\342\200\230

1l.a)

_
b)

cos px

[R 2

p
x \342\200\224

Use

13.

Imitate

Abel\342\200\231s
lemma

the

14. Assume

proof
0 <

that

'sinnx_

\342\200\224nZl

smnnx]
\357\254\201g\342\200\230

x<

px

[In (2 sin

\"Z1 coilnx]

21:).)

(Sec. 1).

of Abel's lemma.)

xo <

1:.

cos?

Since

0 <

\342\200\230loos
0|, we

have

Q
nxo <
|a,,|cos\342\200\231

n=l
But 2 cos?nxo

1 +

cos Znxo, and

1 of

Theorem

by

co.
Sec. 3,

2 |a,,|cos

< co.

Znxo

n=-I)

the series)

Therefore,

\302\256
Ianl

<

\302\260\302\260-)

CHAPTER

on

co

on

(_l)n_H_

5)

\302\260\342\200\231

'..\302\247<\"\342\200\224\342\200\230\342\200\2342\302\273+r>~'..Z.<7\302\273T4)

+ sin

(0 <
12.

-n:\342\200\224x

-\"\342\200\230(\302\247\342\200\234s-M)-Tzrr))

],

ANSWERS

-ro pnonums

325)

1
l
1c\342\200\230_
9)
\342\200\230\342\200\2359\342\200\230B=\302\260\342\200\231m
\"\"\342\200\230(s\357\254\201\342\200\230m)\302\260
1:5

2-a)-I-\342\200\230\302\247;b)135;c)3\302\260;)

the odd

of f(x) onto the interval

extension
[\342\200\224
1:, 0], we obtain an
with equal (zero) values
at the end points of the interval
[- 1:, 1:].
is obviously
an even differentiable
is an odd funcMoreover, F\342\200\231(x)
function,
F\342\200\231(x)
tion
which
at the end points of the interval
again has equal (zero) values
[- 1:, 1:],
and F\"\342\200\231
three
x) is a continuous even function.
Therefore,
F(x) and its \357\254\201rst
3.

By making

odd function

F(x)

can be
derivatives
smooth
function.

function

those

and

extended continuously
over
the whole x-axis,
the Fourier coe\357\254\202icientsof
But we know
that
of its derivative are related by the formulas)

a,, =

Therefore, in

[see (8.3)].

smooth

for a

Moreover,

the

function,

5 = _

21.

n3)

the squares of the

Sec. 10). Since)

sum of

(Ch. 3,

coe\357\254\202icients
converges

Fourier

=%:'

Ibil =
ii
it follows

term

by

obtained

f\342\200\231(x)

5.

r'(x)=

series

last

series

the

4.

values

of

nzlbnl.)

-;-

converges.
by one

or

two

cosnx_sinnx
+ S:
n3)
[(-1)~+l) n+1

Q)

(-1)\302\273

\"x0
5;\342\200\230)
+1)

\302\260\302\260

cosnx

\342\200\230-3\342\200\231
\342\200\234*\342\200\231-'\302\247')

b)

absolute

This in turn implies the uniform

converterm
by term differentiations of the
the
that
of these series guarantees
series, and the uniform
convergence
term differentiation
is legitimate.)

gence of
original

that the

a
F\342\200\231(x)

case

our

,,\" =

the

b},

%-s

with

a continuous

f\342\200\231(x)=
_T16...li\302\243L\342\200\231\302\243.))

[x 16

(2k

+ 01:].)

T0 pnonnms)

326

ANSWERS

7.

F(x)=c;cosx+czsinx+i

(0<x<1:),)

where

smcen3\342\200\224l=\302\247(tT:-1-\342\200\224n+1)\342\200\231

c\342\200\230=n=2n3-l+\302\247=2\342\200\231
\342\200\230N

c;=

8. a)

\"'5')

(In eachcasef(x) denotes

f(x) =

n
2 (1

n\302\243

sum of

the

the series.))

n3+1
\342\200\224l-\342\200\224-)sinnx)

\302\260\302\260
sin
1:\342\200\224x
=\342\200\224\342\200\224+
(0<x<21:)
Z\342\200\224\"\342\200\224\"\"\302\247

[see

b)

formula

(2) of

Sec. 12.])

f(x

(0<x<-tr).)
=\";\342\200\235-\302\247ln:.\302\260%\"1-)

c)

f(x) =

1n(2sin\342\200\231-2?)

61tx-l-1%-(3x3\342\200\224

21:2))

+032

(0<x<21:);
u=-1)

I-\342\200\230,\342\200\224(\302\260\342\200\230:!\"\342\200\231\342\200\224\342\200\224J\342\200\231
on

(_I)\"

d)
f(x)=;\342\200\224aLln(2cos\302\247)dx+a3

\342\200\231;\342\200\230)

<x

(-1:

e)

f(x) = ln

<1c);)

+ a2

\342\200\234'13\342\200\235:

\"2

(';)\",(;\342\200\224\342\200\2241\302\247\302\260\"%\

(\342\200\2241:<x<1:);)

f(x) =

+ (2a\342\200\224
1)[:1ntan\302\247dx
sin(2n+

+(2a-1)2

2)

f(x)=

\342\200\224-

mm;

l)x)

Z(2n+n,(n+a)
+

(0<x<1r);)

\342\200\230z\342\200\230'\342\200\230
\"\342\200\235)
\"ff\"\"\342\200\230

+ (2a \342\200\224
1):

\"Z!

(o

< x

2\342\200\235\342\200\234)
(2:\302\260:(21\342\200\231)',(\342\200\230;

<

1:).))

1'0

ANSWERS

Theorem 1 of Sec.3.

9. Use

10.

Use

Theorem

11. To

derive

formula

(I).)

formula

2\"

with

terms
b)

Use the

c)

Sum

Sec. 8 and

1 of

Set N =

12. a)

(3.1). Then,

and apply the last part

index n 2 N/2. (For

Cauchy

the

formula

use

(I),

(3.1).)

equation

b) with

inequalities

respect to

b)

for

1:/2N

preceding problem, keeping

2 ~}.))
sin3(1m/2N)

= 7}; b)
o\342\200\230

(1

k.)

6)

_1__

=
o\342\200\231

< x<

. the

o.)
1:,x?\342\200\230-'

series converges.)

(1 + p)\342\200\231)

- Zpcosx +123)?)

b) 5\302\273;
c) i; d) Not summable by arithmetic
to 0; e) Not summable
by arithmetic means, but
relation

the

a) Use
and

the
the

s,, =

relation

theorem

(n +

l)c,,+, -

t,, = (n +
of Sec. 2.)

means,

but Abel-summable

Abel-summable

to i.)

nc,,.)

l)s,, -

(n

l)o,,+1;

b) This

follows from a)

CHAPTER 7
.

4. a)

c)

7.

only

2);

a) i;

8. Use

6.

in

p3cosx+pcosx\342\200\2242p3

5.

9.

-n

f(x)=%cot\342\200\231\302\247\342\200\230

4. a)

h =

for-1:<x<r.-,x\302\2420;)

f(x)=0

l.a)

substitute

terms,

2, Prob.

(Ch.

inequality

of the
such

CHAPTER

7.

327)

PROBLEMS

\302\253pm

\302\253Mn x/2F:
,,,\342\200\224\342\200\230+\342\200\2244;

1:)

f\"j\"f,;
=

\302\253M\302\273
a)
\302\253mu \302\253/7?
~/27.-\342\200\235\342\200\224\342\200\2345,l,\342\200\224\342\200\230\302\260'\342\200\224i\342\200\230;

a)

f(x) =

c)

f(x) =)

Imitate

~/W:

proofs for

b)

the

discrete

f(x)=%1 +1x,;)

case (Ch.

3, Prob. 4).))

328

TO rnonuzms)

ANSWERS

0,

0 forx<0,

d)

for0<x<l,

%x3

\"-(x)-

for1<x<2,)

\342\200\224-}(x3-6x+4)

> 2.

for x

0
9. a)

f(x) =

b)

f(x) =

0
{m.,,

< O,

for

for

x 2

0;

e\"\"\".)

CHAPTER

1.

Setting
= xzy

p =

2, we reducethe

[see (2.l)] reducesthe

equation

to the

equation

to the

u\"+1u\342\200\231+

y =
2\302\273+1

P(

Sec.

3.

where
and

6.

C2

Y2(x))-

22P(2))
\342\200\224
3)---5-3-1\342\200\230/1-t
2\302\273)

l)(2n

+)
\342\200\231

= const,

A
,
J,,(x) =

4.

,7 (c.Jz(x)

3).)

J;,(x)

where B

x
\342\200\224-\302\2435)u=0.

(1

-2\302\273-1-2\302\273-3...2.2
)\342\200\2302

= (2n
(see

form (2.2). Then, the substitution

equation:)
following Bessel\342\200\231s

once that)

It follows at

2'

8)

[3

and p(x) is bounded

= const

as x->

co.)

\302\260

\342\200\230\302\260)

smx\342\200\230/\342\200\231\302\247.c

A and co are the same constants

is bounded as x-> co.)

as in

the

asymptotic

expression for

J,(x),

f(x)

Use formula

9. Usethe

10.

We

(7.1).)
problem

preceding

(2.9) of Ch. 3.

and formula

have)
=

\342\200\230~

2
I.

Jo

x\"P+lJp(;\342\200\230nx)dx

\342\200\234\342\200\231\342\200\234*)
\"\"\342\200\231\342\200\234\"\302\273\342\200\234~\"\342\200\231
1)

W)

t-P+1J,(t)

L?\342\200\235

dt.))

TO rnonuams

ANSWERS

p by

Replacing

\342\200\224
1 in

formula (7.2),

51-

obtain)

we

= -t-r+1J,(t).)

[t-P+1J,-.(t)]

dt

329)

Therefore
7*

(4.3)],

[see

dt =

rI:+lJ,(t)

you

Jp\342\200\224lO\342\200\230n)
_

13+ .0\302\273

c \" =

'

12.

x3

0 <

x <

to

x!\342\200\231
if p

- i. p

> H.

7\342\200\230nJ4()\342\200\230n)

2.

2 to 6, a2 =

In Problems

T/p.

u(x. I) =

sm

(Sm/I)

;2;\342\200\231;
C)
ea\342\200\231:

\"2!

\302\260\302\260

3,

-1

32h

(\342\200\230(35,
1)

Z
n=-0
Q

u(x, I) =

4.

(zit

5.

u(x, t) =

where

co,,

6.

u(x,

2A

In

7.

-\"iii!

11\"\342\200\231-

2n

1t.x\302\253.cos
\357\254\202at.
\342\200\224-2-IL

21

(2;n++

cos

sin

ll)\342\200\234,

\342\200\224
cos

1
2\";

war.

sin

'

1) =

f) =

2A

0\302\260

E
'61- \"=1
7 to
8F

mtc

SID.

0\302\260
t
.)
83:2\342\200\235,_\302\260\"('o\302\247;n

mtx as sin o:,,t \342\200\224

0),, sin wt \302\260
_ 02-)
II)

T\342\200\230 m II(02
Sll\342\200\231l\342\200\224I\342\200\224

9, a2 =

E/p.)

\302\260\302\260
(-1)\302\273

;TE.\342\200\230sn\302\245o

.2n+l

S111

2n+l

1l.'x\302\260COS

'

\342\200\224

nu.-a/I.)

Problems

u(x,

\"-75

2n

cos

\302\260\302\260

(cos
-;:\342\200\224nZI

sin

+)'l')\342\200\231

cos

ilf\357\254\201nzo

p\342\200\231)J3(>\302\273.)

CHAPTER

2.

x.:\302\273+=2\302\273-'I\342\200\230(p>

\"\342\200\231(A\"x/2)

15

\"=1
for

:\342\200\2242p_lr(p)

27\342\200\230nJp+l(7*n) f

(1%
7~?:J\342\200\2313(1..)

series converges

The

\342\200\224

and hence

c\" =
11

[t\342\200\230p+l]
_1(t)]:_:\342\200\230n).;p+l],,_1(A,,)

nat.))

330

9.

u(x, t)

where

to\" =
M13,

PROBLEMS)
\"\302\260
-1
41\302\260

u(x, t)

8.

10.

to

ANSWERS

sin

2(n _|_)\"1

-\342\200\234E
n=-0)

2n

nx-sin

((13 \342\200\230I\342\200\231
1131. The l'lOd&l

I131,

2p
_\342\200\224
:5
\"Z!

is the

.r.(.1

ring

is the

IKX,

0,

s1n

I0

of the

or sin

marlin,

41-\302\273

Io(p.) =

equation

sin cot

nth positive root

of the

c3 = 779.)

and

u\342\200\224\".J.<u..))

equation

(\342\200\230W
_
-15
I) \342\200\224
1\342\200\230
2-':-f
CXp{
\"go

_ Jo(p.,.r/I),

ma)
-\302\273..(\302\253\302\273*

Jo(p.) =

\302\260\302\260

13.

equation

. 1; ct

e/I)

nth positive root

_ 2_4_
\" \342\200\230
\"\342\200\230\"

p.,,

has the

+15

\342\200\224--p'3J\303\251'(p_\")
(11,, -I

9 E,
where

xx,)

21

circular.)

quite

\302\260\302\260

\"'

sm

_ m2sL-

21

no; t)
11,,

0)2n+]SinC0t\342\200\234(0Sin(I)z+1t

3EnZo(-1)\"\342\200\224rm2\"+l(wz%+1

\302\260\302\260

where

\302\253at.
2\";

cosznx + coszny

11.

2n

_2A

((31, ((13

and is not

2\";

21_+_1

2\342\200\231
1:)

co, = p.,,c/I.)

and

2\"\"'1
CO8

21

1'}

xx.)

where -r =
09)

14.

u(x, :1

j:,r(a>cos1;'5dz)

ap1-(he/12>}
\302\260\302\260

4' 1

'

sin (1-1..x/I1

fag\342\200\230

where

1- =

3,, is the

(Kt/cp), a:,,is

nth

positive

the

nth

of the

root

positive
equation

. an:

Sm
\302\242XP{-G331\342\200\230/1\302\260)}
I_\342\200\231f(E)

-1-

tan x =
root of the equation
tan x = \342\200\224x/IH.)

(15.

IH/x,

15.
sm%\342\200\235 f(E)sin\"\"7Ed\342\202\254.)

\302\253x,y>=\302\247\"\302\247l

where

sinh x

is the

hyperbolic

not * y) =

15
1:

sine (cf. Prob.

3 of Ch. 1).

Inthe

special

+ 1)

sinh
sin [(211
-my/a]
[(211 +
ux/a]_
2\302\273
+ 1))
[(211 +
'_o\"\"\342\200\230\342\200\224\342\200\230\342\200\224\342\200\234'sinh

1)
1) nb/a]

case)

and

BIBLIOGRAPHY)

translated by M. Tenenbaum
and
S., Lectures on Fourier
Integrals,
H. Pollard, Princeton
Press, Princeton (1959).
University
Fourier
Princeton University
Bochner, S. and K. Chandrasekharan,
Transforms,
Press, Princeton
(1949).
Treatise on Fourier\342\200\231s
Series
and Spherical, Cylindrical,
Byerly, W. A., An Elementary
and Ellipsoidal
Ginn and Co., Boston (1893).)
Harmonics,
H. S., Introduction to the Theory
Series and Integral, Macmillan
Carslaw,
of Fourier\342\200\231s
York.)
& Co.,Ltd., London
(1930),
by Dover Publications, Inc., New
reprinted
H. S. and J. C. Jaeger, Conduction of Heat in Solids, second edition,
Carslaw,
Oxford University
New York (1959).)
Press,
R.
Value Problems, McGraw-Hill Book
Churchill,
V., Fourier Series and Boundary
Bochner,

Co.,Inc.,New

York

Franklin, P., Fourier

reprinted by Dover

(1941).)

Publications,

Goldberg, R. R., Fourier

D., Fourier

Transforms,

Jackson,

No. 6,

Monograph

R. L.,

Jeffrey,

Press,

edition,

Series,

W., Bessel Functions

New York (1955).

Oxford

Transforms,

E. C., Introduction
University

Press,

of Toronto

For Engineers,

second

H. Cohn

by

York

(1949),
(1961).)

Mathematical

Press, Toronto (1956).

edition,

and F.

Oxford Univer-

Steinhardt,

second

(1959).

McGraw-Hill

New York

York

New

(1941).

University

to the

Co., Inc.,

University Press, New

Polynomials, Carus

Cambridge

Orthogonal

Math. Assoc. America

Trigonometric

Sneddon, I. A., Fourier

Titchmarsh,

ential

and

Fourier Series, translated

W.W.,
Chelsea Publishing Co., New York

Rogosinski,

Titchmarsh,

Series

N.

McLachlan,
sity

Book
McGraw-Hill
New York.)
Inc.,

Methods,

Theory of

Book Co.,
Fourier

Inc., New

Integrals,

York

second

(1951).)

edition,

(1948).)

C., Eigenfunction Expansions Associated with Second-Order

Equations, Oxford University Press, New York, Part I (1946), Part
E.

on the Theory of BesselFunctions,

second
Watson, G. N., A Treatise
Cambridge University Press, New York (1945).
and Certain of Its Applications,
Wiener, N., The Fourier
Integral
Cambridge
New York (1933), reprinted
Press,
sity
by Dover Publications, Inc., New
in two volumes, CambridgeUniversity
A., Trigonometric
Series,
Zygmund,
New York (1959).)

33I))

Di\357\254\202'er-

II (1958).

edition,

UniverYork.)
Press,

INDEX)

A)

C)

97
of summation, 162
functions, 8
Absolutely
integrable
Fourier coe\357\254\202icients
of, 71

Cauchy inequality, 63
value, 189
Cauchy
principal

Abel\342\200\231s
lemma,

Abel\342\200\231s
method

54
Completenesscondition,
Complete systems, 54-60

Antinode, 272

criterion

of functions

Approximation

by polynomials,

120-122
Arithmetic

method

means:
of,

58-60

for,

properties of, 57-58

in the mean, 55
Convergence
Convolution
of two functions, 196

156-162)

Corners,

18

Cosine series,

23

Cosinetransform,

B)

Basic trigonometric system, 10,41,175-177

of, 117-118
completeness
of, 119-120
important
consequences,
in two variables,
175-177
154
Bernstein\342\200\231s
theorem,
197
Bessel\342\200\231s
equation,

general solution of,

D)

Derivative,

203-204

207-208
of negative order,

of the first

Discontinuity

of the

E)

Eigenfunction
theory

method:

of, 245-267

de\357\254\201nition
of,

Eigenvalues:

213-215

de\357\254\201nition
of,

247

existence of, 250-251

of, 251, 253
reality
sign of, 254-255

54, 174

245 ff.
value problems, 247 ff.
solutions of, 261-264
generalized
conditions,

Euler\342\200\231s
constant,

Boundary

204

Euler's formula, 33
of a
Even
extension
Even function, 21)

inhomogeneous,264-266
inequality,

247

orthogonality of, 251-254

consequencesof, 66, 223

Buniakovski

kind, 17
second kind, 17)

Discontinuity

Eigenfunctions:

relations between,205-207

Boundary

73

applicationsof, 268-318

202-203
of nonnegative order, 198-201
of the second kind, 203-205
of, 216-218
orthogonality

Bessel\342\200\231s
inequality,

73

left-hand,

right-hand,

parametric form of, 215

Bessel functions, 197-220
formulas
for, 208-213
asymptotic
of integrals involving, 218-220
evaluation
of half-integral order,
of the \357\254\201rst
kind,

zerosof,

192)

51)
333))

function,

23

mnex)

334

G)

F)

221
coef\357\254\201cients,

Fourier-Bessel
Fourier-Bessel

Gamma

of, 228-234

order of magnitude

220-244

series,

criteria for convergence

of, 221-223

differentiation

of, 234-237

of functions
of the second

on [0,l],
de\357\254\201ned

65)

H)

241-243
type, 237-241
of, 225-228
convergence

uniform

Fourier

calculation

of functions
Fourier

integral,

series
and

addition

(trigonometric),
subtraction of,

means of
157-158

arithmetic

partial

complexform
conditions for convergence

of, 19,

75-89,

178

with

different
of,

periods, 180
by using functions

105-112
complex variable,
improving the convergenceof,

of

of,

on,

operations

partial sums

products of,
Fourier

of, 73

inverse,

differentiation of, 10
integration

of, 80-89

Fourier transform, 190-193

Fourier

convergent,

for, 73

of, 10

sum of, 9

series with respectto eigenfunctions,

255

Functions

uniformly

convergent,

21,35-38,94

coe\357\254\201icients
of,

Fourier series of, 35

Fundamental mode, 272)

35

Initial conditions, 246 11\342\200\230.

by parts, 8)
Integration

190

of period

para-

uniformly convergent,182-185
In\357\254\201nite
series of functions, 9 fl\342\200\230.

123-125

convergence

on a

of, 184

differentiation

of, 155-171

summation

integrals depending
182-185

continuity of, 183

number, 123

115-154

formula

integral

uniform

by a

40

276)

meter,

integration of, 125-129

list of, 147-150
multiplication

306-310

I)

Improper

144

tem-

variable
speci\357\254\201ed

\357\254\202ow
in an in\357\254\201nite
rod,

Hooke\342\200\231s
law,

double, 173-180
evaluation

with
Heat

at

peratures, 301
ends at zero temperature,297-299

Holder (Lipschitz)condition,

of, 129-143

differentiation

ends

with

for, 158
of, 32-34

formula

integral

310-316

whosesurface exchanges heat, 312-313

whose surface is insulated, 310-312
in a \357\254\201nite
Heat \357\254\202ow
rod, 296-306
1-40, 66-196
with ends at constant
299temperature,
122-123
300
sums
of,
with
ends exchanging heat, 301-306

proof of, 188

Fourier

Heat capacity, 297

\357\254\202ow
Heat
in a circular cylinder,
steady-state, 313-316

of, 189-190

forms

different

of, 7

superposition

174

182

theorem, 182

of, 3

angular frequency
initial phase of,

150-152

of,

of two variables,
180-196

de\357\254\201nition
of,

of, 3

amplitude

34

complex,

2-6

Harmonics,

13 ff.
coe\357\254\201icients,

approximate

96

Gram-Schmidt orthogonalization process,

221

de\357\254\201nition
of,

199, 201-202

function,

Gibb\342\200\231s
phenomenon,

J)

Jump

discontinuity,

Jump of a function,

17
17))

nmnx
L

335

R)

polynomials, 65)

Legendre

points,

Regular

108

Restoringforce, 3
17

left-hand.

Linearly

independent

Liouville,

1., 258

functions,

64, 251

Localization principle, 90

S)

Scalar

A. M., 119)

Lyapunov,

70)

lemma,

Riemann-Lebesgue

17

right-hand,

product,

Schwarz

61, 65
51, 63

inequality,

246
Separation of variables,
Simple harmonic motion, 3

M)

Sine

error, 51-53

Mean square

of, 52-53

minimum

of elasticity

modulus),
(Young\342\200\231s

276)
N)

Nodal

lines, 286-288,

Nodes,

295-296

272

Norm of a

42,

function,

105

Singularity,

Membrane, 282
Modulus

24

series,

Sine transform, 192

Smooth

functions, 18

Spectral

function,

of sines,

173)

by

0)

by

Operational

24

of Fourier

complete with weight r, 256

linearly independent,64

41-65, 173-174

systems,

complete,54, 174
examples

54-60, 64

complete,

Orthogonal functions, 12, 41

Orthogonal

series, 155-171

method, 164-170
method
of arithmetic means (Cesaro\342\200\231s
156-162
method),
Abel's

System of functions:

192

calculus,

vector

for,

analogy

60-63)

of, 44-50

Fourier coellicients with respect to, 43

Fourier series with respect to, 43

T)

normalized,42, 173
in two variables, 173-174

Thermal

conductivity, 296

Timbre,

273

Triangle

inequality, 64

Orthonormal

system.

42

Overtones, 273)

limits of, 67-71

integrals,

Trigonometric

Trigonometricpolynomials,
approximation

P)

Trigonometric
Parseval\342\200\231s
theorem,

119, 177

Period, 1
standard,

50

98

Summability

Odd extensionof a function,

Odd function, 21

194

Square integrable
functions,
Standing wave, 272
Steklov, V. A., 258
J. C. F., 258
Sturm,
Sum
of consines, 71

of functions by, 115-117

series
with decreasing co-

97-114
e\357\254\202icients,

convergence

of,

100-105)

Periodic extensions, 15 fl\342\200\230.

Periodic
functions, de\357\254\201nition
of, 1
properties of, 1-2
Piecewise smooth functions, 18
Poisson's
164)
kernel,

U)

Unbounded functions, Fourier expansions

of, 91-94

Uniform

convergence,

9))

mnnx)

336

of

Vibrations

V)

a rectangular

282-288

Vibrating

string, 269-275
of, 273-275

forcedvibrations

free vibrations

of, 269-273

of a rod
forced, 280-282

Vibrations

(longitudinal),

membrane,
277-282

free, 277-280)

Vibrations:

characteristic,

274

forced, 264

W)

free, 264
of

Vibrations

a circular

296
general

case,

membrane, 288-

Weight

(function),

217

Weierstrass\342\200\231
approximation

291-296

radial, 288-291)

Weierstrass\342\200\231
M-test,

Wronskian,

252))

10

theorem,

120