Math 462: HW5 Solutions

Due on August 15, 2014

Jacky Chong

1
Jacky Chong

Remark: We are working in the context of Riemann Integrals.

Problem 1
5.1.4 Find the Fourier cosine series of the functions | sin x| in the interval (, ). Use it to find the sums

X 1 X (1)n
21
and .
n=1
4n n=1
4n2 1

Solution: Since | sin x| is an even function on (, ), then it has a Fourier cosine series given by

1 X
| sin x| A0 + An cos nx
2 n=1

where the An s can be readily computed by the integral formula

1
Z
An = | sin x| cos nx dx

1 1 0
Z Z
= sin x cos nx dx sin x cos nx dx
0
2
Z
= sin x cos nx dx
0

Consider the trigonometric identity

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

= sin x cos nx,
2
then it follows (
4 n211 if n is even
An =
0 if n is odd
4
for all n N. Moreover, it is trivial to check that A0 = . Hence the Fourier cosine series is given by

2 4 X 1 2 4X 1
| sin x| cos nx = cos 2nx.
even n n2 1 n=1 4n2 1

Assume the Fourier cosine series converges pointwise to | sin x| on (, ), then we have that

2 4X 1
| sin x| = cos 2nx.
n=1 4n2 1

Set x = 0, we get that

X 1 1
= .
n=1
4n2 1 2

Set x = 2, we get that

2 4 X (1)n X (1)n 1
1= or = .
n=1 4n2 1 n=1
2
4n 1 2 4

Page 2 of 9
Jacky Chong Problem 1

Problem 2
5.2.11 Find the full Fourier series of ex on (l, l) in its real and complex forms.

Solution: The complex form of the full Fourier series of ex on (l, l) is given by

X
ex cn einx/l
n=

where cn can be readily compute via the following formula which yields
l
elin el+in
Z   
1 in
cn = exp 1 x dx = .
2l l l 2(l in)

Hence it follows

X elin el+in inx/l X l + in inx/l
ex e = (1)n sinh l 2 e .
n=
2(l in) n=
l + n2 2

The real form is given by

X l + in inx/l
ex (1)n sinh l e
n=
l2 + n2 2
1
sinh l X l + in inx/l X l + in inx/l
= + (1)n sinh l 2 2 2
e + (1)n sinh l 2 e
l n=
l + n n=1
l + n2 2

sinh l X l in inx/l X l + in inx/l
= + (1)n sinh l 2 2 2
e + (1)n sinh l 2 e
l n=1
l +n n=1
l + n2 2

einx/l einx/l
 
sinh l X sinh l inx/l
= + (1)n 2 l(e inx/l
+ e ) n
l n=1
l + n2 2 i

sinh l X sinh l h nx nx i
= +2 (1)n 2 l cos n sin .
l n=1
l + n2 2 l l

Problem 3
5.3.10 (The Gram-Schmidt orthogonalization procedure) If X1 , X2 , . . . is any sequence (finite or infinite) of
linearly independent vectors in any vector space with an inner product, it can be replaced by a sequence
of linear combinations that are mutually orthogonal. The idea is that at each step one subtracts off the
components parallel to the previous vectors. The procedure is as follows. First, we let Z1 = X1 /k X1 k.
Second, we define
Y2
Y2 = X2 (X2 , Z1 )Z1 and Z2 = .
k Y2 k
Third, we define
Y3
Y3 = X3 (X3 , Z2 )Z2 (X3 , Z1 )Z1 and Z3 = ,
k Y3 k
and so on.

(a) Show that all the vectors Z1 , Z2 , Z3 , . . . are orthogonal to each other.

(b) Apply the procedure to the pair of functions cos x + cos 2x and 3 cos x 4 cos 2x in the interval (0, ) to

Problem 3 continued on next page. . . Page 3 of 9

Jacky Chong Problem 3 (continued)

get an orthogonal pair.

Solution:

(a) We shall prove the statement by strong induction. The base case is trivially true. Now, suppose
Z1 , . . . , Zk1 are mutually orthogonal, i.e.
(
1 if i = j
(Zi , Zj ) =
0 otherwise

for i = 1, . . . , k 1 and j = 1, . . . , k 1. Consider

Pk1
Xk i=1 (Xk , Zi )Zi
Zk = Pk1
k Xk i=1 (Xk , Zi )Zi k

then for a fix 1 l k 1 we have that

Pk1
(Xk , Zl ) i=1 (Xk , Zi )(Zi , Zl )
(Zk , Zl ) = Pk1
k Xk i=1 (Xk , Zi )Zi k
Pk1
(Xk , Zl ) i=1 (Xk , Zi )il
= Pk1
k Xk i=1 (Xk , Zi )Zi k
(Xk , Zl ) (Xk , Zl )
= Pk1 = 0.
k Xk i=1 (Xk , Zi )Zi k

Hence Zk is orthogonal to all Zl where l = 1, . . . , k 1. Moreover, we also have that

Pk1 Pk1
(Xk i=1(Xk , Zi )Zi , Xk i=1 (Xk , Zi )Zi )
(Zk , Zk ) = Pk1 = 1.
k Xk i=1 (Xk , Zi )Zi k2

(b) Observe Z
k cos x + cos 2x k22 = | cos x + cos 2x|2 dx
0
Z
= cos2 x + 2 cos x cos 2x + cos2 2x dx
Z0
1 + cos 2x 1 + cos 4x
= + cos 3x + cos x + dx
0 2 2
Z
1 1
= 1 + cos x + cos 2x + cos 3x + cos 4x dx = ,
0 2 2
then it follows
cos x + cos 2x 1
Z1 = = (cos x + cos 2x).
k cos x + cos 2x k2
Next, observe
Z
1
(X2 , Z1 ) = (cos x + cos 2x)(3 cos x 4 cos 2x) dx
0
Z
1
= 3 cos2 x cos x cos 2x 4 cos2 2x dx
0
Z
1
= 1 cos x + 3 cos 2x cos 3x 4 cos 4x dx =
2 0 2

Page 4 of 9
Jacky Chong Problem 3

which means
Y2 = X2 (X2 , Z1 )Z1
7
= (cos x cos 2x).
2
Computing the norm of Y2 yields
Z
49 49
k Y2 k22 = (cos x cos 2x)2 dx =
4 0 4

then it follows
Y2 1
Z2 = = (cos x cos 2x).
k Y2 k2

Problem 4
5.3.12 Prove Greens first identity: For every pair of functions f (x), g(x) on (a, b),
Z b Z b b
f 00 (x)g(x) dx = f 0 (x)g 0 (x) dx + f 0 g  .

a a a

Solution: Assume f C 2 [a, b] and g C 1 [a, b], then f 0 g C 1 [a, b]. In particular, we may apply the
Fundamental Theorem of Calculus for Riemann Integral to get
b Z b Z b
0 d 0
(f (s)g(s))0 ds = f 00 (s)g(s) + f 0 (s)g 0 (s) ds.

f (x)g(x) =
a a ds a

Hence it follows b Z
Z b b
00 0
f 0 (x)g 0 (x) dx.

f (x)g(x) dx = f (x)g(x)
a a a

Problem 5
5.4.5 Let (x) = 0 for 0 < x < 1 and (x) = 1 for 1 < x < 3.

(a) Find the first four nonzero terms of its Fourier cosine series explicitly.

(b) For each x(0 x 3), what is the sum of this series?

(c) Does it converge to (x) in the L2 sense? Why?

(d) Put x = 0 to find the sum

1 1 1 1 1 1 1
1+ + + + .
2 4 5 7 8 10 11

Solution:

(a) Its clear that A0 = 34 . Next, observe

Z 3
2 nx 2 n
An = cos dx = sin
3 1 3 n 3

Page 5 of 9
Jacky Chong Problem 5

where
0
if n 0, 3 mod 6
n
sin = 3
2 if n 1, 2 mod 6 .
3
3

if n 4, 5 mod 6
2

Hence, it follows
0

if n 0, 3 mod 6

An = n3 if n 1, 2 mod 6 .

3

if n 4, 5 mod 6
n

This gives us the following Fourier cosine series

2 3 x 3 2x 3 4x 3 5x
(x) cos cos + cos + cos ...
3 3 2 3 4 3 5 3

(b) By Theorem 4(ii), the Fourier cosine series converges pointwise everywhere on R. Moreover, let us extend
to an even periodic function then for each fixed x [0, 3] we have that

1 X nx 1
A0 + An cos = [ext (x+) + ext (x)]
2 n=1
3 2

where
0

if 0 x < 1
1
[ext (x+) + ext (x)] = 21 if x = 1, 3
2

1 if 1 < x < 3

(c) Since (x) is L2 integrable, then by Theorem 3 we know the Fourier cosine series does indeed converge
in the L2 sense to .

(d) Set x = 0 yields

2 3 3 3 3 3 3
0= + + + ...
3 2 4 5 7 8
or
2 1 1 1 1 1 1 1
=1+ + + + .
3 3 2 4 5 7 8 10 11

Problem 6
5.4.15 Let (x) 1 for 0 < x < . Expand
  
X 1
1= Bn cos n+ x .
n=0
2

(a) Find Bn .

(b) Let 2 < x < 2. For which such x does this series converges? For each such x, what is the sum of
the series?

(c) Apply Parsevals equality to this series. Use it to calculate the sum

1 1
1+ + 2 + .
32 5

Problem 6 continued on next page. . . Page 6 of 9

Jacky Chong Problem 6 (continued)

Solution:

(a) First, consider the following trigonometric identity

     
1 1 cos [(n + m + 1) x] + cos [(n m) x]
cos n + x cos m + x =
2 2 2

then we have that

(

if n 6= m
     
0
Z
1 1
cos n + x cos m + x dx = .
0 2 2 if n = m
2

Therefore, the coefficients of the above trigonometric series can be readily computed using the following
formula
2 4 (1)n
Z   
1
Bn = cos n + x dx = .
0 2 2n + 1

(b) Consider the series

4 X (1)n
  
1
cos n + x .
n=0 2n + 1 2

By Theorem 4, we know the above trigonometric series converges pointwise on (0, ) to 1. If x (, 0)

then we have

4 X (1)n 4 X (1)n
     
1 1
cos n + x = cos n + |x| = 1.
n=0 2n + 1 2 n=0 2n + 1 2

Lastly, when x = 0, we have the series

4 X (1)n
n=0 2n + 1

which is convergent by Leibnizs Test (Alternating Series Test). To evaluate the series, we use the fact

X (1)n x2n+1
arctan x = .
n=0
2n + 1

for all x [1, 1], which means

X (1)n 4 X (1)n
= or =1
n=0
2n + 1 4 n=0 2n + 1

(c) Apply Parsevals equality to the series yields

Z   
16 X 1 2 1
cos n + x dx =
2 n=0 (2n + 1)2 0 2

or

X 1 2
= .
n=0
(2n + 1)2 8

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Jacky Chong Problem 6

Problem 7
5.4.16 Let (x) = |x| in (, ). If we approximate it by the function

1
f (x) = a0 + a1 cos x + b1 sin x + a2 cos 2x + b2 sin 2x,
2

what choice of coefficients will minimize the L2 error?

Solution: Since (x) = |x| in (, ) is an even function, then (x) has a Fourier cosine series representation

1 X
(x) A0 + An cos nx.
2 n=1

Moreover, since (x) is continuous on (, ) and 0 (x) is piecewise continuous on (, ), then by Theorem
4 the Fourier series converges pointwise to (x) on (, ), i.e.

1 X
(x) = A0 + An cos nx.
2 n=1

Let us rewrite f as

X
f (x) = an cos nx + bn sin nx
n=0

where an , bn = 0 for n 3. Now, apply Parsevals equality yields

2
1 X
2
k f k2 = (A0 a0 ) b1 sin x b2 sin 2x + (An an ) cos nx

2
n=1 2

1 X
= |b1 |2 k sin x k22 + |b2 |2 k sin 2x k22 + |A0 a0 |2 + |An an |2 k cos nx k22
2 n=1

which is minimized provided b1 = b2 = 0, a0 = A0 , a1 = A1 and a2 = A2 .

Problem 8
5.5.1 Sketch the graph of the Dirichlet kernel

sin N + 21


KN () =
sin 12

in the case N = 10. Use a computer graphics program if you wish.

Solution: [left to the reader]

Problem 9
6.3.1 Suppose that u is a harmonic function in the disk D = {r < 2} and that u = 3 sin 2 + 1 for r = 2.
Without finding the solution, answer the following questions

(a) Find the maximum value of u in D.

Problem 9 continued on next page. . . Page 8 of 9

Jacky Chong Problem 9 (continued)

(b) Calculate the value of u at the origin.

Solution:

(a) By the maximum principle of harmonic function, we know that

max u(x) = max u(x) = max (3 sin 2 + 1).

xD xD [0,2)

However, its clear that the maximum occurs when = 4, which means

max u(x) = 4.
xD

(b) By the mean-value property of harmonic function, we have that

Z 2 2
1 3 1 
u(0) = (3 sin 2 + 1) d = cos 2 +  = 1.
2 0 4 2 0

Problem 10
6.3.2 Solve uxx + uyy = 0 in the disk {r < a} with the boundary condition

u = 1 + 3 sin on r = a.

Solution: Using the method of separation of variables, we obtain the following trigonometric series

1 X
u(r, ) = A0 + rn (An cos n + Bn sin n).
2 n=1

Applying the boundary condition yields

1 X
u(a, ) = A0 + an (An cos n + Bn sin n) = 1 + 3 sin .
2 n=1

Then it follows A0 = 2, An = 0 for all n N and

(
3a1 if n = 1
Bn = .
0 if otherwise

Thus, we have that

u(r, ) = 1 + 3a1 r sin
solves the above Dirichlet problem.

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