Partial Differential Equations

Dr. Q. M. Zaigham Zia

Assistant Professor
Department of Mathematics
COMSATS Institute of Information Technology Islamabad
Lecture No. 17
Review

Mathematical Modeling
Review

Mathematical Modeling

The Heat Equation

Review

Mathematical Modeling

The Heat Equation

The Wave Equation

Review

Mathematical Modeling

The Heat Equation

The Wave Equation

The Laplace Equation

Review

Mathematical Modeling

The Heat Equation

The Wave Equation

The Laplace Equation

The Poisson Equation

Outline

1 Fourier Series
Periodic Functions
Orthogonality and Normality
Determining Fourier Coefficients
Fourier Series for Even and Odd Functions
Outline

1 Fourier Series
Periodic Functions
Orthogonality and Normality
Determining Fourier Coefficients
Fourier Series for Even and Odd Functions
Fourier Series

Remark:
The series
∞  
a0 X nπx nπL
+ an cos + bn sin
2 L L
n=1

where a0 , an and bn are constants. For any values of a0 , an and bn this

series is called trigonometric series.
Fourier Series

Remark:
The series
∞  
a0 X nπx nπL
+ an cos + bn sin
2 L L
n=1

where a0 , an and bn are constants. For any values of a0 , an and bn this

series is called trigonometric series. If, however, the coefficients are
selected by a particular rule, the coefficients are called Fourier coefficients
and the series is known as
Fourier Series

Remark:
The series
∞  
a0 X nπx nπL
+ an cos + bn sin
2 L L
n=1

where a0 , an and bn are constants. For any values of a0 , an and bn this

series is called trigonometric series. If, however, the coefficients are
selected by a particular rule, the coefficients are called Fourier coefficients
and the series is known as Fourier series
Fourier Series

Remark:
The series
∞  
a0 X nπx nπL
+ an cos + bn sin
2 L L
n=1

where a0 , an and bn are constants. For any values of a0 , an and bn this

series is called trigonometric series. If, however, the coefficients are
selected by a particular rule, the coefficients are called Fourier coefficients
and the series is known as Fourier series . Thus Fourier series are
trigonometric series, but not all trigonometric series are Fourier series.
Outline

1 Fourier Series
Periodic Functions
Orthogonality and Normality
Determining Fourier Coefficients
Fourier Series for Even and Odd Functions
Fourier Series
Periodic Functions

Definition
If for all x a function f (x) is defined and f (x) = f (x + p) where p 6= 0,
then the function f is said to be a periodic function with period p.
Fourier Series
Periodic Functions

Definition
If for all x a function f (x) is defined and f (x) = f (x + p) where p 6= 0,
then the function f is said to be a periodic function with period p.

Example
The function f (x) = sin bx is periodic with period p = 2π/b since
   
2π 2π
f (x) = sin bx = sin(bx + 2π) = sin b x + =f x+ .
b b
Fourier Series
Periodic Functions

Definition
If for all x a function f (x) is defined and f (x) = f (x + p) where p 6= 0,
then the function f is said to be a periodic function with period p.

Example
The function f (x) = sin bx is periodic with period p = 2π/b since
   
2π 2π
f (x) = sin bx = sin(bx + 2π) = sin b x + =f x+ .
b b

Theorem
If f is a function with period p, 2p, 3p, · · · , np, −p, −2p, −3p, · · · , −np,
for all n ∈ Z \ {0}, are also periods of f .
Outline

1 Fourier Series
Periodic Functions
Orthogonality and Normality
Determining Fourier Coefficients
Fourier Series for Even and Odd Functions
Fourier Series
Orthogonality

Definition
If f (x) and g (x) are two functions that are not identically zero and
integrable over the interval (a, b), and w (x) > 0 is also integrable over
(a, b), then if
Z b
f (x)g (x)w (x) = 0
a
we say the function f (x) is orthogonal to g (x) with respect to the
weighting function w (x) over the interval [a, b].
Fourier Series
Orthogonality

Definition
If f (x) and g (x) are two functions that are not identically zero and
integrable over the interval (a, b), and w (x) > 0 is also integrable over
(a, b), then if
Z b
f (x)g (x)w (x) = 0
a
we say the function f (x) is orthogonal to g (x) with respect to the
weighting function w (x) over the interval [a, b].

Example
Let f (x) = 1, g (x) = (1 − x) and w (x) = e −x . The integral
Fourier Series
Orthogonality

Definition
If f (x) and g (x) are two functions that are not identically zero and
integrable over the interval (a, b), and w (x) > 0 is also integrable over
(a, b), then if
Z b
f (x)g (x)w (x) = 0
a
we say the function f (x) is orthogonal to g (x) with respect to the
weighting function w (x) over the interval [a, b].

Example

RLet f (x) = 1, g (x) = (1 − x) and w (x) = e −x . The integral

∞ −x
0 e (1)(1 − x)dx = limb→∞ be −b = 0.
Fourier Series
Orthogonality

Definition
If f (x) and g (x) are two functions that are not identically zero and
integrable over the interval (a, b), and w (x) > 0 is also integrable over
(a, b), then if
Z b
f (x)g (x)w (x) = 0
a
we say the function f (x) is orthogonal to g (x) with respect to the
weighting function w (x) over the interval [a, b].

Example

RLet f (x) = 1, g (x) = (1 − x) and w (x) = e −x . The integral

∞ −x
0 e (1)(1 − x)dx = limb→∞ be −b = 0. Therefore, we can say that 1 is
orthogonal to (1 − x) with respect to the weighting function w (x).
Fourier Series
Orthogonality

Definition
If {ϕn (x)} is a set of functions such that ϕn x is orthogonal to ϕm (x)
when m 6= n, then {ϕn (x)} is called a set of orthogonal functions.
Fourier Series
Orthogonality

Definition
If {ϕn (x)} is a set of functions such that ϕn x is orthogonal to ϕm (x)
when m 6= n, then {ϕn (x)} is called a set of orthogonal functions.

Theorem
The set of functions {1, sin(nπx/L), cos(nπx/L)} form an orthogonal set
over [−L, L]; that is,
Z L
mπx nπx
sin cos dx = 0, m, n = 0, 1, 2, · · ·
−L L L
Z L
mπx nπx
sin sin dx = 0, m, n = 1, 2, · · · , m 6= n
−L L L
Z L
mπx nπx
cos cos dx = 0, m, n = 0, 1, 2, · · · , m 6= n.
−L L L
Fourier Series
Orthogonality

Theorem
The values of the integrals of the square of a function chosen from the set
{1, cos(nπx/L), sin(nπx/L)} are as follows:
Z L
1 · 1 dx = 2L,
−L
Z L
nπx
sin2 dx = L, n = 1, 2, · · · ,
−L L
Z L
nπx
cos2 dx = L, n = 1, 2, · · · .
−L L
Fourier Series
Normality

Remark
The integral
Z b  21
(f (x))2 dx
a

is called the norm of function f over [a, b] and is denoted by kf k .

Fourier Series
Normality

Remark
The integral
Z b  21
(f (x))2 dx
a

is called the norm of function f over [a, b] and is denoted by kf k .

If the value of the integral happens to equal 1, the given function is
said to be normalized (or normal) over [a, b].
Fourier Series
Normality

Remark
The integral
Z b  21
(f (x))2 dx
a

is called the norm of function f over [a, b] and is denoted by kf k .

If the value of the integral happens to equal 1, the given function is
said to be normalized (or normal) over [a, b].
If a function is not normal, that is,
Fourier Series
Normality

Remark
The integral
Z b  21
(f (x))2 dx
a

is called the norm of function f over [a, b] and is denoted by kf k .

If the value of the integral happens to equal 1, the given function is
said to be normalized (or normal) over [a, b].
Rb
If a function is not normal, that is, a f 2 (x) dx = k 6= 1,
Fourier Series
Normality

Remark
The integral
Z b  21
(f (x))2 dx
a

is called the norm of function f over [a, b] and is denoted by kf k .

If the value of the integral happens to equal 1, the given function is
said to be normalized (or normal) over [a, b].
Rb
If a function is not normal, that is, a f 2 (x) dx = k 6= 1, a constant
multiple of f that is normal can always be found. It is easily shown
that f / kf k is a normal function over [a, b].
Fourier Series
Normality

Remark
The integral
Z b  21
(f (x))2 dx
a

is called the norm of function f over [a, b] and is denoted by kf k .

If the value of the integral happens to equal 1, the given function is
said to be normalized (or normal) over [a, b].
Rb
If a function is not normal, that is, a f 2 (x) dx = k 6= 1, a constant
multiple of f that is normal can always be found. It is easily shown
that f / kf k is a normal function over [a, b].

Example
Normalize the functions 1 and sin(nπx/L) over the interval [−L, L].
Fourier Series
Normality

Theorem
If {ϕn (x)} is an orthogonal set over the interval [a, b], the set {ψn (x)}
where
ϕn (x)
ψn (x) =
kϕn (x)k
is both orthogonal and orthonormal over [a, b].
Fourier Series
Normality

Theorem
If {ϕn (x)} is an orthogonal set over the interval [a, b], the set {ψn (x)}
where
ϕn (x)
ψn (x) =
kϕn (x)k
is both orthogonal and orthonormal over [a, b].

Note
When a set possesses both properties, that is , orthogonality as well
normality, then it is said to be a orthonormal set.
Outline

1 Fourier Series
Periodic Functions
Orthogonality and Normality
Determining Fourier Coefficients
Fourier Series for Even and Odd Functions
Fourier Series
Determining Fourier Coefficients

Definition
Let f be a function whose period is 2L. The Fourier series of f is the series
∞
a0 X n nπx nπx o
+ an cos + bn sin
2 L L
n=1

provided the coefficients

Z L
1
a0 = f (x) dx
L −L
Z L
1 nπx
an = f (x) cos dx
L −L L
Z L
1 nπx
bn = f (x) sin dx
L −L L

all exist. Theses coefficients are called Fourier coefficients.

Fourier Series
Determining Fourier Coefficients

Example
Find the Fourier series for the function

−3 −5 + 10n < x ≤ 10n
f (x) = n = 0, ±1, ±2, · · ·
3 10n < x < 5 + 10n
Fourier Series
Determining Fourier Coefficients

Example
Find the Fourier series for the function

−3 −5 + 10n < x ≤ 10n
f (x) = n = 0, ±1, ±2, · · ·
3 10n < x < 5 + 10n

Example
Given the function f (x) = |x| over the interval [−1, 1] and letting F be the
periodic extension of f , find the Fourier series expansion of F .
Outline

1 Fourier Series
Periodic Functions
Orthogonality and Normality
Determining Fourier Coefficients
Fourier Series for Even and Odd Functions
Fourier Series
Even and Odd Functions

Definition
Let f (x) be defined on the interval (−b, b) where b > 0. A function f (x)
is said to be even on (−b, b) if f (−x) = f (x). Similarly a function f (x) is
said to be odd on (−b, b) if f (−x) = −f (x).
Fourier Series
Even and Odd Functions

Definition
Let f (x) be defined on the interval (−b, b) where b > 0. A function f (x)
is said to be even on (−b, b) if f (−x) = f (x). Similarly a function f (x) is
said to be odd on (−b, b) if f (−x) = −f (x).

Example
Since sin(−x) = − sin x, the function f (x) = sin x is an odd function.
Fourier Series
Even and Odd Functions

Definition
Let f (x) be defined on the interval (−b, b) where b > 0. A function f (x)
is said to be even on (−b, b) if f (−x) = f (x). Similarly a function f (x) is
said to be odd on (−b, b) if f (−x) = −f (x).

Example
Since sin(−x) = − sin x, the function f (x) = sin x is an odd function.
Since cos(−x) = cos x, the function f (x) = cos x is an even function.
Fourier Series
Even and Odd Functions

Definition
Let f (x) be defined on the interval (−b, b) where b > 0. A function f (x)
is said to be even on (−b, b) if f (−x) = f (x). Similarly a function f (x) is
said to be odd on (−b, b) if f (−x) = −f (x).

Example
Since sin(−x) = − sin x, the function f (x) = sin x is an odd function.
Since cos(−x) = cos x, the function f (x) = cos x is an even function.
The function g (x) = x 2 − 3x is neither even nor odd since

g (−x) = (−x)2 − 3(−x) = x 2 + 3x 6= ±g (x)

Fourier Series
Fourier Sine and Cosine Series

Remark
The interval [−L, L] is called full Fourier interval.
Fourier Series
Fourier Sine and Cosine Series

Remark
The interval [−L, L] is called full Fourier interval.
The interval [0, L] is called half Fourier interval.
Fourier Series
Fourier Sine and Cosine Series

Remark
The interval [−L, L] is called full Fourier interval.
The interval [0, L] is called half Fourier interval.
If we are looking for a Fourier expansion of a function f on its half
Fourier interval then we extend or prolong the function f into the
interval [-L,0] in such a way that we can write the Fourier series over
[−L, L] and then periodically on the rest of R.
If we extend our function f in the interval [−L, 0] as an odd function
then the series is known as Fourier Sine Series
If we extend our function f in the interval [−L, 0] as an even function
then the series is known as Fourier Cosine Series
Fourier Series
Fourier Sine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an odd function f0 . If its Fourier series exists, then the
series must be of the form
Fourier Series
Fourier Sine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an odd function f0 . If its Fourier series exists, then the
series must be of the form
∞
X nπx
f (x) = bn sin
L
n=1
Fourier Series
Fourier Sine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an odd function f0 . If its Fourier series exists, then the
series must be of the form
∞
X nπx
f (x) = bn sin
L
n=1

where
Fourier Series
Fourier Sine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an odd function f0 . If its Fourier series exists, then the
series must be of the form
∞
X nπx
f (x) = bn sin
L
n=1

where Z L
2 nπx
bn = f (x) sin dx
L 0 L
Fourier Series
Fourier Sine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an odd function f0 . If its Fourier series exists, then the
series must be of the form
∞
X nπx
f (x) = bn sin
L
n=1

where Z L
2 nπx
bn = f (x) sin dx
L 0 L
Fourier Series
Fourier Sine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an odd function f0 . If its Fourier series exists, then the
series must be of the form
∞
X nπx
f (x) = bn sin
L
n=1

where Z L
2 nπx
bn = f (x) sin dx
L 0 L
and
a0 = an = 0.
Fourier Series
Fourier Cosine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an even function fe . If its Fourier series exists, then the
series must be of the form
Fourier Series
Fourier Cosine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an even function fe . If its Fourier series exists, then the
series must be of the form
∞
a0 X nπx
f (x) = + an cos
2 L
n=1
Fourier Series
Fourier Cosine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an even function fe . If its Fourier series exists, then the
series must be of the form
∞
a0 X nπx
f (x) = + an cos
2 L
n=1

where
Fourier Series
Fourier Cosine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an even function fe . If its Fourier series exists, then the
series must be of the form
∞
a0 X nπx
f (x) = + an cos
2 L
n=1

where Z L
2
a0 = f (x) dx
L 0
Fourier Series
Fourier Cosine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an even function fe . If its Fourier series exists, then the
series must be of the form
∞
a0 X nπx
f (x) = + an cos
2 L
n=1

where
2 L
Z
a0 = f (x) dx
L 0

2 L
Z
nπx
an = f (x) cos dx
L 0 L
Fourier Series
Fourier Cosine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an even function fe . If its Fourier series exists, then the
series must be of the form
∞
a0 X nπx
f (x) = + an cos
2 L
n=1

where
2 L
Z
a0 = f (x) dx
L 0

2 L
Z
nπx
an = f (x) cos dx
L 0 L
Fourier Series
Fourier Cosine Series

Theorem
Let f be a function defined on the interval (0, L) that is extended into the
interval (−L, 0) as an even function fe . If its Fourier series exists, then the
series must be of the form
∞
a0 X nπx
f (x) = + an cos
2 L
n=1

where
2 L
Z
a0 = f (x) dx
L 0

2 L
Z
nπx
an = f (x) cos dx
L 0 L
and
bn = 0.
Summary

1 Fourier Series
Periodic Functions
Orthogonality and Normality
Determining Fourier Coefficients
Fourier Series for Even and Odd Functions
Thanks