HWsol Chap11
HWsol Chap11
HWsol Chap11
§11.1
1. (a) If f (x) and g(x) have period p, show that h(x) = af (x)+bg(x)(a, b, constant)
has the period p.
Sol. Since p is a period of f and g,
2. Find the Fourier series of the given periodic function f (x) of period 2π:
(a)
Sol.
∫ π ∫
1 1 π/2 1
a0 = f (x)dx = dx = ,
2π −π π 0 2
∫ π ∫ π/2
1 2 2 sin nπ
2
an = f (x) cos nxdx = cos nxdx = ,
π −π π 0 nπ
∫ ∫
1 π 1 π/2
bn = f (x) sin nxdx = sin nxdx = 0.
π −π π −π/2
(b)
Sol.
∫ π ∫
1 1 π π
a0 = f (x)dx = (−x + π)dx = ,
2π −π π 0 2
∫ π ∫ π
1 2 2(1 − cos nπ)
an = f (x) cos nxdx = (−x + π) cos nxdx = ,
π −π π 0 n2 π
∫
1 π
bn = f (x) sin nxdx = 0.
π −π
Fourier series of f (x)
∞
π ∑ 2(1 − cos nπ)
f (x) = + cos nx
2 n=1 n2 π
π 4[ 1 1 ]
= + cos x + 2 cos 3x + 2 cos 5x + · · · .
2 π 3 5
∞
∑ 1
(b)
n=1
(2n − 1)2
Sol. In Problem 2 (b), note that f is continuous at x = 0.
π 4[ 1 1 ]
π = f (0) = + 1 + 2 + 2 + ···
2 π 3 5
∞
∑ 1 π2
Thus = .
n=1
(2n − 1)2 8
∑∞
1
(c)
n=1
n2
Sol. In Problem 2 (c), note that f is discontinuous at x = 0.
f (0+) + f (0−) 0 + 4π 2 4π 2 [ 1 1 ]
= = 2π 2 = + 4 1 + 2 + 2 + ···
2 2 3 2 3
∑∞
1 π2
Thus 2
= .
n=1
n 6
§11.2
1. (a) Find the Fourier series of the function f (x) = −1(−2 < x < 0), f (x) =
1(0 < x < 2), of the period p = 4.
Sol.
∫
1 2
a0 = f (x)dx = 0,
4 −2
∫
1 2 nπx
an = f (x) cos dx = 0,
2 −2 2
∫ ∫ 2
1 2 nπx nπx 2
bn = f (x) sin dx = sin dx = (1 − (−1)n ).
2 −2 2 0 2 nπ
Fourier series of f (x)
∑∞
2 nπx
f (x) = (1 − (−1)n ) sin
n=1
nπ 2
4[ πx 1 3πx 1 5πx ]
= sin + sin + sin + ··· .
π 2 3 2 5 2
(b) Find the Fourier series of the f (x) = sin πx(0 < x < 1), of the period p = 1.
Sol.
∫ 1
2
a0 = sin πxdx = ,
π
∫ 1
0
(c) Find the Fourier series of the f (x) = x2 (−1 ≤ x ≤ 1), of the period p = 2, and
calculate ∞ ∞
∑ ∑
n−1 1 1
(−1) 2
, 2
.
n=1
n n=1
n
Sol.
∫ ∫ 1
1 1 2 1
a0 = x dx = x2 dx = ,
2 −1 0 3
∫ 1 ∫ 1
4 cos nπ
an = x2 cos nπxdx = 2 x2 cos nπxdx = 2π2
,
−1 0 n
∫ 1
bn = x2 sin nxdx = 0.
−1
2. Show that the identity cos3 x = 34 cos x+ 14 cos 3x can be interpreted as the Fourier
series expansion.
Sol. f (x) = cos3 x is a continuous, even, periodic function of period 2π. Since the
∑
Fourier series of f (x) is a0 + ∞ 3 3 1
n=1 an cos nx, the identity cos x = 4 cos x + 4 cos 3x
is the Fourier series expansion.
Notice that
∫ π ∫ π ∫ π
cos nxdx = 0, cos nx cos mxdx = 0 (n ̸= m), cos2 nxdx = π.
−π −π −π
In fact,
∫ ∫
1 π 1 π 1 1
a0 = 3
cos xdx = (1 − sin2 x) cos xdx = [sin x − sin3 x]π0 = 0,
π 0 π 0 π 3
∫ π ∫ π
1 1 1 + cos 2x
an = cos3 x cos nxdx = cos x cos nxdx
π −π π −π 2
∫ π ∫ π
1 1
= cos x cos nxdx + cos x cos 2x cos nxdx
2π −π 2π −π
∫ π ∫ π ( )
1 1 1
= cos x cos nxdx + cos 3x + cos x cos nxdx
2π −π 2π −π 2
3
4 if n = 1
1
= if n = 3 .
4
0 if otherwise
Thus the identity cos3 x = 43 cos x + 14 cos 3x can be interpreted as the Fourier series
expansion.
§11.3
1. Is the given function f (x) even or odd? Find its Fourier series.
(a) f (x) = 2x|x| (−1 < x < 1), f (x + 2) = f (x)
Sol. Since f (x) = −f (−x), f (x) is an odd function.
∫ 1
2 −4[n2 π 2 (−1)n + 2(1 − (−1)n )]
bn = 2 2x sin nπxdx =
n3 π 3
{ 0
−4
nπ if n = even
= 4(n π −4)
2 2 .
3
n π 3 if n = odd
{
0 if 0 < x < 2
(b) f (x) = .
1 if 2 < x < 4
Sol. (Even periodic extension)
∫
1 4 1
a0 = dx = ,
4 2 2
∫ 4
1 nπx −2 sin nπ
2
an = cos dx = ,
2 2 4 nπ
Fourier cosine series of f (x)
∞
1 ∑ −2 sin nπ 2 nπx
f (x) = + cos
2 n=1 nπ 4
1 2[ πx 1 3πx 1 5πx ]
= − cos − cos + cos + ··· .
2 π 4 3 4 5 4
Computational Science & Engineering (CSE) T. Jeong
Homework 10
§11.4 {
∫π 2π if n = m
inx −imx
1. (a) Show that −π e e dx = .
∫π 0 if n ̸
= m
Sol. In case n = m, −π einx e−imx dx = 2π.
∫π
In case n ̸= m, −π einx e−imx dx = [ (n−m)i
1
e(n−m)ix ]π−π = 0.
∑
9
√ n inx ∫π
(b) Let f (x) = 1 + ( 2) e . Calculate −π f (x)f (x)dx.
n=1
∑
9
√
Sol. Note that f (x) = ( 2)n einx . By (a),
n=0
∫ π ∫ π ∑
9 ∑
9
√
f (x)f (x)dx = ( 2)n+m einx e−imx dx
−π −π n=0 m=0
∑
9 ∑ 9
√ n+m ∫ π
= ( 2) einx e−imx dx
n=0 m=0 −π
∑9
210 − 1
= 2π 2 = 2π · n
= 2046π.
n=0
2 − 1
∞
∑
(c) If f (x) = x = cn einx for all −π < x < π, find the coefficients cn , and calcu-
n=−∞
∞
∑
late |cn |2 .
n=−∞
∑∞ ∞
∑
= cn c−n 2π = |cn |2 2π.
n=−∞ n=−∞
Thus ∞ ∫
∑ 1 π
π2
|cn |2 = x2 dx = .
n=−∞
2π −π 3
2. Find the complex Fourier series of the function f (x) = x2 (−π < x < π), and
obtain from it the usual Fourier series.
Sol.
∫ π
1 π2
c0 = x2 dx = ,
2π −π 3
∫ π
1 2 −inx 2(−1)n
cn = xe dx = , n = ±1, ±2, · · · .
2π −π n2
complex Fourier series of the function f (x),
∞
∑
π2 (−1)n inx
f (x) = +2 e .
3 n2
n=−∞,n̸=0
3. Show that the complex Fourier coefficients of an even function are real and those
of an odd function are pure imaginary.
Sol. Notice that
∫ π
1
cn = f (x)e−inx dx
2π −π
∫ π ∫ π
1
= [ f (x) cos nxdx − i f (x) sin nxdx].
2π −π −π
∫π
If f (x) is an even function, −π f (x) sin nxdx = 0. Thus, the complex Fourier coef-
ficients of an even function∫cn is real.
π
If f (x) is an odd function, −π f (x) cos nxdx = 0. Thus, the complex Fourier coeffi-
cients of an even function cn is pure imaginary.
§11.6
1. Find the trigonometric polynomial
∑
N
F (x) = A0 + (An cos nx + Bn sin nx)
n=1
for which the square error with respect to the function f (x) on the interval −π ≤
x ≤ π is minimum, and compute the minimum value for N = 2.
(a) f (x) = x (−π < x < π)
Sol. The total square error of F with respect to the function f (x) = x (−π < x < π)
on −π ≤ x ≤ π is minimum iff the coefficients of F are the Fourier coefficients of f .
Thus
∫ π
1
A0 = xdx = 0,
2π −π
∫
1 π
An = x cos nxdx = 0,
π −π
∫ ∫
1 π 2 π 2(−1)n+1
Bn = x sin nxdx = x sin nxdx = ,
π −π π 0 n
and
∑
N
2(−1)n+1
F (x) = sin nx.
n=1
n
The minimum value for N = 2 is
∫ π ∫ π
E = |f (x) − F (x)| dx =
2
x2 dx − π[2A20 + A21 + A22 + B12 + B22 ]
−π −π
3
2π 2π 3
= − π[0 + 0 + 0 + 4 + 1] = − 5π.
3 3
and
π ∑ 2(cos nπ − 1)
N
F (x) = + cos nx.
2 n=1 n2 π
The minimum value for N = 2 is
∫ π ∫ π
E = |f (x) − F (x)| dx =
2
|x|2 dx − π[2A20 + A21 + A22 + B12 + B22 ]
−π −π
3 2
2π π 16 π 3 16
= − π[ + 2 + 0 + 0 + 0] = − .
3 2 π 6 π
2. Using Parseval’s identity and the given function f (x) of period 2π, show that
∑∞ {
1 π2 0 if − π < x < −π/2, π/2 < x < π
(a) = (Use f (x) = .)
(2n − 1) 2 8 1 if − π/2 < x < π/2
n=1
Sol. Notice that f is even.
∫ ∫
1 π 1 π/2 1
a0 = f (x)dx = dx = ,
π 0 π 0 2
∫ π ∫ π/2
2 2 2 sin nπ
2
an = f (x) cos nxdx = cos nxdx = .
π 0 π 0 nπ
Fourier series of f (x)
∞
1 ∑ 2 sin nπ 2
f (x) = + cos nx
2 n=1 nπ
1 2[ 1 1 ]
= + cos x − cos 3x + cos 5x + · · · .
2 π 3 5
By Parseval’s identity,
∞ ∫ ∫
1 ∑ 2 2 1 1 π 2 1 π/2
2· 2 + ( )( 2
) = f (x)dx = dx = 1
2 n=1
π 2n − 1 π −π π −π/2
∞
∑ 1 π2
Thus = .
n=1
(2n − 1)2 8
∞
∑ {
1 π4 x + π if −π <x<0
(b) = (Use f (x) = .)
(2n − 1)4 96 π − x if 0 < x < π
n=1
Sol. Notice that f is even.
∫ ∫
1 π 1 π π
a0 = f (x)dx = (−x + π)dx = ,
π 0 π 0 2
∫ π ∫ π
2 2 2(1 − cos nπ)
an = f (x) cos nxdx = (−x + π) cos nxdx = .
π 0 π 0 n2 π
Computational Science & Engineering (CSE) T. Jeong
Homework 15
∑∞
1 π2 1
(c) = − (Use f (x) = | sin x|(−π < x < π).)
n=1
(2n − 1)2 · (2n + 1)2 16 2
Sol. Notice that f is even.
∫ ∫
1 π 1 π 2
a0 = f (x)dx = sin xdx = ,
π 0 π 0 π
∫ π ∫ π
2 2
an = f (x) cos nxdx = sin x cos nxdx
π 0 π 0
∫
1 π
= sin[(1 + n)x] + sin[(1 − n)x]dx
π 0
{ {
0 if n = 1 0 if n = 1, 3, 5, · · ·
= −2(1−(−1)n−1 ) = −4 .
(n2 −1)π if n = 2, 3, · · · (2n−1)(2n+1)π if 2n = 2, 4, 6 · · ·
∞
∑ 1 π2 1
Thus = − .
n=1
(2n − 1)2 (2n + 1)2 16 2
§11.7
1. Show that
∫ ∞ cos xw+w sin xw 0 if x<0
(a) 0 dw = π/2 if x=0 .
1+w2 −x
πe if x>0
{
0 if x < 0
Sol. Consider the Fourier integral of f (x) = .
e−x if x > 0
∫
1 ∞ −v 1 1
A(w) = e cos wvdv = ,
π 0 π 1 + w2
∫
1 ∞ −v 1 w
B(w) = e sin wvdv = .
π 0 π 1 + w2
Fourier integral of f :
∫ ∞
1 cos wx + w sin wx
f (x) = dw.
π 0 1 + w2
Notice that f (x) is discontinuous only at x = 0.
∫ ∞
0 + if x < 0
cos xw + w sin xw f (0 )+f (0− )
dw = π = π/2 if x = 0 .
0 1 + w2
πe−x
2
if x > 0
∫ ∞ (sin w−w cos w) sin xw πx/2 if 0<x<1
(b) 0 dw = π/4 if x=1 .
w2
0 if x>1
{
x if 0 < x < 1
Sol. Consider the Fourier sine integral of f (x) = .
0 if x > 1
∫
2 1 2 −w cos w + sin w
B(w) = v sin wvdv = · .
π 0 π w2
Fourier integral of f :
∫ ∞
2 −w cos w + sin w
f (x) = sin wxdw.
π 0 w2
Notice that f (x) is discontinuous only at x = 1.
∫ ∞
π
f (x) = πx if 0 < x < 1
sin w − w cos w 2
π f (1+
)+f (1−
2
)
sin wxdw = = π/4 if x = 1 .
0 w 2 2 2
π f (x) = 0
2 if x > 1
{
x if 0<x<1
2.(a) Find the Fourier cosine integral of f (x) = .
0 if x>1
Sol.
∫
2 1 2 sin w 1
A(w) = v cos wvdv = [ + 2 (cos w − 1)]
π 0 π w w
2 w sin w + cos w − 1
= · .
π w2
Fourier cosine integral of f (x)
∫
2 ∞ w sin w + cos w − 1
f (x) = cos wxdw.
π 0 w2
{
sin x if 0<x<π
(b) Find the Fourier sine integral of f (x) = .
0 if x>π
Sol. ∫ ∫
2 π 1 π
B(w) = sin v sin wvdv = − cos[(w + 1)v] − cos[(w − 1)v]dv
π 0 π 0
2 sin wπ
= · .
π 1 − w2
Computational Science & Engineering (CSE) T. Jeong
Homework 18
∫∞ ∫
2 ∞
3. Let f (x) = 0 A(w) cos∫ wxdw, where A(w) = π 0 f (v) cos wvdv.
1 ∞ w
(a) Show that∫ f (ax) = a 0 A( a ) cos wxdw
∫ (a > 0)
∞ 1 ∞
Sol. f (ax) = 0 A(w) cos waxdw = a 0 A( wa ) cos wxdw.
∫∞ 2
(b) x2 f (x) = 0 [− ddwA2 ] cos xwdw.
Sol. Note that A(w) and dA(w) dw go to zero as w → ∞.
∫
2 ∞
And dA(w)
dw |w=0 = − π 0 vf (v) sin wvdv|w=0 = 0.
∫ ∞ ∫ ∞
d2 A dA dA
[− 2 ] cos xwdw = [− cos xw]∞
0 −x sin xwdw
dw dw dw
0 ∫ ∞ 0
dA
= −x sin xwdw
dw
0 ∫ ∞
∞
= −x[A(w) sin xw]0 + x 2
A(w) cos xwdw
∫ ∞ 0
2
= x A(w) cos xwdw
0
2
= x f (x)
§11.9
1. Find the{Fourier transform of f (x).
e2ix if −1<x<1
(a) f (x) =
0 if otherwise
Sol.
∫ 1 ∫ 1
1 −iwx 1 1 e(2−w)i − e−(2−w)i
f (w) = √
ˆ 2ix
e e dx = √ e(2−w)ix
dx = √ ·
2π −1 2π −1 2π (2 − w)i
√
1 2 sin(2 − w) 2 sin(2 − w)
= √ · = · .
2π 2−w π 2−w
{
x if 0<x<1
(b) f (x) =
0 otherwise
Sol.
∫ 1
1 −iwx 1 ( e−iw e−iw − 1 )
f (w) = √
ˆ xe dx = √ +
2π 0 2π −iw w2
1 (wi + 1)e−iw − 1
= √ · .
2π w2
2. (a) Show that if f (x) has a Fourier transform, so does f (x−a), and F[f (x−a)] =
e−iwa F[f (x)]. ∫∞
Sol. Let fˆ(w) = √12π −∞ f (x)e−iwx dx. Then
∫ ∞
1
F[f (x − a)] = √ f (x − a)e−iwx dx
2π ∫−∞
∞
1
= √ f (x)e−iw(x+a) dx = e−iwa fˆ(w)
2π −∞
Thus f (x − a) has a Fourier transform and F[f (x − a)] = e−iwa F[f (x)].
(b) Show that if fˆ(w) is the Fourier transform of f (x), then fˆ(w − a) is the Fourier
transform of eiax f (x).
Sol.
∫ ∞
1
F[e f (x)] = √
iax
eiax f (x)e−iwx dx
2π ∫−∞
∞
1
= √ f (x)e−i(w−a)x dx = fˆ(w − a).
2π −∞
Computational Science & Engineering (CSE) T. Jeong
Homework 20
[Another solution] ∫∞
Note that fˆ(w) = √12π −∞ f (x)e−iwx dx. Then
∫ ∞ ∫ ∞
1 1
fˆ(w − a) = √ f (x)e−i(w−a)x dx = √ f (x)eiax e−iwx dx.
2π −∞ 2π −∞
2
√1 e− 4a , where f (x) = e−ax , a > 0, find the Fourier transform of
w
(c) Using fˆ(w) =
2
2a
−2x2 +4x+5
f (x) = (2x − 3)e .
Sol. Note that f (x) = (2x − 3)e−2x +4x+5 = 2(x − 1)e−2(x−1) +7 − e−2(x−1) +7 .
2 2 2
e7 −2x2 ′ e7 e7 1 w2 iw w2
F[2xe−2x ) ] = −iw F[e−2x ] = −iw · · e− 8 = − e− 8 +7
2 2
+7
] = F[− (e
2 2 2 2 4
1 w2
F[e−2x ] = F[e7 e−2x ] = e− 8 +7
2 2
+7
2
and
−2(x−1)2 +7 −iw iw − w2 −iw+7
−2x2 +7
F[2(x − 1)e ] = e F[2xe ]=− e 8
4
1 w 2
F[e−2(x−1) +7 ] = e−iw F[e−2x +7 ] = e− 8 −iw+7
2 2
2
.
Thus the Fourier transform of f (x)
iw 1 w2
= −( + )e− 8 −iw+7
4 2
3. (a) Find the discrete Fourier transform of the signal f = [1, 2, 6, 4]T .
Sol. N = 4, wN = e−2πi/N = e−πi/2 = −i.
0 0 0 0
w w w w 1 1 1 1 1 1 13
w w w w 2 1 −i −1 i
2 = −5 + 2i .
0 1 2 3
f̂ = F4 f =
w0 w2 w4 w6 6 = 1 −1 1 −1 6 1
w0 w3 w6 w9 4 1 i −1 −i 4 −5 − 2i
( ) ( )( ) ( )
fˆ0 1 1 1 7
f̂ev = ˆ = F2 fev = =
f2 1 −1 6 −5
( ) ( )( ) ( )
fˆ1 1 1 2 6
f̂od = ˆ = F2 fod = =
f3 1 −1 4 −2
and so
fˆ0 = fˆev,0 + wN
0 ˆ
fod,0 = 7 + 6 = 13,
fˆ1 = fˆev,1 + wN fˆod,1 = −5 − i(−2) = −5 + 2i,
1
fˆ2 = fˆev,0 − wN
0 ˆ
fod,0 = 7 − 6 = 1,
fˆ3 = fˆev,1 − w1 fˆod,1 = −5 − (−i)(−2) = −5 − 2i.
N