HUT DEPARTMENT OF MATH.

APPLIED

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IDE MODERNIZED PROGRAM

PARTIAL DIFFERENTIAL EQUATIONS (PDE)

ORTHOGONAL FUNCTIONS - GENERAL

EXPANSION PROBLEM (PHOTO, P. 552)

PhD. NGUYEN QUOC LAN (12/2009)

CONTENTS
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1. Recall: Heat problem. Orthogonal feature of basic solution

2. Example: Heat problem with radiating end
3. Orthogonal with respect to weight function. Generalized
fourier series
4. Sturn Liouville Theorem
5. Application to the Heat problem with radiating end

RECALL: SEPARATION FOR PDE (HEAT PROBLEM)

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u
2u
= a 2 , u (0, t ) = u ( , t ) = 0, u ( x,0 ) = u0 ( x )
Heat problem:
t
x
Separation: u ( x, t ) = X ( x )T (t ) un ( x, t ) = bn e

an 2t

sin nx, n 1

u = bn e an t sin nx u ( x,0 ) = bn sin nx = u0 ( x ), 0 < x <

2

n =1

n =1

a0
Fourier series: f ( x ) = + [an cos nx + bn sin nx ], < x <
2 n=1

sin nx cos mx = cos nx cos mx = sin nx sin mx = 0 : Orthogonal

an =

f ( x ) cos nx, ... Odd extension : bn =

u0 ( x ) sin nx

Question: Is the system of basic functions always orthogonal?

EXAMPLE: HEAT PROBLEM WITH A RADIATING END

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u
u
2u
Heat problem:
= a 2 , u (0, t ) = 0, ( , t ) = hu ( , t ) ...
t
x
x
Separation: u ( x, t ) = X ( x )T (t ) X // X = 0 & X / ( ) = hu ( )
= 2 , > 0 & X ( x ) = B sin x h sin + cos = 0

1
tan = =
tan z = z , z = & =
: Root z = ?
h
h
h
Infinite number of roots zn n =

y = tan z

y = z

3
2

u ( x, t ) = bn

n =1

a2nt
e

sin n x

zn

u ( x,0 ) = bn sin n x = f ( x ) bn = ?
n =1

Is the system {sinnx} orthogonal?

ORTHGONAL SYSTEM. APPLICATION: FOURIER SERIES

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Definition: A system {n(x)} is called orthogonal over (a, b) if:

b

(
x
)

(
x
)
dx
=

=
0
,

m
&

n m
n m
n ( x )dx = n
a

0n

Example: The trigonometric system {cos0x = 1, cosx, cos2x,

cosnx, , sinx, , sinmx, } is orthogonal over (0, 2) as
2

1 cos nxdx = 1 sin mxdx = cos nx sin mxdx = 0 n, m 1

Fourier series: Given a orthogonal system {n} over (a, b) and

f ( x ) = aii ( x ) x (a, b ) f n = i n an =
i =0

i =0 a
2

f ,n

(a, b ) = (0,2 ) : 1 2 = 2 , cos nx 2 = sin mx = Fourier coefficients

ORTHGONAL WITH RESPECT TP THE WEIGHT FUNCTION

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Definition: A system {n(x)} is called orthogonal with respect to

the weight function p(x) > 0 over (a, b) if:

0, n m
p( x )n ( x )m ( x )dx = 0, n = m
a
b

Generalized Fourier series: If the system {n} is orthogonal with

respect to the weight function p(x) over (a, b) and we have
b

f = a00 ( x ) + ... + an n ( x ) + ... x (a, b ) an =

f ( x ) p( x )n ( x )dx
a
b

2
(
)
p
x

n ( x )dx

Generalized Fourier coefficients

STURM LIOUVILLE THEOREM

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Consider the differential equation with the boundary conditions:

/

m
y
a
n
y
(
)
d
1
1 (a ) = 0
/
r ( x ) y + [q( x ) + p( x )]y = 0, x (a, b ) &
dx
m2 y (b ) n2 y / (b ) = 0

where m12 + n12 > 0, m22 + n22 > 0; p, q, r continuous; r > 0 over (a, b )

If 1, 2 n are distinct values of the parameter for

which this problem has nontrivial solutions y1, y2 yn then
the system {yn} is orthogonal with respect to the weight p(x)
Separation for a lot of boundary problems with 2nd order linear
PDE gives y// + y = 0, y(a) = y(b) = 0: r(x) 1 > 0, q(x) = 0, p(x)
1, n1 = n2 = 0 By Sturm Liouville: Solution {yn} is orthogonal!

HEAT PROBLEM WITH A RADIATING END

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Return to the heat problem with radiating end. Separation gives:

X // ( x ) + 2 X ( x ) = 0, X (0 ) = 0, hX ( ) + X / ( ) = 0 : Sturm - Liouville
with r ( x ) = 1 > 0, q( x ) = 0, p( x ) = 1, m1 = 1, n1 = 0, m2 = h, n2 = 1!
By Sturn Liouville, the basic solution {Xn(x)} = {sinnx} is
orthogonal with respect to the weight function p(x) = 1. So the
system {sinnx} is simple orthogonal.

We have already the solution: u ( x, t ) = bn e

n =1

a2nt

sin n x

From the initial condition: u ( x,0 ) = bn sin n x = f ( x ), x (0, 2 )

n =1

As {sinnx} is orthogonal: bn = f ( x ), sin n x

sin 2 n x