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MA 18.

03, R05

FOURIER SERIES, GENERALIZED FUNCTIONS, LAPLACE TRANSFORM

1
1.1

Fourier Series
General facts
1. A (generalized) function f (t) of period 2L has a Fourier series of the form f (t) or f (t) a0 t 2t t 2t + a1 cos + a2 cos + + b1 sin + b2 sin + 2 L L L L a0 nt nt + an cos + bn sin 2 L L n=1 n=1

2. The coecients an and bn can be found by the following formulas. an = 1 L


L

f (t) cos
L

nt dt L

bn

1 L

f (t) sin
L

nt dt L

3. The Fourier series it convergent at every point t for which both the right limit f (t+) and left limit f (t) exist and are nite. The sum of the Fourier series at t is the average of these two limits. 4. The terms in the Fourier series of a function f (t) must have the same symmetries as f (t) itself. For instance, an odd function will only have a sine functions in its Fourier series (no constant); an even function will only have a cosine functions in its Fourier series and the constant term; the Fourier series of a function that is odd about L/2 will only have cos (2n+1)t and sin 2nt ; L L the Fourier series of a function that is even about L/2 will only have cos 2nt and sin (2n+1)t . L L It might be useful to recall that even even = even even odd = odd odd odd = even a0 nt nt + an cos + bn sin , 2 n=1 L L n=1

5. We dierentiate Fourier series term by term. So given f (t) we get f (t)


n=1

bn

n nt n nt cos + an sin L L L L n=1

6. Integration is also done term by term, but the result is a Fourier series only of the series we integrated does not have a non-zero constant term. 1

MA 18.03, R05

1.2

How do we compute Fourier series?

Directly from the denition using the formulas for an and bn . Reducing to a known Fourier series (or to a Fourier series given on the exam) by dierentiating, or integrating, or translating, or taking a dilation, etc. . . and maybe employing some trig identities. Trig identities are especially useful for computing Fourier series of, say, sin2 t. Try to remember that sin2 A = 1 cos 2A 2 cos2 A = 1 + cos 2A 2 sin A sin B;

sin(A B) = sin A cos B cos A sin B; cos(A B) cos(A + B) ; 2 sin A cos B = and the special values sin (2n + 1) = (1)n ; 2

cos(A B) = cos A cos B

sin A sin B =

cos A cos B =

cos(A B) + cos(A + B) ; 2

sin(A + B) sin(A B) ; 2 cos n = (1)n ; 3 sin = cos = . 3 6 2

1 sin = cos = ; 4 4 2

1 sin = cos = ; 6 3 2

1.3

Use in ODE

Consider the linear ODE with constant coecients cn y (n) + . . . + c1 y + c0 y = f (t), cn = 0, f (t) periodic with period 2L.

We can make use of Fourier series to nd a particular solution yp of this ODE, as follows. (But the general solution is still y = yp + yh .) 1. First write down the Fourier series of f (t). 2. Replace f (t) by its Fourier series in the RHS of the ODE. It becomes something of the form cn y (n) + . . . + c1 y + c0 y = a0 nt nt + + . an cos bn sin 2 L L n=1 n=1

3. For each term that appears in the Fourier series nd a particular solution of the corresponding equation (use ERF or ERF or ERF etc. . . ). a0 cn y (n) + . . . + c1 y + c0 y = ; get y0 2 cn y (n) + . . . + c1 y + c0 y cn y (n) + . . . + c1 y + c0 y = = an cos bn sin nt L nt L ; ; get get y1,n y2,n

MA 18.03, R05

4. A particular solution to the original ODE is the sum of all these pieces

yp = y0 +
n=1

y1,n +
n=1

y2,n .

2
2.1

Step and Delta


Denitions
The step function u(t) = 1 0 t>0 t<0 ua (t) = u(t a) = 1 0 t>a t<a

(t) = u (t) is 0 for all t = 0 and has a spike of size 1 at t = 0 a (t) = (t a) = ua (t) is 0 for all t = a and has a spike of size 1 at t = a

2.2

Properties

1. u = 2. u = u0 3. = 0 4. f (t)ua (t) = 0 t<a f (t) t > a

0 t<a 5. f (t)(ua (t) ub (t)) = f (t) a < t < b 0 t>b 6. f (t)a (t) = f (a)a (t) is 0 for all t = a and has a spike of size f (a) at t = a 0 a<b f (t)a (t)dt = f (a) b < a < c 0 c<a

7.
b

Unit response and weight function


p(D) = an Dn + + a1 D + a0 I

The weight function or unit impulse response of the operator p(D) is the unique function w(t) with the property that p(D)w = (t). 1. Solve the homogeneous equation p(D)x = 0 for t > 0 with the initial conditions (given by matching singularities) x(n1) = 1/an and x(0+) = x (0+) = x(n2) (0+) = 0. 2. Take the solution you found and multiply by the step function u(t). This is your w(t).

MA 18.03, R05

The unit step response of the operator p(D) is the unique function v(t) with the property that p(D)v = u(t). 1. Solve the inhomogeneous equation p(D)x = 1 for t > 0 with the initial conditions (given by matching singularities) x(0+) = x (0+) = x(n1) (0+) = 0. 2. Take the solution you found and multiply by the step function u(t). This is your v(t). Properties 1. v (t) = w(t) 2. The solution to p(D)x = (t a) = a (t) is w(t a). 3. The solution to p(D)x = u(t a) = ua (t) is v(t a).

Convolution and Greens Formula


x

The convolution of two functions f and g is a function (f g) given by (f g)(x) =


0

f (u)g(x u) du.

Properties 1. f g = g f j 2. f (ag1 + bg2 ) = af g1 + bf g2 3. f (g h) = (f g) h

Greens formula gives a way of nding the solution yp to the IVP an y (n) + . . . + a1 y + a0 y = f (t), y(0) = y (0) = . . . = y (n1) (0) = 0

in terms of the convolution of the forcing function f (t) with weight function w(t) associated to the operator p(D) = an Dn + + a1 D + a0 I. Namely it tell us that the solution to the IVP is
t t

yp (t) = (f w)(t) =
0

f (t )w( )d =
0

f ( )w(t )d.

Note: This also gives a nice way of nding a particular solution yp to the equation an y (n) + . . . + a1 y + a0 y = f (t). As always, the general solution is y = yp + y + h. If you have an IVP with any other initial conditions than rest, you can 1. use Greens formula to nd yp ; 2. solve the associated homogeneous equation to nd yh ; 3. write down the general solution y = yp + y + h; 4. use the initial condition to solve for the undetermined constants.

MA 18.03, R05

Laplace Transform

If the function f (t) is continuous at t = 0, there is no ambiguity about the way we dene its Laplace transform:

L(f )(s) =
0

est f (t)dt = F (s).

When we have to deal with discontinuities or generalized functions, it makes sense to consider

L+ (f )(s) =
0+

est f (t)dt

that ignores the (possible) discontinuity at 0 of f (t);

L (f )(s) =
0

est f (t)dt

that detects if f (t) has a discontinuity at 0.

5.1

General facts
L L

1. af (t) + bg(t) aF (s) + bG(s) 2. f (t) g(t) F (s)G(s) 3. eat f (t) F (s a) 4. tf (t) F (s) 5. tn f (t) (1)n F (n) (s) 6. u(t a)f (t a) eas F (s) for a 0 7. f (t) sF (s) f (0) (use 0+ for L+ ) 8. f (t) s2 F (s) sf (0) f (0) (use 0+ for L+ ) 9. f (n) (t) sn F (s) sn1 f (0) . . . f (n1) (0) (use 0+ for L+ ) 10. L (f (n) ) = sn F (s) 11. Basic transforms L(u) = L(1) = 1 s L(tn ) = s s2 + a2 n! sn+1 L(sin at) = L(eat ) = a s2 + a2 1 sa
L L L L L L L

L(cos at) =

L ((t)) = 1

L(a (t)) = eas (a > 0)

MA 18.03, R05

5.2

Use in ODE

Finding solutions of ODEs: take he Laplace transforms of both sides of an ODE, one obtains an (algeraic) equation for the Laplace transform. Solve that and take the inverse Laplace transform. That gives you a solution of the original ODE. L(w(t)) = 1 p(s)

Finding the weight function of an operator p(D):

Pole diagram: the rightmost pole(s) of the Laplace transform F (s) of a function f (t) tells us how f (t) behaves for very large t (as t ). If the right most pole is at s = a, then, for large t, f (t) eat If the right most poles are at s = a ib, then, for large t, f (t) eat cos bt In particular, f (t) 0 as t if and only if the poles of F (s) have real part negative. More precisely, if F (s) has simple poles at a, and i, i.e. if F (s) = , (s a)((s )2 + 2 )

then F (s) will be written as a sum of simple fractions F (s) = Therefore, f (t) = Aeat + Be(+i)t + Ce(i)t or, equivalently, f (t) = A eat + B et cos t + C et sin t. The dominant term as t gets very large will be the one with the largest coecient on the exponential, which is to say the one corresponding to the rightmost pole. A B C A B s+C . + + = + s a s i s + i s a (s )2 + 2

Transfer function of p(D)


W (s) = 1 = L(w(t)) p(s)

It has the property that a particular solution to p(D)x = ert is given by xp = W (r)ert (if p(r) = 0.) Note that this is an exponential solution.