Orthogonality

In many of the exercises we will solve this semester we will write a function f (x) as a trigonometric series of the form nx f (x) = . An sin L
n=1

A natural question to ask is How do we calculate the coecients A n ? The method is based on the orthogonality of the trigonometric functions. Throughout this document we will make the following assumptions: Function f (x) is dened on the interval [0, L]. The trigonometric series converges uniformly to f (x). To start o, consider the following integrals.
L

sin
0

mx nx sin dx L L

(1)

Taking the integral in Eq. (1) and applying the product-to-sum formula sin we have when n = m
L

mx 1 nx sin = L L 2

cos

(n + m)x (n m)x cos L L

sin
0

mx nx sin dx = L L =

1 2

cos
0

(n m)x (n + m)x cos dx L L

L 0

(n m)x L (n + m)x 1 L sin sin 2 (n m) L (n + m) L 1 1 L sin((n + m)) sin((n m)) = 2 n + m nm = 0. In the case that n = m we have
L

sin
0

nx mx sin dx = L L = = = = = 1

nx dx L 0 2nx 1 L (1 cos ) dx 2 0 L L L 2nx dx cos 2 L 0 sin2 L L 2 2n sin 2nx L

L 0

L L sin(2n) 2 2n L 2

Thus to summarize
0

sin

nx mx sin dx = L L

0
L 2

if n = m, if n = m.

(2)

To draw in some of the language of linear algebra, suppose we think of each u n (x) = sin nx L for n N as a vector in the linear space of functions dened on the interval [0, L] satisfying the condition that un (0) = un (L) = 0. Integration over the interval [0, L] will serve as our inner product. Typically the inner product of two vectors u n and um will be denoted un , um . Thus the inner product can be dened as
L

un , um =
0

un (x)um (x) dx.

By the results derived above, when n = m the inner product of vectors u n and um is zero or in the language of linear algebra orthogonal. The condition expressed in Eq. (2) is sometimes referred to as an orthogonality condition. We will use the orthogonality condition to calculate the coecients A n . Multiply both sides of the trigonometric series by sin mx and integrate from 0 to L. L f (x) sin
L

mx L

= sin

mx L sin

An sin
n=1

nx L dx dx

f (x) sin
0

mx dx = L =

L 0 L 0

nx mx An sin L n=1 L An sin nx mx sin L L

n=1

Since we have assumed the trigonometric series converges uniformly on [0, L] then we may exchange the order of integration and summation. Thus we have
L 0

An sin
n=1

nx mx sin L L

dx =
n=1

An
0

sin

nx mx sin dx L L

= Am by the orthogonality condition. Therefore for all n N An = 2 L

L

L 2

f (x) sin
0

nx dx. L