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Math 551: Applied PDE and Complex Vars Fall 2017

Problem Set 2 Assigned Weds Sep 6 Due Weds Sep 13


Fourier series background and Adjoint differential operators

0. Reading : Haberman, Sections 3.13.5.1


(
R 0 6 k
j=
1. Problem 5.10.6, page 215. Hint: {k (x)} are (x)-orthogonal and normalized: k j dx =
1 j=k
2. (i) Problem 3.3.4, page 110. f (x) is given on 0 x L.
Sketch the periodic extension on 2L x 2L.
Predict the form of the Fourier coefficients (What is in ck = O(1/k ) for k ?) based on
the smoothness (degree of continuity) of f (x). (DO NOT calculate the integrals for the ck
for this part.)
Evaluate the integrals for the ck coefficients. For this f (x) there is a singular case (a special
value of k = k ) for which the general formula does not work (i.e. the formula will have a
division by zero). Identify this case and calculate the value of ck separately.
(ii) Evaluate the Fourier cosine series from (i) at two special choices for x to demonstrate that

X 1 1 X (1)k 1
(a) 2
= (b) 2
=
4k 1 2 4k 1 2 4
k=1 k=1

X 1
(iii) Use Parsevals theorem to determine the value of .
(4k 2 1)2
k=1
3. Consider f (x) = x sin(x) on 0 x .

(i) Sketch the periodic extensions on 2 x 2 corresponding to the Fourier cosine and Fourier
sine series of f (x). Predict the forms of the coefficients (ck = O(1/k ) for k ) based on the
smoothness of f (x) (without calculating any integrals).
(ii) Calculate the coefficients for the Fourier cosine series. Identify and calculate the the singular case
for k in the formula for the ck coefficients. Compare the ck with your prediction from (i).
(iii) Repeat (ii) for the Fourier sine series.
R b R c R b
4. (i) Problem 3.4.1(a), page 120. Hint: Break up the LHS integral into sub-intervals a = a + c+ .
ck sin(kx/L) and f 0 (x) =
P P
(ii) Problem 3.4.3(b), page 121. Hint: Let f (x) = bk cos(kx/L) and
use (i) to find formulas for bk in terms of ck .
5. Adjoint problems: operators and boundary conditions For each of the following complete linear differ-
ential operators on 0 x 1, use standard L2 inner product and the adjoint relation, hv, Lui = hL v, ui,
to determine the differential operator and boundary conditions for the adjoint problem. In each case
state if the formal operator and/or the complete operator is self-adjoint.
d2 y
(a) Ly 3y(0) + y 0 (0) = 0 y(1) + 2y 0 (1) = 0.
dx2
d2 y
(b) Ly 2 y(0) + 4y 0 (1) = 0 y(1) = 0.
dx
d2 y dy
(c) Ly e2x 2
x4 y 0 (0) = 0 y(1) = 0.
dx dx
d3 y d2 y dy
(d) Ly 3 + 2 2 3 y(0) 5y 00 (0) = 0 y(1) = 0 y 0 (1) 4y 00 (1) = 0.
dx dx dx
d2 y dy
(e) Ly A(x) 2 + B(x) + C(x)y What relation between A(x), B(x) makes L formally self-adjoint?
 dx  dx
d dy
(f) Ly p(x) + q(x)y 1 y(0) + 2 y 0 (0) = 0 1 y(1) + 2 y 0 (1) = 0.
dx dx

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Policy on use of computers: You are encouraged to use computer programs like Maple, Mathematica, MATLAB, Octave,
or Maxima to help check your calculations. However, since computers/calculators can not be used on the exams, you need to
practice your calculation skill; the homework problems are the best preparation for the exams!