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

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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

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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).

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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.

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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)

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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.