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Fourier Series and Energy Analysis

1) The document contains solutions to problems from a homework assignment on Math 121A. 2) Problem 1a calculates the Fourier series for an even function g(x) and finds the nth cosine term and zeroth cosine term. 3) Problem 1b considers separable solutions to a partial differential equation where the spatial and time parts are equal to a constant times each other.

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0% found this document useful (0 votes)
174 views9 pages

Fourier Series and Energy Analysis

1) The document contains solutions to problems from a homework assignment on Math 121A. 2) Problem 1a calculates the Fourier series for an even function g(x) and finds the nth cosine term and zeroth cosine term. 3) Problem 1b considers separable solutions to a partial differential equation where the spatial and time parts are equal to a constant times each other.

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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Math 121A: Homework 7 solutions

1. (a) Since g( x ) is even, the terms bn in the Fourier series are zero. The nth cosine
term is
1 π
Z
an = (| x | − π )2 cos(nx )dx
π −π
2 π
Z
= ( x − π )2 cos(nx )dx
π 0  π
2 π sin(nx ) 2 2 sin( nx )
Z
= − 2( x − π ) dx + (x − π)
π 0 n π n 0
 π
2 cos(nx ) 2 cos(nx )
Z π
= − 4 2
dx − 2( x − π )
π 0 n π n2 0
4 π 4π
= − [sin(nx )]0 +
π πn2
4
= 2
n
and the zeroth cosine term is
1 π
Z
a0 = (| x | − π )2 dx
π −π
2 π
Z
= ( x − π )2 dx
π 0

2 ( x − π )3

=
π 3 0
2π 3 2π 2
= = .
π 3 3
and hence ∞
π2 4 cos(nx )
g( x ) = +∑ .
3 n =1
n2

(b) If f ( x, t) = X ( x ) T (t) then


T 00 X = c2 X 00 T
and hence
T 00 X 00
= =C
c2 T X
for some constant C. Solutions for X that will satisfy the boundary conditions
will have C ≤ 0. First consider the case when C = 0. This gives X 00 = 0 and
hence X ( x ) = αx + β; in order to satisfy the boundary conditions, it must be
that X ( x ) = β. The corresponding time dependent problem is T 00 = 0 and
hence T (t) = γt + η.

1
The case of C < 0 can be considered by defining C = −λ2 for λ > 0. It can be
seen that
X 00 + λ2 X = 0
and hence
X ( x ) = D cos λx + E sin λx.
The derivative is
X 0 ( x ) = − Dλ sin λx + Eλ cos λx.
The boundary conditions imply that

0 = X 0 (π ) = − Dλ sin λπ + Eλ cos λπ,

0 = X 0 (−π ) = − Dλ sin λπ + Eλ cos λπ.


There are two families of solutions. If E = 0 and D 6= 0 then the boundary
conditions will be satisfied if λ = n where n is a positive integer. Thus X ( x ) =
cos(nx ), and the corresponding time-dependent problem, given by C = −n2 , is

T 00
2
= − n2 .
c T
Therefore T (t) = A cos nct + B sin nct. If D = 0 and E 6= 0 then the boundary
conditions will be satisfied if λ = (n + 1/2). The corresponding time dependent
solution will be T (t) = A cos(n + 1/2)ct + B sin(n + 1/2)ct.
(c) In part (a), the initial condition was written as a sum of terms of the form
cos(nx ), plus a constant term—these are the spatial parts of separable solutions.
Since f t is initially zero, it follows that the solution for all times is a sum of
separable solutions,

π2 4 cos(nx ) cos(nct)
f ( x, t) = +∑ 2
.
3 n =1
n

(d) The energy of the system can be written as


1
Z π
E(t) = ( f t2 + c2 f x2 )dx.
2 −π

2
The derivative of this expression is
Z π 
0 1d 2 2 2
E (t) = ( f t + c f x )dx
2 dt −π
1 π ∂ 2
Z
= ( f + c2 f x2 )dx
2 −π ∂t t
1 π
Z
= (2 f t f tt + 2c2 f xt f x )dx
2 −π
Z π Z π
= f t f tt dx + c2 f xt f x dx
Z−ππ Z−ππ
= f t f tt dx − c2 f t f xx dx + [ f t f x ]π
−π
Z−ππ −π
2
= f t ( f tt − c f xx )dx
Z−ππ
= 0 dx
−π
= 0

and hence the total energy is constant.


(e) Since f t is initially zero, it follows that K (0) = 0. For x > 0,

∂ f
= 2( x − π )
∂x t=0

and hence
1 π 2 2
Z
P (0) = c f x dx
2 Z−π
π
= c2 4( x − π )2 dx
0
4c2 π 3
= .
3
(f) The time derivative of the series solution is

4c cos(nx ) sin(nct)
f t ( x, t) = − ∑ n
n =1

and hence the kinetic energy is


1
Z π
K (t) = f t2 dx
2 −π
!2

1 π 4c cos(nx ) sin(nct)
Z
=
2 −π
∑ n
dx.
n =1

3
By orthogonality relations, all integrals involving cos(nx ) cos(mx ) for m 6= n
will vanish and hence
Z π ∞
cos2 (nx ) sin2 (nct)
K (t) = 8c 2

− π n =1 n2
dx
∞ 2
sin (nct)
= 8c2 π ∑ n2
.
n =1

The spatial derivative of the series solution is



4 sin(nx ) cos(nct)
f x ( x, t) = − ∑ n
n =1

and hence the potential energy is


1
Z π
P(t) = c2 f x2 dx
2 −π
!2

c2 π 4 sin(nx ) cos(nct)
Z
=
2 −π
∑ n
dx
n =1
Z π ∞
sin2 (nx ) cos2 (nct)
= 8c 2

− π n =1 n2

cos2 (nct)
= 8c2 π ∑ n2
.
n =1

Hence, using the relation ∑∞


n =1 n
−2 = π 2 /6,

E(t) = K (t) + P(t)



cos2 (nct) + sin2 (nct)
= 8c2 π ∑
n =1
n2

1
= 8c2 π
n2 ∑
n =1
 2
π
= 8c2 π
6
2
4c π 3
= ,
3
which is constant in time, and matches the calcaultion in part (e).
(g) Plots of f ( x, t) are shown over the range from t = 0 to t = π/c in Fig. 1. After
t = π/c, the waves reverse, and follow the same sequence of curves back to the
initial condition, at time t = 2π/c.

4
t=0
10 t = 0.05π/c, . . . , 0.95π/c
t = π/c

8
f ( x, t)

0
−π −π/2 0 π/2 π
x

Figure 1: Time evolution of the function f ( x, t) considered in question 1.

2. (a) The Fourier transform is given by


1 ∞
Z
f˜(α) = f ( x )e−ixα dx
2π −∞
1
Z π/2
= (cos x )e−ixα dx
2π −π/2
1
Z π/2
= (eix + e−ix )e−ixα dx
4π −π/2
1
Z π/2
= (eix(1−α) + e−ix(1+α) )dx
4π −π/2
" #π/2
1 eix(1−α) e−ix(1+α)
= −
4π i (1 − α) i (1 + α )
" −π/2 #
1 ie − iπα/2 ie − iπα/2 ieiπα/2 ie−iπα/2
= + + +
4π i (1 − α) i (1 + α) i (1 − α) i (1 + α)
"  #
1 cos πα 2 cos πα
2
= +
2π 1−α 1+α

cos πα2
= .
π (1 − α2 )

5
(b) The Fourier transform is
1 π Z
g̃(α) = (sin x )e−ixα dx
2π Z0
1 π
= (eix(1−α) − e−ix(1+α) )dx
4πi "0 # π
1 eix(1−α) e−ix(1+α)
= +
4πi i (1 − α) i (1 + α )
0
1 −1 − eiαπ −1 − eiαπ
 
= +
4πi i (1 − α) i (1 − α )
1 + e−iπα
= .
2π (1 − α2 )

(c) g̃ can be alternatively written as

e−iπα/2 (eiπα/2 + e−iπα/2 ) e−iπα/2 cos πα



2
g̃(α) = =
2π (1 − α2 ) π (1 − α2 )
and hence
f˜(α)
= eiπα/2 .
g̃(α)
This should be expected. Since cos x = sin( x + π/2), it can be seen that f ( x ) =
g( x + π/2) and by basic properties of Fourier transforms, f˜(α) = eiαπ/2 g̃(α).
(d) To calculate the Fourier transform of h, first note that

h( x ) = g( x ) − g(− x ).

The Fourier transform of − g(− x ) is − g̃(−α), and hence

h̃(α) = g̃(α) − g̃(−α)


1 + e−iπα 1 + eiπα
= −
2(1 − α2 ) 2(1 − (−α)2 )
e−iπα − e−iπα
=
2(1 − α2 )
i sin(πα)
= .
π ( α2 − 1)

(e) The function qn ( x ) can be written as


n −1
qn ( x ) = (−1)n−1 ∑ h(x − (2k − (n − 1))π )
k =0

6
15 n = 10
n = 20
10 n = 30

5
Im(q̃n (α))

-5

-10

-15
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
x

Figure 2: Fourier transforms of several of the truncated sine functions qn ( x ) that are
considered in question 2.

and hence
n −1
q̃n (α) = (−1)n−1 ∑ e−i(2k−(n−1))πα h̃(α)
k =0
n −1
= (−1) n −1
h̃(α)e −iπ (n−1)α
∑ e2kiπα
k =0
2niπα
−iπ (n−1)α 1 − e
 
i sin(πα)
= (−1)n−1 e
π ( α2 − 1) 1 − e2iπα
 −niπα
− eniπα

i sin(πα) e
= (−1)n
π (1 − α2 ) e−iπα − eiπα
 
i sin(πα) sin(nπα)
= (−1)n
π (1 − α2 ) sin(πα)
i (−1)n sin(nπα)
= .
π (1 − α2 )

Plots of q̃n (α) for n = 10, 20, 30 are shown in Fig. 2. It can be seen that there are
two sharp peaks in q̃n (α) at α = ±1, which grow in size as n increases. This
should be expected, since in the limit as n tends to infinity, qn ( x ) becomes equal
to sin(nx ) = 2i1 (eix − e−ix ). Since the Fourier transform of eikx can be thought

7
of as δ(α − k ), it should be expected that the limit of q̃n (α) is
1 i
(δ(α − 1) − δ(α + 1)) = (δ(α + 1) − δ(α − 1))
2i 2
which matches the peaks seen in the graph.
3. If the rate of change of the temperature of the tea is given by λ multiplied by the
difference between the tea’s temperature and Tr , then the temperature T (t) will
follow the differential equation
dT
= λ( Tr − T ).
dt
To solve this equation, it can be separated according to
dT
= −λdt
T − Tr
and hence
log( T − Tr ) = −λt + C
for some constant C. Therefore if T (0) = T0 the temperature evolves according to
T (t) = Tr + ( T0 − Tr )e−λt .
Now consider the first scenario where the milk is added initially. The initial tem-
perature will be given by the weighted average of the temperatures of the tea and
milk,
◦ ◦
Tt Vt + Tm Vm (95 C)200 + (5 C)50 ◦
T0 = = = 77 C.
Vt + Vm 250
The temperature then evolves according to

T (t) = (20 + 57e−λt ) C
and thus after twenty minutes it will be
◦ ◦
T (20 min) = (20 + 57e−4 log(2) ) C = 23.56 C.

In the second scenario, the initial temperature is 95 C and it evolves according to

T (t) = (20 + 75e−λt ) C
so after twenty minutes it will be
◦ ◦
T (20 min) = (20 + 75e−4 log(2) ) C = 24.69 C.
After the milk is added, the temperature is then
◦ ◦
(24.69 C)200 + (5 C)50 ◦
= 20.75 C
250
Hence the tea is hotter under the first scenario.

8
4. Consider a function y( x ). If y2 = r2 − x2 , then yy0 = rr 0 − x. Multiplying the given
differential by y gives
y2 y02 + 2xyy0 − y2 = 0
and substituting the expressions for r gives

(rr 0 − x )2 + 2x (rr 0 − x ) − (r2 − x2 ) = 0.

Expanding terms gives

r2 r 02 − 2xrr 0 + x2 + 2xrr 0 − 2x2 − r2 + x2 = 0

and hence
r2 r 02 − r2 = 0.
Assuming that r > 0 gives

r 0 = ±1, r(x) = ±x + C

and hence q p
y( x ) = (± x + C )2 − x2 = C2 ± 2xC.

5. For the system considered,

y dy
tan(2θ ) = , tan θ =
x dx
and by using the trigonometric identity
2 tan θ
tan(2θ ) =
1 − tan2 θ
it follows that
y 2y0
= .
x 1 − y 02
Thus
(1 − y02 )y = 2y0 x
and hence
y02 y + 2xy0 − y = 0
This is the equation that was considered in the previous question, and hence
p
y( x ) = C2 ± 2xC,

which is a parabola.

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