正交函數與傅立葉級數bem.bime.ntu.edu.tw/lesson/em/handout/2.pdf ·  · 2011-02-214...

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1 正交函數與傅立葉級數 正交函數 在高等數學中,函數可視為廣義向量(Generalized Vector) 3-Dimension 中,向量的內積性質: (1) ) , ( ) , ( u v v u (2) v u v u ) , ( ) , ( k k k 為純量 (3) (, ) 0 u 0 u u (, ) 0 u 0 u u (4) ) , ( ) , ( ) , ( w v w u w v u (5) 長度或 Norm2 ) , ( u u u ,或者 u u u ** 廣義的內積觀念亦應具有這些相同的性質。 函數內積的定義: 假設 2 1 , f f 為定義於區間 [ a, b ] 內的函數,則 2 1 , f f [ a, b ] 內的內積 [ Inner Product] 定義為: dx x f x f f f b a ) ( ) ( ) , ( 2 1 2 1 正交函數 [ Orthogonal Function] 0 ) ( ) ( ) , ( 2 1 2 1 dx x f x f f f b a ,則稱 2 1 , f f 互為正交函數。 ** 此處 正交( Orthogonal ) ”並非指 垂直( Perpendicular ) ” ,意即無幾何上的意 義。 Ex. 3 2 2 1 ) ( , ) ( x x f x x f ,在[ 1, 1]內正交。 正交集合 實值函數集合 } ), ( ), ( ), ( { 2 1 0 x x x ,若 ( , ) () () 0, b m n m n a x x dx m n 則該集合稱為在區間 [a, b] 內為正交。 Ex. 函數 1sintcostcos2t 何者拿掉後,剩下的三個函數會在 ] , 0 [ t 的區間內彼此呈正 [78 年電機高考] <Sol> sint

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  • 1

    (Generalized Vector) 3-Dimension (1) ),(),( uvvu (2) vuvu ),(),( kk k (3) ( , ) 0u 0 u u ( , ) 0u 0 u u (4) ),(),(),( wvwuwvu

    (5) Norm 2),( uuu uuu

    **

    21, ff [ a, b ] 21, ff [ a, b ] [ Inner Product]

    dxxfxfffb

    a

    )()(),( 2121

    [ Orthogonal Function]

    0)()(),( 2121 dxxfxfffb

    a

    21, ff

    ** ( Orthogonal ) ( Perpendicular )

    Ex. 32

    21 )(,)( xxfxxf [ 1, 1]

    }),(),(),({ 210 xxx

    ( , ) ( ) ( ) 0,b

    m n m na

    x x dx m n

    [a, b] Ex. 1sintcostcos2t ],0[ t

    [78 ] sint

  • 2

    [Norm] )(xn Norm [ Generalized Length]

    b

    annnn dxxx )(),()(

    2

    b

    ann dxxx )()(

    22 n [ Square Norm]

    ** )(xn [a, b] n = 0, 1, 2, . 1)( xn

    )(xn [ Orthonormal Set] Normalized )(xn n = 012. )(xn Norm

    Ex. 21 0 2 0 1 3 0 1 2, ,g a g b b x g c c x c x 0 0 1 0 1 2, , , , ,a b b c c c

    11 x [] [83 ] [85 ]

    0 0 1 0 1 21 3 5 5, 0, , , 0, 3

    2 8 82a b b c c c

    Ex. {1, cos x, cos 2x, }[ , ] Ex. [Norm]

    < Ans > 2 , , , ......... Ex. {1, cos x , cos 2x, }

    1 cos cos2, , , .........2

    x x

    H.W.1 f (x) = 2x, g(x) = 3 + cx 10 x (1) c (2)

    [83 ][84 ]

    (1) 29

    c (2) xx 32,3

    H.W.2 cos2 , cos3 , cos7 , cos10x x x x bxa a b = ? [74 ]

    ab b a = 246 .

  • 3

    H.W.3 1 2( ), ( ), ...g x g x ( , )a b 1 2( ), ( ), ...g ct k g ct k

    0c ,a k b kc c

    ( ) ( ) 0,b

    m nag x g x dx m n

    ,x ct k dx cdt

    H.W. 4 (1) 2 2 31, sin , cos , sin , cos , sin , cos ,x x x x x xL L L L L L

    ,L L

    (2) (1) [81 ] [83 ]

    (1)

    (2) 1 1 1 1 2 1 2 1 3 1, sin , cos , sin , cos , sin , cos ,2

    x x x x x xL L L L L LL L L L L L L

    Generalized Fourier Series

    n x ba, xf ,a b , 0, 1, 2, ,nc n

    xcxcxcxcxf nn 221100

    2

    2

    , 0, 1, 2,

    ,

    bna

    n bna

    n

    n

    f x x dxc n

    x dx

    f

    x

    xf

    20

    , nn

    n n

    ff x x

    x

    / Orthogonal Set / Weight Function

    , 0, 1, 2,n x n

    0 ,b

    m naw x x x dx m n

  • 4

    n x ba, xw

    ** xw ba, 0xw

    ** xn Weight Norm b

    a nwndxxxwx 2

    ** xn ba, xw ba, xf

    0n

    nn xcxf

    nc

    2

    bna

    nwn

    f x w x x dxc

    x

    2 2b

    n nw ax w x x dx

    Complete Set 1) xf xn xf

    ,2,1,0),( nxn xf xn 0, 0, 1, 2,nc n

    2) , 0, 1, 2,n x n xn Complete

    H.W.1 cos , 1, 2, 3, ...n x nL

    (0, )L ?

    [] [83 ]

    ( ), ( ) 0,m nx x m n

    ( ) 1f x 1, cos 0n xL

    cos , 1, 2, 3, ...n x nL

    H.W.2 ?

    cos , 1, 2, 3, ...nx n [76 ] Complete Set

    cos , 0, 1, 2, 3, ...nx n (0, ) sin , 1, 2, 3, ...nx n (0, )

    H.W.3 ( )f t 02,4,6,... 1,3,5,...

    ( ) cos sinn mn m

    f t a a nt b mt

  • 5

    1, cos2 , cos4 , ..., sin , sin3 , ...t t t t (Complete set) 2 ( )f t Gram-Schmidt

    ...,,, 321 xuxuxu bax ,

    1. 1 1x u x ----------------- 1

    2. xxux 122 ----------------- 2 x1 x2

    0, 12 xx xxxxu 1112 ,,

    21

    12 ,x

    xxu

    ------------------ 3

    xx

    xxuxux 12

    1

    1222

    ,

    ------------- 4

    3. xxxux 221133 ------------- 5 x3 x1 x3 x2

    0, 13 xx

    xxxxxxu 12211113 ,,,

    21

    131

    ,

    xxxu

    ------------------ 6

    3 2, 0x x

    xxxxxxu 22221123 ,,,

    22

    232

    ,x

    xxu

    ------------------- 7

    xx

    xxux

    xxxu

    xux 222

    2312

    1

    1333

    ,,

    ------------- 8

    4.

    = 0

    = 0

  • 6

    xx

    xxuxux n

    k

    n n

    nkkk

    1

    12

    , ------------------ 9

    Ex. 21, ,x x 1,0x

    61,

    21,1 2321 xxxxxx

    Ex. x,1

    21,0x 81

    1 212, 4 64

    x x x

    H.W.1 1,1x 22 1,1, xxx Ans

    22

    25

    21,1, xxx 79 84

    H.W.2

    1 1,0,3,2,1 2321 xxvxvv

    2 1,3,1,2,2,1,1,1,1 321 vvv 84 Ans Hint

    1

    213352,123,1 2 xxx

    2 1 3 2 1 1 11, 1, 1 , , , , 0, 1, 12 3 3 33 2

  • 7

    [Fourier Series]

    [Def.] xf pp, xf

    01

    cos sin2 n nna n nf x a x b x

    p p

    p

    pn

    p

    pn

    p

    p

    xdxp

    nxfp

    b

    xdxp

    nxfp

    a

    dxxfp

    a

    sin1

    cos1

    10

    xf [Fourier Coefficients of xf ]

    Ex.

    xx

    xxf

    0,0,0 xf

    < Ans >

    12 sin

    1cos114 n

    n

    nxn

    nxn

    xf

  • 8

    ** 0a na 0n

    40

    a 211

    na

    n

    n

    0n na 0a

    [Conditions for Convergence]

    [Th.] f f pp, [Piecewise Continuous] f xf

    2

    xfxf

    xf xf f x Ex. xf 0x , x

    xf 0x 22

    02

    00

    ff

    Ex. 4,f x x x xf [: P.V. ONeil ]

    4025

    a , 2 248 6 1 nna nn , 0nb

    H.W. 1 ( )f t Fourier 0, 0

    ( )sin , 0

    tf t

    t t

    [82 ]

    01 cosa

    , 2 2(1 cos cos )

    ( )nna

    n

    , 2 2( 1) sin

    ( )

    n

    nnb

    n

    H.W.2 (1) ( ) ( 2 )f x f x ( )f x Fourier 0, 0

    ( ), 0

    xf x

    x x

    (2) x ( )f x = ? [83 ]

    (1) 0 2a , 2

    1 ( 1) 1nna n ,

    11 ( 1)nnb n ; (2) ( ) / 2f

    H.W.3 0, 0

    ( )sin , 0

    xf x

    x x

    [81 ]

    (1) ( )f x Fourier (2) 1 1 11 3 3 5 5 7

    (1) 02a

    , 2

    0, 1, 3, 5, ...2 , 2, 4, 6, ...

    (1 )n

    na

    nn

    , 0, 1nb n , 112

    b ; (2) 24

  • 9

    H.W.4 sin 2 , / 2

    ( ) 0, / 2 0sin 2 , 0

    x xf x x

    x x

    ( )f x Fourier

    01a

    , 2 0a ,

    22 1 cos( / 2)

    , 2( 4)n

    na n

    n

    234

    b , 22 sin( / 2) , 2

    ( 4)nnb n

    n

    [Refer to: Alan Jeffrey Advanced Engineering mathematics, 2002] [Periodic Expansion]

    [Fourier Cosine and Sine Series]

    [Even Function and Odd Function] 1) xf xfxf y 2) xf xfxf

    1) 2) 3) 4) 5)

    6) xf 0

    2a a

    af x dx f x dx

    7) xf 0aa

    f x dx

    Fourier Cosine and Sine Series

    1) xf pp, F.S. [Cosine Series]

    xp

    naaxfn

    n

    1

    0 cos2

  • 10

    0 0

    0

    2

    2 cos

    p

    p

    n

    a f x dxp

    na f x xdxp p

    2) xf pp, F.S. [Sine Series]

    xp

    nbxfn

    n

    1

    sin

    p

    n xdxpnxf

    pb

    0sin2

    Ex. xxf 22 x [81 ]

    1

    1

    2sin14

    n

    n

    xnn

    xf

    12

    0

    4 1sin

    2

    n

    nnb x xdx

    n

    Ex.

    x

    xxf

    0101 F.S. [82 ]

    2

    nb 1 1n

    n

    1

    1 12 sinn

    nf x nx

    n

    Gibbs Phenomenon

    ,15...,,3,2,1n n )(xf (d) ,0x Overshooting n Gibbs Phenomenon

    x

    y

    1

    1

  • 11

    H.W.1 xf 21

    ?nn

    b

    [82 ] 2

    H.W.2 11,)( xxxxf f(x)

    1

    31

    2( 1) 4( ) ( 1) 1 sin( )

    nn

    nf x n x

    n n

    [Half-Range Expansions]

    )(xfy Lx 0 )(xfy 1) [ y ] F.S. 2) [] F.S. 3) i.e. )()( xfLxf =

    ** F.S. PL 2

    Ex. 2)( xxf Lx 0 F.S.

    [85 0 2x ] a) :

    L

    dxxfL

    La0

    20 )(

    232

    xdxL

    nxfLn

    LaLn

    n

    02

    2

    cos)(2)(

    )1(4

  • 12

    b) :

    ]1)1[()(

    4)1(2sin)(2 3212

    0

    nnL

    n nL

    nLxdx

    Lnxf

    Lb

    c) :

    2

    00 32)(2 Ldxxf

    La

    L 22

    2

    0

    2cos)(2

    n

    LxdxLnxf

    La

    L

    n

    nLxdx

    Lnxf

    Lb

    L

    n

    2

    0

    2sin)(2

    H.W.1 cos , 0xf x x LL

    [84 ] [82 ]

    21

    4cos sin(1 4 )n

    x nL n xf xL Ln

    H.W.2 20),2()( xxxxf f(x)

    (1) : 121

    2 8( ) ( 1) 1 cos3 2( )

    n

    n

    n xf xn

    (2) : 31

    16( ) 1 ( 1) sin2( )

    n

    n

    n xf xn

  • 13

    F.S. Iterative Method [ Refer to: C.R. Wylie and L.C. Barrett Advanced Engineering Mathematics, 6th ed.]

    1. f (t) T Dirichlet Conditionf (t) Ttt 00 , mttt 21 mJJJ ,, 21 [ )()(

    KKK tftfJ ] f (t) F.S.

    1

    1

    1 2sin2

    1 2cos2

    mk

    n n kk

    mk

    n n kk

    T n ta b Jn n T

    T n tb a Jn n T

    n 0 (A)

    ,n na b )(tf F.S.a0 Euler-Fourier Formula

    2. a. f (t) Discontinuities b. f (t) c. d. (A) 0)()( tf n

    Iterative Formula

    1

    21

    14

    3

    13

    2

    1 12

    2cos2/

    2sin2/2cos2/2sin1

    m

    k

    kk

    m

    k

    kk

    km

    k

    m

    kk

    kkn

    TtnJ

    nT

    TtnJ

    nT

    TtnJ

    nT

    TtnJ

    na

    1

    21

    14

    3

    13

    2

    1 12

    2sin2/

    2cos2/2sin2/2cos1

    m

    k

    kk

    m

    k

    kk

    km

    k

    m

    kk

    kkn

    TtnJ

    nT

    TtnJ

    nT

    TtnJ

    nT

    TtnJ

    nb

    Ex. :

    1, 2 10, 1 0

    ( )1, 0 10, 1 2

    tt

    f ttt

    f 2 2t :

    k 1 2 3 4 tk 2 1 0 1 Jk 1 1 1 1

    k 1 2 tk Jk

  • 14

    2 1 ( 2) ( 1) (0) (1)( 1)sin (1)sin (1)sin ( 1)sin2 2 2 2n n

    n n n na bn n

    2 1 ( 2) ( 1) (0) (1)( 1)cos (1)cos (1)cos ( 1)cos2 2 2 2n n

    n n n nb an n

    1n ( ) 0f t 0n na b

    ( 1) / 2

    0, even2 sin 22 ( 1) , oddn n

    nna

    n nn

    10, even

    1 ( 1) 1 2 , oddn

    n

    nb

    n nn

    2 1n N ( )f t :

    1

    1 1

    2 ( 1) (2 1) 1 (2 1)( ) cos sin2 1 2 2 1 2

    N

    N N

    N t N tf tN N

    H.W.1 ( ) , 1 1f t t t

    1

    1

    2 ( 1)( ) sinn

    nf t n t

    n

    H.W.2 f(x)

    433220

    2932)1(

    )(

    2

    xxx

    xx

    xxf

    073

    a , 28 3cos

    2( )nna

    n

    , 3 2

    8 8 31 ( 1) sin2( ) ( )

    nn

    nbn n

    H.W.3 0, 0

    ( )sin , 0

    tf t

    t t

    0 1 12 1, 0,

    2a a b

    , 2

    1 cos , 0, 1(1 )n n

    na b nn

    H.W.4 2, 0( )2, 0

    t tf tt

    2 20 2 21 2 1 22, ( 1) , 2 1 ( 1) ( 1)3

    n n nn na a b nn n

    [ : Glyn James, Advanced Modern Engineering Mathematics, Ex.4.16, pp. 326-328]

  • 15

    [Periodic Driving Force]

    F.S. I/P D.E.: D.E. :

    )(22

    tfkxdt

    xdm

    )(tf

    1

    sin)(n

    n tpnbtf

    1

    sin)(n

    nP tpnBtx

    Ex. D.E.161

    m 4k )(tf ?)( txP

    ttf )( 10 t []

    tnn

    tfn

    nsin)1(2)(

    1

    1

    11

    0

    2 2( 1)sin1

    n

    nb t n td t n

    D.E. 2 1

    21

    1 2( 1)4 sin16

    n

    n

    d x x n tdt n

    tnBtx nn

    P sin)(1

    tnsin 1

    2 21 2( 1)416

    n

    nn B n

    )64(

    )1(3222

    1

    nnB

    n

    n

    1

    22

    1

    sin)64(

    )1(32)(n

    n

    P tnnntx

    ** 1n N mkpN // [ mkw / ] nB

    Pure Resonance H.W.1

    )(1241

    2

    2

    tfydt

    yd

    )()2(,20,2)( 2 tftfttttf

    t

    f (t)

    1 2

  • 16

    2

    2 21

    116 cos18 ( 48)p n

    y ntn n

    H.W.2 Suppose a uniform beam of length L is simply supported at 0x and at x L . If the load

    per unit length is given by 0( ) / , 0w x w x L x L , then the differential for the deflection ( )y x is

    4

    04

    d y w xEILdx

    where , ,E I and 0w are constants. (1) Expand ( )w x in a half-range sine series. (2) Use the method of above example to find a particular solution ( )y x of the differential

    equation. [: D. G. Zill and M. R. Cullen, Advanced Engineering Mathematics, 2nd ed., Prob. 45, Sec. 12-3.]

    (1) 101

    2( ) ( 1) sinnn

    w n xw xn L

    (2) 4 1

    05 5

    1

    2 ( 1)( ) sinn

    pn

    w L n xy xLEI n

    H.W. 3 Proceed as in H.W. 2 to find a particular solution ( )y x when the load per unit length is as

    given in following figure:

    (1) 01

    2 2( ) cos cos sin3 3n

    w n n n xw xn L

    (2) 24 cos cos

    3 305 5

    1

    2( ) sinn n

    pn

    w L n xy xLEI n

    [: D. G. Zill and M. R. Cullen, Advanced Engineering Mathematics, 2nd ed., Prob. 46, Sec. 12-3.]

    x

    w(x)

    2L/3

    w0

    LL/3