tm ma hlektrologÐac pinakas perieqomenwn...tm ma hlektrologÐac shmei¸seic sta efarmosmèna...

29
Laplace s 3. Laplace Laplace t n f (t) Laplace Laplace f (t) t 0 f (t) t dt t Laplace Heaviside. Laplace Laplace (Dirac) Laplace Euler Euler Laplace

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Page 1: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

Tm ma HlektrologÐac

Shmei¸seic sta Efarmosmèna Majhmatik�

ParasÐdhc I.N.

PINAKAS PERIEQOMENWN

1. Metasqhmatismìc Laplace

1. Je¸rhma grammikìthtac

2. Je¸rhma metatìpishc wc proc s

3. Je¸rhma allag c klhmakac

4. Metasqhmatismìc Laplace twn parag¸gwn

5. Metasqhmatismìc Laplace twn parast�sewn tnf(t)

6. Metasqhmatismìc Laplace twn oloklhrom�twn

7. Metasqhmatismìc Laplace twn parast�sewn f(t)t

8. EpÐlush oloklhrwm�twn tÔpou∫∞0

f(t)t dt

9. Je¸rhma metatìpishc wc proc t   Je¸rhma kajustèrhshc

10. Je¸rhma sunèlhxhc

11. Metasqhmatismìc Laplace twn periodik¸n sunart sewn

12. Sun�rthsh apokop c   monadiaÐa sun�rthsh b matoc tou Heaviside. Metasqhmatismìc Laplace thcsun�rthshc apokop c

13. Metasqhmatismìc Laplace thc sun�rthshc Dèlta (Dirac)   thc monadiaÐac kroÔsewc

2. Eidikèc sunart seic kai metasqhmatismìc Laplace

1. Gamma sun�rthsh   olokl rwma tou Euler b-eÐdouc

2. Bhta sun�rthsh   olokl rwma tou Euler pr¸tou eÐdouc

3. AntÐstrofoc metasqhmatismìc Laplace

1. Je¸rhma grammikìthtac

2. Je¸rhma allag c klhmakac

1

Page 2: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

3. AntÐstrofoc metasqhmatismìc Laplace twn parag¸gwn

4. Je¸rhma pollaplasiasmoÔ epÐ s

5. Je¸rhma diaÐreshc dia s

6. AntÐstrofoc metasqhmatismìc Laplace twn oloklhrwm�twn

7. Je¸rhma sunèlhxhc gia ton antÐstrofo metasqhmatismì Laplace

8. Mèjodoi upologismìu tou antÐstrofou metasqhmatismou Laplace me analush se apl� kl�smata:

a. Mejodoc teqnasmatwn

b. Mèjodoc twn aprosdiìristwn suntelest¸n

g. Mèjodoc Heaviside

9. Grammik� kukl¸mata

4. EpÐlush grammik¸n diaforik¸n exis¸sewn (g.d.e.) kai susthm�twn g.d.e. me

stajeroÔc suntelestec me to metasqimatismì Laplace5. Seirèc Fourier

1. SÔgklish thc seir�c Fourier

2. Seirèc Fourier sto di�sthma [−π, π]

3. Seirèc Fourier sto aujaÐreto di�sthma [−l, l]

4. Je¸rhma Dirichlet

5. Seirèc Fourier �rtiwn kai peritt¸n sunart sewn.

6. Epèktash periodik -�rtia (sunhmitonik )

7. Epèktash periodik -peritt  (hmitonik )

8. Ekjetik  (migadik ) morf  thc seir�c Fourier

9. Olokl rwma kai metasqhmatismìc Fourier. AntÐstrofoc metasqhmatismìc Fourier

10. Je¸rhma sunèlhxhc gia to metasqhmatismì Fourier

11. Efarmogèc tou metasqhmatismoÔ Fourier

2

Page 3: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

1 METASQHMATISMOS LAPLACE

Orismìc 1: ean f(t) eÐnai mia sun�rthsh, orismènh kai oloklhr¸simh se k�je di�sthma [0, t] ìpou t > 0,

tìte o metasqhmatismìc Laplace sumbolÐzetai me L{f(t)}   F (s) kai orÐzetai wc:

L{f(t)} = F (s) =∫ ∞

0e−stf(t)dt, s ∈ R (1.1)

Orismìc 2: mia sun�rthsh f(t) eÐnai ekjetik c t�xewc α, ean up�rqoÔn treic stajerèc α, M kai t0

tètoiec ¸ste e−αt|f(t)| ≤ M gia k�je t ≥ t0   an

limt→∞

f(t)eαt

= 0.

Orismìc 3: mia sun�rthsh f(t) lègetai tmhmatik� suneq c sto anoiktì di�sthma (a, b), ean h f(t) eÐnaisuneq c sto (a, b) ektìc Ðswc apì èna peperasmèno pl joc shmeÐwn.

Orismìc 4: mia sun�rthsh f(t) lègetai tmhmatik� suneq c sto kleistì di�sthma [a, b], ean eÐnai

tmhmatik� suneq c sto anoiktì di�sthma (a, b) kai jp�rqoun ta ìria apì arister� kai dexi�:

limt→a+0

f(t) kai limt→b−0

f(t).

Je¸rhma

E�n h f(t) eÐnai tmhmatik� suneq c se k�je kleistì di�sthma [0, b], b > 0 kai e�n h f(t) eÐnai ekjetik ct�xewc α, tìte to olokl rwma tou dexioÔ mèlouc thc (1.1) sungklÐnei, dhlad  up�rqei o metasqhmatismìc

Laplace thc f(t) gia s > α.

PINAKAS 1

f(t) = L−1{F (s)} L{f(t)} = F (s)

1.π 1 1s , s > 0

2.π tn, n ∈ N n!sn+1 , s > 0

3.π eat 1s−a , s > a

4.π tneat n ∈ N n!(s−a)n+1 , s > a

5.π sin(kt) ks2+k2

6.π cos(kt) ss2+k2

7.π eat sin(kt) k(s−a)2+k2

8.π eat cos(kt) s−a(s−a)2+k2

9.π sinh(kt) ks2−k2 , s > |k|

10.π cosh(kt) ss2−k2 , s > |k|

11.π u(t− a) e−as

s

12.π tx, x ∈ R Γ(x+1)sx+1 , x + 1 > 0

3

Page 4: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

Idiìthtec tou metasqhmatismoÔ Laplace

Je¸rhma 1 (grammikìthtac)

E�n L{f1(t)} = F1(s) kai L{f2(t)} = F2(s), tìte gia opoiesd pote stajerèc c1 kai c2 isqÔei

L{c1f1(t) + c2f2(t)} = c1F1(s) + c2F2(s) (1.2)

Je¸rhma 2 (metatìpishc wc proc s)E�n L{f(t)} = F (s), tìte gia k�je stajerh a eÐnai

L{eatf(t)} = F (s− a), s > a (1.3)

Askhsh 1. Na brejeÐ

L{

e3t cos 4t} =

LÔsh: 'Eqoume a = 3 kai f(t) = cos 4t Tìte

L{cos 4t} (6.π)=

s

s2 + 16= F (s) (1.4)

kai

F (s− a) = F (s− 3)(1.4)=

s− 3(s− 3)2 + 16

=s− 3

s2 − 6s + 25

Epomènwc

L{

e3t cos 4t} =s− 3

s2 − 6s + 25Je¸rhma 3 (allag c klhmakac )

L{f(at)} =1aF

(s

a

), L{f(t)} = F (s), a eÐnai stajerh 6= 0 (1.5)

Askhsh 1. An L{f(t)} = s2−s+1(2s+1)2(s−1)

na brejeÐ

L{f(2t)} =

LÔsh: 'Eqoume a = 2 kai

F (s) =s2 − s + 1

(2s + 1)2(s− 1)(1.6)

Tìte

L{f(2t)} (1.5)=

12F

{s

2

}(1.6)=

12

(s2

)2− s

2 + 1

(2 · s2 + 1)2( s

2 − 1)=

=12

s2

4 −s2 + 1

(s + 1)2( s2 − 1)

=14

s2 − 2s + 4(s + 1)2(s− 2)

4

Page 5: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

Je¸rhma 4 (metasqhmatismìc Laplace twn parag gwn)

E�n L{f(t)} = F (s), tìte

L{f ′(t)} = sF (s)− f(0), L{f ′′(t)} = s2F (s)− sf(0)− f ′(0),

L{f ′′′(t)} = s3F (s)− s2f(0)− sf ′(0)− f ′′(0),

L{f (n)(t)} = snF (s)− sn−1f(0)− sn−2f ′(0)− ...− sf (n−2)(0)− f (n−1)(0)

Je¸rhma 5 (metasqhmatismìc Laplace twn parast�sewn tnf(t))

L{tnf(t)} = (−1)nF (n)(s), ìpou L{f(t)} = F (s)

Askhsh 1 UpologÐste to

L{

t sin2 t}

=

LÔsh: 'Eqoume

f(t) = sin2 t ⇒ L{f(t)} = L{1− cos 2t

2

}=

12L{1} − 1

2L{cos 2t} (6.π)

=

=12

1s− 1

2s

s2 + 4

Je¸rhma 6 (metasqhmatismìc Laplace twn oloklhrwm�twn)

L{∫ t

0f(x)dx

}=

F (s)s

, ìpou L{f(t)} = F (s) (1.7)

Askhsh 1 UpologÐste to

L{∫ t

0exdx

}=

LÔsh: 'Eqoume f(x) = ex, tìte F (s) = L{ex} (3.π)= 1

s−1 , s > 1. 'Ara lìgw thc sqèshc (1.7)

lamb�noume

L{∫ t

0exdx

}=

1s(s− 1)

Je¸rhma 7 (metasqhmatismìc Laplace twn parast�sewn f(t)t )

L{f(t)

t

}=

∫ ∞

sF (s)ds, ìpou L{f(t)} = F (s) (1.8)

Askhsh 1. Na brejeÐ

L{et − 1

t

}=

LÔsh: 'Eqoume f(t) = et − 1, tìte F (s) = L{et − 1} = L{et} − L{1} (3.π)= 1

s−1 −1s kai lìgw thc

sqèshc (1.8) lamb�noume

L{et − 1

t

}=

∫ ∞

s

( 1s− 1

− 1s

)ds =

[ln(s− 1)− ln s

]∞s

=[ln

s− 1s

]∞s

=

=[ln

(1− 1

s

)]∞s

= ln 1− ln(1− 1

s

)= − ln

(1− 1

s

)5

Page 6: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

Je¸rhma 8 (EpÐlush oloklhrwm�twn tÔpou∫∞0

f(t)t dt)

An L{f(t)} = F (s) tìte ∫ ∞

0

f(t)t

dt =∫ ∞

0F (s)ds (1.9)

Askhsh 1. DeÐxte ìti ∫ ∞

0

sin t

tdt =

π

2

LÔsh: 'Eqoume f(t) = sin t, tìte F (s) = L{sin t} (5.π)= 1

s2+1kai lìgw thc sqèshc (1.9) lamb�noume∫ ∞

0

sin t

tdt =

∫ ∞

0

1s2 + 1

ds = [arctan s]∞0 = arctan∞− arctan 0 =π

2− 0 =

π

2

Je¸rhma 1 (metasqhmatismìc Laplace twn periodik¸n sunart sewn)

'Estw ìti h f(t) eÐnai periodik  sun�rthsh periìdou T , dhlad  f(t + T ) = f(t). Tìte

L{f(t)} =

∫ T0 f(t)dt

1− e−sT

Sun�rthsh apokop c   monadiaÐa sun�rthsh b matoc tou HeavisideorÐzetai wc ex c

u(t)η= η(t)

oρ.=

0 gia t < 0

1 gia t ≥ 0

  genikìtera :

u(t− a)η= ua(t)

oρ.=

0 gia t < a

1 gia t ≥ a

H sun�rthsh tou Heaviside qrhsimopoieÐtai gia na parast soume me èna kai mìno analutikì tÔpo mia

sun�rthsh h opoÐa ekfr�zetai me perissìterouc analutikoÔc tÔpouc. P.q. h sun�rthsh

g(t) =

g1(t), 0 < t < a

g2(t), t ≥ a(1.10)

gr�fetai sth morf 

g(t) = g1(t) + [g2(t)− g1(t)]u(t− a), (1.11)

kai h sun�rthsh

g(t) =

g1(t), 0 < t < a1

g2(t), a1 < t < a2

g3(t), t > a2

(1.12)

gr�fetai sth morf 

g(t) = g1(t) + [g2(t)− g1(t)]u(t− a1) + [g3(t)− g2(t)]u(t− a2). (1.13)

6

Page 7: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

O metasqhmatismìc Laplace thc sun�rthshc apokop c eÐnai

L{ua(t)} = L{u(t− a)} =e−as

s

Je¸rhma 2 (metatìpishc wc proc t   kajustèrhshc)

L{f(t− a)u(t− a)} = e−asF (s), ìpou L{f(t)} = F (s). (1.14)

Askhsh 1. BreÐte ton metasqhmatismì Laplace thc sun�rthshc

g(t) =

0, t < 1

t2 − t, 1 ≤ t < 2

0, t ≥ 2

LÔsh: Qrhsimopoi¸ntac touc tÔpouc (1.12) kai (1.13) lamb�noume

g(t) = (t2 − t)u(t− 1) + [0− (t2 − t)]u(t− 2) ⇒ (1.15)

g(t) = (t2 − t)u(t− 1)− (t2 − t)u(t− 2) (1.16)

Tìte

L{g(t)} = L{(t2 − t)u(t− 1)} − L{(t2 − t)u(t− 2)} = (1.17)

UpologÐzoume to pr¸to mèroc L{(t2 − t)u(t − 1)} me ton tÔpo (1.14), ìpou a = 1 kai f(t − a) =f(t− 1) = t2 − t. Jètontac t− 1 = p èqoume t = p + 1 kai

f(p) = (p + 1)2 − (p + 1) = p2 + p ⇒ f(p) = p2 + p ⇒ f(t) = t2 + t ⇒

L{f(t)} = L{t2 + t} =2s3

+1s2

= F (s)

Epomènwc

L{(t2 − t)u(t− 1)} (1.14)= e−s

( 2s3

+1s2

). (1.18)

UpologÐzoume to deÔtero mèroc thc (1.17) ìpou a = 2 kai f(t−a) = f(t−2) = t2− t. Jètontac t−2 = p

èqoume t = p + 2 kai

f(p) = (p + 2)2 − (p + 2) = p2 + 3p + 2 ⇒ f(t) = t2 + 3t + 2 ⇒

L{f(t)} = L{t2 + 3t + 2} =2s3

+ 31s2

+2s

= F (s)

Epomènwc

L{(t2 − t)u(t− 2)} (1.14)= e−2s

( 2s3

+3s2

+2s

). (1.19)

Ap ton tÔpo (1.17) lìgw twn (1.18), (1.19) lamb�noume

L{g(t)} = e−s( 2

s3+

1s2

)− e−2s

( 2s3

+3s2

+2s

)7

Page 8: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

je¸rhma 3 ( sunèlhxhc)

An oi sunart seic f(t), g(t) eÐnai suneqeÐc   tmhmatik� suneqeÐc gia t ≥ 0 kai ekjetik c t�xhc, ìtan t →∞kai an L{f(t)} = F (s), L{g(t)} = G(s), tìte

L{f(t) ∗ g(t)} = L{f(t)}L{g(t)} = F (s)G(s), ìpou (1.20)

f(t) ∗ g(t) =∫ t

0f(x)g(t− x)dx

η=

∫ t

0g(x)f(t− x)dx (1.21)

lègetai sunèlhxh.

Askhsh 1. BreÐte th sunèlixh f(t) ∗ g(t) an f(t) = 3t, g(t) = t2

LÔsh. 'Eqoume f(x) = 3x, g(x− t) = (x− t)2. 'Ara

f(t) ∗ g(t)(1.21)=

∫ t

03x(x− t)2dx = 3

∫ t

0x(x2 − 2xt + t2)dx =

=3∫ t

0x3dx− 6t

∫ t

0x2dx + 3t2

∫ t

0xdx = 3

[x4

4

]t

0− 6t

[x3

3

]t

0+

+3t2[x2

2

]t

0=

34t4 − 2t4 + 3t2

t2

2=

t4

4

Askhsh 2. BreÐte ton metasqhmatismì Laplace,

L{∫ t

0sin 3(t− x)e5xdx

}=

qrhsimopoi¸ntac to je¸rhma sunèlhxhc.

LÔsh: PaÐrnontac upìyh mac ton tÔpo (1.21) blèpoume ìti∫ t

0sin 3(t− x)e5xdx = sin 3t ∗ e5t.

Kai epeid 

L{sin kt} =k

s2 + k2, L{ekt} =

1s− k

,

efarmìzontac ton tÔpo (1.20) lamb�noume

L{∫ t

0sin 3(t− x)e5xdx

}=

3s2 + 9

· 1s− 5

.

Alutec ask seic

BreÐte ton metasqhmatismì Laplace, qrhsimopoi¸ntac to je¸rhma sunèlhxhc:

1. L{∫ t0 sin 3(t− x)e5xdx} =

2. L{∫ t0 x5 cos 2(t− x)dx} =

3. L{∫ t0 x3 sin(t− x)dx} =

8

Page 9: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

2 Eidikèc sunart seic kai metasqhmatismìc Laplace

Gamma sun�rthsh   olokl rwma tou Euler b-eÐdouc

orÐzetai apì th sqèsh

Γ(x) =∫ ∞

0e−ttx−1dt, x > 0.

Idiìthtec thc Gamma sun�rthshc:

Γ(x + 1) =∫ ∞

0e−ttxdt (2.1)

Γ(x + 1) = xΓ(x) (2.2)

Γ(n + 1) = n! (2.3)

Γ(1) = 1, Γ(1

2

)=√

π (2.4)

Γ(x)Γ(1− x) =π

sinπx, 0 < x < 1 (2.5)

Γ(n +

12

)=

(2n− 1)!!√

π

2n(2.6)

ìpou

n! = 1 · 2 · 3 · 4 · ... · (n− 1) · n

(2n− 1)!! = 1 · 3 · 5 · 7 · 9 · ... · (2n− 3) · (2n− 1)

p.q.

3! = 1 · 2 · 3 = 6, 5! = 1 · 2 · 3 · 4 · 5 = 3! · 4 · 5 = 120,

7!! = 1 · 3 · 5 · 7 = 105, 9!! = 1 · 3 · 5 · 7 · 9 = 945

Askhsh 1. UpologÐste me th bo jeia thc G�mma sun�rthshc∫ ∞

0e−tt3dt =

LÔsh: Qrhsimopoi¸ntac touc tÔpouc (2.1) kai (2.3) ja èqoume∫ ∞

0e−tt3dt = Γ(3 + 1) = 3! = 6

Askhsh 2. UpologÐste me th bo jeia thc G�mma sun�rthshc∫ ∞

0e−t

√t7dt =

LÔsh: Qrhsimopoi¸ntac touc tÔpouc (2.1) kai (2.3) lamb�noume∫ ∞

0e−t

√t7dt =

∫ ∞

0e−tt7/2dt = Γ

(72

+ 1)

= Γ(4 +

12

)(2.6)=

=7!!√

π

24=

1 · 3 · 5 · 7√

π

16=

10516√

π

9

Page 10: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

'Alutec Ask seic

UpologÐste me th bo jeia thc G�mma sun�rthshc ta parak�tw oloklhr¸mata

'Askhsh 1.

∫ ∞

0e−t

√t5dt =

'Askhsh 2.

∫ ∞

0e−t

√t9dt =

'Askhsh 3.

∫ ∞

0e−2t

√t3dt =

B ta sun�rthsh   olokl rwma tou Euler pr¸tou eÐdouc

sumbolÐzetai me B(x, y) kai orÐzetai apì th sqèsh

B(x, y) =∫ 1

0tx−1(1− t)y−1dt, x > 0, y > 0. (2.7)

MporeÐ na upologizetai me th bo jeia thc Gamma sun�rthshc

B(x, y) =Γ(x)Γ(y)Γ(x + y)

. (2.8)

H Bhta sun�rthsh qrhsimopoieÐtai gia ton upologismì twn oloklhrwm�twn∫ π/2

0sinm x cosn xdx =

12B

(m + 12

,n + 1

2

), m, n > 0. (2.9)

Askhsh 1. UpologÐste me th bo jeia thc B ta sun�rthshc∫ 1

0t5(1− t)7dt =

LÔsh: SugkrÐnontac to olokl rwm� mac me ton tÔpo (2.7), brÐskoume ìti x − 1 = 5, y − 1 = 7. Tìte

x = 6, y = 8. Qrhsimopoi¸ntac ton orismì (2.7) kai ton tÔpo (2.8) lamb�noume∫ 1

0t5(1− t)7dt =B(6, 8) =

Γ(6)Γ(8)Γ(14)

=Γ(5 + 1)Γ(7 + 1)

Γ(13 + 1)=

5!7!13!

=

=1 · 2 · 3 · 4 · 5 · 7!

7!8 · 9 · 10 · 11 · 12 · 13=

18 · 3 · 11 · 4 · 13

=1

13728Askhsh 2. UpologÐste me th bo jeia thc B ta sun�rthshc∫ π/2

0sin5 x cos3 xdx =

LÔsh: SugkrÐnontac to olokl rwm� mac me ton tÔpo (2.9), brÐskoume ìti m = 5, n = 3 kai∫ π/2

0sin5 x cos3 xdx =

12B

(5 + 12

,3 + 1

2

)=

12

B(3, 2)(2.8)=

=12

Γ(3)Γ(2)Γ(3 + 2)

=12

Γ(2 + 1)Γ(1 + 1)Γ(4 + 1)

(2.3)=

12

2!1!4!

=124

10

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'Alutec Ask seic

UpologÐste me th bo jeia thc B ta sun�rthshc ta parak�tw oloklhr¸mata

'Askhsh 1.

∫ π/2

0sin2 x cos3 xdx =

'Askhsh 2.

∫ 1

0

√t (1− t)3dt =

'Askhsh 3.

∫ π/2

0sin3 x cos4 xdx =

3 ANTISTROFOS METASQHMATISMOS LAPLACE

Mèsw tou metasqhmatismoÔ Laplace h sun�rthsh f(t) metasqhmatÐsthke sth sun�rthsh

L{f(t)} =∫ ∞

0e−stf(t)dt ≡ F (s), s ∈ R

Up�rqei monadiaÐoc metasqhmatismìc pou odigeÐ apì thn F (s) sthn f(t). O metasqhmatismìc autìc lègetai

antÐstrofoc metasqhmatismìc Laplace kai sumbolÐzetai me L−1{F (s)} = f(t).

3.1.Idiìthtec tou antÐstrofou metasqhmatismoÔ LAPLACE

Je¸rhma 1 (grammikìthtac)

E�n L−1{F1(s)} = f1(t) kai L−1{F2(s)} = f2(t), tìte gia opoiesd pote stajerèc c1 kai c2 isqÔei

L−1{c1F1(s) + c2F2(s)} = c1f1(t) + c2f2(t) (3.1)

Je¸rhma 2 (metatìpishc wc proc s)E�n L−1{F (s)} = f(t), tìte gia k�je stajerh a eÐnai

L−1{F (s− a)} = eatf(t), s > a (3.2)

Askhsh 1. Na brejeÐ

L−1{ s− 4

s2 − 6s + 10} =

LÔsh:

L−1{ s− 4

s2 − 6s + 10

}= L−1

{ s− 4s2 − 6s + 9 + 1

}= L−1

{ (s− 3)− 1(s− 3)2 + 1

}=

= L−1{[ s− 3

(s− 3)2 + 1− 1

(s− 3)2 + 1

]}(3.1)= L−1

{ s− 3(s− 3)2 + 1

}−

− L−1{ 1

(s− 3)2 + 1

}(7.π),(8.π)

= e3t cos t− e3t sin t

11

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Je¸rhma 3 (allag c klhmakac )

L−1{

F (as)}

=1af( t

a

), ìpou L−1{F (s)} = f(t) (3.3)

Askhsh 1. Na brejeÐ

L−1{ 5

16s2 + 25

}=

LÔsh:

L−1{ 5

16s2 + 25

}= L−1

{ 5(4s)2 + 52

}(3.3)=

14

sin5t

4

epeid 

L−1{ 5

s2 + 52

}(5.π)= sin 5t kai a = 4

Askhsh 2. Na brejeÐ

L−1{ 3s + 1

9s2 + 6s + 5

}=

LÔsh:

L−1{ 3s + 1

9s2 + 6s + 5

}=L−1

{ 3s + 1(9s2 + 6s + 1) + 4

}= L−1

{ 3s + 1(3s + 1)2 + 22

}=

(3.3)=

13e−

t3 cos

2t

3

epeid 

L−1{ s + 1

(s + 1)2 + 22

}= e−t cos 2t kai a = 3

Je¸rhma 4 (AntÐstrofoc metasqhm. Laplace twn parag gwn)

L−1{Fn(s)} = (−1)ntnf(t) ìpou L−1{F (s)} = f(t) (3.4)

Askhsh 1. UpologÐste to

L−1{( 2

s2 − 4

)′}=

LÔsh: 'Eqoume

n = 1, F (s) =2

s2 − 4⇒ L−1

{ 2s2 − 4

}(9.π)= sinh 2t.

Tìte

L−1{( 2

s2 − 4

)′} (3.4)= −t sinh 2t.

Je¸rhma 5 (pollaplasiasmoÔ epÐ s)

L−1{sF (s)} = f ′(t), ìpou L−1{F (s)} = f(t), f(0) = 0 (3.5)

Askhsh 1 UpologÐste

L−1{ 2s

s2 + 4

}=

12

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LÔsh:

L−1{ 2s

s2 + 4

}= L−1

{s · 2

s2 + 22

}'Ara

F (s) =2

s2 + 22⇒ L−1{F (s)} = L−1

{ 2s2 + 22

}= sin 2t = f(t)

kai epeid  sin 0 = 0, èqoume

L−1{ 2s

s2 + 4

}(3.5)= (sin 2t)′ = 2 cos 2t

Je¸rhma 6 (diaÐreshc dia s)

L−1{F (s)

s

}=

∫ t

0f(x)dx, ìpou L−1{F (s)} = f(x) (3.6)

Askhsh 1. UpologÐste

L−1{ 1

s(s2 + 9

}=

LÔsh:

L−1{ 1

s(s2 + 9)

}=

13L−1

{ 3(s2+9)

s

}= ...

SugkrÐnontac me ton tÔpo (3.6) blèpoume ìti

F (s) =3

s2 + 9⇒ L−1{F (s)} = L−1

{ 3s2 + 9

}= sin 3x = f(x)

'Ara

L−1{ 1

s(s2 + 9)

}=

13L−1

{ 3(s2+9)

s

}(3.6)=

13

∫ t

0sin 3xdx =

−19[cos 3x

]t

0=

19(1− cos 3t)

Je¸rhma 7(AntÐstrofoc metasqhm. Laplace twn oloklhrwm�twn)

L−1{∫ ∞

sF (u)du

}=

f(t)t

, ìpou L−1{F (u)} = f(t) (3.7)

Je¸rhma 8 (sunèlhxhc gia ton antÐstrofo metasq. Laplace)An L−1{F (s)} = f(t) kai L−1{G(s)} = g(t) tìte

L−1{F (s)G(s)} = L−1{F (s)} ∗ L−1{G(s)} = f(t) ∗ g(t) ìpou (3.8)

f(t) ∗ g(t) =∫ t

0f(x)g(t− x)dx

η=

∫ t

0g(x)f(t− x)dx (3.9)

3.2. Mèjodoi upologismìu tou antÐstrofou metasq. Laplace me analush se apl�

kl�smata

13

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3.2.1. Mejodoc teqnasmatwn

Askhsh 1. UpologÐste

L−1{ 2

s3 + s

}=

LÔsh:

L−1{ 2

s3 + s

}=2L−1

{ 1s(s2 + 1)

}= 2L−1

{(1 + s2)− s2

s(s2 + 1)

}=

=2L−1{[ 1 + s2

s(s2 + 1)− s2

s(s2 + 1)

]}= 2L−1

{[1s− s

s2 + 1

]}=

=2L−1{1

s

}− 2L−1

{ s

s2 + 1

}= 2− 2 cos t

Askhsh 2. UpologÐste

L−1{ 1

(s + 2)(s + 3)

}=

LÔsh: Jètw u = s + 2. Tìte s = u− 2, s + 3 = u + 1 kai

L−1{ 1

(s + 2)(s + 3)

}= L−1

{ 1u(u + 1)

}= L−1

{(1 + u)− u

u(u + 1)

}=

=L−1{[ 1 + u

u(u + 1)− u

u(u + 1)

]}= L−1

{1u− 1

u + 1

}= L−1

{ 1s + 2

− 1s + 3

}=

=L−1{ 1

s + 2

}− L−1

{ 1s + 3

]}= L−1

{ 1s− (−2)

}− L−1

{ 1s− (−3)

]}=

(3.π)= e−2t − e−3t

3.2.2. Mèjodoc twn aprosdiìristwn suntelest¸n

Askhsh 1. AnaptÔxte se aplì kl�sma to

s

(s + 1)(s + 2)

LÔsh:s

(s + 1)(s + 2)=

a

s + 1+

b

s + 2=

a(s + 2) + b(s + 1)(s + 1)(s + 2)

(3.10)

Tìte

a(s + 2) + b(s + 1) = s (3.11)

Jètontac sthn (3.11) thn tim  s = −1 lamb�noume a = −1Jètontac sthn (3.11) thn tim  s = −2 lamb�noume −b = −2 ⇒ b = 2. AntikajistoÔme tic timec autècsthn (3.10) kai ètsi paÐrnoume

s

(s + 1)(s + 2)=

−1s + 1

+2

s + 2

14

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3.2.3. Mèjodoc Heaviside

H mèjodoc aut  efarmìzetai gia rhtèc sunart seic tÔpou F (s) = P (s)Q(s) ìpou P (s), Q(s) eÐnai

polu¸numa.

(i) 'Estw ìti s1, s2, s3 eÐnai oi aplèc ( di�forec metaxÔ touc ) pragmatikèc   migadikèc

rÐzec thc Q(s), tìteP (s)Q(s)

=A1

s− s1+

A2

s− s2+

A3

s− s3(3.12)

ìpou oi suntelestèc Ai upologÐzontai me dÔo trìpouc

Ai =P (si)Q′(si)

i = 1, 2, 3 (3.13)

 

Ai = lims→si

P (s)Q(s)

(s− si), i = 1, 2, 3 (3.14)

'Etsi lamb�noume

L−1{F (s)} = L−1{P (s)

Q(s)

}= A1e

s1t + A2es2t + A3e

s3t (3.15)

(ii) 'Estw ìti Q(s) èqei pollaplèc rÐzec: p.q.

Q(s) = (s− s1)(s− s2)2 (3.16)

dhlad  èqoume thn perÐptwsh thc dipl c rÐzac s2. Tìte ja èqoume thn an�lush:

P (s)Q(s)

=A

s− s1+

B1

(s− s2)2+

B2

s− s2(3.17)

ìpou

A =P (s1)Q′(s1)

  A = lims→s1

P (s)Q(s)

(s− s1) (3.18)

B1 = lims→s2

(s− s2)2P (s)Q(s)

, B2 = lims→s2

((s− s2)2

P (s)Q(s)

)′(3.19)

'Etsi lamb�noume

L−1{F (s)} = L−1{P (s)

Q(s)

}= Aes1t + B1te

s2t + B2es2t (3.20)

Sthn perÐptwsh thc tripl c rÐzac s2 tou Q(s) p.q.

Q(s) = (s− s1)(s− s2)3 (3.21)

ja èqoume thn an�lush:

P (s)Q(s)

=A

s− s1+

B1

(s− s2)3+

B2

(s− s2)2+

B3

s− s3(3.22)

15

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ìpou o suntelest c A upologÐzetai me èna ap touc tÔpouc (3.18) kai oi suntelestèc B1, B2, B3 upologÐzontai

wc ex c

B1 = lims→s2

(s− s2)3P (s)Q(s)

(3.23)

B2 = lims→s2

((s− s2)3

P (s)Q(s)

)′(3.24)

B3 = lims→s2

((s− s2)3

P (s)Q(s)

)′′(3.25)

'Etsi lamb�noume

L−1{F (s)} = L−1{P (s)

Q(s)

}= Aes1t +

12B1t

2es2t + B2tes2t + B3e

s2t (3.26)

Askhsh 1. Na upologisteÐ o antÐstrofoc metasqhmatismìc Laplace

L−1{ 1

3s2 − 2s− 1

}=

LÔsh: Ed¸ èqoume P (s) = 1, Q(s) = 3s2 − 2s − 1. 'Estw ìti Q(s) = 3s2 − 2s − 1 = 0 ⇒ ∆ =(−2)2 − 4 · 3 · (−1) = 16 ⇒

s1,2 =−(−2)±

√16

2 · 3=

2± 46

⇒ s1 = 1, s2 = −13.

Epeid  s1 6= s2, èqoume thn perÐptwsh (i) me dÔo aplèc rÐzec, ìpou, lìgw tou tÔpou (3.12), A3 = 0 kai

13s2 − 2s− 1

=A1

s− 1+

A2

s + 13

Gia na qrhsimopoi soume ton tÔpo (3.13), pr¸ta brÐskoume P (s1) = P (s2) = 1 epeid  P (s) = 1,

Q′(s) = (3s2−2s−1)′ = 6s−2, Q′(s1) = Q′(1) = 6·1−2 = 4, Q′(s2) = Q′(−1

3

)= 6·

(−1

3

)−2 = −4.

Tìte

A1 =1

Q′(s1)=

14, A2 =

1Q′(s2)

=1−4

= −14

Kai epitèlouc efarmìzontac ton tÔpo (3.15) lamb�noume

L−1{ 1

3s2 − 2s− 1

}=

14et − 1

4e−t/3

Askhsh 2. Na upologisteÐ o antÐstrofoc metasqhmatismìc Laplace

L−1{ 1

(s + 2)(s− 2)

}=

LÔsh: Ed¸ èqoume P (s) = 1, Q(s) = (s+2)(s− 2). 'Estw ìti Q(s) = (s+2)(s− 2) = 0 ⇒ s+2 =0, s− 2 = 0 ⇒

s1 = −2, s2 = 2.

16

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Epeid  s1 6= s2, èqoume thn perÐptwsh (i) me dÔo aplèc rÐzec, ìpou, lìgw tou tÔpou (3.12), A3 = 0 kai

1(s + 2)(s− 2)

=A1

s + 2+

A2

s− 2

T¸ra qrhsimopoioÔme ton tÔpo (3.14)

A1 = lims→s1

P (s)Q(s)

(s− s1) = lims→−2

1(s + 2)(s− 2)

(s + 2) = lims→−2

1s− 2

=1

−2− 2= −1

4

A2 = lims→s2

P (s)Q(s)

(s− s2) = lims→2

1(s + 2)(s− 2)

(s− 2) = lims→2

1s + 2

=1

2 + 2=

14

Kai epitèlouc efarmìzontac ton tÔpo (3.15) lamb�noume

L−1{ 1

(s + 2)(s− 2)

}= −1

4e−2t +

14e2t

Askhsh 3. Na upologisteÐ o antÐstrofoc metasqhmatismìc Laplace

L−1{ 1

(s− 1)(s− 2)2}

=

LÔsh: Ed¸ èqoume P (s) = 1, Q(s) = (s − 1)(s − 2)2. SugkrÐnontac me ton tÔpo (3.16), brÐskoume

s1 = 1, s2 = 2, h teleutaÐa eÐnai dipl  rÐza. Tìte efarmìzontac ton tÔpo (3.17) èqoume thn ex c an�lush:

1(s− 1)(s− 2)2

=A

s− 1+

B1

(s− 2)2+

B2

s− 2

ìpou lìgw tou deÔterou mèrouc tou tÔpou (3.18) kai (3.19) lamb�noume

A = lims→s1

P (s)Q(s)

(s− s1) = lims→1

1(s− 1)(s− 2)2

(s− 1) = lims→1

1(s− 2)2

=1

(1− 2)2= 1

B1 = lims→s2

(s− s2)2P (s)Q(s)

= lims→2

(s− 2)21

(s− 1)(s− 2)2= lim

s→2

1s− 1

= 1

B2 = lims→s2

((s− s2)2

P (s)Q(s)

)′= lim

s→2

((s− 2)2

1(s− 1)(s− 2)2

)′= lim

s→2

( 1s− 1

)′= lim

s→2

((s− 1)−1

)′=

=− lims→2

(s− 1)−2 = −1

Kai epitèlouc efarmìzontac ton tÔpo (3.20 brÐskoume

L−1{F (s)} = L−1{P (s)

Q(s)

}= Aes1t + B1te

s2t + B2es2t = et + te2t − e2t

'Alutec Ask seic

Na upologisteÐ o antÐstrofoc metasqhmatismìc Laplace

Askhsh 1. y(t) = L−1{

1(s−3)(s−4)

}= LÔsh y(t) = e4t − e3t

Askhsh 2. y(t) = L−1{

1(s−1)(s+1)

}= LÔsh y(t) = 1

2(et − e−t)

Askhsh 3. y(t) = L−1{

s(s−1)(s+1)

}= LÔsh y(t) = 1

2(et + e−t)

Askhsh 4. y(t) = L−1{

s(s−1)(s+1)2

}= LÔsh y(t) = 1

4(2te−t + et − e−t)

Askhsh 5. y(t) = L−1{

s+1(s+4)(s−3)2

}= LÔsh y(t) = 1

4(2te3t + e3t + e−4t)

17

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4 LÔsh grammik¸n diaforik¸n exis¸sewn (g.d.e.) kai susthm�twn

g.d.e. me stajeroÔc suntelestec me to metasqimatismì Laplace

Askhsh 1. Na lujeÐ to prìblhma arqik¸n tim¸n

y′ + 2y = e3t, y(0) = 0 (4.1)

me th bo jeia tou metasqhmatismoÔ Laplace.LÔsh: Jètw L{y(t)} = Y (s). Tìte L{y′(t)} = sY (s)− y(0) = sY (s) kai apì thn (4.1) brÐskoume

L{y′ + 2y} = L{e3t} (3.π)⇒ L{y′}+ 2L{y} =1

s− 3⇒

sY (s) + 2Y (s) =1

s− 3⇒ (s + 2)Y (s) =

1s− 3

Y (s) =1

(s + 2)(s− 3)=

A

s + 2+

B

s− 3=

A(s− 3) + B(s + 2)(s + 2)(s− 3)

(4.2)

opìte epeid  to pr¸to kl�sma eÐnai Ðson me to teleutaÐo

A(s− 3) + B(s + 2) = 1 (4.3)

Ap ton tÔpo (4.3) gia s = 3 ⇒ 5B = 1 ⇒ B = 1/5.

Ap ton tÔpo (4.3) gia s = −2 ⇒ −5A = 1 ⇒ A = −1/5.

AntikajustoÔme tic timèc A = −1/5, B = 1/5 sthn (4.6) kai eqoume

Y (s) = −15

1s + 2

+15

1s− 3

(4.4)

opìte, paÐrnontac ton antÐstrofo metasqhmatismì tou Laplace, brÐskoume th lÔsh tou probl matoc (4.1)

y(t) = −15e−2t +

15e3t.

Askhsh 2. Na lujeÐ to prìblhma arqik¸n tim¸n

y′′ + 2y′ + y = 3e−t, y(0) = y′(0) = 1 (4.5)

me th bo jeia tou metasqhmatismoÔ Laplace.LÔsh: Jètw L{y(t)} = Y (s). Tìte L{y′(t)} = sY (s) − y(0) = sY (s) − 1, L{y′′(t)} = s2Y (s) −sy(0)− y′(0) = s2Y (s)− s− 1 kai apì thn (4.5) brÐskoume

L{y′′ + 2y′ + y} = L{3e−t} (3.π)⇒ L{y′′}+ 2L{y′}+ L{y} = 31

s + 1⇒

s2Y (s)− s− 1 + 2[sY (s)− 1] + Y (s) = 31

s + 1⇒

(s2 + 2s + 1)Y (s) = 31

s + 1+ s + 1 + 2 ⇒

18

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Y (s) =3

(s + 1)3+

1s + 1

+2

(s + 1)2(4.6)

opìte, paÐrnontac ton antÐstrofo metasqhmatismì tou Laplace, brÐskoume th lÔsh tou probl matoc (4.5)

y(t) = L−1{3

22

(s + 1)2+1+

1s + 1

+ 21

(s + 1)1+1

}=

32t2e−t + 2te−t ⇒

y(t) = e−t(3

2t2 + 2t + 1

)Askhsh 3. Na lujeÐ to sÔsthma arqik¸n tim¸nx′ + y = 0

y′ + x = 0 , x(0) = 1 y(0) = −1(4.7)

me th bo jeia tou metasqhmatismoÔ Laplace.LÔsh: Jètw L{x(t)} = X(s), L{y(t)} = Y (s). Tìte L{x′(t)} = sX(s)−x(0) = sX(s)−1, L{y′(t)} =sY (s)− y(0) = sY (s) + 1. Ap to sÔsthma (4.7) brÐskoumeL{x′ + y} = L{0}

L{y′ + x} = L{0}⇒

L{x′}+ L{y} = 0

L{y′}+ L{x} = 0⇒

sX(s)− 1 + Y (s) = 0

sY (s) + 1 + X(s) = 0⇒

sX(s) + Y (s) = 1

X(s) + sY (s) = −1⇒

Y (s) = 1− sX(s)

X(s) + sY (s) = −1⇒

Y (s) = 1− sX(s)

X(s) + s[1− sX(s)] = −1⇒

Y (s) = 1− sX(s)

(1− s2)X(s) = −1− s⇒

Y (s) = 1− sX(s)

X(s) = − 1+s1−s2

Y (s) = 1− sX(s)

X(s) = 1s−1

Y (s) = 1− ss−1

X(s) = 1s−1

Y (s) = s−1−ss−1

X(s) = 1s−1

Y (s) = − 1s−1

X(s) = 1s−1

opìte, paÐrnontac ton antÐstrofo metasqhmatismì tou Laplace, brÐskoume th lÔsh tou sust matoc (4.7)

x(t) = et, y(t) = −et

'Alutec Ask seic

Na lujeÐ to prìblhma arqik¸n tim¸n

Askhsh 1. y′ + 2y = sin t, y(0) = 0 LÔsh y(t) =Askhsh 2. y′ − y = e−3t, y(0) = 0 LÔsh y(t) = 1

4(et − e−3t)Askhsh 3. y′ − 2y = e4t, y(0) = 0 LÔsh y(t) = 1

2(e4t − e2t)Askhsh 4. y′ − y = e−2t, y(0) = 1 LÔsh y(t) = 1

3(4et − e−2t)Askhsh 5. y′′ + 4y = et, y(0) = 0, y′(0) = −1 LÔsh y(t) = 1

5(et − cos 2t− 3 sin 2t)Askhsh 6. y′′′ + y′ = 1, y(0) = y′(0) = y′′(0) = 0 LÔsh y(t) = t− sin t)Askhsh 7. y′′ + 2y′ + y = sin t, y(0) = 0, y′(0) = −1 LÔsh y(t) = 1

2(e−t + te−t − cos t)

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Na lujeÐ to sÔsthma arqik¸n tim¸n

Askhsh 8.

x′ = x− 2y

y′ = x− y , x(0) = 0, y(0) = 1

Askhsh 9.

x′ = x + 3y

y′ = x− y , x(0) = 0, y(0) = 1

Askhsh 10.

x′ = 2x− 3y

y′ = −2x + y , x(0) = 8 , y(0) = 3

5 Seirèc Fourier

5.1 Seir’es Fourier sto di�sthma [−π, π]Orismìc 5.1.1. Onom�zoume Trigwnometrik  seir� mia seir� thc morf c

a0

2+

∞∑n=1

(an cos nx + bn sinnx) (5.1)

ìpou a0, an, bn (n ∈ N∗) eÐnai stajeroÐ arijmoÐ, en¸ x ∈ R.

Orismìc 5.1.2. Onom�zoume n Merikì 'Ajroisma thc seir�c (5.1) th 2π periodik  sun�rthsh

Sn(x) =a0

2+

n∑k=1

(ak cos kx + bk sin kx) (5.2)

Je¸rhma 5.1.1. An mia sun�rthsh f(x) orismènh kai oloklhr¸simh sto [−π, π] anaptÔssetai seTrigwnometrik  seir�, dhlad 

f(x) =a0

2+

∞∑n=1

(an cos nx + bn sinnx) (5.3)

tìte aut  h an�ptuxh eÐnai monadik .

Orismìc 5.1.3. Oi arijmoÐ a0, an, bn (n ∈ N∗) sthn (5.3) prosdiorÐzontai kat� monadikì trìpo apì

touc tÔpouc

a0 =1π

∫ π

−πf(x)dx (5.4)

an =1π

∫ π

−πf(x) cos nxdx (5.5)

bn =1π

∫ π

−πf(x) sinnxdx (5.6)

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kai lègontai suntelestèc Fourier kai h Trigwnometrik  seir� (5.3) me tètoiouc suntelestèc onom�zetai

seir� Fourie.Orismìc 5.1.4. Mia sun�rthsh F (x) periìdou T = 2π kai orismènh se ìlo ton R, lègetai periodik epèktash miac sun�rthshc f(x) orismènhc sto di�sthma [−π, π] e�n isqÔei

F (x) = f(x), ∀x ∈ [−π, π]

Orismìc 5.1.5. 'Estw to Merikì 'Ajroisma Sn(x) dÐnetai me ton tÔpo (5.2) ìpou a0, an, bn (n ∈ N∗)prosdiorÐzontai apì touc tÔpouc (5.4)-(5.6). An up�rqei to ìrio

limn→∞

Sn(x) = f(x), ∀x ∈ [−π, π] (5.7)

tìte lème ìti h seir� Fourie thc sun�rthshc f(x) sugklÐnei shmiak¸c proc thn f(x) sto [−π, π] kai hf(x) lègetai 'Ajroisma thc seir�c aut c.

Parat rhsh 5.1.1. An mia seir� Fourie sugklÐnei proc thn f(x) sto [−π, π], dhlad  an isqÔei h (5.7)kai h F (x) eÐnai periodik  epèktash thc sun�rthshc f(x) se ìlo to R, tìte h seir� Fourie sugklÐnei

proc thn F (x) se ìlo to R, dhlad  up�rqei ìrio

limn→∞

Sn(x) = F (x), ∀x ∈ R

5.2 Seirèc Fourier sto aujaÐreto di�sthma [−l, l]Gia mia tuqoÔsa sun�rthsh f(x) orismènh se èna aujaÐreto di�sthma [−l, l] omoÐwc eis�getai h seir� kai

oi suntelestèc Fourie me touc tÔpouc

f(x) =a0

2+

∞∑n=1

(an cos

nπx

l+ bn sin

nπx

l

)(5.8)

a0 =1l

∫ l

−lf(x)dx (5.9)

an =1l

∫ l

−lf(x) cos

nπx

ldx n ∈ N∗ (5.10)

bn =1l

∫ l

−lf(x) sin

nπx

ldx n ∈ N∗ (5.11)

Orismìc 5.2.1. Mia sun�rthsh f(x) lègetai suneq c kat� tm mata sto di�sthma [a, b] an eÐnai suneqeÐc  parousi�zei asunèqeia 1-ou eÐdouc se èna peperasmèno pl joc shmeÐwn sto di�sthma [a, b].Orismìc 5.2.2. Lème ìti mia sun�rthsh f(x), x ∈ [a, b] ikanopoieÐ tic sunj kec Dirichlet an èqei

peperasmèno pl joc megÐstwn kai elaqÐstwn sto di�sthma [a, b] kai eÐnai suneq c kat� tm mata sto

di�sthma autì.

To epìmeno je¸rhma mac dÐnei thn ap�nthsh pìte mia sun�rthsh f(x) orismènh se èna aujaÐreto di�sthma

[−l, l] eÐnai anaptÔximh kat� seir� Fourier, dhlad  pìte isqÔoun oi tÔpoi h (5.8)-(5.11).

21

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Je¸rhma DirichletAn mia sun�rthsh f(x) ikanopoieÐ tic sunj kec Dirichlet sto di�sthma [−l, l], tìte1. h antÐstoiqh Trigwnometrik  seir� Fourier sugklÐnei sthn f(x) se k�je shmeÐo sunèqeiac x ∈ [−l, l]thc f(x), dhlad  isqÔei

limn→∞

Sn(x) = f(x) (5.12)

2. h antÐstoiqh Trigwnometrik  seir� Fourier se k�je shmeÐo asunèqeiac x0 ∈ [−l, l] thc f(x), sugklÐneisthn tim 

12

[lim

x→x−0

f(x) + limx→x+

0

f(x)]

dhlad  isqÔei

limn→∞

Sn(x0) =12

[lim

x→x−0

f(x) + limx→x+

0

f(x)]

(5.13)

Pìrisma

An h sun�rthsh f(x) plhreÐ tic sunj kec Dirichlet kai eÐnai periodik , tìte se ìlo to R1. h antÐstoiqh Trigwnometrik  seir� Fourier sugklÐnei sthn f(x) se k�je shmeÐo sunèqeiac thc f(x),2. h antÐstoiqh Trigwnometrik  seir� Fourier se k�je shmeÐo asunèqeiac x0 thc f(x), sugklÐnei stohmi�jroisma twn pleurik¸n orÐwn thc f(x) sto x0.

Parat rhsh 5.2.1. Opoiad pote sun�rthsh f(x), x ∈ [a, b] periodik    mh mporeÐ na analujeÐ

kat� seir� Fourier sto [a, b] efìson plhreÐ tic sunj kec Dirichlet h periodik  thc epèktash F (x) se ìloto R.

5.3 Seirèc Fourier �rtiwn kai peritt¸n sunart sewn.

1. An h sun�rthsh f(x) eÐnai �rtia orismènh sto di�sthma [−π, π], dhlad  an f(−x) = f(x) gia k�jex ∈ [−π, π], tìte h seir� Fourier thc f(x) eÐnai

f(x) =a0

2+

∞∑n=1

an cos nx (5.14)

ìpou gia k�je n ∈ N∗ èqoume

a0 =2π

∫ π

0f(x)dx, an =

∫ π

0f(x) cos nxdx, bn = 0 (5.15)

2. An h sun�rthsh f(x) eÐnai peritt  sto di�sthma [−π, π], dhlad  an f(−x) = −f(x) gia k�je

x ∈ [−π, π], tìte h seir� Fourier thc f(x) eÐnai

f(x) =∞∑

n=1

bn sinnx (5.16)

22

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ìpou gia k�je n ∈ N∗ èqoume

a0 = 0, an = 0, bn =2π

∫ π

0f(x) sinnxdx. (5.17)

3. An h sun�rthsh f(x) eÐnai �rtia orismènh sto di�sthma [−l, l] tìte h seir� Fourier thc f(x) eÐnai

f(x) =a0

2+

∞∑n=1

an cosnπx

l(5.18)

ìpou gia k�je n ∈ N∗ èqoume

a0 =2l

∫ l

0f(x)dx, an =

2l

∫ l

0f(x) cos

nπx

ldx, bn = 0 (5.19)

4. An h sun�rthsh f(x) eÐnai peritt  sto di�sthma [−l, l] tìte h seir� Fourier thc f(x) eÐnai

f(x) =∞∑

n=1

bn sinnπx

l(5.20)

ìpou gia k�je n ∈ N∗ èqoume

a0 = 0, an = 0, bn =2l

∫ l

0f(x) sin

nπx

ldx. (5.21)

5.4 Periodikèc epekt�seic -�rtia (sunhmitonik ) kai peritt  (hmitonik )

An th f(x), pou plhreÐ tic sunj kec Dirichlet kai eÐnai orismènh sto hmidi�sthma [0, l], epekteÐnoume stodi�sthma [−l, l] ètsi ¸ste h epèktas  thc F (x) sto [−l, l] na eÐnai �rtia, tìte gia thn f(x) isqÔoun oi

tÔpoi (5.18) kai (5.19) ìpou to an�ptugma (5.18) onom�zetai sunhmitonik  seir� Fourier thc f(x). H

periodik  �rtia epèktas  F (x) me perÐodo T = 2l thc f(x) se ìlo to R orÐzetai wc ex c

F (x) =

f(x) gia x ∈ [0, l]

f(−x) gia x ∈ [−l, 0]

F (x + 2l) = F (x) gia k�je x ∈ R

'Estw mia sun�rthsh f(x) plhreÐ tic sunj kec Dirichlet kai eÐnai orismènh sto hmidi�sthma [0, l] . An

epekteÐnoume th f(x) sto di�sthma [−l, l] ètsi ¸ste h epèktas  thc F (x) sto [−l, l] na eÐnai peritt , tìte

gia thn f(x) isqÔoun oi tÔpoi (5.20) kai (5.21) ìpou to an�ptugma (5.20) onom�zetai hmitonik  seir�

Fourier thc f(x). H periodik  peritt  epèktas  F (x) me perÐodo T = 2l thc f(x) se ìlo to R orÐzetai

wc ex c

F (x) =

f(x) gia x ∈ [0, l]

−f(−x) gia x ∈ [−l, 0]

F (x + 2l) = F (x) gia k�je x ∈ R

23

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Parat rhsh 5.4.1. Profan¸c mia sun�rthsh f(x), ìpou x ∈ [0, l] kai l jewroÔme hmiperÐodo,

mporei na epektajeÐ periodik� me �peirouc trìpouc.

5.5 Ekjetik  (migadik ) morf  thc seir�c FourierMe antikatast�seic tou Euler

sinx =12i

(eix − e−ix

), cos x =

12(eix − e−ix

)(5.22)

apì ton tÔpo (5.8) gia f(x), x ∈ [−l, l] prokÔptei h ekjetik  (migadik ) morf  thc seir�c Fourier

f(x) =+∞∑

n=−∞cne

inπxl , x ∈ [−l, l] (5.23)

ìpou oi suntelestèc

cn =12l

∫ l

−lf(x)e−

inπxl , gia n = 0,±1,±2,±3, ... (5.24)

ja eÐnai migadikoÐ kai isqÔoun oi sqèseic

c−n = cn, c0 =12a0, cn =

12(an − ibn), c−n =

12(an + ibn)

5.6 Olokl rwma kai metasqhmatismìc Fourier

Sthn Parat rhsh 5.2.1. m�jame ìti opoiad pote sun�rthsh f(t), t ∈ [a, b] periodik    mh mporeÐ

na anaptuqjeÐ se seir� Fourier sto [a, b] efìson plhreÐ tic sunj kec Dirichlet h periodik  thc epèktash

F (t) se ìlo to R.

T¸ra prokÔptei to er¸thma, an h f(t) den eÐnai periodik  se ìlo to R, up�rqei an�ptugma gia thn f(t)se ìlo to R   den up�rqei ; H ap�nthsh eÐnai jetik . Sthn perÐptwsh aut  h seir� Fourier metatrèpetaise olokl rwma Fourier (5.25) pou sunep�getai ap th seir� Fourier thc f(t) sto di�sthma [−l, l] kaj¸cl → +∞ kai isqÔei to ex c je¸rhma

Je¸rhma 5.6.1.

An h sun�rthsh f(t) plhreÐ tic sunj kec Dirichlet se k�je peperasmèno di�sthma tou �xwna [0,+∞) kaito olokl rwma

∫ +∞−∞ |f(t)|dt up�rqei, tìte

1. se k�je shmeÐo sunèqeiac thc f(t) to olokl rwma Fourier thc f(t) sugklÐnei sthn f(t), dhlad isqÔei o tÔpoc

f(t) =1√π

∫ +∞

0

[A(ω) cos ωt + B(ω) sinωt

]dω (5.25)

ìpou

A(ω) =1√π

∫ +∞

−∞f(t) cos ωtdt (5.26)

B(ω) =1√π

∫ +∞

−∞f(t) sinωtdt (5.27)

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2. se k�je shmeÐo asunèqeiac thc f(t) to olokl rwma Fourier thc f(t) sugklÐnei sto hmi�jroisma twn

orÐwn apì ta dexi� kai arister� thc f(t).

Me antikatast�seic tou Euler (5.22) ap ton tÔpo (5.25) èpetai h migadik  morf  tou oloklhr¸matoc

Fourier

f(t) =12π

∫ +∞

−∞

∫ +∞

−∞f(t)eiω(t−x)dxdω (5.28)

H sun�rthsh

F{f(t)} =1√2π

∫ +∞

−∞e−iωtf(t)dt ≡ F (ω) (5.29)

lègetai metasqhmatismìc Fourier thc f(t) kai sumbolÐzetai me F{f(t)}   F (ω), en¸ h sun�rthsh

f(t) =1√2π

∫ +∞

−∞eiωtF (ω)dω ≡ F−1{F (ω)} (5.30)

kaleÐtai antÐstrofoc metasqhmatismìc Fourier thc f(t) kai sumbolÐzetai me f(t)   F−1{F (ω)}.Me ton metasqhmatismì Fourier metabaÐnoume apì thn perioq  tou qrìnou t sthn perioq  thc suqnìthtac

ω kai me ton antÐstrofo metasqhmatismì èqoume thn antÐstrofh poreÐa. O metasqhmatismìc Fourierefarmìzetai gia thn epÐlush twn oloklhrwtik¸n kai diaforik¸n exis¸sewn sta opoÐa an�gwntai ta

hlektrik� kukl¸mata.

je¸rhma ( sunèlhxhc)

An oi pragmatikèc sunart seic f1(t), f2(t) eÐnai suneqeÐc   tmhmatik� suneqeÐc sto R tìte up�rqoun oi

metasqhmatismoÐ touc kat� Fourier

F{f1(t)} = F1(s), F{f2(t)} = F2(s)

kai isqÔei

F{f1(t) ∗ f2(t)} = F{f1(t)}F{f2(t)} = F1(s)F2(s), ìpou (5.31)

f1(t) ∗ f2(t) =∫ t

0f1(x)f2(t− x)dx

η=

∫ t

0f2(x)f1(t− x)dx (5.32)

lègetai sunèlhxh.

Lumènec Ask seic

'Askhsh 1. Na anaptuqjeÐ se seir� Fourier h sun�rthsh

f(x) =

1 giax ∈ [−π, 0]

3 giax ∈ [0, π]

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LÔsh: H dojeÐsa sun�rthsh plhreÐ tic sunj kec Dirichlet. Qrhsimopoi¸ntac touc tÔpouc (5.4)-(5.6)

brÐskoume touc suntelestèc Fourier:

a0 =1π

∫ π

−πf(x)dx =

∫ 0

−π1dx +

∫ π

03dx =

[x]0−π +1π

[3x]π0 =

=1π

(0 + π) +1π

(3π − 0) =1π· 4π = 4

an =1π

∫ π

−πf(x) cos nxdx =

∫ 0

−π1 cos nxdx +

∫ π

03 cos nxdx =

[sinnx

n

]0

−π+

[3 sinnx

n

0= 0

bn =1π

∫ π

−πf(x) sinnxdx =

∫ 0

−π1 sinnxdx +

∫ π

03 sinnxdx =

[− cos nx

n

]0

−π+

[− 3 cos nx

n

0=

=−1nπ

[1− cos n(−π)]− 3nπ

(cos nπ − 1) =−1nπ

[1− (−1)n + 3

((−1)n − 1

)]=−2nπ

[(−1)n − 1

]⇒

bn =

0 gia n = 2k, k ∈ N∗

4(2k−1)π gia n = 2k − 1, k ∈ N

Antikajust¸ntac tic timèc a0, an, bn ston tÔpo (5.8) brÐskoume thn ap�nthsh

f(x) = 2 +∞∑

k=1

4(2k − 1)π

sin(2k − 1)x = 2 +4π

∞∑k=1

sin(2k − 1)x2k − 1

'Askhsh 2. Na anaptuqjeÐ se seir� Fourier h sun�rthsh

f(x) = cos ax, gia x ∈ [−π, π], a /∈ Z

LÔsh: H dojeÐsa sun�rthsh eÐnai �rtia orismènh sto di�sthma [−π, π] kai plhreÐ tic sunj kec Dirichlet.Qrhsimopoi¸ntac touc tÔpouc (5.15) brÐskoume bn = 0 kai

a0 =2π

∫ π

0cos axdx =

[sin ax

a

0=

2 sin aπ

an =2π

∫ π

0cos ax cos nxdx =

12

∫ π

0[cos(a + n)x + cos(a− n)x]dx =

1a + n

[sin(a + n)x]π0+

+1π

1a− n

[sin(a− n)x]π0 =sin(a + n)ππ(a + n)

+sin(a− n)ππ(a− n)

=sin(aπ + nπ)

π(a + n)+

sin(aπ − nπ)π(a− n)

=

=2(−1)n+1 sin aπ

π(n2 − a2), n ∈ N∗

epeid  sin(aπ − nπ) = sin(aπ + nπ) = (−1)n sin aπ gia k�je n ∈ N.Antikajust¸ntac tic timèc a0, an, bn ston tÔpo (5.14) brÐskoume thn ap�nthsh

cos ax =2 sin aπ

2aπ+

2a

π

∞∑k=1

(−1)n+1 sin aπ

π(n2 − a2)cos nx =

2 sin aπ

π

[ 12a

+ a∞∑

k=1

(−1)n+1 cos nx

n2 − a2

]gia k�je n ∈ N.

26

Page 27: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

'Askhsh 3. Na brejeÐ h sunhmitonik  seir� Fourier thc sun�rthshc

f(x) = x, gia x ∈ [0, π]

LÔsh: Efìson y�qnoume th sunhmitonik  seir� Fourier thc sun�rthshc f(x) = x, tìte gia thn f(x)isqÔoun oi tÔpoi (5.18) kai (5.19) me l = π. Qrhsimopoi¸ntac touc tÔpouc (5.19) brÐskoume bn = 0 kai

a0 =2π

∫ π

0xdx =

[x2

2

0= π

an =2π

∫ π

0x cos nxdx =

1n

∫ π

0x(sinnx)′dx =

2πn

[x sinnx]π0 −2

πn

∫ π

0sinnxdx =

=0− 2πn

[− 1

ncos nx

0=

2πn2

[cos πn− cos 0] =2

πn2[(−1)n − 1] ⇒

an =

0 gia n = 2k, k ∈ N∗

−4(2k−1)2π

gia n = 2k − 1, k ∈ N

lìgw thc paragontik c olokl rwshc kai cos nπ = (−1)n. Antikajust¸ntac tic timèc a0, an, bn ston

tÔpo (5.18) brÐskoume

x =π

2−

∞∑k=1

−4(2k − 1)2π

cos(2k − 1)x =π

2− 4

π

∞∑k=1

cos(2k − 1)x(2k − 1)2

'Askhsh 4. Na brejeÐ h seir� Fourier thc sun�rthshc

f(x) = |x|, gia x ∈ [−1, 1]

LÔsh: Efìson y�qnoume th seir� Fourier thc �rtiac sun�rthshc f(x) = |x|, tìte gia thn f(x) isqÔounoi tÔpoi (5.18) kai (5.19) me l = 1. Qrhsimopoi¸ntac touc tÔpouc (5.19) brÐskoume bn = 0 kai

a0 =2∫ 1

0xdx = 2

[x2

2

]1

0= 1

an =2∫ 1

0x cos nπxdx =

2nπ

∫ 1

0x(sinnπx)′dx =

2nπ

[x sin nπx]10 −2

∫ 1

0sinnπxdx =

=0− 2nπ

[− 1

nπcos nπx

]1

0=

2(nπ)2

[cos nπ − cos 0] =2

(nπ)2[(−1)n − 1] ⇒

an =

0 gia n = 2k, k ∈ N∗

−4(2k−1)2π2 gia n = 2k − 1, k ∈ N

lìgw thc paragontik c olokl rwshc kai cos nπ = (−1)n. Antikajust¸ntac tic timèc a0, an, bn ston

tÔpo (5.18) brÐskoume

|x| = 12−

∞∑k=1

−4(2k − 1)2π2

cos(2k − 1)x =π

2− 4

π2

∞∑k=1

cos(2k − 1)x(2k − 1)2

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Page 28: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

'Askhsh 5. Na brejeÐ to olokl rwma Fourier thc sun�rthshc

f(t) =

1, gia − 1 ≤ t ≤ 1

0, gia |t| > 1

LÔsh: qrhsimopoi¸ntac touc tÔpouc (5.26, (5.27, brÐskoume

A(ω) =1√π

∫ +∞

−∞f(t) cos ωtdt =

1√π

∫ 1

−1cos ωtdt =

1√π

[sinωt

ω

]1

−1=

1√π

2 sinω

ω

B(ω) =1√π

∫ +∞

−∞f(t) sinωtdt =

1√π

∫ 1

−1sinωtdt =

1√π

[− cos ωt

ω

]1

−1= 0

Kai t¸ra sÔmfwna me ton tÔpo (5.25) lamb�noume

f(t) =1√π

∫ +∞

0

[A(ω) cos ωt + B(ω) sinωt

]dω =

∫ +∞

0

sin ω cos ωt

ωdω

28

Page 29: Tm ma HlektrologÐac PINAKAS PERIEQOMENWN...Tm ma HlektrologÐac Shmei¸seic sta Efarmosmèna Majhmatik ParasÐdhc I.N. PINAKAS PERIEQOMENWN 1. Metasqhmatismìc Laplace 1. Je¸rhma

'Alutec Ask seic

Na brejoÔn oi seirèc Fourier twn parak�tw sunart sewn

1. f(x) = sin ax, x ∈ [−π, π]

LÔsh : f(x) =2 sinπa

π

∞∑n=1

(−1)n+1n sinnx

n2 − a2

2. f(x) =

−1 gia − π ≤ x < 0

1 gia 0 ≤ x < π

LÔsh : f(x) =2π

∞∑k=1

sin(2k − 1)x2k − 1

3. Na brejeÐ h hmitonik  seir� Fourier thc sun�rthshc

f(x) = x, x ∈ [0, 1] LÔsh : f(x) =2π

∞∑n=1

(−1)n+1 sinnπx

n

29