tailieunhanh - Ebook A second course in ordinary differential equations: Dynamical systems and boundary value problems - Part 2

(BQ) Part 2 book "A second course in ordinary differential equations: Fourier series, sturm liouville eigenvalue problems, special functions, green’s functions. | 5 Fourier Series Introduction In this chapter we will look at trigonometric series. Previously, we saw that such series expansion occurred naturally in the solution of the heat equation and other boundary value problems. In the last chapter we saw that such functions could be viewed as a basis in an infinite dimensional vector space of functions. Given a function in that space, when will it have a representation as a trigonometric series? For what values of x will it converge? Finding such series is at the heart of Fourier, or spectral, analysis. There are many applications using spectral analysis. At the root of these studies is the belief that many continuous waveforms are comprised of a number of harmonics. Such ideas stretch back to the Pythagorean study of the vibrations of strings, which lead to their view of a world of harmony. This idea was carried further by Johannes Kepler in his harmony of the spheres approach to planetary orbits. In the 1700’s others worked on the superposition theory for vibrating waves on a stretched spring, starting with the wave equation and leading to the superposition of right and left traveling waves. This work was carried out by people such as John Wallis, Brook Taylor and Jean le Rond d’Alembert. In 1742 d’Alembert solved the wave equation c2 ∂2y ∂2y − 2 = 0, ∂x2 ∂t where y is the string height and c is the wave speed. However, his solution led himself and others, like Leonhard Euler and Daniel Bernoulli, to investigate what ”functions” could be the solutions of this equation. In fact, this lead to a more rigorous approach to the study of analysis by first coming to grips with the concept of a function. For example, in 1749 Euler sought the solution for a plucked string in which case the initial condition y(x, 0) = h(x) has a discontinuous derivative! 150 5 Fourier Series In 1753 Daniel Bernoulli viewed the solutions as a superposition of simple vibrations, or harmonics. Such superpositions amounted to looking at .