MATHEMATICAL METHODS II

MATH 266

DR. ADU SAKYI

KWAME NKRUMAH UNIVERSITY OF SCIENCE AND TECHNOLOGY
DEPARTMENT OF MATHEMATICS

August 4, 2023
Course Outline

1 Improper Integration

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter
3 Differentiation and Integration under the Integral sign

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter
3 Differentiation and Integration under the Integral sign
4 Gamma and Beta Functions , Stirling’s Formula

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter
3 Differentiation and Integration under the Integral sign
4 Gamma and Beta Functions , Stirling’s Formula
5 Basic Properties and Use of the Laplace Transform

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter
3 Differentiation and Integration under the Integral sign
4 Gamma and Beta Functions , Stirling’s Formula
5 Basic Properties and Use of the Laplace Transform
6 Fourier Series

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Course Outline

1 Improper Integration
2 Integral depending on a Parameter
3 Differentiation and Integration under the Integral sign
4 Gamma and Beta Functions , Stirling’s Formula
5 Basic Properties and Use of the Laplace Transform
6 Fourier Series
7 Fourier Transforms

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Recommended Textbooks/Readings

G. Arfken and H.J Weber Mathematical Methods for

Physicist
M.L. Boas Mathematical Methods in the Physical
Sciences
Erwin Kreyszig Advanced Engineering Mathematics

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

FOURIER SERIES
Given that certain conditions are satisfied then it is possible to
write a periodic function of period 2π as a series expansion of
the orthogonal periodic function just discussed.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

FOURIER SERIES
Given that certain conditions are satisfied then it is possible to
write a periodic function of period 2π as a series expansion of
the orthogonal periodic function just discussed.
That is, if f (x) is defined on the interval −π ≤ x ≤ π where
f (x + 2nπ) = f (x) then
a0 P∞
f (x) = + n=1 (an cos nx + bn sin nx)
2
where ‘an ’ and ‘bn ’ are constants called the Fourier constants.
The above series is called the Fourier Series of expansion
of f (x).
NB: We make use of the mutual orthogonality of the
trigonometric functions in the expansion to find the Fourier
coefficients.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

To find Z‘an ’and ‘bn ’;
1 π
an = f (x) cos nxdx
π Z−π
1 π
bn = f (x) sin nxdx
π −π
n= 0,1,2,...

For instance,
1 π
Z
a0 = f (x)dx
π Z−π
1 π
a10 = f (x) cos 10xdx and so on...
π −π
a0 P
where f (x) is given as f (x) = + ∞ n=1 (an cos nx + bn sin nx)
2

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Dirichlet Conditions

If a function f (x) is such that ;

(a) f (x) is defined , single-valued and periodic with period 2π
(b) f (x) and f ′ (x) have at most a finite number of finite
discontinuities over a single period- that is they are piecewise
continuous then the series
a0 P∞
+ n=1 (an cos nx + bn sin nx)
2
where Z π
1
an = f (x) cos nxdx and
π Z−π
1 π
bn = f (x) sin nxdx
π −π
converges to f (x) when (x, f (x)) is a point continuity.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Exercises

If the following functions are defined over the interval

−π < x < π and f (x + 2π) = f (x), state whether or not each
function can be represented by a Fourier series.

1. f (x) = x 3
2. f (x) = 4x − 5
3. f (x) = x2
1
4. f (x) = x−5
5. f (x) = tan x
6. f (x) = y where x 2 + y 2 = 9

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Answers

1. Yes
2. Yes
3. No: infinite discontinuity at x = 0
4. No: infinite discontinuity at x = 5
5. No: infinite discontinuity at x = π/2
6. No : Two valued

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Example 1

Find the fourier series for the function shown.Consider one

cycle between x = −π and x = π
The function can be defined by;

f (x + 2π) = f (x)
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
 a0 P∞
(a) f (x) = + (an cos nx + bn sin nx)
2 Z π n=1
1
where a0 = f (x)dx
π −π

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 a0 P∞
(a) f (x) = + (an cos nx + bn sin nx)
2 Z π n=1
1
where a0 = f (x)dx
π −π
Now for a0 we have, !
Z −π/2 Z π/2 Z π/2
1
a0 = 0dx + 4dx + 0dx
π −π −π/2 π
1 π/2
= [4x]−π/2
π
1 π
4( 2 ) − 4( −π
 1
= 2
) = π [2π + 2π]
π
1
= (4π) = 4
π
∴ a0 = 4

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

(b) To find
Z an ;
1 π
an = f (x) cos nxdx
π −π

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

(b) To find
Z an ;
1 π
an = f (x) cos nxdx
π −π
= Z !
−π/2 Z π/2 Z π/2
1
(0) cos nxdx + 4 cos nxdx + (0) cos nxdx
π −π −π/2 π

1 π/2
Z
an = 4 cos nxdx
π −π/2
8 nπ
∴ an = sin
πn 2
Then considering different integer values of n, we have;
if n is even ; an = 0
8
if n = 1, 5, 9, ... ; an =
nπ
−8
if n = 3, 7, 11, ... ; an =
nπ
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
We keep these in mind while we find bn .
(c) To find
Z bn
1 π
bn = f (x) sin nxdx
π −π

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

We keep these in mind while we find bn .
(c) To find
Z bn
1 π
bn = f (x) sin nxdx
π −π
= Z !
−π/2 Z π/2 Z π/2
1
(0) sin nxdx + 4 sin nxdx + (0) sin nxdx
π −π −π/2 π

1 π/2 4 π/2
Z Z
bn = 4 sin nxdx = sin nxdx
π −π/2 π −π/2
 π/2
4 − cos nx
π n −π/2
−4 −nπ
cos nπ
 
2
− cos 2
=0
π
∴ bn = 0

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Therefore with ;
8 nπ
a0 = 4 , an = sin and bn = 0 ;
πn 2
The Fourier series
 is ; 
8 1 1 1
f (x) = 2 + cos x − cos 3x + cos 5x − cos 7x + ...
π 3 5 7

With this particular example,there are no sine terms since bn is

0.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Try this...

Determine the Fourier Series to represent the periodic function

shown above;
Take the limits as 0 to 2π

Hint:
The function can be defined as ;
x
f (x) = 0 < x < 2π
2
f (x + 2π) = f (x) i.e. period = 2π

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Functions with periods other than 2π

So far, we have considered functions f (x) with periods 2π. In

practice, we often encounter functions defined over periodic
intervals other than 2π, e.g from 0 to T , − T2 to T2 , etc.
Functions with period of T
If y = f (x) is defined in the range − T2 to T2 , i.e. has period
T , we can convert this to an interval of 2π by changing the
units of the independent variable.
In many practical cases involving physical oscillation, the
independent variable is time(t) and the periodic interval is
normally denoted by T , i.e.
f (t + T ) = f (t)

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Each cycle is therefore completed in T seconds and the
frequency f hertz (oscillations per second) of the periodic
function is therefore given by f = T1 . If the angular velocity, ω
radians per second, is defined by ω = 2πf , then
2π 2π
ω= and T =
T ω

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

The angle, x radians, at any time t is therefore x = ωt and
the Fourier series to represent the function can be expressed as
∞
a0 X n o
f (t) = + an cos nωt + bn sin nωt
2 n=1
∞ n
a0 X 2nπt 2nπt o
= + an cos + bn sin
2 n=1
T T

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Fourier Coefficient
With the new variable, the Fourier coefficients become
2π
T
2
Z Z
ω ω
a0 = f (t)dt = f (t)dt
T 0 π 0
2π
T
2
Z Z
ω ω
an = f (t) cos nωtdt = f (t) cos nωtdt
T 0 π 0
2π
T
2
Z Z
ω ω
bn = f (t) sin nωtdt = f (t) sin nωtdt
T 0 π 0

We can see that there is very little difference between these

expressions and those that have gone before. The limits can,
of course, be 0 to T ,− T2 to T2 , − ωπ to ωπ , 0 to 2π
ω
etc. as is
convenient, so long as they cover a complete period.

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

Example
Determine the Fourier series for a periodic function defined by
(
2(1 + t) −1 < t < 0
f (t) =
0 0<t<1

f (t + 2) = f (t)

Solution

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

We have
∞
a0 X n 2nπt 2nπt o
f (t) = + an cos + bn sin
2 n=1
T T
∞
a0 X n o
= + an cos nπt + bn sin nπt becauseT = 2
2 n=1

Therefore
T
1 0 1
2
Z Z Z Z
2
a0 = f (t)dt = f (t)dt = 2(1 + t)dt + (0)dt
T − T2 −1 −1 0
h i0
2
= 2t + t =1
−1
and
T
Z
2
Z 1
an = f (t) cos nπtdt = f (t) cos nπtdt
− T2 −1
DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266
...continued

Z 0
an = 2(1 + t) cos nπtdt
−1
1 0
Z
nh sin nπt i0 o
= 2 (1 + t) − sin nπtdt
nπ −1 nπ −1

n 1 h cos nπt i0 o 2
= 2 (0 − 0) − − = 2 2 (1 − cos nπ)
nπ nπ −1 n π
2
= 2 2 (1 − (−1)n )
n π

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

...continued

so that
4
an = 0 (n even), an = n2 π 2
(n odd)

Now, for bn
T
2 2nπ
Z
2
bn = f (t) sin dt = .......
T − T2 T

Z 0
bn = 2(1 + t) sin nπtdt
−1
− cos nπt i0 1 0
nh Z o
= 2 (1 + t) + cos nπtdt
nπ −1 nπ −1

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

 n 1 h sin nπt i0 o 2 2
=2 − + =− + 2 2 (sin nπ)
nπ nπ −1 nπ n π
2
=−
nπ
So the few terms of the series give;

1 4 n 1 1 o
f (t) = + 2 + cos πt + cos 3πt + cos 5πt + ...
2 π 9 25
2n 1 1 1 o
− sin πt + sin 2πt + sin 3πt + sin 4πt...
π 2 3 4

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

...continued

The Fourier series

∞
a0 X n o
f (t) = + an cos nωt + bn sin nωt
2 n=1
can also be written in the form
∞
A0 X n o
f (t) = + Bn sin nωt + ϕn
2 n=1

comparing these two expressions we see that

A0 = a0 , Bn sin ϕn = an and Bn cos ϕn = bn

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266

From p
this, it follows that  
2
Bn = an + bn ; ϕn = arctan bann
2

So
B1 sin(ωt + ϕ1 ) is the first harmonic or fundamental (lowest
frequency)
B2 sin(2ωt + ϕ2 ) is the second harmonic (frequency twice that
of the fundamental)
Bn sin(nωt + ϕn ) is the nth harmonic (frequency n times that
of the fundamental)

And for the series to converge, the values of Bn must

eventually decrease with higher-order harmonics, i.e.
Bn → 0 as n → ∞

DR. ADU SAKYI MATHEMATICAL METHODS II MATH 266