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---
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layout : single
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- title : " 1. The Genesis of Fourier Analysis"
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+ title : " (1) The Genesis of Fourier Analysis"
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categories : mathematics
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tags : [analysis, Fourier analysis, Fourier Series]
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use_math : true
@@ -53,7 +53,7 @@ toc: true
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## 1. The vibrating string
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- #### Simple harmonic motion
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+ < p class = " text-size-12 " > Simple harmonic motion</ p >
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Consider a mass $m$ attached to a horizontal spring.
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Let $y(t)$ be the displacement of the mass at time $t$ where the equilibrium position is set to $y=0$.
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$$ y(t)=A\cos(ct-\phi). $$
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- #### Standing and traveling waves
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+ < p class = " text-size-12 " > Standing and traveling waves </ p >
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One dimensional wave can be described as a function $y=u(x,t)$.
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That is, we can specify the vertical displacement $y$ of a wave depending on the horizontal displacement $x$ and time $t$.
@@ -97,7 +97,7 @@ $$u(x,t)=F(x-ct).$$
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Here, $F(x)$ is the initial profile of $u$.
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This wave moves rightward if $c\gt0$ where $c$ can be thought of as the velocity.
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- #### Harmonic and superposition of tones
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+ < p class = ' text-size-12 ' > Harmonic and superposition of tones </ p >
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(quote without any modification) The pure tones are accompanied by combinations of overtones which are responsible for the timbre of the instrument.
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@@ -164,7 +164,7 @@ We can get two kinds of solution to the wave equation ;
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(1) using traveling waves
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(2) using the superposition of standing waves
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- #### A solution using traveling waves
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+ < p class = ' text-size-12 ' > A solution using traveling waves </ p >
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We claim that (a) has the general solution of the form
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@@ -324,7 +324,7 @@ u(x,t)
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\end{aligned}
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$$
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- #### A solution using superposition of standing waves
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+ < p class = ' text-size-12 ' > A solution using the superposition of standing waves </ p >
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We claim that (a) has the general solution of the form
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@@ -568,7 +568,7 @@ Note that the function $f$ in the last expression is the extended version (on $\
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## 3. Exercises
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- ### 3.1
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+ < p class = ' text-size-12 ' > 3.1 </ p >
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The absolute value of $z=x+iy$ where $x,y\in\mathbb R$ is
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$$ |z| = \sqrt{x^2+y^2}. $$
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\end{align*}
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$$
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- ### 3.2
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+ <p class =' text-size-12 ' > 3.2 </p >
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+
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The complex conjugate of $z=x+iy$ is
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$$ \bar z = x-iy. $$
@@ -650,7 +651,8 @@ $$z\bar z = (x+iy)(x-iy)=x^2-(iy)^2=x^2+y^2=|z|^2$$
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Since $\lvert z\rvert=1$, we have $z\bar z=\lvert z\rvert^2=1$, where we can divide $z$ on both sides.
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- ### 3.3
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+ <p class =' text-size-12 ' > 3.3 </p >
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+
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(a)
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A complex sequence $\\ {w_n\\ }_ {n=1}^\infty$ converges to $w$ or $w_n\to w$ if
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Therefore, the $\\ {S_n\\ }$ is Cauchy and is convergent.
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It follows that $\sum z_n$ converges.
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- ### 3.4
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+ <p class =' text-size-12 ' > 3.4 </p >
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+
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Define the exponential function as a power series as follows ;
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$$
@@ -936,7 +939,8 @@ the third and the first identity follow.
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Substituting $\phi$ by $-\phi$, the second and fourth ones follow.
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Adding and substracting these four identities, the remaining identities follow.
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- ### 3.5
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+ <p class =' text-size-12 ' > 3.5 </p >
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+
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Prove the followings, provided that $m$ and $n$ are integers.
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$$
@@ -1019,7 +1023,8 @@ The first term always vanishes as before.
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The second term does too if $m\ne n$, while if $m=n$, the integrand is $0$ and the second term also vanishes.
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Thus the whole value always equals to 0.
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- ### 3.6
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+ <p class =' text-size-12 ' > 3.6 </p >
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+
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Prove that the ODE
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$$ f''(t)+c^2f(t)=0 $$
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a\cos ct + b\sin ct = f(t)\times(\cos^2ct+\sin^2ct)=f(t).
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$$
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- ### 3.7
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+ <p class =' text-size-12 ' > 3.7 </p >
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+
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If $a$ and $b$ are real,
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$$ a\cos ct+b\sin ct = A\cos(ct-\phi) $$
@@ -1093,7 +1099,8 @@ a\cos ct+b\sin ct
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\end{align*}.
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$$
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- ### 3.8
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+ <p class =' text-size-12 ' > 3.8 </p >
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+
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([ Asked at mathexchange] ( https://math.stackexchange.com/q/4980904/746048 ) )
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Suppose that $F:(a,b)\to\mathbb R$ has a continuous second derivative.
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=\lim_{h\to0}\left(F''(x)+\phi(h)+\phi(-h)\right)=F''(x)
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$$
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- ### 3.9
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+ < p class = ' text-size-12 ' > 3.9 </ p >
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Consider the case of plucked string ;
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@@ -1244,9 +1251,9 @@ Note also that neither $p=0$ nor $p=\pi$ as long as $h\ne0$.
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So if $p=\frac\pi2$, then $A_2=A_4=\cdots=0$ and the even harmonics are missing.
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$A_3=0$ iff $p=\frac\pi3k$ and $A_6=0$ iff $p=\frac\pi6k$ for an integer $k$.
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- If $p=\frac\pi3$ or $p=\frac23p$, then $A_3=A_6=\cdots=0$ and the harmonics of $3k$ are missing.
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+ If $p=\frac\pi3$ or $p=\frac23p$, then $A_3=A_6=\cdots=0$ and the $3k$-th harmonics are missing.
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- ### 3.10
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+ < p class = ' text-size-12 ' > 3.10 </ p >
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Show that the expression of the Laplacian
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$$
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(proof)
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+
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+ (이 계산은 군대에서 전역하고 대학교 2학년으로 복학하던 시점에 했던 기억이 있지만 다시 해봐야지.)
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+
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Note that
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$$
@@ -1279,58 +1289,113 @@ y&=r\sin\theta
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\end{aligned}
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$$
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- Let's first calculate the following four derivatives ;
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- $\frac{\partial f}{\partial r}$,
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- $\frac{\partial^2 f}{\partial r^2}$,
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- $\frac{\partial f}{\partial\theta}$,
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- $\frac{\partial^2 f}{\partial\theta^2}$,
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+ Let $u$ be a function from $\mathbb R^2$ to $\mathbb R$
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+ Let's first calculate the following four derivatives ;
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+ $\frac{\partial u}{\partial r}$,
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+ $\frac{\partial^2 u}{\partial r^2}$,
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+ $\frac{\partial u}{\partial\theta}$,
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+ $\frac{\partial^2 u}{\partial\theta^2}$,
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$$
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\begin{aligned}
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- \frac{\partial f }{\partial r}
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+ \frac{\partial u }{\partial r}
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&=
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- \frac{\partial x}{\partial r}\frac{\partial f }{\partial x}
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+ \frac{\partial x}{\partial r}\frac{\partial u }{\partial x}
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+
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- \frac{\partial y}{\partial r}\frac{\partial f }{\partial y}\\
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- &=\cos\theta\frac{\partial f }{\partial x}
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- +\sin\theta\frac{\partial f }{\partial y}\\
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- \frac{\partial^2 f }{\partial r^2}
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+ \frac{\partial y}{\partial r}\frac{\partial u }{\partial y}\\
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+ &=\cos\theta\frac{\partial u }{\partial x}
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+ +\sin\theta\frac{\partial u }{\partial y}\\
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+ \frac{\partial^2 u }{\partial r^2}
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&=\frac{\partial}{\partial r}\left(
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- \cos\theta\frac{\partial f }{\partial x}
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- +\sin\theta\frac{\partial f }{\partial y}
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+ \cos\theta\frac{\partial u }{\partial x}
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+ +\sin\theta\frac{\partial u }{\partial y}
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\right)\\
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&=\cos\theta\left(
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- \frac{\partial x}{\partial r}\frac{\partial^2f }{\partial x^2}
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- +\frac{\partial y}{\partial r}\frac{\partial^2f }{\partial x\partial y}
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+ \frac{\partial x}{\partial r}\frac{\partial^2u }{\partial x^2}
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+ +\frac{\partial y}{\partial r}\frac{\partial^2u }{\partial x\partial y}
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\right)
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+\sin\theta\left(
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- \frac{\partial x}{\partial r}\frac{\partial^2f }{\partial x\partial y}
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- +\frac{\partial y}{\partial r}\frac{\partial^2f }{\partial y^2}
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+ \frac{\partial x}{\partial r}\frac{\partial^2u }{\partial x\partial y}
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+ +\frac{\partial y}{\partial r}\frac{\partial^2u }{\partial y^2}
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\right)\\
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- &=\cos^2\theta f_ {xx}
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- +2\sin\theta\cos\theta f_ {xy}
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- +\sin^2\theta f_ {yy}\\
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- \frac{\partial f }{\partial\theta}
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+ &=\cos^2\theta u_ {xx}
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+ +2\sin\theta\cos\theta u_ {xy}
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+ +\sin^2\theta u_ {yy}\\
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+ \frac{\partial u }{\partial\theta}
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&=
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- \frac{\partial x}{\partial\theta}\frac{\partial f }{\partial x}
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+ \frac{\partial x}{\partial\theta}\frac{\partial u }{\partial x}
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+
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- \frac{\partial y }{\partial\theta}\frac{\partial f }{\partial y}\\
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- &=-r\sin\theta\frac{\partial f }{\partial x}
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- +r\cos\theta\frac{\partial f }{\partial y}\\
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- \frac{\partial^2 f }{\partial\theta^2}
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+ \frac{\partial u }{\partial\theta}\frac{\partial u }{\partial y}\\
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+ &=-r\sin\theta\frac{\partial u }{\partial x}
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+ +r\cos\theta\frac{\partial u }{\partial y}\\
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+ \frac{\partial^2 u }{\partial\theta^2}
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&=\frac{\partial}{\partial\theta}\left(
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- -r\sin\theta\frac{\partial f }{\partial x}
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- +r\cos\theta\frac{\partial f }{\partial y}
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+ -r\sin\theta\frac{\partial u }{\partial x}
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+ +r\cos\theta\frac{\partial u }{\partial y}
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\right)\\
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- &=-r\cos\theta\frac{\partial f}{\partial x}
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+ &=
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+ -r\cos\theta\frac{\partial u}{\partial x}
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-r\sin\theta\left(
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- \frac{\partial x}{\partial\theta}\frac{\partial^2 f}{\partial x^2}
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- +\frac{\partial y}{\partial\theta}\frac{\partial^2 f}{\partial x\partial y}
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- \right)
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- -r\sin\theta\frac{\partial f}{\partial y}
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+ \frac{\partial x}{\partial\theta}\frac{\partial^2u}{\partial x^2}
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+ +\frac{\partial y}{\partial\theta}\frac{\partial^2u}{\partial x\partial y}
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+ \right)\\
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+ &\phantom{=}
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+ -r\sin\theta\frac{\partial u}{\partial y}
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+r\cos\theta\left(
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- \frac{\partial x}{\partial\theta}\frac{\partial^2 f}{\partial x\partial y}
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- +\frac{\partial y}{\partial\theta}\frac{\partial^2 f}{\partial y^2}
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- \right)
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+ \frac{\partial x}{\partial\theta}\frac{\partial^2u}{\partial x\partial y}
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+ +\frac{\partial y}{\partial\theta}\frac{\partial^2u}{\partial y^2}
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+ \right)\\
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+ &=-r\cos\theta u_x-r\sin\theta u_y
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+ +r^2\sin^2\theta u_{xx}
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+ +r^2\cos^2\theta u_{yy}
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+ -2r^2\sin\theta\cos\theta u_{xy}
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+ \end{aligned}
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+ $$
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+
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+ Therefore,
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+
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+ $$
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+ \begin{aligned}
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+ \left(\frac{\partial^2}{\partial r^2}+\frac1r\frac{\partial}{\partial r}+\frac1{r^2}\frac{\partial^2}{\partial\theta^2}\right) u
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+ &=\frac{\partial^2u}{\partial r^2}+\frac1r\frac{\partial u}{\partial r}+\frac1{r^2}\frac{\partial^2u}{\partial\theta^2}\\
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+ &=\cos^2\theta u_{xx}+2\sin\theta\cos\theta u_{xy}+\sin^2\theta u_{yy}\\
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+ &\phantom{=}
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+ +\frac1r\cos\theta u_x+\frac1r\sin\theta u_y
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+ -\frac1r\cos\theta u_x-\frac1r\sin\theta u_y\\
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+ &\phantom{=}
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+ +\sin^2\theta u_{xx}+\cos^2\theta u_{yy}-2\sin\theta\cos\theta u_{xy}\\
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+ &=u_{xx}+u_{yy}\\
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+ &=\frac{\partial^2u}{\partial x^2}+\frac{\partial^2u}{\partial y^2}\\
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+ &=\left(
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+ \frac{\partial^2}{\partial x^2}+\frac{\partial^2}{\partial y^2}
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+ \right)u\\
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+ \end{aligned}
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+ $$
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+
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+ Since $u$ was arbitrary,
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+
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+ $$
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+ \frac{\partial^2}{\partial r^2}+\frac1r\frac{\partial}{\partial r}+\frac1{r^2}\frac{\partial^2}{\partial\theta^2}
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+ =
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+ \frac{\partial^2}{\partial x^2}+\frac{\partial^2}{\partial y^2}
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+ $$
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+
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+ as desired.
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+ Moreover
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+
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+ $$
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+ \begin{aligned}
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+ \left|\frac{\partial u}{\partial r}\right|^2
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+ +
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+ \frac1{r^2}\left|\frac{\partial u}{\partial\theta}\right|^2
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+ &=
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+ \left(\cos\theta u_x+\sin\theta u_y\right)^2
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+ +
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+ \left(-\sin\theta u_x+\cos\theta u_y\right)^2\\
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+ &={f_x}^2+{f_y}^2\\
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+ &=
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+ \left|\frac{\partial u}{\partial x}\right|^2
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+ +\frac1{r^2}
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+ \left|\frac{\partial u}{\partial y}\right|^2
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\end{aligned}
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$$
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