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Ermiyas Asfaw Project
Ermiyas Asfaw Project
DEPARTMENT of MATHEMATICS
APRIL, 2023
I the undersigned declare that this research project under mathematics department of Werabe
University.
Some materials used for this study are my own efforts and been duly acknowledged.
This student research has been submitted for examination following the continuous
assessment under my supervision.
Advisor:
Examiner:
ABSTRACT
Fourier theory was initially investigated to solve certain differential equations. Therefore, it
is of no surprise that Fourier series are widely used for seeking solutions to various ordinary
differential equations (ODEs) and partial differential equations (PDEs). In this work, we
consider applications of Fourier series to the solution of ODEs and the most well-known
PDEs:
2
∂u 2 ∂ u
The heat equation =a 2
;
∂t ∂x
2 2
∂u 2 ∂ u
The wave equation 2
=a 2
;
∂t ∂x
Moreover, we have solved some examples analytically and graphically.
The application of Fourier series has been instrumental in a broad range of scientific fields
such as engineering, physics, mathematics, and signal processing. The study of Fourier series
and their properties enables us to represent complex periodic signals as a sum of simple
sinusoidal functions. This representation is used in numerous applications, such as image
and sound processing, electrical engineering, and quantum mechanics. The use of Fourier
series also aids in the prediction of dynamic systems' evolution, enabling us to model and
analyze their behavior in a precise and comprehensive manner. This paper aims to provide
an overview of Fourier series' applications and to highlight their importance in various
scientific areas.
ACKNOWLEGEMENTS
Above all, I would like to thank the almighty God that, he carried us to reach this level. I
would like to express my sincere and deepest thanks to my advisor, D.R Abdelah .A who
provided constructive advice and unreserved guidance to successfully complete this work. I
would like also to express my sincere and deepest thanks to my family especially my mother
Fentaneshi Chaklu. I would like thanks Werabe University. This provided to give different
materials that helped us to finish all our works. Finally I extend my thanks to our friends who
asked and advised us in any time to conduct and finalize the paper.
Table of Contents
ABSTRACT..........................................................................................................................................ii
ACKNOWLEGEMENTS...........................................................................................................................iii
SYMBOLS...........................................................................................................................................6
CHAPTR ONE..........................................................................................................................................1
1. INTRODUCTION.................................................................................................................................1
1.2 Ortogonality:..........................................................................................................................2
1.6.2SPECIFIC OBJECTIVES.............................................................................................................8
Applications of Fourier series to Heat Equation and Applications of Fourier Series to Wave Equation
.............................................................................................................................................................10
CHAPTER THREE..................................................................................................................................21
CHAPTR FOUR......................................................................................................................................22
4.1 CONCLUSION.................................................................................................................................22
References...........................................................................................................................................23
SYMBOLS
PDE……………..................... partial differential equations
G.S………............................General Solution
I.F…………..…...................Integrating Factor
∞
f ( x )=∑ A n e inx (1)
−∞
π
1
An = ∫
2 π −π
inx
f ( x ) e (2)
Thus, the Fourier series is an infinite superposition of imaginary exponentials with frequency
terms that increase as n increases. Since sine’s and cosines (and in turn, imaginary
exponentials) form an orthogonal set 1, this series converges for any moderately well-
behaved function f (x). Examples of the Fourier series for different waveforms are given in
figure I.
1
If the conditions 1 and 2 are satisfied, the Fourier series for the function
f ( x ) exists and converges to the given function. The Fourier series of the
function f ( x ) is given by
a0 ∞
f ( x )= + ∑ { a cos θ+ bn sinθ (1.2) }
2 n=1 n
Where the Fourier coefficientsa 0, a n , and b nare defined by the integrals.
}
π
1
a0= ∫ f ( x )d x
π −π
π
1
an = ∫ f (x)cos nx d x (1.3)
π −π
π
1
b n= ∫ f (x)sin nx d x
π −π
∫ 12 d x =2 L
−L
∫ cos 2 nπx
L
dx
−L
L
1 2 nπx
∫
2 −L
(1+cos
L
)d x
L
1 1 2 nπx
(x + sin ) =L
2 2 nπ L −L
And
L
∫ sin2 2 nπx
L
dx
−L
L
1 2 nπx
∫
2 −L
(1−cos
L
)d x =¿ ¿
L
1 1 2 nπx
(x − sin ) =L
2 2 nπ L −L
2
The Fourier series of f on−L , L is
( )
a0 ∞ nπx nπx
+∑ an cos +b n sin
2 n=1 L L
L
1
a 0= ∫ f (x)d x
L −L
L
1 nπx
a n= ∫
L −L
f (x)cos
L x
d
L
1
b n= ∫ f (x)sin nπx
L −L L x
d
1.2 Ortogonality:
The two integrable function f and g are orthogonal on an interval [a , b] if:
b
∫ f ( x ) g ( x ) d x =0(1.4 )
a
∫ ∅i ( x ) ∅ j (x )d x =0(1.5)
a
The importance of ortogonality will become clear when we study Fourier series in
the next section.
Example: Show that the following Eigen functions are orthogonal on −1 ,1
1 , cos(πx ), sin(πx ), cos (2 πx ),sin (2 πx ), … … … … , cos (nπx ), sin(nπx), … … … …
Solution: We must show that
1
∫ f ( x ) g ( x ) d x =0
−1
|
1 1
sin(πx ) 1 1
∫ 1∗cos πx=¿ π = sin(π )−sin (−π ¿)= ( 0 )=0 ¿ ¿
π π
−1 −1
| = 1π ¿ ¿
1 1
cos πx
∫ 1∗sin πx=¿ π
−1 −1
3
d 1
u=¿ cos ( πx ) dx ¿
π
¿ ∫ πu d u
2
u
¿π
2
[ ]
1
(sin( πx ))2
¿π =0
2 −1
And so on.
a0 ∞
f ( x )= + ∑ a cos ∅ (1.6)
2 n=1 n
}
π
2
a 0= ∫ f ( x )d x
π 0
π
(1.7)
2
an = ∫ f (x )cos nx d x
π 0
4
Definition 1.1.4
The formal solution of the initial-boundary value problem
2
ut =a utt , 0< x < L ,t >0
u ( 0 , t ) =0 , u ( L , t )=0 , t>0
0 ≤ x ≤ Lu ( x ,0 )=f ( x ) ,
Is
∞
nπx
u ( x , t )=∑ α n e−n π
2 2 2
a t/L
sin ,
n=1 L
Where
∞
nπx
S ( x )=∑ α n sin
n=1 L
Is the Fourier sine series of f on [0 , L] that is ,
L
2
a n= ∫ f ( x )sin nπx
L 0 L x
d
Solution:
Since this function is even, the coefficientsb n=0. Then
|
π π 3 π
1 2 2x 2 2
a 0= ∫ x d x = ∫ x d x =
2 2
= π .
π −π π −π π 3 0 3
π π
1 2
a n= ∫
π −π
x cos nx d x = ∫ x cos nx d x
2
π 0
2
a n=
4
πn 2 [
n cos nx−
sin nx
n ]
As sin nx=0 and cos nx=(−1)n for integern, we have
a n=
4
πn [
2
π cos nπ−
sin nπ
n
4
πn ] 4
= 2 [ π (−1)n−o ]= 2 (−1)n .
n
Then the Fourier series expansion for the parabolic wave (Figure 1) is
5
2 2 2 4 n
x = π + 2 (−1) cos nx (1.10)
3 n
6
Solution:
First, we calculate the constant a 0 :
π π
1
a 0= ∫ f (x)d x = 1π ∫ 1 d x = 1π π =1.
π −π 0
|
π π π
1 1 1 sin nx
a n= ∫ f (x)cos nx d x = ∫ 1. cos nx d x = =0 ,
π −π π 0 π n 0
|
π π π n
1 1 1 −cos nx 1−cos nπ 1−(−1)
b n= ∫
π −π
f (x)sin nx d x = ∫ 1. sin nx d x =
π 0 π n
=
nπ
=
nπ
,
0
7
8
1.6 OBJECTIVE OF THE STUDY
1.6.1 GENERAL OBJECTIVES
The general objectives of applications of Fourier series include:
4. To design filters and other signal processing systems that modify or extract specific
frequency components;
Overall, the main goal of applying Fourier series is to understand and control the behavior of
signals and functions in the frequency domain, which is essential for many areas of science
and engineering.
1.6.2SPECIFIC OBJECTIVES
The specific objectives of applying Fourier series depend on the particular application. Some
examples of specific objectives include:
1. Signal processing: To analyze and manipulate the frequency content of signals to enhance
their quality, remove noise, or extract specific information.
2. Image processing: To represent and analyze digital images in terms of their frequency
content, which can be used for compression, filtering, and feature extraction.
9
3. Communications: To design filters and modulation schemes that manipulate the
frequency content of signals to transmit information efficiently over a communication
channel.
4. Control systems: To analyze and design controllers that can stabilize and control systems
that exhibit periodic behavior.
5. Physics and engineering: To solve differential equations that arise in the modeling of
physical phenomena using periodic functions.
Overall, the specific objectives of Fourier series applications vary widely, but they generally
focus on understanding and controlling the behavior of signals and functions with periodic
components in a variety of contexts.
Shortage of time
Lack of available books in library.
Shortage of materials related to my title.
Budget constraint.
10
CHAPTR TWO
Applications of Fourier series to Heat Equation and Applications of
Fourier Series to Wave Equation
2
∂u 2 ∂ u
=a 2
, 0< x < L , t>0 (2.1)
∂t ∂x
Where a is a positive constant determined by the thermal properties. This is the heat
equation.
To determineu, we must specify the temperature at every point in the bar whent=0 , say
We call this the initial condition. We must also specify boundary conditions that u must
satisfy at the ends of the bar for allt >0. We will call this problem an initial-boundary value
problem. We begin with the boundary conditionsu(0; t )=u(L ; t)=0, and write the initial-
boundary value problem as
2
ut =a utt , 0< x < L ,t >0
11
u ( 0 , t ) =0 , u ( L , t )=0 , t>0
u ( x , 0 )=f ( x ) , 0≤ x ≤ L
Our method of solving this problem is called separation of variables. We begin by looking
for functions of the form
u ( x , t )=X ( x ) T ( t ) (2.3)
dT ( t ) 2
d X
ut =X ( x ) ,u xx = 2 T (t)
dt dx
2
ut =a u x x
dT ( t ) 2
2d X
X (x) =a 2
T (t ) ÷ X ( x ) T (t )
dt dx
1 dT ( t )
2
1 d X
= =−λ
2
a T ( t ) dt X ( x) dx2
1 dT ( t )
=−λ
a T ( t ) dt
2
dT ( t )
=−λ a 2 T (t)
dt
2 2
1 d X d X
=−λ=¿ 2 =−λX ( x )
X ( x ) dx 2 dx
dT ( t ) 2
=λ a 2 T ( t )=¿ T (t )=e−λ a t
dt
2
d X
2
=−λX ( x ) =¿ X ( x )=cos √ λx +sin √ λx (2.4)
dx
2 2
n π
From Theorem4.1 , the eigenvalues are λ n= 2
, so
L
12
X ( 0 )=0=¿ X ( x)sin √ λx
2 2
n π
X ( L )=− λX ( x )=¿ sin √ λx=0=¿ √ λx=nπ =¿ λ n= 2
L
nπx
With associated Eigen functions x n=sin √ λ n x=¿ sin , n=1, 2 , 3 ,… …. ¿
L
2 2 2
−n π a
t
L
2
nπx
un ( x , t )=T n ( t ) X n ( x )=e sin , n=1 ,2 , 3 , … … .(2.5)
L
2 2 2
m −n π a
t
nπx
un ( x , t )=∑ e
2
L
sin (2.6)
n=1 L
m
f ( x )=∑ f ( x ) sin nx dx .
n=1
2.1 Example
Solution
dT ( t ) 2
d X
ut =X ( x ) ,u tt = 2 T ( t )
dt dx
13
ut =4 utt
dT ( t ) 2
d X
X (x) =4 2 T ( t ) ÷ X ( x ) T ( t )
dt dx
1 dT ( t )
2
1 d X
= =− λ
4 T ( t ) dt X ( x ) dx 2
1 dT ( t ) dT ( t )
=−λ=¿ =−4 λT ( t )
a T ( t ) dt dt
2
2 2
1 d X d X
=−λ=¿ 2 =−λX ( x )
X ( x ) dx 2
dx
dT ( t )
=−4 λT ( t )=¿ T ( t )=e− 4 λt
dt
2
d X
2
=−4 λT ( t )=¿ X ( x )=cos √ λx +sin √ λx ( 2.4 )
dx
X ( 0 )=0=¿ X ( x ) =sin √ λx
2 2
nπ n π
X ( 2 )=0=¿ sin 2 √ λ=0=¿ √ λ= =¿ λn =
2 4
nπx
With associated Eigen functions X n=sin √ λn x=sin , n=1 , 2 ,3 , … ..(2.5)
2
2 2 2
m −n π a
t
nπx
un ( x , t )=∑ e
2
L
sin (2.6)
n=1 L
( nπx2 )(2.7)
m
x −2 x +3 x−1=∑ α m sin
3 2
n=1
14
2
[ ]
−2 ( 5 (−1 ) +1 ) 32 ( 2 (−1 ) +1 ) −n
n n
( nπx2 )( 2.8)
m
U n ( x ,t )=x −2 x +3 x−1+ ∑
2 2
3 2 π t
+ 3 3
e sin
n=1 πn π n
15
2.2 Applications of Fourier series to Wave Equation
The partial differential equation uu=a2 uxx is called the wave equation. It necessary to
specify both f and g because the wave equation is a second order equation in t for each
fixed x .
This equation and its generalizations
2 2
uu=a (u ¿ ¿ xx +u yy + uzz )¿ And uu=a (u ¿ ¿ xx +u yy )¿
to two and three space dimensions have important applications to the propagation of
electromagnetic sonic and water waves.
16
The initial-boundary value problem of the from
2
uu=a uxx , 0< x < L ,t >0
u ( 0 , t ) =0 , u ( L , t )=0 , t>0
u ( x , 0 )=f ( x ) ,u t ( x , 0 ) =g (x)
Where a is a constant and , g are given functions of x . Our method of solving this problem
is called separation of variables. We begin by looking for functions of the form
u ( x , t )=X ( x ) T ( t ) (2.9)
2
d T (t ) d2 X
ut =X ( x ) , uxx = 2 T ( t )
dt 2 dx
2
uu=a uxx
2
d T ( t ) 2 d2 X
X (x) =a T (t) ÷ X ( x )T (t )
dt 2 dx 2
2
1 d T (t ) 1 d2 X
= =−λ
a2 T ( t ) dt 2 X ( x ) dx 2
2 2
1 d T (t ) d T (t )
2 2
=−λ=¿ =−λ a 2 T ( t )
a T (t ) d t dt 2
2 2
1 d X d X
=−λ=¿ 2 =−λX ( x )
( )
X x dx 2
dx
17
}
2
d T (t )
2
=−λ a 2 T (t )=¿ T ( t ) =cos √ λt + sin √ λt
dt (2.10)
2
d X
2
=−λX ( x )=¿ X ( x )=cos √ λx+ sin √ λx
dx
2 2
n π
From Theorem 4.1, the eigenvalues are λ n= 2 , so
L
X ( 0 )=0=¿ X ( x ) =sin √ λx
2 2
n π
X L =0=¿ sin √ λL=0=¿ √ λL=nπ =¿ λ n= 2
( )
L
nπx
With associated Eigen functions x n=sin √ λ n x=¿ sin , n=1, 2 , 3 ,… …. ¿ and
L
nπat β n L nπat
¿ α m cos + sin , n=1 , 2, 3 , … .(2.11)
L nπa L
( )
m
nπat β n L nπat nπx
un ( x , 0 )=∑ α m cos + sin sin (2.12)
n=1 L nπa L L
( )
∂ un nπa nπat nπat nπx
( x ,t )= −α n sin + βn cos +sin
∂t L L L L
So
nπx ∂u nπx
un ( x , 0 )=α n sin and n ( x ,0 )=β n sin .
L ∂t L
m m
nπx nπx
f ( x )=∑ α m sin , g ( x ) =∑ β m sin (2.13)
n=1 L n=1 L
L L
2
Where, α m=
L0
∫ f ( x ) sin nπx
L
2
dx , β m= ∫ g ( x ) sin
L0
nπx
L
dx
18
2.2 Example
Solution
u ( x , 0 )=X ( x ) T ( t ) (2.14 )
2
d T (t ) d2 X
ut =X ( x ) , u tt = T (t )
dt 2 dx2
utt =uxx
2
d T ( t ) d2 X
X (x) = 2 T (t) ÷ X ( x )T (t )
dt 2 dx
2
1 d T (t ) 1 d2 X
= =−λ
T ( t ) dt 2 X ( x ) dx 2
2 2
1 d T (t ) d T (t )
2 2
=−λ=¿ =−λT ( t )
a T ( t ) dt dt 2
2 2
1 d X d X
=−λ=¿ 2 =−λX ( x )
( )
X x dx 2
dx
19
}
2
d T (t)
=− λT ( t )=¿ cos √ λt + sin √ λt
dt 2 (2.15)
2
d X
2
=− λX ( x )=¿ X ( x ) =cos √ λx+ sin √ λx
dx
X ( 0 )=0=¿ X ( x ) =sin √ λx
With associated two Eigen functions X n=sin √ λn x=sin nπx , n=1 , 2, 3 , … . and
βn L
¿ α m cos nπt+ sin nπt , n=1 ,2 , 3 , … .
nπa
( )
m
βn L
un ( x , t )=∑ α m cos nπt+ sin nπt sin nπx (2.16)
n=1 nπa
So
∂ un
un ( x , 0 )=α n sin (nπx) And ( x ,0 )=β n sin (nπx ).
∂t
m m
x (1−x )=∑ α m sin(nπx )0=∑ β m sin(nπx ).(2.17)
n=1 n=1
With
1 1
α m=2 ∫ x ( 1−x ) sin(nπx)dx , β m =2∫ 0 sin (nπx )dx
0 0
Using
1 1
−1 d
∫ sin (nπx )dx=∫ x dn
cos(nπx)dx
0 0
20
1
1 d
¿− ∫ cos(nπx) dx
x dn 0
|
1
1 d 1
¿− sin(nπx )
x dn nπ 0
( )
2 2 n
2−n π 2 1 (−1)
cos (nπ ) 3 3
− 3 3 =cos ( nπ ) =
n π n π nπ nπ
We have
1
α k =2 ∫ x ( 1−x ) sin(nπx)dx
0
¿2¿
4
¿ 3
3
[− cos ( nπ ) ]
n π
{
0 , if n even
4
¿ 3 3
[ 1−(−1 )n ]= 8
, if n odd
n π 3 3
n π
m
4
un ( x , t ) = ∑ 3 3
[ 1−(−1 )n ] cos ( nπt ) sin ( nπx ) (2.18)
n=1 n π
21
22
CHAPTER THREE
3. METHODOLOGY OF THE STUDY
3.1 STUDY AREA AND PERIODS
This study is theoretical review on Applications of Fourier series in analysis of Biology,
physics and partial differential equation. This was done under Mathematics Department,
College Of Natural Sciences, Werabe University and this would be performed from March,
2023 up to May, 2023.
3.2 SOURCE OF INFORMATION
The sources of information for this study would be secondary source such as books, internets
and etc.
3.3 DATA COLLECTION PROCEDURES
The design is performed by arranging time and space to collect concepts and ideas from
different books and internet.
3.4 DATA ANALYSIS
The data would be processed using editing and checking whither it is complete or not. Then
editing process involves adjusting and checking of the errors. Therefore, it insure that the
consistency and completeness of data. Then the data would be summarized using examples
and theorem.
Finally it would be analyzed using theoretical and conceptual method based on the
comparative study on different articles of the study.
23
CHAPTR FOUR
4.1 CONCLUSION
This work presented applications for the Fourier series as presented for heat and wave
equations. In other words, the students introduce this study in three chapters the first
contains basic definitions and theorems with typical examples. The second chapter applied
the Fourier series for the heat equation with a solved example. On the other hand, chapter
three presented the solution of the wave equation by Fourier series with the solved
problem. Finally, some functions obtained analytically and graphically by using Maple
program for different parameters. 4.2
They should be given as a research project for someone who would be interested in doing his
or her project around Fourier series and its application
24
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26