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Mathematical Tripos Part IB: Fourier Series

This document is an example sheet for the Mathematical Tripos Part IB, focusing on various mathematical methods and problems related to Fourier series, Sturm-Liouville problems, and eigenvalue problems. It includes definitions, proofs, and exercises that require verification of orthogonality relations, construction of Fourier series, and exploration of boundary value problems. The document is intended for students and includes commentary for supervisors, with contact information for corrections.

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0% found this document useful (0 votes)
22 views2 pages

Mathematical Tripos Part IB: Fourier Series

This document is an example sheet for the Mathematical Tripos Part IB, focusing on various mathematical methods and problems related to Fourier series, Sturm-Liouville problems, and eigenvalue problems. It includes definitions, proofs, and exercises that require verification of orthogonality relations, construction of Fourier series, and exploration of boundary value problems. The document is intended for students and includes commentary for supervisors, with contact information for corrections.

Uploaded by

atturner100
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Mathematical Tripos Part IB Michaelmas 2025

Methods, Example Sheet 1 Prof. A.C.L. Ashton

Comments and corrections to acla2@[Link]. Sheet with commentary available to supervisors.

1. Define cn (θ) = cos(2πnθ/L) and sn (θ) = sin(2πnθ/L). Verify the orthogonality relations

hcn , cm i = hsn , sm i = 21 Lδmn , h1, cn i = h1, sm i = hcn , sm i = 0 m, n ≥ 1


RL
where hf, gi = f (θ)g(θ) dθ. This shows {1, cn , sn }∞
0 n=1 are orthogonal.
Copyright © 2025 University of Cambridge. Not to be quoted or reproduced without permission.

2
2. Consider 2-periodic function f : R → R with f (θ) = 1 − θ2 when θ ∈ [−1, 1). Show that it has Fourier series

8 48 X (−1)n+1
f (θ) ∼ + 4 cos(nπθ).
15 π n=1 n4

Can we replace ‘∼’ with ‘=’ in this case? Sketch the graph of f and comment on the number of continuous derivatives
it has and the relation to the decay of the Fourier coefficients.

3. Suppose f (θ) = θ2 when θ ∈ [0, π).


(i) Construct (a) the Sine series for f and (b) the Cosine series for f , each having period 2π. Sketch the 2π-periodic
functions obtained in (a) and (b) in the range θ ∈ [−6π, 6π).
(ii) If the series in (a) and (b) are formally differentiated term-by-term, are the resulting series related to the Fourier
series for 2π-periodic functions g, h : R → R for which g(θ) = 2θ and h(θ) = 2|θ| when θ ∈ [−π, π)?

4. Find the complex Fourier series for the 2π-periodic function f : R → R for which f (θ) = eθ when θ ∈ [−π, π).
Using Parseval’s theorem, deduce that

X 1 1
2
= (π coth π − 1) .
n=1
1 + n 2
Obtain the same result by evaluating the complex Fourier series at an appropriate point in [−π, π).

5. We say a sequence {rn }n∈Z decays rapidly if |n|k rn → 0 as |n| → ∞ for every k ≥ 0.
(i) Let f be a smooth, L-periodic function. Show that the complex Fourier coefficients {fˆn } decay rapidly.
(ii) Construct an L-periodic function with rapidly decaying, non-zero complex Fourier coefficients.
(iii) (Extra) Given integers a > b > 1, explain why W (θ) = n>0 b−n e2πia θ/L is a continuous, L-periodic function.
P n

Deduce that some continuous functions have very slowly decaying Fourier coefficients.

6. By considering the Sturm-Liouville problem for y = y(x)


 ′′
 y + λy = 0, 0 < x < L,
y ′ (0) = 0,
y ′ (L) = 0,

re-derive the Cosine series representation for any f ∈ C 2 [0, L] with f ′ (0) = f ′ (L) = 0.

7. Prove that the boundary value problem for y = y(x)

y ′′ + λy = 0,

 0 < x < 1,
y(0) = 0,
y(1) + y ′ (1) = 0.

has infinitely many eigenvalues λ1 < λ2 < λ3 < · · · and indicate roughly the behaviour of λn as n → ∞.

8. Express the following eigenvalue problems as Sturm-Liouville problems on [−1, 1] and [0, 1], respectively:

(i) 1 − x2 y ′′ − 2xy ′ + λy = 0, (ii) x(1 − x)y ′′ − (ax − b)y ′ + λy = 0,




where a > b > 0 are constant and λ is constant. Are either of these problems singular?

1
(iii) Find the eigenvalues and eigenfunctions of the boundary value problem for y = y(x)
 ′′ ′
 y + 4y + (4 + λ)y = 0, 0 < x < 1,
y(0) = 0,
y(1) = 0.

What is the orthogonality relation for these eigenfunctions?


d n
9. Define the functions qn (x) = 2n1n! dx (x2 − 1)n for n = 1, 2, . . .


(a) Show (i) qn is a polynomial of degree n; (b) Deduce (i) qn = Pn ;


R1
(ii) qn (1) = 1 for all n; (ii) −1 Pn (x)2 dx = 2/(2n + 1);
R1
(iii) qn satisfies Legendre’s equation. (iii) −1 xm Pn (x) dx = 0 if m < n.
Copyright © 2025 University of Cambridge. Not to be quoted or reproduced without permission.

Hint: for (a)(iii) show un = (x2 − 1)n satisfies (x2 − 1)u′n − 2nxun = 0 and differentiate further.
10. Recall from lectures that if yα (r) = Jm (αr), where Jm is the mth order Bessel function of the 1st kind, then
m2
 
d dyα
− r + yα = α2 ryα , r ∈ (0, 1).
dr dr r
Show that if yβ (r) = Jm (βr) then [r(yα yβ′ − yβ yα′ )]′ = α2 − β 2 ryα yβ . Deduce that


Z 1 ′ ′
βJm (α)Jm (β) − αJm (β)Jm (α)
Jm (αr)Jm (βr)r dr = 2 2
, α 6= β.
0 α −β
R1
Use this result to show that 0 Jm (jmk r)Jm (jmℓ r)r dr = 12 [Jm ′
(jmk )]2 δkℓ , where Jm (jmk ) = 0, k = 1, 2, . . .

Additional problems
These questions should not be attempted at the expense of earlier ones.
11. Let f be the 2π-periodic square wave for which f (θ) = 1 on [0, π) and f (θ) = 0 on [π, 2π).
(i) Sketch the graph of f and show that

1 2 X sin [(2n − 1)θ]
f (θ) ∼
+ .
2 π n=1 2n − 1
PN
(ii) Let SN f denote the partial Fourier series for f . By considering n=1 cos [(2n − 1)θ], or otherwise, show
1 1 θ sin(2N φ)
Z
(SN f )(θ) = + dφ.
2 π 0 sin φ
(iii) Deduce that (SN f )(θ) has a local extrema at θ = πm/2N , m ∈ Z \ 2N Z and that for large N
1 π sin u
 π  1 Z π/2
1 sin u
Z
(SN f ) ≈ + du = + du ≥ 1.08.
2N 2 π 0 u 2 0 u(π − u)
Hint for lower bound: sin u ≥ u − u3 /3!. Comment on the accuracy of partial Fourier series at discontinuities.
12. Set V = {y ∈ C 2 [a, b] : y(a) = y(b) = 0} (i.e. Dirichlet boundary conditions) and let L = w1 − dx
 d d
 
p dx + q be a
Sturm-Liouville operator with p, q, w smooth and p, w > 0 on [a, b]. Consider the Rayleigh quotient
Rb 2
p (y ′ ) + qy 2 dx

a
R[y] = Rb , y ∈ V.
wy 2 dx
a

(a) By considering hLy, yiw , show that if y ∈ V satisfies Ly = λy then λ = R[y].


(b) Let λ1 = inf y∈V \{0} R[y] and suppose that there exists a y1 ∈ V such that R[y1 ] = λ1 . If we set
F (ǫ) = R[y1 + ǫη],
where η ∈ V , explain why F ′ (0) = 0. Hence show that1 Ly1 = λ1 y1 . Comment on this result in relation to finding the
smallest eigenvalue of L. How might you try to find the second smallest?
(c) Take [a, b] = [0, 1] and L = −d2 /dx2 . Compute R[y] where y(x) = x(1 − x) and deduce λmin = π 2 ≤ 10.
1 You
Rb
may assume that if a f η dx = 0 for all η ∈ V then f = 0.

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