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.
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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?
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(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.
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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.