LECTURE 3. Orthogonal Functions. n X. It should be noted, however, that the vectors f i need not be orthogonal nor need they have unit length for
|
|
- Eugene Heath
- 5 years ago
- Views:
Transcription
1 ECTURE 3 Orthogonl Functions 1. Orthogonl Bses The pproprite setting for our iscussion of orthogonl functions is tht of liner lgebr. So let me recll some relevnt fcts bout nite imensionl vector spces. Every vector in R n cn be represente s sum of the form 3.1 v = v i e i i=1 where e i is the unit vector long the i th coorinte xis. However if ff i g is ny set of n linerly inepenent vectors then we lso hve unique representtion of v s 3.2 v = c i f i : i=1 It shoul be note however tht the vectors f i nee not be orthogonl nor nee they hve unit length for the expnsion 3.2 to work. If however 3.3 f i f j = ij ; tht is if the f i re orthonorml then the coecients c i cn esily be compute. For if we tke the ot prouct of v with bsis vector f i we get tht is to sy f i v = f X n c j f j 1 A = n X c j f i f j = c j ij = c i ; 3.4 c i = f i v : 2. Bses of Orthogonl Functions The relevnce of these remrks now comes from the observtion tht the set CëR; Rë of continous rel-vlue functions on the rel line is lso vector spce; for the opertions of ition n sclr multipliction of functions re well-ene: ëf + gëx = fx + gx ëc fëx = cfx 8 c 2 R: Note however tht CëR; Rë is n innite imensionl vector spce. Inee the Tylor expnsion 2.16 of cn be thought of s n expnsion of with respect to bsis of monomil functions ff mn x; t =x m t n g. Unfortuntely this bsis is not orthonorml t lest not with respect to ny obvious inner prouct. Fourier series re better exmples since they constitute expnsions of functions with respect to n orthonorml bsis of CëR;Rë. 1
2 2. BASES OF ORTHOGONA FUNCTIONS 11 Theorem 3.1. Fourier Theorem If f is function such tht fx n f x tht re piecewise continuous on the intervl ë;ë R then the series 1X nx 1X nx 2 + n cos + b n sin where the coecients n b n re etermine by converges pointwise to fx for ll x 2 ë;ë. R nx cos n = 2 b n = 2 R sin 2x fx fx In view of the formuls 2 mx sin 2 mx sin 2 mx cos sin cos cos nx nx nx x = m;n x = x = m;n the Fourier expnsion of f mounts to expnsion of f with respect to the bsis sin mx which is orthonorml with respect to the inner prouct f g = 2 fxgx : ; cos nx Sturm-iouville theory is generliztion of Fourier theory. It provies mens of constructing other sets of orthonoml bses for spces of functions. Theorem 3.2. Sturm-iouville Theorem Consier bounry vlue problem of the form 3.5 px y + qx + rx y = c1y +c2y = 1yb +2y b = where px n rx re smooth positive functions on the intervl ; b. Then i For ll but iscrete set S of choices of there re no solutions to 3.5. There exists miniml 2 S. n one cn rrnge the set S of missible so tht with One then hs S = f;1;2;::: ;g é1 é2 é lim n!1 n =+1 : ii To ech eigenvlue n 2 S there correspons exctly one solution n x of 3.5. iii If n ; m 2 S n n x m x re the corresponing solutions then n 6= m n x m xrx = :
3 2. BASES OF ORTHOGONA FUNCTIONS 12 iv The set of functions 8 é é: m = m x hr b m x 2 rxs i 1=2 m =; 1; 2; 9 é= é; form complete orthonorml bsis for spce of piecewise continuous functions on the intervl ë; bë. Tht is to sy every piecewise continous function f :ë; bë! R cn be expne s 3.6 1X fx n n t where the coecients n re etermine by The series 3.6 converges in the sense tht lim N!1 n = fx n xrx : fx NX 2 n n x! = : Remrks: i Existence of Eigenvlues n Eigenfunctions. Sttement i is me plusible by consiering the simple exmple y + 2 y = y = y = 9 = ; = n nx yx = A sin n inee in pplictions before one cn mke use of the expnsion 3.6 one hs to rst n the eigenvlues i n so prt i my be regre s prove constructively. However n bstrct proof lso exists. ii Uniqueness of Eigenfunctions. Sttement ii follows from the existence n uniqueness theorem for secon orer liner ODE's. iii Orthogonlity Property of Eigenfunctions. et 1 n 2 be solutions of 3.5 for = 1 n = 2 respectively. Assume 1 6= 2. Then px 1 +qx +1 rx 1 = px 2 +qx +2 rx 2 = Multiplying the rst eqution by 2 n the secon by 1 n subtrcting the two equtions yiels 1 2 rx 1 2 = 2 px 1 1 px 2
4 3. EXAMPES 13 Integrting both sies of the expression bove between x = n x = b yiels x 2 xrx = 2 x px 1 x 1 x px 2 x = 1 x 2 xpx b 1 x 2 xpx b + 1 x 2 xpx 1 x 2 xpx = rb 1 b 2 b 1 b 2 b r Now in orer for the bounry conitions t x = c1 1 +c2 1 = c1 2 +c2 2 = to hve solutions with c1;c2 not both zero we must hve = : This cn be seen s follows: Recll from liner lgebr tht if M is n n mtrix n v is n-imensionl vector then Mv = hs non-trivil solutions if n only if et M =. The sttement bove then follows by consiering 1 M = c1 ; v = c2 Similrly in orer for the bounry conitions t x = b to be stise for c3;c4 not both zero we must hve 1 b 2 b 1 b 2 b = : : Thus we hve So if 1 6= x 2 xrx = 1 x 2 xrx = iv Completeness of Eigenfunctions The hr thing to unerstn is the remrkble completeness property expresse in sttement iv. The proof of this sttement is not terribly icult - however it oes require moerte igression into the Clculus of Vritions. At the en of the course time-permitting we will evelop the Clculus of Vritions n then prove iv s smple ppliction. 3. Exmples Exmple 3.3. Fourier Sine Series: y + y = y = y =
5 3. EXAMPES 14 This is Sturm-iouville type problem with px = rx = 1qx =. The generl solution of the ODE is given by p p yx =Asin x + B cos x however such solutions will stisfy the bounry conitions y = y = if n only if B = n p = n ; n =1; 2; 3;::: : The Sturm-iouville inner prouct is n the functions f; g = y n = fxgx r 2 nx sin constitute complete orthonorml bsis for the set of piecewise continuous functions on the intervl ;. Exmple 3.4. Fourier Cosine Series: y + y = y = y = This is Sturm-iouville type problem with px = rx = 1qx =. The generl solution of the ODE is given by p p yx =Asin x + B cos x however such solutions will stisfy the bounry conitions y = y = if n only if A = n p = 2n ; n =1; 2; 3;::: : The Sturm-iouville inner prouct is n the functions f; g = y n = fxgx r 2 2nx cos constitute complete orthonorml bsis for the set of piecewise continuous functions on the intervl ;. Exmple 3.5. Bessel Functions Exmple 3.6. egenre Functions 3.9 Exmple 3.7. Hermite Functions 3.1 x J n; n2 2 x J n; + x + J n; = 1 x 2 l e x2 H +1+ll + 1 l = +2e x2 H = In ech of the lst three exmples just s in the cse of the rst two exmples there exist ierent sets of orthogonl functions epening on the bounry contions impose.
Sturm-Liouville Theory
LECTURE 1 Sturm-Liouville Theory In the two preceing lectures I emonstrte the utility of Fourier series in solving PDE/BVPs. As we ll now see, Fourier series re just the tip of the iceerg of the theory
More informationNotes on the Eigenfunction Method for solving differential equations
Notes on the Eigenfunction Metho for solving ifferentil equtions Reminer: Wereconsieringtheinfinite-imensionlHilbertspceL 2 ([, b] of ll squre-integrble functions over the intervl [, b] (ie, b f(x 2
More informationChapter Five - Eigenvalues, Eigenfunctions, and All That
Chpter Five - Eigenvlues, Eigenfunctions, n All Tht The prtil ifferentil eqution methos escrie in the previous chpter is specil cse of more generl setting in which we hve n eqution of the form L 1 xux,tl
More informationMATH34032: Green s Functions, Integral Equations and the Calculus of Variations 1
MATH34032: Green s Functions, Integrl Equtions nd the Clculus of Vritions 1 Section 1 Function spces nd opertors Here we gives some brief detils nd definitions, prticulrly relting to opertors. For further
More informationTheoretical foundations of Gaussian quadrature
Theoreticl foundtions of Gussin qudrture 1 Inner product vector spce Definition 1. A vector spce (or liner spce) is set V = {u, v, w,...} in which the following two opertions re defined: (A) Addition of
More informationAbstract inner product spaces
WEEK 4 Abstrct inner product spces Definition An inner product spce is vector spce V over the rel field R equipped with rule for multiplying vectors, such tht the product of two vectors is sclr, nd the
More informationBest Approximation in the 2-norm
Jim Lmbers MAT 77 Fll Semester 1-11 Lecture 1 Notes These notes correspond to Sections 9. nd 9.3 in the text. Best Approximtion in the -norm Suppose tht we wish to obtin function f n (x) tht is liner combintion
More informationMath 211A Homework. Edward Burkard. = tan (2x + z)
Mth A Homework Ewr Burkr Eercises 5-C Eercise 8 Show tht the utonomous system: 5 Plne Autonomous Systems = e sin 3y + sin cos + e z, y = sin ( + 3y, z = tn ( + z hs n unstble criticl point t = y = z =
More informationSTURM-LIOUVILLE BOUNDARY VALUE PROBLEMS
STURM-LIOUVILLE BOUNDARY VALUE PROBLEMS Throughout, we let [, b] be bounded intervl in R. C 2 ([, b]) denotes the spce of functions with derivtives of second order continuous up to the endpoints. Cc 2
More informationDEFINITION The inner product of two functions f 1 and f 2 on an interval [a, b] is the number. ( f 1, f 2 ) b DEFINITION 11.1.
398 CHAPTER 11 ORTHOGONAL FUNCTIONS AND FOURIER SERIES 11.1 ORTHOGONAL FUNCTIONS REVIEW MATERIAL The notions of generlized vectors nd vector spces cn e found in ny liner lger text. INTRODUCTION The concepts
More informationChapter 14. Matrix Representations of Linear Transformations
Chpter 4 Mtrix Representtions of Liner Trnsformtions When considering the Het Stte Evolution, we found tht we could describe this process using multipliction by mtrix. This ws nice becuse computers cn
More informationSturm-Liouville Eigenvalue problem: Let p(x) > 0, q(x) 0, r(x) 0 in I = (a, b). Here we assume b > a. Let X C 2 1
Ch.4. INTEGRAL EQUATIONS AND GREEN S FUNCTIONS Ronld B Guenther nd John W Lee, Prtil Differentil Equtions of Mthemticl Physics nd Integrl Equtions. Hildebrnd, Methods of Applied Mthemtics, second edition
More informationPhysics 116C Solution of inhomogeneous ordinary differential equations using Green s functions
Physics 6C Solution of inhomogeneous ordinry differentil equtions using Green s functions Peter Young November 5, 29 Homogeneous Equtions We hve studied, especilly in long HW problem, second order liner
More informationThe Regulated and Riemann Integrals
Chpter 1 The Regulted nd Riemnn Integrls 1.1 Introduction We will consider severl different pproches to defining the definite integrl f(x) dx of function f(x). These definitions will ll ssign the sme vlue
More informationLecture 19: Continuous Least Squares Approximation
Lecture 19: Continuous Lest Squres Approximtion 33 Continuous lest squres pproximtion We begn 31 with the problem of pproximting some f C[, b] with polynomil p P n t the discrete points x, x 1,, x m for
More informationBest Approximation. Chapter The General Case
Chpter 4 Best Approximtion 4.1 The Generl Cse In the previous chpter, we hve seen how n interpolting polynomil cn be used s n pproximtion to given function. We now wnt to find the best pproximtion to given
More informationODE: Existence and Uniqueness of a Solution
Mth 22 Fll 213 Jerry Kzdn ODE: Existence nd Uniqueness of Solution The Fundmentl Theorem of Clculus tells us how to solve the ordinry differentil eqution (ODE) du = f(t) dt with initil condition u() =
More informationChapter 3 Polynomials
Dr M DRAIEF As described in the introduction of Chpter 1, pplictions of solving liner equtions rise in number of different settings In prticulr, we will in this chpter focus on the problem of modelling
More informationThe final exam will take place on Friday May 11th from 8am 11am in Evans room 60.
Mth 104: finl informtion The finl exm will tke plce on Fridy My 11th from 8m 11m in Evns room 60. The exm will cover ll prts of the course with equl weighting. It will cover Chpters 1 5, 7 15, 17 21, 23
More informationFourier Series in Complex notation. cos(x) = eix + e ix 2. A n cos + B n sin l. i 2 B n. e inx=l + A n + ib n 2 8. ( 0 m 6= n. C n = 1 2l.
Fourier Series in Compex nottion sin(x) = eix e ix i = i eix e ix cos(x) = eix + e ix So So '(x) = A 1 0 + nx nx A n cos + B n sin = A 1 0 + e inx= + e inx= A n = A 0 + 1 = C n = C n 1 n= 1 A n ib n C
More informationOrthogonal Polynomials
Mth 4401 Gussin Qudrture Pge 1 Orthogonl Polynomils Orthogonl polynomils rise from series solutions to differentil equtions, lthough they cn be rrived t in vriety of different mnners. Orthogonl polynomils
More informationInner-product spaces
Inner-product spces Definition: Let V be rel or complex liner spce over F (here R or C). An inner product is n opertion between two elements of V which results in sclr. It is denoted by u, v nd stisfies:
More informationMath Theory of Partial Differential Equations Lecture 2-9: Sturm-Liouville eigenvalue problems (continued).
Mth 412-501 Theory of Prtil Differentil Equtions Lecture 2-9: Sturm-Liouville eigenvlue problems (continued). Regulr Sturm-Liouville eigenvlue problem: d ( p dφ ) + qφ + λσφ = 0 ( < x < b), dx dx β 1 φ()
More informationMATRICES AND VECTORS SPACE
MATRICES AND VECTORS SPACE MATRICES AND MATRIX OPERATIONS SYSTEM OF LINEAR EQUATIONS DETERMINANTS VECTORS IN -SPACE AND -SPACE GENERAL VECTOR SPACES INNER PRODUCT SPACES EIGENVALUES, EIGENVECTORS LINEAR
More information5.4, 6.1, 6.2 Handout. As we ve discussed, the integral is in some way the opposite of taking a derivative. The exact relationship
5.4, 6.1, 6.2 Hnout As we ve iscusse, the integrl is in some wy the opposite of tking erivtive. The exct reltionship is given by the Funmentl Theorem of Clculus: The Funmentl Theorem of Clculus: If f is
More informationConservation Law. Chapter Goal. 6.2 Theory
Chpter 6 Conservtion Lw 6.1 Gol Our long term gol is to unerstn how mthemticl moels re erive. Here, we will stuy how certin quntity chnges with time in given region (sptil omin). We then first erive the
More information1. Gauss-Jacobi quadrature and Legendre polynomials. p(t)w(t)dt, p {p(x 0 ),...p(x n )} p(t)w(t)dt = w k p(x k ),
1. Guss-Jcobi qudrture nd Legendre polynomils Simpson s rule for evluting n integrl f(t)dt gives the correct nswer with error of bout O(n 4 ) (with constnt tht depends on f, in prticulr, it depends on
More informationu t = k 2 u x 2 (1) a n sin nπx sin 2 L e k(nπ/l) t f(x) = sin nπx f(x) sin nπx dx (6) 2 L f(x 0 ) sin nπx 0 2 L sin nπx 0 nπx
Chpter 9: Green s functions for time-independent problems Introductory emples One-dimensionl het eqution Consider the one-dimensionl het eqution with boundry conditions nd initil condition We lredy know
More informationSTURM-LIOUVILLE THEORY, VARIATIONAL APPROACH
STURM-LIOUVILLE THEORY, VARIATIONAL APPROACH XIAO-BIAO LIN. Qudrtic functionl nd the Euler-Jcobi Eqution The purpose of this note is to study the Sturm-Liouville problem. We use the vritionl problem s
More information4. Calculus of Variations
4. Clculus of Vritions Introduction - Typicl Problems The clculus of vritions generlises the theory of mxim nd minim. Exmple (): Shortest distnce between two points. On given surfce (e.g. plne), nd the
More informationAM1 Mathematical Analysis 1 Oct Feb Exercises Lecture 3. sin(x + h) sin x h cos(x + h) cos x h
AM Mthemticl Anlysis Oct. Feb. Dte: October Exercises Lecture Exercise.. If h, prove the following identities hold for ll x: sin(x + h) sin x h cos(x + h) cos x h = sin γ γ = sin γ γ cos(x + γ) (.) sin(x
More informationENGI 9420 Lecture Notes 7 - Fourier Series Page 7.01
ENGI 940 ecture Notes 7 - Fourier Series Pge 7.0 7. Fourier Series nd Fourier Trnsforms Fourier series hve multiple purposes, including the provision of series solutions to some liner prtil differentil
More informationMath 520 Final Exam Topic Outline Sections 1 3 (Xiao/Dumas/Liaw) Spring 2008
Mth 520 Finl Exm Topic Outline Sections 1 3 (Xio/Dums/Liw) Spring 2008 The finl exm will be held on Tuesdy, My 13, 2-5pm in 117 McMilln Wht will be covered The finl exm will cover the mteril from ll of
More informationg i fφdx dx = x i i=1 is a Hilbert space. We shall, henceforth, abuse notation and write g i f(x) = f
1. Appliction of functionl nlysis to PEs 1.1. Introduction. In this section we give little introduction to prtil differentil equtions. In prticulr we consider the problem u(x) = f(x) x, u(x) = x (1) where
More informationHomework Assignment 5 Solution Set
Homework Assignment 5 Solution Set PHYCS 44 3 Februry, 4 Problem Griffiths 3.8 The first imge chrge gurntees potentil of zero on the surfce. The secon imge chrge won t chnge the contribution to the potentil
More informationChapter 28. Fourier Series An Eigenvalue Problem.
Chpter 28 Fourier Series Every time I close my eyes The noise inside me mplifies I cn t escpe I relive every moment of the dy Every misstep I hve mde Finds wy it cn invde My every thought And this is why
More informationMath& 152 Section Integration by Parts
Mth& 5 Section 7. - Integrtion by Prts Integrtion by prts is rule tht trnsforms the integrl of the product of two functions into other (idelly simpler) integrls. Recll from Clculus I tht given two differentible
More informationReview SOLUTIONS: Exam 2
Review SOUTIONS: Exm. True or Flse? (And give short nswer ( If f(x is piecewise smooth on [, ], we cn find series representtion using either sine or cosine series. SOUTION: TRUE. If we use sine series,
More informationHilbert Spaces. Chapter Inner product spaces
Chpter 4 Hilbert Spces 4.1 Inner product spces In the following we will discuss both complex nd rel vector spces. With L denoting either R or C we recll tht vector spce over L is set E equipped with ddition,
More informationB Veitch. Calculus I Study Guide
Clculus I Stuy Guie This stuy guie is in no wy exhustive. As stte in clss, ny type of question from clss, quizzes, exms, n homeworks re fir gme. There s no informtion here bout the wor problems. 1. Some
More information20 MATHEMATICS POLYNOMIALS
0 MATHEMATICS POLYNOMIALS.1 Introduction In Clss IX, you hve studied polynomils in one vrible nd their degrees. Recll tht if p(x) is polynomil in x, the highest power of x in p(x) is clled the degree of
More informationMatrix & Vector Basic Linear Algebra & Calculus
Mtrix & Vector Bsic Liner lgebr & lculus Wht is mtrix? rectngulr rry of numbers (we will concentrte on rel numbers). nxm mtrix hs n rows n m columns M x4 M M M M M M M M M M M M 4 4 4 First row Secon row
More information1 2-D Second Order Equations: Separation of Variables
Chpter 12 PDEs in Rectngles 1 2-D Second Order Equtions: Seprtion of Vribles 1. A second order liner prtil differentil eqution in two vribles x nd y is A 2 u x + B 2 u 2 x y + C 2 u y + D u 2 x + E u +
More informationGreen function and Eigenfunctions
Green function nd Eigenfunctions Let L e regulr Sturm-Liouville opertor on n intervl (, ) together with regulr oundry conditions. We denote y, φ ( n, x ) the eigenvlues nd corresponding normlized eigenfunctions
More informationn f(x i ) x. i=1 In section 4.2, we defined the definite integral of f from x = a to x = b as n f(x i ) x; f(x) dx = lim i=1
The Fundmentl Theorem of Clculus As we continue to study the re problem, let s think bck to wht we know bout computing res of regions enclosed by curves. If we wnt to find the re of the region below the
More information8 Laplace s Method and Local Limit Theorems
8 Lplce s Method nd Locl Limit Theorems 8. Fourier Anlysis in Higher DImensions Most of the theorems of Fourier nlysis tht we hve proved hve nturl generliztions to higher dimensions, nd these cn be proved
More informationLecture 1. Functional series. Pointwise and uniform convergence.
1 Introduction. Lecture 1. Functionl series. Pointwise nd uniform convergence. In this course we study mongst other things Fourier series. The Fourier series for periodic function f(x) with period 2π is
More informationSTUDY GUIDE FOR BASIC EXAM
STUDY GUIDE FOR BASIC EXAM BRYON ARAGAM This is prtil list of theorems tht frequently show up on the bsic exm. In mny cses, you my be sked to directly prove one of these theorems or these vrints. There
More informationFourier series. Preliminary material on inner products. Suppose V is vector space over C and (, )
Fourier series. Preliminry mteril on inner products. Suppose V is vector spce over C nd (, ) is Hermitin inner product on V. This mens, by definition, tht (, ) : V V C nd tht the following four conditions
More informationAP Calculus Multiple Choice: BC Edition Solutions
AP Clculus Multiple Choice: BC Edition Solutions J. Slon Mrch 8, 04 ) 0 dx ( x) is A) B) C) D) E) Divergent This function inside the integrl hs verticl symptotes t x =, nd the integrl bounds contin this
More informationIntroduction to Complex Variables Class Notes Instructor: Louis Block
Introuction to omplex Vribles lss Notes Instructor: Louis Block Definition 1. (n remrk) We consier the complex plne consisting of ll z = (x, y) = x + iy, where x n y re rel. We write x = Rez (the rel prt
More informationReview of Calculus, cont d
Jim Lmbers MAT 460 Fll Semester 2009-10 Lecture 3 Notes These notes correspond to Section 1.1 in the text. Review of Clculus, cont d Riemnn Sums nd the Definite Integrl There re mny cses in which some
More informationLecture 4: Piecewise Cubic Interpolation
Lecture notes on Vritionl nd Approximte Methods in Applied Mthemtics - A Peirce UBC Lecture 4: Piecewise Cubic Interpoltion Compiled 5 September In this lecture we consider piecewise cubic interpoltion
More informationThe Banach algebra of functions of bounded variation and the pointwise Helly selection theorem
The Bnch lgebr of functions of bounded vrition nd the pointwise Helly selection theorem Jordn Bell jordn.bell@gmil.com Deprtment of Mthemtics, University of Toronto Jnury, 015 1 BV [, b] Let < b. For f
More informationAnalytical Methods Exam: Preparatory Exercises
Anlyticl Methods Exm: Preprtory Exercises Question. Wht does it men tht (X, F, µ) is mesure spce? Show tht µ is monotone, tht is: if E F re mesurble sets then µ(e) µ(f). Question. Discuss if ech of the
More informationIf we have a function f(x) which is well-defined for some a x b, its integral over those two values is defined as
Y. D. Chong (26) MH28: Complex Methos for the Sciences 2. Integrls If we hve function f(x) which is well-efine for some x, its integrl over those two vlues is efine s N ( ) f(x) = lim x f(x n ) where x
More informationThe Dirac distribution
A DIRAC DISTRIBUTION A The Dirc distribution A Definition of the Dirc distribution The Dirc distribution δx cn be introduced by three equivlent wys Dirc [] defined it by reltions δx dx, δx if x The distribution
More informationREPRESENTATION THEORY OF PSL 2 (q)
REPRESENTATION THEORY OF PSL (q) YAQIAO LI Following re notes from book [1]. The im is to show the qusirndomness of PSL (q), i.e., the group hs no low dimensionl representtion. 1. Representtion Theory
More informationc n φ n (x), 0 < x < L, (1) n=1
SECTION : Fourier Series. MATH4. In section 4, we will study method clled Seprtion of Vribles for finding exct solutions to certin clss of prtil differentil equtions (PDEs. To do this, it will be necessry
More informationDEFINITION OF ASSOCIATIVE OR DIRECT PRODUCT AND ROTATION OF VECTORS
3 DEFINITION OF ASSOCIATIVE OR DIRECT PRODUCT AND ROTATION OF VECTORS This chpter summrizes few properties of Cli ord Algebr nd describe its usefulness in e ecting vector rottions. 3.1 De nition of Associtive
More informationODE: Existence and Uniqueness of a Solution
Mth 22 Fll 213 Jerry Kzdn ODE: Existence nd Uniqueness of Solution The Fundmentl Theorem of Clculus tells us how to solve the ordinry dierentil eqution (ODE) du f(t) dt with initil condition u() : Just
More informationMTH 5102 Linear Algebra Practice Exam 1 - Solutions Feb. 9, 2016
Nme (Lst nme, First nme): MTH 502 Liner Algebr Prctice Exm - Solutions Feb 9, 206 Exm Instructions: You hve hour & 0 minutes to complete the exm There re totl of 6 problems You must show your work Prtil
More informationHomework Problem Set 1 Solutions
Chemistry 460 Dr. Jen M. Stnr Homework Problem Set 1 Solutions 1. Determine the outcomes of operting the following opertors on the functions liste. In these functions, is constnt..) opertor: / ; function:
More informationSTURM-LIOUVILLE PROBLEMS
STURM-LIOUVILLE PROBLEMS Mrch 8, 24 We hve seen tht in the process of solving certin liner evolution equtions such s the het or wve equtions we re led in very nturl wy to n eigenvlue problem for second
More informationMath Solutions to homework 1
Mth 75 - Solutions to homework Cédric De Groote October 5, 07 Problem, prt : This problem explores the reltionship between norms nd inner products Let X be rel vector spce ) Suppose tht is norm on X tht
More informationf(x) dx, If one of these two conditions is not met, we call the integral improper. Our usual definition for the value for the definite integral
Improper Integrls Every time tht we hve evluted definite integrl such s f(x) dx, we hve mde two implicit ssumptions bout the integrl:. The intervl [, b] is finite, nd. f(x) is continuous on [, b]. If one
More informationNecessary and sufficient conditions for some two variable orthogonal designs in order 44
University of Wollongong Reserch Online Fculty of Informtics - Ppers (Archive) Fculty of Engineering n Informtion Sciences 1998 Necessry n sufficient conitions for some two vrile orthogonl esigns in orer
More informationMATH 409 Advanced Calculus I Lecture 19: Riemann sums. Properties of integrals.
MATH 409 Advnced Clculus I Lecture 19: Riemnn sums. Properties of integrls. Drboux sums Let P = {x 0,x 1,...,x n } be prtition of n intervl [,b], where x 0 = < x 1 < < x n = b. Let f : [,b] R be bounded
More informationStuff You Need to Know From Calculus
Stuff You Need to Know From Clculus For the first time in the semester, the stuff we re doing is finlly going to look like clculus (with vector slnt, of course). This mens tht in order to succeed, you
More informationElementary Linear Algebra
Elementry Liner Algebr Anton & Rorres, 1 th Edition Lecture Set 5 Chpter 4: Prt II Generl Vector Spces 163 คณ ตศาสตร ว ศวกรรม 3 สาขาว ชาว ศวกรรมคอมพ วเตอร ป การศ กษา 1/2555 163 คณตศาสตรวศวกรรม 3 สาขาวชาวศวกรรมคอมพวเตอร
More informationBasic Derivative Properties
Bsic Derivtive Properties Let s strt this section by remining ourselves tht the erivtive is the slope of function Wht is the slope of constnt function? c FACT 2 Let f () =c, where c is constnt Then f 0
More informationset is not closed under matrix [ multiplication, ] and does not form a group.
Prolem 2.3: Which of the following collections of 2 2 mtrices with rel entries form groups under [ mtrix ] multipliction? i) Those of the form for which c d 2 Answer: The set of such mtrices is not closed
More information1 Parametric Bessel Equation and Bessel-Fourier Series
1 Parametric Bessel Equation an Bessel-Fourier Series Recall the parametric Bessel equation of orer n: x 2 y + xy + (a 2 x 2 n 2 )y = (1.1) The general solution is given by y = J n (ax) +Y n (ax). If we
More informationMATH 423 Linear Algebra II Lecture 28: Inner product spaces.
MATH 423 Liner Algebr II Lecture 28: Inner product spces. Norm The notion of norm generlizes the notion of length of vector in R 3. Definition. Let V be vector spce over F, where F = R or C. A function
More informationBases for Vector Spaces
Bses for Vector Spces 2-26-25 A set is independent if, roughly speking, there is no redundncy in the set: You cn t uild ny vector in the set s liner comintion of the others A set spns if you cn uild everything
More informationPractice Problems Solution
Prctice Problems Solution Problem Consier D Simple Hrmonic Oscilltor escribe by the Hmiltonin Ĥ ˆp m + mwˆx Recll the rte of chnge of the expecttion of quntum mechnicl opertor t A ī A, H] + h A t. Let
More informationLecture 14: Quadrature
Lecture 14: Qudrture This lecture is concerned with the evlution of integrls fx)dx 1) over finite intervl [, b] The integrnd fx) is ssumed to be rel-vlues nd smooth The pproximtion of n integrl by numericl
More information1 The Riemann Integral
The Riemnn Integrl. An exmple leding to the notion of integrl (res) We know how to find (i.e. define) the re of rectngle (bse height), tringle ( (sum of res of tringles). But how do we find/define n re
More informationReview of Riemann Integral
1 Review of Riemnn Integrl In this chpter we review the definition of Riemnn integrl of bounded function f : [, b] R, nd point out its limittions so s to be convinced of the necessity of more generl integrl.
More informationMATH 174A: PROBLEM SET 5. Suggested Solution
MATH 174A: PROBLEM SET 5 Suggested Solution Problem 1. Suppose tht I [, b] is n intervl. Let f 1 b f() d for f C(I; R) (i.e. f is continuous rel-vlued function on I), nd let L 1 (I) denote the completion
More information1 E3102: a study guide and review, Version 1.0
1 E3102: study guide nd review, Version 1.0 Here is list of subjects tht I think we ve covered in clss (your milege my vry). If you understnd nd cn do the bsic problems in this guide you should be in very
More informationSummary: Method of Separation of Variables
Physics 246 Electricity nd Mgnetism I, Fll 26, Lecture 22 1 Summry: Method of Seprtion of Vribles 1. Seprtion of Vribles in Crtesin Coordintes 2. Fourier Series Suggested Reding: Griffiths: Chpter 3, Section
More informationSections 5.2: The Definite Integral
Sections 5.2: The Definite Integrl In this section we shll formlize the ides from the lst section to functions in generl. We strt with forml definition.. The Definite Integrl Definition.. Suppose f(x)
More informationlim P(t a,b) = Differentiate (1) and use the definition of the probability current, j = i (
PHYS851 Quntum Mechnics I, Fll 2009 HOMEWORK ASSIGNMENT 7 1. The continuity eqution: The probbility tht prticle of mss m lies on the intervl [,b] t time t is Pt,b b x ψx,t 2 1 Differentite 1 n use the
More informationMath 61CM - Solutions to homework 9
Mth 61CM - Solutions to homework 9 Cédric De Groote November 30 th, 2018 Problem 1: Recll tht the left limit of function f t point c is defined s follows: lim f(x) = l x c if for ny > 0 there exists δ
More informationMath 554 Integration
Mth 554 Integrtion Hndout #9 4/12/96 Defn. A collection of n + 1 distinct points of the intervl [, b] P := {x 0 = < x 1 < < x i 1 < x i < < b =: x n } is clled prtition of the intervl. In this cse, we
More informationReview of basic calculus
Review of bsic clculus This brief review reclls some of the most importnt concepts, definitions, nd theorems from bsic clculus. It is not intended to tech bsic clculus from scrtch. If ny of the items below
More informationMapping the delta function and other Radon measures
Mpping the delt function nd other Rdon mesures Notes for Mth583A, Fll 2008 November 25, 2008 Rdon mesures Consider continuous function f on the rel line with sclr vlues. It is sid to hve bounded support
More information1 Linear Least Squares
Lest Squres Pge 1 1 Liner Lest Squres I will try to be consistent in nottion, with n being the number of dt points, nd m < n being the number of prmeters in model function. We re interested in solving
More informationHow do we solve these things, especially when they get complicated? How do we know when a system has a solution, and when is it unique?
XII. LINEAR ALGEBRA: SOLVING SYSTEMS OF EQUATIONS Tody we re going to tlk bout solving systems of liner equtions. These re problems tht give couple of equtions with couple of unknowns, like: 6 2 3 7 4
More informationLecture 3. Limits of Functions and Continuity
Lecture 3 Limits of Functions nd Continuity Audrey Terrs April 26, 21 1 Limits of Functions Notes I m skipping the lst section of Chpter 6 of Lng; the section bout open nd closed sets We cn probbly live
More informationLinearity, linear operators, and self adjoint eigenvalue problems
Linerity, liner opertors, nd self djoint eigenvlue problems 1 Elements of liner lgebr The study of liner prtil differentil equtions utilizes, unsurprisingly, mny concepts from liner lgebr nd liner ordinry
More information18.06 Problem Set 4 Due Wednesday, Oct. 11, 2006 at 4:00 p.m. in 2-106
8. Problem Set Due Wenesy, Ot., t : p.m. in - Problem Mony / Consier the eight vetors 5, 5, 5,..., () List ll of the one-element, linerly epenent sets forme from these. (b) Wht re the two-element, linerly
More informationCalculus in R. Chapter Di erentiation
Chpter 3 Clculus in R 3.1 Di erentition Definition 3.1. Suppose U R is open. A function f : U! R is di erentible t x 2 U if there exists number m such tht lim y!0 pple f(x + y) f(x) my y =0. If f is di
More informationNOTES ON HILBERT SPACE
NOTES ON HILBERT SPACE 1 DEFINITION: by Prof C-I Tn Deprtment of Physics Brown University A Hilbert spce is n inner product spce which, s metric spce, is complete We will not present n exhustive mthemticl
More information1 1D heat and wave equations on a finite interval
1 1D het nd wve equtions on finite intervl In this section we consider generl method of seprtion of vribles nd its pplictions to solving het eqution nd wve eqution on finite intervl ( 1, 2. Since by trnsltion
More informationA REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H. Thomas Shores Department of Mathematics University of Nebraska Spring 2007
A REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H Thoms Shores Deprtment of Mthemtics University of Nebrsk Spring 2007 Contents Rtes of Chnge nd Derivtives 1 Dierentils 4 Are nd Integrls 5 Multivrite Clculus
More information4 Sturm-Liouville Boundary Value Problems
4 Sturm-Liouville Boundry Vlue Problems We hve seen tht trigonometric functions nd specil functions re the solutions of differentil equtions. These solutions give orthogonl sets of functions which cn be
More informationBernoulli Numbers Jeff Morton
Bernoulli Numbers Jeff Morton. We re interested in the opertor e t k d k t k, which is to sy k tk. Applying this to some function f E to get e t f d k k tk d k f f + d k k tk dk f, we note tht since f
More informationConstruction of Gauss Quadrature Rules
Jim Lmbers MAT 772 Fll Semester 2010-11 Lecture 15 Notes These notes correspond to Sections 10.2 nd 10.3 in the text. Construction of Guss Qudrture Rules Previously, we lerned tht Newton-Cotes qudrture
More information