c n φ n (x), 0 < x < L, (1) n=1


 Douglas Long
 1 years ago
 Views:
Transcription
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 to express given function of one vrible f(x s series f(x = c n φ n (x, < x <, ( clled Fourier series. In Fourier series, the coefficients c n re expressed s integrls nd the functions φ n re orthogonl. You met orthogonl vectors in the first yer iner Algebr course. You should revise your lecture notes on orthogonlity from tht course, nd dditionlly, red the hndout on Orthogonl vectors... Orthogonl functions It is impossible to expnd ll functions f(x nd we certinly shouldn t write = in ( until we know whether the series converges. However, we cn expnd certin clss of functions, known s piecewise continuous functions. Definition: Piecewise continuous (pwc. Given function f(x on [, b], f(x is piecewise continuous (pwc on [,b] if there exists finite number of points x n, with such tht: = x < x <... < x N = b. f(x is continuous on ech open subintervl (x n,x n.. f(x hs finite limit t ech end of ech open intervl. In summry: f(x is llowed to hve breks/jumps s long s there re only finite number of these, nd f(x does not blow up (go to infinity nywhere in [,b] Figure : An exmple of piecewise continuous function f(x. Dr. C.E. Powell, School of Mthemtics, University of Mnchester.
2 Exmple. Consider the function f(x shown in Figure. f(x is pwc on [,3] (but not continuous since f(x is continuous on ech of the open subintervls (,,(,,(,3 nd the limits of f(x t the end points of these open subintervls exist (re finite. In prticulr, f( + =,f( =, f( + =,f( =, nd f( + =,f(3 =. Now, for pwc functions, we cn define orthogonlity. Compre the following definitions for functions with those you lredy know for vectors. Definition: Innerproduct. Given two functions f(x, g(x tht re integrble on [, b], their innerproduct is (f,g := f(xg(x dx. Definition: Norm. The norm of n integrble function f(x on [,b] is f := ( / (f,f = f(x dx. Definition: Orthogonl. Two pwc functions f(x nd g(x on [,b] re orthogonl when (f,g = f(xg(xdx = nd orthonorml when, in ddition to being orthogonl, we hve f = = g... Generlised Fourier Series Suppose f(x is pwc on [,b] nd let {φ n (x} be specified set of orthogonl pwc functions on [,b]. Does it mke sense to write: f(x = c n φ n (x, < x <? We cn t write = until we hve checked if the sum converges. If it converges, we cn work out the coefficients esily. Tking the innerproduct of both sides with ny of the functions φ i (x gives ( b f(xφ i (xdx = c n φ n (x φ i (xdx = c n φ n (xφ i (xdx. Since (φ n,φ i = unless n = i, only one of the integrls in the sum is nonzero. Hence, nd solving for c i gives The series becomes f(xφ i (xdx = c i φ i (xφ i (xdx c i = f(xφ i(xdx f(x = φ i(x dx = (f,φ i (φ i,φ i. (f,φ n (φ n,φ n φ n(x. This is generlised Fourier series nd the coefficients c n re clled Fourier coefficients.
3 .3. Fourier Series Usully, when we tlk bout Fourier Series, we mke prticulr choice for the set of orthogonl functions {φ n (x}. Consider the integrl sin ( mπx cos dx, n,m =,,.... Simplifying the integrnd gives sin = [ (n + mπ cos ( ( (n + mπx (n mπx + sin dx ( (n + mπx (n mπ cos ( ] (n mπx This tells us tht the set of functions {sin(πx/,sin(πx/,...} nd the set {cos(πx/,cos(πx/,...} re mutully orthogonl on the intervl [,]. We cn lso show (see Exercise Sheet tht nd cos sin cos ( mπx = n m n = m n = m = ( mπx { n m sin = n = m. With little more work (see Exercise Sheet, it cn be shown tht the set {, sin(πx/, cos(πx/, sin(πx/, cos(πx/,...} is n orthogonl set on [,] (we ssume R with >. This is the set we will use for {φ n (x}. Definition: Fourier Series. The Fourier series of function f(x tht is pwc on [,] is with Fourier coefficients + n cos + b n sin = n = b n = f(xdx, f(xcos dx, n =,,..., f(xsin dx, n =,,.... =. 3
4 Exmple. Compute the Fourier Series of the following pwc function f(x = { x / / < x. Direct integrtion gives: (note tht = here. Similrly, nd n = = f(xdx = f(xcos (nπx dx = / b n = f(xsin (nπx dx = [ = ] cos (nπx nπ / ( cos = nπ ( nπ ( n. / dx = 4 cos (nπx dx = ( nπ nπ sin, / sin (nπx dx = ( nπ cos (nπ + nπ nπ cos Putting ll this together, the Fourier series ssocited with f(x is 4 + ( ( nπ nπ sin cos (nπx + ( ( nπ cos ( n sin(nπx. nπ Notice tht we did not sy f(x is equl to the Fourier series. A nturl question now is: to wht function does the Fourier series converge? Does it converge to f(x (the function in the figure bove? This is investigted on seprte Hndout on Fourier Series, which you should now red. The numericl investigtion in MATAB described in the hndout revels tht the Fourier series is not equl to f(x everywhere. We observe tht:. the Fourier series grees with f(x on [,] (i.e., converges to f(x except t three points: x =, x =.5 nd x =. At those points, the Fourier series converges to the vlue /. 4
5 . if we plot the Fourier series on (, we just see copies of the series on [,], shifted. The Fourier series is periodic function. Definition: Periodic function. A function f(x is periodic with period T if, for ll x, f(x+t = f(x. Exmples: sin(3x, sin(4πx, tn(x,... re periodic functions. Given function f(x defined on fixed intervl, we cn lwys mke periodic version of it, by extending it to the whole rel number line. Definition: Periodic extension. et f(x be defined on [,]. The periodic extension f(x of f(x is defined by f(x x < f(x = f(x x. f(x + x < It is esier to drw picture. Bsiclly, we tke f(x on [,] nd copy it on the djcent intervls of length, tking cre not to give f(x duplicte vlues t the end points of ny of these subintervls. Of course, we cnnot sketch f(x on the whole of (,, but it is best to include t lest the intervls to the right nd left of the principle intervl: [ 3, ],[,] nd [,3]. Exmple. Sketch the periodic extension of the function f(x = { x / / < x. Using the definition, we copy the definition of f(x on [, (not including the right end point nd then on the intervl [,3 we copy the definition of f(x on [,. Similrly, on the intervl [ 3, we copy the definition of f(x on [, Figure : Periodic extension f(x of the function f(x defined on the fixed intervl [,]. ooking t the hndout, we see tht the Fourier series ssocited with f(x looks like the periodic extension f(x, except t the points where f(x jumps. This is not coincidence. Fourier s Theorem explins the connection between the Fourier series of f(x nd the periodic extension of f(x. However, the Theorem is vlid only for functions tht re piecewise smooth ( stricter condition thn pwc. Definition: Piecewise smooth (pws. If f(x nd df dx re piecewise continuous (pwc on some prtition of [,b] then f(x is piecewise smooth on [,b]. 5
6 Fourier s Theorem. et g(x be piecewise smooth on the intervl [,] nd periodic, with period. The Fourier series + n cos + b n sin ssocited with g(x converges to t every x (,. ( g(x + + g(x Notice tht the theorem cn only be pplied to pws periodic functions. If we re given pws function f(x on fixed intervl [,] then f(x is both pws nd periodic. The periodic extension f(x grees with f(x on [, (the intervl we cre bout. So, to lern bout the Fourier series ssocited with f(x, we cn pply the theorem with g(x = f(x (tret f(x s if it were periodic function. Now, if f(x is function tht is continuous t x then ( f(x + + f(x = f(x but t points where f(x jumps, the Fourier series converges to the verge of f(x + nd f(x. This explins why the Fourier series investigted on the hndout converged to / t x =,/ nd. The Theorem is useful becuse we cn use it to sketch Fourier series of given pws function f(x on [,] without hving to compute the Fourier coefficients.. First, sketch the periodic extension of f(x. At points of discontinuity, mrk the verge vlue 3. Pull out the piece of the grph tht corresponds to the intervl [,] of interest Figure 3: Fourier series of the function f(x on the intervl [,]. Exmple. Sketch the Fourier series ssocited with the function f(x = { x / / < x. Following the bove steps, we obtin the following picture shown in Figure 3. 6
7 .4 Fourier Sine nd Cosine Series Fourier series of odd nd even function hve specil forms. Definition: Odd function. A function f(x is odd if f( x = f(x for ll x R. Exmples: x, x 7, sin(x re odd functions. Definition: Even function. A function f(x is even if f( x = f(x for ll x R. Exmples: x, x, cos(x re even functions. Consider the integrl of n odd or n even function over symmetric intervl of the form [,]. In generl, nd f(xeven f(xodd f(xdx = f(xdx = Now, suppose g(x is odd. The ssocited Fourier coefficients re: = n = b n = g(xdx = g(x cos dx = }{{}}{{ } odd even g(x sin dx = }{{}}{{ } odd odd f(xdx. g(x sin dx. Above, we hve used the fct tht the product of n odd nd n even function is odd, while the product of two odd functions is even (cn you prove this?. Since = n =, the cosine terms nd the constnt term in the Fourier series drop out, leving only the sine terms. The Fourier series of n odd function is sine series. Using the bove clcultion for b n, the Fourier series hs the form ( g(x sin dx sin. Similrly, the Fourier series of n even function is clled cosine series, since ll the coefficients in front of the sine terms re zero (see Exercise Sheet 3. Now, consider the following question: If function f(x is not odd, cn we still represent it s Fourier sine series? We will need to be ble to do this when we pply the method of Seprtion of Vribles, lter on. Suppose f(x is pws on the hlf intervl [,]. We cn extend f(x to n odd function on the intervl [, ] (crete n odd version of it in such wy tht the extended function grees with f(x on the originl intervl [, ]. The Fourier series ssocited with this extended odd function will be sine series. Similrly, ny function f(x defined on [,] cn be extended to n even function on [,] nd the ssocited Fourier series will be cosine series. 7
8 Definition: Odd extension. Given f(x on [,], the odd extension is { f(x x f odd (x = f( x x <. Definition: Even extension. Given f(x on [,], the even extension is { f(x x f even (x = f( x x <. Exmples. Figure 4 shows two functions defined on [,] nd their odd nd even extensions on [,] Figure 4: eft: f(x defined for x [,]. Middle: odd extension f odd (x on [,]. Right: even extension f even (x on [,]. Once gin, using Fourier s Theorem, we cn sketch Fourier sine or cosine series, without integrting to find the coefficients. Exmple. Find the Fourier sine series ssocited with the function f(x = on [,]. First, we sketch the Fourier sine series by pplying the following steps.. Sketch f(x on [,] (see the bottom left plot in Figure 4.. Sketch f odd (x on [,] (see the bottom middle plot in Figure Sketch the periodic extension f odd (x on (, 4. At points of discontinuity, mrk the verge vlue (i.e., pply Fourier s Theorem. 5. Extrct the piece of the grph tht corresponds to the intervl [,] of interest. 8
9 Figure 5: Fourier sine series ssocited with the function f(x = on [,]. This gives the grph in Figure 5. Notice tht the Fourier sine series grees with f(x in the intervl (, but converges to zero t the end points. To work out the sine series explicitly, we need to compute the coefficients of the Fourier series ssocited with the odd extension { x f odd (x = x <. Since this is n odd function, we know = = n nd b n = Hence, the Fourier sine series is f odd (xsin (nπx dx = nπ ( ( n sin(nπx. sin(nπxdx = nπ ( ( n. You should compre this with the Fourier cosine series of the sme function (see Exercise Sheet 3. 9
Physics 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 informationImproper Integrals. Type I Improper Integrals How do we evaluate an integral such as
Improper Integrls Two different types of integrls cn qulify s improper. The first type of improper integrl (which we will refer to s Type I) involves evluting n integrl over n infinite region. In the grph
More informationChapter 0. What is the Lebesgue integral about?
Chpter 0. Wht is the Lebesgue integrl bout? The pln is to hve tutoril sheet ech week, most often on Fridy, (to be done during the clss) where you will try to get used to the ides introduced in the previous
More informationAdvanced Calculus: MATH 410 Notes on Integrals and Integrability Professor David Levermore 17 October 2004
Advnced Clculus: MATH 410 Notes on Integrls nd Integrbility Professor Dvid Levermore 17 October 2004 1. Definite Integrls In this section we revisit the definite integrl tht you were introduced to when
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 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 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 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 Calculus, cont d
Jim Lmbers MAT 460 Fll Semester 200910 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 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 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 informationDefinite integral. Mathematics FRDIS MENDELU
Definite integrl Mthemtics FRDIS MENDELU Simon Fišnrová Brno 1 Motivtion  re under curve Suppose, for simplicity, tht y = f(x) is nonnegtive nd continuous function defined on [, b]. Wht is the re of the
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 informationRiemann Sums and Riemann Integrals
Riemnn Sums nd Riemnn Integrls Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University August 26, 2013 Outline 1 Riemnn Sums 2 Riemnn Integrls 3 Properties
More informationUnit #9 : Definite Integral Properties; Fundamental Theorem of Calculus
Unit #9 : Definite Integrl Properties; Fundmentl Theorem of Clculus Gols: Identify properties of definite integrls Define odd nd even functions, nd reltionship to integrl vlues Introduce the Fundmentl
More informationAntiderivatives/Indefinite Integrals of Basic Functions
Antiderivtives/Indefinite Integrls of Bsic Functions Power Rule: In prticulr, this mens tht x n+ x n n + + C, dx = ln x + C, if n if n = x 0 dx = dx = dx = x + C nd x (lthough you won t use the second
More informationDefinite integral. Mathematics FRDIS MENDELU. Simona Fišnarová (Mendel University) Definite integral MENDELU 1 / 30
Definite integrl Mthemtics FRDIS MENDELU Simon Fišnrová (Mendel University) Definite integrl MENDELU / Motivtion  re under curve Suppose, for simplicity, tht y = f(x) is nonnegtive nd continuous function
More informationRiemann Sums and Riemann Integrals
Riemnn Sums nd Riemnn Integrls Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University August 26, 203 Outline Riemnn Sums Riemnn Integrls Properties Abstrct
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 informationMA 124 January 18, Derivatives are. Integrals are.
MA 124 Jnury 18, 2018 Prof PB s oneminute introduction to clculus Derivtives re. Integrls re. In Clculus 1, we lern limits, derivtives, some pplictions of derivtives, indefinite integrls, definite integrls,
More informationHow can we approximate the area of a region in the plane? What is an interpretation of the area under the graph of a velocity function?
Mth 125 Summry Here re some thoughts I ws hving while considering wht to put on the first midterm. The core of your studying should be the ssigned homework problems: mke sure you relly understnd those
More informationThe Riemann Integral
Deprtment of Mthemtics King Sud University 20172018 Tble of contents 1 Antiderivtive Function nd Indefinite Integrls 2 3 4 5 Indefinite Integrls & Antiderivtive Function Definition Let f : I R be function
More informationdifferent methods (left endpoint, right endpoint, midpoint, trapezoid, Simpson s).
Mth 1A with Professor Stnkov Worksheet, Discussion #41; Wednesdy, 12/6/217 GSI nme: Roy Zho Problems 1. Write the integrl 3 dx s limit of Riemnn sums. Write it using 2 intervls using the 1 x different
More information7.2 The Definite Integral
7.2 The Definite Integrl the definite integrl In the previous section, it ws found tht if function f is continuous nd nonnegtive, then the re under the grph of f on [, b] is given by F (b) F (), where
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 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 informationMATH , Calculus 2, Fall 2018
MATH 362, 363 Clculus 2, Fll 28 The FUNdmentl Theorem of Clculus Sections 5.4 nd 5.5 This worksheet focuses on the most importnt theorem in clculus. In fct, the Fundmentl Theorem of Clculus (FTC is rgubly
More informationINTRODUCTION TO INTEGRATION
INTRODUCTION TO INTEGRATION 5.1 Ares nd Distnces Assume f(x) 0 on the intervl [, b]. Let A be the re under the grph of f(x). b We will obtin n pproximtion of A in the following three steps. STEP 1: Divide
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 informationConvergence of Fourier Series and Fejer s Theorem. Lee Ricketson
Convergence of Fourier Series nd Fejer s Theorem Lee Ricketson My, 006 Abstrct This pper will ddress the Fourier Series of functions with rbitrry period. We will derive forms of the Dirichlet nd Fejer
More informationf(x)dx . Show that there 1, 0 < x 1 does not exist a differentiable function g : [ 1, 1] R such that g (x) = f(x) for all
3 Definite Integrl 3.1 Introduction In school one comes cross the definition of the integrl of rel vlued function defined on closed nd bounded intervl [, b] between the limits nd b, i.e., f(x)dx s the
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 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 relvlues nd smooth The pproximtion of n integrl by numericl
More informationSection 7.1 Integration by Substitution
Section 7. Integrtion by Substitution Evlute ech of the following integrls. Keep in mind tht using substitution my not work on some problems. For one of the definite integrls, it is not possible to find
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 informationUNIFORM CONVERGENCE. Contents 1. Uniform Convergence 1 2. Properties of uniform convergence 3
UNIFORM CONVERGENCE Contents 1. Uniform Convergence 1 2. Properties of uniform convergence 3 Suppose f n : Ω R or f n : Ω C is sequence of rel or complex functions, nd f n f s n in some sense. Furthermore,
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 informationExam 2, Mathematics 4701, Section ETY6 6:05 pm 7:40 pm, March 31, 2016, IH1105 Instructor: Attila Máté 1
Exm, Mthemtics 471, Section ETY6 6:5 pm 7:4 pm, Mrch 1, 16, IH115 Instructor: Attil Máté 1 17 copies 1. ) Stte the usul sufficient condition for the fixedpoint itertion to converge when solving the eqution
More informationMath 113 Fall Final Exam Review. 2. Applications of Integration Chapter 6 including sections and section 6.8
Mth 3 Fll 0 The scope of the finl exm will include: Finl Exm Review. Integrls Chpter 5 including sections 5. 5.7, 5.0. Applictions of Integrtion Chpter 6 including sections 6. 6.5 nd section 6.8 3. Infinite
More informationWeek 10: Riemann integral and its properties
Clculus nd Liner Algebr for Biomedicl Engineering Week 10: Riemnn integrl nd its properties H. Führ, Lehrstuhl A für Mthemtik, RWTH Achen, WS 07 Motivtion: Computing flow from flow rtes 1 We observe the
More informationMAA 4212 Improper Integrals
Notes by Dvid Groisser, Copyright c 1995; revised 2002, 2009, 2014 MAA 4212 Improper Integrls The Riemnn integrl, while perfectly welldefined, is too restrictive for mny purposes; there re functions which
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 informationReversing the Chain Rule. As we have seen from the Second Fundamental Theorem ( 4.3), the easiest way to evaluate an integral b
Mth 32 Substitution Method Stewrt 4.5 Reversing the Chin Rule. As we hve seen from the Second Fundmentl Theorem ( 4.3), the esiest wy to evlute n integrl b f(x) dx is to find n ntiderivtive, the indefinite
More informationImproper Integrals, and Differential Equations
Improper Integrls, nd Differentil Equtions October 22, 204 5.3 Improper Integrls Previously, we discussed how integrls correspond to res. More specificlly, we sid tht for function f(x), the region creted
More information5.7 Improper Integrals
458 pplictions of definite integrls 5.7 Improper Integrls In Section 5.4, we computed the work required to lift pylod of mss m from the surfce of moon of mss nd rdius R to height H bove the surfce of the
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 informationChapter 7 Notes, Stewart 8e. 7.1 Integration by Parts Trigonometric Integrals Evaluating sin m x cos n (x) dx...
Contents 7.1 Integrtion by Prts................................... 2 7.2 Trigonometric Integrls.................................. 8 7.2.1 Evluting sin m x cos n (x)......................... 8 7.2.2 Evluting
More informationBig idea in Calculus: approximation
Big ide in Clculus: pproximtion Derivtive: f (x) = df dx f f(x +h) f(x) =, x h rte of chnge is pproximtely the rtio of chnges in the function vlue nd in the vrible in very short time Liner pproximtion:
More informationProperties of Integrals, Indefinite Integrals. Goals: Definition of the Definite Integral Integral Calculations using Antiderivatives
Block #6: Properties of Integrls, Indefinite Integrls Gols: Definition of the Definite Integrl Integrl Clcultions using Antiderivtives Properties of Integrls The Indefinite Integrl 1 Riemnn Sums  1 Riemnn
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 informationImproper Integrals. MATH 211, Calculus II. J. Robert Buchanan. Spring Department of Mathematics
Improper Integrls MATH 2, Clculus II J. Robert Buchnn Deprtment of Mthemtics Spring 28 Definite Integrls Theorem (Fundmentl Theorem of Clculus (Prt I)) If f is continuous on [, b] then b f (x) dx = [F(x)]
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 information38 Riemann sums and existence of the definite integral.
38 Riemnn sums nd existence of the definite integrl. In the clcultion of the re of the region X bounded by the grph of g(x) = x 2, the xxis nd 0 x b, two sums ppered: ( n (k 1) 2) b 3 n 3 re(x) ( n These
More informationRiemann Integrals and the Fundamental Theorem of Calculus
Riemnn Integrls nd the Fundmentl Theorem of Clculus Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University September 16, 2013 Outline Grphing Riemnn Sums
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 informationTHE EXISTENCEUNIQUENESS THEOREM FOR FIRSTORDER DIFFERENTIAL EQUATIONS.
THE EXISTENCEUNIQUENESS THEOREM FOR FIRSTORDER DIFFERENTIAL EQUATIONS RADON ROSBOROUGH https://intuitiveexplntionscom/picrdlindeloftheorem/ This document is proof of the existenceuniqueness theorem
More informationx = b a n x 2 e x dx. cdx = c(b a), where c is any constant. a b
CHAPTER 5. INTEGRALS 61 where nd x = b n x i = 1 (x i 1 + x i ) = midpoint of [x i 1, x i ]. Problem 168 (Exercise 1, pge 377). Use the Midpoint Rule with the n = 4 to pproximte 5 1 x e x dx. Some quick
More informationMA Handout 2: Notation and Background Concepts from Analysis
MA350059 Hndout 2: Nottion nd Bckground Concepts from Anlysis This hndout summrises some nottion we will use nd lso gives recp of some concepts from other units (MA20023: PDEs nd CM, MA20218: Anlysis 2A,
More information11 An introduction to Riemann Integration
11 An introduction to Riemnn Integrtion The PROOFS of the stndrd lemms nd theorems concerning the Riemnn Integrl re NEB, nd you will not be sked to reproduce proofs of these in full in the exmintion in
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 informationLecture 3 ( ) (translated and slightly adapted from lecture notes by Martin Klazar)
Lecture 3 (5.3.2018) (trnslted nd slightly dpted from lecture notes by Mrtin Klzr) Riemnn integrl Now we define precisely the concept of the re, in prticulr, the re of figure U(, b, f) under the grph of
More informationLECTURE. INTEGRATION AND ANTIDERIVATIVE.
ANALYSIS FOR HIGH SCHOOL TEACHERS LECTURE. INTEGRATION AND ANTIDERIVATIVE. ROTHSCHILD CAESARIA COURSE, 2015/6 1. Integrtion Historiclly, it ws the problem of computing res nd volumes, tht triggered development
More information1. GaussJacobi 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. GussJcobi 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 informationMath 113 Exam 1Review
Mth 113 Exm 1Review September 26, 2016 Exm 1 covers 6.17.3 in the textbook. It is dvisble to lso review the mteril from 5.3 nd 5.5 s this will be helpful in solving some of the problems. 6.1 Are Between
More informationAdvanced Calculus: MATH 410 Uniform Convergence of Functions Professor David Levermore 11 December 2015
Advnced Clculus: MATH 410 Uniform Convergence of Functions Professor Dvid Levermore 11 December 2015 12. Sequences of Functions We now explore two notions of wht it mens for sequence of functions {f n
More informationIf u = g(x) is a differentiable function whose range is an interval I and f is continuous on I, then f(g(x))g (x) dx = f(u) du
Integrtion by Substitution: The Fundmentl Theorem of Clculus demonstrted the importnce of being ble to find ntiderivtives. We now introduce some methods for finding ntiderivtives: If u = g(x) is differentible
More informationF (x) dx = F (x)+c = u + C = du,
35. The Substitution Rule An indefinite integrl of the derivtive F (x) is the function F (x) itself. Let u = F (x), where u is new vrible defined s differentible function of x. Consider the differentil
More informationACCESS TO SCIENCE, ENGINEERING AND AGRICULTURE: MATHEMATICS 1 MATH00030 SEMESTER /2019
ACCESS TO SCIENCE, ENGINEERING AND AGRICULTURE: MATHEMATICS MATH00030 SEMESTER 208/209 DR. ANTHONY BROWN 7.. Introduction to Integrtion. 7. Integrl Clculus As ws the cse with the chpter on differentil
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 relvlued function on I), nd let L 1 (I) denote the completion
More informationPDE Notes. Paul Carnig. January ODE s vs PDE s 1
PDE Notes Pul Crnig Jnury 2014 Contents 1 ODE s vs PDE s 1 2 Section 1.2 Het diffusion Eqution 1 2.1 Fourier s w of Het Conduction............................. 2 2.2 Energy Conservtion.....................................
More informationGoals: Determine how to calculate the area described by a function. Define the definite integral. Explore the relationship between the definite
Unit #8 : The Integrl Gols: Determine how to clculte the re described by function. Define the definite integrl. Eplore the reltionship between the definite integrl nd re. Eplore wys to estimte the definite
More informationChapter 6 Notes, Larson/Hostetler 3e
Contents 6. Antiderivtives nd the Rules of Integrtion.......................... 6. Are nd the Definite Integrl.................................. 6.. Are............................................ 6. Reimnn
More informationBest Approximation in the 2norm
Jim Lmbers MAT 77 Fll Semester 111 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 informationNumerical Analysis: Trapezoidal and Simpson s Rule
nd Simpson s Mthemticl question we re interested in numericlly nswering How to we evlute I = f (x) dx? Clculus tells us tht if F(x) is the ntiderivtive of function f (x) on the intervl [, b], then I =
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 informationThe Fundamental Theorem of Calculus. The Total Change Theorem and the Area Under a Curve.
Clculus Li Vs The Fundmentl Theorem of Clculus. The Totl Chnge Theorem nd the Are Under Curve. Recll the following fct from Clculus course. If continuous function f(x) represents the rte of chnge of F
More informationMATH 144: Business Calculus Final Review
MATH 144: Business Clculus Finl Review 1 Skills 1. Clculte severl limits. 2. Find verticl nd horizontl symptotes for given rtionl function. 3. Clculte derivtive by definition. 4. Clculte severl derivtives
More informationThe Evaluation Theorem
These notes closely follow the presenttion of the mteril given in Jmes Stewrt s textook Clculus, Concepts nd Contexts (2nd edition) These notes re intended primrily for inclss presenttion nd should not
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 informationCMDA 4604: Intermediate Topics in Mathematical Modeling Lecture 19: Interpolation and Quadrature
CMDA 4604: Intermedite Topics in Mthemticl Modeling Lecture 19: Interpoltion nd Qudrture In this lecture we mke brief diversion into the res of interpoltion nd qudrture. Given function f C[, b], we sy
More informationcos 3 (x) sin(x) dx 3y + 4 dy Math 1206 Calculus Sec. 5.6: Substitution and Area Between Curves
Mth 126 Clculus Sec. 5.6: Substitution nd Are Between Curves I. USubstitution for Definite Integrls A. Th m 6Substitution in Definite Integrls: If g (x) is continuous on [,b] nd f is continuous on the
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 informationDefinition of Continuity: The function f(x) is continuous at x = a if f(a) exists and lim
Mth 9 Course Summry/Study Guide Fll, 2005 [1] Limits Definition of Limit: We sy tht L is the limit of f(x) s x pproches if f(x) gets closer nd closer to L s x gets closer nd closer to. We write lim f(x)
More informationHomework 4. (1) If f R[a, b], show that f 3 R[a, b]. If f + (x) = max{f(x), 0}, is f + R[a, b]? Justify your answer.
Homework 4 (1) If f R[, b], show tht f 3 R[, b]. If f + (x) = mx{f(x), 0}, is f + R[, b]? Justify your nswer. (2) Let f be continuous function on [, b] tht is strictly positive except finitely mny points
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 informationNumerical Integration
Chpter 5 Numericl Integrtion Numericl integrtion is the study of how the numericl vlue of n integrl cn be found. Methods of function pproximtion discussed in Chpter??, i.e., function pproximtion vi the
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 informationa < a+ x < a+2 x < < a+n x = b, n A i n f(x i ) x. i=1 i=1
Mth 33 Volume Stewrt 5.2 Geometry of integrls. In this section, we will lern how to compute volumes using integrls defined by slice nlysis. First, we recll from Clculus I how to compute res. Given the
More informationSection 6.1 Definite Integral
Section 6.1 Definite Integrl Suppose we wnt to find the re of region tht is not so nicely shped. For exmple, consider the function shown elow. The re elow the curve nd ove the x xis cnnot e determined
More information3.4 Numerical integration
3.4. Numericl integrtion 63 3.4 Numericl integrtion In mny economic pplictions it is necessry to compute the definite integrl of relvlued function f with respect to "weight" function w over n intervl [,
More informationSection 6.1 INTRO to LAPLACE TRANSFORMS
Section 6. INTRO to LAPLACE TRANSFORMS Key terms: Improper Integrl; diverge, converge A A f(t)dt lim f(t)dt Piecewise Continuous Function; jump discontinuity Function of Exponentil Order Lplce Trnsform
More informationDefinite Integrals. The area under a curve can be approximated by adding up the areas of rectangles = 1 1 +
Definite Integrls 5 The re under curve cn e pproximted y dding up the res of rectngles. Exmple. Approximte the re under y = from x = to x = using equl suintervls nd + x evluting the function t the lefthnd
More informationMath Advanced Calculus II
Mth 452  Advnced Clculus II Line Integrls nd Green s Theorem The min gol of this chpter is to prove Stoke s theorem, which is the multivrible version of the fundmentl theorem of clculus. We will be focused
More informationRiemann is the Mann! (But Lebesgue may besgue to differ.)
Riemnn is the Mnn! (But Lebesgue my besgue to differ.) Leo Livshits My 2, 2008 1 For finite intervls in R We hve seen in clss tht every continuous function f : [, b] R hs the property tht for every ɛ >
More informationII. Integration and Cauchy s Theorem
MTH6111 Complex Anlysis 200910 Lecture Notes c Shun Bullett QMUL 2009 II. Integrtion nd Cuchy s Theorem 1. Pths nd integrtion Wrning Different uthors hve different definitions for terms like pth nd curve.
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 informationCalculus and linear algebra for biomedical engineering Week 11: The Riemann integral and its properties
Clculus nd liner lgebr for biomedicl engineering Week 11: The Riemnn integrl nd its properties Hrtmut Führ fuehr@mth.rwthchen.de Lehrstuhl A für Mthemtik, RWTH Achen Jnury 9, 2009 Overview 1 Motivtion:
More information