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book   Mobk070    March 22, 2007  11:7








                     32  ESSENTIALS OF APPLIED MATHEMATICS FOR SCIENTISTS AND ENGINEERS
                       3.1.2  Orthonormal Sets of Vectors
                       The vector   n = u n /||u n || has magnitude unity, and if u 1 and u 2 are orthogonal then   1 and
                         2 are orthonormal and their inner product is

                                                    (  n ,   m ) = δ nm = 0, m  = n                  (3.6)
                                                                  = 1, m = n

                       where δ nm is called the Kronecker delta.
                            If   1 ,   2 ,and   3 are three vectors that are mutually orthogonal to each other then every
                       vector in three-dimensional space can be written as a linear combination of   1 ,   2 ,and   3 ;
                       that is,

                                                    f(r) = c 1   1 + c 2   2 + c 3   3               (3.7)
                       Note that due to the fact that the vectors   n form an orthonormal set,


                                               (f,   1 ) = c 1 , (f,   2 ) = c 2 , (f,   3 ) = c 3   (3.8)
                       Simply put, suppose the vector f is

                                                      f = 2  1 + 4  2 +   3 .                        (3.9)
                       Taking the inner product of f with   1 we find that

                                            (f,   1 ) = 2(  1 ,   1 ) + 4(  1 ,   2 ) + (  1 ,   3 )  (3.10)

                       and according to Eq. (3.8) c 1 = 2. Similarly, c 2 = 4and c 3 = 1.


                       3.2    FUNCTIONS
                       3.2.1  Orthonormal Sets of Functions and Fourier Series
                       Suppose there is a set of orthonormal functions   n (x) defined on an interval a < x < b
                        √
                       ( 2sin(nπx) on the interval 0 < x < 1 is an example). A set of orthonormal functions is
                                                                   b
                       defined as one whose inner product, defined as    n (x)  m (x)dx,is
                                                                  x=a
                                                              b

                                                 (  n ,  m ) =    n   m dx = δ nm                   (3.11)
                                                            x=a
                       Suppose we can express a function as an infinite series of these orthonormal functions,
                                                        ∞

                                                 f (x) =   c n   n  on a < x < b                    (3.12)
                                                        n=0
                       Equation (3.12) is called a Fourier series of f (x) in terms of the orthonormal function set   n (x).
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