Page 362 - Schaum's Outline of Theory and Problems of Advanced Calculus
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CHAP. 13]                         FOURIER SERIES                                353


                              Taking the limit as M !1,we obtain Bessel’s inequality
                                                     2  1           ð L
                                                    a 0  X  2  2   1       2
                                                          ða n þ b n Þ @  f f ðxÞg dx
                                                    2  þ           L  L                               ð6Þ
                                                        n¼1
                              If the equality holds, we have Parseval’s identity (Problem 13.13).
                              We can think of S M ðxÞ as representing an approximation to f ðxÞ, while the left-hand side of (2), divided
                           by 2L, represents the mean square error of the approximation. Parseval’s identity indicates that as M !1
                           the mean square error approaches zero, while Bessels’ inequality indicates the possibility that this mean
                           square error does not approach zero.
                              The results are connected with the idea of completeness of an orthonormal set. If, for example, we were
                           to leave out one or more terms in a Fourier series (say cos 4 x=L,for example), we could never get the mean
                           square error to approach zero no matter how many terms we took. For an analogy with three-dimensional
                           vectors, see Problem 13.60.




                     DIFFERENTIATION AND INTEGRATION OF FOURIER SERIES
                                                         2
                     13.16. (a) Find a Fourier series for f ðxÞ¼ x ; 0 < x < 2, by integrating the series of Problem 13.12(a).
                                                            n 1
                                                      1
                                                      X  ð 1Þ
                           (b) Use (a)to evaluate the series   .
                                                           n 2
                                                      n¼1
                           (a)From Problem 13.12(a),
                                                    4      x  1  2 x  1   3 x
                                                      sin     sin      sin
                                                         2   2    2   3   2
                                                 x ¼                þ                                 ð1Þ
                                  Integrating both sides from 0 to x (applying the theorem of Page 339) and multiplying by 2, we find

                                              2     16     x   1   2 x  1    3 x
                                                           2  2     2   3     2
                                             x ¼ C    2  cos     2  cos  þ  2  cos                    ð2Þ

                                          16    1   1  1
                                 where C ¼  2  1    2  þ  2     2  þ      :
                                                2   3  4
                                                                                             2
                           (b)Todetermine C in another way, note that (2) represents the Fourier cosine series for x in 0 < x < 2.
                              Then since L ¼ 2in thiscase,
                                                            1  ð L  1  ð 2   4
                                                        a 0             2
                                                    C ¼   ¼    f ðxÞ¼  x dx ¼
                                                        2   L 0     2 0      3
                                  Then from the value of C in (a), we have

                                                     n 1                    2     2
                                                1
                                               X             1  1   1         4
                                                  ð 1Þ
                                                    n 2  ¼ 1    2 2  þ 3 2  ¼  4 2  þ     ¼  16 3  ¼  12

                                               n¼1
                     13.17. Show that term by term differentiation of the series in Problem 13.12(a)is not valid.

                                                              x     2 x     3 x

                              Term by term differentiation yields 2 cos    cos  þ cos         :
                                                              2      2       2
                              Since the nth term of this series does not approach 0, the series does not converge for any value of x.
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