Exam Prep Flashcards
Fourier series
Periodic with period 2pi
f(t) = sum(n=-inf, inf) c_n * e^(int)
Fourier coeffs
c_n = 1/2pi * int(-pi, pi) f(t)*e^(-int)dt
Fourier integral
Non periodic functions
f(t) = 1/2pi * int(-inf, inf) F(w)e^(iwt) dw
Fourier transform
F(w) = int(-inf, inf) f(t) e^(iwt) dt
Cosine series
f is even
a_n = 0, b_n = 2/pi * int(0, pi) f(x) sin(nx)dx f(x) = 1/2 a_0 * sum(n=1, inf)a_n cos(nx)
Sine series
f is odd
a_n=0, b_n=2/pi int(0, pi) f(x) sin(nx) dx
f(x) = sum(n=1, inf) b_n sin(nx)
FT: bounded
int(-inf, inf) |f(x)|^2 dx < inf
FT: end behaviour
lim (x -> +/- inf) f(x) = 0
FT: linearity
F(f+g) = F(f) + F(g) F(cf) = cF(f)
FT: scaling
F(f(ax)) = 1/|a| F(w/a)
FT: shift
F(e^(iax) f(x)) = F(x-a)
F(f(x-c)) = e^(-icw)F(w)
FT: repeated FTs
F(F(x)) = 2pi * f(-w)
FT: derivative
F(f’(x)) = iwF(w)
F(x f(x)) = iF’(w)
Parseval’s formula
int(-inf, inf) f(x)^2 dx = 1/2pi * int(-inf, inf) |F(w)|^2 dw
Convolution
(f * g)(x) = int(-inf, inf) f(x-y)g(y)dy
Convolution: symmetry
(f*g)(x) = (g * f)(x)
Convolution: distributivity
(f * (g + h))(x) = (f * g)(x) + (f * h)(x)
Convolution theorem
F(f * g) = F(f) F(g)
Error function
erf(w) = 2/sqrt(Pi) int(0, w) e^(-z^2) dz for all wER
Laplace kernel
H(x, y) = 1/pi y/(x^2 + y^2)
1/2 plane
Diffusion kernel
K(x, t) = 1/sqrt(4 pi kt) exp(-x^2/(4kt))
Properties of the kernels
- normalized (int(-inf, inf) dx = 1)
- H has y, K has t, we will call them p and fnc P
- p -> 0+, p -> 0 if x =/= 0, inf if x=0
- P(x, 0) = delta(x)
How to use the fundamental sols
u = int(-inf, inf) P(x-s, p) f(s) ds
M(x, y)
M(x, y) = 1/pi * arctan(x/y)
- lim(y -> 0+) M = 1/2, x>0; 0, x=0; -1/2, x<0
- ue(x, y) = 1/2e (M(x+e, y) - M(x-e, y))
- lim(y -> 0+) ue = 1/(2e), |x|e
- lim(e -> 0+) ue = H
Q(x, t)
Q(x, t) = 1/2 * erf(x/sqrt(4pi)), t>0
- lim(y -> 0+) Q = 1/2, x>0; 0, x=0; -1/2, x<0
- ue(x, y) = 1/2e (Q(x+e, y) - Q(x-e, y))
- lim(y -> 0+) ue = 1/(2e), |x|e
- lim(e -> 0+) ue = Q
Conservation law (general form)
d/dt int(D) psi(x, t) dV = - int(del D) q•N dS
- second term is double integral
Theorem abt conservation laws
Conservation law implies d(psi)dt + nabla •q = 0 in R
Diffusion eqn in 2D
Psi = rho*cu q = -k * nabla(u) k = K/rho*c thermal diffusivity
Orthogonality
Int(D) vi*vj dV = 0 if i=/=j
What do we know from SL eigval problems?
1) countable set of positive eigvals
2) eigfunctions are orthogonal and each eigval has a finite number of indep eigfunctions
3) eigfunctions form basis
Wave equation frequency
v_n = c*sqrt(lambda_n)/2pi
Laplacian polar
1/r * dr(r dr) + 1/r^2 d2theta
Gradient polar
dr, 1/r dtheta
Bessel functions
Come from laplace’s eqn on 2D disk