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04-BS-5 · May 2014

Question 2 of 7: Fourier Series and a Classical Series Identity

Nivaar worked solution (AI-drafted; not reviewed by a licensed engineer)

Notes on this paper

National Exams — May 2014 — 04-BS-5 Advanced Mathematics. Three-hour, closed-book exam (one double-sided 8.5"×11" aid sheet permitted; approved Casio/Sharp calculator allowed). Format: seven questions of equal value (20 marks each, with internal splits as marked); any five constitute a complete paper and only the first five appearing in the answer book are marked. All seven are solved below for completeness.

Reference texts: Kreyszig, Advanced Engineering Mathematics (10th ed., Wiley) — Sturm–Liouville eigenproblems, Fourier series and the Fourier transform (Ch. 11), least-squares curve fitting, Lagrange/Newton interpolation, Romberg integration, and root-finding by bisection/Newton/fixed-point iteration (Ch. 19), Cholesky factorization (Ch. 20); Strang, Introduction to Linear Algebra (6th ed., Wellesley-Cambridge) — symmetric positive-definite systems and Cholesky factorization.

Question 2: Fourier Series and a Classical Series Identity (14+6 marks)

Question text not reproduced: the examination questions are © Engineers and Geoscientists BC. Open the official past paper (linked at the top of this page) to read the question, then follow the worked solution below.

Given. $F(x)$, periodic with period $p=2$ (half-period $l=1$): $F(x)=x$ on $(0,1]$, $F(x)=1$ on $(1,2]$, extended periodically.

Find. (A) The full Fourier series of $F(x)$. (B) The value of $\sum_{n=1}^{\infty}1/(2n-1)^2$, using the series at a convenient point.

F(x): period-2 ramp-then-plateau (official Q2)-2-1.2-0.50.2511.82.53.24-0.30.040.380.721.11.4xF(x)
F(x) over three periods: a unit ramp followed by a unit plateau, repeating with period 2. The dashed line marks the jump at the periodic wrap x=0 (equivalently x=2), which Part B exploits.

Approach. Compute $a_0,a_n,b_n$ from the Euler formulas over one period $[0,2]$ to get the series (Part A), then evaluate the series at $x=0$ — a jump point of the periodic extension — and invoke Dirichlet's theorem (the series there equals the average of the one-sided limits) to isolate the requested numeric sum (Part B).

  1. Compute $a_0$. $$a_0=\int_0^2F(x)\,dx=\int_0^1x\,dx+\int_1^2 1\,dx=\tfrac12+1=\tfrac32,\qquad \frac{a_0}{2}=\frac34$$
  2. Compute $a_n$. Integrating $x\cos(n\pi x)$ by parts on $(0,1]$ and $\cos(n\pi x)$ directly on $(1,2]$ and adding, $$a_n=\int_0^1x\cos(n\pi x)\,dx+\int_1^2\cos(n\pi x)\,dx=\boxed{\dfrac{(-1)^n-1}{\pi^2n^2}}=\begin{cases}-\dfrac{2}{\pi^2n^2} & n\text{ odd}\\[4pt]0 & n\text{ even}\end{cases}$$
  3. Compute $b_n$. The same split for the sine integrals gives $$b_n=\int_0^1x\sin(n\pi x)\,dx+\int_1^2\sin(n\pi x)\,dx=\boxed{-\dfrac{1}{\pi n}}$$
  4. Assemble the series — Part A answer. $$F(x)\sim\frac34-\frac{2}{\pi^2}\sum_{n\text{ odd}}\frac{\cos(n\pi x)}{n^2}-\frac1\pi\sum_{n=1}^{\infty}\frac{\sin(n\pi x)}{n}$$
  5. Evaluate the Dirichlet value at $x=0$. $x=0$ is a jump point of the periodic extension: the right-hand limit is $F(0^+)=0$, and one period back the left-hand limit is $F(2^-)=1$. Dirichlet's theorem gives the series, at a jump, the midpoint value: $$\frac{F(0^+)+F(2^-)}{2}=\frac{0+1}{2}=\frac12$$
  6. Solve for the target sum — Part B answer. At $x=0$, $\cos0=1$ and $\sin0=0$, so the series collapses to $a_0/2+\sum a_n$: $$\frac34-\frac{2}{\pi^2}\sum_{n\text{ odd}}\frac1{n^2}=\frac12\ \Longrightarrow\ \frac{2}{\pi^2}\sum_{n\text{ odd}}\frac1{n^2}=\frac14\ \Longrightarrow\ \boxed{\sum_{n=1}^{\infty}\frac{1}{(2n-1)^2}=\frac{\pi^2}{8}}$$
Fourier coefficients and the derived series identity
QuantityValue
a0/23/4
an, n odd−2/(π²n²)
an, n even0
bn−1/(πn)
Σ 1/(2n−1)²π²/8