Question 2 of 7: Fourier Series and Term-by-Term Differentiation
Nivaar worked solution (AI-drafted; not reviewed by a licensed engineer)
Notes on this paper
National Examinations, December 2016 — 04-BS-5 Advanced Mathematics, 3 hours, closed book (one double-sided aid sheet permitted). Any five of the seven questions constitute a complete paper; all seven are answered below as a full study resource.
Reference texts: Kreyszig, Advanced Engineering Mathematics, 10th ed. (Wiley) — Ch. 5 (Power Series Solutions of ODEs), Ch. 11 (Fourier Series and Transforms), Ch. 19 (Interpolation, Curve Fitting, Numerical Integration, Solution of Equations by Iteration), Ch. 20 (Numerical Linear Algebra / Cholesky Factorization).
Question 2: Fourier Series and Term-by-Term Differentiation (20 marks)
Given. $F(x)=x^2$ on $-\pi\le x\le\pi$, extended with period $2\pi$; and $G(x)=x$ on the same interval, same period.
Find. The Fourier series of $F$, then (via differentiation of that result) the Fourier series of $G$.
Approach. $F$ is even, so its series has cosine terms only; compute $a_0,a_n$ by direct integration, then differentiate the resulting series term-by-term (legal here because $F$ is continuous and $F(-\pi)=F(\pi)$) to obtain the series for $F'(x)=2x$, and halve it to get $G(x)=x$.
Zero-th coefficient. $F$ even $\Rightarrow b_n=0$ for all $n$.
$$a_0=\frac{1}{\pi}\int_{-\pi}^{\pi}x^2\,dx=\frac{1}{\pi}\cdot\frac{2\pi^3}{3}=\frac{2\pi^2}{3}$$
General cosine coefficient (integrate by parts twice).
$$a_n=\frac{1}{\pi}\int_{-\pi}^{\pi}x^2\cos(nx)\,dx=\frac{4(-1)^n}{n^2}$$
Assemble the series for $F$.
$$\boxed{x^2=\frac{\pi^2}{3}+4\sum_{n=1}^{\infty}\frac{(-1)^n}{n^2}\cos(nx)},\qquad -\pi\le x\le\pi$$
Part (b) — differentiate term-by-term. $F$ is continuous with matching endpoint values, so its Fourier series may be differentiated term-by-term to give the series for $F'(x)=2x$:
$$2x=-4\sum_{n=1}^{\infty}\frac{(-1)^n}{n}\sin(nx)=4\sum_{n=1}^{\infty}\frac{(-1)^{n+1}}{n}\sin(nx)$$ Dividing by $2$,
$$\boxed{x=2\sum_{n=1}^{\infty}\frac{(-1)^{n+1}}{n}\sin(nx)=2\Bigl(\sin x-\frac{\sin2x}{2}+\frac{\sin3x}{3}-\cdots\Bigr)},\qquad -\pi\lt x\lt\pi$$ (the interval is open here because $G$'s periodic extension has a jump discontinuity at $x=\pm\pi$, where the series instead converges to the average $0$).