1 00:00:25,000 --> 00:00:31,000 Well, let's get started. 2 00:00:38,000 --> 00:00:44,000 The topic for today is -- 3 00:00:58,000 --> 00:01:04,000 Sorry. Thank you. 4 00:00:59,000 --> 00:01:05,000 For today and the next two lectures, we are going to be 5 00:01:05,000 --> 00:01:11,000 studying Fourier series. Today will be an introduction 6 00:01:10,000 --> 00:01:16,000 explaining what they are. And, I calculate them, 7 00:01:15,000 --> 00:01:21,000 but I thought before we do that I ought to least give a couple 8 00:01:21,000 --> 00:01:27,000 minutes oversight of why and where we're going with them, 9 00:01:26,000 --> 00:01:32,000 and why they're coming into the course at this place at all. 10 00:01:34,000 --> 00:01:40,000 So, the situation up to now is that we've been trying to solve 11 00:01:39,000 --> 00:01:45,000 equations of the form y double prime plus a y prime, 12 00:01:45,000 --> 00:01:51,000 constant coefficient second-order equations, 13 00:01:50,000 --> 00:01:56,000 and the f of t was the input. So, we are considering 14 00:01:55,000 --> 00:02:01,000 inhomogeneous equations. This is the input. 15 00:02:00,000 --> 00:02:06,000 And so far, the response, then, is the solution equals 16 00:02:05,000 --> 00:02:11,000 the corresponding solution, y of t, 17 00:02:09,000 --> 00:02:15,000 maybe with some given initial conditions to pick out a special 18 00:02:15,000 --> 00:02:21,000 one we call the response, the response to that particular 19 00:02:20,000 --> 00:02:26,000 input. And now, over the last few 20 00:02:23,000 --> 00:02:29,000 days, the inputs have been, however, extremely special. 21 00:02:30,000 --> 00:02:36,000 For input, the basic input has been an exponential, 22 00:02:35,000 --> 00:02:41,000 or sines and cosines. And, the trouble is that we 23 00:02:39,000 --> 00:02:45,000 learn how to solve those. But the point is that those 24 00:02:45,000 --> 00:02:51,000 seem extremely special. Now, the point of Fourier 25 00:02:49,000 --> 00:02:55,000 series is to show you that they are not as special as they look. 26 00:02:57,000 --> 00:03:03,000 The reason is that, let's put it this way, 27 00:03:01,000 --> 00:03:07,000 that any reasonable f of t which is periodic, 28 00:03:07,000 --> 00:03:13,000 it doesn't have to be even very reasonable. 29 00:03:12,000 --> 00:03:18,000 It can be somewhat discontinuous, 30 00:03:15,000 --> 00:03:21,000 although not terribly discontinuous, 31 00:03:19,000 --> 00:03:25,000 which is periodic with period, maybe not the minimal period, 32 00:03:26,000 --> 00:03:32,000 but some period two pi. Of course, sine t 33 00:03:32,000 --> 00:03:38,000 and cosine t have the exact period two pi, 34 00:03:36,000 --> 00:03:42,000 but if I change the frequency to an integer frequency like 35 00:03:41,000 --> 00:03:47,000 sine 2t or sine 26 t, 36 00:03:45,000 --> 00:03:51,000 two pie would still be a period, although would not be 37 00:03:49,000 --> 00:03:55,000 the period. The period would be shorter. 38 00:03:53,000 --> 00:03:59,000 The point is, such a thing can always be 39 00:03:56,000 --> 00:04:02,000 represented as an infinite sum of sines and cosines. 40 00:04:02,000 --> 00:04:08,000 So, it's going to look like this. 41 00:04:04,000 --> 00:04:10,000 There's a constant term you have to put out front. 42 00:04:07,000 --> 00:04:13,000 And then, the rest, instead of writing, 43 00:04:10,000 --> 00:04:16,000 it's rather long to write unless you use summation 44 00:04:14,000 --> 00:04:20,000 notation. So, I will. 45 00:04:15,000 --> 00:04:21,000 So, it's a sum from n equal one to infinity integer values of n, 46 00:04:20,000 --> 00:04:26,000 in other words, of a sine and a cosine. 47 00:04:23,000 --> 00:04:29,000 It's customary to put the cosine first, 48 00:04:25,000 --> 00:04:31,000 and with the frequency, the n indicates the frequency 49 00:04:29,000 --> 00:04:35,000 of the thing. And, the bn is sine nt. 50 00:04:35,000 --> 00:04:41,000 Now, why does that solve the 51 00:04:40,000 --> 00:04:46,000 problem of general inputs for periodic functions, 52 00:04:47,000 --> 00:04:53,000 at least if the period is two pi or some fraction of it? 53 00:04:54,000 --> 00:05:00,000 Well, you could think of it this way. 54 00:05:00,000 --> 00:05:06,000 I'll make a little table. I'll make a little table. 55 00:05:11,000 --> 00:05:17,000 Let's look at, let's put over here the input, 56 00:05:21,000 --> 00:05:27,000 and here, I'll put the response. 57 00:05:30,000 --> 00:05:36,000 Okay, suppose the input is the function sine nt. 58 00:05:34,000 --> 00:05:40,000 Well, in other words, if you just solve the problem, 59 00:05:38,000 --> 00:05:44,000 you put a sine nt here, you know how to get the 60 00:05:43,000 --> 00:05:49,000 answer, find a particular solution, in other words. 61 00:05:47,000 --> 00:05:53,000 In fact, you do it by converting this to a complex 62 00:05:51,000 --> 00:05:57,000 exponential, and then all the rigmarole we've been going 63 00:05:55,000 --> 00:06:01,000 through. So, let's call the response 64 00:05:58,000 --> 00:06:04,000 something. Let's call it y. 65 00:06:02,000 --> 00:06:08,000 I'd better index it by n because it, of course, 66 00:06:05,000 --> 00:06:11,000 is a response to this particular periodic function. 67 00:06:09,000 --> 00:06:15,000 So, n of t, and if the input is cosine nt, 68 00:06:12,000 --> 00:06:18,000 that also will have a response, yn. 69 00:06:16,000 --> 00:06:22,000 Now, I really can't call them both by the same name. 70 00:06:20,000 --> 00:06:26,000 So, why don't we put a little s up here to indicate that that's 71 00:06:25,000 --> 00:06:31,000 the response to the sine. And here, I'll put a little c 72 00:06:29,000 --> 00:06:35,000 to indicate what the answer to the cosine. 73 00:06:32,000 --> 00:06:38,000 You're feeding cosine nt, what you get out is 74 00:06:36,000 --> 00:06:42,000 this function. Now what? 75 00:06:39,000 --> 00:06:45,000 Well, by the way, notice that if n is zero, 76 00:06:44,000 --> 00:06:50,000 it's going to take care of a constant term, 77 00:06:48,000 --> 00:06:54,000 too. In other words, 78 00:06:50,000 --> 00:06:56,000 the reason there is a constant term out front is because that 79 00:06:56,000 --> 00:07:02,000 corresponds to cosine of zero t, which is one. 80 00:07:02,000 --> 00:07:08,000 Now, suppose I input instead an cosine nt. 81 00:07:08,000 --> 00:07:14,000 All you do is multiply the answer by an. 82 00:07:14,000 --> 00:07:20,000 Same here. Multiply the input by bn. 83 00:07:16,000 --> 00:07:22,000 You multiply the response. That's because the equation is 84 00:07:20,000 --> 00:07:26,000 a linear equation. And now, what am I going to do? 85 00:07:24,000 --> 00:07:30,000 I'm going to add them up. If I add them up from the 86 00:07:28,000 --> 00:07:34,000 different ends and take a count also, the n equals zero 87 00:07:32,000 --> 00:07:38,000 corresponding to this first constant term, 88 00:07:35,000 --> 00:07:41,000 the sum of all these according to my Fourier formula is going 89 00:07:40,000 --> 00:07:46,000 to be f of t. What's the sum of this, 90 00:07:45,000 --> 00:07:51,000 the corresponding responses? Well, that's going to be 91 00:07:50,000 --> 00:07:56,000 summation a n y n c t plus b n y n, 92 00:07:56,000 --> 00:08:02,000 the response to the sine. 93 00:07:59,000 --> 00:08:05,000 That will be the sum from one to infinity, and there will be 94 00:08:05,000 --> 00:08:11,000 some sort of constant term here. Let's just call it c1. 95 00:08:10,000 --> 00:08:16,000 So, in other words, if this input produces that 96 00:08:14,000 --> 00:08:20,000 response, and these are things which we can calculate, 97 00:08:18,000 --> 00:08:24,000 we're led by this formula, Fourier's formula, 98 00:08:22,000 --> 00:08:28,000 to the response to things which otherwise we would have not been 99 00:08:27,000 --> 00:08:33,000 able to calculate, namely, any periodic function 100 00:08:31,000 --> 00:08:37,000 of period two pi will have, the procedure will be, 101 00:08:35,000 --> 00:08:41,000 you've got a periodic function of period two pi. 102 00:08:40,000 --> 00:08:46,000 Find its Fourier series, and I'll show you how to do 103 00:08:43,000 --> 00:08:49,000 that today. Find its Fourier series, 104 00:08:46,000 --> 00:08:52,000 and then the response to that general f of t will be this 105 00:08:50,000 --> 00:08:56,000 infinite series of functions, where these things are things 106 00:08:55,000 --> 00:09:01,000 you already know how to calculate. 107 00:08:57,000 --> 00:09:03,000 They are the responses to sines and cosines. 108 00:09:02,000 --> 00:09:08,000 And, you just formed the sum with those coefficients. 109 00:09:06,000 --> 00:09:12,000 Now, why does that work? It works by the superposition 110 00:09:10,000 --> 00:09:16,000 principle. So, this is true. 111 00:09:13,000 --> 00:09:19,000 The reason I can do the adding and multiplying by constant, 112 00:09:17,000 --> 00:09:23,000 I'm using the superposition principle. 113 00:09:21,000 --> 00:09:27,000 If this input produces that response, then the sum of a 114 00:09:25,000 --> 00:09:31,000 bunch of inputs produces the sum of the corresponding responses. 115 00:09:32,000 --> 00:09:38,000 And, why is that? Why can I use the superposition 116 00:09:38,000 --> 00:09:44,000 principle? Because the ODE is linear. 117 00:09:43,000 --> 00:09:49,000 It's okay, since the ODE is linear. 118 00:09:47,000 --> 00:09:53,000 That's what makes all this work. 119 00:09:51,000 --> 00:09:57,000 Now, so what we're going to do today is I will show you how to 120 00:09:59,000 --> 00:10:05,000 calculate those Fourier series. I will not be able to use it to 121 00:10:07,000 --> 00:10:13,000 actually solve any differential equation. 122 00:10:09,000 --> 00:10:15,000 It will take us pretty much all the period to show how to 123 00:10:13,000 --> 00:10:19,000 calculate a Fourier series. And, okay, so I'm going to 124 00:10:17,000 --> 00:10:23,000 solve differential equations on Monday. 125 00:10:19,000 --> 00:10:25,000 Wrong. I probably won't even get to it 126 00:10:22,000 --> 00:10:28,000 then because the calculation of a Fourier series is a sufficient 127 00:10:26,000 --> 00:10:32,000 amount of work that you really want to know all the possible 128 00:10:30,000 --> 00:10:36,000 tricks and shortcuts there are. Unfortunately, 129 00:10:35,000 --> 00:10:41,000 they are not very clever tricks. 130 00:10:37,000 --> 00:10:43,000 They are just obvious things. But, it will take me a period 131 00:10:41,000 --> 00:10:47,000 to point out those obvious things, obvious in my sense if 132 00:10:45,000 --> 00:10:51,000 not in yours. And, finally, 133 00:10:47,000 --> 00:10:53,000 the third day, we'll solve differential 134 00:10:50,000 --> 00:10:56,000 equations. I will actually carry out the 135 00:10:53,000 --> 00:10:59,000 program. But the main thing we're going 136 00:10:56,000 --> 00:11:02,000 to get out of it is another approach to resonance because 137 00:11:00,000 --> 00:11:06,000 the things that we are going to be interested in are picking out 138 00:11:05,000 --> 00:11:11,000 which of these terms may possibly produce resonance, 139 00:11:08,000 --> 00:11:14,000 and therefore a very crazy response. 140 00:11:13,000 --> 00:11:19,000 Some of the terms in the response suddenly get a much 141 00:11:16,000 --> 00:11:22,000 bigger amplitude than this than you would normally have thought 142 00:11:21,000 --> 00:11:27,000 they had because it's picking out resonant terms in the 143 00:11:24,000 --> 00:11:30,000 Fourier series of the input. Okay, well, that's a big 144 00:11:28,000 --> 00:11:34,000 mouthfu. Let's get started on 145 00:11:30,000 --> 00:11:36,000 calculating. So, the program today is 146 00:11:33,000 --> 00:11:39,000 calculate the Fourier series. Given f of t periodic, 147 00:11:40,000 --> 00:11:46,000 having two pi as a period, find its Fourier series. 148 00:11:47,000 --> 00:11:53,000 How, in other words, do I calculate those 149 00:11:52,000 --> 00:11:58,000 coefficients, an and bn. 150 00:11:57,000 --> 00:12:03,000 Now, the answer is not immediately apparent, 151 00:12:00,000 --> 00:12:06,000 and it's really quite remarkable. 152 00:12:03,000 --> 00:12:09,000 I think it's quite remarkable, anyway. 153 00:12:05,000 --> 00:12:11,000 It's one of the basic things of higher mathematics. 154 00:12:10,000 --> 00:12:16,000 And, what it depends upon are certain things called the 155 00:12:14,000 --> 00:12:20,000 orthogonality relations. So, this is the place where 156 00:12:18,000 --> 00:12:24,000 you've got to learn what such things are. 157 00:12:21,000 --> 00:12:27,000 Well, I think it would be a good idea to have a general 158 00:12:25,000 --> 00:12:31,000 definition, rather than immediately get into the 159 00:12:29,000 --> 00:12:35,000 specifics. So, I'm going to call u of x, 160 00:12:34,000 --> 00:12:40,000 u of t, I think I will use, 161 00:12:39,000 --> 00:12:45,000 since Fourier analysis is most often applied when the variable 162 00:12:45,000 --> 00:12:51,000 is time, I think I will stick to independent variable t all 163 00:12:51,000 --> 00:12:57,000 period long, if I remember to, at any rate. 164 00:12:56,000 --> 00:13:02,000 So, these are two continuous, or not very discontinuous 165 00:13:01,000 --> 00:13:07,000 functions on minus pi. Let's make them periodic. 166 00:13:07,000 --> 00:13:13,000 Let's say two pi is a period. So, functions, 167 00:13:12,000 --> 00:13:18,000 for example like those guys, sine t, sine nt, 168 00:13:16,000 --> 00:13:22,000 sine 22t, 169 00:13:20,000 --> 00:13:26,000 and so on, say two pi is a period. 170 00:13:23,000 --> 00:13:29,000 Well, I want them really on the whole real axis, 171 00:13:28,000 --> 00:13:34,000 not there. Define for all real numbers. 172 00:13:34,000 --> 00:13:40,000 Then, I say that they are orthogonal, perpendicular. 173 00:13:39,000 --> 00:13:45,000 But nobody says perpendicular. Orthogonal is the word, 174 00:13:44,000 --> 00:13:50,000 orthogonal on the interval minus pi to pi 175 00:13:49,000 --> 00:13:55,000 if the integral, so, two are orthogonal. 176 00:13:54,000 --> 00:14:00,000 Well, these two functions, if the integral from minus pi 177 00:14:00,000 --> 00:14:06,000 to pi of u of t v of t, the product is zero, 178 00:14:06,000 --> 00:14:12,000 that's called the orthogonality condition on minus pi to pi. 179 00:14:12,000 --> 00:14:18,000 Now, well, it's just the 180 00:14:16,000 --> 00:14:22,000 definition. I would love to go into a 181 00:14:19,000 --> 00:14:25,000 little song and dance now on what the definition really 182 00:14:23,000 --> 00:14:29,000 means, and what its application, why the word orthogonal is 183 00:14:27,000 --> 00:14:33,000 used, because it really does have something to do with two 184 00:14:31,000 --> 00:14:37,000 vectors being orthogonal in the sense in which you live it in 185 00:14:35,000 --> 00:14:41,000 18.02. I'll have to put that on the 186 00:14:39,000 --> 00:14:45,000 ice for the moment, and whether I get to it or not 187 00:14:43,000 --> 00:14:49,000 depends on how fast I talk. But, you probably prefer I talk 188 00:14:48,000 --> 00:14:54,000 slowly. So, let's compromise. 189 00:14:50,000 --> 00:14:56,000 Anyway, that's the condition. And now, what I say is that 190 00:14:55,000 --> 00:15:01,000 that Fourier, that blue Fourier series, 191 00:14:58,000 --> 00:15:04,000 -- -- what finding the 192 00:15:01,000 --> 00:15:07,000 coefficients an and bn depends upon is this theorem that the 193 00:15:06,000 --> 00:15:12,000 collection of functions, as I look at this collection of 194 00:15:11,000 --> 00:15:17,000 functions, sine nt for any value of the integer, 195 00:15:16,000 --> 00:15:22,000 n, of course I can assume n is a positive integer because sine 196 00:15:21,000 --> 00:15:27,000 of minus nt is the same as sine of nt. 197 00:15:26,000 --> 00:15:32,000 And, cosine mt, let's give it a different, 198 00:15:30,000 --> 00:15:36,000 so I don't want you to think they are exactly the same 199 00:15:34,000 --> 00:15:40,000 integers. So, this is a big collection of 200 00:15:40,000 --> 00:15:46,000 functions, as n runs from one to infinity-- Here, 201 00:15:45,000 --> 00:15:51,000 I could let m be run from zero to infinity because cosine of 202 00:15:51,000 --> 00:15:57,000 zero t means something. 203 00:15:54,000 --> 00:16:00,000 It's a constant, one-- that any two distinct 204 00:15:59,000 --> 00:16:05,000 ones, two distinct, you know, how can two things be 205 00:16:04,000 --> 00:16:10,000 not different? Well, you know, 206 00:16:08,000 --> 00:16:14,000 you talk about two coincident roots. 207 00:16:12,000 --> 00:16:18,000 I'm just killing, doing a little overkill. 208 00:16:16,000 --> 00:16:22,000 Any two distinct ones of these, two distinct members of the set 209 00:16:22,000 --> 00:16:28,000 of this collection of, I don't know, 210 00:16:25,000 --> 00:16:31,000 there's no way to say that, any two distinct ones are 211 00:16:31,000 --> 00:16:37,000 orthogonal on this interval. Of course, they all have two pi 212 00:16:36,000 --> 00:16:42,000 as a period for all of them. So, they form into this general 213 00:16:43,000 --> 00:16:49,000 category that I'm talking about, but any two distinct ones are 214 00:16:47,000 --> 00:16:53,000 orthogonal on the interval for minus pi to pi. 215 00:16:51,000 --> 00:16:57,000 So, if I integrate from minus 216 00:16:53,000 --> 00:16:59,000 pi to pi sine of three t times cosine of four t dt, 217 00:16:57,000 --> 00:17:03,000 answer is zero. 218 00:17:00,000 --> 00:17:06,000 If I integrate sine of 3t times 219 00:17:05,000 --> 00:17:11,000 the sine of 60t, answer is zero. 220 00:17:09,000 --> 00:17:15,000 The same thing with two cosines, or a sine and a cosine. 221 00:17:13,000 --> 00:17:19,000 The only time you don't get zero is if you integrate, 222 00:17:17,000 --> 00:17:23,000 if you make the two functions the same. 223 00:17:20,000 --> 00:17:26,000 Now, how do you know that you could not possibly get the 224 00:17:25,000 --> 00:17:31,000 answer is zero if the two functions are the same? 225 00:17:30,000 --> 00:17:36,000 If the two functions are the same, then I'm integrating a 226 00:17:35,000 --> 00:17:41,000 square. A square is always positive. 227 00:17:38,000 --> 00:17:44,000 I'm integrating a square. A square is always positive, 228 00:17:43,000 --> 00:17:49,000 and therefore I cannot get the answer, zero. 229 00:17:47,000 --> 00:17:53,000 But, in the other cases, I might get the answer zero. 230 00:17:51,000 --> 00:17:57,000 And the theorem is you always do. 231 00:17:54,000 --> 00:18:00,000 Okay, so, why is this? Well, there are three ways to 232 00:18:00,000 --> 00:18:06,000 prove this. It's like many fundamental 233 00:18:03,000 --> 00:18:09,000 facts in mathematics. There are different ways of 234 00:18:07,000 --> 00:18:13,000 going about it. By the way, along with the 235 00:18:10,000 --> 00:18:16,000 theorem, I probably should have included, so, 236 00:18:14,000 --> 00:18:20,000 I'm far away. But you might as well include, 237 00:18:18,000 --> 00:18:24,000 because we're going to need it. What happens if you use the 238 00:18:23,000 --> 00:18:29,000 same function? If I take U equal to V, 239 00:18:26,000 --> 00:18:32,000 and in that case, as I've indicated, 240 00:18:29,000 --> 00:18:35,000 you're not going to get the answer, zero. 241 00:18:34,000 --> 00:18:40,000 But, what you will get is, so, in other words, 242 00:18:37,000 --> 00:18:43,000 I'm just asking, what is the sine of 243 00:18:41,000 --> 00:18:47,000 n t squared. That's a case where two of them 244 00:18:44,000 --> 00:18:50,000 are the same. I use the same function. 245 00:18:47,000 --> 00:18:53,000 What's that? Well, the answer is, 246 00:18:50,000 --> 00:18:56,000 it's the same as what you will get if you integrate the cosine, 247 00:18:54,000 --> 00:19:00,000 cosine squared n t dt. 248 00:18:58,000 --> 00:19:04,000 And, the answer to either one 249 00:19:02,000 --> 00:19:08,000 of these is pi. That's something you know how 250 00:19:06,000 --> 00:19:12,000 to do from 18.01 or the equivalent thereof. 251 00:19:09,000 --> 00:19:15,000 You can integrate sine squared. It's one of the things you had 252 00:19:14,000 --> 00:19:20,000 to learn for whatever exam you took on methods of integration. 253 00:19:19,000 --> 00:19:25,000 Anyway, so I'm not going to calculate this out. 254 00:19:23,000 --> 00:19:29,000 The answer turns out to be pi. All right, now, 255 00:19:27,000 --> 00:19:33,000 the ways to prove it are you can use trig identities. 256 00:19:33,000 --> 00:19:39,000 And, I'm asking you in one of the early problems in the 257 00:19:37,000 --> 00:19:43,000 problem set, identities, identities for the product of 258 00:19:41,000 --> 00:19:47,000 sine and cosine, expressing it in a form in 259 00:19:44,000 --> 00:19:50,000 which it's easy to integrate, and you can prove it that way. 260 00:19:48,000 --> 00:19:54,000 Or, you can use, if you have forgotten the 261 00:19:51,000 --> 00:19:57,000 trigonometric identities and want to get some more exercise 262 00:19:56,000 --> 00:20:02,000 with complex-- you can use complex exponentials. 263 00:20:01,000 --> 00:20:07,000 So, I'm asking you how to, in another part of the same 264 00:20:05,000 --> 00:20:11,000 problem I'm asking you how to do it, do one of these, 265 00:20:09,000 --> 00:20:15,000 at any rate, using complex exponentials. 266 00:20:13,000 --> 00:20:19,000 And now, I'm going to use a mysterious third method another 267 00:20:18,000 --> 00:20:24,000 way. I'm going to use the ODE. 268 00:20:20,000 --> 00:20:26,000 I'm going to do that because this is the method. 269 00:20:24,000 --> 00:20:30,000 It's not just sines and cosines which are orthogonal. 270 00:20:30,000 --> 00:20:36,000 There are masses of orthogonal functions out there. 271 00:20:33,000 --> 00:20:39,000 And, the way they are discovered, and the way you 272 00:20:36,000 --> 00:20:42,000 prove they're orthogonal is not with trig identities and complex 273 00:20:40,000 --> 00:20:46,000 exponentials because those only work with sines and cosines. 274 00:20:44,000 --> 00:20:50,000 It is, instead, by going back to the 275 00:20:46,000 --> 00:20:52,000 differential equation that they solve. 276 00:20:48,000 --> 00:20:54,000 And that's, therefore, the method here that I'm going 277 00:20:52,000 --> 00:20:58,000 to use here because this is the method which generalizes to many 278 00:20:56,000 --> 00:21:02,000 other differential equations other than the simple ones 279 00:20:59,000 --> 00:21:05,000 satisfied by sines and cosines. But anyway, that is the source. 280 00:21:05,000 --> 00:21:11,000 So, the way the proof of these orthogonality conditions goes, 281 00:21:09,000 --> 00:21:15,000 so I'm not going to do that. And, I'm going to assume that m 282 00:21:14,000 --> 00:21:20,000 is different from n so that I'm not in either of these two 283 00:21:18,000 --> 00:21:24,000 cases. What it depends on is, 284 00:21:20,000 --> 00:21:26,000 what's the differential equation that all these 285 00:21:23,000 --> 00:21:29,000 functions satisfy? Well, it's a different 286 00:21:26,000 --> 00:21:32,000 differential equation depending upon the value of n, 287 00:21:30,000 --> 00:21:36,000 -- -- but they look at essentially 288 00:21:35,000 --> 00:21:41,000 the same. These satisfy the differential 289 00:21:38,000 --> 00:21:44,000 equation, in other words, what they have in common. 290 00:21:43,000 --> 00:21:49,000 The differential equation is, let's call it u. 291 00:21:48,000 --> 00:21:54,000 It looks better. It's going to look better if 292 00:21:52,000 --> 00:21:58,000 you let me call it u. u double prime plus, 293 00:21:56,000 --> 00:22:02,000 well, n squared, so for the function sine n t 294 00:22:00,000 --> 00:22:06,000 cosine n t, satisfy u double 295 00:22:05,000 --> 00:22:11,000 prime plus n squared times u. 296 00:22:11,000 --> 00:22:17,000 In other words, the frequency is n, 297 00:22:13,000 --> 00:22:19,000 and therefore, this is a square of the 298 00:22:16,000 --> 00:22:22,000 frequency is what you put here, equals zero. 299 00:22:19,000 --> 00:22:25,000 In other words, what these functions have in 300 00:22:22,000 --> 00:22:28,000 common is that they satisfy differential equations that look 301 00:22:26,000 --> 00:22:32,000 like that. And the only thing that's 302 00:22:28,000 --> 00:22:34,000 allowed to vary is the frequency, which is allowed to 303 00:22:32,000 --> 00:22:38,000 change. The frequency is in this 304 00:22:36,000 --> 00:22:42,000 coefficient of u. Now, the remarkable thing is 305 00:22:42,000 --> 00:22:48,000 that's all you need to know. The fact that they satisfy the 306 00:22:49,000 --> 00:22:55,000 differential equation, that's all you need to know to 307 00:22:55,000 --> 00:23:01,000 prove the orthogonality relationship. 308 00:22:59,000 --> 00:23:05,000 Okay, let's try to do it. Well, I need some notation. 309 00:23:06,000 --> 00:23:12,000 So, I'm going to let un and vm be any two of the functions. 310 00:23:11,000 --> 00:23:17,000 In other words, I'll assume m is different from 311 00:23:16,000 --> 00:23:22,000 n. For example, 312 00:23:17,000 --> 00:23:23,000 this one could be sine nt, and that could be 313 00:23:22,000 --> 00:23:28,000 sine of mt, or this could be sine nt 314 00:23:26,000 --> 00:23:32,000 and that could be cosine of mt. 315 00:23:33,000 --> 00:23:39,000 You get the idea. Any two of those in the 316 00:23:35,000 --> 00:23:41,000 subscript indicates whether what the n or the m is that are in 317 00:23:40,000 --> 00:23:46,000 that. Any two, and I mean really two, 318 00:23:42,000 --> 00:23:48,000 distinct, well, if I say that m is not n, 319 00:23:45,000 --> 00:23:51,000 then they positively have to be different. 320 00:23:48,000 --> 00:23:54,000 So, again, it's overkill with my two's-ness. 321 00:23:51,000 --> 00:23:57,000 And, what I'm going to calculate, well, 322 00:23:53,000 --> 00:23:59,000 first of all, from the equation, 323 00:23:56,000 --> 00:24:02,000 I'm going to write the equation this way. 324 00:24:00,000 --> 00:24:06,000 It says that u double prime is equal to minus n squared u. 325 00:24:07,000 --> 00:24:13,000 That's true for any of these 326 00:24:11,000 --> 00:24:17,000 guys. Of course, here, 327 00:24:13,000 --> 00:24:19,000 it would be v double prime is equal to minus m squared 328 00:24:20,000 --> 00:24:26,000 times v. You have to make those simple 329 00:24:26,000 --> 00:24:32,000 adjustments. And now, what we're going to 330 00:24:30,000 --> 00:24:36,000 calculate is the integral from minus pi to pi of un double 331 00:24:37,000 --> 00:24:43,000 prime times vm dt. 332 00:24:43,000 --> 00:24:49,000 Now, just bear with me. 333 00:24:48,000 --> 00:24:54,000 Why am I going to do that? I can't explain what I'm going 334 00:24:53,000 --> 00:24:59,000 to do that. But you won't ask me the 335 00:24:56,000 --> 00:25:02,000 question in five minutes. But the point is, 336 00:24:59,000 --> 00:25:05,000 this is highly un-symmetric. The u is differentiated twice. 337 00:25:05,000 --> 00:25:11,000 The v isn't. So, those two functions-- but 338 00:25:08,000 --> 00:25:14,000 there is a way of turning them into an expression which looks 339 00:25:12,000 --> 00:25:18,000 extremely symmetric, where they are the same. 340 00:25:16,000 --> 00:25:22,000 And the way to do that is I want to get rid of one of these 341 00:25:20,000 --> 00:25:26,000 primes here and put one on here. The way to do that is if you 342 00:25:25,000 --> 00:25:31,000 want to integrate one of these guys, and differentiate this one 343 00:25:29,000 --> 00:25:35,000 to make them look the same, that's called integration by 344 00:25:33,000 --> 00:25:39,000 parts, the most important theoretical method you learned 345 00:25:38,000 --> 00:25:44,000 in 18.01 even though you didn't know that it was the most 346 00:25:42,000 --> 00:25:48,000 important theoretical method. Okay, we're going to use it now 347 00:25:47,000 --> 00:25:53,000 as a basis for Fourier series. Okay, so I'm going to integrate 348 00:25:51,000 --> 00:25:57,000 by parts. Now, the first thing you do, 349 00:25:53,000 --> 00:25:59,000 of course, when you integrate by parts is you just do the 350 00:25:56,000 --> 00:26:02,000 integration. You don't do differentiation. 351 00:25:59,000 --> 00:26:05,000 So, the first thing looks like this. 352 00:26:02,000 --> 00:26:08,000 And, that's to be evaluated between negative pi and pi. 353 00:26:08,000 --> 00:26:14,000 In doing integration by parts between limits, 354 00:26:12,000 --> 00:26:18,000 minus what you get by doing both. 355 00:26:16,000 --> 00:26:22,000 You do both, the integration and the 356 00:26:20,000 --> 00:26:26,000 differentiation. And, again, evaluate that 357 00:26:24,000 --> 00:26:30,000 between limits. Now, I'm just going to BS my 358 00:26:29,000 --> 00:26:35,000 way through this. This is zero. 359 00:26:34,000 --> 00:26:40,000 I don't care what the un's, which un you picked and which 360 00:26:39,000 --> 00:26:45,000 vm you picked. The answer here is always going 361 00:26:43,000 --> 00:26:49,000 to be zero. Instead of wasting six boards 362 00:26:46,000 --> 00:26:52,000 trying to write out the argument, let me wave my hands. 363 00:26:51,000 --> 00:26:57,000 Okay, it's clear, for example, 364 00:26:54,000 --> 00:27:00,000 that a v is a sine, sine mt. 365 00:26:57,000 --> 00:27:03,000 Of course it's zero because the sine vanishes at both pi and 366 00:27:02,000 --> 00:27:08,000 minus pi. If the un were a cosine, 367 00:27:06,000 --> 00:27:12,000 after I differentiate it, it became a sine. 368 00:27:09,000 --> 00:27:15,000 And so, now it's this side guy that's zero at both ends. 369 00:27:14,000 --> 00:27:20,000 So, the only case in which we might have a little doubt is if 370 00:27:18,000 --> 00:27:24,000 this is a cosine, and after differentiation, 371 00:27:21,000 --> 00:27:27,000 this is also a cosine. In other words, 372 00:27:24,000 --> 00:27:30,000 it might look like cosine, after, this cosine nt times 373 00:27:28,000 --> 00:27:34,000 cosine mt. But, I claim that that's zero, 374 00:27:34,000 --> 00:27:40,000 too. Why? 375 00:27:35,000 --> 00:27:41,000 Because the cosines are even functions, and therefore, 376 00:27:39,000 --> 00:27:45,000 they have the same value at both ends. 377 00:27:42,000 --> 00:27:48,000 So, if I subtract the value evaluated at pi, 378 00:27:46,000 --> 00:27:52,000 and subtract the value of minus pi, again zero because I have 379 00:27:51,000 --> 00:27:57,000 the same value at both ends. So, by this entirely convincing 380 00:27:56,000 --> 00:28:02,000 argument, no matter what combination of sines and cosines 381 00:28:00,000 --> 00:28:06,000 I have here, the answer to that part will always be zero. 382 00:28:07,000 --> 00:28:13,000 So, by calculation, but thought calculation; 383 00:28:11,000 --> 00:28:17,000 it's just a waste of time to write anything out. 384 00:28:16,000 --> 00:28:22,000 You stare at it until you agree that it's so. 385 00:28:20,000 --> 00:28:26,000 And now, I've taken, by this integration by parts, 386 00:28:25,000 --> 00:28:31,000 I've taken this highly un-symmetric expression and 387 00:28:30,000 --> 00:28:36,000 turned it into something in which the u and the v are 388 00:28:35,000 --> 00:28:41,000 treated exactly alike. Well, good, that's nice, 389 00:28:40,000 --> 00:28:46,000 but why? Why did I go to this trouble? 390 00:28:43,000 --> 00:28:49,000 Okay, now we're going to use the fact that this satisfies the 391 00:28:47,000 --> 00:28:53,000 differential equation, in other words, 392 00:28:50,000 --> 00:28:56,000 that u double prime is equal to minus n, 393 00:28:53,000 --> 00:28:59,000 I'm sorry, I should have subscripted this. 394 00:28:56,000 --> 00:29:02,000 If that's the solution, then this is equal to, 395 00:29:00,000 --> 00:29:06,000 times. You have to put in a subscript 396 00:29:02,000 --> 00:29:08,000 otherwise. The n wouldn't matter. 397 00:29:06,000 --> 00:29:12,000 All right, I'm now going to take that expression, 398 00:29:10,000 --> 00:29:16,000 and evaluate it differently. un double prime vm dt 399 00:29:15,000 --> 00:29:21,000 is equal to, well, un double prime, 400 00:29:18,000 --> 00:29:24,000 because it satisfies the differential equation is equal 401 00:29:22,000 --> 00:29:28,000 to that. So, what is this? 402 00:29:25,000 --> 00:29:31,000 This is minus n squared times the integral from 403 00:29:29,000 --> 00:29:35,000 negative pi to pi, and I'm replacing un double 404 00:29:33,000 --> 00:29:39,000 prime by minus n squared un. 405 00:29:39,000 --> 00:29:45,000 I pulled the minus n squared out. 406 00:29:43,000 --> 00:29:49,000 So, it's un here, and the other factor is vm dt. 407 00:29:47,000 --> 00:29:53,000 Now, that's the proof. Huh? 408 00:29:50,000 --> 00:29:56,000 What do you mean that's the proof? 409 00:29:54,000 --> 00:30:00,000 Okay, well, I'll first state it, why intuitively that's the 410 00:29:59,000 --> 00:30:05,000 end of the argument. And then, I'll spell it out a 411 00:30:06,000 --> 00:30:12,000 little more detail, but the more detail you make 412 00:30:11,000 --> 00:30:17,000 for this, the more obscure it gets instead of, 413 00:30:16,000 --> 00:30:22,000 look, I just showed you that this is symmetric in u and v, 414 00:30:22,000 --> 00:30:28,000 after you massage it a little bit. 415 00:30:26,000 --> 00:30:32,000 Here, I'm calculating it a different way. 416 00:30:30,000 --> 00:30:36,000 Is this symmetric in u and v? Well, the answer is yes or no. 417 00:30:37,000 --> 00:30:43,000 Is this symmetric at u and v? No. 418 00:30:40,000 --> 00:30:46,000 Why? Because of the n. 419 00:30:42,000 --> 00:30:48,000 The n favors u. We have what is called a 420 00:30:46,000 --> 00:30:52,000 paradox. This thing is symmetric in u 421 00:30:50,000 --> 00:30:56,000 and v because I can show it is. And, it's not symmetric in u 422 00:30:55,000 --> 00:31:01,000 and v because I can show it is. I can show it's not symmetric 423 00:31:01,000 --> 00:31:07,000 because it favors the n. Now, there's only one possible 424 00:31:09,000 --> 00:31:15,000 resolution of that paradox. Both would be symmetric if what 425 00:31:19,000 --> 00:31:25,000 were true? Pardon? 426 00:31:22,000 --> 00:31:28,000 Negative pi. All right, let me write it this 427 00:31:29,000 --> 00:31:35,000 way. Okay, never mind. 428 00:31:32,000 --> 00:31:38,000 You see, the only way this can happen is if this expression is 429 00:31:37,000 --> 00:31:43,000 zero. In other words, 430 00:31:39,000 --> 00:31:45,000 the only way something can be both symmetric and not symmetric 431 00:31:44,000 --> 00:31:50,000 is if it's zero all the time. And, that's what we're trying 432 00:31:48,000 --> 00:31:54,000 to prove, that this is zero. But, instead of doing it that 433 00:31:53,000 --> 00:31:59,000 way, let me show you. This is equal to that, 434 00:31:57,000 --> 00:32:03,000 and therefore, two things according to Euclid, 435 00:32:00,000 --> 00:32:06,000 two things equal to the same thing are equal to each other. 436 00:32:07,000 --> 00:32:13,000 So, this equals that, which, in turn, 437 00:32:09,000 --> 00:32:15,000 therefore, equals what I would have gotten. 438 00:32:12,000 --> 00:32:18,000 I'm just saying the symmetry of different way, 439 00:32:15,000 --> 00:32:21,000 what I would have gotten if I had done this calculation. 440 00:32:19,000 --> 00:32:25,000 And, that turns out to be minus m squared times the integral 441 00:32:23,000 --> 00:32:29,000 from minus pi to pi of un vm dt. 442 00:32:28,000 --> 00:32:34,000 So, these two are equal because 443 00:32:33,000 --> 00:32:39,000 they are both equal to this. This is equal to that. 444 00:32:38,000 --> 00:32:44,000 This equals that. Therefore, how can this equal 445 00:32:42,000 --> 00:32:48,000 that unless the integral is zero? 446 00:32:46,000 --> 00:32:52,000 How's that? Remember, m is different from 447 00:32:50,000 --> 00:32:56,000 n. So, what this proves is, 448 00:32:52,000 --> 00:32:58,000 therefore, the integral from negative pi to pi of un vm dt is 449 00:32:59,000 --> 00:33:05,000 equal to zero, 450 00:33:05,000 --> 00:33:11,000 at least if m is different from n. 451 00:33:10,000 --> 00:33:16,000 Now, there is one case I didn't include. 452 00:33:12,000 --> 00:33:18,000 Which case didn't I include? un times un is not supposed to 453 00:33:16,000 --> 00:33:22,000 be zero. So, in that case, 454 00:33:18,000 --> 00:33:24,000 I don't have to worry about, but there is a case that I 455 00:33:22,000 --> 00:33:28,000 didn't. For example, 456 00:33:24,000 --> 00:33:30,000 something like the cosine of nt times the sine of nt. 457 00:33:28,000 --> 00:33:34,000 Here, the m is the same as the 458 00:33:32,000 --> 00:33:38,000 n. Nonetheless, 459 00:33:34,000 --> 00:33:40,000 I am claiming that this is zero because these aren't the same 460 00:33:39,000 --> 00:33:45,000 function. One is a cosine. 461 00:33:42,000 --> 00:33:48,000 Why is that zero? Can you see mentally that 462 00:33:46,000 --> 00:33:52,000 that's zero? Mentally? 463 00:33:48,000 --> 00:33:54,000 Well, this is trying to be in another life, 464 00:33:52,000 --> 00:33:58,000 it's trying to be one half the sine of two nt, right? 465 00:33:57,000 --> 00:34:03,000 And obviously the integral of 466 00:34:02,000 --> 00:34:08,000 sine of two nt is zero between minus pi and pi 467 00:34:06,000 --> 00:34:12,000 because you integrate it, 468 00:34:09,000 --> 00:34:15,000 and it turns out to be zero. You integrate it to a cosine, 469 00:34:13,000 --> 00:34:19,000 which has the same value of both ends. 470 00:34:16,000 --> 00:34:22,000 Well, that was a lot of talking. 471 00:34:18,000 --> 00:34:24,000 If this proof is too abstract for you, I won't ask you to 472 00:34:22,000 --> 00:34:28,000 reproduce it on an exam. You can go with the proofs 473 00:34:25,000 --> 00:34:31,000 using trigonometric identities, and/or complex exponentials. 474 00:34:31,000 --> 00:34:37,000 But, you ought to know at least one of those, 475 00:34:34,000 --> 00:34:40,000 and for the problem set I'm asking you to fool around a 476 00:34:39,000 --> 00:34:45,000 little with at least two of them. 477 00:34:41,000 --> 00:34:47,000 Okay, now, what has this got to do with the problem we started 478 00:34:47,000 --> 00:34:53,000 with originally? The problem is to explain this 479 00:34:50,000 --> 00:34:56,000 blue series. So, our problem is, 480 00:34:53,000 --> 00:34:59,000 how, from this, am I going to get the terms of 481 00:34:57,000 --> 00:35:03,000 this blue series? So, given f of t, 482 00:35:02,000 --> 00:35:08,000 two pi s a period. Find the an and the bn. 483 00:35:06,000 --> 00:35:12,000 Okay, let's focus on the an. The bn is the same. 484 00:35:11,000 --> 00:35:17,000 Once you know how to do one, you know how to do the other. 485 00:35:16,000 --> 00:35:22,000 So, here's the idea. Again, it goes back to the 486 00:35:21,000 --> 00:35:27,000 something you learned at the very beginning of 18.02, 487 00:35:26,000 --> 00:35:32,000 but I don't think it took. But maybe some of you will 488 00:35:32,000 --> 00:35:38,000 recognize it. So, what I'm going to do is 489 00:35:36,000 --> 00:35:42,000 write it. Here's the term we're looking 490 00:35:40,000 --> 00:35:46,000 for here, this one. Okay, and there are others. 491 00:35:45,000 --> 00:35:51,000 It's an infinite series that goes on forever. 492 00:35:50,000 --> 00:35:56,000 And now, to make the argument, I've got to put it one more 493 00:35:56,000 --> 00:36:02,000 term here. So, I'm going to put in ak 494 00:36:00,000 --> 00:36:06,000 cosine kt. I don't mean to imply that that 495 00:36:07,000 --> 00:36:13,000 k could be more than n, in which case I should have 496 00:36:11,000 --> 00:36:17,000 written it here. I could have also used equally 497 00:36:16,000 --> 00:36:22,000 well bk sine kt here, and I could have put it 498 00:36:22,000 --> 00:36:28,000 there. This is just some other term. 499 00:36:25,000 --> 00:36:31,000 This is the an, and this is the one we want. 500 00:36:30,000 --> 00:36:36,000 And, this is some other term. Okay, all right, 501 00:36:35,000 --> 00:36:41,000 now, what you do is, to get the an, 502 00:36:38,000 --> 00:36:44,000 what you do is you multiply everything through by, 503 00:36:42,000 --> 00:36:48,000 you focus on the one you want, so it's dot, 504 00:36:46,000 --> 00:36:52,000 dot, dot, dot, dot, and you multiply by cosine 505 00:36:50,000 --> 00:36:56,000 nt. So, it's ak cosine kt times 506 00:36:54,000 --> 00:37:00,000 cosine nt. 507 00:36:57,000 --> 00:37:03,000 Of course, that gets multiplied, too. 508 00:37:02,000 --> 00:37:08,000 But, the one we want also gets multiplied, an. 509 00:37:06,000 --> 00:37:12,000 And, it becomes, when I multiply by cosine nt, 510 00:37:11,000 --> 00:37:17,000 cosine squared nt, 511 00:37:16,000 --> 00:37:22,000 and now, I hope you can see what's going to happen. 512 00:37:21,000 --> 00:37:27,000 Now, oops, I didn't multiply the f of t, 513 00:37:26,000 --> 00:37:32,000 sorry. It's the oldest trick in the 514 00:37:30,000 --> 00:37:36,000 book. I now integrate everything from 515 00:37:35,000 --> 00:37:41,000 minus, so I don't endlessly recopy. 516 00:37:38,000 --> 00:37:44,000 I'll integrate by putting it up in yellow chalk, 517 00:37:42,000 --> 00:37:48,000 and you are left to your own devices. 518 00:37:46,000 --> 00:37:52,000 This is definitely a colored pen type of course. 519 00:37:50,000 --> 00:37:56,000 Okay, so, you want to integrate from minus pi to pi? 520 00:37:55,000 --> 00:38:01,000 Good. Just integrate everything on 521 00:37:59,000 --> 00:38:05,000 the right hand side, also, from minus pi to pi. 522 00:38:05,000 --> 00:38:11,000 Plus, these are the guys just to indicate that I haven't, 523 00:38:10,000 --> 00:38:16,000 they are out there, too. 524 00:38:13,000 --> 00:38:19,000 And now, what happens? What's this? 525 00:38:16,000 --> 00:38:22,000 Zero. Every term is zero because of 526 00:38:20,000 --> 00:38:26,000 the orthogonality relations. They are all of the form, 527 00:38:25,000 --> 00:38:31,000 a constant times cosine nt times something different from 528 00:38:31,000 --> 00:38:37,000 cosine nt, sine kt, 529 00:38:35,000 --> 00:38:41,000 cosine kt, or even that constant term. 530 00:38:42,000 --> 00:38:48,000 All of the other terms are zero, and the only one which 531 00:38:46,000 --> 00:38:52,000 survives is this one. And, what's its value? 532 00:38:50,000 --> 00:38:56,000 The integral from minus pi to pi of cosine squared, 533 00:38:54,000 --> 00:39:00,000 I put that up somewhere. It's right here, 534 00:38:57,000 --> 00:39:03,000 down there? It is pi. 535 00:39:00,000 --> 00:39:06,000 So, this term turns into an pi, an, dragged along, 536 00:39:04,000 --> 00:39:10,000 but this, the integral of the square of the cosine turns out 537 00:39:10,000 --> 00:39:16,000 to be pi. And so, the end result is that 538 00:39:14,000 --> 00:39:20,000 we get a formula for an. What is an? 539 00:39:18,000 --> 00:39:24,000 an is, well, an times pi, 540 00:39:20,000 --> 00:39:26,000 all these terms of zero, and nothing is left but this 541 00:39:25,000 --> 00:39:31,000 left-hand side. And therefore, 542 00:39:28,000 --> 00:39:34,000 an times pi is the integral from negative pi to pi of f of t 543 00:39:34,000 --> 00:39:40,000 times cosine nt dt. 544 00:39:40,000 --> 00:39:46,000 But, that's an times pi. 545 00:39:45,000 --> 00:39:51,000 Therefore, if I want just an, I have to divide it by pi. 546 00:39:50,000 --> 00:39:56,000 And, that's the formula for the coefficient an. 547 00:39:54,000 --> 00:40:00,000 The argument is exactly the same if you want bn, 548 00:39:57,000 --> 00:40:03,000 but I will write it down for the sake of completeness, 549 00:40:02,000 --> 00:40:08,000 as they say, and to give you a chance to 550 00:40:05,000 --> 00:40:11,000 digest what I've done, you know, 30 seconds to digest 551 00:40:09,000 --> 00:40:15,000 it. Sine nt dt. 552 00:40:12,000 --> 00:40:18,000 And, that's because the argument is the same. 553 00:40:16,000 --> 00:40:22,000 And, the integral of sine squared nt is also 554 00:40:20,000 --> 00:40:26,000 pi. So, there's no difference 555 00:40:22,000 --> 00:40:28,000 there. Now, there's only one little 556 00:40:24,000 --> 00:40:30,000 caution. It have to be a little careful. 557 00:40:27,000 --> 00:40:33,000 This is n one, two, and so on, 558 00:40:29,000 --> 00:40:35,000 and this is also n one, two, and unfortunately, 559 00:40:33,000 --> 00:40:39,000 the constant term is a slight exception. 560 00:40:35,000 --> 00:40:41,000 We better look at that specifically because if you 561 00:40:39,000 --> 00:40:45,000 forget it, you can get them to gross, gross, 562 00:40:42,000 --> 00:40:48,000 gross errors. How about the constant term? 563 00:40:48,000 --> 00:40:54,000 Suppose I repeat the argument for that in miniature. 564 00:40:54,000 --> 00:41:00,000 There is a constant term plus other stuff, a typical other 565 00:41:01,000 --> 00:41:07,000 stuff, an cosine, let's say. 566 00:41:06,000 --> 00:41:12,000 How am I going to get that constant term? 567 00:41:10,000 --> 00:41:16,000 Well, if you think of this as sort of like a constant times, 568 00:41:16,000 --> 00:41:22,000 the reason is the constant is because it's being multiplied by 569 00:41:22,000 --> 00:41:28,000 cosine zero t. So, that suggests I should 570 00:41:27,000 --> 00:41:33,000 multiply by one. In other words, 571 00:41:31,000 --> 00:41:37,000 what I should do is simply integrate this from negative pi 572 00:41:36,000 --> 00:41:42,000 to pi, f of t dt. 573 00:41:40,000 --> 00:41:46,000 What's the answer? Well, this integrated from 574 00:41:44,000 --> 00:41:50,000 minus pi to pi is how much? It's c zero times two pi, 575 00:41:49,000 --> 00:41:55,000 right? And, the other terms all give 576 00:41:52,000 --> 00:41:58,000 me zero. Every other term is zero 577 00:41:55,000 --> 00:42:01,000 because if you integrate cosine nt or sine nt 578 00:42:00,000 --> 00:42:06,000 over a complete period, you always get zero. 579 00:42:06,000 --> 00:42:12,000 There is as much area above the axis or below. 580 00:42:10,000 --> 00:42:16,000 Or, you can look at two special cases. 581 00:42:13,000 --> 00:42:19,000 Anyway, you always get zero. It's the same thing with sine 582 00:42:18,000 --> 00:42:24,000 here. So, the answer is that c zero 583 00:42:21,000 --> 00:42:27,000 is equal to, is a little special. 584 00:42:24,000 --> 00:42:30,000 You don't just put n equals zero here because then 585 00:42:30,000 --> 00:42:36,000 you would lose a factor of two. So, c zero should be one 586 00:42:36,000 --> 00:42:42,000 over two pi times this integral. 587 00:42:40,000 --> 00:42:46,000 Now, there are two kinds of people in the world, 588 00:42:44,000 --> 00:42:50,000 the ones who learn two separate formulas, and the ones who just 589 00:42:50,000 --> 00:42:56,000 learn two separate notations. So, what most people do is they 590 00:42:55,000 --> 00:43:01,000 say, look, I want this to be always the formula for a zero. 591 00:43:02,000 --> 00:43:08,000 That means, even when n is zero, I want this to be the 592 00:43:07,000 --> 00:43:13,000 formula. Well, then you are not going to 593 00:43:10,000 --> 00:43:16,000 get the right leading term. Instead of getting c zero, 594 00:43:14,000 --> 00:43:20,000 you're going to get twice it, and therefore, 595 00:43:18,000 --> 00:43:24,000 the formula is, the Fourier series, 596 00:43:21,000 --> 00:43:27,000 therefore, isn't written this way. 597 00:43:24,000 --> 00:43:30,000 It's written-- If you want an a zero there, 598 00:43:28,000 --> 00:43:34,000 calculate it by this formula. Then, you've got to write not c 599 00:43:34,000 --> 00:43:40,000 zero, but a zero over two. 600 00:43:37,000 --> 00:43:43,000 I think you will be happiest if I have to give you advice. 601 00:43:41,000 --> 00:43:47,000 I think you'll be happiest remembering a single formula for 602 00:43:45,000 --> 00:43:51,000 the an's and bn's, in which case you have to 603 00:43:48,000 --> 00:43:54,000 remember that the constant leading term is a zero over two 604 00:43:52,000 --> 00:43:58,000 if you insist on using that formula. 605 00:43:55,000 --> 00:44:01,000 Otherwise, you have to learn a special formula for the leading 606 00:43:59,000 --> 00:44:05,000 coefficient, namely one over two pi instead of one 607 00:44:03,000 --> 00:44:09,000 over pi. Well, am I really going to 608 00:44:08,000 --> 00:44:14,000 calculate a Fourier series in four minutes? 609 00:44:11,000 --> 00:44:17,000 Not very likely, but I'll give it a brave 610 00:44:14,000 --> 00:44:20,000 college try. Anyway, you will be doing a 611 00:44:17,000 --> 00:44:23,000 great deal of it, and your book has lots and lots 612 00:44:21,000 --> 00:44:27,000 of examples, too many, in fact. 613 00:44:23,000 --> 00:44:29,000 It ruined all the good examples by calculating them for you. 614 00:44:28,000 --> 00:44:34,000 But, I will at least outline. Do you want me to spend three 615 00:44:34,000 --> 00:44:40,000 minutes outlining a calculation just so you have something to 616 00:44:38,000 --> 00:44:44,000 work on in the next boring class you are in? 617 00:44:42,000 --> 00:44:48,000 Let's see, so I'll just put a few key things on the board. 618 00:44:46,000 --> 00:44:52,000 I would advise you to sit still for this. 619 00:44:49,000 --> 00:44:55,000 Otherwise you're going to hack it, and take twice as long as 620 00:44:54,000 --> 00:45:00,000 you should, even though I knew you've been up to 3:00 in the 621 00:44:58,000 --> 00:45:04,000 morning doing your problem set. Cheer up. 622 00:45:03,000 --> 00:45:09,000 I got up at 6:00 to make up the new one. 623 00:45:08,000 --> 00:45:14,000 So, we're even. This should be zero here. 624 00:45:13,000 --> 00:45:19,000 So, here's minus pi. Here's pi. 625 00:45:17,000 --> 00:45:23,000 Here's one, negative one. The function starts out like 626 00:45:24,000 --> 00:45:30,000 that, and now to be periodic, it then has to continue on in 627 00:45:31,000 --> 00:45:37,000 the same way. So, I think that's enough of 628 00:45:37,000 --> 00:45:43,000 its path through life to indicate how it runs. 629 00:45:42,000 --> 00:45:48,000 This is a typical square-away function, sometimes it's called. 630 00:45:48,000 --> 00:45:54,000 It's an odd function. It goes equally above and below 631 00:45:53,000 --> 00:45:59,000 the axis. Now, the integrals, 632 00:45:56,000 --> 00:46:02,000 when you calculate them, the an is going to be, 633 00:46:00,000 --> 00:46:06,000 okay, look, the an is going to turn out to be zero. 634 00:46:08,000 --> 00:46:14,000 Let me, instead, and you will get that with a 635 00:46:11,000 --> 00:46:17,000 little hacking. I'm much more worried about 636 00:46:14,000 --> 00:46:20,000 what you'll do with the bn's. Also, next Monday you'll see 637 00:46:17,000 --> 00:46:23,000 intuitively that the an is zero, in which case you won't even 638 00:46:22,000 --> 00:46:28,000 bother trying to calculate it. How about the bn, 639 00:46:25,000 --> 00:46:31,000 though? Well, you see, 640 00:46:26,000 --> 00:46:32,000 because the function is discontinuous, 641 00:46:29,000 --> 00:46:35,000 so, this is my input. My f of t is that 642 00:46:32,000 --> 00:46:38,000 orange discontinuous function. The bn is going to be, 643 00:46:37,000 --> 00:46:43,000 I have to break it into two parts. 644 00:46:40,000 --> 00:46:46,000 In the first part, the function is negative one. 645 00:46:43,000 --> 00:46:49,000 And there, I will be integrating from minus pi to pi 646 00:46:47,000 --> 00:46:53,000 of the function, which is minus one times the 647 00:46:50,000 --> 00:46:56,000 sine of nt dt. 648 00:46:54,000 --> 00:47:00,000 And then, there's another part, 649 00:46:57,000 --> 00:47:03,000 sorry, minus pi to zero. The other part I integrate from 650 00:47:02,000 --> 00:47:08,000 zero to pi of what? Well, f of t is now plus one. 651 00:47:06,000 --> 00:47:12,000 And so, I simply integrate sine 652 00:47:10,000 --> 00:47:16,000 nt dt. Now, each of these is a 653 00:47:14,000 --> 00:47:20,000 perfectly simple integral. The only question is how you 654 00:47:19,000 --> 00:47:25,000 combine them. So, this is, 655 00:47:21,000 --> 00:47:27,000 after you calculate it, it will be (one minus cosine n 656 00:47:26,000 --> 00:47:32,000 pi) all over n. 657 00:47:29,000 --> 00:47:35,000 And, this part will turn out to be (one minus cosine n pi) over 658 00:47:34,000 --> 00:47:40,000 n also. And therefore, 659 00:47:40,000 --> 00:47:46,000 the answer will be two minus two cosine, two over n times, 660 00:47:48,000 --> 00:47:54,000 right, two minus, two times (one minus cosine n 661 00:47:55,000 --> 00:48:01,000 pi) over n. 662 00:48:01,000 --> 00:48:07,000 No, okay, now, what's this? 663 00:48:03,000 --> 00:48:09,000 This is minus one if n is odd. It's plus one if n is even. 664 00:48:09,000 --> 00:48:15,000 Now, either you can work with it this way, or you can combine 665 00:48:15,000 --> 00:48:21,000 the two of them into a single expression. 666 00:48:19,000 --> 00:48:25,000 Its minus one to the nth power takes care of both of 667 00:48:26,000 --> 00:48:32,000 them. But, the way the answer is 668 00:48:29,000 --> 00:48:35,000 normally expressed, it would be minus two over n, 669 00:48:34,000 --> 00:48:40,000 two over n times, if n is even, 670 00:48:37,000 --> 00:48:43,000 I get zero. If n is odd, 671 00:48:41,000 --> 00:48:47,000 I get two. So, times two, 672 00:48:43,000 --> 00:48:49,000 if n is odd, and zero if n is even. 673 00:48:46,000 --> 00:48:52,000 So, it's four over n, or it's zero, 674 00:48:50,000 --> 00:48:56,000 and the final series is a sum of those coefficients times the 675 00:48:55,000 --> 00:49:01,000 appropriate-- cosine or sine? Sine terms because the cosine 676 00:49:01,000 --> 00:49:07,000 terms were all coefficients, all turned out to be zero. 677 00:49:08,000 --> 00:49:14,000 I'm sorry I didn't have the chance to do that calculation in 678 00:49:13,000 --> 00:49:19,000 detail. But, I think that's enough 679 00:49:16,000 --> 00:49:22,000 sketch for you to be able to do the rest of it yourself.