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9.3 (continued)

Boundary-value Problem (BVP)

\[x'' + ax = f(t)\]

Dirichlet condition (values at ends)

\[x(0) = 0, \quad x(L) = 0\]

not at same place like initial-value problem

Neumann condition (rates at ends)

\[x'(0) = 0, \quad x'(L) = 0\]

if \(f(t) = 0\),

\[x'' + ax = 0, \quad x(0) = x(L) = 0\]

\[x(t) = A \cos(\sqrt{a} t) + B \sin(\sqrt{a} t)\]

\[x(0) = 0 \rightarrow 0 = A\]

\[x(L) = 0 \rightarrow 0 = B \sin(\sqrt{a} L)\]

trivial solution

\(B \neq 0\) (otherwise \(x = 0\) for all \(t\))

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\[\sin(\sqrt{a} L) = 0 \implies \sqrt{a} L = n\pi, \quad n = 1, 2, 3, \dots\]

this means, for each \(n = 1, 2, 3, \dots\) there is one fundamental solution:

from \(x(t) = A \cos(\sqrt{a} t) + B \sin(\sqrt{a} t)\) where \(A=0\) and \(B \neq 0\)
\[x_n = \sin\left(\frac{n\pi}{L} t\right), \quad n = 1, 2, 3, \dots\]

Note: \(\sqrt{a} = \frac{n\pi}{L}\)

there are infinitely-many \(n\)'s, so the general solution is a linear combination of ALL:

\[x(t) = b_1 \sin\left(\frac{\pi}{L} t\right) + b_2 \sin\left(\frac{2\pi}{L} t\right) + b_3 \sin\left(\frac{3\pi}{L} t\right) + \dots\]

Sine series w/ half period L

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Boundary Value Problems and Fourier Series

\[x'' + ax = 0, \quad x(0) = x(L) = 0\]

The equation above is solved by the sine series. Each term \(\sin\left(\frac{n\pi}{L}t\right)\) satisfies the boundary conditions.

If we had \(x'(0) = x'(L) = 0\), we would get a cosine series.

Non-homogeneous Case

Now let's look at \(f(t) \neq 0\):

\[x'' + ax = f(t), \quad x(0) = x(L) = 0\]

Dirichlet condition

(HW: Neumann)

This leads to a sine series if \(f(t) = 0\).

We need to add the appropriate extensions (even or odd) to \(f(t)\) to make it periodic such that it satisfies the boundary conditions.

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Example: Solving with Extensions

\[x'' + 2x = 1, \quad x(0) = 0, \quad x(\pi) = 0\]

The boundary conditions \(x(0)=0\) and \(x(\pi)=0\) tell us that \(L = \pi\).

For \(f(t) = 1\), we need to add even or odd extensions so it satisfies BC's and is periodic.

Odd Extension

With odd extensions, its Fourier series (indicated in red on the graph) satisfies the boundary conditions:

Notice it satisfies \(f(0) = f(\pi) = 0\) (BC's).

Graph of a square wave odd extension of f(t)=1 from -pi to pi, showing f(0)=0 and f(pi)=0.

Even Extension

With even extensions, its Fourier series (indicated in red) does NOT satisfy the BC's.

BUT, it DOES satisfy if \(x'(0) = x'(\pi) = 0\).

Graph of an even extension of f(t)=1, showing a constant value of 1 across the interval -pi to pi.
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Odd Extensions and Fourier Sine Series

So, we want odd extensions in this example for \( f(t) = 1 \), with \( L = \pi \).

\[ f(t) = \begin{cases} -1 & -\pi < t < 0 \\ 1 & 0 < t < \pi \end{cases} \quad \text{period } 2\pi \]

We write out a Fourier series for this:

\[ f(t) \sim \sum_{n=1}^{\infty} \frac{2}{n\pi} [1 - (-1)^n] \sin(nt) \quad \text{(sine series)} \]

Back to the Differential Equation

Back to \( x'' + 2x = 1 \) with boundary conditions \( x(0) = x(\pi) = 0 \).

If right side is 0: Sine series

Express \( x(t) \) as a sine series with unknown coefficients with \( L = \pi \):

\[ x(t) = \sum_{n=1}^{\infty} B_n \sin(nt) \]

Sub into \( x'' + 2x = 1 \).

\[ x'(t) = \sum_{n=1}^{\infty} n B_n \cos(nt) \]
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\[ x''(t) = \sum_{n=1}^{\infty} -n^2 B_n \sin(nt) \]

Sub into \( x'' + 2x = 1 \) with 1 replaced by its Fourier Series:

\[ \sum_{n=1}^{\infty} -n^2 B_n \sin(nt) + 2 \sum_{n=1}^{\infty} B_n \sin(nt) = \sum_{n=1}^{\infty} \frac{2}{n\pi} [1 - (-1)^n] \sin(nt) \]

For each \( n = 1, 2, 3, \dots \) equate coefficients of \( \sin(nt) \):

\[ -n^2 B_n + 2 B_n = \frac{2}{n\pi} [1 - (-1)^n] \]
\[ B_n = \frac{2 [1 - (-1)^n]}{n\pi (2 - n^2)} \quad n = 1, 2, 3, \dots \]

Solution

\[ \begin{aligned} x(t) &= \sum_{n=1}^{\infty} B_n \sin(nt) \\ &= \sum_{n=1}^{\infty} \frac{2 [1 - (-1)^n]}{n\pi (2 - n^2)} \sin(nt) \\ &= \frac{4}{\pi} \sin(t) - \frac{4}{21\pi} \sin(3t) - \frac{4}{105\pi} \sin(5t) - \dots \end{aligned} \]