Fourier Analysis, Math 520, Spring 2021

Syllabus

Teacher: Alexandre Eremenko

OFFICE: Math 600

OFFICE HOURS: by appointment and by e-mail.

PHONE: (765) 494-1975

EMAIL: eremenko@math.purdue.edu

GENERAL INFORMATION AND POLICIES

Pdf files contain additional material for reading (which is not in the book).

Homework is always due on Tuesday, before the class starts, and has to be submitted via Brightspace

Homework 1 (due January 26) Read Chapter 1 and Appendices 1,2. Do: p.7: 1,3,5,6,7; p. 11: 3, 4, p. 17: 1, 3, 5.
How can one keep ice in a cellar, Complex numbers, Linear ODE (Second and third handounts are very important. They contain minimal information on complex numbers and ODE that you need to know for this course. Please review them. You can find more in Appendices 2, 5 of the book)

Homework 2 (due February 2) pp. 26-28: derive 4, 7, 16, p. 37: 1a-d, 2, 3, 4, p. 42: 5, 6, 7.
Harmonic analysis, d'Alembert's formula (probl. 6 on p. 8, expanded). Fourier vs d'Alembert.

Homework 3 (due February 9) p. 47: 1,3,5; p. 56: 1,3,4,5; p. 67: 3,4,9.
Read p. 62-67, and Geometric interpretation of Fourier series

Homework 4 (due February 16) p. 71: 1,4,6,7, p. 79: 2,3,4,9, p. 85: 2,4,6,7.
Sturm-Liouville Problem.
Practice problems Practice problems solved (Mistake corrected on 2.28). Read the handout "Sturm-Liouville Problem".

Homework 5 (due February 23) Read pp.91-93 of the book: these are important examples!
p. 85: 1,3,5, p. 93, 1, 2, 3,4, 5, 7, 8, 10;

Midterm solutions

Homework 6 (due Tuesday, March 9). p. 107: 1ab, 2, 5, 6, 7ab, p. 113: 2, 4, 5, 7. (Read Chap. IV carefully: it contains many examples. Derivation of formula (4.21) in the book is in the end of the handout "Linear ODE".)

Homework 7 (due March 16) P.119: 1,2,3,5,6abc, p. 126: 1, 2, 3, 4.

An interesting monument to Friedrich Wilhelm Bessel in Bremen:

Some useful integrals, Bessel functions, Plots of some Bessel functions

A book recommendation: Music: a mathematical offering, free. Chapters 1-2 cover about 1/2 of our course in a much more leisurely style then our textbook. Chapter 3 contains many solved examples of wave equation describing all kinds of musical instruments.

Homework 8 (due March 23) p. 132: 1, 2. p. 137: 1, 11, p. 143: 2, 8. p. 149: 1,3,6. p. 156: 1, 3.

Solution of Problem 3, on p. 157

Youtube movie showing zeros of Bessel functions (nodal lines of vibrations of a round plate). What you see in this movie are zeros of J_0 up to number 9. For other shapes of plates and membranes, you obtain larger variery These pictures are called "Chladni figures", or "Chladni plates".

Notice: in view of Purdue "reading days" some homework deadlines have been changed to later dates.
More examples with Bessel functions

Homework 9 (due April 6) p. 173: 1,2,8, p. 183: 1, 4, 5, 8.

Orthogonal Polynomials,
Some applications of Legendre and Hermite polynomials
Problems in spherical coordinates
Fourier transform on the line.
Applications of Fourier transform
Kelvin's estimate of the age of the earth
Another solution of the age of the Earth problem
Brief history of the first transatlantic cable (optional).

April 13 is a reading day: no lecture

Homework 10 (due April 15) p. 189: 1, 2, 3; p. 212: 1abcd, 3, 4, 224: 2, 4, 12. AND the following problems A, B and C:
A. Suppose that f is in L^2(R). Restate the following conditions on f in terms of its Fourier transform:
a) f is even,
b) f is odd,
c) f is real,
B. Relate the Fourier transform of f to the Fourier transform of f(at-b) and exp(itc)f(t), where a, b and c are real numbers.
C. If we iterate the Fourier transform twice, what will be the result?

Final exam format

It is on May 4, 8-10am in classs (WTHR 104). Covers: Ch. 1,2,3,4,5.1-5.5,6.1-6.3,7 and Appendices. There will be 7 problems, for 2 hours, two of the problems multiple choice.

During the exam, you may use yours own notes (written by your hand), but nothing else (no books, no printed materials, no electronic devices, this includes cell phones and calculators).

Sample of final exam

Fourier transform in higher dimensions and applications

Homework 11 (due April 20) p. 234: 1, 2, 3, 4, 5, 7, p. 240: 1, 4, 5, 6, 8.

Sample final exam with solutions

Homework 12 (due April 27) p. 247: 1, 2, 3, 5, 6, 10,

This was the last homework.

Final exam, solved.

Perhaps you would like to see those people who discovered all this:
Pierre Simon Laplace, Jean Baptiste Joseph Fourier, Legendre and Fourier (this is the only existing portrait of Legendre), Simeon Denis Poisson, Jacques Charles Francois Sturm, Joseph Liouville, Friedrich Wilhelm Bessel, William Thomson (Lord Kelvin), Frigyes Riesz, Laurent Schwartz,