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Finding Particular Solutions via Fourier Series

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Recall

Definition. A differential equation is an equation that involves one or more dependent variables, their derivatives with respect to one or more independent variables, and the independent variables themselves, e.g., $\frac{dy}{dx} = 3x +5y, y’ + y = 4xcos(2x), \frac{dy}{dx} = x^2y+y, etc.$

It involves (e.g., $\frac{dy}{dx} = 3x +5y$):

First-Order Linear Ordinary Differential Equations (ODEs)

Definition. A first-order linear ordinary differential equation is an ordinary differential equation (ODE) involving an unknown function y(x), its first derivative y′, and functions of the independent variable x, which can be written in the general form:: a(x)y' + b(x)y = c(x) where:

These equations are termed “linear” because the unknown function y and its derivative y’ appear to the first power and are not multiplied together or composed in any nonlinear way.

If the function c(x)=0 for all x in the interval of interest, the equation simplifies to: a(x)y’ + b(x)y = 0. Such an equation is called a homogeneous linear differential equation.

The Existence and Uniqueness Theorem provides crucial insight into the behavior of solutions to first-order differential equations ODEs. It states that if:

Then, the differential equation y' = f(x, y) has a unique solution to the initial value problem through the point (x0, y0), meaning that it satisfies the initial condition y(x0) = y0.

This theorem ensures that under these conditions, the solution exists and is unique near x = x0.

Second-order linear ODE’s

Second-order Linear Homogeneous ODE’s with Constant Coefficients

A second-order linear homogeneous differential equation ODE with constant coefficients is a differential equation of the form: y'' + Ay' + By = 0, where A and B are constants.

To solve this ODE, we seek two linearly independent solutions y1(t) and y2(t). The general solution is then a linear combination of these solutions: $c_1y_1 + c_2y_2$ where c1 and c2 are two arbitrary constants determined by initial conditions. The key to solving the ODE is the characteristic equation, whose roots determine the behavior of the solutions.

Fourier Series

Introduction to Fourier Series

In this section, we introduce the concept of Fourier series, a powerful mathematical tool used to represent periodic functions as sums of sine and cosine functions. This is particularly useful when dealing with inhomogeneous linear differential equations of the form: y’’ + ay’ + by = f(t) where

Up to this point, we have often encountered input functions f(t) that are exponential, sine, or cosine functions. Although these functions might seem quite limited and special, they are in fact fundamental blocks because they allow us to build more complex periodic functions through superposition.

Due to the linear nature of the differential equation, we can decompose more complicated inputs into sums of sines and cosines, solve for their responses individually, and then combine the results to obtain the overall solution. This principle is known as superposition and is a cornerstone in solving linear differential equations.

Fourier Series

A Fourier series expands any periodic function f(t) (with period 2π) as an infinite sum of sines and cosines. The general form of a Fourier series is f is periodic with period 2π, is $f(t) = \frac{a_0}{2} + \sum_{n=1}^\infty a_ncos(nt)+b_nsin(nt)$ where the Fourier coefficients $a_n=\frac{1}{π}\int_{-π}^{π} f(t)cos(nt)dt, b_n = \frac{1}{π}\int_{-π}^{π} f(t)sin(nt)dt$

Understanding the convergence of Fourier series is essential when representing functions using trigonometric series. The Fourier series allows us to express periodic functions as infinite sums of sines and cosines, enabling us to analyze and solve differential equations with periodic inputs.

Fourier Series

Finding Particular Solutions via Fourier Series

Let's explore the steps for finding a particular solution to the differential equation $x'' + w_o^2x = f(t)$ where the input f(t) is a square wave function. We will use Fourier series to express f(t) as an infinite sum of sine functions, which will allow us to find the particular solution xp(t).

Defining the Square Wave Function f(t)

The function f(t) is defined on the interval [0, 2], and is periodic with period 2. Specifically, f(t) is given by: $f(t)= \begin{cases} 1, &0 < t < 1 \\ 0, &1 < t < 2 \end{cases}$. Refer to Figure i for a visual representation and aid in understanding it.

Fourier Series

f(t) is periodic with period 2, meaning f(t +2k) = f(t) for all integers k.

f(t) is a square wave that alternates between 1 and 0 over intervals of length 1, repeating every 2 units. The graph consists of rectangles of height 1 and width 1.

To simplify the process of finding the Fourier series representation, we aim to work with an odd function. Odd functions have certain properties that make their Fourier series consist solely of sine terms, simplifying significantly our calculations.

We define a new function s(t) by shifting f(t) downward by $\frac{1}{2}: s(t) = f(t) -\frac{1}{2}$. Explicitly, s(t) is:

$s(t)= \begin{cases} 1/2, &0 < t < 1 \\ -1/2, &1 < t < 2 \end{cases}$

s(t) is also periodic with period 2: s(t + 2) = s(t). By subtracting 1/2 from the original function f(t), we make s(t) odd (s(-t) = -s(t)), which simplifies the process of constructing a Fourier series. It can be represented it using a Fourier sine series!

Consider the function g(u), defined on (0, π) and extended to an odd periodic function with period 2π: $g(u)= \begin{cases} 1, &0 < u < π \\ -1, &-π < u < 0 \end{cases}$

Fourier Sine Series of the Odd Extension. The Fourier series of g(u) is: $g(u) = \sum_{n=1, \text{n odd}}^\infty \frac{4}{nπ}sin(nu) = \frac{4}{π}\sum_{n=1, \text{n odd}}^\infty \frac{sin(nu)}{n}$

Now, to relate s(t) to g(u), observe that s(t) = $\frac{1}{2}g(u)$ and set u = π·t. This transformation maps the interval t ∈ [0 , 1] to u ∈ [0, π], s(t) = $\frac{1}{2}g(u) = \frac{1}{2}g(πt)$ and we cycle back to our original function f. Formally, we can express the original square wave function f(t) as:

f(t) = $\frac{1}{2}+ s(t) = \frac{1}{2}+\frac{1}{2}g(u) = \frac{1}{2}+\frac{1}{2}g(π·t) = \frac{1}{2}+\frac{1}{2}\frac{4}{π}\sum_{n=1, \text{n odd}}^\infty \frac{sin(nπt)}{n} = \frac{1}{2}+\frac{2}{π}\sum_{n=1, n~odd}^\infty \frac{sin(nπt)}{n}$. This is the Fourier series representation of the square wave function f(t).

Solving the Differential Equation

We return to our differential equation: $x’’+ w_o^2x = f(t)$. Our goal is to find a particular solution xp(t).

We can calculate xp if the right hand side of the previous equation is either cos(wt), sin(wt), or some multiple of them. The procedure is basically to convert the differential equation in a complex differential equation as we have previously done $x’’+ w_o^2x = cos(wt), x’’+ w_o^2x = sin(wt)$ and the solution is: $x_p = \frac{cos(wt)}{w_o^2-w^2}, \frac{sin(wt)}{w_o^2-w^2}$ respectively. Notice that if w=0, the formula still applies: $x_p = \frac{cos(0·t)}{w_o^2-0^2} = \frac{1}{w_o^2}$

Recall that if w0 ≈ w, then the amplitude becomes very large and it produces the physical phenomenal called resonance.

Suppose $f(t) = \frac{a_0}{2}+\sum_{n=1}^\infty (a_ncos(w_nt)+b_nsin(w_nt))$ where wn = $\frac{nπ}{L}$ (period of f(t) is 2L).

Since the differential equation is linear and the operator x’’ + w02x is linear, we can use the principle of superposition. This means that the particular solution corresponding to the sum of inputs is the sum of the particular solutions corresponding to each input.

Finding Particular Solutions for Each Term

  1. Constant term $\frac{a_0}{2}$ (w = 0). We solve x’’ + w02x = $\frac{a_0}{2}$. A particular solution is $x_p(t) = \frac{a_0}{2w_o^2}$
  2. Sine terms: $sin(w_nt)$. We solve x’’ + w02x = $sin(w_nt)$. A particular solution is $x_p(t) = \frac{sin(wt)}{w_o^2-w^2}$
  3. Cosine terms: $cos(w_nt)$. We solve x’’ + w02x = $cos(w_nt)$. A particular solution is $x_p(t) = \frac{cos(wt)}{w_o^2-w^2}$

$x_p = \frac{a_0}{2w_o^2}+\sum_{n=1}^\infty (\frac{a_ncos(w_nt)}{w_o^2-w_n^2}+\frac{b_nsin(w_nt)}{w_o^2-w_n^2})$

Particularly, if the input is the previous square wave function f(t), the differential equation is $x’’+ w_o^2x = f(t)$, and using the Fourier sine series expansion of f(t) (f(t) = $\frac{1}{2}+\frac{2}{π}\sum_{n=1, \text{n odd}}^\infty \frac{sin(nπt)}{n}$), we obtain the particular solution:

$x_p(t) =[\text{Observe that } w_n = nπ] \frac{1}{2w_o^2}+\frac{2}{π}\sum_{n=1, \text{n odd}}^\infty \frac{sin(nπt)}{n(w_o^2-(nπ)^2)}$

Analyze the Particular Solution

Let’s analyze the particular solution when wo = 10.

Compute $w_o^2-(nπ)^2$:

  1. n = 1: $w_o^2-(nπ)^2 = 100 -π^2 ≈100−9.87≈90.13$
  2. n = 3: $w_o^2-(nπ)^2 = 100 -9π^2 ≈100−88.83≈11.17$
  3. n = 5: $w_o^2-(nπ)^2 = 100 -25π^2 ≈100−246.74≈−146.74$

For n=5 and higher odd values of n, the denominator becomes negative and large in magnitude.

Using these values, we can approximate xp(t) ≈ $\frac{1}{2·100} + \frac{2}{π}(\frac{sin(πt)}{1·90.13}+\frac{sin(3πt)}{3·11.17}+\frac{sin(5πt)}{5·(−146.74)}+···)$

Calculate the amplitudes:

  1. n = 1, $\frac{2}{π}·\frac{1}{1·90.13}≈0.007$
  2. n = 3, $\frac{2}{π}·\frac{1}{3·11.17}≈0.019$
  3. n = 5, $\frac{2}{π}·\frac{1}{5·(−146.74)}≈−0.00087$

xp(t) ≈ $0.005 + 0.007sin(πt) + 0.019sin(3πt) + −0.00087sin(7πt)+···$.

The terms with n = 1 and n = 3 have significantly larger amplitudes compared to higher n. Thus, the solution shows that the frequencies corresponding to n = 1 (πt) and n = 3 (3πt) are the most significant, as their amplitudes are much larger than the amplitudes of higher frequencies.

When wo is close to one of these frequencies (w0≈ π or w0≈ 3π, even w0≈ nπ), the denominator $w_o^2-(nπ)^2$ becomes small, causing the amplitude of the corresponding sine term to become large. This is the resonance phenomenon, where the system’s natural frequency w0 matches one of the input frequencies, resulting in a large response.

The frequencies in f(t) are hidden, but the system picks out, favors, resonates or responds more strongly to the frequencies in the input that are close to its natural frequency. In our example with w0 = 10, the frequency 3π ≈ 9.42 is close to w0, resulting in a larger amplitude for n = 3: 0.019.

Alternative Method: Direct Substitution

Another way of solving this problem is to assume a particular solution of the form (the solution is similar to the input function): $x_p = c_0 + \sum_{n=1}^\infty c_nsin(nπt)$.

Then, we substitute this assumed solution into the original differential equation and match terms.

Computes the derivatives:

  1. First derivative: $x_p’ = \sum_{n=1}^\infty c_n·nπ·cos(nπt)$
  2. Second derivative: $x_p’’ = \sum_{n=1}^\infty -c_n(nπ)^2sin(nπt)$

Substituting into the differential equation $x’’+ w_o^2x = f(t)$, we have: $\sum_{n=1}^\infty -c_n(nπ)^2sin(nπt) + w_o^2(c_0 + \sum_{n=1}^\infty c_nsin(nπt)) = \frac{1}{2}+\frac{2}{π}\sum_{n=1, \text{n odd}}^\infty \frac{sin(nπt)}{n} ↭ w_o^2c_0 + \sum_{n=1}^\infty c_n(w_o^2-(nπ)^2)sin(nπt) = \frac{1}{2}+\frac{2}{π}\sum_{n=1, \text{n odd}}^\infty \frac{sin(nπt)}{n}$.

By matching terms, we find: $w_o^2c_0 = \frac{1}{2}↭[\text{Solving for }c_0]c_0 = \frac{1}{2w_o^2}$, and $c_n(w_o^2-(nπ)^2) = \frac{2}{π}·\frac{1}{n} ↭[\text{Simplifying and solving for } c_n] c_n = \frac{2}{πn}\frac{1}{w_o^2-(nπ)^2}$ (for odd n). This is the same solution we found earlier, $x_p(t) = c_0 + \sum_{n=1}^\infty c_nsin(nπt) = \frac{1}{2w_o^2}+\frac{2}{π}\sum_{n=1, \text{n odd}}^\infty \frac{sin(nπt)}{n(w_o^2-(nπ)^2)}$

Damped harmonic oscillator

The damped harmonic oscillator is a fundamental concept in physics and engineering, describing systems where both a restoring force (a force that acts to bring a system back to its equilibrium position after it has been displaced from that position, Hooke’s Law Frestoring = -kx) and a damping force (it is proportional to the velocity and opposes the motion, Fdamping = -bx’(t)) act on an object. Such systems are prevalent in mechanical and electrical engineering, modeling phenomena like oscillating springs, circuits, and even financial markets.

The general equation of motion for a damped harmonic oscillator is: $mx’’ +bx’ + kx = F_{ext}(t)$ where

When there is no external force (i.e., Fext = 0), the equation simplifies to the homogeneous case: $mx’’ +bx’ + kx = 0$. This is a second-order linear homogeneous differential equation that describes the motion of a damped oscillator without any external forces.

Solving the Differential Equation

To solve this differential equation, we begin by assuming a solution of the form x(t) = est, where s is a complex number to be determined. Substituting x(t) = est into the homogeneous equation gives: $m(s^2e^{st}) + b(se^{st})+ke^{st} = 0$.

Dividing both sides by est (which is never zero) simplifies the equation to the characteristic equation: p(s) = ms2 + bs + k.

This is a quadratic equation in s, and its roots determine the behavior of the system.

Characteristic Equation and Roots

The characteristic equation can be written as: $s^2+\frac{b}{m}s + \frac{k}{m} = 0 ↭[\text{Complete the square}] (s+\frac{b}{2m})^2 -(\frac{b}{2m})^2 = -\frac{k}{m} ↭ (s+\frac{b}{2m})^2 = (\frac{b}{2m})^2 -\frac{k}{m}$.

Solving for s = $-\frac{b}{2m}±\sqrt{(\frac{b}{2m})^2 -\frac{k}{m}} = -\frac{b}{2m}±i\sqrt{\frac{k}{m}-(\frac{b}{2m})^2}$

At this point, the behavior of the system depends on the sign of $(\frac{k}{m}-(\frac{b}{2m})^2)$.

Damping Regimes

Solution for Each Damping Regime

Underdamped Case

Second-order Linear Homogeneous ODE’s with Constant Coefficients, Complex roots (Underdamped System). For the underdamped case, where the roots are complex $s = \frac{-b}{2m}±iw_d, w_d = \sqrt{\frac{k}{m}-(\frac{b}{2m})^2}$, the general solution to the homogeneous equation is:

$x_h = Ae^{\frac{-bt}{2m}}cos(w_dt-Φ)$ where

We introduce two key quantities:

Observe that $(\frac{b}{2m})^2 = \frac{ζ^2·4km}{4m^2}= ζ^2·\frac{k}{m} = ζ^2·w_n^2$

Another way of getting the same result is:

$w_d = \sqrt{\frac{k}{m}-(\frac{b}{2m})^2} = \sqrt{w_n^2-w_n^2(\frac{b}{2w_nm})^2} = w_n\sqrt{1-(\frac{b}{2w_nm})^2} = w_n\sqrt{1-ζ^2}$.

Using this notation, our homogeneous equation $s^2+\frac{b}{m}s + \frac{k}{m} = 0$ becomes $x’’ + 2ζw_nx’ + w_n^2x = 0$, and we can rewrite the solution for the underdamped case: $x_h = Ae^{\frac{-bt}{2m}}cos(w_dt-Φ) = Ae^{-w_nζt}cos(w_dt-Φ)$.

$+\frac{b}{m} = \frac{ζ2\sqrt{km}}{m} = ζ2\sqrt{\frac{km}{m^2}} = 2ζ\sqrt{\frac{k}{m}} = 2ζw_n$

$x_h = Ae^{-w_nζt}cos(w_dt-Φ)$ where $w_d = w_n\sqrt{1-ζ^2}$. This is the general form of the solution for an underdamped harmonic oscillator.

The term $w_d = w_n\sqrt{1-ζ^2}$ is real and positive. The roots of the characteristic equation are complex $s = \frac{-b}{2m}±iw_d =[\frac{b}{m} =ζ2\sqrt{\frac{km}{m^2}} = 2ζ\sqrt{\frac{k}{m}} = 2ζw_n] -w_nζ±iw_d$. The imaginary part (iwd) leads to oscillations, while the real part (-b2m = -wnζ) introduces an exponential decay factor. The system oscillates (due to the cosine term), but the amplitude decays over time due to damping (there's an exponentially decaying factor).

Critically damped (ζ = 1)

ζ = 1 ⇒ $1 = \frac{b}{2w_n·m} ⇒ w_n = \frac{b}{2m}$

$w_d = 0, s = \frac{-b}{2m} = -w_n$. The characteristic equation of the differential equation has a double root.

Second-order Linear Homogeneous ODE’s with Constant Coefficients, Two equal roots (Critically damped system). In this case, both roots are real and equal, meaning there is no imaginary component, so there is no oscillation (the solution contains no sine or cosine terms, which are responsible for oscillations in the underdamped case). The solution to the equation has the form: $x(t)=(C_1+C_2t)e^{\frac{-b}{2m}}$ where C1 and C2 are constants determined by initial conditions.

It is a purely decaying function. The system does not oscillate and returns to equilibrium as quickly as possible without overshooting.

Overdamped (ζ > 1)

The characteristic equation of the differential equation mx’’ + bx’ + kx = 0 has two distinct real roots: $s_1 = \frac{-b+\sqrt{b^2-4mk}}{2m}, s_2 = \frac{-b-\sqrt{b^2-4mk}}{2m}$.

Second-order Linear Homogeneous ODE’s with Constant Coefficients, Real and Distinct Roots (Overdamped System). With two distinct real roots (s1 and s2), both negative, the general solution for an overdamped system is: x(t) = C1es1t + C2es2t.

Since the damping coefficient b is large, there is no imaginary part, and the solution consists of two exponentially decaying terms. Therefore, the system exhibits no oscillatory behavior but returns to equilibrium more slowly than in the critically damped case. The motion is purely a smooth decay back to equilibrium.

Summary of Damping Regimes

Damping Ratio (ζ) Discriminant (D) Roots of Characteristic Equation System Behavior
ζ<1 (Underdamped) D < 0 Complex conjugate roots $s = −ω_nζ ± iω_d$ Oscillatory with decaying amplitude
ζ=1 (Critically Damped) D = 0 Real repeated root s = −ωₙ Fastest return to equilibrium without oscillation
ζ>1 (Overdamped) D > 0 Real distinct roots s₁, s₂< 0 Slow return to equilibrium without oscillation

Physical Interpretation of Damping

In a physical system, damping represents resistive forces like friction or air resistance. In the underdamped case, these forces are not strong enough to immediately stop the oscillations, but they gradually remove energy from the system. As a result, the system oscillates, but the amplitude gets smaller with each cycle, leading to a “decaying” oscillatory motion.

If a door closer (a system) is overdamped, the door will close very slowly and sluggishly, taking longer than necessary to shut, without oscillations.

In a door closer, critical damping ensures the door shuts smoothly and quickly without slamming or bouncing back. Damping is just enough to prevent oscillations, allowing the system to return to equilibrium quickly.

Finding the General Solution to y’’ + 3y = 2x

First, we are going to find a particular solution.

Step 1: Find the Fourier Series Representation of 2x on [−1, 1]

Since 2x is an odd function (i.e., f(−x) = -2x = −f(x)), its Fourier series expansion will contain only sine terms. This is known as the Fourier sine series, 2x = $\sum_{n=1}^\infty b_nsin(\frac{nπx}{L})$ where the coefficients bn are given by:

$b_n = \frac{2}{L}\int_{0}^{L} f(x)sin(\frac{nπx}{L})dx = [\text{In our case, L = 1}] 2\int_{0}^{1} 2xsin(nπx)dx = 4\int_{0}^{1} xsin(nπx)dx$

Integration by parts. Let u = x⇒ du = dx, dv = sin(nπx)dx ⇒ v = $\frac{-1}{nπ}cos(nπx)$. I = uv −∫vdu

$\int_{0}^{1} xsin(nπx)dx = \frac{-x}{nπ}cos(nπx) + \frac{1}{nπ}\int cos(nπx)dx = \frac{-x}{nπ}cos(nπx) + \frac{1}{(nπ)^2}sin(nπx)\bigg|_{0}^{1} = $

$b_n = 4([\frac{-1}{nπ}cos(nπ) + \frac{1}{(nπ)^2}sin(nπ)]-[\frac{0}{nπ}cos(0) + \frac{1}{(nπ)^2}sin(0)]) = 4([\frac{-1}{nπ}(-1)^n +0]-[0+0]) = \frac{4·(-1)^{n+1}}{nπ}$

The Fourier series for 2x on the interval [-1, 1] is: 2x = $\sum_{n=1}^\infty b_nsin(\frac{nπx}{L}) = [\text{In our case, L = 1}] \sum_{n=1}^\infty b_nsin(nπx) = \sum_{n=1}^\infty \frac{(-1)^{n+1}·4}{nπ}sin(nπx)$.

Step 2: Assume a Solution y(x) in Terms of a Fourier Sine Series

We assume that the particular solution y(x) can be expressed as a Fourier sine series: y = $\sum_{n=1}^\infty b_nsin(nπx)$. We choose a sine series because the right-hand side 2x is represented by sine terms, and we want our solution to match this structure.

We set an = 0 because the cosine terms do not appear in the Fourier series expansion of 2x, which contains only sine terms due to the odd symmetry of 2x over [−1, 1].

y = $\sum_{n=1}^\infty b_nsin(nπx)$

Step 3: Compute y′′+ 3y and substitute into our ODE

First derivative: y’(x) = $\sum_{n=1}^\infty b_nnπcos(nπx)$. Second derivative: $\sum_{n=1}^\infty -n^2π^2b_nsin(nπx)$

Substituting into our ODE: $\sum_{n=1}^\infty \frac{(-1)^{n+1}·4}{nπ}sin(nπx) = y’’ + 3y = \sum_{n=1}^\infty -n^2π^2b_nsin(nπx) + 3\sum_{n=1}^\infty b_nsin(nπx) = \sum_{n=1}^\infty (3-n^2π^2)b_nsin(nπx) ↭ \sum_{n=1}^\infty \frac{(-1)^{n+1}·4}{nπ}sin(nπx) = \sum_{n=1}^\infty (3-n^2π^2)b_nsin(nπx)$

Therefore: $\frac{(-1)^{n+1}·4}{nπ} = (3-n^2π^2)b_n↭[\text{Solving for }b_n] b_n = \frac{(-1)^{n+1}·4}{nπ(3-n^2π^2)}$

Step 4. Write the particular solution y(x): $y = \sum_{n=1}^\infty \frac{(-1)^{n+1}·4}{nπ(3-n^2π^2)}·sin(nπx)$

Step 5. Solve the Homogeneous Equation

The corresponding homogeneous equation is: y′′ +3y =0. Assume a solution of the form y = ert. Substituting into the homogeneous equation: $r^2e^{rt} + 3e^{rt} = 0 ⇒[\text{Divide by } e^{rt}] r^2 + 3 = 0.$

Solve the characteristic equation for r: r2 = -3 ⇒ $r = ±i\sqrt{3}$. These are complex conjugate roots.

Second-order Linear Homogeneous ODE’s with Constant Coefficients, Complex roots (Underdamped System). For complex roots r = α ± iβ, the general solution is: $y_h(x) = e^{αx}(C_1cos(βx)+ C_2sin(βx))$. Since α = 0 and β = $\sqrt{3}$, the homogeneous solution simplifies to: $y_h(x) = C_1cos(\sqrt{3}x) + C_2sin(\sqrt{3}x)$ where C1 and C2 are constants determined by initial conditions.

Step 6. Write the general solution

$y(x) = y_h(x) + y_p(x) = C_1cos(\sqrt{3}x) + C_2sin(\sqrt{3}x) + \sum_{n=1}^\infty \frac{(-1)^{n+1}·4}{nπ(3-n^2π^2)}·sin(nπx)$

Bibliography

This content is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License and is based on MIT OpenCourseWare [18.01 Single Variable Calculus, Fall 2007].
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