Fourier Analysis. Partial Differential Equations (PDEs)


Chapter 11 and Chapter 12 are directly related to each other in that Fourier analysis has its most important applications in modeling and solving partial differential equations (PDEs) related to boundary and initial value problems of mechanics, heat flow, electrostatics, and other fields. However, the study of PDEs is a study in its own right. Indeed, PDEs are the subject of much ongoing research.

Fourier analysis allows us to model periodic phenomena which appear frequently in engineering and elsewhere—think of rotating parts of machines, alternating electric currents or the motion of planets. Related period functions may be complicated. Now, the ingeneous idea of Fourier analysis is to represent complicated functions in terms of simple periodic functions, namely cosines and sines. The representations will be infinite series called Fourier series.1 This idea can be generalized to more general series (see Sec. 11.5) and to integral representations (see Sec. 11.7).

The discovery of Fourier series had a huge impetus on applied mathematics as well as on mathematics as a whole. Indeed, its influence on the concept of a function, on integration theory, on convergence theory, and other theories of mathematics has been substantial (see [GenRef7] ...

Get Advanced Engineering Mathematics, 10th Edition now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.