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【银蛇出品】数学漫谈13——简单三角级数的和函数及其在解PDE中的应用

2022-08-24 13:27 作者:山舞_银蛇  | 我要投稿

前置知识:幂级数、Fourier级数、复数的基本运算

前言:在大多数时候,我们更关注一个函数的Fourier级数,分别去研究基波和谐波分量,而很少关注给定的一个Fourier级数(或更一般的三角级数)将收敛到哪个函数上.这其中的一个原因是求级数本身就缺少一般通法,多数时候需要根据已知级数配凑或者用特殊方法求得.对于一类具有比较简单形式的三角级数来说,可通过复数运算求得其和函数,算是比较通用的一类方法.本文除考察这些三角级数的和函数,还将考察其在求解线性PDE中的应用.

关键内容:三角级数、和函数、二阶线性PDE


    求幂级数和和函数其实并没有一般的通法,相反相当多的特殊函数就是通过幂级数严格定义的.例如幂级数

%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D%5Cfrac%7Bx%5En%7D%7Bn!%7D%3D1%2Bx%2B%5Cfrac%7Bx%5E2%7D%7B2%7D%2B%5Cfrac%7Bx%5E3%7D%7B6%7D%2B%5Ccdots

是微分方程y'=y的一个特解,可求得其和函数为e^x.在此基础上,结合复数运算可以获得sin x, cos x等初等函数的严格定义.再如幂级数

%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D(-1)%5Enx%5En%3D1-x%2Bx%5E2-x%5E3%2B%5Ccdots

利用等比数列求和公式知其和函数为1/(1+x),再通过变量代换、逐项求导、求原函数可获得ln(1+x), arctan x等函数的严格定义.总之,都是通过求简单级数的和函数,再通过配凑获得相对复杂级数的和函数,所以这类问题具有较强的技巧性.

    下面,我们考察一下三角级数的和函数应该如何计算.前边两个例子的处理手法是十分经典的,在继续阅读前请保证熟知这些内容.


    首先给出我们要研究的三角级数形式:

定义1.  称形如

%5Cfrac%7Ba_0%7D%7B2%7D%2B%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(a_n%5Ccos%20nx%2Bb_n%5Csin%20nx)

的函数项级数为三角级数,记为式(1).

    根据De Moivre公式e^inx=cos nx+i sin nx,式(1)中的三角函数可以写成复指数函数,进而写成以e^ix为变量的幂级数,结合幂级数求和公式便可求得相应三角级数的和函数.反过来,我们也可以直接将幂级数的变量用e^ix代替,由于余弦、正弦分别对应实部、虚部(考虑De Moivre公式即可),所以直接对变量代换后的幂级数取实部、虚部,也就得到了三角级数的和函数.

    下面考察几个简单的例子.

例1.%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Ccos%20nx%2C%20%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Csin%20nx的和函数.

解:考察幂级数

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7Dz%5En%3D%5Cfrac%7Bz%7D%7B1-z%7D%3DS(z)

令z=e^ix,则

%5Cbegin%7Balign*%7D%0AS(%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7Dx%7D)%26%3D%5Cfrac%7B1%7D%7B1-%5Ccos%20x-%5Cmathrm%7Bi%7D%5Csin%20x%7D-1%5C%5C%5B6pt%5D%0A%26%3D%5Cfrac%7B1-%5Ccos%20x%2B%5Cmathrm%7Bi%7D%5Csin%20x%7D%7B2-2%5Ccos%20x%7D-1%5C%5C%5B6pt%5D%0A%26%3D%5Cfrac%7B-1%2B%5Ccos%20x%2B%5Cmathrm%7Bi%7D%5Csin%20x%7D%7B2(1-%5Ccos%20x)%7D%0A%5Cend%7Balign*%7D

于是

%5Cbegin%7Balign*%7D%0A%26%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Ccos%20nx%3D%5Cmathrm%7BRe%7D%5BS(%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7Dx%7D)%5D%3D-%5Cfrac%7B1%7D%7B2%7D%2C%20x%5Cne%202n%5Cpi%2C%20n%5Cin%5Cmathbb%7BN%7D%5C%5C%5B6pt%5D%0A%26%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Csin%20nx%3D%5Cmathrm%7BIm%7D%5BS(%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7Dx%7D)%5D%3D%5Cfrac%7B1%7D%7B2%7D%5Ccot%5Cfrac%7Bx%7D%7B2%7D%2C%20x%5Cne%202n%5Cpi%2C%20n%5Cin%5Cmathbb%7BN%7D%0A%5Cend%7Balign*%7D

这其中用到了三角公式%5Ccot%20%5Cfrac%7Bx%7D%7B2%7D%3D%5Cfrac%7B%5Csin%20x%7D%7B1-%5Ccos%20x%7D,后边还会多次用到类似的三角公式,其证明不难,留给读者自行证明.

例2.%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Ccos%20nx%7D%7Bn%7D%2C%20%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csin%20nx%7D%7Bn%7D的和函数.

解:考察幂级数

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7Bz%5En%7D%7Bn%7D%3D%5Cint_0%5Ez%20%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7Dz%5En%5C%2C%5Cmathrm%7Bd%7Dz%20%3D%5Cint_0%5Ez%5Cfrac%7B%5Cmathrm%7Bd%7Dz%7D%7B1-z%7D%3D-%5Cln(1-z)%3DS(z)

令z=e^ix,则

%5Cbegin%7Balign*%7D%0AS(%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7Dx%7D)%26%3D-%5Cln(1-%5Ccos%20x-%5Cmathrm%7Bi%7D%5Csin%20x)%5C%5C%5B6pt%5D%0A%26%3D-%5Cln%5Csqrt%7B(1-%5Ccos%20x)%5E2%2B%5Csin%5E2%20x%7D%2B%5Cmathrm%7Bi%7D%5Carctan%5Cfrac%7B%5Csin%20x%7D%7B1-%5Ccos%20x%7D%5C%5C%5B6pt%5D%0A%26%3D-%5Cfrac%7B1%7D%7B2%7D%5Cln(2-2%5Ccos%20x)%2B%5Cmathrm%7Bi%7D%5Carctan%5Cleft(%5Ccot%5Cfrac%7Bx%7D%7B2%7D%5Cright)%0A%5Cend%7Balign*%7D

此处需要考察arctan(cot x/2):

%5Cbegin%7Balign*%7D%0A%5Carctan%5Cleft(%5Ccot%5Cfrac%7Bx%7D%7B2%7D%5Cright)%26%3D%5Carctan%5Cleft(1%5CBig%2F%5Ctan%5Cfrac%7Bx%7D%7B2%7D%5Cright)%5C%5C%5B6pt%5D%0A%26%3D%5Cfrac%7B%5Cpi%7D%7B2%7D-%5Carctan%5Cleft(%5Ctan%5Cfrac%7Bx%7D%7B2%7D%5Cright)%5C%5C%5B6pt%5D%0A%26%3D%5Cfrac%7B%5Cpi%7D%7B2%7D-%5Cfrac%7Bx%2Bn%5Cpi%7D%7B2%7D%2C%20n%5Cin%5Cmathbb%7BN%7D%0A%5Cend%7Balign*%7D

对前边的和函数进一步化简得

%5Cbegin%7Balign*%7D%0AS(%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7Dx%7D)%3D-%5Cln%5Cleft%7C2%5Csin%5Cfrac%7Bx%7D%7B2%7D%5Cright%7C%2B%5Cmathrm%7Bi%7D%5Cfrac%7B-x%2Bn%5Cpi%7D%7B2%7D%2Cn%5Cin%5Cmathbb%7BN%7D%0A%5Cend%7Balign*%7D

于是

%5Cbegin%7Balign*%7D%0A%26%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Ccos%20nx%7D%7Bn%7D%3D%5Cmathrm%7BRe%7D%5BS(%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7Dx%7D)%5D%3D-%5Cln%5Cleft%7C2%5Csin%5Cfrac%7Bx%7D%7B2%7D%5Cright%7C%2C%20x%5Cne%202n%5Cpi%2C%20n%5Cin%5Cmathbb%7BN%7D%5C%5C%5B6pt%5D%0A%26%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csin%20nx%7D%7Bn%7D%3D%5Cmathrm%7BIm%7D%5BS(%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7Dx%7D)%5D%3D%5Cfrac%7B-x%2Bn%5Cpi%7D%7B2%7D%2C%20x%5Cne%202n%5Cpi%2C%20n%5Cin%5Cmathbb%7BN%7D%0A%5Cend%7Balign*%7D

可以通过逐项求导得到例1的结果,证明解的正确性.

    作%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csin%20nx%7D%7Bn%7D的图像,如图1所示

图1 三角级数\sum \sin(nx)/n的和函数

其曲线形状是一个锯齿波

    类似的,通过上述手法结合逐项积分,可以求得以下三角级数的和函数,不再一一给出过程.

问题1. 以下三角级数会收敛到其和函数上,请证明:

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Ccos%20nx%7D%7Bn%5E2%7D%3D%5Cfrac%7B3x%5E2-6%5Cpi%20x%2B2%5Cpi%5E2%7D%7B12%7D%2Cx%5Cin%5B0%2C2%5Cpi%5D

(提示:对%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csin%20nx%7D%7Bn%7D逐项积分,并利用%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B1%7D%7Bn%5E2%7D%3D%5Cfrac%7B%5Cpi%5E2%7D%7B6%7D

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csin%20nx%7D%7Bn%5E2%7D%3D-%5Cint_%7B0%7D%5E%7Bx%7D%5Cln%5Cleft%7C2%5Csin%5Cfrac%7Bz%7D%7B2%7D%5Cright%7C%5C%2C%5Cmathrm%7Bd%7Dz%2Cx%5Cin%5B0%2C2%5Cpi%5D

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csin%20nx%7D%7Bn%5E3%7D%3D%5Cfrac%7Bx%5E3-3%5Cpi%20x%5E2%2B2%5Cpi%5E2%20x%7D%7B12%7D%2Cx%5Cin%5B0%2C2%5Cpi%5D

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cfrac%7B%5Ccos%20nx%7D%7Bn%7D%3D-%5Cln%5Cleft(2%5Ccos%5Cfrac%7Bx%7D%7B2%7D%5Cright)%2Cx%5Cin(-%5Cpi%2C%5Cpi)

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cfrac%7B%5Csin%20nx%7D%7Bn%7D%3D-%5Cfrac%7Bx%7D%7B2%7D%2Cx%5Cin(-%5Cpi%2C%5Cpi)

%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Ccos%20(2n%2B1)x%7D%7B2n%2B1%7D%3D-%5Cfrac%7B1%7D%7B2%7D%5Cln%5Cleft%7C%5Ctan%5Cfrac%7Bx%7D%7B2%7D%5Cright%7C%2Cx%5Cin(-%5Cpi%2C%5Cpi)

%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csin%20(2n%2B1)x%7D%7B2n%2B1%7D%3D%5Cleft%5C%7B%5Cbegin%7Barray%7D%7Bll%7D%0A%5Cpi%2F4%2C%26x%5Cin(0%2C%5Cpi)%5C%5C%0A-%5Cpi%2F4%2C%26x%5Cin(-%5Cpi%2C0)%0A%5Cend%7Barray%7D%5Cright.

    问题1中,级数%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csin%20(2n%2B1)x%7D%7B2n%2B1%7D的图像显然具有矩形波的形式.

问题2.%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Ccos%20nx%7D%7Bn!%7D%2C%20%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csin%20nx%7D%7Bn!%7D的和函数.

答案:

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Ccos%20nx%7D%7Bn!%7D%3D%5Cmathrm%7Be%7D%5E%7B%5Ccos%20x%7D%5Ccdot%5Ccos(%5Csin%20x)-1

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csin%20nx%7D%7Bn!%7D%3D%5Cmathrm%7Be%7D%5E%7B%5Ccos%20x%7D%5Ccdot%5Csin(%5Csin%20x)


    接下来我们考察一个形式比较特殊的三角级数:

例3.%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cfrac%7B%5Ccos%20nx%7D%7Bn%5E2%2Bu%5E2%7D%2C%20u%5Cin%5Cmathbb%7BR%7D的和函数.

解:考察幂级数%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cfrac%7Bz%5En%7D%7Bn%5E2%2Bu%5E2%7D,记其和函数为S(z)

    等式两侧对z求导,再乘以z,得

zS'(z)%3D%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cfrac%7Bnz%5En%7D%7Bn%5E2%2Bu%5E2%7D

等式两侧再对z求导,再乘以z,得

zS'(z)%2Bz%5E2S''(z)%3D%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cfrac%7Bn%5E2z%5En%7D%7Bn%5E2%2Bu%5E2%7D

于是叠加得到微分方程

z%5E2S''%2BzS'%2Bu%5E2S%3D%5Cfrac%7B1%7D%7B1%2Bz%7D-1

然而该微分方程的求解是十分困难的.事实上它并没有初等形式的解.

    于是考虑直接作变换z=e^ix,则根据链式法则有

%5Cfrac%7B%5Cmathrm%7Bd%7D%7D%7B%5Cmathrm%7Bd%7Dz%7D%3D%5Cfrac%7B%5Cmathrm%7Bd%7D%7D%7B%5Cmathrm%7Bd%7Dx%7D%5Cfrac%7B%5Cmathrm%7Bd%7Dx%7D%7B%5Cmathrm%7Bd%7Dz%7D%3D-%5Cmathrm%7Bi%7D%5Cmathrm%7Be%7D%5E%7B-%5Cmathrm%7Bi%7Dx%7D

并将和函数S(z)写成S(z)%3DU(x)%2B%5Cmathrm%7Bi%7DV(x).于是上述方程变形为

%5Cleft(u%5E2-%5Cfrac%7B%5Cmathrm%7Bd%7D%5E2%7D%7B%5Cmathrm%7Bd%7Dx%5E2%7D%5Cright)(U%2B%5Cmathrm%7Bi%7DV)%3D-%5Cfrac%7B1%7D%7B2%7D%5Cleft(1%2B%5Cmathrm%7Bi%7D%5Ctan%5Cfrac%7Bx%7D%7B2%7D%5Cright)

除了虚数单位i以外,其余部分均是实数,因此它等价于下述两个方程

%5Cleft%5C%7B%5Cbegin%7Barray%7D%7Bl%7D%0A%5Cdfrac%7B%5Cmathrm%7Bd%7D%5E2%20U%7D%7B%5Cmathrm%7Bd%7Dx%5E2%7D-u%5E2U%3D%5Cdfrac%7B1%7D%7B2%7D%5C%5C%5B3pt%5D%0A%5Cdfrac%7B%5Cmathrm%7Bd%7D%5E2%20V%7D%7B%5Cmathrm%7Bd%7Dx%5E2%7D-u%5E2V%3D%5Cdfrac%7B1%7D%7B2%7D%5Ctan%5Cdfrac%7Bx%7D%7B2%7D%0A%5Cend%7Barray%7D%5Cright.

其中后一个方程是没有简单初等解的,而我们要求的是前一个方程.

    考虑函数的奇偶性,前一个方程的通解为

U(x)%3DC%5Ccosh(ux)-%5Cfrac%7B1%7D%7B2u%5E2%7D

然而求出待定系数C是极困难的,这需要我们知道级数%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B(-1)%5En%7D%7Bn%5E2%2Bu%5E2%7D的值,而这个级数并不好求.但我们观察到解的形式与e^ux有关,所以我们暂时搁置例3,不妨考察一下e^ux的Fourier级数的形式.

例4. %5Cmathrm%7Be%7D%5E%7Bux%7D的Fourier级数.

解:记

%5Cmathrm%7Be%7D%5E%7Bux%7D%3D%5Cfrac%7Ba_0%7D%7B2%7D%2B%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(a_n%5Ccos%20nx%2Bb_n%5Csin%20nx)

则其系数满足

a_n%3D%5Cfrac%7B1%7D%7B%5Cpi%7D%5Cint_%7B-%5Cpi%7D%5E%7B%5Cpi%7D%5Cmathrm%7Be%7D%5E%7Bux%7D%5Ccos(nx)%5C%2C%5Cmathrm%7Bd%7Dx

b_n%3D%5Cfrac%7B1%7D%7B%5Cpi%7D%5Cint_%7B-%5Cpi%7D%5E%7B%5Cpi%7D%5Cmathrm%7Be%7D%5E%7Bux%7D%5Csin(nx)%5C%2C%5Cmathrm%7Bd%7Dx

于是

%5Cbegin%7Balign*%7D%0Aa_n%2B%5Cmathrm%7Bi%7Db_n%26%3D%5Cfrac%7B1%7D%7B%5Cpi%7D%5Cint_%7B-%5Cpi%7D%5E%7B%5Cpi%7D%5Cmathrm%7Be%7D%5E%7Bux%7D(%5Ccos(nx)%2B%5Cmathrm%7Bi%7D%5Csin(nx))%5C%2C%5Cmathrm%7Bd%7Dx%5C%5C%5B6pt%5D%0A%26%3D%5Cfrac%7B1%7D%7B%5Cpi%7D%5Cint_%7B-%5Cpi%7D%5E%7B%5Cpi%7D%5Cmathrm%7Be%7D%5E%7B(u%2B%5Cmathrm%7Bi%7Dn)x%7D%5C%2C%5Cmathrm%7Bd%7Dx%5C%5C%5B6pt%5D%0A%26%3D%5Cfrac%7B1%7D%7B%5Cpi(u%2B%5Cmathrm%7Bi%7Dn)%7D%5Cleft(%5Cmathrm%7Be%7D%5E%7Bu%5Cpi%7D(-1)%5En-%5Cmathrm%7Be%7D%5E%7B-u%5Cpi%7D(-1)%5En%5Cright)%5C%5C%5B6pt%5D%0A%26%3D%5Cfrac%7B2%7D%7B%5Cpi%7D%5Cfrac%7B(-1)%5En(a-%5Cmathrm%7Bi%7Dn)%7D%7Bn%5E2%2Ba%5E2%7D%5Csinh(u%5Cpi)%0A%5Cend%7Balign*%7D

分别取实部、虚部即得系数.于是

%5Cmathrm%7Be%7D%5E%7Bux%7D%3D%5Cfrac%7B2%7D%7B%5Cpi%7D%5Csinh(u%5Cpi)%5Cleft(%5Cfrac%7B1%7D%7B2u%7D%2B%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B(-1)%5En%7D%7Bn%5E2%2Bu%5E2%7D(u%5Ccos%20nx-n%5Csin%20nx)%5Cright)

    实际上e^ux的Fourier级数展开式中已经包含了例3中问题的形式,考虑到

%5Cmathrm%7Be%7D%5E%7B-ux%7D%3D%5Cfrac%7B2%7D%7B%5Cpi%7D%5Csinh(u%5Cpi)%5Cleft(%5Cfrac%7B1%7D%7B2u%7D%2B%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B(-1)%5En%7D%7Bn%5E2%2Bu%5E2%7D(u%5Ccos%20nx%2Bn%5Csin%20nx)%5Cright)

二者相加除以2即得

%5Ccosh(ux)%3D%5Cfrac%7B2%7D%7B%5Cpi%7D%5Csinh(u%5Cpi)%5Cleft(%5Cfrac%7B1%7D%7B2u%7D%2B%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B(-1)%5En%7D%7Bn%5E2%2Bu%5E2%7D(u%5Ccos%20nx)%5Cright)

这就得到了例3的解,即

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cfrac%7B%5Ccos%20nx%7D%7Bn%5E2%2Bu%5E2%7D%3D%5Cfrac%7B%5Cpi%5Ccosh(ux)%7D%7B2u%5Csinh(u%5Cpi)%7D-%5Cfrac%7B1%7D%7B2u%5E2%7D

同时我们也知道了

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B(-1)%5En%7D%7Bn%5E2%2Bu%5E2%7D%3D%5Cfrac%7B%5Cpi%7D%7B2u%5Csinh(u%5Cpi)%7D-%5Cfrac%7B1%7D%7B2u%5E2%7D

以及

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B1%7D%7Bn%5E2%2Bu%5E2%7D%3D%5Cfrac%7B%5Cpi%7D%7B2u%5Ctanh(u%5Cpi)%7D-%5Cfrac%7B1%7D%7B2u%5E2%7D

    同理我们也能求出

%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cfrac%7Bn%5Csin%20nx%7D%7Bn%5E2%2Bu%5E2%7D%3D-%5Cfrac%7B%5Cpi%5Csinh(ux)%7D%7B2%5Csinh(u%5Cpi)%7D



    下面我们考虑在求解线性PDE时,利用分离变量法求解获得的级数解将收敛到何种和函数上.

例5. 考虑均质直杆的纵向振动.设有一长为l,杨氏模量为E的各向同性的均质轻直杆(轻的含义是不计杆本身的重力),其截面尺寸为A相对于长度足够小,使其一端固定,另一端自由.今在自由端施加一沿干轴向的拉力P,使其平衡,随后撤去拉力P,则杆会开始作纵向振动.根据振动力学中的力学原理,我们可以将该问题归纳为求解下述定解问题:

%5Cleft%5C%7B%5Cbegin%7Barray%7D%7Bll%7D%0A%5Cdfrac%7B%5Cpartial%5E2%20u%7D%7B%5Cpartial%20t%5E2%7D%3Da%5E2%5Cdfrac%7B%5Cpartial%5E2%20u%7D%7B%5Cpartial%20x%5E2%7D%2C%260%3Cx%3Cl%2Ct%3E0%5C%5C%5B3pt%5D%0Au(x%2C0)%3D%5Cdfrac%7BPx%7D%7BEA%7D%2C%5Cdfrac%7B%5Cpartial%20u%7D%7B%5Cpartial%20t%7D(x%2C0)%3D0%2C%260%5Cleqslant%20x%5Cleqslant%20l%5C%5C%5B3pt%5D%0Au(0%2Ct)%3D0%2C%5Cdfrac%7B%5Cpartial%20u%7D%7B%5Cpartial%20x%7D(l%2Ct)%3D0%2C%26t%5Cgeqslant%200%0A%5Cend%7Barray%7D%5Cright.

这是一个典型的双曲型方程.我们关心级数收敛到何种和函数上,所以略去具体的求解过程,直接给出其Fourier级数解为

u(x%2Ct)%3D%5Cfrac%7B8Pl%7D%7B%5Cpi%5E2%20EA%7D%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B(-1)%5En%7D%7B(2n%2B1)%5E2%7D%5Csin%5Cleft(%5Cfrac%7B(2n%2B1)%5Cpi%7D%7B2l%7D%20x%5Cright)%5Ccos%5Cleft(%5Cfrac%7B(2n%2B1)%5Cpi%7D%7B2l%7D%20at%5Cright)

利用积化和差公式,可将求和部分写成两个三角级数加和的形式,即

u(x%2Ct)%3D%5Cfrac%7B4Pl%7D%7B%5Cpi%5E2%20EA%7D%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B(-1)%5En%7D%7B(2n%2B1)%5E2%7D%5Cleft(%5Csin%5Cleft(%5Cfrac%7B(2n%2B1)%5Cpi%7D%7B2l%7D%20(x%2Bat)%5Cright)%2B%5Csin%5Cleft(%5Cfrac%7B(2n%2B1)%5Cpi%7D%7B2l%7D%20(x-at)%5Cright)%5Cright)

于是求该级数的和函数问题被归结为求解下述级数的和函数

%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cfrac%7B%5Csin%20(2n%2B1)x%7D%7B(2n%2B1)%5E2%7D

直接给出其结果为

%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cfrac%7B%5Csin%20(2n%2B1)x%7D%7B(2n%2B1)%5E2%7D%3D%5Cleft%5C%7B%5Cbegin%7Barray%7D%7Bll%7D%0A%5Cdfrac%7B%5Cpi%7D%7B4%7D(x-2n%5Cpi)%2C%26%5Cleft(-%5Cdfrac%7B%5Cpi%7D%7B2%7D%2B2n%5Cpi%2C%5Cdfrac%7B%5Cpi%7D%7B2%7D%2B2n%5Cpi%5Cright)%5C%5C%5B3pt%5D%0A%5Cdfrac%7B%5Cpi%7D%7B4%7D(%5Cpi-x-2n%5Cpi)%2C%26%5Cleft(%5Cdfrac%7B%5Cpi%7D%7B2%7D%2B2n%5Cpi%2C%20%5Cdfrac%7B3%5Cpi%7D%7B2%7D%2B2n%5Cpi%5Cright)%0A%5Cend%7Barray%7D%5Cright.

根据其区间,可以将直杆在一个振动周期内的级数解化简为

u(x%2Ct)%3D%5Cleft%5C%7B%5Cbegin%7Barray%7D%7Bll%7D%0A%5Cvarepsilon%20x%2C%260%3Ct%3C%5Cdfrac%7Bl-x%7D%7Ba%7D%5C%5C%5B3pt%5D%0A%5Cvarepsilon%20(l-at)%2C%26t%3E%5Cdfrac%7Bl-x%7D%7Ba%7D%2Ct%3E%5Cdfrac%7Bl%2Bx%7D%7Ba%7D%5C%5C%5B3pt%5D%0A-%5Cvarepsilon%20x%2C%26t%3C%5Cdfrac%7Bl%2Bx%7D%7Ba%7D%2Ct%3C%5Cdfrac%7B3l-x%7D%7Ba%7D%5C%5C%5B3pt%5D%0A-%5Cvarepsilon%20(3l-at)%2C%26t%3E%5Cdfrac%7B3l-x%7D%7Ba%7D%2Ct%3E%5Cdfrac%7B3l%2Bx%7D%7Ba%7D%5C%5C%5B3pt%5D%0A%5Cvarepsilon%20x%2C%26t%3C%5Cdfrac%7B3l%2Bx%7D%7Ba%7D%2Ct%3C%5Cdfrac%7B4l%7D%7Ba%7D%5C%5C%5B3pt%5D%0A%5Cend%7Barray%7D%5Cright.%20%2Cx%5Cin%5B0%2Cl%5D

其中%5Cvarepsilon%3D%5Cfrac%7BP%7D%7BEA%7D.特别的,我们可以考察自由端的位移

u(x%2Ct)%3D%5Cleft%5C%7B%5Cbegin%7Barray%7D%7Bll%7D%0A%5Cvarepsilon%20(l-at)%2C%260%3Ct%3C%5Cdfrac%7B2l%7D%7Ba%7D%5C%5C%5B3pt%5D%0A-%5Cvarepsilon%20(3l-at)%2C%26%5Cdfrac%7B2l%7D%7Ba%7D%3Ct%3C%5Cdfrac%7B4l%7D%7Ba%7D%5C%5C%5B3pt%5D%0A%5Cend%7Barray%7D%5Cright.

可见,杆端位移的形式符合三角波的形式.


例6. 考虑如下热传导的定解问题:

%5Cleft%5C%7B%5Cbegin%7Barray%7D%7Bll%7D%0A%5Cdfrac%7B%5Cpartial%20u%7D%7B%5Cpartial%20t%7D%3Dk%5Cdfrac%7B%5Cpartial%5E2%20u%7D%7B%5Cpartial%20x%5E2%7D%2C%260%3Cx%3Cl%2Ct%3E0%5C%5C%5B3pt%5D%0Au(x%2C0)%3D%5Cdfrac%7Bx(l-x)%7D%7Bl%5E2%7D%2C%260%5Cleqslant%20x%5Cleqslant%20l%5C%5C%5B3pt%5D%0Au(0%2Ct)%3D%5Cdfrac%7B%5Cpartial%20u%7D%7B%5Cpartial%20x%7D(l%2Ct)%3D0%2C%26t%5Cgeqslant%200%0A%5Cend%7Barray%7D%5Cright.

这是一个抛物型方程,直接给出该问题的Fourier级数解为

u(x%2Ct)%3D%5Cfrac%7B2%7D%7B%5Cpi%5E3%7D%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D%5Cfrac%7B2-%5Cleft(n%2B%5Cfrac%7B1%7D%7B2%7D%5Cright)%5Cpi(-1)%5En%7D%7B%5Cleft(n%2B%5Cfrac%7B1%7D%7B2%7D%5Cright)%5E3%7D%5Cexp%5Cleft(-%5Cfrac%7B%5Cleft(n%2B%5Cfrac%7B1%7D%7B2%7D%5Cright)%5E2%5Cpi%5E2%7D%7Bl%5E2%7Dkt%5Cright)%5Csin%5Cfrac%7B%5Cleft(n%2B%5Cfrac%7B1%7D%7B2%7D%5Cright)%5Cpi%7D%7Bl%7Dx

然而该问题没办法直接用前边的方法求出解析表达式,这是因为仅用普通的复数的幂级数无法表示含有%5Cmathrm%7Be%7D%5E%7B-n%5E2%7D项的级数.为此,需要引入Jacobi %5Cvartheta函数:

定义2. 用级数定义以下四个特殊函数,称之为Jacobi %5Ccolor%7Bred%7D%7B%5Cvartheta%7D函数

%5Cvartheta_1(v%3B%5Ctau)%3D2%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7D%5Ctau%5Cpi%5Cleft(n%2B%5Cfrac%7B1%7D%7B2%7D%5Cright)%5E2%7D%5Csin(2n%2B1)%5Cpi%20v

%5Cvartheta_2(v%3B%5Ctau)%3D2%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7D%5Ctau%5Cpi%5Cleft(n%2B%5Cfrac%7B1%7D%7B2%7D%5Cright)%5E2%7D%5Ccos(2n%2B1)%5Cpi%20v

%5Cvartheta_3(v%3B%5Ctau)%3D1%2B2%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7D%5Cpi%5Ctau%20n%5E2%7D%5Ccos(2n%5Cpi%20v)

%5Cvartheta_4(v%3B%5Ctau)%3D1%2B2%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cmathrm%7Be%7D%5E%7B%5Cmathrm%7Bi%7D%5Cpi%5Ctau%20n%5E2%7D%5Ccos(2n%5Cpi%20v)

我们将v视为变量,将τ仅视为取固定值的参数.这几个符号是Jacobi引入的,关于这些函数的更多性质我们不做探讨,可参考王竹溪、郭敦仁所著《特殊函数概论》.

    为计算方便,可以适当地取积分下限,使结果具有比较简单的形式:

%5Cbegin%7Balign*%7D%0A%26%5Cint_%7B0%7D%5E%7B%5Cfrac%7Bx%7D%7B2l%7D%7D%5Cint_%7B%5Cfrac%7B1%7D%7B2%7D%7D%5E%7Bw%7D%5Cvartheta_1%5Cleft(v%3B%5Cfrac%7B%5Cmathrm%7Bi%7D%5Cpi%20kt%7D%7Bl%5E2%7D%5Cright)%5Cmathrm%7Bd%7Dv%5Cmathrm%7Bd%7Dw%5C%5C%0A%3D%26-%5Cfrac%7B2%7D%7B%5Cpi%5E2%7D%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D%5Cfrac%7B(-1)%5En%7D%7B%5Cleft(2n%2B1%5Cright)%5E2%7D%0A%5Cexp%5Cleft(-%5Cfrac%7B%5Cleft(n%2B%5Cfrac%7B1%7D%7B2%7D%5Cright)%5E2%5Cpi%5E2%7D%7Bl%5E2%7Dkt%5Cright)%5Csin%5Cfrac%7B%5Cleft(n%2B%5Cfrac%7B1%7D%7B2%7D%5Cright)%5Cpi%7D%7Bl%7Dx%0A%5Cend%7Balign*%7D

%5Cbegin%7Balign*%7D%0A%26%5Cint_%7B0%7D%5E%7B%5Cfrac%7Bx%7D%7B2l%7D%7D%5Cint_%7B%5Cfrac%7B1%7D%7B2%7D%7D%5E%7Bu%7D%5Cint_%7B0%7D%5E%7Bw%7D%5Cvartheta_2%5Cleft(v%3B%5Cfrac%7B%5Cmathrm%7Bi%7D%5Cpi%20kt%7D%7Bl%5E2%7D%5Cright)%5Cmathrm%7Bd%7Dv%5Cmathrm%7Bd%7Dw%5Cmathrm%7Bd%7Du%5C%5C%0A%3D%26-%5Cfrac%7B2%7D%7B%5Cpi%5E3%7D%5Csum_%7Bn%3D0%7D%5E%7B%5Cinfty%7D%5Cfrac%7B1%7D%7B%5Cleft(2n%2B1%5Cright)%5E3%7D%0A%5Cexp%5Cleft(-%5Cfrac%7B%5Cleft(n%2B%5Cfrac%7B1%7D%7B2%7D%5Cright)%5E2%5Cpi%5E2%7D%7Bl%5E2%7Dkt%5Cright)%5Csin%5Cfrac%7B%5Cleft(n%2B%5Cfrac%7B1%7D%7B2%7D%5Cright)%5Cpi%7D%7Bl%7Dx%0A%5Cend%7Balign*%7D

于是该定解问题的解可以写成

%5Cbegin%7Balign*%7D%0Au(x%2Ct)%3D%264%5Cint_%7B0%7D%5E%7B%5Cfrac%7Bx%7D%7B2l%7D%7D%5Cint_%7B%5Cfrac%7B1%7D%7B2%7D%7D%5E%7Bw%7D%5Cvartheta_1%5Cleft(v%3B%5Cfrac%7B%5Cmathrm%7Bi%7D%5Cpi%20kt%7D%7Bl%5E2%7D%5Cright)%5Cmathrm%7Bd%7Dv%5Cmathrm%7Bd%7Dw%5C%5C%26-16%5Cint_%7B0%7D%5E%7B%5Cfrac%7Bx%7D%7B2l%7D%7D%5Cint_%7B%5Cfrac%7B1%7D%7B2%7D%7D%5E%7Bu%7D%5Cint_%7B0%7D%5E%7Bw%7D%5Cvartheta_2%5Cleft(v%3B%5Cfrac%7B%5Cmathrm%7Bi%7D%5Cpi%20kt%7D%7Bl%5E2%7D%5Cright)%5Cmathrm%7Bd%7Dv%5Cmathrm%7Bd%7Dw%5Cmathrm%7Bd%7Du%0A%5Cend%7Balign*%7D

至于Jacobi %5Cvartheta函数的近似取值,可通过查表或数值计算的手段获得.

问题3. 考虑均质直杆在简支边界条件下的横向振动问题,该问题可抽象为如下四阶方程的定解问题:

%5Cleft%5C%7B%5Cbegin%7Barray%7D%7Bll%7D%0A%5Cdfrac%7B%5Cpartial%5E2%20u%7D%7B%5Cpartial%20t%5E2%7D%2Ba%5E2%5Cdfrac%7B%5Cpartial%5E4%20u%7D%7B%5Cpartial%20x%5E4%7D%3D0%2C%260%3Cx%3Cl%2Ct%3E0%5C%5C%5B3pt%5D%0Au(x%2C0)%3Du_0%5Cdfrac%7Bx(3l%5E2-4x%5E2)%7D%7Bl%5E3%7D%2C%5Cdfrac%7B%5Cpartial%20u%7D%7B%5Cpartial%20t%7D(x%2C0)%3D0%2C%260%5Cleqslant%20x%5Cleqslant%20l%5C%5C%5B3pt%5D%0Au(0%2Ct)%3Du(l%2Ct)%3D%5Cdfrac%7B%5Cpartial%5E2%20u%7D%7B%5Cpartial%20x%5E2%7D(0%2Ct)%3D%5Cdfrac%7B%5Cpartial%5E2%20u%7D%7B%5Cpartial%20x%5E2%7D(l%2Ct)%3D0%2C%26t%5Cgeqslant%200%0A%5Cend%7Barray%7D%5Cright.

直接给出该问题的Fourier级数解为

u(x%2Ct)%3D2u_0%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D(-1)%5En%5Cleft(%5Cfrac%7B1%7D%7Bn%5Cpi%7D-%5Cfrac%7B24%7D%7B(n%5Cpi)%5E3%7D%5Cright)%5Ccos%20%5Cleft(%5Cfrac%7Bn%5Cpi%7D%7Bl%7D%5Cright)%5E2%20at%5Csin%5Cfrac%7Bn%5Cpi%7D%7Bl%7Dx

试用Jacobi %5Cvartheta函数表出该解.

答案:此处我们只使用积分号%5Cint表示求一次原函数,并指定求原函数时附加的积分常数为0

u(x%2Ct)%3Du_0%5Cleft(%5Cint-48%5Ciiint%5Cright)%5Cleft(%5Cvartheta_4%5Cleft(%5Cfrac%7Bx%7D%7B2l%7D%3B%5Cfrac%7Ba%5Cpi%20t%7D%7Bl%5E2%7D%5Cright)%2B%5Cvartheta_4%5Cleft(%5Cfrac%7Bx%7D%7B2l%7D%3B-%5Cfrac%7Ba%5Cpi%20t%7D%7Bl%5E2%7D%5Cright)-2%5Cright)


    最后给出一类笔者未能解决的问题,即二维调和方程或重调和方程的三角级数解将收敛到何种特殊的函数上.下面简要介绍问题求解过程,供读者进行思考和求解.

问题5. 考虑如下定解问题

%5Cleft%5C%7B%5Cbegin%7Barray%7D%7Bll%7D%0A%5Cdfrac%7B%5Cpartial%5E2%20u%7D%7B%5Cpartial%20x%5E2%7D%2B%5Cdfrac%7B%5Cpartial%5E2%20u%7D%7B%5Cpartial%20y%5E2%7D%3D0%2C%260%3Cx%3Ca%2C0%3Cy%3Cb%5C%5C%5B3pt%5D%0Au(x%2C0)%3D%5Cdfrac%7Bx%7D%7Ba%7D%2Cu(x%2Cb)%3D0%2C%260%5Cleqslant%20x%5Cleqslant%20a%5C%5C%5B3pt%5D%0A%5Cdfrac%7B%5Cpartial%20u%7D%7B%5Cpartial%20x%7D(0%2Cy)%3D%5Cdfrac%7B%5Cpartial%20u%7D%7B%5Cpartial%20x%7D(a%2Cy)%3D0%2C%260%5Cleqslant%20y%5Cleqslant%20b%0A%5Cend%7Barray%7D%5Cright.

这是一个椭圆型方程,求解该问题可以设解的形式为二重三角级数,即

u_%7Bmn%7D(x%2Cy)%3Da_%7Bmn%7D%5Csin%5Cleft(%5Cfrac%7Bm%5Cpi%20x%7D%7Ba%7D%2B%5Cvarphi_m%5Cright)%5Csin%5Cleft(%5Cfrac%7Bn%5Cpi%20y%7D%7Bb%7D%2B%5Cvarphi_n%5Cright)

再对指标mn求和,将另一个指标暂时视为常量,以获得一重的三角级数.也可以直接利用分离变量法求解获得以下结果

u(x%2Cy)%3D%5Cfrac%7Bb-y%7D%7B2b%7D%2B%5Cfrac%7B2%7D%7B%5Cpi%5E2%7D%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B1-(-1)%5En%7D%7Bn%5E2%7D%5Cfrac%7B%5Csinh%5Cfrac%7Bn%5Cpi%7D%7Ba%7D(y-b)%7D%7B%5Csinh%5Cfrac%7Bn%5Cpi%20b%7D%7Ba%7D%7D%5Ccos%5Cfrac%7Bn%5Cpi%7D%7Ba%7Dx

可以证明,二重三角级数解与分离变量求得的级数解是一致的.然而若要做进一步化简,势必要考虑形如%5Csum_%7Bn%3D1%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csinh%20n(x-a)%7D%7B%5Csinh%20na%7D的级数如何求和,这是十分复杂的,笔者也没有查到相关的特殊函数.

问题6. 考虑均质薄板的静力平衡问题.弹性力学中的平面薄板的挠曲问题满足方程

D%5CDelta%5E2w%3Dq

其中D是给定常数,q=q(x,y)是给定函数,Δ是Laplace算子.这是一个四阶常系数线性偏微分方程,若假设所考虑的q%3Dq_0为常数,薄板是矩形的,且四边简支(位移w=0,力矩%5Cfrac%7B%5Cpartial%5E2%20w%7D%7B%5Cpartial%20x%5E2%7D%5Cfrac%7B%5Cpartial%5E2%20w%7D%7B%5Cpartial%20y%5E2%7D%3D0),则可假设位移具有二重三角级数的形式.经计算可得二重三角级数解的形式为:

w(x%2Cy)%3D%5Cfrac%7B16q_0%7D%7B%5Cpi%5E6%20D%7D%5Csum_%7Bm%3D1%2C3%2C5%2C%5Ccdots%7D%5E%7B%5Cinfty%7D%5Csum_%7Bn%3D1%2C3%2C5%2C%5Ccdots%7D%5E%7B%5Cinfty%7D%5Cfrac%7B%5Csin%5Cfrac%7Bm%5Cpi%20x%7D%7Ba%7D%5Csin%5Cfrac%7Bn%5Cpi%20y%7D%7Bb%7D%7D%7Bmn%5Cleft(%5Cfrac%7Bm%5E2%7D%7Ba%5E2%7D%2B%5Cfrac%7Bn%5E2%7D%7Bb%5E2%7D%5Cright)%5E2%7D

    此外,或者通过对一个指标求和,或者通过假设解具有

w(x%2Cy)%3D%5Csum_%7Bm%3D1%2C3%2C5%2C%5Ccdots%7D%5E%7B%5Cinfty%7DY(y)%5Csin%5Cfrac%7Bm%5Cpi%20x%7D%7Ba%7D

的形式,可求得一重三角级数解具有以下形式

w(x%2Cy)%3D%5Cfrac%7B4q_0a%5E4%7D%7B%5Cpi%5E5%20D%7D%5Csum_%7Bm%3D1%2C3%2C5%2C%5Ccdots%7D%5E%7B%5Cinfty%7D%5Cfrac%7B1%7D%7Bm%5E5%7D%5Cleft(1-%5Cfrac%7B2%2B%5Cfrac%7Bm%5Cpi%20b%7D%7B2a%7D%5Ctanh%5Cfrac%7Bm%5Cpi%20b%7D%7B2a%7D%7D%7B2%5Ccosh%5Cfrac%7Bm%5Cpi%20b%7D%7B2a%7D%7D%5Ccosh%5Cfrac%7Bm%5Cpi%7D%7Ba%7Dy%2B%5Cfrac%7B%5Cfrac%7Bm%5Cpi%20b%7D%7B2a%7D%7D%7B2%5Csinh%5Cfrac%7Bm%5Cpi%20b%7D%7B2a%7D%7D%5Cfrac%7B2y%7D%7Bb%7D%5Csinh%5Cfrac%7Bm%5Cpi%7D%7B2a%7Dy%5Cright)%5Csin%5Cfrac%7Bm%5Cpi%7D%7Ba%7Dx

至于进一步能否将该级数化简成某种特殊函数,欢迎大家做进一步讨论.


参考资料:

[1] (德)E. Zeidler等著.数学指南——实用数学手册[M].李文林等译.北京:科学出版社,2012.

[2] 李莉,王峰.数学物理方程(第2版) [M].哈尔滨:哈尔滨工业大学出版社,2016.

[3] 王竹溪,郭敦仁.特殊函数概论[M].北京:北京大学出版社,2000.

[4] 于开平,邹经湘.结构动力学(第3版) [M].哈尔滨:哈尔滨工业大学出版社,2015.

[5] 徐芝纶.弹性力学(第5版,下册) [M].北京:高等教育出版社,2016.

【银蛇出品】数学漫谈13——简单三角级数的和函数及其在解PDE中的应用的评论 (共 条)

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