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- ありおき しろみず
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1 I
2 chap. Fourier Jean-Baptiste-Joseph Fourier ( ) Auxerre Ecole Polytrchnique Napoleon G.Monge Isere Napoleon Academie Francaise [] [ ] [] [] [ ] [ ] []
3 chap. + + Fourier Fourier Abel 3
4 chap. N Z Q C K 3 = K fg p(x) =a + a x + a x + :::+ a n x n dp dx = a +a x + :::+ na n x n p(x)dx = x a x + a + :::+ a n xn+ + C n+ e ax sin(ax) cos(ax) d dx eax e ax dx = ae ax = a eax d sin(ax) = dx a cos(ax) d cos(ax) = a sin(ax) dx sin(ax)dx = cos(ax) a cos(ax)dx = sin(ax) a n cos(mx) cos(nx)dx = n 8 >< cos(mx) sin(nx)dx = n sin(mx) sin(nx)dx = (fg) = f g + fg fgdx = fdx g ( fdx) g dx >: 8 >< >: ; m 6= n ; m = n 6= ; m = n = ; m 6= n ; m = n 6= ; m = n = 4
5 chap. i = p z = x + iy z = x iy jzj = zz = x + y e i = cos()+i sin() z = x + iy = re i (x; y) $ (r;) a n f (n) + a n f (n) + :::+ a f + a f = n a n z n + a n z (n) + :::+ a z + a = n ; ;:::; n c i ( i n) f(x) =c e x + c e x + :::+ c n e nx m (m >) ce x d + e x + d xe x + :::+ d m x (m) e x 5
6 chap. 3 f :! p f p f(x + p) =f(x) f(x) =f(x) f(x) =f(x) f(x) = ((f(x)+f(x))) + ((f(x) f(x))) a sin(x) sin(ax) a cos(x) cos(ax) 6
7 chap. 4 Fourier f :! L a n b n = L = L LL f(x) cos( nx )dx (n =; ; ;:::) L LL f(x) sin( nx )dx (n =; ; 3;:::) L Fourier Fourier f :! L a n b n Fourier Fourier a + X n= a n cos( nx L )+b n sin( nx L ) f f(x) f Fourier 7
8 chap. 4 Fourier Fourier f(x) = ( (5 x<) 3 ( x<5) a n = 55 f(x) cos( nx)dx 5 5 = 3 5 nx 5 cos( ( )dx 5 5 nx [sin( = 3 n 5 )]5 (n 6= ) 5 5 (n =) ( (n 6= ) = 3 (n =) b n = 5 nx 5 5 f(x) sin( )dx 5 = 3 5 nx 5 sin( )dx 5 = 3 5 nx [ cos( 5 n 5 )]5 ( cos(n)+) = 3 n 3 + P 3 nx n= ( cos(n)) sin( ) n 5 = sin( x )+ 3x sin( )+ 5x sin( )+::: Fourier Fourier ( 8 ( x<) f(x) = 8 ( x<4) 8
9 chap. 5 Fourier f(x) Z jf(x)jdx < Fourier D n (x) = X s n (x) = nx n ^f(k)e ikx nx n ^f(k)e ikx e ikx = sin(n + )x sin x Dirichlet D n (x)dx = (u; x) = (f(x + u)+f(x u)) Z s n (x) = (u; x)d n (u)du Dirichlet 9
10 chap. 5 Fourier x c (u; x) = (f(x+u)+f(x u) c) Z (u)d n (u)du! (n!) Dirichlet - Jordan f Fourier (f(x + ) + f(x )) lim n! s n(x) = (f(x +)+f(x )) : (bounded variation f :[a; b]! M [a; b] a = x <x <:::<x n = b nx i= jf(x i ) f(x i )j <M Fourier Fourier
11 chap. 5 Dini - Lipschitz!(f;t) f Z a!(f; t) dt < t Fourier f kf s n k! (n!): f :[a; b]!!(f; t) = sup <<t axb max jf(x + ) f(x)j: jump Gibbs phenomenon f :[; L)! [;c), (c; L) f(c +) f(c ) > kf s n k! ( Z sin x x dx )(f(c +)f(c )) (n!): Z sin x x dx =:8949 :::
12 chap. 6 Parseval f :! L fa n g fb n g Fourier Z L X jf(x)j dx = a L + (a n + b n): Parseval n= Fourier Dirichlet ( x ( x<) f(x) = x ( x<) a = f(x)dx = xdx = a n = nx f(x) cos( )dx = nx x cos( =[x n = 4 nx sin ] [cos nx (n) ] = 4 (cos(n) a) (n) b n = f(x) sin( nx)dx = )dx (n 6= ) nx sin n dx f(x) =+ P 4 n= (cos(n) ) cos( nx) (n) = 8 cos( x )+ cos( 3x)+ cos( 5x)+::: 3 5 Parseval Z jf(x)j dx = Z x dx =[ x3 3 ] = =+64 ( :::) ) :::= Fourier x = Parseval :::=
13 chap. 6 Fourier Series. f(x) =( x) ( x<) f Fourier Dirichlet X Parseval n 4 n= ( x; ( x<). f(x) = x; ( <x<) f Fourier Dirichlet X Parseval (n ) 4 n= a. (( x) n ) = n( x) (n) ; Z ( x) n = n + ( x)n+. b. Z f(x) sin(ax)dx = Z a f(x) cos(ax)+ a f (x) cos(ax)dx (a 6= ). c. Z f(x) cos(ax)dx = a f(x) sin(ax) a Z f (x) sin(ax)dx: (a 6= ). 3
14 chap. 8 Banach Hilbert X: X: p : X! X ) p(x) ; p(x) =, x = ) p(x + y) p(x) + p(y) 3) p(x) =jj p(x) p(x) x d(x; y) =p(x y) x y Banach X: X Banach : fx n g > N n;m>n ) d(a n ;a m ) < Cauchy Cauchy Cauchy Hilbert X: Banach Hilbert : ) <x;y>=< y;x> ) <x + x ;y >=< x ;y >+ <x ;y > 3) < x; y >= <x;y> 4) <x;x>; <x;x>=, x = kxk =<x;x> j <x;y>jkxkkyk Cauchy-Schwarz c x + c y = (c ;c ) 6= (; ) 4
15 chap. 8 L p (T) f :! L p - 8 < kfk p = : `p p = =p jf(x)j dx p ( p<) sup x< jf(x)j (p = ) <f;g>= Hilbert fa n g `p- kfa n gk p = Z f(x)g(x)dx ( ( P n= ja n j p ) =p ( p<) sup ja n j (p = ) p = < fa n g; fb n g >= X a n bn Hilbert L p () f :! L p - 8 < =p jf(x)j kfk p = p dx ( p<) : sup <x< jf(x)j (p = ) p = <f;g>= Hilbert f(x)g(x)dx 5
16 chap. 8 Fourier f(x) = a + P n= (a n cos(nx)+b n sin(nx)) = P n= c n e inx a n = c n + c n b n = i(c n c n ) c n = Z f(x)e inx dx Parseval T : L (T)! ` T (f) =fc n g kfk = kt (f)k T Hilbert L (T) = ` fe inx g L (T) ; cos(x); sin(x); cos(x); sin(x); cos(3x); sin(3x);::: L (T) : f n g Hilbert X k n k = < n ; m >= (n 6= m) X v v = P c n n Hilbert n ` 6
17 chap. 8 Sturm - Liouville [a; b] d dx p(x)df(x) dx! (r(x)+q(x))f(x) = f(a)+ f (a) =; f(b)+ f (b) = f Sturm - Liouville <f;g>= Z b r(x) a f(x)g(x)r(x)dx [a; b] =[;] sin(nx) f + f =; f() = ; f() = 7
18 chap. 8 Legendre : ( x )y xy + n(n +)y = L ([; ]); P n (x) = d n n n! dx n (x ) n Tchebyche : ( x )y xy + n y = L ([; ]; p dx); T n(x) = ()n p x x dn (n )!! dx ( n x ) n Hermite : y xy + ny = L (;e x = dx); H n (x) =() n e x = dn dx n (ex = ) Laguerre : xy +( x)y + ny = L ([; );e x dx); L n (x) = ex n! d n dx n (ex x n ) Jacobi : x( x)y +[ x]y + n y = L ([; ];x dx); G n (; x) = ()x ( x) ( + n) d n dx n (x+n ( x) n ) 8
19 chap. 7 [; 3] u(x; t) t x ( x 3) u(;t)=u(3;t)= ( u(x; ) = Step : u(x; t) =X(x)T (t) X(x)T (t) =X (x)t (t) (a) T (t) =T(t) T (t) T (t) = X (x) X(x) = T dt = Z dt T (t) =Ce t < = T (t) =Ce t (b) X (x) = X(x) z + = z = 6i X(x) = c e ix + c e ix = d cos(x)+d sin(x) u(x; t) =e t (A cos(x)+b sin(x)) 9
20 chap. 7 Step : A =. =u(;t)=e t A cos(x) =u(3;t)=e t B sin(3) = n 3 (n Z) B = Step 3: u(x; t) = P n= Bn n e( 3 )t sin( nx = P ( n n= B n e 3 )t sin( nx ) 3 ) 3 Step 4: 5 = u(x; ) = X n= B n sin( n 3 x) 5 [3; 3] Fourier a n = b n = 33 f(x) sin( nx)dx 3 3 = sin( nx)dx 3 = 5 3 nx [ cos( 3 n 3 )]3 = 5 n B n = 5 ( cos(n)+) n ( cos(n)+) u(x; t) = P 5 ( n= n cos(n)+)e n t 9 sin( nx = e t 9 sin( x 3 )+ 3 et sin(x)+ 5 e 5 t 9 sin( 5x 3 ) 3 )+:::
21 chap. 7 L [;L] u(x; t) t x ( x L) u(;t)=u(l; t) = ( u(x; ) = f(x) u t (x; ) = Step : u(x; t) =X(x)T (t) u(x; t) =(A cos(at)+b sin(at))(a cos(x)+b sin(x)) Step : =u(;t)=u(l; t) A = B = = n L (n Z) Step 3: u(x; t) = P n= Cn sin( nx nat ) cos( ) L L = P n= C n sin( nx nat ) cos( ) L L Step 4: u(x; ) = f(x) f(x) [L; L] Fourier u(x; t) C n = L Z L L f(x) sin( nx L )dx = P n= C n sin( nx nat ) cos( ) L L = P C n n= sin( n(x+at) ) + sin( n(xat) L L (f(x + at)+f(x at)) =
22 chap. 9 Fourier Fourier L f :! fe i n L x g (n Z) L L! f(x) = P n= c n e i n L x = P LL n= f(y)e = L i n L LL P f(y) n= L y dy e i n L x L ein L (xy) dy L! f(x) = f Fourier ^f() = f(x) = f(y)e iy dy e ix d f(y)e iy dy ^f()e ix d f f L () k ^fk kfk ^f j ^f()j! (jj!) iemann - Lebesgue Fourier Sin Cos F s () = f(x) sin(x)dx; F c () = Fourier Sin Cos ^f() =(F s () if s ()) f(x) cos(x)dx
23 chap. 9 f(x) = ( (jxj a) (jxj >a) Fourier ^f() = f(x)e ix dx = a a e ix dx =[ i eix ] a a = i (eix e ix ) = sin(a) f(x) = ( x (jxj < ) (jxj ) Fourier e ix dx x e ix dx =[ = sin() i eix x ] + i = i (ei e i )+ i = sin() + (e i + e i ) xe ix dx [ eix x] + sin() e ix dx ^f() = ( x )e ix dx = 4 cos sin Fourier Cos f(x) =e mx (m>) e ax cos(bx)dx = eax (a cos(bx)+bsin(bx)) a +b e ax sin(bx)dx = eax (b cos(bx)+asin(bx)) a +b 3
24 chap. Fourier Dirichlet f L () f f ^f()e ix d = (f(x +)+f(x ) Parseval f; g L () \ L () f(x)g(x)dx = ^f()^g()d jf(x)j dx = j ^f()j d Plancherel Fourier L () L () f()e ix d f; g L () f 3 g(x) = f(t)g(x t)dt (f 3 g)^() = ^f()^g() 4
25 chap. f(x) = ( (jxj a) (jxj >a) Fourier sin(a) sin(a) e ix d = 8 >< >: Dirichlet jxj <a jxj = a jxj >a sin(a) cos(x) d = 8 >< >: jxj <a jxj = a jxj >a a = x = sin d = e x (x ) Fourier Sin x(mx) x dx = + em (m>) m = x x +) dx = 4 ( ( x<) 3 f(x) = Fourier (x ) cos x dx = ; sin x dx = x x 5
26 chap. [; ) u(x; t) t x ( x<) u(;t)= ( u(x; ) = Step : u(x; t) =X(x)T (t) u(x; t) =Be at (A cos(x)+bsin(x)) Step : =u(;t)=e at A A =. Step 3: Step 4: u(x; t) = f(x) =u(x; ) = B() = B()e at sin(x)d B() sin(x)d f(x) sin(x)dx u(x; t) == f(u) sin(u)du e at sin(x)d 6
27 chap. (; x) =i^u(; ^ (; x) =^u(; (; t) = d ^u(; t) dt Fourier ^u(; t) =a ^(; t) ^u(; t) =Ce a t u(x; ) = f(x) ^u(; ) = ^f() C = ^u(; t) = ^f()e a t 4at x e 4at A ^ = e a t E t (x) u(x; t) = f 3 E t (x) = f(y) q 4at (xy) e 4at dy = f(x z p at)e z dz 7
28 chap. [; ) u(x; t) t x ( x L) u(;t)= ( u(x; ) = f(x) u t (x; ) = Step : u(x; t) =X(x)T (t) u(x; t) =(A cos(at)+b sin(at))(a cos(x)+b sin(x)) Step : =u t (x; t) B = Step 3: u(x; t) = Step 4: u(x; ) = f(x) f(x) = (A() cos(x) +B() sin(x)) cos(at)d (A() cos(x) +B() sin(x))d A() = f(x) cos(x)dx; B() = f(x) sin(x)dx; u(x; t) = = = = f(v)(cos(v) cos(x) + sin(v) sin(x)) cos(at)ddv f(v) cos((x v)) cos(at)dvd f(v)(cos((x v + at)) + cos((x v at)))dvd (f(x + at)+f(x at)) 8
29 chap. Fourier - f L () x jf(x)j dx j ^f()j d 4 kfk4 f(x) =ce ax (a>) f Cc () f L () j ^f()j = j ^f()j = ji ^f()j = j(f )^()j x jf(x)j dx j ^f()j d = x jf(x)j dx j(f )^()j = x jf(x)j dx jf (x)j dx j x f(x)f (x)dxj <(x f(x)f (x))dx = x(f f + f f ) dx = x(jf(x)j ) dx = [xjf(x)j ] jf(x)j dx = 4 kfk4 f(x) x =, x jf(x)j dx ^f() =, j ^f()j d f(x) x = ^f() = 9
30 chap. 4 Fourier w(x); xw(x) L () w b; (x) =w(x b)e ix ^w b; () ^f(; b) = w(x b)e ix e ix dx = w(x)e i(x+b) e i(x+b) dx = e ib e ib w(x)e ix(+) dx = e ib e ib ^w( ) = V b; () = f(x)w(x b)e ix dx =< f;w b; > =< ^f; ^w b; > =< ^f;v b; > w b; f x = b V b; ^f = (x; ) =(b; ) W V W V V (); V () L () ^f(; b) Fourier STFT w(x) = p x e ^f(; b) = p f(x)e (xb) e ix dx Gabor 946 3
31 chap. 5 Wavelet L () \ L () a > b a;b(x) = p a x b a! ^a;b () = p xb a = e ib p a a = p ae ib ^(a) e ix d x a e ix d f L () f Wavelet W f(b; a) =<f; a;b >= p a f(x) x b a! dx W f(b; a) =< f; a;b > =< ^f; ^a;b > = p a ^f() ^(a)e ib d admissible condition d j ^()j jj = C < ^ ^() = (x)dx = L () H () Hardy H () =ff L () ; ^f() = ( <)g 3
32 chap. 5 f H () W f(b; a) = p a ^f() ^(a)e ib d ^W f(; a) = p a ^f() ^(a) a;b (x) b Fourier ^9(a; x; ) ^9(a; x; ) = p xb a = e ix a p a b = p ae ix ^(a) W f(b; a) e ib db e ib db a p a xb a db da a = <W f(;a); ;a(x) > da a = < ^W f(;a); ^9(a; x; ) > da = = = = C a aj ^(a)j e ix da ^f()d a aj ^(a)j e ix da ^f()d a j ^(a )j da e ix ^f()d a ^f()e ix d = C ^f()e ix d = C f(x) L ()\L () f H () f(x) = W f(b; a) b;a (x)db da C a Z d j ^()j jj = d j ^()j jj = C psi < f L () 3
33 chap. 5 Wavelet (x) = p x e a e ix Gabor W f(b; a) = p a f(x) p e (xb) a e xb i( a ) dx (x) =( x )e x (x) = 8 >< >: ( x<) (3 x ; x 3) (jxj > 3) (x) =f(x) f(x); f(x) = sin(x) x Shannon C () Meyer C c (n) () Daubechies 33
34 chap., f(x) (x) j (x)j j (x)j dx = (x; x +x) j (x)j x j ^()j ^() = p (x)eix dx j ^()j d = (h; h( +)) j ^()j (x; t) =! + V (x) (x; t) V, m V, f(x) = (x; ) = (x; t) = h ix ^f()e = a 4 e x a a +im x m t) d 4 e a (m ) h ix e m t) d! j (x; t)j = (a +( h ma ) t ) e a +( ma h (x hm ) t m t) 34
35 chap. t hm m t, a +( h ma ) t e i!()t!()!() =!() =!() =q c + c tanh c 3 3!() =( c ) ( ) +c 3!() = p c + c 35
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