{VERSION 5 0 "IBM INTEL NT" "5.0" } {USTYLETAB {CSTYLE "Maple Input" -1 0 "Courier" 0 1 255 0 0 1 0 1 0 0 1 0 0 0 0 1 }{CSTYLE "2D Math" -1 2 "Times" 0 1 0 0 0 0 0 0 2 0 0 0 0 0 0 1 }{CSTYLE "2D Comment" 2 18 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 } {CSTYLE "" -1 256 "" 1 14 0 0 0 0 0 1 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 257 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 258 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 259 "" 1 12 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 260 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 } {CSTYLE "" -1 261 "Script MT Bold" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 } {CSTYLE "" -1 262 "Script MT Bold" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 } {CSTYLE "" -1 263 "Script MT Bold" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 } {CSTYLE "" -1 264 "Script MT Bold" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 } {CSTYLE "" -1 265 "Script MT Bold" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 } {CSTYLE "" -1 266 "Script MT Bold" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 } {CSTYLE "" -1 267 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 268 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 269 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 270 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 271 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 } {CSTYLE "" -1 272 "Script MT Bold" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 } {CSTYLE "" -1 273 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 274 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 275 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 276 "Script MT Bold" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 277 "Script MT Bold" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 278 "Script MT Bold" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 279 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 280 "Script MT Bold" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 281 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 282 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{CSTYLE "" -1 283 "" 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 }{PSTYLE "Normal" -1 0 1 {CSTYLE "" -1 -1 "Tim es" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }1 1 0 0 0 0 1 0 1 0 2 2 0 1 } {PSTYLE "Heading 1" -1 3 1 {CSTYLE "" -1 -1 "Times" 1 18 0 0 0 1 2 1 2 2 2 2 1 1 1 1 }1 1 0 0 8 4 1 0 1 0 2 2 0 1 }{PSTYLE "Title" 0 18 1 {CSTYLE "" -1 -1 "" 1 18 0 0 0 0 0 1 1 0 0 0 0 0 0 0 }3 0 0 -1 12 12 0 0 0 0 0 0 19 0 }{PSTYLE "Author" 0 19 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 0 0 -1 8 8 0 0 0 0 0 0 -1 0 }{PSTYLE "Norma l" -1 256 1 {CSTYLE "" -1 -1 "Times" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }3 1 0 0 0 0 1 0 1 0 2 2 0 1 }} {SECT 0 {EXCHG {PARA 18 "" 0 "" {TEXT -1 40 "Partial Differential Equa tions PowerTool" }}{PARA 19 "" 0 "" {TEXT -1 16 "by Dr. Jim Herod" }}} {PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT 256 24 "Section \+ 1.5: Projections" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{SECT 0 {PARA 3 " " 0 "" {TEXT 259 30 "Maple Packages for Section 1.5" }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "restart:" }}}}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 282 "By now, we have become familiar with t he tools needed to discuss Fourier Series. They are the tools of Linea r Algebra. We want a linear space E of vectors. These vectors may them selves be functions on an interval. We want there to be defined on thi s linear space E a dot product < " }{TEXT 258 1 "x" }{TEXT -1 2 ", " }{TEXT 257 1 "y" }{TEXT -1 277 ">. With these tools - a linear space a nd a dot product - we can discuss orthogonality and best approximation s. There are two more topics that are useful concepts in thinking of F ourier Series. We deal with these last two topics from Linear Algebra \+ in this section and the next." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }} {PARA 0 "" 0 "" {TEXT -1 41 "In this section, we consider projections \+ " }{TEXT 281 1 "P" }{TEXT -1 78 ". A projection on a linear space is a linear function having the property that" }}{PARA 0 "" 0 "" {TEXT -1 32 " " }{XPPEDIT 18 0 "P^2;" "6#*$%\"PG \"\"#" }{TEXT -1 3 " = " }{TEXT 260 2 "P." }}{PARA 0 "" 0 "" {TEXT -1 123 "We make closest point projections in this Section. To do this, su ppose we have an orthogonal sequence of elements. We take " }{TEXT 261 1 "O" }{TEXT -1 52 " to be a finite subset of these orthogonal ele ments:" }}{PARA 0 "" 0 "" {TEXT -1 30 " \+ " }{TEXT 262 2 "O " }{TEXT -1 4 "= \{ " }{XPPEDIT 18 0 "theta[1],theta [2],theta[3];" "6%&%&thetaG6#\"\"\"&F$6#\"\"#&F$6#\"\"$" }{TEXT -1 8 " , ... , " }{XPPEDIT 18 0 "theta[n];" "6#&%&thetaG6#%\"nG" }{TEXT -1 3 " \}." }}{PARA 0 "" 0 "" {TEXT -1 4 "Let " }{TEXT 263 1 "S" }{TEXT -1 20 " be the span of the " }{XPPEDIT 18 0 "theta;" "6#%&thetaG" }{TEXT -1 12 "'s. That is," }}{PARA 0 "" 0 "" {TEXT -1 19 " \+ " }{TEXT 264 1 "S" }{TEXT -1 13 " = \{ u : u = " }{XPPEDIT 18 0 "sum( a[p]*theta[p],p);" "6#-%$sumG6$*&&%\"aG6#%\"pG\"\"\"&%&thetaG6#F*F+F* " }{TEXT -1 3 " , " }{XPPEDIT 18 0 "a[p];" "6#&%\"aG6#%\"pG" }{TEXT -1 16 " a real number\}." }}{PARA 0 "" 0 "" {TEXT -1 21 "We have seen \+ that if " }{TEXT 268 1 "f" }{TEXT -1 14 " is in E, then" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 24 " \+ " }{XPPEDIT 18 0 "sum(`<`*f*`,`*theta[p]*`>`/(abs(theta[p])^2)*the ta[p],p = 1 .. n);" "6#-%$sumG6$*0%\"GF(*$-%$absG6#&F,6#F.\"\"#!\"\"&F,6#F.F(/F.;F(%\"nG" } {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }{TEXT 276 0 "" }}{PARA 0 "" 0 "" {TEXT -1 6 "is in " }{TEXT 265 1 "S" }{TEXT -1 18 " and is c loser to " }{TEXT 267 1 "f" }{TEXT -1 27 " than any other element in \+ " }{TEXT 266 1 "S" }{TEXT -1 58 ". Choosing this closest point defines a projection, for if" }}{PARA 0 "" 0 "" {TEXT -1 17 " \+ " }{TEXT 269 4 "P(f)" }{TEXT -1 5 " = " }{XPPEDIT 18 0 "sum(`<`*f*` ,`*theta[p]*`>`/(abs(theta[p])^2)*theta[p],p = 1 .. n);" "6#-%$sumG6$* 0%\"GF(*$-%$absG6#&F,6#F. \"\"#!\"\"&F,6#F.F(/F.;F(%\"nG" }{TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 6 "then " }{XPPEDIT 18 0 "P^2 = P;" "6#/*$%\"PG\"\"#F%" } {TEXT -1 16 ". That is, take " }{TEXT 270 1 "f" }{TEXT -1 32 ". Form t he Fourier Expansion of " }{TEXT 271 2 "f " }{TEXT -1 32 "using the or thogonal vectors in " }{TEXT 272 1 "O" }{TEXT -1 12 ". Call this " } {TEXT 273 4 "P(f)" }{TEXT -1 32 ". Form the Fourier expansion of " } {TEXT 274 4 "P(f)" }{TEXT -1 18 ". What you get is " }{TEXT 275 4 "P(f )" }{TEXT -1 8 ", again." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 " " 0 "" {TEXT -1 37 "It is interesting to take a plane in " }{XPPEDIT 18 0 "R^3;" "6#*$%\"RG\"\"$" }{TEXT -1 386 " and to form the closest p oint projection onto the plane. This is properly a problem for a linea r algebra set of lecture notes, and we resist the temptation to do thi s here. What we would do to do that problem is to find two linearly in dependent vectors in the plane, perform the Gramm-Schmidt process on t hose two vectors, and construct the closest point projection as sugges ted above." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 89 "Instead of doing that interesting problem, we take the space C( [0, 1]), and the subspace " }{TEXT 277 1 "S" }{TEXT -1 19 " to be the \+ span of " }}{PARA 0 "" 0 "" {TEXT -1 19 " \{ sin(" } {XPPEDIT 18 0 "Pi;" "6#%#PiG" }{TEXT -1 11 " x), sin(2 " }{XPPEDIT 18 0 "Pi;" "6#%#PiG" }{TEXT -1 11 " x), sin(3 " }{XPPEDIT 18 0 "Pi;" "6#% #PiG" }{TEXT -1 11 " x), sin(4 " }{XPPEDIT 18 0 "Pi;" "6#%#PiG" } {TEXT -1 11 " x), sin(5 " }{XPPEDIT 18 0 "Pi;" "6#%#PiG" }{TEXT -1 11 " x), sin(6 " }{XPPEDIT 18 0 "Pi;" "6#%#PiG" }{TEXT -1 5 " x)\}." }} {PARA 0 "" 0 "" {TEXT -1 16 "The vectors sin(" }{XPPEDIT 18 0 "Pi;" "6 #%#PiG" }{TEXT -1 11 " x), sin(2 " }{XPPEDIT 18 0 "Pi;" "6#%#PiG" } {TEXT -1 11 " x), sin(3 " }{XPPEDIT 18 0 "Pi;" "6#%#PiG" }{TEXT -1 11 " x), sin(4 " }{XPPEDIT 18 0 "Pi;" "6#%#PiG" }{TEXT -1 11 " x), sin(5 \+ " }{XPPEDIT 18 0 "Pi;" "6#%#PiG" }{TEXT -1 14 " x),and sin(6 " } {XPPEDIT 18 0 "Pi;" "6#%#PiG" }{TEXT -1 95 " x) are already orthogona l in that subspace. Now, we can make the closest point projection on \+ " }{TEXT 278 1 "S" }{TEXT -1 73 ". We illustrate by getting the closes t point projection onto the function" }}{PARA 0 "" 0 "" {TEXT -1 48 " \+ f(x) = Heaviside(x-1/2)." }}{PARA 0 "" 0 "" {TEXT -1 40 "First, we draw a graph of this function." }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 23 "f:=x->Heaviside(x-1/2);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 18 "plot(f(x),x=0..1);" }}}{EXCHG {PARA 0 "> \+ " 0 "" {MPLTEXT 1 0 0 "" }}}{PARA 0 "" 0 "" {TEXT -1 42 "Next, we comp ute the Fourier Coefficients." }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 89 "for n from 1 to 6 do\n a[n]:=int(f(x)*sin(n*Pi*x),x=0..1)/int( sin(n*Pi*x)^2,x=0..1);\nod;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{PARA 0 "" 0 "" {TEXT -1 56 "Finally, we form the Fourier Sum \+ as the projection onto " }{TEXT 280 1 "S" }{TEXT -1 15 " and plot both " }{TEXT 279 1 "f" }{TEXT -1 41 " and its approximation on the same g raph." }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 40 "approx:=x->sum(a[p] *sin(p*Pi*x),p=1..6);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 30 "pl ot([f(x),approx(x)],x=0..1);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{PARA 0 "" 0 "" {TEXT -1 148 "Not so bad. Should it be that \+ you think the approximation is not so good, go back and take more term s. Change the 6 terms to 10, or 20, or whatever." }}{PARA 0 "" 0 "" {TEXT -1 69 "Before ending this discussion, there is one check we shou ld make. Is " }{XPPEDIT 18 0 "P^2 = P;" "6#/*$%\"PG\"\"#F%" }{TEXT -1 88 "? That is, are the Fourier coefficients for the approximation the \+ same as they were for " }{TEXT 282 1 "f" }{TEXT -1 1 "?" }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 112 "for n from 1 to 6 do\n b[n]:=int (approx(x)*sin(n*Pi*x),x=0..1)/\n int(sin(n*Pi*x)^2,x= 0..1);\nod;" }}}{PARA 0 "" 0 "" {TEXT -1 42 "We compare to see if the \+ coefficients for " }{TEXT 283 1 "f" }{TEXT -1 40 " and for its approxi mation are the same." }}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 42 "for \+ n from 1 to 6 do\n is(b[n]=a[n]);\nod;" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}} {PARA 0 "" 0 "" {TEXT -1 24 "The implication is that " }{XPPEDIT 18 0 "P^2 = P;" "6#/*$%\"PG\"\"#F%" }{TEXT -1 1 "." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 150 "In this Section, we have shown that the closest point approximation is a projection of the ent ire space onto the span of the orthogonal elements used." }}{PARA 0 " " 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 51 "EMAIL: herod@math. gatech.edu or jherod@tds.net" }}{PARA 0 "" 0 "" {TEXT -1 38 "URL: http://www.math.gatech.edu/~herod" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }} {PARA 256 "" 0 "" {TEXT -1 36 "Copyright \251 2003 by James V. Herod " }}{PARA 256 "" 0 "" {TEXT -1 19 "All rights reserved" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}}{MARK "0 0 0" 0 }{VIEWOPTS 1 1 0 1 1 1803 1 1 1 1 }{PAGENUMBERS 1 1 2 33 1 1 }