Something my AP Calculus class does not teach: Real-Complex Integral?!

Calculus Level 5

Let f ( x ) = p = 0 n a p ( cos x + i sin x ) p \displaystyle f\left( x \right) =\sum _{ p=0 }^{ n }{ { a }_{ p } } { \left( \cos { x } +i\sin { x } \right) }^{ p } with a p R { a }_{ p }\in \mathbb{R} and n n a positive integer. If 0 2 π f ( x ) 2 d x = C p = 0 n a p 2 , \int _{ 0 }^{ 2\pi }{ { \big| f\left( x \right) \big| }^{ 2 }dx } = C\sum _{ p=0 }^{ n }{ { a }_{ p }^{ 2 } }, where C C is a real constant, find the value of C C . Enter the answer with 3 significant figures.


Hint: For those of you who try to solve the integral, you need the answer to the following integral: 0 2 π ( cos p x cos q x + sin p x sin q x ) d x , \int _{ 0 }^{ 2\pi }{ \left( \cos { px } \cos { qx } +\sin { px } \sin { qx } \right)\, dx }, where p p and q q can be any integers. For those of you who think you are good at problem-solving, try to use double summation in the middle of your calculation.


The answer is 6.18.

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3 solutions

Chew-Seong Cheong
Nov 21, 2017

Relevant wiki: Euler's Formula

f ( x ) = p = 0 n a p ( cos x + i sin x ) p By Euler’s formula e i θ = cos θ + i sin θ = p = 0 n a p ( e i x ) p = p = 0 n a p e i p x f ( x ) 2 = p = 0 n ( a p e i p x ) ( a p e i p x ) Since z 2 = z z ˉ , where z ˉ is the conjugate of z . = p = 0 n a p 2 \begin{aligned} f(x) & = \sum_{p=0}^n a_p ({\color{#3D99F6}\cos x + i \sin x})^p & \small \color{#3D99F6} \text{By Euler's formula }e^{i\theta} = \cos \theta + i\sin \theta \\ & = \sum_{p=0}^n a_p ({\color{#3D99F6}e^{ix}})^p \\ & = \sum_{p=0}^n a_p e^{ipx} \\ |f(x)|^2 & = \sum_{p=0}^n \left(a_p e^{ipx}\right)\left(a_p e^{-ipx}\right) & \small \color{#3D99F6} \text{Since }|z|^2 = z\bar z \text{, where }\bar z\text{ is the conjugate of }z. \\ & = \sum_{p=0}^n a_p^2 \end{aligned}

0 2 π f ( x ) 2 d x = 0 2 π p = 0 n a p 2 d x = 2 π p = 0 n a p 2 \begin{aligned} \implies \int_0^{2\pi} |f(x)|^2 dx & = \int_0^{2\pi} \sum_{p=0}^n a_p^2 \ dx = 2\pi \sum_{p=0}^n a_p^2 \end{aligned}

C = 2 π 6.183 \implies C = 2\pi \approx \boxed{6.183}

Leonardo Lessa
Nov 20, 2017

The catch is to use Euler's formula to nicely rewrite cos x + i sin x \cos x+ i \sin x as e i x e^{ix} . Then, f f becomes f ( x ) = p = 0 n a p e i p x . f(x) = \sum_{p=0}^n a_p e^{ipx} . Since a p R a_p \in \mathbb{R} , f ( x ) 2 = f ( x ) f ( x ) = ( p = 0 n a p e i p x ) ( q = 0 n a q e i q x ) = p , q = 0 n a p a q e i ( p q ) x |f(x)|^2 = f(x) \overline{f(x)} = \left(\sum_{p=0}^n a_p e^{ipx} \right) \left( \sum_{q=0}^n a_q e^{-iqx} \right) = \sum_{p,q = 0}^n a_p a_q e^{i(p-q)x}

To integrate f ( x ) 2 |f(x)|^2 , we use the following identities that can easily be proven by standard calculus: 0 2 π cos ( r x ) d x = 0 2 π sin ( s x ) d x = 0 \int_0^{2\pi} \cos(rx) dx = \int_0^{2\pi} \sin(sx) dx = 0 , for all non-zero integers r r and s s . Because the complex exponential is just a linear combination of a sine and a cosine, we have, for r Z r \in \mathbb{Z} , 0 2 π e i r x d x = { 0 , if r 0 2 π , if r = 0 \int_0^{2\pi} e^{irx} dx = \begin{cases} 0, & \text{if } r \neq 0 \\ 2\pi, & \text{if } r = 0 \end{cases}

Finally, 0 2 π f ( x ) 2 d x = p , q = 0 n a p a q 0 2 π e i ( p q ) x d x = 2 π p = 0 n a p 2 , \int_0^{2\pi} |f(x)|^2 dx = \sum_{p,q = 0}^n a_p a_q \int_0^{2\pi} e^{i(p-q)x} dx = 2\pi \sum_{p=0}^n a_p^2, where, in the last equation, we only summed the terms with p = q p=q , whose integrals are non-zero. Therefore, C = 2 π 6.28 C = 2\pi \approx 6.28

D G
Nov 23, 2017

Assume that the problem statement is valid for any n n and any a p a_p (it should be, otherwise it would be unsolvable). Then we can just set n = 1 n=1 , a 0 = 1 , a 1 = 0 a_0 = 1, a_1 = 0 , and get

0 2 π f ( x ) 2 d x = 0 2 π 1 d x = 2 π = C \int_0^{2 \pi} |f(x)|^2 dx = \int_0^{2 \pi} 1 dx = 2 \pi = C

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