Fourier Series, Fourier Integrals and Fourier Transforms

Alish Viji Varghese Assistant Professor of Mathematics College of Engineering Kidangoor October 29, 2012

Contents
1 Fourier Series 1.1 Introduction . . . . . . . . . . . . . . . . . . . . . 1.1.1 Fourier(1768-1830) . . . . . . . . . . . . . 1.1.2 Periodic Functions . . . . . . . . . . . . . 1.1.3 Trigonometric series . . . . . . . . . . . . 1.2 Fourier Series . . . . . . . . . . . . . . . . . . . . 1.2.1 Function with period 2 . . . . . . . . . . 1.2.2 Problems . . . . . . . . . . . . . . . . . . 1.2.3 Functions with Any Period 2L . . . . . . 1.2.4 problems . . . . . . . . . . . . . . . . . . . 1.2.5 Convergence of Fourier Series . . . . . . . 1.3 Even and Odd functions: Half-Range Expansions 1.3.1 Problems . . . . . . . . . . . . . . . . . . 1.4 Complex Fourier Series . . . . . . . . . . . . . . . 1.4.1 Problems . . . . . . . . . . . . . . . . . . 2 Fourier integrals 2.1 Fourier Integrals . . . . . . . . . . . . . 2.1.1 Denition . . . . . . . . . . . . . 2.1.2 Fourier Cosine and Sine Integrals 2.2 Fourier Cosine and Sine Transforms . . . 2.2.1 Linearity . . . . . . . . . . . . . . 2.2.2 Tranform of Derivatives . . . . . 2.2.3 Problem . . . . . . . . . . . . . . 2.3 Fourier Transform . . . . . . . . . . . . . 5 . 5 . 5 . 5 . 5 . 6 . 6 . 6 . 6 . 7 . 7 . 8 . 9 . 10 . 10 11 11 11 11 12 12 13 13 13

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CONTENTS

Chapter 1 Fourier Series

1.1
1.1.1

Introduction
Fourier(1768-1830)

Jean Baptist Joseph Fourier was a French physicist and mathematician lived in Paris.He utilized Fourier series in his work Analytic Theory of Heat in which he developed the theory of heat conduction.These new series become a most important tool in mathematical physics and also had considerable inuence in the development of mathematics.

1.1.2

Periodic Functions

a function f (x) is called periodic if it is dened for all real x and if there is some positive number p such that f (x + p) = f (x) x

This number p is called a period of f (x).The smallest value of p is known as fundamental period. The functions sin x , cos 3x, tan 2x etc are periodic functions and x, x2 , ex are not.

1.1.3

Trigonometric series
a0 + (an cos nx + bn sin nx) 2 n=1

The series of the form (1.1)

is known as a trigonometric equation. As each term of the sum are periodic function of period 2 , the sum of the series( if it converges) is also a periodic 5

CHAPTER 1. FOURIER SERIES

function of period 2. The trigonometric series can be used to represent any periodic function f of any period p .this series will be called the Fourier series of f

1.2
1.2.1

Fourier Series
Function with period 2

If f (x) is a periodic function of period 2 whose Fourier series expansion exit then the coecients a0 , a1 , a2 ....b1 , b2 , ...... are given by Euler formulae and are called Fourier coecients. 1 1 an = 1 bn = a0 =

f (x)dx

(1.2) n = 1, 2, 3.... n = 1, 2, 3.... (1.3) (1.4)

f (x) cos nxdx

f (x) sin nxdx

1.2.2

Problems

1. Find the fundamental periods of cos x and sin 2x k 2. Find the Fourier series of f (x) = x2 f (x) = <x< 4x if < x < 0; 4x if 0 < x < .

1.2.3

Functions with Any Period 2L

If f (x) is a function with period 2L then the Fourier series is given by a0 n n + an cos x + bn sin x 2 L L n=1

(1.5)

1.2. FOURIER SERIES with the Fourier coecients of f (x) are given by the Euler formulae. 1 L 1 an = L 1 bn = L a0 =
L

f (x)dx
L L

(1.6) n = 1, 2, 3.... n = 1, 2, 3.... (1.7) (1.8)

n xdx L L L n f (x) sin xdx L L f (x) cos

1.2.4

problems
2 < x < 1 1 < x < 1 1<x<2 L < t < 0 0<t<L

0 if k if 1. Find the Fourier series of f (x) = 0 if 2. Find the Fourier series of u(t) = 3. f (x) = x2 4. f (x) = |x| 1<x<1 1 < x < 1.
1 16

0 if E sin t if

p = 2. p = 2. =
1 2 12

1 5. Show that 1 4 + 1 9

1 .......... 25

1.2.5

Convergence of Fourier Series

Let f (x) be piecewise continuous on [-L,L] 1. f (x) is dened and continuous for all xin (L, L) except at a nite number of points in (L, L) 2. At any point x0 (L, L) , where f (x) is not continuous ,both both left hand limit and right hand limit at x0 exit and are nite. 3. the one sided limits
xL+

lim f (x)

&

xL

lim f (x)

exist and are nite. then the convergence theorem states:

8 Theorem

CHAPTER 1. FOURIER SERIES

Let f (x) and f (x) be piecewise continuous on the interval [-L,L] .Then, the Fourier series of f (x) on this interval converges to f (x) at a point of continuity. at a point of discontinuity, the Fourier series converges to 1 [f (x+) + f (x)] 2 where f (x+) and f (x) are right and left hand limits respectively.

1.3

Even and Odd functions: Half-Range Expansions

n a0 an cos f (x) = + x 2 L n=1

The Fourier series of an even function of period 2L is a Fourier cosine series. (1.9)

with coecients a0 = an = 2 L
0

f (x)dx

(1.10) (1.11)

n 2 L f (x) cos xdx L 0 L The Fourier series of an odd function is a Fourier sine series.

f (x) =
n=1

bn sin

n x L n xdx L

(1.12)

with coecients bn = 2 L
0

f (x) sin

(1.13)

Note:The case of period 2 In this caase the Fourier series for even functions become f (x) = with coecients a0 = a0 + an cos nxdx 2 n=1 2

(1.14)

f (x)dx
0

(1.15)

1.3. EVEN AND ODD FUNCTIONS: HALF-RANGE EXPANSIONS an = and for odd functions f (x) =
n=1

f (x) cos nxdx

0

(1.16)

bn sin nxdx

(1.17)

with coecients bn = Half-Range Expansions 2

0

f (x) sin nxdx

(1.18)

In applications ( such as temperature on a metal bar of length L, displacement of a violin string of length L etc ) we may need to nd the Fourier series expansion of a function which is given on some interval 0 x L . For our function we can calculate Fourier coecients asuming that the function is an even function or an odd function. Such series expansions represents the even periodic extension and odd periodic extension of the fuction f. These exlensions have period 2L and the expantion is taken over (0, L) which is the half of the interval of periodicity. Thus such expansions are known as half-range expansions.

1.3.1

Problems

1. Find the Fourier series of the function(Sawtooth wave) f (x) = x + if < x < and f (x + 2) = f (x) 2. Find the half-range expansions of the function 2k if 0 < x < L Lx 2 f (x) = 2k (L x) if L < x < L L 2 3. Check whether the following functions are even or odd and hence nd its fourier transforms f (x) = x2 /2x (, ) f (x) = 3x( 2 x2 )x (, ) f (x) = 2x if < x < 0 2x if 0 < x <

10

CHAPTER 1. FOURIER SERIES

1 4. Show that 1 1 + 1 7 ...... using the Fourier series of 3 5

f (x) =

k if < x < 2 2 0 if < x < 3 2 2 (0 < x < L) (0 < x < L)

5. Find the half-range expansions of f (x) = x2 6. Find the half range expansions of f (x) = ex

1.4

Complex Fourier Series

The complex Fourier series can be written as f (x) =

n=

cn einx/L
L

(1.19)

1 cn = 2L

f (x)einx/L dx
L

(1.20)

1.4.1

Problems

Find the coplex Fourier integral of the follwing functions 1. f (x) = 1 if < x < 0 and f (x) = 1 if 0 < x < 2. f (x) = x2 if x (, )

Chapter 2 Fourier integrals

2.1
2.1.1

Fourier Integrals
Denition

Iff (x) is piecewise continuous in every nite inteval and has a right hand derivative an d left hand derivative at every point and if the integral
0 a b

lim

|f (x)|dx + lim
a

|f (x)|dx
0

exists then f (x) can be represented by a Fourier integral

f (x) =
0

[A(w) cos wx + B(w) sin wx]dw 1 1

(2.1)

where A(w) = and B(w) =

f (v) cos wvdv

(2.2)

f (v) sin wvdv

(2.3)

At a point where f (x) is discontinuous the value of the Fourier integral equals the average of the left and right hand limits of f (x) at that point.

2.1.2

Fourier Cosine and Sine Integrals

If f (x) is an even function them B(w) = 0 and the fourier cosine integral is gven by f (x) =
0

A(w) cos wxdw 11

(2.4)

12 where

CHAPTER 2. FOURIER INTEGRALS

2 A(w) = f (v) cos wvdv (2.5) 0 Similarly if f (x) is odd then A(w) = 0 and the Fourier sine series is given by

f (x) =
0

B(w) sin wxdw

(2.6)

where

2 B(w) =

f (v) sin wvdv

0

(2.7)

2.2

Fourier Cosine and Sine Transforms

2

Let f (x) be an even function fc (w) = and f (x) cos wxdx

0

(2.8)

2 f (x) = fc (w) cos wxdw (2.9) 0 In equation 2.8 we integrate with respect to x and obtain a new function fc (w) from f (x) which is called the Fourier cosine transform of f (x).Formula 2.9 is known as inverse Fourier transform of fc (w). Similarly if f (x) is ann odd function fs (w) = 2

f (x) sin wxdx

0

(2.10)

is known as Fourier sine transform of f (x) and f (x) = 2

fs (w) sin wxdw

0

(2.11)

is the inverse Fourier sine transform

2.2.1

Linearity

Note that both the Fourier cosine transform and the Fourier sine trsnsform are linear. ie Fc (af + bg) = aFc (f ) + bFc (g) Fs (af + bg) = aFs (f ) + bFs (g)

2.3. FOURIER TRANSFORM

13

2.2.2

Tranform of Derivatives

Let f (x) be continuous and absolutely integrable on the x-axis, let f (x) be piecewise continuous on each nite interval, and let f (x) 0 as x then Fc [f (x)] = wFs [f (x)] 2 f (0) (2.12) (2.13)

Fs [f (x)] = wFc [f (x)] For second derivativeswe have Fc [f (x)] = w2 Fc [f (x)] Fs [f (x)] = w2 Fs [f (x)] + 2 f (0) 2 wf (0)

(2.14)

(2.15)

2.2.3

Problem

1. Find the cosine transform of fc (w) of f (x) = 1 if 0 < x < 1 , f (x) = 1 if 1 < x < 2 and f (x) = 0 if x > 2.

2.3

Fourier Transform

Complex Form of Fourier Integral The complex form of Fourier integral is 1 f (x) = 2

f (v)eiw(xv) dvdw

(2.16)

Fourier Transform and its Inverse The Fourier Transform of a function f is given by 1 f (w) = 2

f (x)eiwx dx

(2.17)

and the Fourier inverse transform is given by 1 f (w) = 2

f (w)eiwx dw

(2.18)