6 Fourier Series

Fourier Series
Chapter 6
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I. Definitions
Learning Objective
At At the the end end of of this this chapter, chapter, you you should should be be able able to to
find find the the Fourier Fourier series series of of aa periodic periodic function function..
What is periodic function?
A function is said periodic if there exists a
smallest positive number such that
for all in the domain.
x
period of f
f
T
) ( ) ( x f T x f = +
Illustration
period = t 2
Let f be a periodic function of period T
It can be proved that f can be expressed as the sum of
an infinite number of sine and/or cosine functions.
This infinite sum is known as a Fourier Series.
=
|
.
|
\
|
+ + =
1
0
2
sin
2
cos
2
) (
n
n n
T
t n
b
T
t n
a
a
t f
t t
Introduction
Introduction
The coefficients
are known as Fourier coefficients.
They can be obtained by
,... , , n ,b ,a a
n n
2 1
0
=
}
}
}
=
=
=
T
n
T
n
T
dt
T
t n
t f
T
b
dt
T
t n
t f
T
a
dt t f
T
a
0
0
0
0
2
sin ) (
2
2
cos ) (
2
) (
2
t
t
If we write out the first few terms of the infinite series
explicitly, we find:
....
4
sin
4
cos
2
sin
2
cos
2
) (
2 2 1 1
0
T
t
b
T
t
a
T
t
b
T
t
a
a
t f
t t t t
+ + + + =
Introduction
a
n
are the amplitudes of the cosine terms in the
series,
b
n
are the amplitudes of the sine terms in the
series.
Introduction
}
=
=
< <
< <
=
T
dt t f
T
a Evaluate
T period
t
t
t f
0
0
) (
2

, 10
5 0 1
0 5 0
) (
Example1
}
t
=
T
0
n
dt )
T
t n 2
sin( ) t ( f
T
2
b
}
t
=
T
0
n
dt )
T
t n 2
cos( ) t ( f
T
2
a
}
=
10
0
0
) (
10
2
dt t f a
Solution 1
|
.
|
\
|
+ =
} }
10
5
5
0
0
) ( ) (
5
1
dt t f dt t f a
1 0
5
1

10
5
5
0
0
=
|
.
|
\
|
+ =
} }
dt dt a
, 10
5 0 1
0 5 0
) ( =
< <
s <
= T
t
t
t f
, 10
5 0 1
0 5 0
) ( =
< <
< <
= T
t
t
t f
}
=
T
n
dt
T
t n
t f
T
a
0
)
2
cos( ) (
2

t
}
=
5
0
)
5
cos(
5
1
dt
t n
a
n
t
5
0
)
5
sin(
5
5
1

t n
n
a
n
t
t
=
0
) sin(
= =
t
t
n
n
Solution 1
, 10
5 0 1
0 5 0
) ( =
< <
< <
= T
t
t
t f
}
=
T
n
dt
T
t n
t f
T
b
0
)
2
sin( ) (
2

t
}
=
5
0
)
5
sin(
5
1
dt
t n
b
n
t
5
0
)
5
cos(
5
5
1
-
t n
n
b
n
t
t
=
t t
t
n n
n
n
) 1 ( 1 ) cos( 1

=
=
Solution 1
Fourier Series when T=2L
- Let f(x) be defined in the interval (c, c+2L).
- It can be represented in the given interval by
the following Fourier Series:
|
.
|
\
|
+ + =
1
0
) sin( ) cos(
2
) ( x
L
n
b x
L
n
a
a
x f
n n
t t
}
+
=
L C
C
n
dx x
L
n
x f
L
b
2
) sin( ) (
1 t
}
+
=
L C
C
n
dx x
L
n
x f
L
a
2
) cos( ) (
1 t
}
+
=
L C
C
dx x f
L
a
2
0
) (
1
Find the Fourier Series of the function of
period 2 :
f(x) = x, -1<x<1.
Exercise 2:
Solution 2
Here C = -1 and L = 1.
Thus the Fourier Series is
=
t + t + =
1 n
n n
0
) x n sin b x n cos a (
2
a
) x ( f
0
2
1
2
1
2
2
1
1
= = =
(
x
} }

= =
1
1
1
1
0
) ( xdx dx x f a
Solution 2
}
t =
1
1
n
dx ) x n cos( x a
| |
1
1
2
1
1
) x n cos(
) n (
1
dx ) x n sin(
n
1
0

t
t
= t
t
=
}
0
) n (
) n cos( ) n cos(
2
=
t
t t
=
}
t
t
t
t
=
1
1
1
1
dx ) x n sin(
n
1
) x n sin(
n
1
x
Solution 2
}
t =
1
1
n
dx ) x n sin( x b
) n (
) 1 ( 2
) n (
) n cos( 2
0
) n (
) n cos( ) n cos(
n
t

=
t
t
= +
t
t t
=
1
1
2
1
1
) x n sin(
) n (
1
) x n cos(
n
x
t
t
+
(
t
t
=
) n (
) 1 ( 2
1 n
t
=
+
}
t
t
+
(
t
t
=
1
1
1
1
dx ) x n cos(
n
1
) x n cos(
n
1
x
Solution 2
1 n
n n 0
) 1 (
n
2
b , 0 a , 0 a , Thus
+
t
= = =
=
+
(
=
< <
1
1
) sin( ) 1 (
2
, 1 1
n
n
x n
n
x
is Series Fourier the x When
t
t
=
+
(

=
1
1
) sin(
) 1 ( 2
n
n
x n
n
t
t
(
+
t
+
t
t
t
=
3
x 3 sin
2
x 2 sin
x sin
2
Solution 2
Remark: we have shown that, when -1<x<1,
(
+ + +
t
=
5
1
0
3
1
0 1
2
2
1
(
+
t
+
t
t
t
=
3
x 3 sin
2
x 2 sin
x sin
2
x
(
(
(
+
t
+
t
t
t
=
=
3
2
3 sin
2
2
2 sin
2
sin
2
2
1
get we ,
2
1
x For
+ + =
t
7
1
5
1
3
1
1
4
Finally
Exercise 3:
Represent the following function by a Fourier Series:
f(x) = x
2
,
=
+ + =
t = t =
1 n
n n
0
) nx sin b nx cos a (
2
a
) x ( f
L , C
Solution 3:
t t t 2 T = < < x
(
}
t
t
t
t
t
=
t
=
3
x
3
1
dx x
1
a
2
0
Solution 3:
3
2
)] ( [
3
1
2
3 3
t
= t t
t
=
dx nx x a
n
) ( cos
1
2
}
=
t
t
t
Solution 3:
| |
(
=
}
t
t
t
t
t
dx nx n x
nx n x
) ( sin ) / 1 ( 2
2
1
) ( sin ) / 1 (
}
=
t
t
t
dx nx x
n
) ( sin
2
| |
(
=
}
t
t
t
t
t
dx nx n
n
nx n x
) ( cos ) / 1 (
2
) ( cos ) / 1 (
t = n cos
n
4
2
Solution 3:
2
n
n
4
) 1 ( =
(
(
|
.
|
\
|
+ t
t
t
=
t
t
nx sin
n
1
n
1
n cos
n
2
n
2
| |
(
=
}
t
t
t
t
t
dx nx n
n
nx n x
) ( cos ) / 1 (
2
) ( cos ) / 1 (
0 ....... dx nx cos x
n
2
= =
t
=
}
t
t
Solution 3:
dx nx sin x
1
b
2
n
}
t
t
t
=
| |
(

t
=
}
t
t
t
t
dx nx cos ) n / 1 ( x 2
2
1
nx cos ) n / 1 ( x
Thus when -t <x< t , the Fourier Series for x
2
, is
0 b and
n
4
) 1 ( a ,
3
2
a
n
2
n
n
2
0
= = t =
)
9
x 3 cos
4
x 2 cos
x cos ( 4
3
2
+ + +
t
=
=
|
.
|
\
|
+
|
.
|
\
|
t =
1 n
2
n 2 2
nx cos
n
4
) 1 (
3
2
2
1
x
=
|
.
|
\
|
+
t
=
1 n
2
n
2
n
nx cos
) 1 ( 4
3
Solution 3:
Exercise:
Using the Fourier Series found in Exercise 2,
deduce that
Hint: Take x = 0.
12 16
1
9
1
4
1
1
2
t
= + +
Convergence and Sum of a Fourier Series
Not all periodic functions , defined over any type of
interval, can be represented by Fourier series.
For a function, defined over an interval, to be
represented by Fourier Series, it must satisfy
certain conditions, known as Dirichlet Conditions.
1. f must be well-defined at every x in the
interval.
2. f must be continuous or have a finite
number of finite discontinuities within the
interval.
3. f ' must be continuous or piecewise
continuous within the interval
Dirichlet Conditions
Examples:
1. Both the functions
f(x) = x, -1<x<1 and
f(x) = x
2
, -2<x<2
satisfy Dirichlets conditions.
t < < t = x ,
x
1
) x ( f . 2
infinite discontinuity at x = 0.
Dirichlet conditions not satisfied
Infinite discontinuities at x = - and x =
Conditions not satisfied.
2
t
t < < t
= x ,
5 x
1
) x ( f . 3
t < < t = x , x tan ) x ( f . 4
Although the function has an infinite
discontinuity at x = 5, this point is not in
the given interval. Conditions are satisfied.
2
t
Value of the FS at a point of continuity
If f satisfies Dirichlet conditions and let S be the
Fourier series of f at x = a.
If f is continuous at a then
) a ( f ) a ( S =
Value of the FS at a point of discontinuity
If f is discontinuous at a:
Let f(a
-
) and f(a
+
) be the left and right limits respectively.
Then the value of the Fourier Series at x = a is:
2
) a ( f ) a ( f
) a ( S
+
+
=
Exercise 4:
Find the Fourier Series for the following -periodic
function in the given interval:
t s <
t
t
s <
t
t
s < t
=
x
2
if , 0
2
x
2
if , 4
2
x if , 0
) x ( f
t 2
Solution 4:
C = - and L =
=
+ + =
1
0
) sin cos (
2
) (
n
n n
nx b nx a
a
x f
}
t
t
t
= dx ) x ( f
1
a
0
}
t
t
t
= nxdx cos ) x ( f
1
a
n
}
t
t
t
= nxdx sin ) x ( f
1
b
n
t t
Since the function is defined in three pieces over the
interval (-Pi, Pi), each integral has to be evaluated
separately over the three pieces and the results
summed up
4 ) 0 4 0 (
1
= + t +
t
=
}
t
t
t
= dx ) x ( f
1
a
0
(
(
(
+ +
t
=
} } }
t
t
t
t
t
2
2
2
2
dx 0 dx 4 dx 0
1
|
.
|
\
|
t
t
=
2
n
sin
n
8
}
t
t
t
= dx nx cos ) x ( f
1
a
n
(
(
(
+ +
t
=
} } }
t
t
t
t
t
2
2
2
2
dx ) nx cos( 0 dx ) nx ( cos 4 dx ) nx cos( 0
1
( )
(
+ +
t
=
t
t
0 ) nx ( sin
n
4
0
1
2
2
(
t
t
=
2
n
sin 2
n
4 1
}
t
t
t
= dx nx sin ) x ( f
1
b
n
(
(
(
+ +
t
=
} } }
t
t
t
t
t
2
2
2
2
dx nx sin 0 dx nx sin 4 dx nx sin 0
1
(
(
+
|
.
|
\
|
+
t
=
t
t
0
n
) nx ( cos
4 0
1
2
2
0 ] 0 0 0 [
1
= + +
t
=
Thus the Fourier Series representing the given
function is:
(
+ +
t
+ =
7
x 7 cos
5
x 5 cos
3
x 3 cos
x cos
8
2
nx cos
2
n
sin
n
8
2
4
) x ( f
1 n
t
t
+ =

=
t
t
+ =
1 n
n
nx cos
2
n
sin
8
2
|
|
|
|
.
|
\
|
+ + + + =
3
3 cos
2
3
sin
2
2 cos sin
cos
2
sin
8
2
x
x
x
t
t t
t
The function is discontinuous at
4 ) x ( f lim and 0 ) x ( f lim ,
2
x At
2
x
2
x
= = =
+
t

t

0 ) x ( f lim and 4 ) x ( f lim ,
2
x At
2
x
2
x
= =
t
=
+
t
2
2
4 0
)
2
( S =
+
=
2
2
0 4
)
2
( S =
+
=
2
and
2

x
x = =
We can plot the graphs of f(x) and its
representation by Fourier Series and see how
close the approximation is.
Let
|
.
|
\
|
+ + + =
9
) x 9 cos(
7
) x 7 cos(
5
) x 5 cos(
3
) x 3 cos(
x cos )
8
( 2 y
3
|
.
|
\
|
+ =
3
) x 3 cos(
x cos )
8
( 2 y
2
x cos )
8
( 2 y
1
+ =
) x ( f y =
-4 -3 -2 -1 0 1 2 3 4
-1
0
1
2
3
4
5
x
f
(
x
)
Graph of y=f(x) and y=y1
-4 -3 -2 -1
0
1 2 3 4
-0.5
0
0.5
1
1.5
2
2.5
3
3.5
4
4.5
x
f
(
x
)
Graph of y=f(x) and y = y2
-4 -3 -2 -1 0 1 2 3 4
-0.5
0
0.5
1
1.5
2
2.5
3
3.5
4
4.5
x
f
(
x
)
Graph of y =f(x) and y = y3
End Chapter 6

6 Fourier Series

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Fourier Series

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