§5-1

一．基本觀念
� 2np 2np �
� � wn = = x �[ d , d + 2l ] �
週期型 { cos( wn x),sin( wn x),1} n =1 �
全長週期
� �
�
週期T=2之週期函數
l w ( x )
相應之一組完全正交集
� = 1 �
�
� 展開f ( x ) = a0 + �an cos ( wn x ) + bn sin ( wn x ) , d < x < d + 2l
n =1
1 d + 2l
2l �
a0 = f ( x) �1dx
d

1 d + 2l
an = � f ( x) � cos( wn x )dx
l d
1 d + 2l
bn = � f ( x) � sin( wn x )dx
l d
<討論>

:
結論可展成傅立葉級數之函數
1. f ( x )在 - l < x < l 有限區間定義
�
f ( x) = a0 + �an cos ( wn x ) + bn sin ( wn x ) , -l < x < l
n =1
2.g ( x ) = 週期函數
�
g ( x) = a0 + �an cos ( wn x ) + bn sin ( wn x ) , x �R
n =1
例3

(a)Find the F-series of F(t)

(b)Using the result of (a) Find the F-series of F2 (t),F3 (t)
(a)
�
1.{ cos(nt ),sin(nt ),1} n=1
2np 2np
wn = = =n
週期2 p
�
2.F1 (t ) = a0 + �an cos ( nt ) + bn sin ( nt )
n =1
1 p
1dt ( F1 (t )任一個週期)
2p �
(1)a0 = F (t ) �
-p 1

1 p 1
= �
2p 0
1dt =
2
1 p
(2) an = �F1 (t ) � cos(nt ) dt
p -p
p
1 p 1 sin( nt ) � 1
�
= �1�cos(nt )dt = � = [ sin(np ) - 0] = 0
p 0 p � n � �
0 np
1 p
p�
(3)bn = F (t ) �
sin(nt )dt
-p 1

1 p
= � 1�sin(nt )dt
p 0
p
1 � cos(nt ) � 1 1
= �- � = [ 1 - cos(np )] = � 1 - (-1) n �
� �
p � n �
0 n p np
�1
� n = 1,3, 5,L
= �np
�
�0 n = 2, 4, 6,L
常用三角函數值
1.cos(np ) = (-1)n
�1 n = 1,5,L
np �
sin( ) = �0 n = 2, 4, 6,L
2 �-1
� n = 3, 7,L
�(-1) k n = 2k + 1
=�
�0 n = 2k
�
1 2
� F1 (t ) = + � sin(nt )
2 n=1,3,5,L np
(b )
� 1�
1.F2 (t ) = � F1 (t )往下移 � �200
� 2�
� 1�
=� F1 (t ) - � �200
� 2�
�
400
= � sin(nt )
n =1,3,5,L np
: f ( x)
復習往下移距離 d � f ( x) - d
2.F3 (t ) = [ F1 (t )往右移p ] �100
= [ F1 (t - p ) ] �100
�
200 200
= 50 + � sin [ n(t - p ) ] = 50 - sin( nt )
n =1,3,5,L np np
(sin [ n(t - p )] ) = sin(nt ) cos( np ) - cos(nt ) sin(np )
復習往右移距離 : f ( x) d � f (x - d )
二．奇/偶函數
1.奇/偶函數
(1)奇(odd )函數 (2)偶函數 (even)
f (- x ) = - f ( x) f ( - x ) = f ( x)
l l
(a ) f (0) = 0 (a ) �f ( x) dx = 2�f ( x) dx
l -l 0
(b) �f ( x )dx = 0 (b)常見奇函數
-l
(c)常見奇函數 x 2 k , cos( x), cosh( x)
x 2k +1,sin( x ),sinh( x) P2 k ( x)
P2 k +1 ( x)
說例 : f ( x) = x 2 - 1 < x < 2 � 定義區間不對稱
f ( x)為奇or 偶

非奇也非偶
(3)奇/偶函數之組合
奇 �奇 = 奇 奇 ��奇 = 偶
偶偶偶偶� = 偶偶 �� =
奇 �偶奇 =? 偶 �� = 奇
2.奇/偶函數之 F-series:
(1) f ( x)為偶函數 � 傅立葉餘弦級數
�
f ( x) = a0 + �an cos ( wn x )
n =1
21 l
2l �
a0 = f ( x)dx
0 -l

21 l
l �
an = f ( x) �
cos( wn x)dx
0 -l

bn = 0
(2) f ( x)為奇函數 � 傅立葉正弦級數
�
f ( x) = �bn sin ( wn x )
n =1
21 l
l �
bn = f ( x) �
sin( wn x)dx
0 -l

a0 = an = 0
三．題型:f(x)展成 F-series
< 步驟 > 1.繪圖函數圖f ( x)
2np 2np
(1)求wn = =
全長週期
(2)判別奇 / 偶
NOTE : 若f ( x)非奇 / 偶
(a ) �d : 令g ( x) = f ( x) - d
奇/偶
(b) � d : 令g ( x) = f ( x - d )
2.求a0 , an , bn 代回 � F - series
例12 f ( x) = x + p -p < x < p f ( x + 2p ) = f ( x)
觀念 :
(1) f ( x) ; - p < x < p ; f ( x + 2p ) = f ( x )
(2) f ( x), with period T
(3) f ( x) is a periodic function
1.

�
2.g ( x) = �bn sin ( nx )
n =1
21 p
p �
bn = g ( x) �
sin(nx) dx
0 -p

2 p
= �x sin( nx )dx
p 0
2
= (-1) n+1
n
�
2
\ g ( x) = � (-1) n+1 sin ( nx )
n =1 n
f ( x) = p + g ( x )
�
2
= p + � (-1)n +1 sin ( nx )
n =1 n
例 6 Find the F-series of f(x) which is assumed to have the period 2p
x2 p p
f ( x) = , - <x<
2 2 2
p 2
p 3p
, <x<
8 2 2
1.

2np
(1) wn = =n
2p
(2)偶函數
�
2. f ( x) = a0 + �an cos ( wn x )
n =1

21 p 1 �p2 x 2 p p
2
� p2
(1)a0 =
2p �
0 -p
f ( x)dx = �� dx + �
p �0 2
p
2 8
dx �=
12
21 p 2 �p2 x 2 p p
2
�
(2) an =
p �
0 -p
cos(nx )dx =
f ( x) � ��
p �0 2
cos( nx ) dx + �
p
2 8
cos(nx)dx �

-2 np 1 np
=
sin( ) + 2 cos( )
np
3
2 n 2
�
p 2
�-2 np 1 np �
\ f ( x) = + ��3 sin( ) + 2 cos( ) � cos ( wn x )
12 n =1 �np 2 n 2 �

例12 Find the F-serise of f(x)

1.
2np np
(1) wn = =
8 4
(2) 奇函數
�
�np �
2. f ( x ) = �bn sin � x�
n =1 �4 �
21 4 np
bn =
4 � 0 -4
f ( x) �
sin( x) dx
4
1 3 2 np
= � (- x + 2)sin( x) dx
2 0 3 4
4 16 3np
= - sin( x)
np 3(np ) 2
4
2
NOTE : (- x + 2) � 直線方程　　
3
2 2
f = mx + k (1)m = - f = - x+k
3 3
(2) 代入x = 0 y = 2 � 2 = 0 + k � k = 2
例13 A periodic function whose definition in one period is
pt
f ( x ) = 3sin( ) + 5sin(3p t ), -2 < t < 2
2
(a)Find the F-series of f(t)
1.
2np np
(1) wn = =
4 2
(2) 奇函數
�
�np �
2. f (t ) = �bn sin � t�
, 求bn ?
n =1 �2 �
21 2 np
法1: bn =
2 �0 - 2
f (t ) �
sin( t )dt
2
2� pt � np
=� 3sin( ) + 5sin(3p t ) � sin( t ) dt = ? 糟 !!
0 � 2
� � 2
法2:比較係數
< 應用為三角函數
> f (t )
�
�np �
�
n =1
bn sin �
�2
t�
�
�p � �3p � �5p �
= b1 sin � t �+ b2 sin ( p t ) + b3 sin � t �+ b4 sin ( 2p t ) + b5 sin � t �+ b6 sin ( 3p t ) + L
�2 � �2 � �2 �
�p �
= 3sin � t � + 5sin ( 3p t )
�2 �
� b1 = 3 , b6 = 5 , bn = 0 , n �1, 6
四．複數型式傅立葉級數
 �
� �
觀念 : �1 , cos( wn x),sin( wn x) �
�全長 半長半長 n =1
�
�
� jw x - jw x jw x - jw x
� e n +e n e n -e n � �
1,
尤拉公式 � , �
� 2 2i �
n =1
�
�
� jwn x - jwn x �
整理 � 1, e ,e �
� =e jw- n x n =1
2np 2( - n)p -2np
wn = , w- n = = = - wn
T T T
即w-1 = - w1 ; w-2 = - w2 ; w-3 = - w3

{ }
�
x �[ d .d + 2l ]
iwn x
e w( x) = 1之一組完全正交集
n =-�
定義 :
�
f ( x) = � cn eiwn x 稱complex Fourier-series or fourier series with complex form
n =-�

< f ( x), eiwn x >

cn =
|| eiwn x ||2
1 d + 2l -iwn x
=
2l �
d
f ( x )e dx
d + 2l d + 2l
NOTE :|| eiwn x ||2 = � eiwn x e -iwn x dx = � 1dx = 2l
d d
2
例16 : Determine the complex Fourier series of f(t) with period 5 f(t)= t , 0 < t < 5
5
1.

2np
(1) wn =
5
(2) NOTE : 複數型式無須判別奇偶
 �2 np �
� i� t
�
2. f ( x) = �c n
n =-�
e �5 �

�2 np �
1 5 �2 �-i� t
�
cn = � � t�e �5 �dt
5 �5 �
0

� �2 np � 2 -i�2 np � �
2 � (5i)t -i�
�
t
� � �
5 � � 5 � �5 � 5 �
t
= e + � �e |0
25 �2np �2np � �
� �
2 �25i -i( 2 np ) � 5 � -i( 2np ) � 5 �� i
2 2

= � e + � �e - � ��=
25 � 2np �2np � �2np �� np

NOTE : e ( ) = cos 2np - i sin 2np = 1 - i 0 = 1

-i 2 np
( ) ( )
�2 np �
�
i i� t
�
\ f (t ) = 1 + � � e �5 �
n = -�np
n �0
1 5 �2 �
5�
c0 = dt = 1
t�
0 �
�5 �
注意 : 當複數型傅立葉級數求係數時
cn
0
若分母為出現這些係數要另外積另外加
� �
: f ( x ) = a0 + �an cos ( wn x ) + bn sin ( wn x )
論例且 f ( x) = � cneiwn x
n =1 n =-�
求cn 與a0 , an , bn之關係
�
1.f ( x) = a0 + �an cos ( wn x ) + bn sin ( wn x )
n =1
�
= � cn eiwn x
n =-�
� -�
= c0 + �cn eiwn x + � cn eiwn x
n =1 n =-1
� -�
= c0 + �cn eiwn x + �c- n e-iwn x
n =1 n =1
�
= c0 + �cn ( cos( wn x) + i sin( wn x ) )
n =1
+ c- n ( cos( wn x) - i sin( wn x ) )
�
= c0 + �( cn + c- n ) cos( wn x)
n =1
+ i ( cn - c- n ) sin( wn x)
2.比較係數
�a0 = c0
�
�an = cn + c- n
�
bn = i ( cn + c- n )
�
�2 np �
�
2 i i� t
�
: f (t ) = t f (t ) = 1 + � �
說例且 e �5 �
5 n =-�np
n �0

�
�
� a0 = c0 = 1
�
� i i
�� an = cn + c- n = + =0
� np ( - n )p
� �i i � -2
� bn = i ( cn + c- n ) = i � - �=
� �np (- n)p � np
�
-2 �2np �
� f (t ) = 1 + � sin � � t
n =1 np �5 �
§5-2 傅立葉級數之收斂性
一．Dirichlet 定理
1.Dirichlet 條件
若f ( x)為週期之函數，滿足
T
(1)在一週期內除了有限個點外均單值有定義
;
(2) f ( x)在一週期內為分段連續
2.Dirchlet 定理
�
f ( x )滿足條件則
Dirichlet , a0 + �an cos ( wn x ) + bn sin ( wn x ) ����
均方收斂
� f ( x)
n =1
�f ( x) : 連續點
�
收斂值 �1
� �f ( x - ) + f ( x + ) �
� : 不連續點
�2 �
3.傅立葉級數圖 :
< 步驟 >
�f ( x)
�
(1)在一週期區間內級數值
(or ) �1
� �
� f ( x- ) + f ( x+ )�
�
�2
(2)複製(每一週期T )
1
= [ +
(3)產生新不連續點，級數值左右極限 ]
2
例11(a)solve the F-series of f(x) f ( x) = x 2 , - p �x �p
�
1
(b)Based on the result of (a) determine the value of �
n =1 n
2

(a)1.

2np
(1) wn = =n
2p
(2)偶函數
�
2. f ( x) = a0 + �an cos ( wn x )
n =1
21 p 1 p 2 p2
2p �
(1)a0 = f ( x)dx = �x dx =
0 -p p 0 3
21 p
p �
(2) an = f ( x) �
cos( wn x )dx
0 -p

2 p 2 4( -1) n
= �x � cos( wn x )dx =
p 0 n2
p 2 � 4(-1)n
\ f ( x) = +� cos ( nx ) ; - p �x �p
3 n =1 n 2
(b) < 步驟 >
(1)將F - series及常數級數展開比較兩式求x = ? 代入兩式相等
(2)將x = ? 代入F - series由圖得解 F - series �
p2 �-1 1 -1 �
1. + 4 �2 cos( x) + 2 cos(2 x ) + 2 cos(3 x) + L �
3 �1 2 3 �
�
1 1 1 1
�
n =1 n
2
= 2
1
+ 2
2
+ 2
3
+L

求得x = p
2.將x = p 代入F - series圖
�
p2 �1 1 1 � 1 p2
+ 4 �2 + 2 + 2 + L �= p 2 � � 2 = =
3 �1 2 3 � n =1 n 6
例3
(1)Find the F-series of the periodic function
�0 - p �x �0
f ( x) = �
�sin x 0 �x �p
(2)Using the result of (1)
1 1 1
(a) + + +L
1�3 3 �5 5 �7
1 1 1
(b) - + +L
1�3 3 �5 5 �7
(1)1.

�
2. f ( x ) = a0 + �an cos ( nx ) + bn sin ( nx )
n =1
1 p 1 p 1
(1)a0 = �
2p -p
f ( x )dx =
2p 0 � sin xdx =
p
1 p
(2) an = � f ( x ) � cos(nx)dx
p -p
1 p
= �sin( x) � cos(nx)dx
p 0
1 p
sin [ (1 - n) x ] + sin [ (1 + n) x ] dx
2p �
=
0

1 � - cos [ (1 - n) x ] p - cos [ (1 + n) x ] p �
= � |0 + |0 �
2p � 1 - n 1+ n �
� -2
� n = 2, 4, 6L n �1
=� p (n 2 - 1)
� 0 n = 1 ,3,5,L
�
 1 p
p�
a1 = sin( x) �cos( x )dx
0

1 p
2p �
= sin(2 x)dx
0

=0
1 p
(3)bn = � f ( x) � cos(nx)dx
p -p
1 p
= �sin( x) � sin(nx)dx
p 0
1 p
cos [ (1 - n) x ] - cos [ (1 + n) x ] dx
2p �
=
0

1 � sin [ (1 - n) x ] p sin [ (1 + n) x ] p �
= � |0 - |0 �
2p � 1 - n 1+ n �
= 0 n �1
1 p 1 p 1
b1 =
p �sin( x) �sin(nx)dx =
0 2p �
0
(1 - cos 2 x) dx =
2
�
1 1 -2
f ( x) = + sin( x) + � cos( nx)
p 2 n = 2,4,6L p ( n - 1)
2

(2)
(a )
� �
� �
1 1 2 �1 1 1 �
1. + sin( x) - � cos(2 x) + cos(4 x) + cos(6 x) + L �
p 2 p 3 15 35
�� � � �
�
�
1
1�3
+
1
3�5
+
1
5�7
+L �
�
得x = 0
2.將x = 0代入F - series
1 2�
1 1 1 � 1 1 1 1
+ 0 - ��1+ � 1+ � 1 + L �= 0 � + + +L =
p p�
3 15 35 � 1�3 3 �5 5 �7 2
(b)
� �
� �
1 1 2� -1 -1 -1 �
1. + sin( x) + � cos(2 x) + cos(4 x) + cos(6 x) + L �
p 2 p 3 15 35
�� � � �
� 1
�1�3 -
1
3�5
+
1
5�7
+L �
�
1
得x = p
2
1
2.將x = p 代入F - series
2
1 2�1 1 1 � 1 1 1 1
+ 0 + �� 1- � 1+ � 1 + L �= 1 � - + + L = (p - 2)
p p�3 15 35 � 1�3 3 �5 5 �7 4
二．Parserval 恆等式
:
復習廣義傅立葉級數
� �
f ( x) = �cn F n ( x ) �|| f ( x) ||2 = �| cn |2 || F n ( x) ||2
n =1 n =1
1.全三角傅立葉級數
�
f ( x) = a0 + �an cos ( wn x ) + bn sin ( wn x )
n =1
Parserval
由恆等式
d + 2l �
� � f 2 ( x )dx = a02 (2l ) + �an2 (l ) + bn2 (l )
d
n =1
�
1 d + 2l an2 (l ) + bn2 (l )
�2l = � f ( x) dx = a + �
2 2
0
2l d
n =1 2
2.複數型傅立葉級數
� d + 2l �
f ( x) = � cn eiwn x由恆等式
Parserval � � f 2 ( x )dx = �| cn | 2
(2l )
d
n =-� n =-�
�
1 d + 2l
�2l =
2l �
d
f 2 ( x) dx = �| cn |
n =-�
2

例2
(a)Find the F-series of f ( x) f ( x) = x 2 , -p < x < p , f ( x + 2p ) = f ( x)
�
1
(b)From the result of (a) calucluate �
n =1 n
4

p2 � 4
(a ) f ( x) = + � 2 (-1) n cos(nx)
3 n=1 n
p2 �-1 1 -1 �
(b)1. + 4 �2 cos( x) + 2 cos(2 x) + 2 cos(3 x) + L �
3 �1 2 3 �
�
1 1 1 1
� 14
n =1 n
4
+ 4
2
= + 4
3
+L

NOTE : 當F-series與常數級數之係數成平方關係使用Parserval恆等式
� a 2 + b2
1 d + 2l
� f 2 ( x )dx = a02 + � n n
2l d
n =1 2
2 2
1 p �p 2 � � 1 �4 � 1
2.
2p �
-p
(x ) 2 2
dx = � �+ � �2 (-1) n �+ (0) 2
�3 � n=1 2 �n � 2
� �
p4 p4 1 1 p4
� = + 8� 4 � � 4 =
5 9 n =1 n n =1 n 90
§5-3 F-series 解 ODE
L( D) y = R ( x), 求通解
�
R ( x)為有限區間定義
(1) (2)
週期函數
<步驟>
(1)求yH
一．題型 1:
(1) R ( x) � 展成F - series
�
�
(2)求y p : � 1
(2) y p =
� R( x)
� L( D )
(3) y = yH + y p
例 f(t) is a periodic function with period 2 f (t ) = p t -1 < t < 1
(a)Expand f(t) as a F-series
1 d2y
(b)solve the 2nd order D.E + 4 y = f (t )
16 dt 2
(a)1.

2np
(1) wn = = np (2) 奇函數
2
�
2. f (t ) = �bn sin( np t )
n =1
1 1
bn = �f (t )sin( np t ) dt
1 -1
2 1 2
= � (p t )sin(np t ) dt = ( -1) n+1
1 0 n
�
2
f (t ) = � (-1) n +1 sin( np t )
n =1 n
2
d y
(b) 2 + 64 y = 16 f (t )
dt
1.求yH = c1 cos(8t ) + c2 sin(8t )
�
1 32
2. yP = � (-1) n+1 sin(np t )
D + 64 n =1 n
2

�
32 1
= � (-1)n +1 2 [ sin(np t )]
n =1 n D + 64
�
32 1
2 [
= � (-1)n +1 sin(np t ) ]
n =1 n 64 - ( np )
 �
32 1
2 [
3. y = c1 cos(8t ) + c2 sin(8t ) + � (-1) n+1 sin( np t ) ]
n =1 n 64 - ( np )
二．題型 2 L( D) y = R( x) + 齊性B.C求F-series特解使用特徵函數展開法
� �
< 步驟 >
�S - L ODE
(1) � �S -L problem � ln , { F n ( x)}
�齊性B.C �

ODE專用之完全正交集
(2)
�
1.R ( x) = �rn F n ( x)
n =1
�
2.令y = �cn F n ( x )代入ODE比較係數求cn
n =1
(3)代回得特解
例 4 Find the F-series solution of the BVP x�
�+ 4 x = 4t , x(0) = x(1) = 0
�x��+ lx = 0
1. �
�x (0) = x (1) = 0
2
�np �
� ln = � � , xn (t ) = cn { sin( np t )} |�
n =1
�1 �
n = 1, 2,3,L
2.
�
(1)4t = �rn sin(np t )
n =1
1 1 8
rn = �(4t ) sin(np t )dt = (-1) n+1
1 0 np
2
�
(2) 令特解x(t ) = �cn sin( np t )
n =1
代入ODE
x�
�+ 4 x = 4t
� � �
8
� �-(np ) 2 cn sin(np t ) + �4cn sin(np t ) = � ( -1) n +1 sin( np t )
n =1 n =1 n =1 np
� �
8
� �� �4 - ( np ) 2
�c
�n sin( np t ) = � (-1) n+1 sin(np t )
n =1 n =1 np
8 n +1
�� � 4 - (np ) 2 ��cn = np ( -1)
�
8(-1)n +1
3.x(t ) = � sin(np t ) 0 �t �1
n =1 ( np ) � - p �
2
�4 ( n ) �
§5-4 半幅展開式
問題 : f ( x ), 0 �x �l 有定義(非週期)
如何展成Fourier - series ?

一．全幅(Full range)展開式
1(1)

2np
(1) wn = (2)非奇偶
l

�
�2np � �2np �
(2) f ( x) = a0 + �an cos � x �+ bn sin � x� 0 �x �l
n =1 �l � �l �
2.收斂性質
�
a0 + �an cos ( ) + bn sin ( )
n =1

均方收斂
(1)一般而言F - series ����� f ( x)
(2) 但若f ( x)滿足
(a) f ( x)為連續
(b) f (0) = f (l )
均勻收斂
F - series ����� f ( x)
二．幅展開式(Hall-range)
A．偶函數(餘弦)展開式
�f ( x ) 0 �x �l
1.令Fc ( x) = �
�f (- x) - l �x �0

2np np
(1) wn = = (2) 偶函數
2l l
� �
�np � �np �
2.Fc ( x) = a0 + �an cos � x �� f ( x) = a0 + �an cos � x � 0 �x �l
n =1 �l � n =1 �l �
3.收斂性質

a0 + �an cos ( )

均方收斂
(1)一般而言F - series ����� f ( x)
(2) 但若f ( x)滿足
(a ) f ( x )為連續
均勻收斂
F - series ����� f ( x)
B．奇函數(正弦)展開式
�f ( x) 0 �x �l
1.令Fs ( x) = �
�- f ( x) - l �x �0

2np np
(1) wn = = (2) 奇函數
2l l
� �
�np � �np �
2.Fs ( x) = �bn sin � x �� f ( x ) = �bn sin � x � 0 �x �l
n =1 �l � n =1 �l �
3.收斂性質

�bn sin ( )

均方收斂
(1)一般而言F - series ����� f ( x)
(2) 但若f ( x)滿足
(a) f ( x)為連續
(b) f (0) = f (l ) = 0
均勻收斂
F - series ����� f ( x)
例3 Find the Hall-range cosine and sine expomsion of f (t ) = t 2 0 �t < 1
which has the problem with uniform convergence?
1.餘弦半幅展開
�t 2
� 0 �x �1
(1).令Fc ( x) = � 2
�( -t ) - 1 �x �0

2np
(a ) wn = (b)偶函數
2
�
2.Fc (t ) = a0 + �an cos ( np t )
n =1
1 1
2�
a0 = F (t )dt
-1 c

1 1 2 1
= � t dt =
1 0 3
1 1 2 1 2 4( -1) n
an = �Fc (t ) cos ( np t ) dt = � t cos ( np t ) dt =
1 -1 1 0 ( np ) 2
1 � 4( -1) n
\ f (t ) = + � cos ( np t ) 0 �t < 1
3 n=1 ( np ) 2

3.a0 + �an cos ( )

2.正弦半幅展開
2
�t 0 �x �l
1.令Fs ( x ) = �
�- ( -t ) 2 - l �x �0

2np
(a ) wn = (b)奇函數
2
 �
2.Fs (t ) = �bn sin ( np t )
n =1
2 4 � n �
2 (
bn = (-1) n+1 + -1) - 1
np ( np ) � �

�� �
�2 4 � n � �
\ f (t ) = �� ( -1) n +1 + (
2 �
-1) - 1
��sin ( np t ) 0 �t < 1
n =1 �np ( np ) �

3.�bn sin ( )

§5-5 傅立葉積分
問題 : 若f ( x) - �< x < �有定義 非週期如何展成傅立葉立析?
<解決>令f L ( x ) = f ( x ), - L �x �L

�
2np
f L ( x) = a0 + �an cos ( wn x ) + bn sin ( wn x ) , wn =
n =1 2L
1 L

2L �
a0 = f ( x )dx
-L L

1 L
an = � f L ( x) � cos( wn x)dx
L -L
1 L
bn = � f L ( x) � sin( wn x)dx
L -L
當 lim f L ( x) = f ( x) = ?
L ��
< 推導 >
1.當L � �
np p
(1) wn = , Dw =
L L

lim w =w>0
L �� n
p
lim Dw = dw = lim �0
L �� L �� L
(2)( f ( x)為絕對可積)
dw �
p �
lim an = f ( x) �
cos( wx)dx
L �� -�

dw �
p �
lim bn = f ( x) �
sin( wx)dx
L �� -�
�

lim a0 =
�
-�
f ( x )dx
=?
L �� 2L
�
(a )若 � f ( x)dx = M (有限值) , lim a0 = 0
-� L ��
�
(b)若 � f ( x)dx � � , lim a0 = ?
-� L ��
2.
lim f L ( x ) = f ( x) f ( x)為絕對可積
L ��
���dw � �
= 0 + ��� � f ( x) �
cos( wx)dx �
cos( wx)
0
�p
� -� �
�dw � � �
+ � � f ( x) �
sin( wx) dx �
sin( wx) �
�p -� � �
�
= �A cos( wx) + B sin( wx) dw
0
1 � 1 �
p� p�
A= f ( x) �
cos( wx )dx , B= f ( x) �
sin( wx)dx
-� -�
一．傅立葉積分 全三角傅立葉積分
1. f ( x ) : -�< x < 非週期
�
f ( x ) = �A cos( wx) + B sin( wx )dw
0
1 �
A = � f ( x) �
cos( wx) dx
p -�
1 �
B = � f ( x) �
sin( wx) dx
p -�
2.餘弦積分
�-�< x < �
f ( x) : � 偶函數
� 0< x<�
�
f ( x ) = �A cos( wx)dw
0
2 �
p�
A= f ( x) �
cos( wx) dx
0

3.正弦積分
�-�< x < �
f ( x) : � 奇函數
� 0< x<�
�
f ( x ) = �B sin( wx) dw
0
2 �
p�
B= f ( x) �
sin( wx) dx
0
�
iwn x
4.複數型式 NOTE : f ( x) = �cne
n =-�
f ( x ) : -�< x < �
1 � iwx
2p �
f ( x) = Fe dw
-�
�
F = � f ( x )e -iwx dx
-�

二．傅立葉積分收斂性質
若f ( x)在 - �< x < �有定義且
(1) f ( x)為分段連續
�
(2) f ( x)為絕對可積 �| f ( x ) | dx < �
-�
� 均方收斂
則 �A cos( wx) + B sin( wx)dw ����� f ( x)
0

�f ( x) 連續
�
收斂值 �1
� �f ( x - ) + f ( x + ) � 不連續
�2 � �
例4 f ( x) = e -|x| compute the complex Fouriers Integral of f(x)

1 � iwx
f ( x) =
2p �
-�
Fe dw
�
F = � f ( x )e -iwx dx
-�
法1:
�
F = �e -| x|e -iwx dx
-�
0 x -iwx �
=� e e dx + e - x e -iwx dx
�
-� 0
0 (1-iw) x �
=� e dx + e( -1-iw) x dx
�
-� 0
2
=
1 + w2
法2 :
�
F = � f ( x )e -iwx dx
-�
� �
= � f ( x) - i � f ( x)sin( wx)dx
-� -�
�
= 2 �f ( x) cos( wx)dx
0
� -x
= 2� e cos( wx )dx
0
2
=
1 + w2
1 � 2
\ f ( x) = � eiwx dw
2p -�1 + w 2

e- x x �0
�
例5 Derive the FI of f ( x) = � Evaluate the F.I of f(x) at x=0 also,
0
� x < 0
and compare its value with f(0)
�
1. f ( x ) = �A cos( wx) + B sin( wx) dw
0
1 � 1 � -x 1� 1 �
A=
p �
-�
cos( wx )dx =
f ( x) �
p �
-�
e cos( wx) dx =
�
p� �
1 + w2 �
�
1 � 1 � -x 1� w �
B=
p �
-�
sin( wx )dx =
f ( x) �
p �
-�
e �sin( wx)dx =
p� �
1 + w2 �
�
�1 � 1 � 1� w �
\ f ( x) = � � 2 � cos( wx ) + � 2 �sin( wx)dw
0 p �
1+ w � p�
1+ w �
2. at x=0
1 �� 1 � 1 1� p � 1
(1)
p ��0 � 2�
1+ w �
dw = �
p �tan -1 ( w) |� �= � - 0 �=
0 �
p �2 � 2
(2) f (0) = 1
1
(3)compaer ( F .I . at x = 0) = �f (0) = 1
2
Q f ( x)在x = 0不連續
1 1 1
F - I 收斂值 = � �f (0- ) + f (0+ ) ��= [ 0 + 1] =
2 2 2
§5-6 傅立葉轉換
觀念:
傅立葉積分=傅立葉逆轉換 傅立葉係數=傅立葉正轉換
1 � iwx �
Fe dw = �-1 { F } F = � f ( x )e -iwx dx = �{ f ( x)} F -T
2p �
1. f ( x ) = -�
-�

- �< x < �
� 2 �
2. f ( x) = �A cos( wx) dw = �C-1 { A} f ( x ) cos( wx )dx = �C { f ( x)}
p�
0
A=
0
(1) - �< x < � 偶 F - cosineT
(2)0 < x < �
� 2 �
3. f ( x) = �B sin( wx)dw = �-S1 { B} f ( x) sin( wx)dx = �S { f ( x )}
p�
0
B=
0
(1) - �< x < � 奇 F - sineT
(2)0 < x < �
一．傅立葉轉換
定義 :
�
�{ f ( x)} = F ( w) = � f ( x )e -iwx dx
-�
1 �
�-1 { F ( w)} = f ( x) = � F ( w)e iwx
dw
2p -�
: f ( x為實函數
討論若 )
�
1.F ( w) = � f ( x)e -iwx dx
-�
� �
= � f ( x ) cos( wx) dx - i � f ( x)sin( wx)dx
-� -�
= R ( w) + iX ( w) 複數
� �

偶奇
�
2.(1) R(-w) = � f ( x ) cos( - wx )dx = R ( w) : 偶函數
-�
�
(2) X (- w) = � f ( x) sin(- wx )dx = - X ( w) : 奇函數
-�
� F (- w) = R ( -w) + iX (- w) = R ( w) - iX ( w) = F * ( w)
3.F ( w) = R ( w) + iX ( w) =| F ( w) | eiF ( w)
(1) | F ( w) |= R 2 ( w) + X 2 ( w)
X ( w)
(2)F( w) = tan -1
R ( w)
4.
(1) f ( x)為偶函數
F ( w) = R( w) : 偶函數
(2) f ( x)為奇函數
F ( w) = iX ( w) : 奇函數
(3) f ( x)非奇偶
F ( w) = R( w) + iX ( w) : 非奇偶
例 2 : (a)� e { - ax2
} ;a > 0

{
� e- ax
2
} �
= �e - ax e -iwx dx
-�
2

� - ax2
=� e cos( wx)dx
-�
� - ax2
= 2�e cos( wx) dx
0
� -
w2 �
1 p 4a �
= 2� e
�
2 a �
� �
� 2
NOTE : I ��e - ax cos( wx)dx = I ( w)
0
dI � 2 � 1 � - ax2
= �e - ax [ cos( wx) ] dx = [ - x(2a) cos( wx)] dx
2a �
1. e
dw 0 �
w 0

=
1
2a { 2
sin( wx)e - ax |�
0 - w�
� - ax2
0
e cos( wx) dx =
-w
2a
I}
w2
dI w -
2. = - dw � I ( w) = Ae 4a
I 2a
� 2 1 p
3.w = 0代入求A � I (0) = A = �e - ax dx =
0 2 a
2
w
1 p - 4a
\I = e
2 a
傅立葉轉換定義
�
1.�{ f ( x)} = F ( w) = � f ( x)e -iwx dx
-�
1 �
�-1 { F ( w)} = f ( x ) = � F ( w)eiwx dw
2p -�

1 �
2.�{ f ( x)} = F ( w) = � f ( x)e -iwx dx
2p -�
�
�-1 { F ( w)} = f ( x ) = �F ( w)eiwx dw
-�
1 �
3.�{ f ( x )} = F ( w) = � f ( x)e-iwx dx
2p -�

1 �
�-1 { F ( w)} = f ( x ) = F ( w)eiwx dw
2p �
-�
�
4.�{ f ( x)} = F = � f ( x)e -i 2p fx dx
-�
�
�-1 { F } = f ( x ) = � f ( x )e -i 2p fx df
-�

二．重要定理
1.線性運算
�{ c1 f ( x) + c2 g ( x)} = c1 F ( w) + c2G (w)
�-1 { c1 F ( w) + c2G ( w)} = c1 f ( x ) + c2 g ( x )
2.平移定理
�{ f ( x)} = F ( w)
(1)�{ f ( x - a )} = F ( w)e -iaw

{
例1: (a) � e- a|t| =
2a
}
a + w2 2

(b)By using the result of (a) Find �{ f (t )} , f (t ) = 10e -3|t +1|

60 iw
f (t ) = 10e -3|t +1| = g (t + 1) � F ( w) = e
9 + w2
� �
6 60
g (t ) = 10e -3|t| � G ( w) = 10 � =
9+ w 2
9 + w2

{ }
(2) � f ( x)eiax = F ( w - a)

例 7 : X (t ) = a(t ) cos( wct + F) U (t ) = a(t )e jF

what's the relationship between the F.T. of x(t) and u(t)
1.U ( w) = �{ U (t )}

{
= � a (t )e jF }
= e jF A( w) : 令�{ a(t )} = A( w)
2.觀念中含有或
: f ( x) cos(at ) sin(at )
(1)先使用尤拉公式
(2)再使用移 平定理
X ( w) = �{ a(t ) cos( wc t + F)}
� � j ( w t +F ) - j ( wct +F ) �
�
� � e c +e �
= �� a(t ) �
�
� � 2 �
�
� � �
1
{ } 1
{
= e jF � a (t )e jwct + e- jF � a (t )e - jwct
2 2
}
1 1
= e jF A( w - wc ) + e- jF A( w + wc )
2 2
1 1
3. X ( w) = U (w - wc ) + e - j 2FU ( w + wc )
2 2

3.尺度變換
1 w
�{ f ( x)} = F ( w)則�{ f (ax)} = F( )
|a| a
4.Parserval 恆等式
� 1 �
�{ f ( x)} = F ( w)則 �| f ( x ) |2 dx = � | F ( w) | 2
dw
-� 2p -�

( pf )
�
F ( w) = � f ( x)e -iwx dx
-�
1 � iwx
f ( x) =
2p �
-�
F ( w)e dw

1 � -iwx
� f ( x) =
2p �
-�
F (w)e dw
� � 1 � -iwx
\ �| f ( x ) |2 dx = � f ( x) � F ( w)e dwdx
-� -� 2p -�

1 � � -iwx
=
2p �
-�
F ( w) � f ( x)e
-�
dxdw

1 �
=
2p �
-�
F ( w)F ( w)dw

1 �
= �
2
| F ( w) | dw
2p -�

�a | x |< a
例 4 : (a ) f ( x) = � a>0 �{ f ( x )} = ?
0
� else
2
��sin( wa) �
(b) �� �dw = ?
-�
� wa �
(a)

�
�{ f ( x )} = �f ( x )e -iwx dx
-�
�
= �f ( x) cos( wx )dx
-�
a
= 2�a cos( wx)dx
0

sin( wx ) a 2a sin( wa ) �
�
= (2a ) |0 = sin( wa) = 2a 2 �
w w � wa � �
(b) 使用恆等式
Parserval
2 2
� 1 �� � �
sin( wa ) � a 2 4a 4 sin( wa) �
��
� f ( x )dx = � � = �
2 2
2 a dw � a dx dw
-� 2p -�� � �
� -a 2p -�� �
� � wa � � � wa �
2
��sin( wa ) � p
� �� dw =
-�� wa � � a
5.對稱性
�{ f ( x)} = F ( w)
則�{ F ( x)} = 2p f (- w)
應用 :
2a
e - a|x| ��
�
a + w2
2

2a
� 2p e - a|- w| = 2p e- a|w|
��
a + w2
2

< pf >
�
F ( w) = � f ( x )e -iwx dx
-�
�
2p f ( x) = �F ( w)e -iwx dw
-�
w�x �
��� � 2p f ( w) = �F ( x)eiwx dx
x�w -�
�
���� 2p f (- w) = �F ( x )e -iwx dx = �{ F ( x )}
-�
�7 �
例8 : ( a)e -3t H (t ) and � cos t
�
�5 + jt �

{ } 1
�
1.� e -3t H (t ) = �e -3t e - jwt dt =
0 3 + jw
1
� t �0 : u (t )
NOTE : H (t ) �� Heaviside function
0
� else
2.
(1)由對稱性原理
�1 � -5( - w)
�� �= 2p e H ( - w) = 2p e5 w H (- w)
� 5 + jt
(2)
�7 � � �
� �7 � e jt + e - jt �
�
�
��
� �cos t �= �� � �
�
�5 + jt �
� �5 + jt � 2 �
�
7 �1 � 7 �1 �
= �� e jt �+ �� e- jt �
5 + jt
2 �� 2 5 + jt
7 7
= 2p e5( w-1) H (-( w - 1)) + 2p e5( w+1) H (-( w + 1))
2 2
補充:單位脈衝函數
1.定義

2.重要性質 :
� a+
(1) �d ( x - a) dx = �- d ( x - a ) dx = 1
-� a
� a+
(2) �d ( x - a) f ( x) dx = �- d ( x - a ) f ( x ) dx = 1 �f ( a ) = f (a )
-� a
�
(3)�{ d ( x)} = �d ( x)e -iwx dx = 1
-�

則�{ 1} = 2pd (- w) = 2pd ( w)

�
(4)�{ d ( x - a)} = �d ( x - a )e -iwx dx = e -iwa
-�

{ }
則� e -iax = 2pd (- w - a) = 2pd ( w + a )
pt
例13 : f (t ) = 3sin + 5sin 3p t -2 <t < 2
2
(b) Find F .T . of f (t )
:
觀念週期函數求 f ( x) F .T .:
�2 np �
� i� x
�
�T
(1)將f ( x)展成F - series f ( x ) = �cne
n =-�
�

�
2np
(2) �{ f ( x)} = �cn 2pd ( w - )
n =- � T
(b)
�i�p t � -i�p t ��
�2 � �2 � i ( 3p t ) -i( 3p t )
�e � �- e � �� � e +e �
(1) f (t ) = 3 � �+ 5 � �
� 2i � � 2 �
� � � �
� �
3� pt pt � 5
(2)�{ f (t )} = �2pd ( w - ) - 2pd ( w + ) �+ { 2pd ( w - 3p ) - 2pd ( w + 3p )}
2i � 2 2 2i
6.摺積定理
(1)convolntion(摺積)
�
f ( x) * g ( x) �� f (u ) g ( x - u ) du
-�
(a ) f ( x )* g ( x) = g ( x )* f ( x )
(b) [ f ( x )* g ( x) ] * h( x) = f ( x) * [ g ( x) * h( x) ]
�
(c) f ( x) * d ( x) = � f ( x - u )d (u )du = f ( x - 0)
-�
�
(d ) f ( x) * d ( x - a) = � f ( x - u )d (u - a)du = f ( x - a )
-� 平移
NOTE :
�
(1) �d ( x - a )dx = 1
-�
�
(2) �d ( x - a ) f ( x)dx = f (a )
-� 取樣

(2)摺積定理
�{ f ( x) * g ( x )} = F (w)G (w)
< pf >
� �
�{ f ( x) * g ( x )} = �� f (u ) g ( x - u ) due -iwx dx
-� -�
� �
= � f (u ) �g ( x - u )e -iwx dxdu
-� -�
( 令z = x - u , x = z + u , dx = dz )
� �
= � f (u ) �g ( z )e -iw( z +u ) dzdu
-� -�
� �
= � f (u )e -iwu du �g ( z )e -iwz dz
-� -�
= F ( w)G ( w)

7.傅立葉轉換之導函數
�{ f ( x )} = F ( w)
dn dn � -iwx
dwn
F ( w) =
dwn �
-�
f ( x )e dx
�
= � f ( x)(-ix ) n e -iwx dx
-�
= �{ (-ix) n f ( x)}
dF ( w)
: �{ f ( x)} = F ( w)
應用已知則 �{ xf ( x)} = i
dw
 w2
例 2 (a )Find the F.T of e - ax2
{
�e - ax2
} =
p - 4a
a
e
2
(b)Find the F.T of xe - x
sol :
w2
-
- x2
e � pe
��� 4

� w2 � � w2 �
d � - � � 2w - �
- x2
xe ����i � p e 4 �= i �- pe 4 �
dw � � � 4 �
��
8.導函數之F .T
�{ f ( x)} = F (w)
( f ( x )為連續)
�
F ( w) = � f ( x )e -iwx dx
-�
f ( x) -iwx � 1 �
= e |-� + � f � ( x)e -iwx dx
-iw iw -�
1
= 0 + �{ f � ( x)}
iw
則�{ f �
( x)} = (iw) F ( w)
( x),L f ( n +1) ( x) 為連續且f ( ��) = f �
推理 : 若f ( x ), f � ( ��) = L = f ( n+1) ( ��) = 0

{
f ( n ) ( x)滿足F.T存在之充分條件則� f ( n) ( x ) = (iw) n F ( w) }

補充

傅立葉分析之物理意義
1.傅立葉級數是將一信號 f(x)析解成各不同頻率信號之和
�
f ( x ) = a0 + �an cos ( wn x ) + bn sin ( wn x )
n =1
(1) a0 : f ( x)之直流( DC )成分
(2) an , bn 表示角頻率wn 之餘弦波and 正弦波之分量大小
2np
(3) wn = = 2p (nf 0 ) : 角頻率
T
1
f 0 = :基頻
T
nf 0 = n th harmomic freq (n次諧頻)
cos( wn ),sin( wn ) : nth諧波
 � iw x
(4) f ( x) = �cne n cn :複數
-�

2.Parserval 恆等式
� a2 + b2 �
1 d + 2l 2
2l �d
f ( x ) dx = a 2
0 + �
n =1
n
2
n
= �
-�
| cn |2

f ( x)
表之平均功率 Pav
� a 2 + b2 �
\ Pav = a02 + � n n = �| cn |2
n =1 2 -�
3.若f ( x )為功率信號即Pav 為有限值則
lim (a 2
+ bn2 ) = 0
n �� n
lim a = lim bn = 0
n �� n n ��
且 lim cn = 0 \ 高頻分量為0
n ��
4. f ( x ) : -�< x < � 非週期
�{ f ( x)} = F ( w)
1 �
f ( x) = � F ( w)eiwx dw
2p -�

F ( w)表示各不同頻率弦波eiwx 之分量大小
5.面積定理
�
F (0) = � f ( x) dx : f ( x)之直流成份
-�
�
2p f (0) = �F ( w) dw
-�
� 1
� 1 | t |<
例19 x(t ) = � 2
�
� 0 else
(a )�{ x (t )} = ?
� sin w
(b ) � dw = ?
-� w
�
(a )�{ x (t )} = �x(t ) cos( wt )dt
-�
1
= 2�2
cos( wt )dt
0

�w �
sin � �
= �2 �= X ( w)
w
2
�w �
sin � �
� 2
(b ) � � � dw = 2p x(0)
-� w
2
� w �
= 2p �令 = x ; w = 2 x ; dw = 2dx �
� 2 �
� sin ( x )
=� �2dx
-� x

� sin ( x )
= 2� dx
-� x

� sin ( x )
\� dx = p
-� x