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Fourier SeriesRatings: (0)|Views: 938|Likes: 25

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11/01/2012

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Fourier Series

When the French mathematician Joseph Fourier (1768–1830) was trying to solve a prob-lem in heat conduction, he needed to express a function as an inﬁnite series of sine andcosine functions:Earlier, Daniel Bernoulli and Leonard Euler had used such series while investigating prob-lems concerning vibrating strings and astronomy.The series in Equation 1 is called a

trigonometric series

or

Fourier series

and it turnsout that expressing a function as a Fourier series is sometimes more advantageous thanexpanding it as a power series. In particular, astronomical phenomena are usually periodic,as are heartbeats, tides, and vibrating strings, so it makes sense to express them in termsof periodic functions.We start by assuming that the trigonometric series converges and has a continuous func-tion as its sum on the interval , that is,Our aim is to ﬁnd formulas for the coefﬁcients and in terms of . Recall that for apower serieswe found a formula for the coefﬁcients in terms of deriv-atives:. Here we use integrals.If we integrate both sides of Equation 2 and assume that it’s permissible to integrate theseries term-by-term, we getButbecause is an integer. Similarly, . So

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and solving forgivesTo determine for we multiply both sides of Equation 2 by (where isan integer and ) and integrate term-by-term from to :We

’

ve seen that the

ﬁ

rst integral is 0. With the help of Formulas 81, 80, and 64 in the Tableof Integrals, it

’

s not hard to show thatfor all andSo the only nonzero term in (4) is and we getSolving for , and then replacing by , we haveSimilarly, if we multiply both sides of Equation 2 by and integrate from to ,we getWe have derived Formulas 3, 5, and 6 assuming is a continuous function such thatEquation 2 holds and for which the term-by-term integration is legitimate. But we can stillconsider the Fourier series of a wider class of functions: A

piecewise continuous function

on is continuous except perhaps for a

ﬁ

nite number of removable or jump disconti-nuities. (In other words, the function has no in

ﬁ

nite discontinuities. See Section 2.5 for adiscussion of the different types of discontinuities.)

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❙ ❙ ❙ ❙

FOURIER SERIES

||||

Notice that is the average value of overthe interval .

,

f a

0

Definition

Let be a piecewise continuous function on . Then the

Fourier series

of is the serieswhere the coef

ﬁ

cients and in this series are de

ﬁ

ned byand are called the

Fourier coefﬁcients

of .Notice in De

ﬁ

nition 7 that we are

not

saying is equal to its Fourier series. Later wewill discuss conditions under which that is actually true. For now we are just saying that

associated with

any piecewise continuous function on is a certain series calleda Fourier series.

EXAMPLE 1

Find the Fourier coef

ﬁ

cients and Fourier series of the

square-wave function

de

ﬁ

ned byandSo is periodic with period and its graph is shown in Figure 1.

SOLUTION

Using the formulas for the Fourier coef

ﬁ

cients in De

ﬁ

nition 7, we have

a

0

12

y

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x

dx

12

y

0

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dx

12

y

0

1

dx

0

12

12

0

FIGURE 1

Square-wave function(a)

π 2π_π1yx0π 2π_π1yx

(b)

2

f f

x

2

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01if

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dxb

n

a

n

a

0

n

1

a

n

cos

nx

b

n

sin

nx

f

,

f

7

FOURIER SERIES

❙ ❙ ❙ ❙

3

||||

Engineers use the square-wave function indescribing forces acting on a mechanical systemand electromotive forces in an electric circuit(when a switch is turned on and off repeatedly).Strictly speaking, the graph of is as shownin Figure 1(a), but it’s often represented as inFigure 1(b), where you can see why it’s called asquare wave.

f

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