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Lecture 7: Fourier Series

# Lecture 7: Fourier Series

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06/25/2012

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Lecture 7: Fourier Series
Periodic Functions
Fourier series are very useful to represent or approximate periodic functions. Notice thatfunctions that are not periodic, can be considered periodic with infinite period, and can be represented with Fourier integrals, instead of Fourier series.A function is, f(t), is said to be
periodic
with period T if f(t+T) = f(t) for any tBased on this definition, periodic functions of period T are also periodic functions of  period 2T, 3T,....nT:f(t+nT) = f(t+(n-1)T) = f(t+(n-2)T) = .....= f(t).The smallest period is called the
fundamental period
of the function.A periodic function can be represented as a sum of sines and cosines with the samefundamental period as the function or multiples of that period. We can write sin and cosof fundamental period T/n as:cos (2
p
n t / T) sin (2
p
n t / T)Of course all these functions have also period T. Since the fundamental period can be assmall as we want (just take n larger), we can use these functions to represent periodicfunctions of fundamental period as small as we like, or functions with rather sharp fea-tures.Let's visualize the sum of some of these functions with
Mathematica
:

<<
Graphics`;T
=
1;Plot
@8
Sin
@
2

Pit
ê
T
D
,Sin
@
4

Pit
ê
T
D
,Sin
@
6

Pit
ê
T
D<
,
8
t,0,T
<
,PlotStyle
Æ
8
Red,Blue,Purple
<D
;
0.2 0.4 0.6 0.8 1-1-0.50.51

<<
Graphics`;T
=
1;Plot
@8
Sin
@
2

Pit
ê
T
D
+
Sin
@
4

Pit
ê
T
D
+
Sin
@
6

Pit
ê
T
D<
,
8
t,0,T
<D
;
0.2 0.4 0.6 0.8 1-2-112
So with just three sine functions we can represent this rather complex function, which of course is periodic with fundamental period T, as you can easily verify by plotting it over a larger interval:
2
Lecture7.nb

<<
Graphics`;T
=
1;Plot
@8
Sin
@
2

Pit
ê
T
D
+
Sin
@
4

Pit
ê
T
D
+
Sin
@
6

Pit
ê
T
D<
,
8
t,0,3

T
<D
;
0.5 1 1.5 2 2.5 3-2-112
We call
Fourier series
a general linear combinations of these sines and cosines:
a
o
+
n
=
1
@
a
n

cos
H
2
p
n
ê
L
+
b
n

sin
H
2
p
n
ê
L D
The constants
a
n
and
b
n
are called
Fourier coefficients
, the functions cos
H
2
p
n t
ê
L
and sin
H
2
p
n t
ê
L
are called
Fourier modes
. Since these sines and cosines have periodT (even if that is not the fundamental period for all of them), then the series also has period T and so it is appropriate to represent a function of period T. As you can alreadyguess, if you play with the values of the Fourier coefficients, you can get the series totake different functional form. If you use many modes, you can approximate many differ-ent functions of period T with such a series.This is actually guaranteed by a theorem, that tells you when this is going to work for sure (it is a
sufficient condition
).First let's define a
sectionally continuous periodic function
:"A sectionally continuous periodic function is one that is continuous in finite-size sec-tions, with at most a finite number of discontinuities in one period of the function."
Lecture7.nb
3

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