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Fourier analysis
Draft of the Fourier analysis chapter of a potential book on Waves. David Mor...
From djmorin
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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
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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
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FIGURE 1
Square-wave function(a)
π 2π_π1yx0π 2π_π1yx
(b)
2
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sin
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f
,
f
7
FOURIER SERIES
❙ ❙ ❙ ❙
3
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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
of 00
Fourier Series
.
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