OLOKLHRWMA

MET ASQHMA TISMOS

FOURIER

Basiko

Orismo

Mia

sunrthsh

f /R

onomzetai

topik

oloklhrsimh

an

periorismc

thc

se

kje

di-

sthma

[a, b]
kat

enai

oloklhrsimh

sunrthsh.

Kje

tmmata

suneqc

sunrthsh

enai

topik

oloklhrsimh.

Mia topik oloklhrsimh sunrthsh an to genikeumno oloklrwma

f /R

onomzetai oloklhrsimh ( antstoiqa apluta

oloklhrsimh)

f (x)dx

sugklnei.

antstoiqa

|f (x)|dx

Oloklhrmata

Fourier

Oloklhrwtik

Jerhma

Fourier f /R
isqei h sqsh:

Gia kje kat tmmata suneq kai apluta oloklhrsimh sunrthsh

f (x ) + f (x+ ) = 2
gia kje shmeo

[A(t) cos tx + B (t) sin tx]dt

0
uprqoun oi pleurikc pargwgoi

x R

gia

to

opoo

fa (x)

kai

f (x),

pou

1 1 B (t) = A(t) =
An epiplon

f (u) cos tudu,

+

f (u) sin tudu.

enai

suneqc

sto

x
na

isqei

f (x) =

parstash

thc

sunrthshc

f (x ) + f (x+ ) 2
genikeumno

opte

prokptei

ap

trigwnometrik

oloklrwma.

Oloklrwma

Fourier

[A(t) cos tx + B (t) sin tx]dt.

0
Isodnamh morf

+ 0

f (u) cos t(x u)dudt

Pragmatik

enai

[A(t) cos tx + B (t) sin tx]dt

0 +

=
0

f (u) cos tudu cos tx +

+ +

f (u) sin tudu sin tx dt

1 1 = =

+ 0 + 0

f (u) cos tu cos tx + sin tu sin tx du dt f (u) cos t(x u)du dt.

morf

Hmitonoeidc

An

peritt

tte

to

oloklrwma

Fourier
+

enai

2
Afo

+ 0 0

f (u) sin tu sin txdudt.

A(t) = =

1 1 1

f (u) cos utdu

0

f (u) cos tudu +

0 + +

f (u) cos tudu

0

= = 1

f (u) cos(tu)du + (f (u)) cos tudu +

0

f (u) cos tudu

0 +

1
0

f (u) cos tudu

0 +

= = 0.
kai anloga

f (u) cos tudu +

0

f (u) cos tudu

B (t) =

0 f (u) sin tudu.

Sunhmitonoeidc

morf

'Omoia

an

rtia

tte

to

oloklrwma

Fourier

enai

2
Pardeigma 1.
1. Na

+ 0 0

f (u) cos tu cos txdudt.

me na oloklrwma h sunrthsh:

Fourier 2, x (1, 1), 0, x (, 1) (1, +), f (x) = 1, x {1, 1}.

parastaje enai kat tmmata suneqc me shmea

Lsh

f f (1+ ) = f (1 ) = 0, f (1 ) = f (1+ ) = 2.
Profanc h

asunqeiac

ta

1, 1
me,

kai

Epiplon

enai

apluta

oloklhrsimh

|f (x)|dx =
1

2dx = 4

kai uprqoun oi pleurikc pargwgoi oi upojseic tou oloklhrwtiko

fa (x)

kai

Jewrmatoc

f (x) Fourier

gia kje gia thn

x R. f

' Ara ikanopoiontai

opte:

f (x) =
gia kje

f (x ) + f (x+ ) = 2

[A(t) cos tx + B (t) sin tx]dt.

0

x R.

'Opou

A(t) = = = =
Anloga eursketai ti:

f (u) cos tudu

1

1 2 cos tudu 1 21 [sin tu]1 1 t 4 sin t t

+

(0.1)

B (t) =
' Ara

f (u) sin tudu = 0

(0.2)

f (x) =
' Askhsh 2.
Na parastaje me

4
na

+ 0

sin t cos txdt x R. t Fourier

h sunrthsh

oloklrwma

f/ R

me

f (x) =
Sth sunqeia na apodeiqje

sin x, x [0, ], 0, x (, 0) (, +).

ti:

+ 0
Lsh H sunrthsh

cos t 2 dt = . 2 1t 2
oloklhrsimh kai uprqoun oi pleurikc

f
kai kai

enai

suneqc,

apluta

pargwgoi Jerhma

tou

fa (x) Fourier

f (x)
enai :

gia

kje

x R.

Opte

efarmzetai

to

oloklhrwtik

f (x) =
0

[A(t) cos tx + B (t) sin tx]dt

gia

kje

x R.

'Opou,

A(t) = = = = = = =
gia kje

1 + f (u) cos tudu 1 sin u cos tudu 0 1 [sin(1 + t)u + sin(1 t)u]du 2 0 1 cos(1 + t)u cos(1 t)u 2 1+t 1t 0 1 cos(1 + t) cos(1 t) 1 1 + + 2 1+t 1t 1+t 1t 1 2 cos t 2 + 2 2 1 t 1 t2 1 1 + cos t . 1 t2
eursketai ti:

|t| = 1.

Anloga

B (t) =
' Ara,

1 sin t , 1 t2

gia

kje

|t| = 1.

f (x) =
0

1 1 =

1 sin t 1 1 + cos t cos tx + sin tx dt 2 1t 1 t2 + cos tx + (cos t cos tx + sin t sin tx) dt 1 t2 0 + cos tx + cos t( x) dt 1 t2 0
thn parapnw sqsh gia

gia

kje

x R.

An

efarmsoume

x=

prokptei

ti

1 f( ) = 2 1 1=
ap pou prokptei h zhtomenh

+ 0 + 0

cos t 2 + cos t 2 dt, 1 t2 2 cos t 2 dt 1 t2

sqsh.

Prwteousa

tim

Olklhrmatoc

+
p.t.

g (t)dt = lim

tte ja

k+ k

g (t)dt
kai h prwteousa tim tou kai

1. ja 2.

An

uprqei

to

genikeumno

oloklrwma

uprqei

tautzontai. Enai mwc dunatn na uprqei h prwteousa tim en den uprqei to genikeumno olo-

krwma.

+
Pardeigma 3.
'Estw

g (x) = x/R.
+
p.t.

Gia thn sunrthsh aut den uprqei to

xdx.

En

enai

xdx =

=
Migadik Ekjetik morf

k+ k x2 k k+
tou

lim lim

xdx = 0. Fourier

Oloklhrmatoc

1 2
' Ara an rmatoc

+
p.t.

f (u)eit(xu) du dt
tic upojseic tou oloklhrwmatiko jew-

pou

f /R Fourier

enai

mia

sunrthsh

ikanopoie

enai:

f (x ) + f (x+ ) 1 = 2 2
gia kje

+
p.t.

f (u)eitu du eitx dt f (u)eitu du

x R.

An epiplon h sunrthsh

g (t) =
+ +

enai oloklhrsimh

tte

isqei:

f (x ) + f (x+ ) 1 = 2 2
gia kje

p.t.

f (u)eit(xu) du dt

x R.
Metasqhmatismc

Fourier

An

gia

mia

sunrthsh

f /R

to

genikeumno

oloklrwma

+
sugklnei, tte aut orzei mia sunrthsh

f (x)eitx dx
h opoa onomzetai (ekjetikc ) metasqhmatismc dhlad

Fourier

thc

f (x)

kai

shmeinetai

me

(t) f F [f (x)],

F [f (x)] = f (t) =

H sunrthsh

f (x)eitx dx

parnei

timc

sto

C.
+
oloklhrsimh dhl. to

An

sunrthsh

f /R

enai

apluta

|f (x)|dx

diti

sugklnei

tte

metasqhmatismc

Fourier

thc

orzetai

se

lo

to

R,

|eitx | = 1

kajc,

|eitx | = | cos tx i sin tx| = =1

Basiko Metasqhmatismo

cos2 tx + sin2 tx

Fourier

f (x)

1, |x| a, 1. 0, |x| > a. a |x|, |x| a, 2 0, |x| > a. ax e , x 0, 3. 0, x < 0. a | 4 . e x| sin ax 5. x 1 6. 2 a + x2 2 7. eax
pou

(t) f 2 sin at , t = 0, t 2a, t = 0. at 4 sin2 , t = 0, 2 a2 , t = 0. 1 a + it 2a 2 a + t2 , |t| a, 0, |t| > a.

a|t| ae t2

e 4a

a>0

Apdeixh

f (x) = ea|x| , a > 0. (t) = f =

Enai

+ 0 0

ea|x| eitx dx
+ 0 + 0 + 0

eax eitx dx + e(ait)x dx +

eax eitx dx

e(a+it)x dx

e(a+it)x = + a it a + it 1 1= 1 + a it a + it 2a = 2 a + t2
diti

e(ait)x 0

lim eax = 0

(kajc to

a>0

) kai h sunrthsh

etx

enai fragmnh

(|eitx | = 1.)

1
x

lim e(ait)x = lim [eax eitx ] = 0

x

Idithtec

1. F [c1 f1 (x) + c2 f2 (x)] = c1 f 1 (t) + c2 f2 (t) 1 t , a R f |a| a (t), 3. F [f (x a)] = eiat f a R (t a), 4. F [eiax f (x)] = f a R 1 (t + a)] 5. (i) F [cos axf (x)] = [f (t a) + f 2 1 (t + a)]. (t a) f (ii) F [sin axf (x)] = [f 2i 2. F [f (ax)] =
pou pou pou

Pardeigma 4.

Na

eureje

metasqhmatismc

Fourier

tan:

g (x) = e3|x+2| .
Qrhsimopointac thn trth

Lsh

An

teje

f (x) = e3|x|

enai

(t) = f

32

23 6 = . 2 +t 9 + t2 6e2it . 9 + t2
tan:

idithta

prokptei:

(t) = g (t) = ei(2)t f

Pardeigma 5.
Na eureje o metasqhmatismc

Fourier

g (x) =

cos 3x . 4 + x2

Lsh An teje

f (x) =

22

1 + x2

enai

(t) = e2|t| . f 2

Qrhsimopointac thn ppmth idithta

prokptei:

1 (t + 3)] = e2|t3| + e2|t+3| . g (t) = [f (t 3) + f 2 4

Prtash 6.
An

f /R

enai

para gw gsimh

me

suneq

kai

|x|+

lim f (x) = 0

tte

(t) F [f (x)] = itf

Apdeixh

F [f (x)] =

f (x)eitx dx
+

= [f (x)eitx ]+ +

f (x)(eitx ) dx

= 0 + it

f (x)eitx dx

(t). = itf
Pardeigma 7.
Na eureje o metasqhmatismc

Fourier

thc

sunrthshc

f (x) =

x cos x sin x /R . x2

Lsh

Epeid

sin x x cos x sin x ) = x x2

kai

sin x = 0, |x|+ x lim

petai

ti

F [f (x)] = F

sin x x sin x = itF x , |t| 1, = it 0, |t| > 1. xf (x)

apluta oloklhrsimh. Tte

Prtash 8.
h sunrthsh

'Estw

f /R

topik

oloklhrsimh kai

enai

para gw gsimh

me

(t). F [xf (x)] = if

Apdeixh 'Estw

(t) = f

f (x)eitx dx
+

kai

to

genikeumno

oloklrwma

[f (x)eitx ]dx t

(0.3)

Epeid,

(f (x)eitx ) = |ixf (x)eitx | t = |xf (x)|,

eptai ap to kritrio tou

Weierstrass

ti to genikeumno oloklrwma (0.3) sugklnei omoi-

morfa opte smfwna me gnwst prtash twn genikeumnwn oloklhrwmtwn pou exartwntai ap mia parmetro ja isqei:

(t) = f =

+ +

[f (t)eitx ]dx t (ix)f (x)eitx dx

= iF [xf (x)].
Pardeigma 9.
Na eureje o metasqhmatismc

Fourier

thc

sunrthshc

f (x) =
Lsh Tjetai

xeax , x 0, 0, x < 0. eax , x 0, 0, x < 0.

g (x) =

Tte

enai,

f (x) = xg (x)

kai

g (t) =

1 . a + it

' Ara,

(t) = F [xg (x)] f = ig (t) (a + it) 1 =i a + it (a + it)2 1 = . (a + it)2 =i

Antstrofoc metasqhmatismc

Fourier

'Estw

f /R

mia suneq, apluta jewrmatoc tou

oloklhrsimh sunrthsh pou ikanopoie tic upojseic tou . Tte smfwna me th migadik morf qoume:

oloklhrwtikc

Fourier

f (x) =

1 2 1 = 2

+
p.t.

f (u)eitu du eitx dt

+
p.t.

(t)eitx dt. f
prokptei:

oloklhrsimh

An

epiplon

enai

apluta

Tpoc

Antistrofc

f (x) =
O tpoc autc ekfrzei thn

1 2

(t)eitx dt f f
onomzetai antstrofoc metasqh-

ap thn

f.

Gi aut to lgo h

matismc

Fourier

thc

kai

shmeinetai

me

f (x) = F 1 [f (x)]
Pardeigma 10.
Na upologisje o metasqhmatismc

Fourier

thc

sunrthshc:

g (x) =
Lsh: Jewrome thn sunrthsh

1 /R, a2 + x2

pou

a > 0.

f (x) =
h opoa enai suneqc, apluta isqei:

1 a|x| e /R 2a
kai uprq oun oi pleurikc par gw go thc gia

oloklhrsimh

kje

x R.

Epiplon

f (t) =
Epeid

1 1 2a F [ea|x| ] = = g (t). 2a 2a a2 + t2
efarmz etai o tpoc antistrofc kai q oume

enai

apluta

oloklrwsimh

f (x) =

1 2

g (t)eitx dt

kai

gia

ant

x,
+

F [g (t)] =

g (t)eitx dt

= 2f (x) 1 = 2 ea|x| 2a = ea|x| . a

' Ara

F[

a2

a 1 ] = ea|t| . 2 +x
Basikc Tautthtec

f (x)g (x)dx =

pou

f (x)g (x)dx

f, g

enai

apluta

oloklhrsimec

sunartseic.

f (x)g (x)dx =

pou

1 2
me

f (x)g (x)dx

f, g

suneqec, oi

apluta

oloklhrsimec twn

uprqoun

pleurikc

pargwgoi

f, g

gia

kje

f, g x R.

epshc

apluta

oloklhrsimec

kai

Gia

f =g

prokptei

tautthta

Parseval 1 2
+

f 2 (x)dx =

|f (x)|2 dx

+
Pardeigma 11.
Na upologisje to

Lsh: Jewrome thn sunrthsh

sin2 ax dx, x2

pou

a > 0.

f /R

me

f (x) = f (t) = 2 sin at . t

1, |x| a, 0, |x| < a.

thn tautthta tou

Gia

thn

opoa

enai

Efarmzontac

Parseval

prokptei

ti:

f 2 (x)dx =
a

1 2 1 2 1 2

|f (x)|2 dx
+ +

1dx =
a

2 sin ax 2 dx x 4 sin2 ax dx. x2

2a =
+
' Ara

sin2 ax dx = a. x2

10

Sunlixh

'Estw

f, g/R
wc

enai do oloklhrsimec sunartseic.

Tte orzetai mia kainorgia sunrthsh

f g

exc:

(f g )(x) =

h opoa onomzetai sunlixh twn

f (u)g (x u)du

f, g.
tic sunartseic orzetai gia

Apodeiknetai oloklhrsimh

ti

an h

mia

ap

f, g
kje

enai

fragmnh kai

kai

llh

apluta

tte

sunlixh

touc

x R

isqoun

(i) f g (ii) f, g (iii) f, g

An An

fragmnh suneqec apluta tte kai

f g

suneqc. tte kai

oloklhrsimec

f g

apluta

oloklhrsimh.

Idithtec

sunlixhc

(i) f g = g f, (ii) f (g h) = (f g ) h, (iii) f (g + h) = (f g ) + (f h).

Sth sunqeia ja upologisje o metasqhmatismc ja qrhsimopoihje mia ekdoq tou gnwsto

Fourier

thc sunlixhc. tou

Gia to skop aut

Jewrmatoc

Fubini

Jerhma

Fubini
epanalhptik genikeumna oloklhrmata:

An

gia

th

sunrthsh

h/R2

uprqei

na

ap

ta

+ +
tte isqei h sqsh:

|h(x, u)|du dx,

+

|h(x, u)|dx du

+
Pardeigma 12.

h(x, u)du dx =

h sunrthsh

h(x, u)dx du,

'Estw

h(x, u) = f (u)g (x u)eitx

enai,

|h(x, u)|dx du
+ + +

=
+

|f (u)||g (x u)||eitx |dx du |g (u)|dx |f (u)|du

=
+

|f (u)|du

|g (u)|du

11

tte

to

oloklrwma

aut

uprqei.

Jerhma

thc

sunlixhc

F [(f g )(x)] = f (t)g (t)

pou

f, g

apluta

oloklhrsimec

sunartseic.

Apdeixh

F [(f g )(x)] =
+

(f g )(x)eitx dx
+ + + + +

=
+

f (u)g (x u)du eitx dx f (u)g (x u)eitx dx du g (x u)eitx dx f (u)du g (v )eit(v+u) dv f (u)du g (v )eitv dv eitu f (u)du
+

=
+

=
+

=
+

=
+

f (u)eitu du

g (v )eitv dv

= f (t)g (t).
Pardeigma 13.
Na luje h oloklhrwtik exswsh:

y (x u)y (u)du =

Lsh: Enai,

x2

1 , + a2

pou

a > 0.

1 + a2 1 F [y (x) y (x)] = F 2 x + a2 y (t) y (t) = ea|t| a a|t| 2 (y (t)) = e . a y (x) y (x) = x2

Epomnwc

y (t) = y (x) = y (x) =

a|t| e 2 a

1 a|t| F [e 2 ] a a 1 2 a a 2 + x2 2 a 2 a2 + 4x2

a|t| e 2 , a 1 a|t| y (x) = F [e 2 ] a a 1 2 y (x) = a a 2 + x2 2 y (t) = y (x) = a 2 a2 + 4 x2

y (x) =

12

Trigwnometriko

metasqhmatismo

Fourier Fourier

Gia

f /[0, +)

orzoume

ton

hmitonoeid

metasqhmatism

Fs [f (x)] = fs (t) =
0
kai ton sunhmitonoeid metasqhmatism

f (x) sin txdx

Fourier
+

Fc [f (x)] = fc (t) =
0
An gia

f (x) cos txdx

metasqhmatismo

apluta

oloklhrsimh

tte

oi

trigwnometriko

Fourier

orzontai

kje

t [0, +).
metasqhmatismo

Sqsh

Fourier

me

touc

trigwnometrikoc

metasqhmatismoc

Fourier

An

f f

enai

rtia

f (t) = 2fc (|t|),

an enai peritt

f (t)

2i fs (t), t 0, 2i fs (t), t < 0. fc [eax ], F [eax ]

2 2

Pardeigma 14.

Na

eurejon

oi

Lsh:

Tjetai

f (x) = eax .

Enai,

fc (t) =
0
Opte efarmzontac thn prtash ?

eax cos txdx

prokptei:

d fc (t) = dt

ax2 cos tx [e ]dx t xeax sin txdx

2

=
0

+ 1 d ax2 = (e ) sin txdx 2a 0 dx + 1 ax2 1 2 [e eax t cos txdx = sin tx]+ 0 2a 2a 0 1 = tfc (t). 2a
Katpin totwn prokotei h diaforik exswsh

d 1 fc (t) = tfc (t) dt 2a

h opoa enai qwrizomnwn metablhtn kai ekola dnei ti :

fc (t) = e 4a , R.
13

t2

Tloc

enai,

= fc (0) =
0

eax

= = Fc [eax ] = fc (t) =
h sunrthsh

+ 1 2 ey dy a 0 1 . a 2

' Ara

1 2

t2 e 4a . a
2
enai rtia prokptei ti

Epeid

f (x) = eax

F [eax ] = 2fc (t) =

t2 e 4a . a Fourier
enai anlogec h tautthta

Oi idithtec kai oi tautthtec twn trigwnometrikn metasqhmatismn me autc tou metasqhmatismo :

Fourier 2

Idiatero

endiafron

parousizei

ed

tou

Parseval

f 2 (x)dx =
0
Pardeigma 15.
Na

(fs )2 (x)dx =
0
to

(fc )2 (x)dx.
0

upologisje

I=
0
Lsh: Jewrome thn sunrthsh

x2 dx, a > 0 (a2 + x2 )2

f (x) = eax /[0, +).

Enai,

fc (t) =
0

eax sin txdx

= L[sin tx](a) t = . 2 a + t2
Efarmzoume thn tautthta tou

Parseval

gia

thn

kai

enai

+ 0

(eax )2 dx = e2ax dx = 1 2a =

+ 0

2 2 + t dt 0 a2 + t2 2 + t2 dt 0 (a2 + t2 )2 2 aI

' Ara

I=

. 4a
14