P. 1
Fourier Series

Fourier Series

|Views: 28|Likes:
Published by sert_as

More info:

Published by: sert_as on Apr 16, 2011
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

04/16/2011

pdf

text

original

Fourier Series: Examples

John Appleby
Contents
1 Important Facts 1
2 Exercises and Examples 2
1 Important Facts
1. Suppose f(x) is a periodic function of period 2π which can be represented
by a TRIGONOMETRIC FOURIER SERIES
f(x) = a
0
+

¸
n=1
a
n
cos nx + b
n
sin nx.
(This means that the series above converges to f(x).)
Then the Fourier Coefficients satisfy the Euler Formulae, namely:
a
0
=
1

π
−π
f(x) dx
a
n
=
1
π

π
−π
f(x) cos nxdx for n = 1, 2, . . .
b
n
=
1
π

π
−π
f(x) sin nxdx for n = 1, 2, . . .
2. A function f is said to be even if
f(−x) = f(x) for all x ∈ R
and odd if
f(−x) = −f(x) for all x ∈ R
Recall the product of two even functions is even, the product of two odd func-
tions is even and the product of an even and an odd function is odd. Compare
2
the multiplication of even and odd functions to the addition of even and
odd integers.
3. If f is an odd function then

π
−π
f(x) dx = 0,
while if f is an even function, then

π
−π
f(x) dx = 2

π
0
f(x) dx
2 Exercises and Examples
Example 1. Let f be a periodic function of period 2π such that
f(x) = π
2
−x
2
for x ∈ (−π, π).
Supposing that f has a convergent trigonometric Fourier series, show that
π
2
−x
2
=

2
3
+

¸
n=1
−4
n
2
(−1)
n
cos nx. (2.1)
SOLUTION: The solution can be effected in a number of separate steps:
• Check whether f is even or odd.
• If f is odd, all the Fourier coefficients a
n
for n = 0, 1, 2 . . . are zero; if f
is even, all the Fourier coefficients b
n
for n = 1, 2 . . . are zero.
• Compute the remaining Fourier coefficients using the Euler Formulae. It
is generally a good strategy to use Integration by Parts, successively
integrating sin nx and cos nx and differentiating f(x).
• Replace the expressions for the Fourier coefficients a
n
, b
n
in
f(x) = a
0
+

¸
n=1
a
n
cos nx + b
n
sin nx.
STEP 1: f(−x) = π
2
−(−x)
2
= π
2
−x
2
= f(x) so f is even.
STEP 2: Since f(x) is even and sin nx is odd, f(x) sin nx is odd and hence
b
n
=
1
π

π
−π
f(x) cos nxdx = 0.
Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby, 2001
3
STEP 3: Since f(x) is even and cos nx is even, f(x) cos nx is even, and so

π
−π
f(x) cos nxdx = 2

π
0
f(x) cos nxdx.
Therefore,
a
n
=
1
π

π
−π
f(x) cos nxdx =
1
π
2

π
0
f(x) cos nxdx =
2
π

π
0

2
−x
2
) cos nx
(2.2)
As suggested above, we calculate the integral in (2.2) by Integration by Parts.
Recall the Integration by Parts formula:

b
a
f(x)g

(x) dx = f(x)g(x)

b
x=a

b
a
f

(x)g(x) dx (2.3)
Let
f(x) = π
2
−x
2
and g

(x) = cos nx
so
f

(x) = −2x and g(x) =

cos nxdx =
1
n
sin nx.
Using (2.3) and the above, we have

π
0

2
−x
2
)
. .. .
f
cos nx
. .. .
g

dx (2.4)
= (π
2
−x
2
)
. .. .
f
1
n
sin nx
. .. .
g

π
0

π
0
−2x
....
f

1
n
sin nx
. .. .
g
dx
= (π
2
−π
2
)
1
n
sin nπ −(π
2
−0
2
)
1
n
sin 0 +
2
n

π
0
xsin nxdx
=
2
n

π
0
xsin nxdx. (2.5)
Now we calculate this last integral using integration by parts: let
f(x) = x and g

(x) = sin nx,
so
f

(x) = 1 and g(x) =

sin nxdx =
−cos nx
n
.
Using (2.3), and remembering that cos nπ = (−1)
n
, sin nπ = 0 for n an integer,
we have

π
0
x
....
f
sin nx
. .. .
g

dx = x
....
f
−cos nx
n
. .. .
g

π
0

π
0
1
....
f

−cos nx
n
. .. .
g
dx
= π
−cos nπ
n
−0
−cos 0
n
+
1
n

π
0
cos nxdx
= −
1
n
π(−1)
n
+
1
n
sin nx
n

π
0
= −
1
n
π(−1)
n
.
Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby, 2001
4
Using (2.2), (2.5) and the above, we have
a
n
=
2
π

π
0

2
−x
2
) cos nxdx =
2
π
2
n

π
0
xcos nxdx
=
2
π
2
n

1
n
π(−1)
n
=
−4
n
2
(−1)
n
.
It remains to calculate a
0
, which is given by
a
0
=
1

π
−π
f(x) dx =
1

2

π
0
π
2
−x
2
dx
=
1
π

π
2
x −
x
3
3

π
0
=
1
π

π
3

π
3
3

=

3
3
where we use the fact that f(x) = π
2
−x
2
is even.
STEP 4: Using the formulae obtained above for the Fourier coefficients, we
have
π
2
−x
2
=

3
3
+

¸
n=1
−4
n
2
(−1)
n
cos nx + 0. sin nx =

3
3
+

¸
n=1
−4
n
2
(−1)
n
cos nx
Example 2. Show that the trigonometric Fourier series of f(x) = 3x for x ∈
(−π, π) is given by

¸
n=1
−6
n
(−1)
n
sin nx.
SOLUTION:
STEP 1: f(−x) = 3. −x = −3x = −f(x), so f is an odd function.
STEP 2: Since f(x) is odd and cos nx is even, it follows that f(x) cos nx is
odd, so
a
n
=
1
π

π
−π
f(x) cos nxdx =
1
π
.0 = 0.
Moreover, since f is odd
a
0
=
1

π
−π
f(x) dx =
1

.0 = 0.
STEP 3: We need to calculate the Fourier coefficients using the Euler Formulae.
However, noting that f(x) and sin nx are odd, and therefore that f(x) sin nx is
even we have
b
n
=
1
π

π
−π
f(x) sin nxdx =
1
π
2

π
0
f(x) sin nxdx =
6
π

π
0
xcos nxdx. (2.6)
The latter integral is calculated using integration by parts.
Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby, 2001
5
Exercise 2.1. Show that

π
0
xsin nxdx = x
−cos nx
n

π
0

π
0
−cos nx
n
dx =
−π
n
(−1)
n
.
By virtue of Exercise 2.1, we have, from (2.6)
b
n
=
6
π
−π
n
(−1)
n
= −
6
n
(−1)
n
.
STEP 4: The Fourier series of f(x) = 3x is given by
a
0
+

¸
n=1
a
n
cos nx + b
n
sin nx = 0 +

¸
n=1
0 cos nx +−
6
n
(−1)
n
sin nx
=

¸
n=1

6
n
(−1)
n
sin nx.
Now try the following
Exercise 2.2.
(i) Show that x
3
cos nx is an odd function and x
3
sin nx is an even function.
Hence give the value of

π
−π
x
3
cos nxdx
and write down another expression equal to

π
−π
x
3
sin nxdx.
(ii) By integrating by parts, show that

π
0
x
3
sin nxdx = −
(−1)
n
π
3
n
+
3
n

π
0
x
2
cos nxdx.
Hint: Recall for integer values of n that cos nπ = (−1)
n
.
(iii) Given that

π
0
x
2
cos nxdx = −
2
n

π
0
xsin nxdx
and

π
0
xsin nxdx = −
π
n
(−1)
n
,
use part (ii) to prove that

π
0
x
3
sin nxdx =

n
3
(−1)
n

π
3
n
(−1)
n
.
(iv) Using parts (i) and (iii), and supposing that the Fourier series converges,
show for all x ∈ (−π, π) that
x
3
=

¸
n=1
2(−1)
n

6
n
3

π
2
n

sin nx.
Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby, 2001

• Replace the expressions for the Fourier coefficients an . are zero. Supposing that f has a convergent trigonometric Fourier series. bn in ∞ f (x) = a0 + n=1 an cos nx + bn sin nx. Let f be a periodic function of period 2π such that f (x) = π 2 − x2 for x ∈ (−π.1) SOLUTION: The solution can be effected in a number of separate steps: • Check whether f is even or odd. 1. all the Fourier coefficients an for n = 0. 2 .2 the multiplication of even and odd functions to the addition of even and odd integers. −π Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby. then π π f (x) dx = 2 −π 0 f (x) dx 2 Exercises and Examples Example 1. f (x) sin nx is odd and hence bn = 1 π π f (x) cos nx dx = 0. if f is even. π). 2 . STEP 2: Since f (x) is even and sin nx is odd. 3 n2 n=1 ∞ (2. • Compute the remaining Fourier coefficients using the Euler Formulae. . successively integrating sin nx and cos nx and differentiating f (x). It is generally a good strategy to use Integration by Parts. . show that π 2 − x2 = −4 2π 2 + (−1)n cos nx. . −π while if f is an even function. If f is an odd function then π f (x) dx = 0. . 3. • If f is odd. are zero. 2001 . all the Fourier coefficients bn for n = 1. STEP 1: f (−x) = π 2 − (−x)2 = π 2 − x2 = f (x) so f is even.

2) by Integration by Parts. we have π (π 2 − x2 ) cos nx dx 0 (2. Recall the Integration by Parts formula: b b b f (x)g (x) dx = f (x)g(x) a x=a − a f (x)g(x) dx (2. so f (x) = 1 and g(x) = sin nx dx = − cos nx . we calculate the integral in (2. n 0 (2. we have π 0 x sin nx dx = f g π − cos nx − cos nx π − 1 dx n n 0 0 f f g g − cos nπ − cos 0 1 π = π −0 + cos nx dx n n n 0 1 1 sin nx π 1 = − π(−1)n .5) Now we calculate this last integral using integration by parts: let f (x) = x and g (x) = sin nx. Therefore.3) and the above.2) As suggested above. and so π π f (x) cos nx dx = 2 −π 0 f (x) cos nx dx. an = 1 π π f (x) cos nx dx = −π 1 2 π π f (x) cos nx dx = 0 2 π π (π 2 − x2 ) cos nx 0 (2. 2001 .3 STEP 3: Since f (x) is even and cos nx is even.3) Let f (x) = π 2 − x2 so f (x) = −2x and g(x) = cos nx dx = and g (x) = cos nx 1 sin nx. f (x) cos nx is even.4) f = (π 2 − x2 ) g π π 1 1 sin nx − −2x sin nx dx n n 0 0 f f g g 1 1 2 π x sin nx dx = (π 2 − π 2 ) sin nπ − (π 2 − 02 ) sin 0 + n n n 0 2 π = x sin nx dx. sin nπ = 0 for n an integer.3). n Using (2. and remembering that cos nπ = (−1)n . n Using (2. = − π(−1)n + n n n 0 n x Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby.

πn n n π x cos nx dx 0 It remains to calculate a0 . n n=1 SOLUTION: STEP 1: f (−x) = 3. we have an = 2 π 2 22 (π − x2 ) cos nx dx = π 0 πn 22 1 −4 = − π(−1)n = 2 (−1)n .4 Using (2. so f is an odd function. (2.0 = 0. However. (2. STEP 4: Using the formulae obtained above for the Fourier coefficients. Show that the trigonometric Fourier series of f (x) = 3x for x ∈ (−π. π −π π Moreover. since f is odd a0 = 1 2π π f (x) dx = −π 1 .5) and the above. so 1 π 1 an = f (x) cos nx dx = . we have −4 2π 3 −4 2π 3 + (−1)n cos nx + 0.6) 0 The latter integral is calculated using integration by parts. and therefore that f (x) sin nx is even we have bn = 1 π π f (x) sin nx dx = −π 1 2 π π f (x) sin nx dx = 0 6 π π x cos nx dx.0 = 0. π) is given by ∞ −6 (−1)n sin nx.2). which is given by a0 = = 1 2π 1 π π f (x) dx = −π 1 2 2π = 1 π π π 2 − x2 dx 0 π2 x − x3 3 π 0 π3 − π3 3 = 2π 3 3 where we use the fact that f (x) = π 2 − x2 is even. − x = −3x = −f (x). 2π STEP 3: We need to calculate the Fourier coefficients using the Euler Formulae. Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby. sin nx = + (−1)n cos nx π −x = 3 n2 3 n2 n=1 n=1 2 2 ∞ ∞ Example 2. it follows that f (x) cos nx is odd. STEP 2: Since f (x) is odd and cos nx is even. noting that f (x) and sin nx are odd. 2001 .

Hence give the value of π x3 cos nx dx −π and write down another expression equal to π x3 sin nx dx. −π (ii) By integrating by parts. 0 Hint: Recall for integer values of n that cos nπ = (−1)n .5 Exercise 2. we have. n 6π π3 (−1)n − (−1)n . n3 n use part (ii) to prove that π x3 sin nx dx = 0 (iv) Using parts (i) and (iii). Show that π x sin nx dx = x 0 − cos nx n π π − 0 0 −π − cos nx dx = (−1)n .1. (iii) Given that 0 π x2 cos nx dx = − and 0 π 2 n π x sin nx dx 0 π x sin nx dx = − (−1)n . show that π x3 sin nx dx = − 0 (−1)n π 3 3 + n n π x2 cos nx dx.1. n n By virtue of Exercise 2. 2001 . (i) Show that x3 cos nx is an odd function and x3 sin nx is an even function. show for all x ∈ (−π. π n n STEP 4: The Fourier series of f (x) = 3x is given by bn = ∞ a0 + n=1 an cos nx + bn sin nx = = 0+ ∞ 6 0 cos nx + − (−1)n sin nx n n=1 ∞ 6 − (−1)n sin nx.2. from (2. Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby. π) that ∞ x3 = n=1 2(−1)n 6 π2 − 3 n n sin nx.6) 6 −π 6 (−1)n = − (−1)n . n n=1 Now try the following Exercise 2. and supposing that the Fourier series converges.

You're Reading a Free Preview

Download
scribd
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->