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Fourier Series
When the French mathematician Joseph Fourier (17681830) was trying to solve a problem in heat conduction, he needed to express a function f as an innite series of sine and cosine functions:
1
f x
a0
n 1
a0
a2 cos 2x b2 sin 2x
Earlier, Daniel Bernoulli and Leonard Euler had used such series while investigating problems concerning vibrating strings and astronomy. The series in Equation 1 is called a trigonometric series or Fourier series and it turns out that expressing a function as a Fourier series is sometimes more advantageous than expanding 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 terms of periodic functions. We start by assuming that the trigonometric series converges and has a continuous function f x as its sum on the interval , , that is,
f x
a0
n 1
a n cos nx
bn sin nx
Our aim is to nd formulas for the coefcients a n and bn in terms of f . Recall that for a power series f x cn x a n we found a formula for the coefcients in terms of derivn atives: cn f a n!. Here we use integrals. If we integrate both sides of Equation 2 and assume that its permissible to integrate the series term-by-term, we get
f x dx
a 0 dx
y
n 1
a n cos nx
bn sin nx dx
2 a0
n 1
an y
cos nx dx
n 1
bn y sin nx dx
But
cos nx dx
1 sin nx n sin nx dx f x dx
1 sin n n 0. So 2 a0
sin
FOURIER SERIES
a0
1 2
f x dx
To determine an for n 1 we multiply both sides of Equation 2 by cos mx (where m is an integer and m 1) and integrate term-by-term from to :
y
4
f x cos mx dx
y
n 1
a0
n 1
a n cos nx
bn sin nx
cos mx dx
a0 y
cos mx dx
an
cos nx cos mx dx
n 1
bn
sin nx cos mx dx
Weve seen that the rst integral is 0. With the help of Formulas 81, 80, and 64 in the Table of Integrals, its not hard to show that
y y
sin nx cos mx dx
0 0
cos nx cos mx dx
f x cos mx dx
am
an
f x cos nx dx
1, 2, 3, . . .
Similarly, if we multiply both sides of Equation 2 by sin mx and integrate from we get 1
to ,
bn
f x sin nx dx
1, 2, 3, . . .
We have derived Formulas 3, 5, and 6 assuming f is a continuous function such that Equation 2 holds and for which the term-by-term integration is legitimate. But we can still consider the Fourier series of a wider class of functions: A piecewise continuous function on a, b is continuous except perhaps for a nite number of removable or jump discontinuities. (In other words, the function has no innite discontinuities. See Section 2.5 for a discussion of the different types of discontinuities.)
FOURIER SERIES
. Then the
a0
n 1
a n cos nx
bn sin nx
f x dx
an
f x cos nx dx
bn
f x sin nx dx
and are called the Fourier coefcients of f . Notice in Denition 7 that we are not saying f x is equal to its Fourier series. Later we will discuss conditions under which that is actually true. For now we are just saying that associated with any piecewise continuous function f on , is a certain series called a Fourier series.
EXAMPLE 1 Find the Fourier coefcients and Fourier series of the square-wave function
f dened by f x 0 if 1 if 0 x x 0 and f x 2 f x
(a)
y 1
(b) SOLUTION Using the formulas for the Fourier coefcients in Denition 7, we have
a0
1 2
f x dx
1 2
0 dx
1 2
1 dx
1 2
1 2
FOURIER SERIES
and, for n
1, an 1
f x cos nx dx 1 sin nx n 1 n
0 dx
cos nx dx
sin n
sin 0
bn
f x sin nx dx
0 dx
sin x dx
1 cos nx n
|||| Note that cos n equals 1 if n is even and 1 if n is odd.
1 n
cos n
cos 0
0 2 n
if n is even if n is odd
b1 sin x 1 2 0 0 2 0 sin x
b2 sin 2x
0 sin 2x 2 sin 3x 3 2k
2 sin 3x 3 2 sin 5x 5
0 sin 4x 2 sin 7x 7
2 sin 5x 5
1 2
sin x
2
k 1
2k
sin 2k
1x
In Example 1 we found the Fourier series of the square-wave function, but we dont know yet whether this function is equal to its Fourier series. Lets investigate this question graphically. Figure 2 shows the graphs of some of the partial sums Sn x 1 2 2 sin x 2 sin 3x 3 2 sin nx n
FOURIER SERIES
y 1 S _
x
y 1 S
y 1 S
y 1 S
y 1 S
y 1 S
FIGURE 2 Partial sums of the Fourier series for the square-wave function
We see that, as n increases, Sn x becomes a better approximation to the square-wave function. It appears that the graph of Sn x is approaching the graph of f x , except where x 0 or x is an integer multiple of . In other words, it looks as if f is equal to the sum of its Fourier series except at the points where f is discontinuous. The following theorem, which we state without proof, says that this is typical of the Fourier series of piecewise continuous functions. Recall that a piecewise continuous function has only a nite number of jump discontinuities on , . At a number a where f has a jump discontinuity, the one-sided limits exist and we use the notation f a
xla
lim f x
f a
xla
lim f x
8 Fourier Convergence Theorem If f is a periodic function with period 2 and f and f are piecewise continuous on , , then the Fourier series (7) is convergent. The sum of the Fourier series is equal to f x at all numbers x where f is continuous. At the numbers x where f is discontinuous, the sum of the Fourier series is the average of the right and left limits, that is
1 2
f x
f x
If we apply the Fourier Convergence Theorem to the square-wave function f in Example 1, we get what we guessed from the graphs. Observe that f 0
xl0
lim f x
and
f 0
xl0
lim f x
and similarly for the other points at which f is discontinuous. The average of these left and right limits is 1 , so for any integer n the Fourier Convergence Theorem says that 2 1 2 2
k 1
2k
sin 2k
1x n .)
f x
1 2
if n if x
n n
FOURIER SERIES
a n cos nt
bn sin nt
where a0 1 1 2
t t dt 1
an
t t cos nt dt Lt
bn
, then t
a n cos
n x L 1 2L
where
|||| Notice that when L the same as those in (7). these formulas are
a0 and, for n an 1 L 1,
L L
f x dx
L
L
f x cos
n x L
dx
bn
1 L
L L
f x sin
n x L
dx
Of course, the Fourier Convergence Theorem (8) is also valid for functions with period 2L.
EXAMPLE 2 Find the Fourier series of the triangular wave function dened by f x
x f x for all x. (The graph of f is shown in Figure 3.) for 1 x 1 and f x 2 For which values of x is f x equal to the sum of its Fourier series?
y 1
_1
FOURIER SERIES
1 in (9):
1 2
a0
|||| Notice that a 0 is more easily calculated as an area.
1 1
x dx
1 2
y
1 0
0 1 1 2
x dx
x dx
1 4
x2
0 1
1 4
x2
and for n
1, an
1 1
x cos n x dx
2 y x cos n x dx
0
because y x cos n x is an even function. Here we integrate by parts with u and dv cos n x dx. Thus, an x 2 sin n x n 0 2 n
1
2 n
1
sin n x dx 2 n2
cos n x n
cos n
Since y
1 1
x sin n x dx
cos n x
n 1
1 if n is odd, so 0 if n is even 4 n2
2
an
2 n2
2
cos n
if n is odd
cos
4 9 4
2
cos 3 x
4 25 1
cos 5 x
1 2
n 1
2k
cos 2k
The triangular wave function is continuous everywhere and so, according to the Fourier Convergence Theorem, we have f x 1 2 4
n 1
2k
cos 2k
for all x
FOURIER SERIES
In particular, x 1 2 4
k 1
2k
cos 2k
for
FIGURE 4 Waveforms
(a) Flute
(b) Violin
We gain insight into the differences between waveforms if we express them as sums of Fourier series: Pt a0 a1 cos t L b1 sin t L a2 cos 2 t L b2 sin 2 t L
In doing so, we are expressing the sound as a sum of simple pure sounds. The difference in sounds between two instruments can be attributed to the relative sizes of the Fourier coefcients of the respective waveforms. The n th term of the Fourier series, that is, a n cos n t L bn n t L
is called the nth harmonic of P. The amplitude of the n th harmonic is An and its square, A2 n a2 n
sa 2 n
b2 n
FOURIER SERIES
bn and for a Fourier series with only sine terms, as in Example 1, the amplitude is A n the energy is A2 b 2.) The graph of the sequence A2 is called the energy spectrum of n n n P and shows at a glance the relative sizes of the harmonics. Figure 5 shows the energy spectra for the ute and violin waveforms in Figure 4. Notice that, for the ute, A2 tends to diminish rapidly as n increases whereas, for the violin, the n higher harmonics are fairly strong. This accounts for the relative simplicity of the ute waveform in Figure 4 and the fact that the ute produces relatively pure sounds when compared with the more complex violin tones.
A@ n A@ n
6 (a) Flute
10
10
(b) Violin
In addition to analyzing the sounds of conventional musical instruments, Fourier series enable us to synthesize sounds. The idea behind music synthesizers is that we can combine various pure tones (harmonics) to create a richer sound through emphasizing certain harmonics by assigning larger Fourier coefcients (and therefore higher corresponding energies).
||||
16
||||
Exercises
711
||||
, A function f is given on the interval and f is periodic with period 2 . (a) Find the Fourier coefcients of f . (b) Find the Fourier series of f . For what values of x is f x equal to its Fourier series? ; (c) Graph f and the partial sums S2, S4, and S6 of the Fourier series.
1. f x
7. f x
8. f x
1 1 0 x x x2
if if 0 if if 0 x
x x x 0
0
9. f x 10. f x 11. f t
s s
if 2 x 0 if 0 x 1 if 1 x 2 x if 4 x 0 if 0 x 4 x, 1 1
s
f x
f x
f x f x
8 2
f x f x
2. f x 3. f x 4. f x 5. f x
x t
s
1 1
s
sin 3 t ,
s s
0 if cos x if 0 1 1 0
s s
x x x 2 x x
s
0 2 0
s s s s s s
t, where t represents time, is passed through a so-called half-wave rectier that clips the negative part of the wave. Find the Fourier series of the resulting periodic function 0 if if 0 t t 0 f t E sin t 2 f t
6. f x
s s
if if if 0
s
f t
10
FOURIER SERIES
1316 |||| Sketch the graph of the sum of the Fourier series of f without actually calculating the Fourier series.
13. f x
1 3 x 1 x , e x,
s s
if 4 x 0 if 0 x 4 if 1 x 0 x if 0 x 1 1 2 x x
s
1 32
1 52
1 72
1 3
1 5
1 7
1 2
s s s s s s s
8 to estimate the Fourier coefcients a 0, a1, a 2, b1, and b2. Then use them to graph the second partial sum of the Fourier series and compare with the graph of f .
y
1 1 3
1, then 1
n
x2
n 1
4 n2
cos n x
1
0.25
n 1