PSUT

EngineeringMathematics
II
FourierSeriesandTransforms

Dr.MohammadSababheh
4/14/2009

11.1FourierSeries

FourierSeriesandTransforms

Contents
11.1FourierSeries........................................................................................................................................3
PeriodicFunctions.....................................................................................................................................3
FundamentalPeriod..................................................................................................................................4
PeriodofMultipleFunctions.....................................................................................................................5
FourierSeries............................................................................................................................................6
11.2FunctionsofAnyPeriodp=2L..........................................................................................................11
11.6aParseval'sIdentity.............................................................................................................................13
Applications.........................................................................................................................................14
11.7Dirichlet'sTheorem.............................................................................................................................17
11.4ComplexFourierSeries.......................................................................................................................18
11.6bParseval'sIdentity.............................................................................................................................22
11.9FourierTransform...............................................................................................................................24
FourierTransform...................................................................................................................................24
FourierSineandCosineTransforms.......................................................................................................27
InverseFourierTransform......................................................................................................................29
Applications.........................................................................................................................................30

11.1FourierSeries

11.1FourierSeries
PeriodicFunctions

Afunction

issaidtobeperiodicofperiod if

forallx

Example1
cos
2
cos

cos
2

sin sin 2

cos

Hencecos isperiodicofperiod2

Example2
sin 4

2
sin 4

sin 4
2

sin 4 cos 2

cos 4 sin 2

sin 4
=

Hencesin

isperiodicofperiod ,observethat2 isalsoaperiodofsin 4

11.1FourierSeries

UsefulIdentities

sin
cos

sin
cos

cos
cos

cos
sin

sin
sin

Notes

Anyfunctioncanbeconsideredperiodicwithperiodzero,thisperiodistrivialandisnot
consideredasaperiod.
If isaperiodof ,then isaperiodforanyinteger .

Proof:

want:

weknowthat

If isaperiodthen isnotnecessarilyaperiod.

FundamentalPeriod

Themostinterestingperiodforaperiodicfunctionisthesmallestpositiveperiod,thisperiodiscalled
theFundamentalPeriod.
Thefundamentalperiodof

sin is2

sin 3 is

11.1FourierSeries

PeriodofMultipleFunctions

If and areperiodicofperiod thensois

Proof
Denote

by

want

isperiodicofperiod

If isperiodicofperiod thenthegraphof repeatsitselfevery units

1,2
1
0,8
0,6
0,4
0,2
0
2

Thereforeifweknowthecurveofaperiodicfunctionon

,thenwecandrawtheentiregraph.

Exercise
If isperiodicofperiod then

11.1FourierSeries

FourierSeries

Ourpurposeistoapproximateperiodicfunctionsbysineandcosine.
wedefineFourierseriesoftheperiodicfunctionf(x)by:

cos

sin

Fouriercoefficients

cos

canbeobtainedbyEulerformulas.

Derivation:

Suppose

cos

....

sin 5

cos

sin 5

cos

cos

cos

sin 5 cos

11.1FourierSeries

Ingeneral

Fouriercoefficientsoff(x),givenbytheEuler
formulas

cos

sin

Example3
FindtheFourierseries:

1 0
1

Whenthephrase"Fourierseries"is
mentionedthenweimplicitly
understandthat isperiodic.
Iftheperiodisnotgiven,thenwe
implicitlyunderstandthatits2

Solution:
1,5
1
0,5
0
4

1 0,5 0
1
1,5

11.1FourierSeries

cos

cos

sin

sin

sin

1 cos

1 2

cos

cos

cos

2 cos

0
4

NowFourierseries

cos
4
2

sin 2

sin

11.1FourierSeries

Example4
Evaluate:
2

3 cos

4 sin

Solution:
Denotefunctionby

*Weneedtofind

*Rememberthat
1

*Weneedtofind

tobeabletofind

isn'tinFourierformbecauseof"

*However

",soweneedtosimplifyusingidentity
1
1
2

so

3 cos

*Andnowsubstitute

2 cos 2

tofind

...

cos

11.1FourierSeries

Notes

ByatrigonometricpolynomialwemeanafinitepartoftheFourierseries.Forinstance:

1
2
2

sin
sin
sin

3 cos 5
sin 2
sin 3
sin 2 (TrigonometricbutnotFourierform)

Notes

sin

sin

sin

cos

cos

cos

10

10

11.2FunctionsofAnyPeriodp=2L

11.2FunctionsofAnyPeriodp=2L

Ingeneral

cos

sin

cos

sin

Example1
FindtheFourierseriesof

Solution:
Inthisexample,p=2(period=2)
Inthiscasewhenp=2L
ThusinourexampleL=1

11

11

11.2FunctionsofAnyPeriodp=2L

sin

Integrationbyparts
1

cos

cos

cos

2 cos

1
1

cos

12

cos

1
3

sin

12

11.6aParseval'sIdentity

11.6aParseval'sIdentity

ConsiderFourierseriesandexpandit

cos

sin

cos

sin

cos 2

sin 2

Squareit

cos
2

cos

sin

cos

cos

sin

sin
cos

Integrate

cos

sin

Parseval'sIdentity
Standardform
2|

Generalform
2|

13

2
sin

cos

sin

13

11.6aParseval'sIdentity

Applications

Example1
FromChapter11.1,Example1

sin 2

*L.H.SofParseval's
2 0

16

1
2

*R.H.SofParseval's
1

*Therefore
1
2

Example2
FromChapter11.2Example1
4

1
3

cos

ApplyParseval's
2

16

1
3
16

2
5

2
9

45

90
14

1 0
1

14

11.6aParseval'sIdentity

Example3
Find
1

Nowseriesisgivenbutnot

unlikeExample2

Solution:
Weneed

suchthat
1

sincewhenintegratingbyparts,weget

Weattemptwith

inthedenominator

Taking

=0

Integrationbyparts

1
1

sin

cos

1
cos

0
1

1
2

15

cos

15

11.6aParseval'sIdentity

NowapplyParseval's
4

Wecan'tfindany
sumusingthis

method,like
1
6

Exercise
Find
1

Example4
Evaluate
2 sin 5

cos 3

Solution:
2 sin 3

Let
Want

cos 3

cos 10

AccordingtoParseval's

2 1

2
1

16

cos 10

16

11.7Dirichlet'sTheorem

11.7Dirichlet'sTheorem

If isanicefunction,then

lim

lim

Supposethat isperiodicofperiod2 andthat ispiecewisecontinuous,that and bothexist.

Example1
Suppose
2

Plug

sin

0,0=0

Plug

sin

sin

1
2

1
1

2 1
2
1
1
2
Plug

sin

2
2

1
2

lim
0,

lim
2

17

17

11.4ComplexFourierSeries

11.4ComplexFourierSeries

cos

sin

iscalledRealFourierseries

TheComplexFourierSeriesof is
definedtobe

1
2

Note
cos

sin

cos

sin

2 sin
2 cos

cos
sin

2
2

18

18

11.4ComplexFourierSeries

Remark
1
2

1 1
2

cos

sin

1
2

1
2

Example1
WritethecomplexFouriertransformof
2 sin

cos 10

Solution:
2
1

2
1

2
1
2

1
2

1
,
2

Example2
FindtherealFourierseriesof
5

Solution:
5 sin

cos

sin

cos 2

19

19

11.4ComplexFourierSeries

Example3
FindthecomplexFourierseriesof
,
Solution:
1
2

1
2

1
2

1
2
1

For
1
2

1
2

ThereforecomplexFourierseriesis

20

20

11.4ComplexFourierSeries

Note
Byacomplextrigonometricpolynomial,wemeanafinitepartof

Forexample

Trig.1

NotTrig.1

Trig.11

sin

11

NotethatacomplexFourierseriesofacomplextrigonometricpolynomialisthesamefunction.

Exercise
Showthat

0,
2 ,

21

21

11.6bParseval'sIdentity

11.6bParseval'sIdentity

Parseval'sIdentityforcomplexFourierseries

| |

1
2

Note
|2

3|

|3 |

|2

3|

||

13
0

Example1
1

letsapplyParseval's
1

| |

1
2

1
6

22

22

11.6bParseval'sIdentity

Example2
Evaluate
1

cos 4

Solution:
Let
1

cos 4

Want
|

| |

1,
|

1,
|

3
1

1
,
2
9

1
,
2
1
4

1
4

23

23

11.9FourierTransform

11.9FourierTransform
FourierTransform

Let bedefinedon

WedefineitsFouriertransformby

Parseval'sIdentity

Example1
FindtheFouriertransformof

1 2
0

ThenapplyParseval'sidentityandseewhatitgives
Solution:
1,5
1
0,5
0
4

24

24

11.9FourierTransform

1
2

cos 2

sin 2

2 sin 2

cos 2

sin 2

Notehereifweare
askedabout 0 ,we
takethelimit

Let'sapplyParseval's
2 sin 2

2 sin 2

1)Let'splaywith
2 sin 2

2)Let2
sin

sin
2

3)Let'sfind
sin

sin
2

25

25

11.9FourierTransform

Integrationbyparts
sin

sin cos

sin

1

t

2 sin cos
sin 2
2

Let2

sin
2

4)
sin

Note
iscontinuousregardlessof

lim

lim

lim

lim

26

26

11.9FourierTransform

FourierSineandCosineTransforms

If isdefinedon 0, ,wedefineits
FourierCosineTransformby

cos

AndFourierSineTransform

sin

Wheredidtheseequationscomefrom?
RecallFouriertransform
1

2
If iseven
1

cos

2
1
2
2
2
2

cos

cos

cos

sin

sin

27

27

11.9FourierTransform

Note
Practically
when iseven.

when isodd.

Notethatwhen isdefinedon 0, ,wecanconsideritevenorodd.

Example2
and

Find

for

,0
0,

Solution:
2

cos

cos

cos

sin

2 sin

cos

Usinglimits
0

1
2

1 2

28

28

11.9FourierTransform

InverseFourierTransform

FourierInverseTransform
1

FourierInverseCosineTransform

cos

FourierInverseSineTransform

sin

UsefulRules

29

29

11.9FourierTransform

Applications

Example3
;

Find

Solution:

Usingtherules

...

30

30

11.9FourierTransform

Example4
Youaregiventhat
2
1
2

2
1

sin
1

1
1

sin

1
0

sin

0? ? ?
sin

TheformulaoftheFourierInverseSineTransform
continuousat .Moreover,recallthat
Ifweextend

iscomputedforoddfunction .

tobeodd,weget

Notcontinuousat

0whentaking

,soweuseDirichlet'sTheorem.

31

istruewhen is

31