Professional Documents
Culture Documents
com
LECTURE NOTES OF
ENGINEERING MATHEMATICSIII (Sub Code: MAT31)
COURSE CONTENT
1) Numerical Analysis
2) Fourier Series
3) Fourier Transforms & Z-transforms
4) Partial Differential Equations
5) Linear Algebra
6) Calculus of Variations
Text Book:
Higher Engineering Mathematics by
Dr. B.S.Grewal (36th Edition 2002)
Khanna Publishers,New Delhi
Reference Book:
Advanced Engineering Mathematics by
E. Kreyszig (8th Edition 2001)
John Wiley & Sons, INC. New York
FOURIER SERIES
Dr.A.T.Eswara
Professor and Head
Department of Mathematics
P.E.S.College of Engineering
Mandya -571 401
DEFINITIONS :
A function y = f(x) is said to be even, if f(-x) = f(x). The graph of the even function is
always symmetrical about the y-axis.
A function y=f(x) is said to be odd, if f(-x) = - f(x). The graph of the odd function is always
symmetrical about the origin.
x = f(x) and the
For example, the function f(x) = x in [-1,1] is even as f(-x) = x
function f(x) = x in [-1,1] is odd as f(-x) = -x = -f(x). The graphs of these functions are
shown below :
Graph of f(x) = x
Graph of f(x) = x
Note that the graph of f(x) = x is symmetrical about the y-axis and the graph of f(x) = x is
symmetrical about the origin.
f ( x)dx
2 f ( x)dx
f ( x)dx
For example,
a
cos xdx
a
and
sin xdx
0, as sinx is odd
Note that the graph of the function between 0 and 2 is the same as that between 2 and 4
and so on. It may be verified that a linear combination of periodic functions is also periodic.
FOURIER SERIES
A Fourier series of a periodic function consists of a sum of sine and cosine terms. Sines and
cosines are the most fundamental periodic functions.
The Fourier series is named after the French Mathematician and Physicist Jacques Fourier
(1768 1830). Fourier series has its application in problems pertaining to Heat conduction,
acoustics, etc. The subject matter may be divided into the following sub topics.
Series with
arbitrary period
Half-range series
Complex series
Harmonic Analysis
a0
an
bn
1
l
a 2l
1
l
a 2l
1
l
a 2l
(1)
f ( x)dx
a
f ( x) cos
n
l
xdx,
n 1,2,3,..... (2)
f ( x) sin
n
l
xdx,
n 1,2,3,...... (3)
a0
n
n
an cos
x bn sin
x
(4)
2 n1
l
l
is called the Fourier series of f(x) in the interval (a,a+2l). Also, the real numbers a0, a1, a2,
.an, and b1, b2 , .bn are called the Fourier coefficients of f(x). The formulae (1), (2) and
(3) are called Eulers formulae.
It can be proved that the sum of the series (4) is f(x) if f(x) is continuous at x. Thus we have
a
n
n
an cos
x bn sin
x .
f(x) = 0
(5)
2 n1
l
l
Suppose f(x) is discontinuous at x, then the sum of the series (4) would be
1
f (x ) f (x )
2
where f(x+) and f(x-) are the values of f(x) immediately to the right and to the left of f(x)
respectively.
Downloaded from www.pencilji.com
an
1
n
f ( x) cos
l0
l
bn
1
n
f ( x) sin
l0
l
(6)
n 1,2,......
xdx,
2l
xdx,
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (0,2l).
If we set l= , then f(x) is defined over the interval (0,2 ). Formulae (6) reduce to
a0 =
f ( x)dx
0
an
f ( x) cos nxdx
0
bn
n=1,2,..
(7)
f ( x) sin nxdx
n=1,2,..
a0
2
an cos nx bn sin nx
(8)
n 1
Case (ii)
Suppose a=-l. Then f(x) is defined over the interval (-l , l). Formulae (1), (2) (3) reduce to
n =1,2,
a0
1
f ( x)dx
l l
an
1
n
f ( x) cos
l l
l
(9)
bn
xdx
1
n
f ( x) sin
l l
l
xdx, n=1,2,
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (-l , l).
If we set l = , then f(x) is defined over the interval (- , ). Formulae (9) reduce to
a0 =
f ( x)dx
an
bn
Putting l =
f ( x) cos nxdx
n=1,2,..
(10)
n=1,2,..
f ( x) sin nxdx
in (5), we get
f(x) =
a0
2
an cos nx bn sin nx
n 1
PARTIAL SUMS
The Fourier series gives the exact value of the function. It uses an infinite number of terms
which is impossible to calculate. However, we can find the sum through the partial sum S N
defined as follows :
n N
S N ( x)
a0
an cos
n 1
n
l
x bn sin
n
l
integral values.
In particular, the partial sums for N=1,2 are
x
x
S1 ( x) a0 a1 cos
b1 sin
l
l
x
x
2 x
2 x
S2 ( x) a0 a1 cos
b1 sin
a2 cos
b2 sin
l
l
l
l
If we draw the graphs of partial sums and compare these with the graph of the original
function f(x), it may be verified that SN(x) approximates f(x) for some large N.
v1
vdx, v2
v1dx,......
2.
x3
e2 x
2
3x 2
e2 x
4
6x
e2 x
8
2
6
cos nx
n3
e2 x
16
e ax cosbxdx
a cosbx b sin bx
a 2 b2
e ax
a sin bx b cosbx
a 2 b2
e ax sin bxdx
3.
If n is integer, then
sin n = 0 ,
cosn = (-1)n ,
sin2n = 0,
cos2n =1
Examples
1. Obtain the Fourier expansion of
1
2
f(x) =
x in - < x <
We have,
a0
=
1
2
f ( x)dx
1
(
2
x)dx
x2
2
an
f ( x) cos nxdx
1
(
2
x) cos nxdx
1
2
1
0
2
bn
sin nx
n
( 1)
cos nx
n2
1
(
2
1
2
x) sin nxdx
cos nx
( 1)
n
sin nx
n2
( 1) n
n
Using the values of a0 , an and bn in the Fourier expansion
f ( x)
a0
2
an cos nx
n 1
bn sin nx
n 1
we get,
( 1)
sin nx
2 n1 n
This is the required Fourier expansion of the given function.
f ( x)
2. Obtain the Fourier expansion of f(x)=e -ax in the interval (- , ). Deduce that
( 1) n
2
1
2n
cos ech
Here,
a0
ea
an
ax
a
2 sinh a
a
ax
1 e
dx
e
a
1
an
ax
cos nxdx
ax
a2
a cos nx n sin nx
n2
2a ( 1) n sinh a
a 2 n2
bn =
e
a2
ax
sin nxdx
ax
n2
a sin nx n cos nx
2n ( 1) n sinh a
=
a 2 n2
Thus,
f(x) =
sinh a
a
2a sinh a
n
( 1) n
cos nx
2
n2
1a
sinh a
n
( 1) n
2
1
1 n
or
1=
sinh
2 sinh
1
2
( 1) n
2
1
2n
n( 1) n
sin nx
2
n2
1a
2 sinh
1=
( 1) n
2
1
2n
Thus,
cos ech
2
n
( 1) n
2
1
2n
2 x3
3
x 2 dx
0
a0
or
an
=
f ( x) cos nxdx
x 2 cos nxdx
0
an
2
4( 1)
n2
Also,
bn
x2
sin nx
n
2x
cos nx
n2
sin nx
n3
f ( x) sin nxdx 0
Thus
f ( x)
2
2
1
n2
( 1) n cos nx
n2
1
1
2
1 n
6
2
Hence,
1
22
1
32
.....
x,0 x
2
x,
f ( x)
Deduce that
2
1 1
8
32 52
The graph of f(x) is shown below.
1
......
f ( x)dx =
f ( x)dx
0
xdx
0
an
f ( x) cos nxdx
f ( x) cos nxdx
0
x cos nxdx
0
sin nx
n
cos nx
n2
2
( 1) n 1
2
n
Also,
bn
f ( x) sin nxdx
f ( x)
1
( 1) n 1 cos nx
2
1n
For x= , we get
f( )
or
2
2
n 1
1
( 1) n 1 cos n
2
n 1n
2 cos(2n 1)
(2n 1) 2
Thus,
2
n 1
(2n 1)2
1
8
32
This is the series as required.
or
1
52
......
dx
xdx
an
cos nxdx
x cos nxdx
0
1
( 1) n 1
2
n
bn
sin nxdx
x sin nxdx
0
1
1 2( 1) n
n
Fourier series is
1
1 2( 1) n
n
(
1
)
1
cos
nx
sin nx
2
4
n
n 1n
n 1
Note that the point x=0 is a point of discontinuity of f(x). Here f(x+) =0, f(x-)=- at x=0.
1
1
Hence
[ f ( x ) f ( x )]
0
2
2
2
The Fourier expansion of f(x) at x=0 becomes
1
1
[( 1) n 1]
2
2
4
n 1n
1
f(x) =
or
1
[( 1) n 1]
2
1n
Simplifying we get,
2
1
32
1
52
......
6. Obtain the Fourier series of f(x) = 1-x2 over the interval (-1,1).
The given function is even, as f(-x) = f(x). Also period of f(x) is 1-(-1)=2
Here
1
a0 =
1
1
f ( x)dx = 2 f ( x)dx
1 1
0
1
2
= 2 (1 x )dx
x3
3
2 x
4
3
1
1
f ( x) cos(n x)dx
1 1
an
1
2 f ( x) cos(n x) dx
0
= 2 (1 x 2 ) cos(n x)dx
0
an
2 1 x
sin n x
n
( 2 x)
cos n x
(n ) 2
( 2)
sin n x
( n )3
4( 1) n 1
n2 2
1
1
bn
f ( x) sin(n x)dx
1 1
f(x) =
4
2
n
( 1) n 1
cos(n x)
n2
1
8
The period of f(x) is
Also
1
32
1
3
2
f(-x) = f(x).
......
3
3
2
Hence f(x) is even
3/ 2
1
3/ 2
a0
4
3
1
52
f ( x)dx
3/ 2
3/ 2
4x
dx
3
1
0
1
3/ 2
an
2
3/ 2
2
3/ 2
f ( x) cos
3/ 2
f ( x) cos
0
f ( x)dx
0
3/ 2
3/ 2
3/ 2
n x
dx
3/ 2
2n x
dx
3
3/ 2
4
4x
1
3
3
4
n
2n x
sin
3
2n
3
4
3
2n x
cos
3
2n
3
1 ( 1)n
Also,
1
3
bn
n x
dx
3
2
f ( x) sin
3
Thus
f(x) =
4
2
n
1
2n x
1 ( 1) n cos
2
3
1n
1
1 ( 1) n
2
n 1n
8
1 1
......
1= 2 1 2
3 52
2
1 1
1 2
......
8
3 52
f(0) =
or
Thus,
NOTE
Here verify the validity of Fourier expansion through partial sums by considering an
example. We recall that the Fourier expansion of f(x) = x2 over (- , ) is
2
f ( x)
( 1) n cos nx
n2
1
Let us define
2
( 1) n cos nx
3
n2
n 1
The partial sums corresponding to N = 1,2,..6
S N ( x)
n N
S1 ( x)
4 cos x
are
S 2 ( x)
4 cos x cos 2 x
4
1
4
1
cos3 x
cos 4 x
cos5 x
cos5 x
3
9
4
25
9
The graphs of S1 , S2 , S6 against the graph of f(x) = x2 are plotted individually and shown
below :
S6 ( x)
4 cos x cos 2 x
On comparison, we find that the graph of f(x) = x2 coincides with that of S6 (x). This verifies
the validity of Fourier expansion for the function considered.
Exercise
Check for the validity of Fourier expansion through partial sums along with relevant graphs
for other examples also.
HALF-RANGE FOURIER SERIES
The Fourier expansion of the periodic function f(x) of period 2l may contain both sine and
cosine terms. Many a time it is required to obtain the Fourier expansion of f(x) in the interval
(0,l) which is regarded as half interval. The definition can be extended to the other half in
such a manner that the function becomes even or odd. This will result in cosine series or sine
series only.
Sine series :
Suppose f(x) = (x) is given in the interval (0,l). Then we define f(x) = - (-x) in (-l,0).
Hence f(x) becomes an odd function in (-l , l). The Fourier series then is
f ( x)
bn sin
n 1
n x
l
(11)
2
n x
where
bn
f ( x) sin
dx
l 0
l
The series (11) is called half-range sine series over (0,l).
Putting l= in (11), we obtain the half-range sine series of f(x) over (0, ) given by
f ( x)
bn sin nx
n 1
bn
f ( x) sin nxdx
0
Cosine series :
Let us define
( x)
( x)
f ( x)
(12)
2
n x
f ( x) cos
dx
l 0
l
The series (12) is called half-range cosine series over (0,l)
an
Putting l =
in (12), we get
a0
2
f ( x)
an cos nx
n 1
where
2
a0
f ( x)dx
0
an
Examples :
1. Expand f(x) = x( -x) as half-range sine series over the interval (0, ).
We have,
2
bn
f ( x) sin nxdx
0
( x
x 2 ) sin nxdx
bn
cos nx
n
x x2
2x
sin nx
n2
( 2)
cos nx
n3
4
1 ( 1) n
3
n
The sine series of f(x) is
4
1
f ( x)
1 ( 1)n sin nx
3
n
n 1
f ( x)
x,
over(0, )
Here
a0
xdx
an
x)dx
x cos nxdx
x) cos nxdx
8
, n 2,6,10,.....
n2
Thus, the Fourier cosine series is
2 cos 2 x cos6 x
f(x) =
4
12
32
cos10x
......
52
a0
2
(c x)dx
c0
2
n x
(c x) cos
dx
c0
c
Integrating by parts and simplifying we get,
an
2c
1 ( 1) n
2 2
n
The cosine series is given by
an
f(x) =
c
2
2c
2
n
1
n x
1 ( 1) n cos
2
c
1n
Exercices:
Obtain the Fourier series of the following functions over the specified intervals :
x2
over (- ,
4
2. f(x) = 2x + 3x2 over (- ,
1. f(x) = x
3. f(x) =
x
2
)
)
over (0, 2 )
4. f(x) = x over (- ,
) ; Deduce that
5. f(x) = x
over (- ,
) ; Deduce that
1 1
.......
3 5
1 1
.......
12 32
x,
x 0
over (- , )
x,0 x
Deduce that
2
1 1
.......
8 12 32
1,
x 0
7. f(x) = 0, x 0
over (- , )
1,0 x
6. f(x) =
1 1
.......
4
3 5
8. f(x) = x sinx over 0 x 2 ; Deduce that
1
3
2
1 4
n 2n
0, 2 x 0
9. f(x) =
over (-2 , 2)
a,0 x 2
10. f(x) = x(2-x) over (0,3)
11. f(x) = x2 over (-1,1)
x,0 x 1
12. f(x) =
(2 x),1 x 2
Deduce that
HARMONIC ANALYSIS
The Fourier series of a known function f(x) in a given interval may be found by finding the
Fourier coefficients. The method described cannot be employed when f(x) is not known
explicitly, but defined through the values of the function at some equidistant points. In such a
case, the integrals in Eulers formulae cannot be evaluated. Harmonic analysis is the process
of finding the Fourier coefficients numerically.
To derive the relevant formulae for Fourier coefficients in Harmonic analysis, we employ the
following result :
The mean value of a continuous function f(x) over the interval (a,b) denoted by [f(x)] is
b
1
defined as
f ( x)
f ( x)dx .
b aa
The Fourier coefficients defined through Eulers formulae, (1), (2), (3) may be redefined as
a0
an
bn
2
2
2
1
2l
a 2l
1
2l
a 2l
1
2l
a 2l
f ( x)dx
2[ f ( x)]
f ( x) cos
n x
dx
l
2 f ( x) cos
f ( x) sin
n x
dx
l
2 f ( x) sin
n x
l
n x
l
Using these in (5), we obtain the Fourier series of f(x). The term a 1cosx+b1sinx is called the
first harmonic or fundamental harmonic, the term a 2cos2x+b2sin2x is called the second
harmonic and so on. The amplitude of the first harmonic is
harmonic is
a22
a12
b12
2
4
5
2
3
3
3
3
f(x)
1.0
1.4
1.9
1.7
1.5
1.2
1.0
Note that the values of y = f(x) are spread over the interval 0 x 2 and f(0) = f(2 ) = 1.0.
Hence the function is periodic and so we omit the last value f(2 ) = 0. We prepare the
following table to compute the first two harmonics.
x
x0
y = f(x)
cosx
cos2x
sinx
sin2x
ycosx
ycos2
x
ysinx
ysin2x
1.0
60
1.4
0.5
-0.5
0.866
0.866
0.7
-0.7
1.2124
1.2124
120
1.9
-0.5
-0.5
0.866
-0.866
-0.95
-0.95
1.6454
-1.6454
180
1.7
-1
-1.7
1.7
240
1.5
-0.5
-0.5
-0.866
0.866
-0.75
-0.75
1.299
1.299
300
1.2
0.5
-0.5
-0.866
-0.866
0.6
-0.6
-1.0392
-1.0392
-1.1
-0.3
3.1176
-0.1732
Total
We have
n x
l
an
2 f ( x) cos
bn
n x
2 f ( x) sin
l
2[ y cos nx]
a1
2[ y cos x]
a2
2[ y cos 2 x]
y cos x
2(1.1)
0.367
6
6
2 y cos 2 x 2( 0.3)
0.1
6
6
or l=
b1
[ y sin x]
b2
[ y sin 2 x]
y sin x
6
2
1.0392
y sin 2 x
0.0577
6
The first two harmonics are a1cosx+b1sinx and a2cos2x+b2 sin2x. That is (-0.367cosx +
1.0392 sinx) and (-0.1cos2x 0.0577sin2x)
2. Express y as a Fourier series upto the third harmonic given the following values :
x
y
0
4
1
8
2
15
3
7
4
6
5
2
The values of y at x=0,1,2,3,4,5 are given and hence the interval of x should be 0
length of the interval = 6-0 = 6, so that 2l = 6 or l = 3.
The Fourier series upto the third harmonic is
x < 6. The
a0
2
a1 cos
x
l
b1 sin
x
l
a2 cos
2 x
l
b2 sin
2 x
l
a3 cos
3 x
l
b3 sin
3 x
l
a0
2
a1 cos
x
3
b1 sin
x
3
a2 cos
2 x
3
b2 sin
2 x
3
a3 cos
3 x
3
b3 sin
3 x
3
or
x
, then
3
a0
y
a1 cos
b1 sin
a2 cos 2 b2 sin 2
2
We prepare the following table using the given values :
Put
x
3
a3 cos3
b3 sin 3
(1)
ycos
ycos2
ycos3
ysin
ysin2
ysin3
04
600
08
-4
-8
6.928
6.928
1200
15
-7.5
-7.5
15
12.99
-12.99
1800
07
-7
-7
2400
06
-3
-3
-5.196
5.196
3000
02
-1
-2
-1.732
-1.732
42
-8.5
-4.5
12.99
-2.598
Total
a0
2[ f ( x)]
2[ y ]
a1
2[ y cos ]
b1
2[ y sin ]
a2
2[ y cos 2 ]
b2
2[ y sin 2 ]
a3
2[ y cos3 ]
b3
2[ y sin 3 ]
y
6
1
(42)
3
14
2
( 8.5)
2.833
6
2
(12.99) 4.33
6
2
( 4.5)
1.5
6
2
( 2.598)
0.866
6
2
(8) 2.667
6
0
x
x
2 x
2 x
(4.33) sin
1.5 cos
0.866sin
3
3
3
3
This is the required Fourier series upto the third harmonic.
y
7 2,833cos
2.667 cos x
3. The following table gives the variations of a periodic current A over a period T :
t(secs)
T/6
T/3
T/2
2T/3
5T/6
A (amp)
1.98
1.30
1.05
1.30
-0.88
-0.25
1.98
Show that there is a constant part of 0.75amp. in the current A and obtain the amplitude of the
first harmonic.
Note that the values of A at t=0 and t=T are the same. Hence A(t) is a periodic function of
2
t . We have
period T. Let us denote
T
a0
2[ A]
a1
2 A cos
2
t
T
2[ A cos ]
b1
2 A sin
2
t
T
2[ A sin ]
(1)
2 t
T
cos
sin
Acos
Asin
1.98
1.98
T/6
600
1.30
0.5
0.866
0.65
1.1258
T/3
1200
1.05
-0.5
0.866
-0.525
0.9093
T/2
1800
1.30
-1
-1.30
2T/3
2400
-0.88
-0.5
-0.866
0.44
0.7621
5T/6
3000
-0.25
0.5
-0.866
-0.125
0.2165
1.12
3.0137
Total
4.5
a0
2
a1 cos
4.5
1.5
6
3
2 A cos
1.12
a1
0.3733
6
3
2 A sin
3.0137
b1
1.0046
6
3
The Fourier expansion upto the first harmonic is
a0
2 t
T
b1 sin
2 t
T
2 t
2 t
1.0046sin
T
T
The expression shows that A has a constant part 0.75 in it. Also the amplitude of the first
0.75 0.3733cos
harmonic is
a12
b12 = 1.0717.
30
60
90
120
150
180
210
240
270
300
330
1.80
1.10
0.30
0.16
1.50
1.30
2.16
1.25
1.30
1.52
1.76
2.00
2. Obtain the Fourier series of y upto the second harmonic using the following table :
x0
45
90
135
180
225
270
315
360
4.0
3.8
2.4
2.0
-1.5
2.8
3.4
3. Obtain the constant term and the coefficients of the first sine and cosine terms in the
Fourier expansion of y as given in the following table :
x
18
24
28
26
20
4. Find the Fourier series of y upto the second harmonic from the following table :
x
10
12
9.0
18.2
24.4
27.8
27.5
22.0
9.0
5. Obtain the first three coefficients in the Fourier cosine series for y, where y is given in the
following table :
x
15
6. The turning moment T is given for a series of values of the crank angle
= 750 .
30
60
90
120
150
180
5224
8097
7850
5499
2626
Obtain the first four terms in a series of sines to represent T and calculate T at
= 750 .