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Fourier series introduction with examples

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Joseph Fourier

Fourier was

obsessed with the

physics of heat and

developed the

Fourier series and

transform to model

heat-flow problems.

Introduction to Fourier Series

a0 a1 cosx

f (x)

... a2 cos2 x

... a3 cos3x

...

f

T

f

T

f

T

0

0 2

0

0 2

Even and Odd Functions

(We are not talking about even or

odd numbers.)

Even Thevalue of

Functions the function

f( would be the

same when we

walk equal

distances along

the X-axis in

opposite

directions.

Mathematically speaking -

f f

Odd Functions The value of

f( the function

would change

its sign but with

the same

magnitude when

we walk equal

distances along

the X-axis in

opposite

Mathematically speaking directions.

f f-

Even functions can solely be represented

by cosine waves because, cosine waves

are even functions. A sum of even

functions is another even function.

5

10 0 10

Odd functions can solely be represented by

sine waves because, sine waves are odd

functions. A sum of odd functions is another

odd function.

5

10 0 10

Fourier series

A Fourier series is a convenient

representation of a periodic

function.

A Fourier series consists of a

sum of sines and cosine terms.

Sines and cosines are the most

fundamental periodic functions.

Fourier series

is:

n

2nx 2nx

f ( x) a0 an cos bn sin

n 1 T T

Fourier series

coefficients

T

2

1

a0

T f ( x)dx

T

2

T

2nx

2

2

an

T T f ( x ) cos

T

dx

2

T

2nx

2

2

bn

T T f ( x ) sin

T

dx

2

Summary of finding

coefficients

function function function

even odd neither

T T

2 2

1 1

a0 f ( x)dx a0 f ( x)dx

a0 T

T

2 0 T

T

2

T T

2nx 2nx

2 2

2 2

an an

T f ( x) cos

T

2

T

dx

0 an

T f ( x) cos

T

2

T

dx

T T

2nx 2nx

2 2

bn 0 bn

2

T f ( x) sin T

dx bn

2

T f ( x) sin

T T

dx

T

2 2

Example Fourier series

for the Fourier series of:

x x 0

f ( x)

x 0 x

f ( x 2 ) f ( x)

f ( x)

Fundamental

range

x

0 2 4

Period = 2

Example Fourier series f ( x)

Find a0 x

0 2 4

T

2

1 1

a0

T T f ( x)dx 0 2

a f ( x)dx

2

1 1

a0

2 f ( x)dx

a0

f ( x)dx

0

1 1 x 2

a0 xdx a0 a0

0 2 0 2

Example Fourier series

Find an

T

2nx 2nx

2

2 1

an

T T f ( x ) cos

T

dx a n

f ( x ) cos

2

dx

2

is even:

f ( x) cosnx dx x cosnx dx

1 2

an

an

0

Example Fourier series

Find bn

T

2nx 2nx

2

2 1

bn

T T f ( x ) sin

T

dx bn

f ( x ) sin

2

dx

2

even function, the product of the functions

is odd:

f ( x) sinnx dx

1

bn bn 0

Example Fourier series

back into the Fourier series

formula:

n

2nx 2nx

f ( x) a0 an cos bn sin

n 1 T T

n

2

f ( x) 2 1 1 cos nx

n

2 n 1 n

f ( x) cosx 0 cos3x

4 4

2 9

Partial Sums

exact value of the function.

However, it uses an infinite

number of terms, so is

impossible to calculate.

We can evaluate the partial

sums of a Fourier series by only

evaluating a set number of the

terms.

Partial Sums

notation:

n N

2nx 2nx

S N x a0 an cos bn sin

n 1 T T

with N terms.

Example 1 Partial Sums

sums with the original function:

N 1 N 3

N 5 N 11

Example 1 Partial Sums

sums with the original function:

N 100 N 1000

Example 1 Partial Sums

sums with the original function:

N 1 N 3

N 9 N 25

Numerical Fourier Series

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