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Fourier PDF
Mathematics
Diego Medoza,
PhD.
Introduction
Fourier series of a
Fourier Series periodic function
Half-range
expansions
Diego Medoza,
PhD.
Introduction
Half-range
expansions
Even, odd and periodic functions
Half-range expansions
Advanced
Introduction Mathematics
Diego Medoza,
PhD.
Introduction
Fourier series of a
periodic function
Fourier series are series of triginometric functions. Fourier Half-range
expansions
used these fruitfully to solve heat conduction equation in
solids.
∂T
= α2 ∇2 T
∂T
Advanced
Even and odd functions Mathematics
Diego Medoza,
PhD.
Fourier series of a
f (−x ) = f (x ) periodic function
Half-range
expansions
Advanced
Mathematics
Diego Medoza,
and odd function if PhD.
f (−x ) = −f (x ) Introduction
Fourier series of a
periodic function
Half-range
expansions
Introduction
Fourier series of a
periodic function
Half-range
expansions
Advanced
Mathematics
Diego Medoza,
PhD.
Examples of odd functions: x, 3x 3 , 2x 5 , sin x and x cos x
Introduction
Fourier series of a
periodic function
Half-range
expansions
Advanced
Mathematics
and if f is odd Z A
f (x )dx = 0
−A
Advanced
Even functions algebraic properties Mathematics
Diego Medoza,
PhD.
Introduction
Fourier series of a
periodic function
Half-range
expansions
Advanced
Odd functions algebraic properties Mathematics
Diego Medoza,
PhD.
Introduction
Fourier series of a
periodic function
Half-range
expansions
Advanced
Even-Odd functions algebraic properties Mathematics
Diego Medoza,
PhD.
Introduction
Fourier series of a
periodic function
Half-range
expansions
Advanced
Mathematics
Diego Medoza,
PhD.
Introduction
f (x ) + f (−x ) f (x ) − f (−x )
f (x ) = + = fe (x ) + fo (x )
2 2
f (x ) = e x is neither even nor odd, nonetheless it can be Advanced
Mathematics
represented as an even and odd contribution. Diego Medoza,
PhD.
ex + e −x ex − e −x
fe ( x ) = and fo (x ) = Introduction
| 2
{z } | 2
{z } Even, odd and
periodic functions
cosh(x ) sinh(x )
Fourier series of a
periodic function
Half-range
expansions
e x = sinh(x ) + cosh(x )
Advanced
Periodic function Mathematics
Diego Medoza,
PhD.
Introduction
f (x + T ) = f (x ) Half-range
expansions
Diego Medoza,
PhD.
Fourier series is a trigonometric series of the form
Introduction
∞ nπx ∞ nπx Even, odd and
F (x ) = a0 + ∑ an cos l
+ ∑ bn sin l
periodic functions
n =1 n =1 Fourier series of a
periodic function
The Fourier coefficients of F (x ), are given by the Euler formulas Half-range
expansions
1 l
Z
a0 = f (x )dx
2l −l
1 l nπx
Z
an = f (x ) cos dx, n = 1, 2, . . .
l −l l
1 l nπx
Z
bn = f (x ) sin dx, n = 1, 2, . . .
l −l l
Diego Medoza,
For F (x ) to represent f (x ) we need: PhD.
Introduction
1. The series to converge.
Even, odd and
2. The sum of the series F (x ) to be equal to f (x ). periodic functions
Fourier series of a
periodic function
Theorem
Half-range
Let f (x ) be 2l-periodic, and let f (x ) and f 0 (x ) be piecewise expansions
Diego Medoza,
Here PhD.
Introduction
f (x + ) = lim f (x + h ) and f (x − ) = lim f (x − h )
h →0 h →0 Even, odd and
periodic functions
Introduction
Sketch the Fourier series for the ”square wave” function Even, odd and
between −π and π. periodic functions
Fourier series of a
periodic function
0 −π ≤ x < 0
f (x ) = Half-range
4 0≤x <π expansions
Advanced
Mathematics
The coefficients values are calculated from the Euler’s Diego Medoza,
PhD.
formulas:
Introduction
1 l 1 π
Z Z
Even, odd and
a0 = f (x )dx = f (x )dx periodic functions
2l −l 2π −π
Z 0 Fourier series of a
1
Z π
periodic function
= 0dx + 4dx = 2
2π −π 0 Half-range
expansions
1 l nπx 1 π
Z Z
an = f (x ) cos dx = f (x ) cos(nx )dx
l −l l π −π
Z 0
1
Z π
= 0 cos(nx )dx + 4 cos(nx )dx
π −π 0
4 sin(nx ) π
= =0
nπ 0
Advanced
Mathematics
Diego Medoza,
PhD.
1 l nπx 1 π
Z Z
Introduction
bn = f (x ) sin dx = f (x ) sin(nx )dx
l −l l π −π Even, odd and
Z 0 periodic functions
1
Z π
= 0 sin(nx )dx + 4 sin(nx )dx Fourier series of a
periodic function
π −π 0
Half-range
4 expansions
= [1 − cos(nπ )]
nπ
The Fourier series for the ”square wave” is
∞
F (x ) = 2 + ∑ bn sin(nx )
n =1
where
4
bn = [1 − cos(nπ )]
nπ
Advanced
Mathematics
Diego Medoza,
PhD.
Introduction
Fourier series of a
periodic function
Half-range
expansions
Advanced
Mathematics
Diego Medoza,
PhD.
Introduction
Fourier series of a
periodic function
Half-range
expansions
Advanced
Example Mathematics
Diego Medoza,
PhD.
Introduction
Half-range
expansions
Diego Medoza,
PhD.
Introduction
Diego Medoza,
PhD.
Introduction
Fourier series of a
periodic function
Half-range
expansions
Advanced
Euler’s formulas Mathematics
Diego Medoza,
PhD.
Fourier series of a
periodic function
Z l mπx nπx 0 m 6= n
Half-range
cos cos dx = l m = n 6= 0 expansions
−l l l
2l m=n=0
Z l
mπx nπx 0 m 6= n
sin sin dx =
−l l l l m = n 6= 0
Z l mπx nπx
cos sin dx = 0 ∀ m, n
−l l l
Advanced
Mathematics
Suppose that the periodic function f (x ) can be represented Diego Medoza,
by a Fourier series PhD.
f (x ) = a0 + ∑ an cos l
+ ∑ bn sin l
Even, odd and
periodic functions
n =1 n =1
Fourier series of a
2πx periodic function
Now, multiply f (x ) by cos l and integrate it over a
Half-range
period expansions
Z l Z l
2πx 2πx
f (x ) cos dx =
a0 cos dx +
−l l −l l
∞ Z l nπx
2πx
∑ an cos l cos l dx +
n =1 −l
∞ Z l nπx
2πx
∑ bn sin
l
cos
l
dx = a2 l
n =1 −l
Advanced
Mathematics
Diego Medoza,
PhD.
Introduction
Z l Fourier series of a
1 2πx periodic function
a2 = f (x ) cos dx Half-range
l −l l expansions
in general
Z l
1 nπx
an = f (x ) cos dx n = 1, 2, . . .
l −l l
Advanced
Mathematics
Diego Medoza,
PhD.
2πx
Now, multiply f (x ) by sin l and integrate it over a Introduction
Fourier series of a
periodic function
Z l Z l
2πx 2πx Half-range
f (x ) sin dx =
a0 sin dx + expansions
−l l l−l
∞ Z l nπx 2πx
∑ an cos l sin l dx +
n =1 −l
∞ Z l nπx 2πx
∑ bn sin l sin l dx = b2 l
n =1 −l
Advanced
Mathematics
Diego Medoza,
PhD.
Introduction
Z l Fourier series of a
1 2πx periodic function
b2 = f (x ) sin dx Half-range
l −l l expansions
in general
Z l
1 nπx
bn = f (x ) sin dx n = 1, 2, . . .
l −l l
Advanced
Mathematics
Diego Medoza,
PhD.
−l
f (x )dx =
−l
a0 dx + ∑ an
−l
cos
l
dx + periodic function
n =1 Half-range
∞ Z l nπx expansions
∑ bn −l
sin
l
dx = a0 2l
n =1
therefore
Z l
1
a0 = f (x )dx
2l −l
Advanced
Fourier series of odd functions Mathematics
Diego Medoza,
PhD.
Introduction
The Euler formula for an odd function are
Even, odd and
Z l periodic functions
1
a0 = f (x )dx = 0 Fourier series of a
2l −l periodic function
Half-range
Z l expansions
1 nπx
an = f (x ) cos dx = 0 n = 1, 2, . . .
l −l l
Z l
1 nπx
bn = f (x ) sin dx =
l −l l
Z l
2 nπx
f (x ) sin dx n = 1, 2, . . .
l 0 l
Advanced
Mathematics
Diego Medoza,
PhD.
Introduction
Fourier series of a
periodic function
∞ nπx
F (x ) = ∑ bn sin l
Half-range
expansions
n =1
Z l
2 nπx
bn = f (x ) sin dx n = 1, 2, . . .
l 0 l
Advanced
Fourier series of even functions Mathematics
Diego Medoza,
PhD.
Introduction
The Euler formulas for an even function are
Even, odd and
periodic functions
1 l 1 l
Z Z
a0 = f (x )dx = f (x )dx Fourier series of a
2L −l L 0
periodic function
Half-range
expansions
Z l
1 nπx
an = f (x ) cos dx =
l −l l
Z l
2 nπx
f (x ) cos dx n = 1, 2, . . .
l 0 l
Z l
1 nπx
bn = f (x ) sin dx = 0 n = 1, 2, . . .
l −l l
Advanced
Mathematics
Diego Medoza,
PhD.
Introduction
In this case the Fourier series is represented by cosines: Even, odd and
periodic functions
Fourier series of a
∞ nπx periodic function
F (x ) = ∑ an cos l
Half-range
expansions
n =0
1 l
Z
a0 = f (x )dx
L 0
2 l nπx
Z
an = f (x ) cos dx n = 1, 2, . . .
l 0 l
Advanced
Half-range expansions Mathematics
Diego Medoza,
PhD.
There are cases when f (x ) is not periodic and is defined only
in a finite interval (0 ≤ x ≤ L). In these cases it is possible to Introduction
represent f (x ) using Fourier series defining an extended function Even, odd and
periodic functions
of f(x) (−∞ < x < ∞) with a 2L period. Fourier series of a
periodic function
Half-range
expansions
Diego Medoza,
PhD.
The symmetric extension (even function) about x = 0
Introduction
generates a Fourier series only cosines Even, odd and
periodic functions
∞ nπx Fourier series of a
F (x ) = ∑ an cos
l
periodic function
n =0 Half-range
expansions
where Z l
1
a0 = f (x )dx
L 0
Z l
2 nπx
an = f (x ) cos dx n = 1, 2, . . .
l 0 l
Advanced
Find the cosine Fourier series of Mathematics
Diego Medoza,
PhD.
f (x ) = x 0≤x ≤1
Introduction
1 l
Z 1
1
Z
a0 = f (x )dx = xdx =
L 0 0 2
2 l
Z nπx Z 1
an = f (x ) cos dx = 2 x cos(nπx )dx =
l 0 l 0
sin(nπx ) 1
cos(nπx ) cos(nπ )
2 2
+ 2x =2 n = 1, 2, . . .
(nπ ) nπ
0 (nπ )2
Advanced
Mathematics
Fourier series of a
n =1
periodic function
where Half-range
expansions
Z l
2 nπx
bn = f (x ) sin dx n = 1, 2, . . .
l 0 l
f (x ) = x 0≤x ≤1
Diego Medoza,
PhD.
Introduction
Fourier series of a
periodic function
2 l
Z nπx Z l nπx
Half-range
bn = f (x ) sin dx = 2 x sin dx = expansions
l 0 l 0 l
1
sin(nπx ) cos(nπx ) cos(nπ )
2 − 2x = −2 nπ n = 1, 2, . . .
(nπ )2 nπ 0