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I
-TT
+ 7t
sin mx cos nx dx =0
7t
. . . ( 2)
-
ITt
sin mx sin nx dx =
—1
7t
cos mx cos nx dx = K 6m„ for m , n * 0 ... ( 3 )
= 0 for m * n 1
= ft for m = n I
To evaluate a0, we integrate equation ( 1 ) between the limits (
+ 7t +7C +7C
— 7C, 7C )
+ 71
i.e.
I
oo
= 0Q
—
*
4
71
27t + 0 + 0
/1 1 4
—7C
n
-7t
( since all other integrals vanish )
+ 7C
—I
1
~ 2K f (x) dx ... (5 )
^ 7t
To evaluate a „ we multiply both sides of ( 1 ) by cos mx and integrate between the limits
(- ft . ft ) i .e.
Fourier Series and Integrals 645
X +7t
1 / (x) cos mx dx = a0 ]
-
cos mx dx
.. I
it
Z-
n 1
-
»
it
cos mx cos nx dx + z= *„ -j
n I *
it
cos mx sin nx dx
i -1 / 71
(JC) cos mx dx.
Replacing m by n ; we get
it
-71
l / (JC) cos nx dx . ... (6)
To evaluate bn we multiply both sides of (1) by sin mx and integrate between the limits
-
' 7C , +7t ) / . <?.
+7t
| / (x) sin mx dx = aQ
I sin mx dx + Z- «. 1 sin mx cos nx + z= *. } sin mx sin nx dx
-X -K
= 0 ++0 + bn
n 1
- It
n 8mn = bm n
/7 1
— *7T
K = i l— It
/ (JT ) sin mx dx .
Replacing m by n\ we get
+7C
bn i —f / Tt
(JC) sin nx dx. ... (7)
The coefficients of OQ, an and bn are given by equations (5), (6) and (7 ).
Summarising, we may say that the Fourier series for a periodic and piecewise continuous
~*nction is given by
oo oo
an cos nx + ]|T bn
/ (JC) = a0 +
/1
^=1
+7t
/7 =1
sin WJC ... (81)
—f
1
f ( x ) dx .... ( 8 2)
271
It
+ 71
GL
M— 7C
/ (JC) cos nx dx ... (8-3)
+7C
-x x= 0
( /) ( 0)
-
Fig. 8 1. Even function
The graph of an even function is symmetrical about x = 0. The graph on K axis is the -
mirror image about x = 0. The area under such a curve from -n to n is twice the area under the
curve from 0 to 71, i.e.
+71 It
j fix ) dx =2 | fix ) dx
—71
1Z K 7i
\—
^^ ^
1
271
f (x) d x = ~ 2 f (x) d x = f (x) d x . . . ( 8)
7t 0 0
0/i
u— +71
+7t
71
/ (JC) cos nx dx =
2
“
7t
fI / (JC) cos HJC dx
o
... (9)
and bn if— 71
/ (JC) sin nx dx = 0 . .. ( 10)
7t
where 0o
if / 0
(x) dx . . . ( 8 6)
71
1
r
Series and Integrals 647
»
- Odd Function. A function / is said to be an odd function
area under the curve from -K to n of an odd function is zero, i.e.t
n
1
-71
fix ) dx = 0
i U V
-n 0
K
>
x
()
-a
' ( /0
-.
Fig. 8 2 Odd Function
+71
If -71
/ (JC) cos nxdx = 0 ... ( 12)
+7C
and bn I —1 K
sin nx dx = ~
n /
o
(JC ) sin njc Ac ... ( 13)
7C
where bn II 0
/ (JC) sin njc Ac -
... ( 8 9)
Equation ( 8 8) represents the function f (JC) in a series of sines and is therefore known as
sine series in the interval (0, K ) .
8* 2. Dirichlet’s Theorem and Dirichlet’s Conditions
The Dirichlet’ s Theorem establishes the convergence of Fourier series for very large class
of functions and states :
If a function f ( x ) is well defined and bounded in the interval -TC < x < n and has
only a finite number of maxima and minima and has only a finite number of
discontinuities and also for other values of JC, it satisfies the periodicity condition
/ (* + 2K ) / (*), =
648 Mathematical Physics
then the function f ( x ) may be expanded in Fourier series which converges to
^ [ / (*+) + / (*- ]
>
at every value of x [ and hence it converges to f (JC ) at points where f ( x ) is continuous ] .
The conditions imposed on f ( x ) in the theorem are called Dirichlet’s conditions that is
the Dirichlet’s conditions are :
(i ) The function must be well defined and bounded in the interval - n < x < rc,
( / / ) The function must be continuous or piecewise continuous L e. t h e function may
have only a finite number of discontinuities and only a finite number of maxima and minima,
( Hi ) The function must satisfy the periodicity condition
/ (* + 2*) = / (*).
To understand these conditions we consider a function f ( x ) with a period 2n in the
interval - n x n.
The term discontinuity is used to describe the situation that arises when the function / (A)
suffers a finite jump at a particular value of variable x. Let this point be given by x = A0 (fig.
8 3). Then the two limiting values of / ( jt ) as x approaches A0 from right hand side and left
*
Lim
—
In the limit e > 0, we have
nn
A
y= W
fix e ) = —
>0
f i xo + 6 = / V) . .. ( 1
) (
Lim -
/ (JC ) = e -» Qf( x0 -e ) = f( x0 ) .. . (2)
/ (.Co+ ) and / ( jc0 ) have been written simply because of convention. Evidently, for discontinuity
~
*
Of course any interval a < A < a + 2n would serve equally well.
j
Series and Integrals 649
It can be shown that if a bounded function has only a finite number of maxima and minima
1 only a finite number of discontinuities, then all its discontinuities are simple. For example
function
1
/ (JC) = Jt2 sin ~ for x * 0, / (0) = 0
has infinitely many maxima near x = 0, although it is continuous and differentiable for each
value of x.
An Important Remark : If f ( x ) is periodic, well defined, bounded, has a finite numbhr
of extremum and a finite number of discontinuities, then Fourier series for / (x) converges to
/ (*o) |
= [ /tV) + / (V )]
wherey(x0+) and / (x0 ) are approached from right and left respectively.
"
SOLVED EXAMPLES
Ex , 1. Find the Fourier series of the following function :
when - K n 0
f (x ) = k 2 when 0 n it
{ Meerut 2009 )
where
-1C
l
—
J
L 1C
0.dx + j k dx
0
1 1C
1 k
= fr [ kx ]
o= - ( hl> ='
+1C
^ 2
0 1C
cos nx dx = —
rc J
0 . cos nx dx + j k cos nx dx
-1C
_ [sin nxl k sm nrc 0 1C
L 1C
— o
n J =—
k
7C L me = A
o
+1C
if—
bn = t / (x) sin nx dx
1C
0 ic
1
n
—I
L 1C
0 . sin nx dx +
I
0
k . sin nx dr
1C
f cos nxl
=—
Ml
(cos 0 - COS Ml ) = —
Ml
(1 - COS Ml )
650 Mathematical Physics
=2+
4
“
—L
24 T .
7C
sin
1 . „ 1 . ,
n + r sin 2x + r sin 3x +
2 3
... + -1n sin. nx + . ]
•
Ex. 2. Find the series of sines and cosines of multiples of x which represents f i x ) in the
-
interval n < x < n where
fix) 0 when - K < x 0
=
= —
nx
4
when 0 < x n
/ to
=1+
= OQ
^ x^
Solution. Let / (x) be represented by Fourier series
+
oo
+
an cos rax +
...
oo
X= bn sin nx
( Garhwal 1990, Meerut 1983, 82 )
. . . (1)
n= 1 n 1
+K
where
1
27C |f i x d x ) ... (2)
- It
+K
<*n
1
n fm
- K
cos n x d x ... ( 3)
+JC
bn = JC
1
I to
-It
/ sin n x d x - (4)
Here / (x) = 0 for -TC < JC < 0
= —
7CX
4
for 0 < x < n
1
=5 Kw 4
+K
-K
1
.
21
o
-JI
f {x) dx +
0
It
I fix) dx
1
2n
0+ jfdx 1 n
2n 4 i
n2
16
... (5)
0
o 71
an
1
71 I
—71
/Xx) cos nx d x = 71
1
— .
-1C
f i x ) cos nx c/x +
J / to
0
cos n x d x *
Series and Integrals 651
x
“
[o +|o cos nx dx -
4 ]
x cos nx dx
l
o
(-!)" - 1
Similarly,
=-
^
+x
2 (1 - cosnn) = -
^ 2 [!- (- !)" ] = 4n2
. .. (6)
—
X
(-l )n
K i-f X
sin nx dx =
0
7lX .
sm nx =- 4/i
* ... (7)
„,
/ (JC) "
ic
16
£+ Y (- Dw 2- 1 cos nx +
4n x= {
n i i
-
( I)
-
4n
.
* sin nx
i
“
n2
16 + i [ —-i )"r-—i cos nx - -14.Yn n sm nx ]
(
4/
( .
= —
n2
+ y- ~1 cos x + T74t sin x )
( . 7E . . 1 n
rz~ sm 2x - 32 cos 3~ JC + 43 sin 3JC ... ... (8)
~
42 2-
This is required representation of / (x).
Substituting x = 7t in (8) ; we get
But
/ 00 =
f (n)
^ +
2 0 +
32 +
= ± \f ( -n + 0) + / (* - 0)] = o + (
^
2 + •• )
£[ f ) _ J =f
x
... (9)
where =2
^
1
J /W^= nf f i x ) dx
-
flo
-K 0
U-
K
and
1C
/ (x ) cos nx dx —
= fI / (x ) cos nx dx
2
o
Since / (x) = x sin x\ therefore
1C 1C
°o = £1
~
0
x sin x dx = —
£[ - X COS X
o
sin x
0
]= 1 ... (2)
H
1C
and <*n = ll 0
x sin x cos nx dx = —
n
1
1C
o
x \ sin (n + 1) JC - sin ( n - 1) x
1C 1C
;[ { cos ( n 1 ) x
- * n ++ 1
H
0
sin ( n + 1 ) x
( n + l )2
o
-x
cos ( n - 1 ) x
(« - 1 )
7C
)
0
{ -
sin ( n 1 ) x
}]
( n - l )2
0
_r
l cos ( n + 1 ) f t f t COS ( tt - 1 )
7C K 1
”
nL n + 1
+
n 1 - J
cos cos nn _ 2 cos nn
“ ... (3)
n + 1 n- 1 n2 - l
for n * 1 and n being an integer
If n = 1 , then
I
1C
1 [f cos 2 x ] f sin 2 x ] 1 1
slr ~
J
0
+ ~ ( 1J
0
2
... (4)
=1-
1
~ cos x + i= {[
n 2
2 cos nn
(n 2 - 1 ) ) cos nx
1 2 2 2
= 1 - - COS X - —
13
cos 2JC + rr- cos 3x - rr- COS 4X +
24 35
= 1- 2 [
cos x cos 2* cos 3 x cos 4x
4 + 13 + ... (5)
24 35
This is required series.
Series and Integrals 653
Substituting x =
71 . 71
- sin - = 1 -* t
^__ in (5) ; we get
j
+ JL J +
_ _ •" ]
ar
7C
~
_
1+ J +J _
13 35 57
_ . . . (6 )
4 2 13 35 57
Ex. 4. Find a series of sines and cosines of multiples of x ; which will represent x + jt2 in
ite interval -7t < x < %. Deduce that
ni __
^
yi 1 +
2=
( Meerut 2010 , Agra 2005, Bombay 2004)
6 r, «
„
Solution. Let the Fourier series of given function f ( x ) x + x2 be
oo oo
-
f (x) = a0 + nX= 0 <?,, cos + X
n= I
sin njc ... (1)
+JC +JC
= yy [y * j]-“
1 27T3 7t 2
» here ' ”*
In 3 3'
+JC
— Jt -Jt Jt
an = r LJ- JC
f ( x ) cos n x d x - ~ ;
—J
.
7C
( x +x2 ) cos /uc dx
JC JC * JC
cos n x 1
Hi x sin
n
nx )
rl
-JC
f~
-JC
r
x 2 sin n x
n H
- - JC JC
x sin
n
nx
dx
JC Jt 1
* {*
cos n x sin nx
- A2 2 n2
-
JC - JC
l[ 27t cos n n
n2 ] 4 COS flTC
+ JC
n2
J
i*
and similarly, .
> f ( x ) sin n x d x = ~
j (x + x2 ) sin n x d:c = - 2 COS
n
H 7C
-it -JC
Substituting these values of a0, and bn in (1), we get
x= (
oo
—
n2 4 cos 2 cos n n
=x+x = + V
^
?
f (x ) 2
J
2*
n=i n2
cos njc +
/1 1 v n
sin njc
= —-4
7C 2 / 1 1
cos x - ... \ + 2 (sin * - 1 sin 2JC + 1j sin 3JC ...)
’
cos x - J
^ ^
At extremum n and - ft, we have average value of / (7i)
cos
^ ^ ^ ... ( 2)
/ 00 = j[/r (- n + 0) + / (n - 0)]
|
= [-Jt + Jt 2 + Jt + ] = Jt Jl 2 2
654 Mathematical Physics
= ft in (2) ; we get
'
Substituting JC
f ( n) = n2 = + 4 ( + xf_ , X
22 + 32 ** )
+ +x
2 n2 ( j
22 32 - )
i .e., • 3 = 411
Hence —
7l 2
=1+
1
^^
1
... ( 3)
Ex.5. Find the Fourier series of the function ex in the interval -ft < JC < ft.
Solution. Let Fourier series of the function / (JC) = ex be
oo r oo
+7t +K
where
1
*° = 2ft |f x dx ( )
1
271 ,
ex dx = 21TC —H \ r w sinh ft
-K -TT -K
+ 7C
1 2 sinh 71
ft
ex cos nx dx = 1 + n2 ft
COS UK
-K
+ 7C
and
I
bn =; ex sin nx dx - - 1 + n 2
-71
2n sinh
ft
ft
cos /171
2 sinh
ft
ft
[Hi cos JC - -1 cos 2JC + .. •
M( sin JC - “
sin 2x + ... )]
Ex. 6. Find the Fourier series of function as
f ( x ) = ( sin x ) for -K < x < n ( Delhi 2008 )
Solution . The function / ( JC ) = I sin JC I ( i.e. modulus of sin JC ) is even function of JC.
Consequently only the cosine terms will be present in the Fourier series ( i.e. bn - 0).
Thus Fourier series is
oo
/ (JC ) = A0 + X A „ cos n n t
n= 1
+7t +71
\ J
^
1
Here - 2K f M d x= I sin JC I d x
K
- 71
— 71
1
= - —ft [cos JC]Jo
1 71
I sin JC I dx
ft
o
and
2
= 2rt
JC
I
-JC
/ (JC) cos nx dx = — H JC
JC
I sin jr I cos nx dx
MJ
ft
0
I sin JC I cos n x dx = ~
nJ
o
{ sin ( n + 1 ) x - sin ( n - 1 ) JC } dx
JC
~
1 r
cos ( n + 1 )JC cos ( n - 1 ) JC
+ ]
nL (n + 1 ) (n - 1)
o
_ i r- c °s (** + o n + cos 0 cos ( n - 1 ) 71 cos 0
7C L
“
(« + 1 ) n + 1 (» - 1) n- 1
JK1
If n is odd cos ( n + 1 ) n = cos ( n
- COS ( ft 4- 1 )
n + 1
- 1) n = 1
7C
) - ( 1 - cosn (-n 1+ 1 ) K ) ]
If n is even .
cos ( n + 1 ) n = cos ( n - 1 ) n = -1
^
1
= -n in + p 1 n
2
- 1 ] 4
n( n 2 - 1 )
Thus Fourier series for I sin JC I in interval -K cx < n is
oo
4
I sin JC I = 71 =
n 2 , 4, 6, 7t ( n 2 - 1)
Replacing n by 2k when k = 1 , 2, ...
oo
=n - K v
. . , 24 cos 2 & JC
I sin JC I Za 4 2 - 1
*= *
1
..
Ex 7 Expand as a Fourier series the function
f ( x ) = x2
in the interval -n < x < n and hence
1 1 1 1 7t 2
OU
(/a)X Show i
that yj + ~ + +-
^ ^
“ •"
2 32 2 j2
(fr) Evaluate
00 00
1
(i) X
n 1
-jand ( ii )
n
=
X
n ! ( 2 n - l )2 =
( Delhi 2006 , 1998 )
/ (JC) = = a0 + X= 1 an cos
JC2
/1
njc + X bn sin
n= I
njc . .. ( 1 )
!'«*-* I ' * =f
+ 7C + TC
1 s
where
2ft
-JC -JC
Mathematical Physics
n K
if— |x cos nx dx
-n 2
It
f ( x ) cos nx dx
it
f
}
x2 cos nx dx - (-1 )" •
=
^ -It
2
—
4
n2
j
o
it It
—I if—
and bn f (JC) sin nx dx = ~ JC2 sin nx dx = 0
--
IT It
X2
T
1
TT
l2
COS X
— 221
TT COS
1
2v + TT COS 3jC ..
32 ]
(a) Substituting JC = 0 ; we get
,ri _i ]
o f L 4
12 22 + 32
i
"
1
42 + -
1 1
_ j_ ~ _L 712 ;
=> l2 22/ 32 42 + l2
. . .(2
( b ) We have
_i_ _L _L _L 712
12 22 + 32 42 + l • •• " 2
M J_ X JL \ ( 2_ + 2 + A
=> Vl
+
22 + 32 + 42 + V
2 "
V 22 42
.
• “
l2
=> Ti 2_ J_ + J_ + JL + / \ fp
Ln* ~ 22 ll 2 22 32 l2
7t2
l2
=> *y£ 10 - 9 4 or
2 L n2 ) ~ l 2
=>
00
I (2 1
nT . /l 2
"
j_ j_ j_
7i2
6
... (3)
( it )
n
=I /i - l )2 = l 2 + 32 + 52 + -
1 1 1 _ j_+ _ iy 1, 00
”
] 2 + 32 + 52 + — +
22 +
42 ”'
22 nt, / 2
00
y J 3 y J_ - 3
00 00
_ 7t2
„ = i *2 - 4 „t, *2 4
* using (3)
n= I ^ 6
7C 2
... ( 4 )
8
.
Ex. 8 Find a Fourier series to represent function f ( x ) = ( n - x ) for 0 < x < 2n.
00
0Delhi 2008 ) 00
Solution. Let f ( x ) = + X
n= I
0
*
cos n w t + X b n sin n wf
n= I
Here f (x) = - K X
ries and Integrals 657
2K 2K
Oo =
1
^
- / (*) }
o
=
^ I
I
1
0
( 71 - *) dx
2K
1
2K h -f ] 1
= K I 2n - 2n ] = 0
2
0
2 2
2K 2K
2
2
a* = jjT
II
0
/ (*) cos nxdx = 71
1
~
I
0
(K - x) cos MJC d;t
2K
1
n I
L o
( K COS WJC - x cos nx ) dx
2K 2K
1
n [{ n - 0 0
x cos nx dx
2K 2K
1 1 - sin nx dx
n n
o o
2K
-H 0-
2K
)S
*
2
AT *]
J =0
0
2K
K
2
2K I/ 0
(JC) sin nx dx =K —I
1
0
(7i - x) sin nx dx
2K
1
K
( TI sin nx - x sin «JC) d*
o
2K 2K
1
K [{ K cos nx
n I J
0
-
0
JC sin nx dx
J
1 - cos nx ) dx
n
0 0
2
and an = n . f [ x ) cos nx dx
r
for —n < x < K
(«) f( X ) “
M G’ cos 1 1
2x + -rr cos 6 x +
62
.. )
Solution. ( /) To express given function in sine series, we assume the function fx ) as odd
function , beyond the given domain as shown in Fig . 8.4.
* =;
II
J*»
0
sin nx dx
-TT/2 2*
Jt/2
-2 TT -71 0 7t/2
Mi 0
.t sin nx dx
K
.
Fig 8 4
(7t - *) sin nx dx
n/ 2
4
—rj sin —2
= 70
. Ml
/(JC) = X bn sin nx
4
= n— X„ n2 sin
^ 1 .
—
Ml
2
sin nx
4
71
1 .
TT
l2
sin * — 32 1
sin 3* +
1
52
sin 5JC -
fomner Series and Integrals 659
Mere
71 7C/2 K
“itjjw* H{ {* I )
x dx + (7C JC) tix
ii - ^1
71/2
i I| 1” - 1
1 fjl2 f 2 " 7t
2 7t 2 n2 l l JC
[
8 + (* JJ 4
+ “
7C 2 2 8
7t TC /2 7C
an = \ j /W 0
cos nx dx = —I
nL
[ x cos nx dx + |(n - JC) COS nx dx
Jo 71/2
J
-
2
1 2 cos —-
nrc
cos nn -1 = 1 , 2, 3, ...
K nn \
^ ) =4 n „ tin 2 l 1 + cos nn - 2 cos 2 ) cos nx
^ —
^^ ]
1 1
=> (x) = - 2 cos 2x +
62
cos 6x + ...
. .
Ex 10 Expand the function f ( x ) = sin x as a cosine series in the interval ( 0, n)
( Delhi 1999, 95)
Solution. Given / (x) sin x =
The Fourier expansion of a function / (x)
oo OO
= sin x is given by
f (x) = A 0 + nX= 1 A n cos nx + nX= 1 sin nx
7C
where A0 =il 0
71
/ (x) d x
;I sin x ax =
,
—n1 iIr- cos x ]I=n2—
0 o
n K
and
H
f i n ~~
0
/ (x) cos n x d x - — sin x c0s nx d x
0
660 Mathematical Physics
71
1
2K I
o
[sin ( /i + 1 ) x - sin ( ii - 1 ) x ] d x
n
cos ( n + i ) x cos ( n - 1 ) x
1
2n [ n + 1
+
n - 1 }
o
I
2K [ n +1 1 cos 0 - cos n 1 } » 1 { cos ( + )K +
!
( // - 1 ) n - cos 0 } ]
2K
1
[ n +1 1 { 1 - cos n + 1 ) } - n— -1 1 { 1 cos n
( K - ( - 1 ) 7i } ]
if
1
TC
M
U+ 1
-
f ( x ) sin
— n
HJC
M
-1J
dx = ~
JC
|sin x sin
n2
K
- 1
/IJC =0
01 o
2 Y JL~ cos HJC
Equation ( 1 ) gives, sin JC = ~
n =^
2 , 4, 6 ... n2 - 1
2
K
1 I
cos 2x + ~ cos 4JC + rr cos 6r + •••
15
K
35 ]
This is required expression for sin JC as a cosine series in the interval 0 to K .
8*4. Change of Internal from (-TC, K ) to (- /, /)
The interval of Fourier expansion (-71, TC ) may be changed to general interval (-/, /) as
follows :
KX /y
Let the periodic function have a period 2/.We introduce a variable y = or JC = . Then
/ K
we may represent the function / (JC) in the form of a Fourier series as
DO DO
=/( X= X= I
/ (JC)
= <*0 +
^X
V TC /
«= 1
oo
) = *** O’) say = a0 +
COS
7ITLC
r X= bn si
+
oo
n I
/I 7CJC
/
cos ny +
#
|
sin ny
... (1)
n 1
+ JC 71
where 00 =
1
2 TC I
-71
1
— TC
!i
K )
dy)
1
/ (*) dx . .. ( 2)
- / -
/
Similarly we find
TC +/
= “
-JC
j\ <(» (y) rfy = y / (*) COS I
-/
tlKX
/
dx ... O )
Fvmner Series and Integrals 661
+ 7C +/
joi
if -7T
ty ( y ) dy = 7 1
/
-/
/ (A ) sin
MIX
/
dx ... (4 )
Note. 77i ^ sum of this series is // (A + 0) + / (A - 0)] eac/z point between - l and l ;
where -y
l
|fix dx ) ... (6 )
o
rtTCA
and = y / (A) cos /
dx ... (7)
0
Sine series. Iff (A) W odd function ofx ; f /zen
DO
MIX
/ (*) = nX= 1 si
l - (8)
2 rtftA
where bn =y /
dA / W sin ... (9)
o
.
Ex. 11 Find Fourier series of the function
0 when - 2 < t < 1
f (t) - k w h e n - 1 < f < 1 ; T =4 ( Behrampur 1995, Meerut 2007, 1996 )
0 when 1 < t < 2
Solution. Let the Fourier series of function f ( t ) be
oo oo
Mit Mit
f (t) = a0 + /
+ X= 1
n= 1
n
bn / a„ cos X - (J)
Here period 2/ = 4 i.e. 1 = 2 and given function is represented by Fig. 8 6. *
-3 -2 -1 +1 +2 +3 +4
Fig. 8 6 -
662 - Mathematical Physics
+1 +2 -1 +1 +2
1
2/ (f ( t ) dt
22
1
,
f
^ dt
1
4
fit ) dt +
-1 -2 -2 -1 +1
+1
I
1 -- . 2k = k-
-
= 4 ° + k dt + 0
4 2 ••• (3)
-l
+i +2
and
1
~/
I
-1
fit ) cos
nnt
/ H -2
f (t) cos ~r~ dt
/
nKt
]
-1 +1 2
1
2
-2
nnt
fit ) cos -y dt + I / (/) cos y dt +
-1
I ^ IJ f ( t cos y^ <*
1
)
+1
=2
1
° +
-l
J nnt
k cos - < +
* °
+i
sin
k
2
-l ( nn/ 2 )
2
2
— —
2fc .
= nn sin
Substituting values of a0 and bn in equation (1) we get
»
2
2/: . M 7C
/ (0 = + v ~ sin cos
k
= n7i n 12
nnt
2 —
_
"
k 2k . n
+ sin
7ir 2k . 3 n 3nt 2 k . 5n
—2
cos — + — sin — cos -r~ + jit sm
5nt
cos -r~ + — —2 ...
2 71 37 2 t 2 2 2
k 2k
~ 2 + 7t [r cosynt - -1 cos 3nt + 15 cos —
This is required Fourier expansion of given function / (r).
5nt
— ]
Ex. 12. Find an even function fix ) of x defined as
fix ) = kxfor 0 < x < 1/ 2
= k ( / - x) /<?r ( 1/ 2 ) < x < J ( Bombay 1998, Banaras 1999 )
Solution. The even function fix ) of x is represented by Fourier cosine series in the form
oo
fix ) = a0 + /1
X= oncos nnx
1 /
. .. ( 1 )
/ Z/2 l
where «0
1
j
= 7 / « <**
0
1
i / (x) dx + j / (*) d x
//2
0
ri/2 l
1
0
fcx dx +
I
U2
k ( / - x) d x
1
l
,k l 2 + k l 2
8 8
1
= 4 kl
Fourier Series and Integrals 663
l rl/2
2
=/ \m
o
COS
nnx
/
2
dx = T
l i
0
fct COS
nnx
l
dx +
111
kty - x ) cos nnx
l
JJC ]
2kl
n 2n 2 [ Ml
2 cos - cos
2 — MI -1 ]
, , , kl
/ (x) = 7 +
2kl v 1To2 cos~ - COS rm - 1 ] cos
[
nn t nnx
* 2 /
r 2nx
it /
4
J
8 A:/
7C 2 1
'7 ^7
L 22
1
COS
/ | 4
62
1
COS
6TLC
i + io2
cos
1 IOTLC
l +
. .. ]
Ex. 13. Obtain a cosine series expansion of the function f ( x ) = (I + x ) valid in the
1 n2
interval 0 x 2 and hence deduce that + ... 8 CDelhi 2007 )
.
Solution Cosine series expansion of the function f ( x ) = (1 + x ) in the interval (0, 1 ) is
oo
nnx
fix ) = O o + nX
=1
a„ COS
/
l l
where |f x dx and
1
= 7/
0
( ) a„ =
I
—/ / (x ) cos nnx/ dx
2
0
Here / =2
1
f [2 + 2] = 2
o o
2
Gn
2
2 I
0
( 1 + JC)x cos
nTtc
~
Y
~
,
dx
f 2+
0
( cos
nnx
X cos
nnx
2 ) dx
2 2
f sin
. nnx \
| Tj
( ttnJT)
1 . sin
(mc/2)
nTtx
2
!} 2
0
1.
sin ( nnx/ 2 )
(rni/2)
dx
=0+0+ [cosnnJ2nnx/2 ]
(
(
)2
)
0
4 4
= ^ 2 2 (cos nK ~ C0S 0) = ~ ~~
0 ~ cos nn)
^
If n is even, cos nn = 1 => =0
„ 2 2
^
8
If n is odd, cos nn = -1, an = “
nV
664 Mathematical Physics
1+x = 2 - n~2-
8
/1 =
I
1 3 5 . nL
, ,
—2
-15 cos nnx
. .
Putting x = 2, we get
8 1
1+2= 2 -- r X . 7 cos Ml
7T2 « . 1 . 3 5 2
“
"
For odd values of n, cos me = -1
1
8 y J2 _
+J +J +
_ 7l 2
7C2 n ^
= I , 3, 5 n
‘
l2 32 52 * ‘*
8
8*5. Complex Form of Fourier Series : The Fourier series for a function f ( x ) is
oo oo
fix) = 0O + nX= l
- 0O +
oo
-
. \ z / n
oo
=1
(£\
inx
+ e -mx
21
-i/ix
)
oo oo
= c0 e / Ox +
n i
£ c„
=
e /wx + X=
n i
^
-inx ( 2)
where Co — — 0Q > cn
Q/
l
~ ibn and c
_„ + 2> n
'
^ oo ^
Equation (2) may be expressed as / (x) = nX einx ... ( 3)
The coefficients c„ may be determined by multiplying both sides of ( 3) with e~imx and
integrating with respect to JC between limits n to + n i.e., -
+7t
I / (x ) e~tmx dx n
1=- c, ] e
<*» *
~imx dx
-71 - 71
+71
= cm 2
+71
Cm
1
2n J— 7C
/ (*) dx
+7C
or Cn
1
2n |/ (JC) dt . . .. (4)
-K
Fourier Series and Integrals 665
o
f it ) dt = OQ \
0
I dt ; other integrals vanishing
= a0 T
T
=f \
i
I
0
f (0 d t • ••(2)
In order to evaluate an we multiply both sides of (1) by cos nm and integrate between
imits 0 to T , i.e.
T T
l
o
f { t ) cos n(Ot d t - a
J 0
cos2 ncof dt, other integrals vanishing
11 0
( 1 + cos 2n(Ot ) dt
=2 T’ + O
T
= fI / (0 cos ntotdt
2
~ ... (3)
o
To evaluate bn we multiply both sides of ( 1 ) by sin MOK and integrate between limits 0 to
T i.e.
T
f
o
/ (0 sin n(tit dt - bn
o
sin 2 n(Ot dt , other integrals vanishing
i (1
0
( - cos 2n (or) dt = —
bn 7+0
|f i t sin n m d t
bn
o
=
^ )
t' n
o
1
T l f i t ) er*
9 * dt . . . (6)
. .
Ex 14 Obtain Fourier series expansion of the periodic function fit ) ; the period of which
is T and the form of which within the first period i.e. 0 < t < T is given by
/ ( /) = / ( 7 - /)
Solution. Let the Fourier series of given function f i t ) be
oo oo
so that
I1
j
fit) dt = —1
T
t2
3 J T 12 —3 1J = —6 ••• m
1
’
0 o o
T T
II 0
T
/ (0 cos ncot dt =
2—
T
fI iTt - t2 ) cos ncot dt
0
2
\ t cos ncot dt - j; | t 2 cos nco / c/ /
0 0
r '*
r
t
sin
nco
ncot
l 1-
sin nco /
nco dt ] ![{- /2
sin ncot
nco I 2 , sin near
nco dt ]
0 o 0 o
•*
r
= +2 {
cot ncot
( nco)2
o
4[( 1
cos ncot
(nco)2
o
+
f
0
CQS ncot
( nco)2
dt
_ 4 -r
'
T (nco)2
+
I sin
(nco)3
nco /
r
o
4
n 2 co 2
T
... (4)
ind V= II o
f i t ) sin nco/ d/ = —|(7/ - 1 2 ) sin nco / c/
o
/
T T
I2
0
/ sin ncot - 2—
7*
fI
o
/2
r
sin nco / J/
r
t cos ncot
nco } *! 1 •
cos nco/
nco <// j 2
£ j OL _ COS
nco
o
2 / cos nco /
+
nco
dt ]
Fourier Series and Integrals 667
T T
r r t -sin ncot
—
- nITco + 2
l sin
( nco)2
n(Ot
o
+
2T
nco
4
T [{ (nco)2
H 1 •
sinncot
(woo)2
dt }
4 [cos neat 1
T
__ n
f [ (nco)3 J
o
" U
t =
Tx
21
or x =
2 It
T — — *
Thus we may represent the function / (JC ) in the form of Fourier series as
f ( m) = / (« § )
_ ( 2n T x )
Jf\ T
_ = ‘t* (*) (say)-
21
oo
( ,Jf )
OO OO
1
j < > x dx
-
where ~ |( )
2l
o
21
* h\ 0
() j (JC) cos
MIX
/
dx
21
— J[
21
0
<() (JC ) sin l
nftjc
dx
. .
Ex 15 Given a function
0 ; 0 < x < l
fix) = 1 ; 0 < x < 21
Expand f (JC) in a Fourier series of period 21 and sketch the graph off (JC) repeated with
period 21. CRohilkhand 1993, 90)
668 Mathematical Physics
By Fourier’s theorem
oo oo
. nnx
fix ) = A0 + ' Z, An COS nnx
n= 1 /
+ I Bn
n- 1
sin
l - ( 2)
21 21
where A
° “
1
2/ \ fix ) dx
1
2[ / (JC) dx + j fix dx )
0 0 /
21 21
1
21 M * - * I'M* l
1 1
1
1
=> ^ 0 = r2
21 21
*
21 }
f ( x ) COS
0
nnx
/
dx ~
2
21 — Lo
f (JC) cos
nnx
l
dx +
/
nnx
/ (x) cos l dx
21
21 . nnx ‘
“
2
2/
0+
i
1 . cos
nnx dx
l
"
1
/
sin
nn
l
/
—
1
= nn [sin 2nn - sin nn ]
i
=> An = 0
21
2 nnx dx
and Bn ~
2l
fix ) sin
l
o
21
.
2
21
o
fix ) Sin
nnx
l \
dx + fix ) sin
/
n%x
l
dx
2/
21
’
- cos nnx '
2
0+ 1 . sin
nnx 1 l
21 l l nn
i
l i
—
1
= nn [-cos 2nn + cos nn ]
0 if n is even
= nn—
1
[- 1 + cos nn ]
—
= - 2 if n is odd
nn
Fourier Series and Integrals 669
t
m
1
as
o 21 31 4 / x
Fig. 8 7
8 8. Uses of Fourier Series
*
1. The Fourier’s series may represent a discontinuous function. The example is the
representation of a saw tooth wave.
.
2 The Fourier’s series may represent a periodic function. If given function / (x ) has a
period 271 and if this is represented by Fourier series over one interval (0, 2 K ) or (-TC, K ) ; the
representation holds for all finite JC. Moreover in Fourier representation the even and odd
functions are conveniently expressed as cosine and sine series respectively (Since for even
functions bn 0 and for odd functions OQ = 0 and an = 0). The Fourier series expansion gives no
=
assurance for its validity outside the basic interval.
.
3 The Fourier series is helpful in the solution of equation of motion of an oscillating
particle subject to a periodic driving force. The Fourier series expansion of the driving force
then gives us the fundamental term and a series of harmonics. The linear differential equation
may be solved for each of these harmonics, a process that may be much easier than for linear
differential equation, all the solutions may be added to obtain a final solution.
8 9. Physical Examples of Fourier Series
*
1. Half Wave Rectifier. The process of converting alternating current to direct current is
called rectification. When alternating current passes through a junction diode, it is rectified .
The output rectified current is obtained
only for half a cycle for complete input I
/
cycle. The rectified output current may be
expressed as lo
T
I0 sin c o t 0 t -
/(0 = 0 T t ->
T T
0 ~ 1 T
2 ~ ~ 2
Fig. 8*8
The Fourier Series expansion of current is
oo oo
/
As co T = 271 ao = ~ 20 (cos n ~ cos 0)
«o = -0
/ ^
T T/ 2
“• - \ T
0
/( r) cos ncor dt = j; |I sin cor cos n
, 0
0 at dt
(
772
/0
[sin ( 1 + n ) (at - sin ( 1 - /1) cor] dr
r 0
772
/g [- cos ( 1 + n ) cor cos ( 1 - n ) cor 1
+ (
T L ( 1 + n ) co 1 - n ) co J
0
cor
/0 1 - cos { (1 + w)
2
co 7
) 1 - cos { (1 - n ) cor
2
1 + n 1 -n
As oiT = 2TI
a
_ lo _ [[ i - cos ( 1 + nj n +
1 - cos ( 1 - n ) n
]
" 2a 1 + n 1-n
~ I M
n L 1
1
+ n
0
)+
1
1
- d for even n ( i.e., n = 0, 2, 4)
^ |1
^
2
Also *1 T
I0 sin 2 cor dr = ( ~ cos 2 cor ) dr =
0 0
and = 0 for n - 2, 3, 4, ...
Thus Fourier series is
<*0
1
2n f
-K
[|- E
— K
0 sin |
cor d (cor) + E0 sin cor d (cor)
0
j
fA T Series and Integrals 671
it
i! 0
£0 sin cot f ( cot ) =
+7C
i f- - K
( £0 sin
\
cor) cos ncot dt + En
0
E0 sin cor cos ncot dt ]
K
~
nJ j sin cor cos ncot dt
0
2 2
E0 for n even
71 (n 2 - 1)
0 for n odd
nd bn = 0
Thus / ( r) = cr0 + Zn an cos ncor
2EQ 4EQ \ £Os ncot
71 7C n2 - 1
Here the fundamental frequency co has been eliminated, the lowest frequency of oscillation
is 2co. The high frequency components fall off as /r2, showing that the full wave rectifier does
a fairly good job of approximating direct current.
3. Square Wave : High Frequencies : The analysis of a square wave in terms of its
Fourier components may occur in electronic circuits designed to handle sharply rising pulses.
Let the square wave be defined as
/ (r) = a from r = 0 to
= -a from t = 2 t o r
T ^
The curve to be analysed is shown in figure 8 9 -
a
fit
1O T T 37
27
t
2 2
-a
.
Fig 8 9
672 Mathematical Physics
ao
1
a dt +
1
~
T I
772
( -a ) dt
=0
r
fit ) COS (/1(07) (/7
o
772 T Til T -
i
il 0
j 2a
a cos /1(07 rf 7 - a cos n cot dt = ~
TI 2
7
sin n (07
/2 (0
0
sin n (07
/2 (0 }-
772
77 2
2a
/2 (07 { . /1- 2717
sin
7
o
.
sin
n2ut
7
Tt 2
2a
[sin /i7i - sin 2/i 7t + sin /ITC ] = 0,
/2( 07
Similarly ,
2
= T— / (7) sin (/2(07) t/7
o
Til T
l[ f 0
a sin n cot dt + (-a ) sin /2 (07 d/7
772
]
77 2 T
2a
7 { COS /2 (07
/2 (0
H 0
COS /2 (07
/2 (0
Til
772 T
2a
/20) 7 i- COS /2 •
271
7
7 ) (
0
COS
/2 2K 7
7
772
2a [
-COS 72TC + 1 + COS 2/271 - COS /27t] = 2 [ 1 - COS 727C].
a
/20)7 tin
When /2 is even , cos /271 = + 1 ; therefore bn = 0.
4a
When /2 is odd , cos /27t = - 1 , therefore bn = — .
nn
Consequently all the even terms of sine series disappear. Therefore complete series in the
case of square wave under consideration is given by
^
f it ) = bn sin /2(07, where n = 1 , 3 , 5 , . . .
n
Fourier Series and Integrals
4a
and — for odd AZ,
bn = mi
4a
or f (t ) = n l X3. 5 .. —
rm
sin n cot
= , .
4a 4a 4a .
=—
n
sin cor + i sin
3TC
~ ~ 3 (01 + ... +
mi
sin AZCOT + ...
/«
4a [ sin cor + -1 sin 3cor + -1 sin 5cor + ... + 1 sin. ~ /tcor + ...
71 L 3 5 n
The series shows the square wave. If we take the first three terms , then curve is shown as
continuous line in fig . 8 - 10.
But if large number of terms are taken , then the curve more nearly approaches the straight
line form as shown in fig. 8 11 . -
v ^ v C \T
j
\
\
\
\
\
VA ^ N
\ /
N / ' / \ /
\ /
\ >\
x x 7
v /
\ /
\ /
\ /
v7 /
4. A Saw-tooth Wave. The periodic curve is such that the displacement is linear with
time from y - a when t = 0 to y = 0 when t = T.\
Let / ( r ) = y ( r ) be the displacement at any time r ; then from similar triangles PtT, OQT ,
we have
V T -t
a T
or y -a
T -
T 1-
when the time axis passes through the lowest point of the periodic curve.
{ 1 - zT:
t
’
We have
T T*
r
=f \ o
ydt = fj
o
1 - zzidt
T
\ _ £27 J] s TV
a \r _ 27
T
a
t H ]sa
TV J 2o
T
o t T
^J
2a
1 - ; cos /? cor dt = 0
T
o
674 Mathematical Physics
And bn =
^
/
2a
i
o
y sin
T
/icor dt =
1
~
T
o
1- —
T
sin n (x )t dt
or bn = T |
[ cos neat
/10)
1
T (- r cos
nco
/70) 7
H
0 0
cos // cor
/2 0) 1]
integrating by parts
•
T
2a
7 [{ cos /10) 7
/10)
+
cos
/70)
/ / 0) 0 1
7
T cos
/20)
// 0) 7
+0+ ( sin /icor
n 2 0) 2 )
0
_ 2a J 2a a
7 /10) 2nn nn
Therefore amplitudes of coefficients of sine series are given by
10 TERMS
24 TERMS
Fig. 8 13 -
5. A Triangular Wave : A triangular wave is a periodic wave defined as
y = 0 at t = 0
y = a at t = 7/2
y = 0 at t - T
and repeats with a period ofT.
Fsarzer Series and Integrals 675
7 Y
Consider any point P (t, y) between 0 and
In similar triangles OPt and OAN
v a 2at
a 772 >’ = y
or
Similarly for any point between 7/2 and 7, y o f 772 T X
2 a ( 7 - r) f
7 Fig. 814
Thus the triangular wave is defined as
y = — 2at
T
7
for 0 < t < ~
2
... ( 1 )
2« ( 7 - 0 .
and 7 7
for —27 < t < 7
The Fourier series is
oo oo
y - AQ +
n
X= A 1
cos n (Ot + Y Bn sin ncor
n= 1
... ( 2)
1
where Ao y
7
o
2
A* y cos dt
7
o
r
2
Bn y sin ncor d /
T
0
Evaluation of coefficients
T 772 T*
1 1
AQ y dt = ~
y dt + y dt
7 7
o o 772
772 T
1 2<37
rfr +
7 u
7 7
o TI 2
772
1 2a 2a 0
Tt - T-
7 7 7 2
o 772
r [? ( r V ) ( 2
T2 j12 jQ.
2a
2
2-
2
- ~ ~
Y )}
T (?) !
* 2
- (3)
676 Mathematical Physics
T
2
y cos nm dt
T
0
7/ 2
2
V cos nm dt + y cos nm dt
T
o 7/ 2
7/ 2
2 2ar 2a ( T - t)
cos nm dt + cos nm dt
T T T
o 7/ 2
7/ 2 7
4a
t cos Ticor dt + T COS rtCOr Jr - t cos Acer Jr
r2
0 7/ 2 7/2
Solving the integrals, we get
4a
T2 (D 2
(cos mi - 1 ) ]
4a
T2
[
U2
2
(0 2
( ( 1 )"
“ ” 1 }
J [Since cos nn = ( - 1 )" ]
8a
n 2 ( co 7) 2
[ -ir - 1 ] c
As co7 = 271
8a 20
n • 47c 2
[(-Dn - i ] = 2 2 { ( 1 )" - 1 }
n K —
0 for even n
— • 4a
n2 K 2
for odd n
Thus only odd harmonics are present in the cosine terms of Fourier series. Finally ,
7/ 2 Jl
2 2
Bn T
sin ncoT d t -
T
~
y sin nm dt + y sin n m d t
0 0 7/ 2
7/ 2
2 2at 2a ( T - t)
sin /nor Jr + sin nm dt
T T T
o 7/ 2
7/ 2
4a
T2
r sin /zcor Jr + T sin nm dt - t sin nm dt
o 7/ 2 7/ 2
Solving the integrals, we get
Z?n = 0
-
Fz j n e r Series and Integrals
'
677
Thus all the terms in the Fourier sine series will be zero. Substituting values of A 0, An
izd Br in Fourier series expansion (2), we get
y
_a
~
4a _
X T2 cos neat - 0
“
]
K2
2 11 = 1 , 3.5 L"
~
a ~ 4a
2 n2 [ COS CO /
1
+ TT COS 3(0 / +
32
1
52
COS 5 CO / + ]
-
Clearly the axis of triangular wave is a/ 2 above /-axis and the frequencies of harmonics are
in the ratio 1 : 3 : 5 .... with amplitudes
4a
7t 2 m - 3. ®). respectively .
6. Forced Vibrations
Consider forced vibrations of a damped harmonic oscillator of mass m under external force
F( t ) and damping constant b. The differential equation of oscillator is
d2 X sty
mtf + b + Kx = F { t ) . . .d )
±
where K is force constant (or spring factor).
Equation ( 1 ) may be expressed as
b_ dx K _ X
F( t )
. . . (2)
dt2 m dt m m
Substituting —= 2r, ~
= co02 and = /(/), we get
( Fx ( jy
+ 2r - + co02x = /( r) (3)
^
The solution of homogenous part of this equation for different cases may be expressed as
•• •
Substituting this in equation (3), and comparing the coefficients of sin co / and cos (0 /, we
get
D , = ( co ( COp - 02 ) /
2 ( Q
and D2 =
-2 (0 r /0
.. .(9)
- co 2 ) 2 + 4 co 2 r 2
02 ( co 02 - co 2 ) 2 + 4 (02 r 2
678 Mathematical Physics
If fit ) is not a sine or cosine function , then the general solution of equation ( 3) may be
obtained by using Fourier expansion of fit ) ; For example we specifically assume
T T
fit ) = at for - ~ <t <-
= at (-
* • V—)
As fit ) is odd function of t in the interval 1 , we have
coefficients
a0 = 0, an = 0
+ 772
and K = I -TI 2
/(0 sin /70)7 Jr
7/ 2 7/ 2
2a 4a
r sin near Jr = t sin /7 cor Jr
7 T J
-7/ 2 0
72 '
7/ 2
4a
7 [{ - r
cos
/70)
/7 cor
+
0
1 - cos70near
/ )
Jr
7/ 2
4a
/70) 7
[ (- fern /70)7
2
+
sin /7 Cor
/70)
4a
/70) 7
[{ ”
2
COS
/70)
2
7
+ —1 (/ sm. —7 - sin 0) ]
/70)
/70)
2n
As 0)
7 => 0) 7 = 271
bn
2a rI - —7 COS 771 I = (-D n+1
= (-D , + l -
, 2a
. . .( I D
/771
/
J /771 0) /7
Equation ( 11 ) becomes
2a
fit ) bn sin no)r = X (-1 )n + 1 0) /7 . . . ( 12 )
n n
Then the particular solution of equation ( 3) may be written as
oo
T T
This solution is valid only in the interval but if f( t ) is a periodic function
with period 7, then the solution is valid for all values of t. Thus by using Fourier series
expansion of f( t ) , we can conveniently find the general solution of forced harmonic vibrations.
8*10. Properties Fourier Series
1. Convergence . The Fourier series of a function / (JC ) is uniformly convergent if the
function / (JC ) satisfies the following conditions :
(0 / (JC ) is continuous in the given interval -n x K .
( ii ) / (-7C ) = / ( + 7l ) .
( H i ) The derivative of / (JC), /' (JC) is piecewise continuous.
These conditions are satisfied by continuous , differentiable , periodic functions having
period 2 n .
2. Integration . The term by term integration of Fourier series
oo oo
— f sin. nx 1
i
y bn
— \ cos nx ] . . . ( 2)
+
,I = I n L J ,IL
=I n L J
'0 *0 X
*0 ()
f' ( x) - 0 - nY ,1 an n sin nx +
„X bn cos n x - ( 3)
= = ]
Obviously , the term by term differentiation of the function / (JC) places an additional factor
r m the numerator of each coefficient . This reduces the rate of convergence and may result in
differentiated series to be divergent.
For example consider the function f ( x ) = x in the interval -n x n . The Fourier series
z : the function may be found to be
OO
+ m -I
where fm M I Cn e' nx ... ( 7 )
Tim = X cnemx + C- ^ — rt
IHX
... ( 8)
oo oo
eimx X Cm
n=0
+n e ' + e-mix
~ nx
X c—m—n e-
n =0
inx
—
which for m > reduces to ordinary derivative, i.e.
Lim d
—°
m »°o m dx
. .. ( 12 )
[ sinnnnn/ m/ m ] dxd
'
( )
Hence Dm emx ( )
6 in.x ... ( 15 )
sin ( n n / m )
The additional factor is called the Lanczos smoothing factor or Lanczos
( nn/ m )
convergence factor Gn i.e.,
sin ( n n / m )
<*n ... ( 16)
( nn/ m )
The inclusion of this factor in a differenciated series helps for maintaining convergence.
Then the finite Fourier series
m -1
/ (x) = aQ +
n
X= 1
( on cos nx + bn sin nx ) ... ( 17 )
Fourier Series and Integrals 681
is replaced by
m- i
sin ( Ml / m )
fix ) = a0 +
n
X= 1 ( milm )
(an cos nx + bn sin A? A )
*
... ( 18 )
/w =
-a —
for 7i < A < 0
a for 0 < A < 71
The Fourier series representation of this function is
„
/M
. = 4a [T .
“
sin A
1 . , . ( 2N
+ - sin 3A + . .. + sin
- 1 )A + ...
] . . . ( 1)
-\)
The sum of N - terms is
= 71 \L sin A + ]
4q . sin ( 2 N - 1 ) A
1
SNW ~
sin 3A + . .. + . . . (2)
( 2N - 1 )
This sum has maxima and minima in the interval 0 < A < n. To find maxima and minima,
we differentiate Sn( A) with respect to A, SO that
4a
—
SN' (A ) = [cos A + cos 3A + ... + cos ( 2 N - 1 ) A ]
=—
4a ,
Re [ e x + e 3 - + . . . + eii 2N
( A ~ 1 )A ] ( where Re denotes Real Part)
71
X ~
2N ’ 2N ’ 2JV i ...(4)
and minima correspond to
X ~
n_ 2 K _ ( N - 1 ) 71
... (5)
N N "•» N
Thus the sum S A has maxima and ( N - 1 ) minima in the interval 0 < A <
( ) TT
The first maximum occurs at A = ; At this point , the value of partial sum is
( SN )
x= *
2N
_ - 4na TLSin 2nN + 13 .
.
Sm
371 1 sin 571
2N 5 2/V +
+ .. . }
sin K/N
2a sin ( n/ 2N ) n_ sin ( 3n/ 2 N ) K_ 71
.. .( 6 i
N + (3rt/2A0
' ' + "• +
K ( nJ2N ) W .V
(« -
682 Mathematical Physics
K n/ N 2 n/ N . K
f sin * sin p ‘ sin p sin p ,
We have
! p
dp =
o
This expression may be used to evaluate the sum in ( 6).
P
dp +
KJN
P
dp + .. . +
( yV - I )n / N
P
dp ••• (7)
—
When N » <», the integrand may be taken at its midpoint value, so that
K
_7C 2a * sin p
lim ( S N )
—
N > <*> X ~
K = 2N ~ n 7
~ dp
2N 0
7C
p p4 6
2a
71
0
i -- +
6 120
P
5040
+ ... dp ]
7C
_
nV\ EL18 + 600
IL 1
2a P
35280
+ ...
0
]
2a [ 7t3 n5 7t7
+ + ...
7i r ”
is 600 35280
« [’ '7
= 1.18a
-
- 300
7T4
"
7
17640 + ^ ... ]
Thus at N > —
the value of the sum overshoots by about 18 % at the discontinuity. This
phenomenon is usually referred as Gibb ' s phenomenon or Gibb' s overshoot.
8*12. Parseval ’s Identity for Fourier Series
This identity gives a relation between the average of the square of the function f ( x ) and the
coefficients in the Fourier series o f f ( x ) .
The Fourier series of the function / (JC) over the interval - / to + / is
oo oo
+1 OO OO
1 nnx nnx
21
a02 + X=
/1 1
ci 2 cos2
l
+
n
X= „ 2 sin
i l
dx
-/
= a02 + Z]. X= ( an
/1 1
2 + b„ 2 ) ... ( 3)
Fourier Series and Integrals 685
This is the required Parseval [ s theorem or identity and holds for any period offix ). It can
be seen that if fix ) is written in complex form as
+oo
fix ) =I
n=-
cn eimix/
<>o
i
+/
1
where Cn fix ) e-MZX / I
l
then we find
+oo
\f ( x ) ] 2 = < [/ w ]2 > =
—
X ic„ i2
oo
... ( 4)
mix mix
fix) = a0 + nX1 an COS
/
+ X= 1 bn si
/
... (1)
= n
+/ +/
1 1
where fix) dx = fit ) dt
21 21
-i -i
+/
an
i
l l-l
f ( t ) cos
nnt
l
dt
+1
bn
1
l l-i
fit ) sin
mit
t
dt
+ y I fit ) sin
nnt
dt sin
mvi
^
n= 1 / / /
+/ +/ OO
1 nn( x - t )
21
fit ) dt + T
l
fit ) X1 cos /
dt
-/
/2
=
+/ OO
1 rniix - t )
21
fit) 1 + 2 X= 1 cos
/2 l
dt
+1
—/ cos rniix/ - r)
OO
1
271 / (0 7/ + 2, Jr
-/
n 1 =
684 Mathematical Physics
+/
1 n( x - 1) OO
n n n( x - t)
2K ,
f ( t ) y cos < 0 •
l l
+ 2VL 7l cos l
H= I
-/
OO
71 - n n( x - t )
+ V 7 cos dt
/
/i =i /
[since 2 cos 0 = cos 0 + cos ( - 0 ) ]
+/
-nn( x - t )
oo
1 K 0 • K (X - t)
2K ,
fit) 1=
n 1
7/ COS
/
+T
/
COS
/
-/
-
oo
+
/1
Y 771
=1 /
cos
n 7c (.v - r )
/ ]*
+/
+ n
1
271 ,
-l
/M n > [ —
Lim
oo
1
//ft r
X
=-n
COS
//71
71
(x - 0
ii ...( 2)
l
When / becomes infinitely large i.e. as / > — , — —>
oo
TC
oo ; we have
oo
Lim
/
_
-
Lim
ZL /
^ -
+°°
1
cos
//n
71
(JC - 0
j
AM ^ 0 r tX cos { r AM (JC - 0 } AM where AM =
+oo
cos { u ( x - 1) } JM ... ( 3 )
This double integral is known as Fourier integral and holds if x is a point of continuity
of f ( x ) .
The scond integral in ( 4 ) may be written as
4- 00 o oo
cos u ( x - 1 ) d u + cos u ( x - 1 ) d u
o o
If we replace u by -u in first term ; we get
+oo oo
4 oo
* oo
1
fix) fit) 2 cos u ( x - t ) du dt
271 ,
— oo 0
4- 00 4 00*
1
= TC— fit) dt
,
cos u ( x - t ) d u ... ( 6)
oo -
4 00
I
1
n
du f i t ) cos u (JC - t ) d t ... (7 )
o
Equation (7) represents another form of Fourier integral.
— oo
+oo
t
+oo
1
/« m cos u ( t - x ) du dt ... ( 4a )
—-oo
4 00 -
4 00
m
—oo
1
and =2 du f ( t ) cos u ( t - x ) d t ... (7a )
* 0 —OO
Now let us consider the terms of Fourier integral for odd , even and complex functions.
Case ( i ) If f i x ) is an odd function of x i.e., f ( ~ x ) = - / ( x ) ; then
+ 00 o oo
f i t ) [ cos u i x - t ) - cos u i x + / )] d t
0
oo
2—
f i x)
71
du f i t ) sin u x sin u t d t ... ( H )
0 0
Mathematical Physics
fix) = 1n
sin u t sin u x d u
f (t) dt ... ( 12 )
o o
Equation ( 11) or ( 12) represents its Fourier integral for an odd function and is called Fourier
sine integral .
Case ( ii ) I f f ( x ) is an even function of x i.e., f ( - x ) = f ( x ) ; then
+ 00 o oo
oo
oo
oo
0
= f ( t ) [cos u ( x + t ) + cos u ( x - 0] d t
0
oo
2
f (x) =n ~ du f ( t ) cos u t cos u x d t ... ( 14)
o o
Changing the order of integration ; we get
oo oo
=—
2
f (x) fit) dt cos u t cos u x d u ... ( 15 )
0 0
Equation ( 14) or ( 15) represents Fourier integral for an even function and is called Fourier
cosine integral.
Case ( iii) Complex Form of Fourier Integral . Fourier integral ( 4 ) may be expressed as
+ 4- oo 00
1
fix) du f ( 0 cos u { x - t ) dt ... ( 16 )
2 TC ,
— oo
1
0 d u f ( t ) sin u (JC - / ) d t ... (17)
271 ,
m ~
1
du f (t) ew - (x ~
at =
1
e ux du , f (0 e ~lut dt ... ( 18 )
2n 2n ,
— oo
— oo
e ,ux du
1 ~iu' x ~iu' x
1
M - 2n e du f (t) e dt =
271
~
f ( f ) etutdt . . .( 19 )
— OO
—OO
,
,
C O S XU
1 + u2
du = —e
71 ~ x ( .x
> 0) ( Garhwal 1999, Meerut 1989 )
0
Solution . Here f ( - x ) = f ( x ) for k > 0 i . e ., f ( x ) is an even function of x ; hence its
Fourier integral is given by
oo oo oo oo
2 2
f i x) —K ,
f i t) d t cos u t cos u x d u ~ ~
7Z
[e cos u t d t ] c o s u x d u . .. (1)
i i
•
0 0 0 0
since f ( t ) = e~kt
oo oo
i 2 '
o
-
OO oo
=2 f
o
[ «- « -( k - iu )t
oo
e-( k + iu )t
( k + iu ) I
2 [' *'
e l u t ( k + i u ) + e — I ut ( k - i u )
-( k 2 + u 2 )
_—
t oo
i [-
eiut + e
) ( 2i ) } ]
e ~kt ( ~ iut glut g lUt
( k 2 + u2 )
2k { ~ - 2 u
2
0
oo
e~kt
L( k 2 + u 2 )
( u sin ut - k cos ut ) ]
o
~
k
k2 + u2
. ... (2 )
2 k ,
f i x) =e ~ ix
- 71 , T cos u x d u
k 1o + u 2
oo
2k cos ux
du ( For x > 0, k > 0)
Ti k 2 + ul
... 1
^
o
688 Mathematical Physics
cos ux . TC
, 1 + liY
du = e — x ( X > 0) . .. ( 5 )
0
Note. For independent derivation of expression ( 5 ) ; consider f ( x ) - e x and find its Fourier
integral
Ex. 17. Find the Fourier sine integral for function fix ) = e kx
Hence show that
oo
u sin ux
d u = ~ e** ( Calcutta 2009, Bombay 2010 )
k 2 + u2 2
o
Solution. The Fourier sine integral of function / (x ) is
oo oo
fix) =1
71
f (t ) dt sin ut sin u x du
0 0
Given f {x) = e~kx oo
=> f ( t ) = eoo
~ k
'
fix)
J = -K e~kt dt sin ut sin ux du
o o
oo oo
2
sin u x du e~kt sin ut dt .. . d )
71
0 0
oo oo
Hit
But e ~kt sin ut dt =
I
r» [e
'
~
2/
—
e
) dt
o o
oo
1
e-( k - iu )t
_ e- {k + iu ) t
J fa
2i
0
oo
-( k - iu )t
1 U
2i L -( k - iu )
e-{ k + in )
-( k + iu ) }
0
oo
1
- 2i W r p [ ik * i u ) e' nit - ( k - iu ) e -mt > o]
oo
e ,ur ) + iu ( e
e-kt
1
{k ' ( e tut ~ iut
+ e-iut »o
2i I k 2 +
^ oo
\ ±
1 _e ~
2i Lk 2 + i Y
( k ( 2i sin u t ) + i u ( 2 cos u t ) ]
0
Fourier Series and Integrals 689
oo
rI ye * ~ ~
-
s*n + u cos w 0
1
I
u
^ 2
0
k2 + M2
Equation ( 1 ) gives
oo
= 1TC
u
/ to sin MX rfii- *
k2 + M2
0
oo
M sin MX
du = ~ / (x)
, k2 + u2
o
_
As / 00
oo
= e *n
M sin MX
rfll = -*u
2'
“
k2 + M2
o
Ex. 18. Find the Fourier integral of the function
f {x ) 0 when x < 0 -
= ~
when x = 0
when x > 0 = e~x
Verify the representation directly at the point x = 0.
Solution. The Fourier integral of a function / (x) , in general , is given by
+oo oo
1
/ ( t ) dt cos M (x - t ) du
0
+oo oo
1
= 7—Z f ( t ) dt
,
(cos MX cos ut + sin ux sin ut ) du
• 0
oo +oo oo +oo
/ 1
1
f ( t ) cos ut dt cos MX du + fit ) sin ut dt sin MX du ••• ( 1)
K
0 — OO 0 — oo
+oo 0 oo
i
I
0
e r sin ut dt =
~
1 +
1
M2
... ( 2)
+oo oo
M
and similarly , fit ) sin ut dt = e ~l sin ut dt = ... ( 3)
1 + M2
0
690 Mathematical Physics
1 cos ux + u sin ux
du ... (4)
1 + u2
o
1 1
Verification. . As x = 0, / (JC ) = - L e . f i 0) =-
and from (4)
oo oo
_ _I
/(
° )
o
1 1
1 + u2
du = ~
o
J\an u j
_1 1
n 2
'
^ ”
2
... (5 )
oo
“
for 0 < x < 1
cos A x sin A
Hence prove that dA= K (iMeerut 2009, 2008 )
A -
forx = 1
o
0 for x > 1
1
=n 1 . cos X ( t - x ) d t d h
0 -1
oo +1
1
n
o
sin X ( t - x )
X ]dX
-l
oo
1 (sin X (1 — n) + sin X ( 1 + n ) )
dX
n X
o
A+B A - B
Using the relation sin A + sin B - 2 sin—-— cos
2
oo
sin X c o s X x
f i x) = nZ dX
X
o
oo
sin X cos X x
o
For I * I < l , f ( x )
oo
X
sin X cos X x
= 1
dX =
^ f (x)
K , 71
dX =
0
X IXl = 2
Fourier Series and Integrals 691
for ! x ! > l . / (x ) =0
oc
sin X cos
A. </ X, = jx 0 = 0
0
For 1 x 1 = 1 , which is a point of discontinuity of / (x ) , the integral
oo
sin X cos
^-x d A = ( /22) + 0
,
71 71
4
0
oo — for I n I < 1
sin X cos
Thus
X ^ x
dX =
7 for 1 x 1 = 1
o 4
0 for I x I > 1
EXERCISES
Short Answer Questions
.
1 What is Fourier series ?
2. Explain the essential conditions to be satisfied for a function to be expanded in a Fourier
series . ( Calicut Univ., 2003 )
3. What are Dirichlet’s conditions for a Fourier series expansion ?
{ Delhi 2008, 06 , Calicut Univ., 2003 )
4. The Fourier series of function fix ) in the interval (-71, it) is given by
oo
*> -? I COS X U
K 2 + u2
di
0 < x
sin JC , n
4. Expand fix ) = ( Calicut Univ , 2002 )
x , 71 X
- sin 0 —
5. Find the Fourier series for the output of a Half wave rectifier given by
T
when - < 1 < 0
0 2
M = T
E sin cor when 0 < r <
2
2K
where T = — is the period of the function /( r) . ( Meerut 2004 )
co
6 . Find the Fourier series of the function
0 when x 0
f( x ) = sin x when 0 < jt < 7t ( Meerut 2002 )
0 when x n
Fourier Series and Integrals 693
L
8. Find the cosine series for f ( x ) = n - x in the interval 0 < JC < n.
[
Ans . /n - 2n/n \I/ cos32 cor
cot
0 ~
cos 4 cor
15
cos 6 cor
35 hi -
sin
, n
Ans. ; + i i COS X +
2 7nl V
cos 3JC cos 5 x
32 52 + . . ) l .
]
9. Obtain Fourier series expansion of the following periodic functions each with period T and
having the following forms during the first period , i.e. , 0 < r < T ;
Kt
( i ) f ( t ) = sin ~ and ( ii ) f ( t ) =
which one has the more rapidly convergent expansion ?
10. Find a Fourier series expansion of
/ (JC ) = JC cos x
CO
n
11. Find a series of sines and cosines of multiples of JC which will represent ex in the
2 sinh n
interval - n < x < n. What is the sum of the series for JC = ± n.
12
I. Ans . 2 s i Kn h n ex = j - j
Expand e“ x in a series of sines of multiples of
(cos JC
i
- sin JC ) + j (cos 2JC - sin 2JC) ... ; sum at JC ± n is
JC in the interval 0 < JC < n.
4
n
^
coth 7t ]
n)
[ Ans. eax
2 1
- n \ a 2++ "1
~
e * .
sin JC +
2 ( 1 - e"
ci 2 + 22 sin 2 x + ...
(i ) sin mjc
2
= n— sin mn [ sin JC
1 - m2
2 sin JC
22 - m 2 + 3 2 - m 2
3 sin 3 JC
+ .. . ]
_2 mn [
( ii ) cos mx =
n
sin
2m + 1 - m 2 32 - m ~ + ...
1 m cos JC m cos 2 x
T ]
where - n < x < n and m is not an integer.
[ Hint. Take / (JC) = enix and equate real and imaginary parts ].
14. A saw-tooth wave is given by
/ (*) = * - 71 < JC < 71
n+ 1
Show that fix ) = 2
n
Xr- (- D1
2
sin /171
^
j ]
sin 2JC sin 3JC
(i) JC =2 sin JC -
^ 3
and ( ii ) JC = ~
4 cos
n l2 I
JC
+
cos 3JC
32
COS
52
5 JC
*- ]
694 Mathematical Physics
and ,
( l)
v
(- 1 )"
2n + 1 ~ 4
it
( Delhi 2006 )
[ K 4
Ans. f { x ) - ~
2 nn
=
i
..
l 3 5 ...
cos n x
n2 ] ( Pondicherry 1992 )
odd
17. Express a periodic function / ( r ) of time in the interval (0, T ) in the form of Fourier series
when
„ T ci
0 for
° * '* 4 - 2
T T a
A for
4 2
r ~4+2
“
7 A 3T a
f i t) = 0 for
4+2
< r< 4 -
2
-A for
37 a 37 a _
4 2 ^ 4 +2 “
37 -
«
0 for + </<7
T
where 7 is time period .
18. Find Fourier series for / ( x ) in the interval (- n , K ) where
fix) = n +* for -n < x < 0
= n-x for 0 < JC < 7C
n 4(
[ Ans. f i x) "
2+ TA COS X
1 1
+ 732T cos 3JC + 52 cos 5JC + ... )]
19 . Expand the function of period 12 defined as in the interval -6 < t < 6 :
fit) 0 =
for -6 t -3
/+3 =
for -3< / < 0
=3 -t for 0</<3
=0 for 0 < / < 6.
Also plot the function.
20. Obtain the Fourier series for the function
1 for 0<x<n/ 3
fix) 0 for n / 3< x< 2 n/ 3
-1 for 2 K / 3<X < K
what is the value of the series at x 7t. =
[ Ans. f i x ) =
1 -
- 1
sin 2JC + — sin 4
1
JC +
1
“
sin 8JC +
/ (it ) = zero. ]
Fourier Series and Integrals 695
21. Find a series of sines of multiples of JC which will represent / (JC) in the interval (0, n ) where
71
f (x) = 0, 0 x<~
( TC \ n
A2 “4
n n
f i x) =2 » x 7C
2 <- <
/ Oc) = 0
Find the graph of the series.
\n
[Hint. for n odd
= 0_ for n, a multiple of 4
2
~ for n even but not a multiple of 4]
^ ./ ( ) = sin ]
1 1 1
Ans jc JC -
2
sin 2JC + j sin 3JC + j sin 5JC + ...
22. Using Fourier series of function f i x ) = JC4 - 2n2x2 prove that
°° . 7l4
l
1 -
,= «90
^ 4 ”
24. ia ) State the condition under which a function can be expressed in the form of Fourier series.
ib ) Discuss briefly the role of Fourier series in Mathematical Physics.
iAgra 1978, Vikram 1979 )
25. ia ) Define a Fourier integral and prove that Fourier integral theorem
00 +00
1
fix) =n ~ du cos u ix - t ) f it ) dt
0
which will represent JC + JC2 in the interval -n < x < n. Hence show that
iAgra 1980, 78 )
6
27. Find the Fourier series expansion of square wave function :
/ (JC) = 0, - 71 < JC < 0
= h ; 0 < JC < K iDelhi 1999 )
28. Find the Fourier series for the function f i x ) given by
f i x) = - x -n<x <0
= JC 0 < JC < 71
6?6 Mathematical Physics
J_2 + J_ + J_ + - K 2
l 32 52 8 "
f (x) =
-k when -K < JC < 0
+ k when 0 < x < K
and fix + 2 K ) = f ( x )
( b ) Are the following functions f ( x ) which are assumed to be periodic of period 2TC , even or
odd or neither even nor odd ?
( Hi) f
(0 /« =
r:
Ot) - £ x 1
2
2
if - n < x < 0
if 0 < x < n
(- n < x < n )
( ii ) f ( x ) =
0 if - K < x < - n / 2
x if - n / 2 < x < n
( Agra 1983 )
30. Expand the periodic function JC2 in interval -n < x < n ( periodicity 2K ) in the Fourier series
and hence prove that ( Delhi 2003 )
. 1 K2
W V
Xr (- 1n
- )n + 1
K2
(») 2 "
i 12
31. Obtain the Fourier series representation of the function shown in Fig. 8 - 15.
( Madurai 1989 )
f( t )
772
T t
-A
Fig. 815.
32. Expand as a Fourier series the output of a Full wave rectifier. ( Delhi 2005 )
33. Expand the function /(JC) defined as
- 1 ( -71 < X < 0 )
f( x )
+1 ( 0 < JC < K )
as a Fourier series. Hence find the sum .
1t i l l ... ( Delhi 1998 )
3 +5 7 +
34 . Represent f ( x ) =x in the interval 0 < JC < 2 as a cosine series. ( Delhi 1998 )
35. ( a ) State and prove Parseval ’ s relation Fourier transformation .
( b ) Develop / ( x ) into Fourier Series in the interval (-2, 2 )
fix ) = 0 -2 < x < 0
= 1 0<x<2 ( Pondicherry , 1993 Bharatidasan 1989 )
Fourier Series and Integrals 697
36. Using Fourier integral representation , show that
oo
COS JCCD 7t
.o 1 + co 2
di0 = e ~x ( x > )
2 °
37. Using Fourier integral formula, show that
oo
2a cos Xx
e ~ ax
- - JK ( a > 0)
n X 2 + a1
o
38. Derive Fourier integral formula in complex form , i.e.
+oo +OC
f (x)
1
= 2n . elux du
,
f { t ) e' u dt
39. What is Fourier’ s integral ? Show that the integral representation of /(;c) satisfying Dirichlet
condition is
1
d(.o f( t ) cos (0 ( f - x ) dt ( Purvanchal 2005 )
x2 = ~ 4
3
cos x cos 2 x cos 3 x cos Ax
l2 (
22 + 32 42 + . . .
; )
, , , ,1 1 1 1
then the value of + . .. is
71? ? ?
(a)
Y (b) f (O
71
j
71
°°
1
6 . According to Fourier expansion of JC 2 , the value of X ~
n
is
n= l
t* =
n2n2 - 6
n4
cos /ico/ ,
J
Accordingly the value ofl + + + + is
2* 34 44 •• •
71? 7I2 ?
71
( a ) 7t?
.
30 45 90
3,
9. The function f i x ) = (sin x ) x in the range 7i < x < n is
~
T 772
- -
I I
4 00 4 00
(a) | 1 / (0 \2 dt =
/J
I
=- oo
IC„ I2 ( b)
1
j
\ f [ t ) \2 d t =
n
I I C „ \2
——
-772
TI 2
4-00 -
4 oo
(c )
l/!- m
\J[ t ) \ d t = X IC„ I
n = -oo
0d ) 2T
1
f( t ) d t = I I c„ I 2
n - = oo
ANSWERS
1 . (c ) , 2. ( d ) , 3. ( b ) , 4. ( b ) , 5. (d) , 6 . (c ) , 7. ( b ) , 8. ( d ) , 9 . (a ) , 10 . ( d ) ,
11 . (f l ) , 12. ( « f 13 . ( b ) , 14. ( b ) .