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Fourier Series and Transforms
Fourier Series and Transforms
Fourier Series
Suppose that a given function f x defined in , (or) 0, 2 (or) in any other interval can be
expressed as
a0
f x an cos nx bn sin nx
2 n 1
The above series is known as the Fourier series for f x and the constants
a0 , an , bn n 1,2,3 are called Fourier coefficients of f x
Periodic Functions:-
A function f x is said to be periodic with period T 0 if for all x f x T f x and T is the
least of such values
Example:- s i nx si xn 2 sxi n 4 the function sin x is periodic with period 2 there is
no positive value T, 0 T 2 such that sin x T sin x x
Euler’s Formula:-
The Fourier series for the function f x in the interval c x c 2 is given by
a0
f x an cos nx bn sin nx
2 n 1
1 c 2
f x dx
Where a0
c
1 c 2
f x cos nx.dx and
an
c
1 c 2
f x sin nx.dx
bn
c
1
f x cos nx.dx
x and the formula (1) reduces to an
1
f x sin nx.dx
bn
(i) f x is well defined and single – valued except possibly at a finite number of points in the interval of
definition
(iii) f x has al most a finite number of maxima and minima in the interval of definition
Note:- The above conditions are sufficient but not necessary
a finite number of discontinuities. Even then such a function is expressible as a Fouries series
Let f x be defined by
f x x c x x0
x x0 x c 2
Where x0 is the point of discontinuity in c, c 2 in such cases also we obtain the Fourier series for
f x in the usual way. The values of a0 , an , bn are given by
1 x0 c 2
a0 x dx x dx
c x0
c 2
an x cos nx.dx x cos nx.dx
1 x0
c x 0
c 2
bn x sin nx.dx x sin nx.dx
1 x0
c x0
Note :-
0 for m n
(i ) cos mx cos nx dx , for m n 0
2 , for m n 0
0 for m n and m n 0
(ii )(i ) sin mx sin nx dx
, for m n 0
Examples:-
1. Express f x x as Fourier series in the interval x
Sol Let the function x be represented by the Fourier series
a0
x an cos nx bn sin nx 1
2 n 1 n 1
Then
1 1
f x dx x dx
a0
1
xdx dx
1
0 .2 dx x is odd function
0
1
2 x 0
2 0 2 and
1
f x cos nx.dx
an
1
x cos nx.dx
1
x cos nx.dx cos nx.dx
x
1
0 2 cos nx.dx
0
an 2 cos nx.dx
0
sin nx
2
n 0
2
sin n sin 0
n
2
0 0 0 for n 1, 2, 3..........
n
1
bn
f x sin nx.dx
1
x sin nx.dx
1
x sin nx sin nx.dx
1
2 x sin nx.dx 0
0
2 cos nx sin nx
1
x
( x cos nx is odd function and cos nx is even function) n n2 0
2 cos n
0 0 0
n
2 2
cos n 1
n
n
2
1 n 1, 2,3.....
n 1
n
Substituting the values of a0 , an , bn in (1),
We get
n 1 2
x 1 sin nx
n 1
1 1 1
2 sin x sin 2 x sin 3x sin 4 x ......
2 3 4
2. Find the Fourier series to represent the function e ax from x to . Deduce from this
that
1 1 1
2 2 2 2
sinh 2 1 3 1 4 1
ax
Sol. Let the function e be represented by the Fourier series
a0
e ax an cos nx bn sin nx 1
2 n 1
Then
1 1 e ax
e
ax
a0 dx
a
1 a e a e a
a
e e a
a
a a
a e e 1 sinh a
0 a a
2 2
And
1
ax
an e cos nx.dx
1 e ax
2
2 a cos nx n sin nx
a n
e ax
e cos bx.dx
ax
a cos bx b sin bx
a 2 b2
1 e ax e a
an 2 a cos n 0 2
a cos n 0
a n 2
a n
2
2
e a e a cos n
a
a n
2
2a cos n sinh a
a 2 n2
1 2a sinh a
n
a n
2 2
cos n 1
n
1
ax
Finally bn e sin nx.dx
1 e ax
2
2 a sin nx n cos nx
a n
a a
1 e e
2
2 0 n cos n 2 2
0 n cos n
a n a n
n cos n e a e a 1 2n sinh a
n
a 2 n2 a 2 n2
a0
Substituting the values of , an and bn in (1) we get
2
sinh a 1 2a sinh a
n
sinh a
ax
n
e cos nx 1 2 n sin nx
a n 1
a 2
n 2
a 2
n 2
2sinh a 1 a cos x a cos 2 x a cos 3x sin x 2sin 2 x 3sin 3x
2 2 2 2 2 2
2a 1 a
2
2 a 2
3 a 2
1 a
2
2 a 2
3 a 2
Deduction:-
x 0
Find the Fourier series of the periodic function defined as f x
0 x
3.
x
1 1 1 2
Hence deduce that 2 2 2
1 3 5 8
a0
Sol. Let f x an cos nx bn sin nx 1
2 n 1 n 1
Then
1
f x dx
a0
1 o
dx xdx
0
1 x2
x
0
2 0
1 2 2 1 2
2 2 2
1 1
2
cos n 1 2 1
n 1
n n
2 2 2
a1 2 , a2 0, a3 2 , a4 0, a5 2 ,
1 . 3 . 5 .
1
bn
f x sin nx.dx
1 0
sin nx.dx 0 x sin nx.dx
1 cos nx cos nx sin nx
0
x 2
n n n 0
1
1 cos n cos n
n n
1
1 2 cos n
n
1
an
f x cos nx.dx
1 o
cos nx.dx 0 x cos nx.dx
1 sin nx sin nx cos nx
0
x
n n n 2 0
1 1 1
0 2 cos n 2
n n
1 1
b1 3, b2 , b3 1, b4 and so --- on substituting the values of a0 , an and bn in (1), we get
2 4
2 cos 3 x cos 5 x sin 2 x 3sin 3 x sin 4 x
f x cos x 3sin x
4 32
5 2
2 3 4
Deduction:-
Putting x 0 in (2), we obtain
2 1 1
f 0 1 2 2
4 4 3 5
Now f x is discontinuous at x 0
f 0 0 and f 0 0 0
1
f 0 f 0 0 f 0 0
2 2
Now (3) becomes
2 1 1 1
2 2 2
2 4 1 3 5
2
8
Note:-
1. Product of two even (or) two odd functions will be an even function
2. Product of an even function and an odd function will be an odd function
1
Where a0
f x dx
1
f x cos nx.dx
an
1
And bn
f x sin nx.dx
a0 f x dx 0 since f x is odd
1
Since cos nx is an even function, f x cos nx is an odd function and hence
1
an f x cos nx.dx 0
Since sin nx is odd function ; f x sin nx is an even function
1
bn
f x sin nx.dx
2
f x sin nx.dx
0
f x bn sin nx
n 1
2
Where bn
f x sin nx.dx
0
Thus, if a function f x defined in , is odd, its Fourier expansion contains only sine terms
Examples:-
1. Expand the function f x x2 as a Fourier series in , , hence deduce that
1 1 1 1 2
(i)
12 22 32 42 12
Sol. Since f x x x 2 f x
2
Hence in its Fourier series expansion, the sine terms are absent
a0
x2 an cos nx
2 n 1
Where
2
a0 x 2 dx
0
2 x3 2 2
3 0 3
2
an
f x cos nx.dx
0
2
x 2 cos nx.dx
0
2 2 sin nx cos nx sin nx
x 2x 2
n n
2
n
3
0
2 cos nx
0 2 2.0
n 2
4 cos n 4
2 1
n
2
n n
Substituting the values of a0 and an from (2) and (3) in (1) we get
2
4
x2 2
1 cos nx
n
3 n 1 n
1
n 1
2
4 cos nx
3 n 1 n2
2 cos 2 x cos 3x cos 4 x
4 cos x 4
2 2 2
3 2 3 4
Deductions:-
Putting x 0 in (4), we get
2 1 1 1
0 4 1 2 2 2
3 2 3 4
1 1 1 2
1 2 2 2
2 3 4 12
2. Find the Fourier series to represent the function f x sin x , x
Sol Since sin x is an even function,
bn 0 for all n
Let f x sin x a0 an cos nx 1
2 n 1
Where
1
a0 sin x dx
2
sin x dx
0
2
cos x 0
2 4
1 1 and
1 2
f x cos nx.dx
an sin x.cos nx dx
0
1
sin 1 n x sin 1 n x dx
0
1 cos 1 n x cos 1 n x
,n 1
1 n 1 n 0
1 cos 1 n cos 1 n 1 1
n 1
1 n 1 n 1 n 1 n 0
1 1 1 1 1
n 1 n 1
1 n 1 n
1 n 1 1 1 1 1
1
1 n 1 n 1 n 1 n
1 2 2
1
n 1
1 n 1 n 2
2
2 1n 1 1
n 1
2
2 1 1n
n 1
2
0 if n is odd
4
an
if n is even
n 2 1
2
for n 1, a1 sin x.cos x dx
0
1
sin 2 x dx
0
1 cos 2 x
2 0
1
cos 2 1 0
Substituting the values of a0 , a1 and an in (1)
2
4
We get sin x
n 2,4, n 1
2
cos nx
2 4 cos nx
n 2,4 n 2 1
2 4 cos 2nx
4n
n 1
2
1
( replace n by 2n)
Hence sin x 4 cos 2 x cos 4 x
2
3 15
2
f x sin nx.dx
where bn
0
2
an
f x cos nx.dx
0
Note:-
1) Suppose f x x in 0, , it can have Fourier cosine series expansion as well as Fourier sine series
expansion in 0,
2) If f x x2 in 0, , can have Fourier cosine series as well as sine series
Examples:-
1. Find the half range sine series for f x x x in 0 x . Deduce that
1 1 1 1 3
13 33 53 73 32
Ans. The Fourier sine series expansion of f x in 0, is
f x x x bn sin nx
n 1
2
where bn
f x sin nx.dx
0
2
hence bn x x sin nx.dx
0
x x sin nx.dx
2
2
0
2 cos nx sin nx cos nx
x x 2 2 x 2 3
n n
2
n 0
22
3 1 cos n
n
4
3 1 1
n
n
0, when n is even
bn 8
, when n is odd
n3
Hence
8
x x
n 1,3,5... n
3
sin nx or
8 sin 3x sin 5 x
x x sin x 3 3 1
3 5
Deduction:-
Putting x in (1), we get
2
8 1 3 1 5
x sin 3 sin 3 sin
2 2 2 3 2 5 2
2
8 1 1 1
1 3 sin 3 sin 2 3 sin 3
4 3 2 5 2 7 2
2 1 1 1
or 1
32 33 53 73
e ax e ax
3) Find the half- range sine series for the function f x in 0,
e a e a
Ans. Let f x bn sin nx
n 1
2
then bn
f x sin nx.dx
0
2 e ax e ax
0 e a e a
.sin nx.dx
2n 1
n
e a e a
ea e a n 2 a 2
2n 1
n 1
n2 a 2
Substituting (2) in (1), we get
n 1
n 1
2
f x 2 sin nx
n 1 a n 2
2 sin nx 2sin 2 x 3sin 3 x
2 2 2
a 1 a 2
2 2 2
a 3
x 2 x 3 x
1, cos , cos , cos ,.....
e e e
x 2 x 3 x
sin ,sin ,sin ,.....
e e e
are integers
c 2l m x 2 x
c
sin
l
.cos
l
dx 0
0 if m n
c 2l m x n x
c sin l .sin l dx l if m n 0
2l if m 2n 0
0 if m n
c 2l m x n x
cos
l
.cos
l
dx l if m n 0
2l if m n 0
c
Let f x be defined in 0,2l and be periodic with period 2l . Its Fourier series expansion is
defined as
1
n x n x
f x a0 an cos bn sin 1
2 n 1 l l
1 2l n x
where an f x cos dx and 2
l 0 l
1 2l n x
bn f x sin dx 3
l 0 l
Fourier series of f x defined in l , l :-
Let f x be defined in l , l and be periodic with period 2l . Its Fourier series expansion is
defined as
1
n x n x
f x a0 an cos bn sin
2 n 1 l l
1 l n x
where an f x cos dx
l l l
1 l n x
bn f x sin dx
l l l
l 2 1 4l
n
n x
2
x
2
cos
3 n 1 n
2 2
l
1
n 1
l 2 4l 2
n x
2
3
n 1 n 2
cos
l
l 2 4l 2 cos x / l cos 2 x / l cos 3 x / l
2
3 12
2 2
32
a0
n x n x
Sol. Let f x an cos bn sin 1
2 n 1 l l
Here 2l 3, l 3/ 2
Hence (1) becomes
f x x x2
a0 2n x 2n x
an cos bn sin 2
2 n 1 3 3
1 2l
f x dx
l 0
Where a0
3
2 x 2 x3
x x dx 9
2 3 2
3 0 3 2 3 0
1 2 n x
and an f x cos dx
l 0 l
2n x
2 3
3 0
x x 2 cos
3
dx
Examples:-
2 l n x
1.sin dx
l 0 l
n x
l
cos
2 l
l n / l
0
n x
l
2
cos l
n 0
2
cos n 1
n
2
1 1
n 1
n
bn 0 when n is even
4
, when n is odd
n
4 n x
Hence the required Fourier series is f x
n 1,3,5 n
sin
l
2. Find the half – range cosine series expansion of f x sin x in the range 0 x l
l
Sol
x a0 n x
f xa0 sin an cos
l 2 n 1 l
2 l 2 l x
where a0 f x dx sin dx
l 0 l 0 l
2 cos x / l
l
l / l 0
2 4
cos 1 and
l
2 l n x
an f x cos dx
l 0 l
2 l x n x
sin cos dx
l 0 l l
1 l sin n 1 x sin n 1 x
dx
l 0 l l
cos n 1 x
l
1
l
cos n 1 x / l
l n 1 / l n 1 / l
0
1 1 1 1
n 1 n 1
1
n 1 n 1 n 1 n 1
When n is odd
1 1 1 1 1
an 0
n 1 n 1 n 1 n 1
When n is even
1 1 1 1 1
an
n 1 n 1 n 1 n 1
4
n 1 n 1
x 2 4 cos 2 x / l cos 4 x / l
sin
l 1.3 3.5
Fourier Transforms
Fourier Transforms are widely used to solve Partial Differential Equations and in various boundary
value problems of Engineering such as Vibration of Strings, Conduction of heat, Oscillation of an elastic
beam, Transmission lines etc.
Integral Transforms:
Fourier Integral Theorem:- If f(x) satisfies Dirichlet‟s conditions for expansion of Fourier series in (-c,c)
and converges, then
Proof: Since f(x) satisfies Dirichlet‟s conditions in (-c,c), Fourier series of f(x) is
……………..(1)
Where , ,
Substitute the values of , and in (1) , we get
…………………….(2)
Since
Let
……………………………(3)
when f(t) is odd function, then f(t)cosλt is an odd function while f(t)sinλt is an even function.
then eq(2) becomes
f(x) =
This is called “Fourier sine Integral”
when f(t) is even function then f(t) cosλt is an even function, while f(t)sinλt is an odd function
then eq(2) becomes
………………..(2)
……………………(3)
f(x) =
Problems:
1. Express the function f(x) = as a Fourier integral and hence evaluate
f(x) =
=
=
=
= ……………………(2)
which is fourier integral of f(x)
from (2), = f(x)
=
given f(x) =
=
f(x) =
Fourier Transforms:-
Complex form of Fourier Integral of f(x) is
f(x) =
replace λ by s
f(x) =
If we define F(s) =
then f(x) =
F(s) is called Fourier Transform (F.T) of f(x) and f(x) is called inverse Fourier transform of F(s)
f(x) =
f(x) =
If we define
then f(x) =
here is called Fourier sine transform of f(x) and f(x) is called Inverse Fourier
sine transform of
f(x) =
if we define
then f(x) =
here is called Fourier cosine transform of f(x) and f(x) is called Inverse Fourier
cosine transform of
i) ii) f(x) =
=a +b
=
2.Change of Scale Property:- If F{f(x)} = F(s) then F{f(ax)} =
F{f(ax)} =
put ax = t
then a dx = dt
F{f(ax)} =
= by(1)
F{f(x-a)} =
put x-a = t
then dx = dt
F{f(x-a)} =
= by(1)
=
=
= {F(s+a) + F(s-a)}
5.Convolution Property:- The convolution of two functions f(t) and g(t) in (-∞,∞) is defined
as f(t) * g(t) =
F{f(-x)} =
put –x = t then dx = -dt
as x→∞, t→-∞ and as x→-∞ , t→∞
F{f(x)} =
7.
F(-s) =
taking complex conjugate on both sides
=
=
8.
=
put x=-z then dx = -dz
= F{
9.
= {
Note:
Problems:
1. Find the F.T of f(x) =
sol: Given f(x) =
={
by definition, F{f(x)} =
=
=
=
=
= .
sol: By definition,
, where n is an integer.
f(x) =
, where n is an integer
f(x) =
Problems:-
1. Find the Finite Fourier sine and cosine transforms of f(x)=1 in (0,c)
sol: By definition,
= )
Now,
= =0