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Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 1 / 46
Agenda
1 Fourier series
Fourier series in 1-D
Fourier series in higher dimensions (vector notation)
Fourier series in 2-D (convergence)
Proof of convergence of double Fourier series
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Fourier series Fourier series in 1-D
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 3 / 46
Fourier series Fourier series in higher dimensions (vector notation)
Periodic Functions
Consider a function f (x1 , x2 ) (p1 , p2 )-periodic in variables x1 and x2
[Osgood, 2007]
f (x1 + n1 p1 , x2 + n2 p2 ) = f (x1 , x2 ) ∀ x1 , x2 ∈ R; n1 , n2 ∈ Z.
Assuming p1 and p2 to be 1, the new condition is
f (x1 + n1 , x2 + n2 ) = f (x1 , x2 ) ∀ x1 , x2 ∈ [0, 1]2 .
If we use vector notation, and write x for (x1 , x2 ), and n for pairs
(n1 , n2 ) of integers, then we can write the condition as
f (x+n) = f (x) ∀ x ∈ [0, 1]2 , n ∈ N .
In d dimensions, we have x = (x1 , x2 , ...xd ) and n = (n1 , n2 , ...nd ).
and so the vector notation becomes
f (x+n) = f (x) ∀ x ∈ [0, 1]d , n ∈ N .
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 4 / 46
Fourier series Fourier series in higher dimensions (vector notation)
Complex Exponentials
In 2-D, the building blocks for periodic function f (x1 , x2 ) are the
product of complex exponentials in one variable. The general higher
harmonic is of the form
e 2πin1 x1 e 2πin2 x2 ,
and we can imagine writing the Fourier series expansion as
X
cn1 ,n2 e 2πin1 x1 e 2πin2 x2 ,
n1 ,n2
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 5 / 46
Fourier series Fourier series in higher dimensions (vector notation)
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 6 / 46
Fourier series Fourier series in higher dimensions (vector notation)
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 7 / 46
Fourier series Fourier series in 2-D (convergence)
Putting the series for the coefficients into the series for f(x,y), we have
∞
1 1X
f (x, y ) ∼ a00 + [a0m cos my + b0m sin my ]
4 2
m=1
∞
1 X
+ [an0 cos nx + cn0 sin nx]
2
n=1
∞ X
X ∞
+ [anm cos nx cos my + bnm cos nx sin my
n=1 m=1
+ cnm sin nx cos my + dnm sin nx sin my ]
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 10 / 46
Fourier series Proof of convergence of double Fourier series
Thus, we get the Parseval’s equation for double Fourier series derived
under the hypothesis that f(x,y) is continuously differentiable.
π π ∞
π2 2 π2 X 2
Z Z
2 2
f (x, y ) dx dy = a + (a0m + b0m )
−π −π 4 00 2
m=1
2 ∞
π X 2 2
+ (an0 + cn0 )
2
n=1
∞ X
X ∞
+ π2 2
(anm 2
+ bnm 2
+ cnm 2
+ dnm )
n=1 m=1
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 12 / 46
Fourier series Proof of convergence of double Fourier series
and so forth.
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 13 / 46
Fourier series Proof of convergence of double Fourier series
XN XM 2
+ [anm cos(nx)cos(my )] + [bnm cos(nx)sin(my )] + [cnm sin(nx)cos(my )] + [dnm sin(nx)sin(my )] dxdy
n=1 m=1
2 M N
π2 X π2 X
Z π Z π
2 π 2 2 2 2 2
= f (x, y ) dxdy −
a00 + [a0m + b0m ] + [an0 + cn0 ]
−π −π 4 2 m=1 2 n=1
N X
M
2 2 2 2 2
X
+π [anm + bnm + cnm + dnm ]
n=1 m=1
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 15 / 46
Fourier series examples
Examples..
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 16 / 46
Fourier series examples Laplace’s Equation in a Cube
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 17 / 46
Fourier series examples Laplace’s Equation in a Cube
Again,
00 00
X Y
= C1 − = C2 .
X Y
So we have,
00
X − C2 X = 0,
00
Y − (C1 − C2 )Y = 0,
00
Z + C1 Z = 0.
X (0) = X (π) = 0,
Y (0) = Y (π) = 0,
Z (π) = 0.
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 19 / 46
Fourier series examples Laplace’s Equation in a Cube
X = sin nx.
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 20 / 46
Fourier series examples Laplace’s Equation in a Cube
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 23 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Symmetry in Nature
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 24 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Symmetry in Architecture
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 25 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Symmetry in Snowflakes
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 26 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 27 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 28 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 29 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 30 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 31 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 32 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 33 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 34 / 46
Fourier series examples Symmetrical Patterns from Dynamics
xn+1 = xn − f (xn , yn )
yn+1 = yn − g (xn , yn ) (1)
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 35 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Translational Symmetry
Suppose that the phase portrait has a period T along the x-axis. The
0 0
phase portrait is invariant after the transformation x = x + T and y = y .
0 0
Substituting x and y into (1), we have
0 0 0 0
xn+1 = xn − f (xn + T , yn )
0 0 0 0
yn+1 = yn − g (xn + T , yn ) (2)
For (1) and (2) to be identical, we must have
f (x + T , y ) = f (x, y )
g (x + T , y ) = g (x, y ) (3)
Similarly, if the phase portrait has a period T ∗ along the y-axis, it can be
shown that
f (x, y + T ∗ ) = f (x, y )
g (x, y + T ∗ ) = g (x, y ) (4)
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 36 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Reflection Symmetry
Suppose that the phase portrait has reflective symmetry about the x-axis.
0 0
Let x = x and y = −y . Then we have,
0 0 0 0
xn+1 = xn − f (xn , −yn )
0 0 0 0
yn+1 = yn + g (xn , −yn ) (5)
f (x, −y ) = f (x, y )
g (x, −y ) = −g (x, y ) (6)
Similarly, if the phase portrait has reflective symmetry about the y-axis,
then
f (−x, y ) = −f (x, y )
g (−x, y ) = g (x, y ) (7)
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 37 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Rotational Symmetry
Suppose that the phase portrait remains unchanged after a rotation of an
angle θ counter clockwise. Let
0
x cos θ −sin θ x x
0 = = Tθ (11)
y sin θ cos θ y y
Substituting (11) into (1), we have
0 0
xn+1 xn f
0 = 0 − Tθ (12)
yn+1 yn g
From (1) and (12), we have
0 0
f (x , y ) = cos θ f (x, y ) − sin θ g (x, y )
0 0
g (x , y ) = sin θ f (x, y ) + cos θ g (x, y ) (13)
Eliminating g(x,y) from (13), we obtain
00 00 0 0
f (x , y ) − 2cos θ f (x , y ) + f (x, y ) = 0, (14)
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 39 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 42 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Assuming
2y
h(x, y ) = sin(x)cos( √ ) (22)
3
we calculate f(x,y) and g(x,y) using (17,18) which are then substituted in
(1).
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 43 / 46
Fourier series examples Symmetrical Patterns from Dynamics
Abdul Raheem, Anees Abrol (UNM) Multiple Fourier Series November 30, 2016 44 / 46
Fourier series examples Symmetrical Patterns from Dynamics
References
H. F. Weinberger (1965)
A first course in partial differential equations.
Ginn and Company Chapter 6: Problems in higher dimensions and multiple Fourier
Series.
B. Osgood (2007)
Higher dimensional Fourier series.
EE Department, Stanford University Chapter 8: n-dimensional Fourier Transform.
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Fourier series examples Symmetrical Patterns from Dynamics
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