Professional Documents
Culture Documents
Mep 201 Fourier Series
Mep 201 Fourier Series
2. PERIODIC FUNCTIONS
A function 𝑓(𝑥) is said to have a 𝑝𝑒𝑟𝑖𝑜𝑑 𝑇 or to be periodic with
period 𝑇 if for all 𝑥 , 𝑓 𝑥 + 𝑇 = 𝑓(𝑥). where 𝑇 is a positive
constant. The least value of 𝑇 > 0 is called the 𝑙𝑒𝑎𝑠𝑡 𝑝𝑒𝑟𝑖𝑜𝑑 or
simply the period of 𝑓(𝑥).
Example 1.
The function sin 𝑥 has periods 2𝜋, 4𝜋, 6𝜋, ..., since
sin(𝑥 + 2𝜋), sin(𝑥 + 4𝜋), sin(𝑥 + 6𝜋), ... all equal sin 𝑥.
However, 2𝜋 is the 𝑙𝑒𝑎𝑠𝑡 𝑝𝑒𝑟𝑖𝑜𝑑 or 𝑡ℎ𝑒 𝑝𝑒𝑟𝑖𝑜𝑑 of sin 𝑥.
FOURIER SERIES
Example 2.
The period of sin 𝑛𝑥 or cos 𝑛𝑥, where 𝑛 is a positive integer,
is 2𝜋Τ𝑛.
Example 3. The period of tan 𝑥 is 𝜋.
Other examples of periodic functions are shown in the graphs of
𝐹𝑖𝑔𝑢𝑟𝑒𝑠 1(𝑎), 1(𝑏), 𝑎𝑛𝑑 1(𝑐).
5. Dirichlet conditions
Theorem 1. Suppose that
(1) 𝑓(𝑥) is defined and single-valued except possibly at a
finite number of points in (−𝐿, 𝐿)
(2) 𝑓(𝑥) is periodic outside (−𝐿, 𝐿) with period 2𝐿
(3) 𝑓(𝑥) and 𝑓′(𝑥) are piecewise continuous in (−𝐿, 𝐿).
Then the series (1) with coefficients (2) or (3) converges to
(𝑎) 𝑓(𝑥) if 𝑥; is a point of continuity
𝑓 𝑥+0 +𝑓 𝑥−0
(𝑏) 2
if 𝑥 is a point of discontinuity
FOURIER SERIES
5. Dirichlet conditions
In this theorem 𝑓(𝑥 + 0) and 𝑓(𝑥 − 0) are the 𝑟𝑖𝑔ℎ𝑡 𝑎𝑛𝑑 𝑙𝑒𝑓𝑡
ℎ𝑎𝑛𝑑 𝑙𝑖𝑚𝑖𝑡𝑠 of 𝑓(𝑥) at 𝑥 and represent lim 𝑓(𝑥 + 𝜖) and
𝜖→0
lim 𝑓(𝑥 − 𝜖) respectively where 𝜖 > 0. These are often written
𝜖→0
lim 𝑓(𝑥 + 𝜖) and lim 𝑓(𝑥 − 𝜖) to emphasize that 𝜖 is
𝜖→0+ 𝜖→0+
approaching zero through positive values.
The conditions (1), (2) and (3) imposed on 𝑓(𝑥) are
𝑠𝑢𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 but not necessary, and are generally satisfied in
practice. There are at present no known necessary and
sufficient conditions for convergence of Fourier series. It is of
interest that continuity of 𝑓(𝑥) does not alone insure
convergence of a Fourier series.
FOURIER SERIES
2 𝐿 𝑛𝜋𝑥
𝑎𝑛 = 0, 𝑏𝑛 = 𝐿 0 𝑓 𝑥 sin 𝑑𝑥 𝑓𝑜𝑟 ℎ𝑎𝑙𝑓 𝑟𝑎𝑛𝑔𝑒 𝑠𝑖𝑛𝑒 𝑠𝑒𝑟𝑖𝑒𝑠
𝐿
൞ 2 𝐿 𝑛𝜋𝑥 4
𝑏𝑛 = 0, 𝑎𝑛 = 𝑓 𝑥 cos 𝐿 𝑑𝑥 𝑓𝑜𝑟 ℎ𝑎𝑙𝑓 𝑟𝑎𝑛𝑔𝑒 𝑐𝑜𝑠𝑖𝑛𝑒 𝑠𝑒𝑟𝑖𝑒𝑠
𝐿 0
FOURIER SERIES
8. Parseval’s identity
1 𝐿 𝑎02
𝐿 −𝐿
𝑓 𝑥 2
𝑑𝑥 = 2
+ σ∞ 𝑎
𝑛=1 𝑛
2
+ 𝑏𝑛
2
5
sin 𝑥 0 ≤ 𝑥 ≤ 𝜋
𝑓 𝑥 =ቊ Period =2𝜋
0 𝜋 < 𝑥 < 2𝜋
FOURIER SERIES
𝑛𝜋𝑥 𝑛𝜋𝑥
Example 2. If the series 𝐴 + σ∞
𝑛=1 𝑎𝑛 cos 𝐿 + 𝑏𝑛 sin 𝐿
converges uniformly to 𝑓 𝑥 in −𝐿, 𝐿 , prove that
for 𝑛 = 1,2,3 …
1 𝐿 𝑛𝜋𝑥
𝑎 𝑎𝑛 = 𝑓
𝐿 −𝐿
𝑥 cos 𝐿 𝑑𝑥,
1 𝐿 𝑛𝜋𝑥
𝑏 𝑏𝑛 = 𝐿 −𝐿 𝑓 𝑥 sin 𝐿 𝑑𝑥,
𝑎0
𝑐 𝐴=
2
FOURIER SERIES
Solution 𝑎 .
𝑛𝜋𝑥 𝑛𝜋𝑥
multiplying 𝑓 𝑥 = 𝐴 + σ∞
𝑛=1 𝑎𝑛 cos + 𝑏𝑛 sin
𝐿 𝐿
𝑚𝜋𝑥
by cos 𝐿 and integrating from −𝐿 to 𝐿
𝐿 𝑚𝜋𝑥 𝐿 𝑚𝜋𝑥
−𝐿 𝑓 𝑥 cos 𝐿 𝑑𝑥 = 𝐴 −𝐿 cos 𝐿 𝑑𝑥 +
𝐿 𝑚𝜋𝑥 𝑛𝜋𝑥 𝐿 𝑚𝜋𝑥 𝑛𝜋𝑥
σ∞𝑛=1 𝑎𝑛 −𝐿 cos 𝐿 cos 𝐿 𝑑𝑥 + 𝑏𝑛 −𝐿 cos 𝐿 sin 𝐿 𝑑𝑥
𝐿 𝑚𝜋𝑥 𝐿 𝑚𝜋𝑥 𝐿
For: 𝐴 −𝐿 cos 𝐿 𝑑𝑥 = (𝐴) 𝑚𝜋 sin 𝐿 ቚ−𝐿
𝐴𝐿
= 𝑚𝜋 sin 𝑚𝜋 − sin −𝑚𝜋 =0
FOURIER SERIES
Solution 𝑎 .
𝐿 𝑚𝜋𝑥 𝑛𝜋𝑥
For: 𝑏𝑛 −𝐿 cos 𝐿 sin 𝐿 𝑑𝑥
1
From trigonometry: sin 𝐴 cos 𝐵 = sin 𝐴 − 𝐵 + sin 𝐴 + 𝐵
2
𝐿 𝑛𝜋𝑥 𝑚𝜋𝑥 1 𝐿 𝑛−𝑚 𝜋𝑥 𝑛+𝑚 𝜋𝑥
−𝐿 sin 𝐿 cos 𝐿 𝑑𝑥 =
2 −𝐿
sin
𝐿
+ sin
𝐿
𝑑𝑥
1 𝐿 𝑛−𝑚 𝜋𝑥 𝑛+𝑚 𝜋𝑥
if 𝑚 ≠ 𝑛 sin + sin 𝑑𝑥 = 0
2 −𝐿 𝐿 𝐿
1 𝐿 𝑛−𝑚 𝜋𝑥 𝑛+𝑚 𝜋𝑥 1 𝐿 2𝑛𝜋𝑥
if 𝑚 = 𝑛 sin + sin 𝑑𝑥 = sin 𝐿 =0
2 −𝐿 𝐿 𝐿 2 −𝐿
FOURIER SERIES
Solution 𝑎 .
𝐿 𝑚𝜋𝑥 𝑛𝜋𝑥
For: 𝑎𝑛 −𝐿 cos 𝐿 cos 𝐿 𝑑𝑥
1
From trigonometry: cos 𝐴 cos 𝐵 = cos 𝐴 − 𝐵 + cos 𝐴 + 𝐵
2
𝐿 𝑚𝜋𝑥 𝑛𝜋𝑥 1 𝐿 𝑚−𝑛 𝜋𝑥 𝑚+𝑛 𝜋𝑥
−𝐿 cos cos 𝑑𝑥 = −𝐿 cos + cos 𝑑𝑥
𝐿 𝐿 2 𝐿 𝐿
1 𝐿 𝑚−𝑛 𝜋𝑥 𝑚+𝑛 𝜋𝑥
if 𝑚 ≠ 𝑛 cos + cos 𝑑𝑥 = 0
2 −𝐿 𝐿 𝐿
1 𝐿 𝑚−𝑛 𝜋𝑥 𝑚+𝑛 𝜋𝑥 1 𝐿 2𝑛𝜋𝑥
if 𝑚 = 𝑛 cos + cos 𝑑𝑥 = 1+ cos =𝐿
2 −𝐿 𝐿 𝐿 2 −𝐿 𝐿
FOURIER SERIES
Solution 𝑎 .
therefore:
𝐿 𝑚𝜋𝑥 𝐿 𝑛𝜋𝑥
−𝐿 𝑓 𝑥 cos 𝐿 𝑑𝑥 = 𝑎𝑚 𝐿 or −𝐿 𝑓 𝑥 cos 𝐿 𝑑𝑥 = 𝑎𝑛 𝐿
1 𝐿 𝑛𝜋𝑥
hence: 𝑎𝑛 = 𝑓
𝐿 −𝐿
𝑥 cos 𝐿
𝑑𝑥 𝑛 = 1,2,3, … . . answer
for 𝑏 d.i.y
Solution 𝑐 .
𝐿 𝐿
𝑓 𝑥 =𝐴→ −𝐿 𝑓 𝑥 𝑑𝑥 = −𝐿 𝐴 𝑑𝑥
𝐿 1 𝐿
−𝐿 𝑓 𝑥 𝑑𝑥 = 2𝐴𝐿 → 𝐴 = 2𝐿 −𝐿 𝑓 𝑥 𝑑𝑥
FOURIER SERIES
Solution 𝑐 .
𝐿 𝐿
𝑓 𝑥 =𝐴→ −𝐿 𝑓 𝑥 𝑑𝑥 = −𝐿 𝐴 𝑑𝑥
𝐿 1 𝐿
−𝐿 𝑓 𝑥 𝑑𝑥 = 2𝐴𝐿 → 𝐴 = 2𝐿 −𝐿 𝑓 𝑥 𝑑𝑥
1 𝐿 𝑛𝜋𝑥
from: 𝑎𝑛 = 𝐿 −𝐿 𝑓 𝑥 cos 𝐿 𝑑𝑥; if 𝑛 = 0
1 𝐿 0 𝜋𝑥
𝑎0 = 𝐿 −𝐿 𝑓 𝑥 cos 𝐿 𝑑𝑥
1 𝐿
𝑎0 = 𝐿 −𝐿 𝑓 𝑥 𝑑𝑥
1 𝐿 𝑎
therefore: 𝐴 = −𝐿 𝑓 𝑥 𝑑𝑥 = 0
2𝐿 2
FOURIER SERIES
𝑓 𝑥 = ቄ03 −5<𝑥<0
0<𝑥<5
𝑃𝑒𝑟𝑖𝑜𝑑 = 10
also 𝑏 write the corresponding Fourier series
Solution:
𝑎 Period= 2𝐿 = 10; 𝐿 = 5
1 𝑐+2𝐿 𝑛𝜋𝑥 1 5 𝑛𝜋𝑥
𝑎𝑛 = 𝑐
𝑓 𝑥 cos 𝑑𝑥 = −5
𝑓 𝑥 cos 𝑑𝑥
𝐿 𝐿 5 5
1 0 𝑛𝜋𝑥 5 𝑛𝜋𝑥
= −5 0 cos 𝑑𝑥 + 0 3 cos 𝑑𝑥
5 5 5
FOURIER SERIES
Example 4.
1 0 𝑛𝜋𝑥 5 𝑛𝜋𝑥
𝑎𝑛 = 5
−5 0 cos 5 𝑑𝑥 + 0 3 cos 5 𝑑𝑥
3 5 𝑛𝜋𝑥
= 5
0
cos 5
𝑑𝑥
3 5 𝑛𝜋𝑥 5
= 5 𝑛𝜋
sin 5 ቚ0 = 0 if 𝑛 ≠ 0
3 5 0 𝜋𝑥
if 𝑛 = 0, 𝑎𝑛 = 𝑎0 = 5
0
cos 5
𝑑𝑥 =3
FOURIER SERIES
Example 4.
1 𝑐+2𝐿 𝑛𝜋𝑥 1 5 𝑛𝜋𝑥
𝑏𝑛 =
𝐿 𝑐
𝑓 𝑥 sin 𝐿 𝑑𝑥 = 𝑓
5 −5
𝑥 sin 5 𝑑𝑥
1 0 𝑛𝜋𝑥 5 𝑛𝜋𝑥
𝑏𝑛 = 5
−5 0 sin 5 𝑑𝑥 + 0 3 sin 5 𝑑𝑥
3 5 𝑛𝜋𝑥
= 5
0
sin 5
𝑑𝑥
3 5 𝑛𝜋𝑥 3 1−cos 𝑛𝜋
= − 𝑛𝜋 cos 5 ቚ50 =
5 𝑛𝜋