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Ordinary Differential Equation

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Fourier Series

I. Definitions

Learning

Learning Objective

Objective

At the end of this chapter, you should be able to

find the Fourier series of a periodic function.

A function f

is said periodic if there

exists a smallest positive

such

T number

that

f ( x T ) f ( x)

period of f

Illustration

period =2

Introduction

Let f be a periodic function of period T

It can be proved that f can be expressed as the sum of

an infinite number of sine and/or cosine functions.

a0

2nt

2nt

Sf (t ) an cos

bn sin

2 n 1

T

T

Introduction

The coefficients a0 ,an ,bn , n 1,2 ,...

are known as Fourier coefficients.

They can be obtained by

2 T

a0 f (t )dt

T 0

2 T

2nt

an f (t ) cos

dt

T 0

T

2 T

2nt

bn f (t ) sin

dt

T 0

T

Dr Faye - Jan 2014

Introduction

If we write out the first few terms of the infinite series

explicitly, we find:

a0

2t

2t

4t

4t

Sf (t ) a1 cos

b1 sin

a2 cos

b2 sin

....

2

T

T

T

T

Introduction

an are the amplitudes of the cosine terms in the

series,

bn are the amplitudes of the sine terms in the

series.

Example1

0

f (t )

1

5 t 0

0t 5

period T 10,

2 T

Evaluate a0 f (t )dt

T 0

2 T

2nt

a n f ( t ) cos(

)dt

T 0

T

2 T

2nt

b n f ( t ) sin(

)dt

0

T

T

Dr Faye - Jan 2014

Solution 1

0

f (t )

1

2 10

a0 f (t )dt

10 0

1

a0

5

1

a0

5

1

dt

0

dt

0 5

f (t )dt f (t )dt

10

10

5 t 0

0t 5

T 10,

Solution 1

2 T

2nt

an f (t ) cos(

)dt

T 0

T

0

f (t )

1

1 5

nt

an cos(

)dt

5 0

5

5

1 5

nt

sin( n )

an

sin(

)

0

5 n

5 0

n

5 t 0

0t 5

T 10,

Solution 1

2 T

2nt

bn f (t ) sin(

)dt

T 0

T

0

f (t )

1

5 t 0

0t 5

1 5

nt

bn sin(

)dt

5 0

5

5

1 5

nt

1 cos(n ) 1 (1) n

bn cos(

)

5 n

5 0

n

n

T 10,

Let f(x) be defined in the interval (c, c+2L).

It can be represented in the given interval by

the following Fourier Series:

a0

n

n

f ( x)

an cos( x ) bn sin( x )

2

L

L

1

1

a0

L

1

an

L

C 2 L

C 2L

f ( x)dx

n

f ( x) cos(

x)dx

L

1

bn

L

C 2 L

n

f ( x) sin(

x)dx

L

Exercise 2:

period 2 :

f(x) = x, -1<x<1.

Solution 2

Here C = -1 and L = 1.

Thus the Fourier Series is

a0

Sf ( x) (an cos nx bn sin nx)

2 n 1

Solution 2

a0

f ( x)dx xdx

x2

1 1

0

2 2

1

Solution 2

1

1

a n x cos( nx )dx x sin( nx )

n

1

1

1

sin( nx )dx

n

1

1

1

1

1

cos(nx ) 1

0 sin( nx )dx

2

n

(n)

1

cos(n) cos(n)

0

2

(n)

Solution 2

1

cos(nx )

b n x sin( nx )dx x

n

cos(nx )

n

1

cos(nx )dx

n

1

1

sin( nx )

2

(n)

cos(n) cos(n)

2 cos(n) 2(1) n

(n)

(n)

(n)

2(1) n 1

(n)

Dr Faye - Jan 2014

Solution 2

2

Thus, a 0 0, a n 0, b n

(1) n 1

n

n 1

x

( 1)

sin( nx )

n 1 n

( 1) n 1

sin( nx )

n 1

n

sin 2x

sin 3x

sin x

2

3

Exercise 3:

Represent the following function by a Fourier Series:

f(x) = x2,

x T 2

Solution 3:

C , L

a0

Sf ( x) (an cos nx bn sin nx )

2 n 1

Solution 3:

1

1

2

a 0 x dx

2

1 3

2

3

[ ( )]

3

3

Solution 3:

1

an x 2 cos (nx) dx

1

2

n

2

x sin (nx) dx

Dr Faye - Jan 2014

(1 / n) cos (nx) dx

Solution 3:

2

2 2

1 1

cos n sin nx

n n

n n

4

2 cos n

n

4

(1) 2

n

n

(1 / n) cos (nx) dx

Solution 3:

1

b n x 2 sin nx dx

1

x (1/ n) cos nx

2 x (1 / n ) cos nx dx

cos nx dx ....... 0

Solution 3:

2 2

n 4

a 0 , a n ( 1)

and b n 0

2

3

n

1

2

2

2

n 4

x

(1)

cos nx

2

2 3

n

n 1

n cos nx

4 (1)

2

3

n

n 1

2

cos 2 x cos 3x

4( cos x

)

3

4

9

Dr Faye - Jan 2014

Not all periodic functions , defined over any type of

interval, can be represented by Fourier series.

For a function, defined over an interval, to be

represented by Fourier Series, it must satisfy

certain conditions, known as Dirichlet Conditions.

Dirichlet Conditions

1. f must be well-defined at every x in the

interval.

2. f must be continuous or have a finite

number of finite discontinuities within the

interval.

3. f must be continuous or piecewise

continuous within the interval

Dr Faye - Jan 2014

Examples:

1. Both the functions

f(x) = x, -1<x<1 and

f(x) = x2, -2<x<2

satisfy Dirichlets conditions.

2.

1

f (x) , x

x

infinite discontinuity at x = 0.

Dirichlet conditions not satisfied

1

3. f ( x )

, x

x 5

discontinuity at x = 5, this point is not in

the given interval. Conditions are satisfied.

4. f ( x ) tan x, x

2

2

Conditions not satisfied.

Dr Faye - Jan 2014

If f satisfies Dirichlet conditions and let S be the

Fourier series of f at x = a.

If f is continuous at a then

Sf (a ) f (a)

If f is discontinuous at a:

Let f(a-) and f(a+) be the left and right limits respectively.

Then the value of the Fourier Series at x = a is:

f (a ) f (a )

Sf (a )

2

Dr Faye - Jan 2014

Exercise 4:

Find the Fourier Series for the following 2-periodic

function in the given interval:

0

,

if

f ( x ) 4, if x

2

2

0, if 2 x

Solution 4:

C = - and L =

a0

Sf ( x) (an cos nx bn sin nx)

2 n 1

1

a0

f ( x )dx

1

an

f ( x ) cos nxdx

1

bn

f ( x ) sin nxdx

Dr Faye - Jan 2014

interval (-Pi, Pi), each integral has to be evaluated

separately over the three pieces and the results

summed up

a0

f ( x )dx

0dx

4dx

(0 4 0) 4

0dx

1

a n f ( x ) cos nx dx

1

4

1 4

n

2

0 sin ( nx ) 0

2 sin

n

2

8

n

sin

n

2

Dr Faye - Jan 2014

bn

f ( x ) sin nx dx

0 sin nx dx 4 sin

1

cos ( nx )

0 4

nx dx 0 sin nx dx

1

[ 0 0 0] 0

function is:

4

8

n

Sf ( x )

sin

cosnx

2 n 1 n

2

n

sin

cosnx

8

2

2

n 1

n

8

2

sin

cos3 x

sin cos2 x

2

sin cosx

2

2

3

8

cos 3x cos 5x cos 7 x

2 cos x

3

5

7

2

2

At x ,

2

2 x

x

2

04

S( )

2

2

2

40

S( )

2

2

2

representation by Fourier Series and see how

close the approximation is.

Let

y f (x)

8

y1 2 ( ) cos x

8

cos(3x )

y 2 2 ( ) cos x

3

8

cos(3x ) cos(5x ) cos(7 x ) cos(9 x )

y 3 2 ( ) cos x

3

5

7

9

Dr Faye - Jan 2014

5

f(x)

-1

-4

-3

-2

-1

4.5

4

3.5

f(x)

3

2.5

2

1.5

1

0.5

0

-0.5

-4

-3

-2

-1

4.5

4

3.5

f(x)

3

2.5

2

1.5

1

0.5

0

-0.5

-4

-3

-2

-1

End

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