Mathematical methods in the physical sciences 3rd edition Mary L.

Boas

Chapter 7 Fourier Series (Fourier )

Lecture1 Periodic function

Lecturer: Lee, Yunsang (Physics)

Baird-Hall 01318
ylee@ssu.ac.kr
02-820-0404

1. Introduction
Problems involving vibrations or oscillations occur frequently in physics
and engineering. You can think of examples you have already met: a vibrating
tuning fork, a pendulum, a weight attached to a spring, water waves, sound waves,
alternating electric currents, etc. In addition, there are many more examples which
you will meet as you continue to study physics. On the other hand, Some of them
for example, heat conduction, electric and magnetic fields, light do not appear
in elementary work to have anything oscillatory about them, but will turn out in
your advanced work to involve the sine and cosines which are used in describing
simple harmonic motion and wave motion.
It is why we learn how to expand a certain function with Fourier series
consisting of infinite sines and cosines.

2. Simple harmonic motion and wave motion: periodic functions

( ; )
1) Harmonic motion ( )
- P moves at constant speed around a circle of radius A.
- Q moves up and down in such a way that its y coordinate is always equal to
that of P.

The back and forth motion of Q

simple harmonic motion

For a constant circular motion,

2
t ,
(
2f ) : angular velocity
T
y coordinate of Q (or P): y A sin A sin t
3

2) Using complex number ( )

The x and y coordinates of P:
x A cos t , y A sin t

Then, it is often convenient to use the complex notation.

In the complex plane, z x iy A(cos t i sin t )
Ae it

(Position of Q: imaginary part of the complex z)

dz d
( Ae it ) Aie it Ai (cos t i sin t )
Velocity:
dt dt
imaginary part velocity of Q

3) Periodic function ( )
i) Functional form of the simple harmonic motion:
A sin t or A cos t , A sin(t )

cf. phase difference or different choice of the origin

Displacement
Time

ii) Graph
a. Time (simple harmonic motion)
period: T
Displacement

Time

amplitude

y A sin t
dy
A cos t B cos t
dt
1 dy
m
Kinetic energy:

2 dt

1
mB 2 cos 2 t
2

Total energy
1
2
2 2
2 2
(kinetic+ potential = max of kinetic E) = mB A A f
2
6

b. Distance (wave)
y A sin

2x

y A sin

2
2v
2
( x vt ) A sin
x
t

distance

Wavelength:

cf . T

1
, f
v
T

c. Arbitrary periodic function (like wave)

f ( x p) f ( x)
p : period (or wavelength)

3. Applications of Fourier Series (Fourier )

- Fundamental (first order): sin t , cos t
- Higher harmonics (higher order): sin( nt ), cos(nt )
- Combination of the fundamental and the harmonics complicated periodic
function. Conversely, a complicated periodic function the combination of the
fundamental and the harmonics (Fourier Series expansion).

ex) Periodic function

-What a-c frequencies (harmonics) make up a given signal and in what

proportions?
We can answer the above question by expanding these various periodic
functions with Fourier Series.

1
sin x sin 2 x sin 3x
3

sin x, sin 2 x, sin 3 x

0

Intensity

10

15

20

10

15

20

sin x
0

10

15

20

1
sin x sin 2 x
2
0

10

10

15

15

20

20

1
sin x sin 2 x sin 3x
3
1
sin x sin 2 x sin 3x sin 10 x
10

10

15

20

10

4. Average value of a function

( )
1) average value of a function

With the interval x

ba
n

' Approximate' average of f ( x) on (a, b)

f ( x1 ) f ( x2 ) f ( x3 ) f ( xn ) f ( x1 ) f ( x2 ) f ( x3 ) f ( xn ) x

n
nx
When nx b a, n , & x 0, (concept of integration)
Average of

f ( x) on (a, b)

f ( x)dx
ba

11

2) Average of sinusoidal functions ( )

sin 2 xdx cos 2 xdx.

Similarly (for n 0),

sin 2 nxdx cos 2 nxdx

Using sin 2 nx cos 2 nx 1,

sin

nx cos 2 nx dx dx 2

sin nxdx cos 2 nxdx

2

Average value (over a period) of sin 2 nx (or cos 2 nx)

1

1
sin
nxdx

cos 2 nxdx

1
2

cf . cos 2 x cos 2 x sin 2 x

sin 2 x

1 cos 2 x
1 cos 2 x
, cos 2 x
2
2

12

Graph of sin2 nx
1.0
0.5

sin2x

0.0

-0.5
1.0
0.5

sin22x

0.0

-0.5
1.0
0.5

sin23x

0.0
-0.5
1.0

sin24x

0.5
0.0
-0.5
1.0

sin25x

0.5
0.0
-0.5

13

Mathematical methods in the physical sciences 3rd edition Mary L. Boas

Chapter 7 Fourier Series

Lecture 2 Basic of Fourier series

Lecturer: Lee, Yunsang (Physics)

Baird-Hall 01318
Email: ylee@ssu.ac.kr
Tel: 02-820-0404

14

5. Fourier coefficients (Fourier )

We want to expand a given periodic function in a series of sines and cosines.
[First, we start with sin(nx) and cos(nx) instead of sin(nt) and cos(nt).]
- Given a function f(x) of period 2,
f ( x)

1
a0 a1 cos x a2 cos 2 x a3 cos 3 x
2
b1 sin x b2 sin 2 x b3 sin 3 x ,

We need to determine the coefficients!!

15

In order to find formulas for an and bn, we need the following integrals on (-, )
1) Average value of sin mx cos nx (over a period) (m, n : integer)

1
2

sin mx cos nxdx

1
2

1
2 sin m n x sin m n x dx 0

cf.

sin nx dx 0

(n : integer)

1
sin sin
2
1
cos sin sin sin
2
1
cos cos cos cos
2
1
sin sin cos cos
2
sin cos

16

2) Average value of sin mx sin nx (over a period)

1

sin mx sin nxdx

0, m n

1
2

cf.

1
cos m n x cos m n x dx 1 , m n 0
2
2
0, m n 0

cos nx dx 0,

for interger n 0.
1
sin sin
2
1
cos sin sin sin
2
1
cos cos cos cos
2
1
sin sin cos cos
2
sin cos

17

3) Average value of cosmx cos nx (over a period)

1
2

cos mx cos nxdx

0, m n

1
2

1
1

cos
m

n
x

cos
m

n
x
dx

, mn0
2
2
1, m n 0

1
sin sin
2
1
cos sin sin sin
2
1
cos cos cos cos
2
1
sin sin cos cos
2
sin cos

18

Using the above integrals, we can find coefficients of Fourier series by calculating
the average value.
f ( x)

1
a0 a1 cos x a2 cos 2 x a3 cos 3 x
2
b1 sin x b2 sin 2 x b3 sin 3 x ,

i-1) To find a_o, we calculate the average on (-,)

1
2

a 1
f ( x)dx 0
2 2
1
b1
2

1
dx

a
1

1
cos
xdx

a
2

1
sin
xdx

b
2

cos 2 xdx

sin 2 xdx

1
f ( x)dx a0

19

i-2) To find a_1, we multiply cos x (n=1) and calculate the average on (-,).
1

1
2

a0 1
1
1
f ( x) cos xdx
cos
xdx

a
cos
x
cos
xdx

a
1
2
2 2
2
2
1
1
b1
sin
x
cos
xdx

b
sin 2 x cos xdx
2

2
2

cos x

cos 2 x cos xdx

1
f ( x) cos xdx a1.

0, m n
cf .

1
2

1
, mn0
2

cos mx cos nxdx

1, m n 0

20

i-3) To find a_2, we multiply cos 2x (n=2) and calculate the average on (-,).
1

1
2

a0 1
1
1
f ( x) cos 2 xdx
cos
2
xdx

a
cos
x
cos
2
dx

a
1
2
2 2
2
2
1
1
b1
sin
x
cos
2
xdx

b
sin 2 x cos 2 xdx
2

2
2

cos 2 x

cos 2 2 xdx

1
f ( x) cos 2 xdx a2 .

0, m n
cf .

1
2

1
, mn0
2

cos mx cos nxdx

1, m n 0

21

i-4) To find a_n, we multiply cos nx and calculate the average on (-,).
1

1
2

cos nx

1
2
f ( x) cos nxdx an
cos
nxdx
2
1
b1
sin x cos nxdx

1
f ( x) cos nxdx an .

0, m n
cf .

1
2

1
, mn0
2

cos mx cos nxdx

1, m n 0

22

ii-1) To find b_1 and b_n, (cf. n=0 term is zero), we multiply the sin x (n=1) or
sin nx and calculate the average on (-,).
1

1
2

f ( x) sin xdx
b1

1
2

a0 1
2 2

sin xdx a1

sin 2 xdx b2

1
2

1
2

cos x sin dx a2

1
2

sin nx

cos 2 x sin xdx

sin 2 x sin xdx

1
f ( x) sin xdx b1.
2

Similarly,

1
f ( x) sin nxdx bn

0, m n
cf .

1
2

1
, mn0
2

sin mx sin nxdx

0, m n 0

23

## Fourier series expansion

f ( x)

1
a0 a1 cos x a2 cos 2 x a3 cos 3 x
2
b1 sin x b2 sin 2 x b3 sin 3 x .

an

1
f x cos nxdx,

bn

1
f x sin nxdx

24

 0, x 0,
f ( x)
1, 0 x .

Example 1.

an

1
f ( x) cos nxdx

0 cos nxdx

1 cos nxdx

1 1
sin nx 0
n
0

1
cos nxdx
0
1
1

for n 0
for n 0.

25

bn

1
f ( x) sin nxdx

0 sin nxdx 1 sin nxdx

1
1 cos nx
sin nxdx
0

n
0

n
f ( x)

1
(1) n 1
n

for even n
for odd n.

1 2 sin x sin 3 x sin 5 x

.
2 1
3
5

26

 0, x 0,
1, 0 x .

f ( x)

f ( x)

1 2 sin x sin 3 x sin 5 x

.
2 1
3
5

9% overshoot
: Gibbs phenomenon

27

Example 2.

- case i
1

g x 2 f x 1
f ( x)

1 2 sin x sin 3 x sin 5 x

.
2 1
3
5

4 sin x sin 3 x sin 5 x

1
3
5

- case ii
1

h x f x
2

1 2 sin x 2 sin 3 x 2 sin 5 x 2

2
1
3
5

1 2 cos x cos 3x cos 5 x

2 1
3
5

28

6. Dirichlet conditions (Dirichlet )

: convergence problem ( )
Does a Fourier series converge or does it converge to the values of f(x)?
-Theorem of Dirichlet:
If f(x) is
1) periodic of period 2
2) single valued between - and
3) a finite number of Max., Min., and discontinuities
4) integral of absolute f(x) is finite,
then,
1) the Fourier series converges to f(x) at all points where f(x) is continuous.
2) at jumps (e.g. discontinuity points), converges to the mid-point of the jump.

29

7. Complex form of Fourier series (Fourier )

einx e inx
sin nx
,
2i

einx e inx
cos nx
.
2

Using these relations, we can get a series of terms of the forms e^inx and e^inx from the forms of sin nx and cos nx.

30

f ( x)

1
a0 a1 cos x a2 cos 2 x a3 cos 3 x
2
b1 sin x b2 sin 2 x b3 sin 3 x

eix e ix
e 2ix e 2ix
e3ix e 3ix
1
a2
a3

a0 a1
2
2
2
2

eix e ix
e 2ix e 2ix
e3ix e 3ix
b2
b3

b1
2i
2i
2i

1
a b
a b
a b
a b
a0 1 1 eix 1 1 e ix 2 2 e 2ix 2 2 e 2ix
2
2 2i
2 2i
2 2i
2 2i

c0 c1eix c1e ix c2e 2ix c 2e 2ix

c e

inx

31

f ( x)

c e

Here,

inx

cn

1
2

f ( x)e inx dx

eimx einx dx ei ( m n ) x dx cos(m n) x i sin( m n) xdx

This integral is non - zero only if m n cos m n x 0.
cf . an

f ( x) cos nxdx,

bn

f ( x) sin nxdx

32

Example.

0, x 0,
1, 0 x .

f ( x)

Expanding f(x) with the e^inx series,

1
cn
2

inx

1
0 dx
2

e inx 1 dx

1
,
1

in

e
1 in

in
0,
0
1
1
1
c0
f

dx

dx

.
2
2 0
2
1 e inx

2 in

1
cn
2

f ( x )e

inx

dx

n odd
n even 0,

33

Then,

f ( x) cn e

inx

1 1

2 i

eix e3ix e5ix

1 e ix e 3ix e 5ix

3
5
5
1
i 1 3

(converting with sinusoidal functions)

1 2
1 2 eix e ix 1 e3ix e 3ix
1

sin x sin 3 x
2
2i
3
2i
3

The same with the results of Fourier series with sines and cosines!!

34

Mathematical methods in the physical sciences 3rd edition Mary L. Boas

Chapter 7 Fourier Series

Lecture 3 Fourier series

Lecturer: Lee, Yunsang (Physics)

Baird-Hall 01318
ylee@ssu.ac.kr
02-820-0404

35

8. Other intervals ( )
1) (-, ) and (0, 2 ).
- Same Fourier coefficients for the interval (-, ) and (0, 2 ).
1
1 2
an f ( x) cos nxdx f ( x) cos nxdx

0
1
1 2
bn f ( x) sin nxdx f ( x) sin nxdx

0
1
1 2
inx
cn
f ( x)e dx
f ( x)e inx dx

2
2 0
(Proof)

f ( x) cos nxdx f ( x) cos nxdx

f ( x ) cos nxdx f ( x) cos nxdx

Here,

f ( x) cos nxdx

f ( x) cos nxdx
f ( x) cos nxdx

f ( x) cos nxdx

f ( x), cos nx : periodic function with 2 .

36

(Caution)

Different periodic functions made from the same function,

- same function f(x) = x^2
- different periodic with respect to the intervals, (-, ) and (0, 2 ).

37

2) period 2 vs. 2l
- Other period 2l [(0, 2l) or (-l, l)], not 2 [(0, 2) ]
sin nx 2
nx
nx inx / l
sin
(or cos
,e
) 2l
l
l
1
1 l

2
2l l

38

For f(x) with period 2l,

i) sinusoidal
a0
x
2x
a1 cos a2 cos

2
l
l
a0
nx
nx
an cos
bn sin
.
2
l
l
1
f ( x)

1 l
nx
an f ( x) cos
dx,
l l
l

b1 sin

x
2x
b2 sin

l
l

1 l
nx
bn f ( x) sin
dx.
l l
l

ii) complex

f ( x) c n einx / l .

cn

1 l
inx / l
f
(
x
)
e
dx.

l
2l

39

Example.

0, 0 x l ,
f ( x)
1, l x 2l

- period 2l

Using the complex functions as Fourier series,

1 2l
inx / l

f
x
e
dx

0
2l
1 l
1 2l
0 dx 1 e inx / l dx
2l 0
2l l

cn

1 e inx / l

2l in / l

2l

e 2in e in
2in
0,

1 e in
2in

even n 0,

1
,
in

odd n,

c0

1 2l
1
dx

l
2l
2

40

Then,

1 1 ix / l
1
1

e
e ix / l e 3ix / l e 3ix / l
2 i
3
3

1 2
x 1
3x

sin sin
.
2
l 3
l

f ( x)

41

9. Even and odd functions ( , )

1) definition
f ( x) is even if f ( x) f ( x)

f ( x) is odd if f ( x) f ( x)

42

- Even powers of x even function, and odd powers of x odd function.

- Any functions can be written as the sum of an even function and an odd function.
1
1
f ( x) f ( x) f ( x) f ( x) f ( x)
2
2
x
ex. e

1 x x 1 x x
(e e ) (e e ) cosh x (even) sinh x (odd)
2
2

43

2) Integration
Integral over symmetric intervals like (-, ) or (-l, l)

f ( x)dx

if f ( x) is odd,
l

2 0 f ( x)dx if f ( x) is even.

44

- In order to represent a f(x) on interval (0, l) by Fourier series of period 2l,

we need to have f(x) defined on (-l, 0), too.
- We can expand the function on (-l, 0) to be even or odd on (-l, 0).
Anything is OK!!

45

3) Fourier series
a0
nx
nx
f ( x) an cos
bn sin

2
l
l
1

- Cosine function: even,

Sine function: odd.

- If f(x) is even,
the terms in Fourier series should be even. b_n should be zero.
- If f(x) is odd,
the terms in Fourier series should be odd. a_n should be zero.
an 0

If f ( x) is odd,
2 l
nx
b

f
(
x
)
sin
dx.
n l 0
l

2 l
nx
f
(
x
)
cos
dx,

0
If f ( x) is even,
l
l
bn 0.

an

46

- How to represent a function on (0, 1) by Fourier series

1) sine-cosine or exponential (ordinary method) (period 1, l=1/2)
2) odd or even function (period 2, l=1)
(caution) different period!!

47

Example

0 x

0,

1
2

f ( x)

1,

1
2

x 1

(a) odd function (period 2)

Fourier sine series.

(b) even function (period 2)

Fourier cosine series.
(c) original function (period 1)
Ordinary sine-cosine,
or exponential

48

(a) Fourier sine series (using odd function with period 2, l = 1)

an 0

If f ( x) is odd,
2 l
nx
b

f
(
x
)
sin
dx.
n l 0
l
1/ 2
2 1
bn f ( x) sin nxdx 2 sin nxdx
0
l 0

2
2
n
1/ 2

cos nx 0
cos
1 ,

n
n
2

cos

1
,

2
,

1
,
0
,

for
n

1
,
2
,
3
,
4
,

b1

2
4
2
0
, b2
, b3
, b4
,

2
3
4

f ( x)

2
2 sin 2x sin 3x sin 5x 2 sin 6x

sin

2
3
5
6

49

(b) Fourier sine series (using odd function with period 2, l = 1)

2 l
nx
f
(
x
)
cos
dx,

0
If f ( x) is even,
l
l
bn 0.

an

1/ 2

a 0 2 f ( x)dx 2 dx 1,

2
2
n
1/ 2
sin nx 0
sin
.
0
n
n
2
1 2 cos x cos 3x cos 5x

f ( x)

2
1
3
5

an 2 f ( x) cos nxdx

50

(c) Ordinary Fourier series

i) exponential
1

1/ 2

cn f ( x)e 2inx dx

e 2inx dx

1
1 e
1 ( 1)
in ,

2in
2in
0,

in

c0

1/ 2

n odd,
n even.

dx 12 .

1 1 2in
(e e 2in 13 e 6in 13 e 6in )
2 i
1 2
sin 6x
(sin 2x
).
2
3
f ( x)

51

ii) sine-cosine
1

1/ 2

a0 2 f ( x )dx 2 dx 1
1/ 2

an 2 cos 2nxdx 0.
0

1/ 2

b1

2
,

b 2 0,

1
1
(1 cos n )
1 (1) n .
n
n
2
b3
, b 4 0,
3

bn 2 sin 2nxdx

52

10. Application to sound ( )

- odd function
- period = 1/262

1 / 524

bn 2(524)

p (t )

1
4

p(t ) sin 524ntdt

2 15
n
7

1 cos n
cos
n
8
2
8

sin 524t 30 sin(524 2t ) sin(524 3t )

1
2
3

sin(524 5t ) 30 sin(524 6t ) sin(524 7t )

5
6
7

53

- Intensity of a sound wave is proportional to the average of the square of

amplitude, A2.
n

10

relative
=
intensity

225

1/9

1/25

25

1/49

1/81

- Second harmonics is dominant!!

54

Mathematical methods in the physical sciences 3rd edition Mary L. Boas

Chapter 7 Fourier Series

Lecture 4 Fourier Transform

Lecturer: Lee, Yunsang (Physics)

Baird-Hall 01318
ylee@ssu.ac.kr
02-820-0404
55

11. Parsevals theorem (completeness relation)

(Parsevals ; )

f ( x) a0 an cos nx bn sin nx
1
2

Average of f ( x)
2

1
2

f
(
x
)
dx ?

Hint
1) average of (1/2a_0)^2 = (1/2a_0)^2
2) average of (a_n cos nx)^2) = a_n^2* 1/2
3) average of (b_n sin nx)^2 = b_n^2 * 1/2.
4) average of all cross product terms, a_n*b_m*cos nx*sin mx, = 0.
Average of f ( x) a0
2

1
2

1 2 1 2
an bn
2 1
2 1

Similarly, average of f ( x) cn
2

- Parsevals theorem or completeness relation

- The set of cos nx and sin nx is a complete set!!
56

12. Fourier Transforms (Fourier )

- Periodic function Fourier series with discrete frequencies

f x cn e

inx / l

1 l
cn f x e inx / l dx
2l l

(Fourier series expansion)

- What happens for non-periodic function?

Fourier transform with continuous frequencies

f x g e d ,
i x

1
g
2

f x e ix dx.

(Fourier transform)

cf. Fourier series vs. Fourier transform

d ,

n
,
l

1 l
1
dx

2l l
2

57

- Conversion of the Fourier series to the Fourier transform

f x cn ei n x , (

cn

n , )
l
l

1 l

i n x
f

e
dx

2l l
2

f x
2

f u e i n u du. ( to avoid the confusion)

f u e i n u du ei n x

f ue

i n x u

1
du
2

i n x u

,
where
F

f
u
e
du.
n
n

F f u ei x u du
l

f x

1
2

1
g
2

F d
f xe

ix

1
2

1
dx
2

f u ei x u dud

1
2

e ix d

f u e iu du.

f u e iu du ,

f x g eix d .

58

- Fourier sine/cosine transforms

e ix cos x i sin x
1
g
2

f x cos x i sin x dx

For odd f x ,
1
g
2

i
f x i sin x dx

f x sin xdx.
0

g g , odd g .

Similarly,

f x g e dx 2i g sin xd .

i x

59

i) Fourier Sine Transform,

2
fs x
g s sin xd ,
0
gs x

2
f s x sin xdx.

ii) Fourier Cosine Transform,

fc x

2
g c cos xd ,

2
gc x
f c x cos xdx.

60

Example 1.
1, 1 x 1,

f x

0, x 1,

1
2

f x e ix dx

1 e i x
i x
1e dx 2 i
1

1 e i ei sin

.
2i

sin ix
1 sin cos x i sin x
2 sin cos x
e dx
dx
d

f x

61

Example 2.
1, 1 x 1,

f x

0, x 1,

sin cos x

f
x

2
0

For x 0,

for x 1,

for x 1

for x 1.

sin

d .

62

- Parsevals Theorem for Fourier integrals

1
g~1
2

~
f1 x eix dx.

~ g d 1
g
1 2
2

1
2

~
f1 x dx

i x

~ g a d 1
g
1 2
2

1
g

e
d

~
ix

f
x
e
dx g 2 d .
1

1
g d
2
2

~
f1 x f 2 x dx

~
f1 x f 2 x dx.

f x dx.
2

cf.

average of f ( x) cn
2

63

- Various Fourier transforms

64

- Michelson interferometer

65

HW
Chapter 7
2-3, 9, 13, 18 (G1)
5-1, 7 (G2)
7-1 (G3)
9-1,6,7 (G4)

66