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File: Fourier Series
fourier series 174 introduction in mathematics a fourier series decomposes any periodic function or periodic signal into the sum of a possibly infinite set of simple oscillating functions namely sines ...

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                          340                                                                 College Mathematics                                                                    Fourier Series                                                                                        341      
                                                                                                                                                                               5.3 Fourier Series 
                                                                                                                                                                               Definition : A series of the form 
                                                                                                                                                                                                                   ∞∞
                                                                                                                                                                                                          a0                         nππxnx
                                                                                                                                                                                                                                                                              
                                                              5.  FOURIER SERIES                                                                                                             f(x)=++abcos()sin()
                                                                                                                                                                                                                  ∑∑
                                                                                                                                                                                                                         nn
                                                                                                                                                                                                          2                            ll
                                                                                                                                                                                                                  nn==11
                                                                                                                                                                               is called a Fourier series of f(x) with period 2l in the interval       
                                                                                                                                                                               ( c, c +2l ) where l is any positive real number and  a , a , b  are 
                    5.1 Introduction                                                                                                                                           given by the formulae called Euler’s Formulae :                                                 0     n     n
                                 In various engineering problems it will be necessary to                                                                                        
                    express a function in a series of sines and cosines which are 
                    periodic functions.  Most of the single valued functions which are                                                                                                                                         1cl+2
                                                                                                                                                                                                                       a=               fx(),dx
                    used in applied mathematics can be expressed in the form.                                                                                                                                            0     l    ∫                  
                                  1                                                                                                                                                                                                 c
                                     a+acosx++axcos2 KK                                                                                                                                                                        1cl+2                     nxπ
                                       012                                                                                                                                                                             a=                f(x)cos()dx
                                  2                                                                                                                                                                                      n          ∫                                  
                                                                                                                                                                                                                               ll
                                              +bsinx++bxsin2                       KK                                                                                                                                               c
                                                   12                                                                                                                                                                          1cl+2                   nxπ
                    within a desired range of values of x.  Such a series is called a                                                                                                                                  b=               f(x)sin()dx 
                    Fourier Series in the name of the French mathematician Jacques                                                                                                                                       n         ∫
                                                                                                                                                                                                                               ll
                    Foureier (1768 - 1830)                                                                                                                                                                                          c
                                                                                                                                                                               These coefficients a , a , b  are known as Fourier coefficients. 
                                                                                                                                                                                                                  0     n     n 
                    5.2 Periodic Functions                                                                                                                                      
                    Definition :  If at equal intervals of the abscissa ‘x’ the value of                                                                                       In  particular if l = π , the Fourier series of f(x) with period 2π  in 
                    each ordinate f(x) repeats itself then f(x) is called a periodic                                                                                           the interval (c, c+2π ) is given by  
                                                                                                                                                                                                          a        ∞∞
                    function. i.e., A function f(x) is said to be a periodic function if                                                                                                                    0
                                                                                                                                                                                             f(x)=++acosnxbsinnx 
                                                                    α                                 α                                                                                                   2       ∑∑nn
                    there exists a real number                           such that f(x +                  ) = f(x) for all x.                                                                                     nn==11
                    The number α  is called the period of f(x).                                                                                                                and the Fourier coefficients are given by 
                    ∴ we have f(x) = f(x + α ) = f(x + 2α ) = f(x + 3α )                                                                                                                                                        1 c+2π
                                                                                                                                                                                                                       a=                  f(x),dx
                                              = …………………..= f(x + n α) = ………….                                                                                                                                            0     π ∫                       
                    Ex : (i) sin x = sin (x + 2π ) = sin (x +4π ) = ……………                                                                                                                                                             c
                                 .......….= sin (x + 2n  π ) = ……………                                                                                                                                                            1 c+2π
                                                                                                                                                                                                                       a=                  f()xcosnπ dx 
                    Hence sin x  is a periodic function of the period 2 π .                                                                                                                                              n     π ∫
                          (ii) cos x = cos(x + 2π ) = cos (x + 4π ) = ………                                                                                                                                                             c
                                                                                                                                                                                                                               1 c+2π
                                 ……….. = cos (x + 2n  π ) = …………….                                                                                                                                                     b=                 f(x)sinnπ dx 
                                                                                                                                                                                                                         n     π ∫
                    Hence cos x is a periodic function of the period 2 π .                                                                                                                                                           c
                                 We define the Fourier series in terms of these two periodic                                                                                   We shall derive the Euler’s formulae’ for which the following 
                    functions.                                                                                                                                                 definite integrals are required. 
                     
                                                                                                                                                                                      
                          342                                                                 College Mathematics                                                                    Fourier Series                                                                                        343      
                                       cl+2                                                                                                                                                               1cl+2
                                 (i)        dxl= 2                                                                                                                                           ∴=af()xdx                                                                                   . . 
                                        ∫                                                                                                                                                          0      l   ∫
                                         c                                                                                                                                                                    c
                                        c++22lcl                                                                                                                                                                                                                                            . (a) 
                                                     mππxmx
                                 (ii)         cosdx==sin0dx                                                                                                                                                                                                       mxπ
                                          ∫∫
                                                        ll                                                                                                                     To find a, multiply both sides of (1) by  cos                                               where m is a 
                                          cc                                                                                                                                                    n                                                                    l
                                         cl+2         mππxnx                                                                                                                   fixed positive integer and integrate w.r.t x from x= c to x= c+ 2l 
                                 (iii)  ∫ cossin0dx=  for all integers m and n                                                                                                                         cl+2
                                           c             ll                                                                                                                                                                  mxπ
                                         c++22lcl                                                                                                                                           ∴            ∫ f(x)cos                    dx 
                                                      mπxnπxmππxnx                                                                                                                                        c                     l
                                 (iv)          coscosdx==sinsin0dx  
                                           ∫∫ c++22lcl
                                                         llll                                                                                                                                                                        ∞
                                           cc a0mπxmππxnx
                                                                                                                                                                                            =+cosdxacoscos dx 
                                                                                                                                                                                                                                   ∑ n
                                                           (for all integers m and n such that m≠n)                                                                                                    ∫∫
                                                                                                                                                                                                 2                   lll
                                                                                                                                                                                                                                    n=1
                                        c++22lcl                                                                                                                                                       cc
                                                       mππxmx                                                                                                                                                                     cl+2
                                                   22                                                                                                                                                                      ∞                    mππxnx
                                 (v)          cosdx==lsin                                           dx 
                                         ∫∫    +bcossin dx 
                                                          ll                                                                                                                                                             ∑ n ∫
                                          cc                                                                                                                                                                              n=1                      ll
                                                                                                                                                                                                                                    c
                                                                                                                                                                                                                       cl+2
                                                                                                                                                                                                               ∞∞
                    5.4  Derivation of Euler’s Formulae                                                                                                                                         a0                                  mππxnx
                                                                                                                                                                                            =(0)++acoscosdxb(0) 
                                                                                                                                                                                                              ∑∑
                                                                                                                                                                                                                      nn
                                                           ∞∞                                                                                                                                    2                       ∫              ll
                                                  a                        nππxnx                                                                                                                             nn==11
                    We have                         0                                                                                                                                                                    c
                                     f(x)=++abcossin
                                                          ∑∑
                                                                 nn [Using the definite integrals (ii) and (iii) above] 
                                                   2                          ll
                                                          nn==11
                                                                                                                             . . .(1)                                                            ∞       cl+2         mππxnx
                                                                                                                                                                                            =≠acoscosdx()mn
                       To find the coefficients a , a  and b , we assume that the series                                                                                                        ∑ n ∫                                                                
                                                                    0     n            n                                                                                                        n=1        c              ll
                    (1) can be integrated term by term from x = c to x = c + 2l                                                                                                                                  cl+2           mxπ
                    To find a , integrate (1) w.r.t x from c to c + 2l.                                                                                                                                                      2
                                    0                                                                                                                                                                     +=acosdx()mn 
                                     c+++222lclcl                                                                                                                                                             m ∫
                                                        a                    ∞                      nxπ                                                                                                            c               l
                                                          0                                       
                                 ∴f(x)=+1dxacos                                                               dx  
                                                                            ∑ n                                                                                                   ∞
                                       ∫∫∫
                                                         2                                             l
                                                                             n=1                  
                                       ccc                                                                                                                                                                      
                                                                                                                                                                               =+a(0)al()
                                                                             ∞      cl+2                                                                                           ∑ nm
                                                                                                    nxπ                                                                            n=1
                                                                         +       bsin()dx
                                                                           ∑ n ∫                      l                                                                                                  [Using the definite integrals (iv) and (v) above] 
                                                                            n=1        c                                                                                        
                                                  a                ∞∞
                                                     0                                                                                                                         = al() 
                                              =(2l)++ab(0)(0)                                                                                                                        m
                                                                  ∑∑
                                                   2                     nn                                                                                                                   cl+2
                                                                  nn==11                                                                                                                   1                        mxπ
                                                                                                                                                                               ∴=af(x)cos                                    dx 
                                              =al()(using the definite integrals (ii) above)                                                                                         m          ∫
                                                    0                                                                                                                                       ll
                                                                                                                                                                                                c
                                                                                                                                                                               Changing m to n we get  
                                                                                                                                                                                      
                          344                                                               College Mathematics                                                                 Fourier Series                                                                                     34    5 
                                           1cl+2                   nxπ                                                                                                                1cl+2                  nxπ
                                  a=                f(x)cos               dx                                               …(b)                                                b=              f(x)sin               dx                                                  
                                     m         ∫                                                                                                                                 n         ∫
                                           ll                                                                                                                                          ll
                                                c                                                                                                                                          c
                                                                                                            mxπ                                                                                                                                                                       (b) 
                                To find b , multiply both sides of (1) by  sin                                       where m 
                                                n                                                              l                                                          Thus the Euler’s formulae (a), (b), (c) are proved. 
                   is a fixed positive integer and integrate w.r.t x from x = c to                                                                                         
                   x= c+ 2l                                                                                                                                               Cor. 1 : In particular if  l = π  and c = 0,  we get the Fourier series  
                              cl+2                                                                                                                                                                  a        ∞∞
                                                   mxπ                                                                                                                                                0
                                                                                                                                                                                        f(x)=++acosnxbsinnx 
                   ∴            ∫ f(x)sin                   dx                                                                                                                                       2      ∑∑nn
                                c                     l                                                                                                                                                     nn==11
                                         c++22lcl                                                                                                                         where the Foureir coefficients are given by 
                                                                      ∞
                                    a0              mπxmππxnx                                                                                                                                   12π
                                =+sindxasincos dx 
                                                                     ∑ n
                                           ∫∫ a=f(x),dx
                                     2                  lll                                                                                                                              0          ∫                
                                                                      n=1
                                           cc π0
                                                              ∞      cl+2         mππxnx                                                                                                           2π
                                                          +∑bsinsin                                      dx                                                                                     1
                                                                   n   ∫                                                                                                               a=              f(x)cosnπ dx  
                                                             n=1       c             ll                                                                                                  n     π ∫
                                                                                         cl+2                                                                                                       0
                                                 a              ∞∞mππxnx                                                                                                                           2π
                                                   0                                                                                                                                           1
                                             =(0)++a(0)bsinsin                                                             dx  
                                                              ∑∑
                                                                      nn
                                                                                           ∫                                                                                           b=              f(x)sinnπ dx 
                                                  2            nn==11ll                                                                                                                  n         ∫
                                                                                           c                                                                                                   π 0
                                             [Using the definite integrals (ii) and (iii) above]                                                                           
                                     ∞       cl+2        mππxnx                                                                                                           Cor. 2:  In the above formulae if  l =π  and  c=−π , we get the 
                                =≠asinsindx()mn
                                    ∑ n ∫                   ll                                                                                                            Fourier series  
                                    n=1        c
                                                                 cl+2                                                                                                                               a        ∞∞
                                                                             mππxnx                                                                                                                   0
                                                                                                                                                                                        f(x)=++acosnxbsinnx 
                                                          +=bsinsindx()mn                                                                                                                                   ∑∑nn
                                                              m ∫               ll                                                                                                                   2      nn==11
                                                                   c                                                                                                      where the Fourier coefficients are given by 
                                              cl+2          mxπ
                                                         2                                                                                                                                                  1 π
                                =+0bsin                             dx        
                                           m ∫                                                                                                                                                      a=              fx(),dx
                                                c              l                                                                                                                                      0     π ∫                    
                                             [Using the definite integrals (iv) above]                                                                                                                          −π
                                =bl() [using the definite integral (v)]                                                                                                                                     1 π
                                     m                                                                                                                                                              a=              f(x)cosnπ dx  
                                                                                                                                                                                                      n     π ∫
                               1cl+2                  mxπ                                                                                                                                                       −π
                   ∴=bf(x)sin                                  dx                                                                                                                                               π
                         m          ∫                                                                                                                                                                       1
                                ll
                                    c                                                                                                                                                               b=              f(x)sinnπ dx 
                                                                                                                                                                                                      n     π ∫
                   Changing m to n we get                                                                                                                                                                       −π
                                                                                                                                                                                 
                          346                                                                 College Mathematics                                                                    Fourier Series                                                                                        347      
                                                                                                                                                                               5.7  Even and odd functions 
                    5.5 Conditions for a Fourier series expansion                                                                                                                     A function f(x) is said to be even if f(-x) = f(x)  ∀xin the 
                                 It should not be mistaken that every function can be                                                                                          given interval (c, c + 2l) and a  function f(x) is said to be odd if  
                    expanded as a Fourier series.  In the above formulae we have only                                                                                          f(-x) = -f(x)  ∀xin the given interval (c, c + 2l) 
                    shown that if f(x) is expressed as a Fourier series, then the Fourier                                                                                       
                    coefficients are given by Euler’s formula.  It is very cumbersome                                                                                          5.7.1 Tests for even and odd mature of a function 
                    to discuss whether a function can be expressed as a Fourier series                                                                                                      If f(x) is defined by one single expression, f(-x) = f(x) 
                    and to discuss the convergence of this series.  However the                                                                                                implies f (x) is even and f(-x) = -f(x) implies f(x) is odd.  If f(x) is 
                    following condition called Dirichlet’s condition cover all                                                                                                 defined by two or more expressions on parts of the given interval 
                    problems.                                                                                                                                                  with 0 as the mid point, f(-x) from the function as defined on one 
                                                        ∞∞                                                                                                                     side of 0 = f(x) from the corresponding function as defined on the 
                                              a0                        nππxnx
                                                                                                             
                                  f(x)=++abcossin
                                                       ∑∑
                                                              nn other side, implies f(x) is even. 
                                               2                           ll
                                                       nn==11                                                                                                                               f(-x) from the function as defined on one side of 0 = -f(x) 
                    provided                                                                                                                                                   from the corresponding function as defined on the other side, 
                          (i)          f(x) is bounded                                                                                                                         implies f(x) is odd.  
                          (ii)         f(x) is periodic, single – valued and finite                                                                                             
                          (iii)        f(x) has a finite number of discontinuities in any one                                                                                  Examples : 
                                       period.                                                                                                                                                     2
                          (iv)         f(x) has at the most a finite number of maxima and                                                                                      (1)  f(x) = x + 1 in (-1, 1) 
                                                                                                                                                                                                               2              2
                                       minima.                                                                                                                                              f(-x) = (-x)  + 1 = x + 1 = f(x) 
                                                                                                                                                                               ∴ f(x) is even. 
                          These conditions are called  Dirichlets conditions.  In fact                                                                                          
                                                                                                                                                                                                   3
                          expressing a function f(x) as a Fourier series depends on the                                                                                        (2)  f(x) = x  in (-1, 1)  
                                                                                                                                                                                                        3           3
                          evaluation on the definite integrals                                                                                                                        f(-x) = (-x )  =- x  = - f(x) 
                                 1                     nxπ                   1                     nxπ                                                                         ∴    f(x) is odd. 
                                    ∫ f(x)cos                  dx  and           ∫ f(x)sin                 dx                                                                   
                                  llπ l                                                                                                                                                            x+−1in (π,0)
                          within the limits c to c + 2l, 0 to 2π  or -π  to π  according as                                                                                    (3)   fx()=                                          
                                                                                                   π             π π                                                                                x−1in (0,)π
                          f(x) is defined for all x in (c, c + 2l) (0, 2                              ) or (-        ,    ) 
                                                                                                                                                                                             f(−x)in (0,ππ)=−−xx1(=−+1)=−−fx()in(,0)  
                    5.6  Interval with 0 as mid point                                                                                                                          ∴ f(-x) = -f(x) 
                           If c =  -l   then the interval (c, c + 2l) becomes (-l,  l)  and                                                                                    ∴ f(x) is odd 
                    further if c =  -π , the interval becomes (-π ,π ).  These intervals                                                                                        
                    have 0 as the mid point.  For functions defined in such intervals,                                                                                         5.7.2 Fourier coefficients when f(x) is even and odd 
                    we consider the effect of changing x to –x and classify them as                                                                                             
                    even and odd functions.                                                                                                                                    From definite integrals, we have 
                            
                                                                                                                                                                                      
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...Fourier series introduction in mathematics a decomposes any periodic function or signal into the sum of possibly infinite set simple oscillating functions namely sines and cosines complex exponentials study is branch analysis were introduced by joseph for purpose solving heat equation metal plate partial differential prior to s work there was no known solution general situation although particular solutions if source behaved way sine cosine wave these are now sometimes called eigen idea model complicated as superposition linear combination waves write corresponding this original motivation solve it later became obvious that same techniques could be applied wide array mathematical physical problems has many applications electrical engineering vibration acoustics optics processing image quantum mechanics econometrics thin walled shell theory etc named honour who made important contributions trigonometric after preliminary investigations leonhard euler jean le rond d alembert daniel berno...

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