2006 Bre; Fourier.pdf

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Transcript of 2006 Bre; Fourier.pdf

  • MiliyonNew Stamp

  • Table of contents

    Page

    Acknowledgments.ii

    Objective.i

    1. Chapter one: Fourier series

    1.1 Introduction1

    1.2 Periodic function......2

    1.3 Periodic function of odd and even function2

    1.4 Fourier sine series.........................................3

    1.5 Fourier cosine series..6

    1.6 Fourier series of odd and even function.9

    1.7 Fourier series11

    1.8 Convergence theorem of Fourier series.14

    1.9 Dirichlets theorem of Fourier series15

    1.10 Half rang of Fourier series..16

    1.11 Half rang of Fourier sine and cosine series..17

    1.12 Reference20

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    Acknowledgments

    First, I would like to thank my advisor Ato Waredewu

    Worku for this advisor and Guide me how to prepare this

    paper. Next, I would like to thank my parents and all of my

    sisters and brothers for their financial support and for their

    advice.

    Finally, I would like to thank all of my friends who helped me

    in any time during the preparation of this paper.

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    The objective of this project

    The main object of Fourier series is:

    . To find the Fourier series representation of period

    function

    . To express any periodic function in the finite number of

    sequence of function where the sequence of function are

    convergence or non convergence

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    Chapter one: Fourier series

    1.1 Introduction

    In, mathematical, A Fourier series decomposes a periodic functions or periodic

    signals in to the sum of (a possibly infinitely) set of simple oscillating functions

    namely the sine function and cosine function.

    The study of Fourier series is a branch of pure mathematics which is called Fourier

    analysis.

    The idea of a Fourier series is that any function f(x) that is periodic on the interval

    (- )of period 2that means f(x +2n) = f(x) for all n. can be decomposed

    into the general form of sin() and cos() then generally the concept of

    Fourier series is that representing the periodic function f(x) in the form of:

    f(x) =

    + cos

    + sin

    where L is the period. And

    , are called the Fourier coefficients of the function.

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    1.2 periodic functions

    The first topic we need to discuss is that of a periodic function. Function f is said

    to be periodic with period T (T being anon zero constant) if we have.

    f(X+T) =f(X) for all x.

    Lets do that

    (f + g)(X +T) = f(X + T) + g(X + T) = f(X) + g(X) = (F + g)(X) ()(X + T) = f(X + T) g(X + T) = f(X)g(X) = (fg)(X)

    EXAMPLE1: For example, the sine function is periodic with period 2, since

    Sin(x +2) = sin

    For all values of x this function rerates on intervals of length 2.

    1.3. Periodic function of odd and even function

    1.3.1 Even functions

    Let f(x) is a real valued function of areal variable .the f is even if the following

    equation holds for all x and x in the domain of f:

    f(X) =f(-X)

    Examples of even function are||, , cosand and cosh(x)

    1.3.2 Odd function

    Again let f(x) is area valued function of area variable. Then f is odd if the following

    equation holds for all x and x in the domain of f:

    f(-x) =-f(x) or f (-x) + f(x) = 0

    Example of odd functions are x,,sin, sinh(x).

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    1.4 Fourier sin series

    Lets instead think back to our calculus class where we looked at Taylor series.

    With Taylor series we wrote a series representation of a function, f(x), as a series

    whose terms where powers of x a for some x = a with some condition we were

    able to show that,

    () = ()()

    !

    ( )

    And that the series will converge to f(x) on | |< for some R that will be

    dependent upon the function itself. The is nothing wrong with this, but it does

    require the derivatives of all orders exist at x = a or in other words ()()

    exists for

    n = 0, 1, 2, 3, . . . . . . . Well start thing of f by assuming that the function ,f(x) ,we

    want to write a series representation for is an odd function (i.e. f(-x) = -f(x)

    ).Because f(x) is odd it make sense that should be able to write a series

    representation for this in terms of sines only (since they are also odd function ).

    What well try to do here is write f(x) as the following series s representation,

    called a Fourier sin series, on L .

    sin()

    The question now is how to determine the coefficients, in the series. Lets start

    with the series above and multiply both sides by sin( )

    where m is a fixed

    integer m the range {1, 2, 3 . . .}.Inn other words we multiply both sides by any of

    the sines in the set of sines that we are working with here .doing this gives,

    f(x)sin( )

    =

    sin

    ()

    sin

    ( )

    Now lets integrate both sides of this from x = -L to x =L

    ()

    sin

    d x

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    =

    sin

    sin

    dx

    Doing this gives and factoring the constant, out of the integral gives.

    ()

    sin

    =

    sin

    sin

    dx

    = sin

    sin

    dx

    We will use the fact that {sin

    }

    do to the orthogonal set on the interval -

    L and that,

    sin

    sin

    d x =

    0

    =

    Compute the value of the integral all but one of the integrals will be zero. The

    only none zero integral will come when we have n=m in which case the integral

    has the value of L. Therefore, the only none zero term in the series will come

    when we have n=m and our equation becomes,

    ()

    sin

    d x = L

    Finally all we need to do is dividing by L and we know have an equation for each

    of the coefficients.

    =

    ()

    sin

    d x m = 1, 2, 3

    Next, note that because we are integrating two odd functions the integrand of

    this integral is even and so we also know that,

    =

    ()

    sin

    d x m = 1, 2, 3

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    Summarizing all this work up the Fourier sine series of an odd function f(x) on -

    L is gives by,

    f(x) = sin

    =

    ()

    sin

    d x n = 1, 2, 3

    = ()

    sin

    d x n = 1, 2, 3.

    Example1. Find the Fourier sine series for f(x) = L x on 0

    Solution: the really isnt much to do have other than computing the coefficients

    so here they are,

    =

    ()

    sin

    d x

    =

    ( )

    sin

    d x

    =

    sin

    ( )cos

    =

    ( sin())

    =

    In the simplification process dont that n is an integer. So, with the coefficient we

    get the following Fourier sine series for t his function.

    F(x) =

    sin(

    )

    Example2. Find the Fourier sin series for f(x) = 1 + on 0

    Solution: in this case the coefficients are liable to be somewhat messy given the

    fact that the integrals will involve integration by part twice.

    =

    ()

    sin

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    =

    (1 + )

    sin

    =

    [(2 ](1 + ))cos

    +

    2sin

    ]0

    =

    [2 (1 + ))cos()+ 2 sin() (2 )]

    =

    2 (1 + )(1) 2 +

    The Fourier sine series for this function is then,

    F(x) =

    2

    (1 + )(1) 2 + sin

    1.5 Fourier cosine series

    Let start by assuming g that the function, f(x) we will be working with initially is

    an even function (i.e. f (-x) = f(x)) and that we want to write a series

    representation for this function on L in terms of cosines (which are also

    even) .In other words we are going to look for the following ,

    F(x) = cos

    This series is called Fourier cosine series and note that in this case (unlike with

    Fourier sine series) we able to start the series representation at n=0 since that

    term will not be zero as it was with sines. Note as well that we are assuming that

    the series will in fact converge to f(x) on -L at this point. So to determine

    a formula for the coefficients, ,we will use the fact that {cos

    }

    do from

    an orthogonal set on the interval -L and that,

    cos

    cos

    =

    20

    = = 0 = 0

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    Well start with the representation above and multiply both sides by cos

    where m is affixed integer in the range {0, 1, 2...}.Doing this gives,

    F(x)cos

    = cos

    cos

    Next, we integrate both sides from X =-L to =L and as we were able to do with the

    Fourier sine series we can again interchange the integral and the series.

    ()

    cos

    =

    cos

    cos

    = cos

    cos

    We now that the all of the integrals on the right side will be zero except when

    n=m because the set of cosines from an orthogonal set on the interval L

    however we need to be careful about the value of m. so, after evaluating all of

    the integrals we arrive at the following set of formulas for the coefficients.

    m = 0: ()

    = (2L) =

    ()

    m 0: ()cos

    = () =

    ()

    cos

    summarizing everything up then, the Fourier cosine series of an even of function,

    f(x) on -L is given by.

    f(x) = cos

    =

    ()

    =

    ()cos

    0

    Example1: find the Fourier cosine series for f(x) = on -

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    Solution: we clearly have an even function here and so all we really to do is

    compute the coefficients and well need to do integration by parts twice. Well

    leave most of the actual integration details you to verify.

    =

    ()

    =

    =

    =

    ()

    =

    ()

    cos

    =

    cos

    =

    2 cos

    + ( 2)sin

    ]

    0

    =

    (2 cos()+ ()sin( ))

    =()

    n =1, 2, 3 The

    Fourier cosine series is the,

    =

    = ()

    n = 1, 2, 3

    Fourier cosine series is then,

    cos

    =

    cos

    =

    +

    ()

    cos

    f(x) =

    +

    ()

    cos

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    Example2: find the Fourier cosine series for f(x) = L - x on L

    Solution: all we need to do is compute the coefficients so here is the work for that

    =

    ()

    =

    =

    =

    ()

    cos

    =

    ( )cos

    =

    ( )sin

    cos

    ]

    0

    =

    (cos()+ )

    =

    (1 + (1)) , n = 1, 2, 3

    The Fourier cosine series is then,

    f(x) =

    +

    1 + (1)

    cos

    1.6 Fourier series for Even and odd function

    1.6.1 Even function

    If y = f(x) is even, then the f(-x) = f(x)

    Example1: y =

    The graph of this function is symmetric w.r.t the y-axis

    If y = g(x) is even, the ()

    =2 ()

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    (()

    = ()

    + ()

    = ()

    + ()

    = ()

    + ()

    = 2 ()

    Example 2: cos

    = 2 cos = 0

    If f is even, then the integrand f(x) sin

    x is odd, =

    ()sin

    = 0

    For Fourier series of an even function f having period 2L is a Fourier cosine series

    f(x)

    +

    cos

    ( )

    With coefficients =

    ()

    and =

    ()cos

    n=1, 2

    1.6.2odd function

    If y = f(x) is odd, then f(-x) = -f(x)

    Example 1: y =

    If h(x) is odd function, then () = () + ()

    = () + ()

    = () + ()

    The product q = gh of an even function g and an odd function h is an odd function,

    because q(-x) =g(-x).-h(x) = g(-x)h(x) then q(-x) = -q(x)

    If f is odd, then the integrand f(x) is odd, =

    ()

    =

    ()

    = 0

    =

    ()

    cos

    =

    ()cos

    = 0

    The Fourier series of odd function f having period = 2L is a Fourier sine series.

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    f(x) = sin

    = 0, =

    ()

    sin

    1.7 Fourier series

    Fourier series is specific types of infinite mathematical series involving

    trigonometric functions. In mathematics an infinite series used to solve special

    types of differential equation. It consists of an infinite sum of sine and cosine and

    because, it is periodic (i.e. its values over affixed intervals). With Fourier we are

    going to try to write aeries representation for f(x) on L ,

    f(x) = cos

    +

    sin

    So Fourier series is in some way combination of Fourier sine series and Fourier

    cosine series.

    Determining formulas for the coefficient, and, will be done in exactly the

    some manner. We will betake advantage of the fact that cos

    = 0

    and

    sin

    = 1

    are mutually orthogonal on -L . We will also need the

    following formulas that we derived when we proved the two were mutually

    orthogonal.

    cos

    cos

    =

    2 = = 0 = 00

    sin

    sin

    = 0

    So, lets start off by multiplying both sides of the series above by cos

    and

    integrating form L to L. doing this gives.

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    ()cos

    =

    cos

    cos

    + Bsin

    cos

    Now, jest as we have been able to do in the last two sections we can interchange

    the integral and the summation .doing this gives.

    ()sin

    = cos

    cos

    +

    sin

    cos

    The integral in the second series will always be zero and in the first series the

    integral will be zero if n and so this reduces to,

    Solve for gives,

    =

    ()

    =

    ()

    cos

    , m = 1, 2, 3

    Now, do it all again only this time multiply both sides by sin

    , integrate both

    sides from L to L and inter change the integral and summation to get,

    ()sin

    = cos

    sin

    +

    sin

    ()

    sin

    ( )

    In this case the integral in the first series will always be zero and the second will

    be zero if n=m and so we get,

    ()sin

    = (L)

    Finally, solving for, gives.

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    =

    ()

    sin

    , m = 1, 2, 3

    However in this case we dont know anything about whether f (x) will be even,

    odd or more likely neither even or odd .Therefore, this the only form of the

    coefficients for the Fourier series.

    Example1: find the Fourier series for f(x) =L-x on -

    Solution: so, lets as go ahead and just run through formulas for the coefficients.

    =

    ()

    =

    = L

    =

    ()

    cos

    =

    ( )cos

    =

    ( )sin

    cos

    ]

    (2sin()) = 0

    =

    ()sin

    =

    ( )

    sin

    =

    sin

    ( )cos

    ]

    =

    (2 cos() 2sin())

    = ()

    , n = 1, 2, 3

    Note that in this case we have 0 =0, n = 1, 2, 3....

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    The Fourier series is then,

    f(x) = cos

    +

    sin

    = + cos

    +

    sin

    = L+()

    sin

    1.8 convergent theorems of Fourier series

    As I have aforementioned, we showed that if the Fourier series,

    + cos

    + sin

    , . . . . . . . . . . . . . . . ; (1)

    And there by defines a function f, then f is period with period 2L and the

    coefficients are related to f(x by the Euler Fourier formulas:

    =

    ()

    cos

    , m = 0, 1, 2. . . (2)

    =

    ()

    sin

    , m = 0, 1, 2. . . (3)

    In this section we adopt a somewhat different point of view. Suppose that a

    function f is given .if this function is periodic with period 2L and integral on the

    interval,, then a set of coefficients can be computed form

    equation (2) (3) and a series of the form (1) can be formally constructed.

    The equation is whether this series converges of each value of x and, if so,

    whether its sum is f(x). a Fourier series corresponding to a function f may not

    converge to f(x), or may even diverge, functions whose Fourier series do not

    converge to the value of the function at isolated points are easily constructed,

    Functions whose Fourier series diverge at one or more points are more

    pathological.

    To guarantee convergence of a Fourier series to the function from which its

    coefficients were computed it is essential to place additional conditions on the

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    function. From a practical point of view, such condition should be broad enough

    to cover all situations of interest, yet simple enough to be easily checked for

    particular functions.

    Before stating convergence theorem for Fourier series, we define a term that

    appears in the theorem. A function f said to be piece wise continuous on an

    interval a if the interval can be partitioned by a finite number of points a

    =

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    Where the notation,

    f(x+) = ()

    f( x-) = ()

    Denotes the right or left limits of f,

    A function satisfying Dirichlet condition must have right and limits at each point of

    discontinuity or else the function would need to oscillate at that point violating

    the condition of maximum and minimum. Note that any point where f is

    continuous.

    (f ( ) + f( )) = f(x

    Thus Dirichlet theorem says in a particular that under the Dirichlet condition the

    Fourier series for f converges and is equal to f where very f is continuous.

    1.9 Half rang Fourier series

    Definition: it is a Fourier series defined on an interval [0,] with the implication

    that the analyzed function f(x, x [0 ,]), should be extended to ,0 as either

    an even (f (-x) = f(x)) or odd function (f(-x) =-f(x). this allows the expansion of the

    function in aeries solely o f sine (odd) or cosines (even). The choice between odd

    and even is typically motivated by boundary conditions, associated with a

    differential equation satisfied by f(x)

    Example: calculate the half rang Fourier sin series for the function f(x):

    cos()= cos() where 0

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    1.10 Half rang of Fourier sine and cosine series

    1.10.1 Half rang Fourier sine series

    Expanding the odd periodic exploration F(X) of the function f(x) in to a Fourier

    series, we find

    F(x) = sin

    where

    =

    ()

    sin

    .

    So the half rang Fourier sine series representation of f(x) is

    f(x) = sin

    where

    =

    ( )sin

    Example1: find the half rang Fourier sine series of the function

    f(x) = 4 0