Shmeiseic tou Majmatoc

EFARMOSMENA MAJHMATIKA II

tou Tmmatoc Plhroforikc tou A.P.J.

Niklaoc L. Tstsac Epkouroc Kajhghtc A.P.J.

Jessalonkh, Ionioc 2013

ii

Perieqmena
1 Diakritc metasqhmatismc

Fourier

1.1 1.2 1.3 1.4

Orismc

DFT

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . me tic migadikc rzec thc mondac kai pnakac

1 3 7 8

Susqtish Idithtec

DFT

Fourier

. . .

DFT

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Askseic kai Efarmogc

Migadikc Dunamoseirc kai Efarmogc

13

2.1 2.2 2.3 2.4 2.5

Orismc kai Idithtec Migadikc Dunamoseirc . . . . . . . . . . . . . . . . Migadikc seirc Seirc

13 17 19 22 26

Taylor

. . . . . . . . . . . . . . . . . . . . . . . . . . . .

Laurent

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Memonwmna anmala shmea . . . . . . . . . . . . . . . . . . . . . . . . . . Oloklhrwtik Uploipa . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Seirc

Fourier Fourier
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

31

3.1

Orismc seirn 3.1.1 3.1.2

31 33 35 36 40 45 49

Proleush orismo suntelestn Migadik morf twn seirn

Fourier

. . . . . . . . . . . . . . .

Fourier

. . . . . . . . . . . . . . . . . .

3.2 3.3 3.4 3.5

Sgklish seirn Seirc

Fourier

. . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fourier

rtiwn kai perittn sunartsewn . . . . . . . . . . . . . . .

Prxeic stic seirc

Fourier

. . . . . . . . . . . . . . . . . . . . . . . . . . .

Askseic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

iii

iv

PERIEQOMENA

Metasqhmatismc

Fourier Fourier
. . . . . . . . . . . . . . . . . . . . . . .

51

4.1 4.2 4.3 4.4 4.5 4.6 4.7

Orismc metasqhmatismo Metasqhmatismo

51 54 55 58 58 62 63

Fourier

rtiwn kai perittn sunartsewn . . . . . . . . .

Idithtec metasqhmatismo Metasqhmatismc Paradegmata

Fourier

. . . . . . . . . . . . . . . . . . . . . .

Fourier

thc katanomc dlta . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Metasqhmatismc

Fourier

periodikc sunrthshc . . . . . . . . . . . . . . .

Askseic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Keflaio 1

Diakritc metasqhmatismc
Fourier
1.1 Orismc

DFT
Fourier (discrete Fourier transform: DFT)
enai to shmanti-

O diakritc metasqhmatismc

ktero eureac qrsewc ergaleo thc yhfiakc teqnologac. Metasqhmatzei peperasmnec akoloujec diakritn shmtwn (pragmatikn migadikn arijmn) se migadikc akoloujec oi opoec diathron lh thn plhrofora tou arqiko smatoc. Oi exairetik efarmsimec idithtec tou

DFT

sumblloun apotelesmatik sthn epexergasa tou arqiko smatoc Se pollc periptseic ta diakrit smata prokptoun ap

kai thn anakataskeu auto.

analogik smata me th diadikasa thc deigmatolhyac.

Orismc 1.1.1

(Diakritc Metasqhmatismc

Fourier)

'Estw h peperasmnh akolouja migadikn arijmn

f (n), n = 0, 1, . . . , N 1 .
Wc diakritc metasqhmatismc akolouja:

Fourier (DFT)

thc akoloujac

f (n)

orzetai h

F (k ) =

N 1 n=0

f (n)e2ink/N , k = 0, 1, . . . , N 1 .

(1.1)

Sto akloujo jerhma prosdiorzetai o antstrofoc diakritc metasqhmatismc me th bojeia tou opoou mporome na anakataskeusoume thn arqik akolouja

Fourier f (n).

KEFALAIO 1.

DIAKRITOS METASQHMATISMOS

FOURIER

Jerhma 1.1.1

(Antstrofoc Diakritc Metasqhmatismc

Fourier)

Gia to diakrit metasqhmatism

0, . . . , N 1)

Fourier F (k ) (k = 0, . . . , N 1) thc akoloujac f (n) (n =

isqei ti:

f (n) =

N 1 1 F (k )e2ink/N , n = 0, 1, . . . , N 1 . N k=0

(1.2)

Apdeixh.

Afo h akolouja

F (k )

enai o

DFT

thc

f (n),

tte ap thn (1.1) qoume:

N 1 N 1 1 1 F (k )e2ink/N = N N k=0

(N 1

) f (m)e2imk/N e2ink/N

1 N 1 N

m=0 k=0 N 1 N 1 m=0 k=0 N 1 m=0

f (m)e2imk/N e2ink/N
N 1 k=0

f (m)

e2i(nm)k/N

Gia

n = m

qoume th gewmetrik prodo:

N 1 ( k=0

2i(nm) N

)k =

( 2i(nm) )N e N 1 e
2i(nm) N

e2i(nm) 1 e
2i(nm) N

= e

0
2i(nm) N

= 0,

en gia

n=m

qoume:

N 1 ( k=0
epomnwc:

2i(nm) N

)k = N,

N 1 1 1 F (k )e2ink/N = f (n)N = f (n) . N N k=0

Gia na dhlsoume ti h akolouja antstrofoc

F (k )

enai o

DFT

DFT

thc

F (k ),

qrhsimopoiome to sumbolism

F (k )

anafrontai wc zegoc diakrito metasqhmatismo

f (n), opte h f (n) enai o f (n) F (k ) (oi f (n) kai Fourier).

thc

1.2.

SUSQETISH

DFT ME TIS MIGADIKES RIZES THS MONADAS KAI PINAKAS FOURIER3

Pardeigma 1.1.1

(i)

Na upologiste o

DFT

thc akoloujac:

f (n) = {1, 1, 0, 0}. (ii)

Na upologiste o antstrofoc

DFT

thc akoloujac:

F (k ) = {1, 0, 1, 0}.
Lsh.

(i)

Ap ton orism tou

DFT

qoume:

F (k ) =

3 n=0

f (n)ei

2nk 4

= f (0) + f (1)e
opte telik:

ik 2

+ f (2)eik + f (3)e

3ik 2

= 1 + e

ik 2

, k = 0, 1, 2, 3,

F (k ) = {2, 1 i, 0, 1 + i}. (ii)

Ap ton orism tou antistrfou

DFT

qoume:

f (n) =

2kn 1 F (k )ei 4 4 k=0 ) 1 in 3in 1( = F (0) + F (1)e 2 + F (2)ein + F (3)e 2 = (1 + ein ), 4 4

n = 0, 1, 2, 3,

kai ra:

f (n) = {1/2, 0, 1/2, 0}.

1.2

Susqtish

DFT me tic migadikc rzec thc mondac kai pnakac Fourier

rzec thc mondac enai oi rzec

Oi

N -ostc

thc migadikc exswshc:

w N = 1 , N N.
Gnwrzoume ti oi diaforetikc metax touc rzec enai oi:
2in N

( = cos

wn = e

2n N

) + i sin

2n N

) , n = 0, 1, . . . , N 1 .

Isqei ti

w0 = wN = 1, w1 = wN +1 = e

2i N kai genik

wn = wn+N .
2i N

'Etsi, oi

N -ostc

rzec thc mondac enai:

w0 = 1, w1 = w, w2 , . . . , wN 1 ,

pou

w1 = e

w.

KEFALAIO 1.

DIAKRITOS METASQHMATISMOS

FOURIER

Epshc, genik isqei pou

n mod N

enai

wn = wn , n = 0, 1, . . . , N 1 kajc kai wn = wn mod N to uploipo thc diareshc tou n me to N .

gia

n N,

Gewmetrik oi rzec

wn (n = 0, 1, . . . , N 1) antistoiqon stic korufc enc kanoniko N -gnou (polgwno me N sec pleurc) to opoo enai eggegrammno se kklo me kntro to O (0, 0) kai aktna 1. ( = cos ) i sin ( ) = wn , n = 0, 1, . . . , N 1 ,

Sth sunqeia jewrome touc migadikoc arijmoc:

n = e

2in N

2n N

2n N

oi opooi epshc apotelon

N -ostc 1 = e

rzec thc mondac.

2i N

Sugkekrimna orzontac

lambnoume tic rzec:

0 = 1, 1 = , 2 , . . . , N 1 .
Epshc, isqei ti:

n = n = wn .
antistoiqon epshc stic korufc enc kanoniko

Oi

n (n = 0, 1, . . . , N 1) n
wrologiak kajc

N -gnou

eggegrammnou sto monadiao kklo. H diafor enai ti oi en oi

wn

grfontai antiwrologiak

n = 0, 1, . . . , N 1. wn
orzontai o pnakac

Me th bojeia twn tou.

kai

Fourier

txhc

kai o antstrofc

Orismc 1.2.1

(Pnakac

Fourier

txhc

N)

Wc pnakac

Fourier

txhc

orzetai o

N N 1 1

pnakac:

FN

1 = 1 . . .

2 4
. . .

2
. . .

. . . N 1 N 2 ... , . .. . . .

...

(1.3)

1 N 1 N 2 . . .
dhlad to

(j, k )

stoiqeo tou pnaka

Fourier

dnetai ap:

FN (j, k ) = j k = (w)j k = wj k ,

j, k = 0, . . . , N 1 .

1.2.

SUSQETISH

DFT ME TIS MIGADIKES RIZES THS MONADAS KAI PINAKAS FOURIER5

Orismc 1.2.2

(Antstrofoc pnakac

Fourier

txhc

N)

Wc antstrofoc pnakac

Fourier

txhc

N 1

orzetai o

N N 1 w2 w4
. . .

pnakac:

1 FN N

1 FN =

1 1 1 = N . . .

1 w w2
. . .

. . . wN 1 N 2 ... w . . .. . . . w

...

(1.4)

1 wN 1 wN 2 . . .

Fourier qrhsimopoisame ti k = wk . Epshc 1 shmeinoume ti oi esodoi twn pinkwn FN kai F N arijmontai ap 0 wc N 1, dhlad to pnw arister stoiqeo enai to (0,0) (kai qi to (1, 1)) kai to ktw dexi enai to (N 1, N 1) (kai qi to (N, N )).
Gia ton orism tou antistrfou pnaka O pnakac

Pardeigma 1.2.1

Fourier txhc N = 2 kai o antstrofc tou dnontai ap: 1 ]

1 , F2

[ F2 =
en gia txh

1 1

1 = 2

] ,

1 1

N =4

ap:

1 i 1 i F4 = 1 1 1 1 1 i 1 i

1 i 1 i 1 1 , F = . 4 4 1 1 1 1 1 i 1 i

Qrhsimopointac touc pnakec gia kai

1 mporome na dsoume isodnamouc orismoc FN kai FN ton DFT kai ton antstrofo DFT. Gia aut to skop jewrome tic akoloujec f (n) F (k ) (n, k = 0, 1, . . . , N 1) wc diansmata stlec, dhlad pnakec txhc N 1.

Prtash 1.2.1

DFT

kai antstrofoc

DFT

me qrsh tou pnaka

Fourier)

'Estw to

kai stw to

N 1 dinusma f thc akoloujac migadikn arijmn f (n) (n = 0, 1, . . . , N 1) N 1 dinusma F thc akoloujac F (k ) (k = 0, . . . , N 1) h opoa enai o DFT thc akoloujac f (n). Tte isqoun: F = FN f , f=
1 F. FN
(1.5) (1.6)

KEFALAIO 1.

DIAKRITOS METASQHMATISMOS

FOURIER

Upologzontac ta ginmena pnaka ep dinusma pou emfanzontai stic (1.5) kai (1.6) lambnoume:

F (k ) =
kai

N 1 n=0

f (n) nk ,

k = 0 , 1, . . . , N 1 ,

N 1 1 f (n) = F (k ) wnk , n = 0, 1, . . . , N 1 , N k=0

dhlad epaneurskoume touc arqikoc orismoc (1.1) kai (1.2) twn metasqhmatismn.

Pardeigma 1.2.2

Upologste ton

DFT

tou

f = [1 1 1 1]T

Lsh.

Qrhsimopointac thn (1.5) qoume:

1 i 1 i F = F4 f = 1 1 1 1 1 i 1 i
Pardeigma 1.2.3

1 0 = . 1 0 1 0
tou

Upologste ton antstrofo

DFT

F = [3 0 6]T

Lsh.

Qrhsimopointac thn (1.6) qoume:

f = F3 F =

1 1 1 + i 3 2 2 3 1 1 2 i 23

1 1 2 i 1 2 +

3 2 i 23

3 3 0 = i 3 . 6 i 3

Oi (1.5) kai (1.6) prosfroun epshc nan apodotik trpo upologismo tou antistrfou

DFT

tan uprqei diajsimo kpoio prgramma (algrijmoc) upologismo tou

DFT.

To parapnw baszetai sthn idithta:

1 FN X=
'Etsi, tan qoume to prgramma tou

1 1 FN X = FN X . N N

(1.7)

progDFT X,

pou ulopoie nan algrijmo upologismo

DFT,

tte to dio prgramma mpore na qrhsimopoihje gia ton upologism kai tou

antistrfou dikasa:

DFT x

enc diansmatoc

smfwna me thn (1.7) kai efarmzontac th dia-

1) Upologismc

X. DFT Y
tou

2) Upologismc tou 3) O antstrofoc

jtontac thn esodo

sto

progDFT.

DFT x

prokptei wc

1 NY.

1.3.

IDIOTHTES

DFT

1.3

Idithtec

DFT
DFT
prokptoun wc mesec sunpeiec tou orismo tou meta-

Oi akloujec idithtec tou sqhmatismo.

Grammikthta

An

f1 (n) F1 (k )
tte

kai

f2 (n) F2 (k )

a1 f1 (n) + a2 f2 (n) a1 F1 (k ) + a2 F2 (k ) ,
pou

a1 , a 2

aujaretec stajerc.

Summetra

f (n) F (k )
Qronik metatpish

1 F (n) f (k ) . N

f (n) F (k ) f (n n0 ) F (k )ei2kn0 /N .
Metatpish suqnthtac

f (n) F (k ) ei2nk0 /N f (n) F (k k0 ) .

Sunlixh sto qrno

Jerhma 1.3.1

'Estw do akoloujec

f1 (n)

F2 (k ) (k Z) antistoqwc, fp (n), p = 1, 2. H sunrthsh:

kai

oi opoec enai

kai f2 (n) (n Z) me DFT F1 (k ) N -periodikc dhlad fp (n + N ) =

(f1 f2 )(n) =
onomzetai
sunlixh

N 1 m=0

f1 (m)f2 (n m)

(1.8)

twn

f1

kai

f2

kai isqei: (1.9)

(f1 f2 )(n) F1 (k )F2 (k ) .

Apdeixh.

'Eqoume diadoqik ti:

(f1 f2 )(n) =

1 N2

N 1 m=0

(N 1
k=0

) N 1 F1 (k )e2imk/N F2 (j )e2i(nm)j/N
j =0 2inj/N N 1 1 2im(kj )/N e . N m=0

1 = N

N 1 N 1 k=0 j =0

F2 (j )F1 (k )e

KEFALAIO 1.

DIAKRITOS METASQHMATISMOS

FOURIER

'Omwc isqei:

N 1 1 2im(kj )/N e = N m=0

kai tsi lambnoume:

0, k = j 1, k = j

(f1 f2 )(n) =

N 1 1 F2 (k )F1 (k )e2ink/N , N k=0

pou enai h zhtomenh sqsh bsei tou orismo (1.2) tou antistrfou

DFT.

Sunlixh sth suqnthta

'Estw do akoloujec

f1

kai

f2

me

DFT F1
N 1 m=0

kai

F2

antistoqwc. An

(F1 F2 )(k ) =
tte

F1 (m)F2 (k m),

f1 (n)f2 (n)
Tpoc

1 (F1 F2 )(k ) . N

Parseval

Apodeiknetai ti isqei o akloujoc tpoc:

N 1 m=0

|f (m)|2 =

N 1 1 |F (k )|2 . N k=0

1.4

Askseic kai Efarmogc

Dnetai h akolouja:

' Askhsh 1.4.1

f (n) = {1, 1, 0, 0} .
Na breje o O

DFT

thc

g (n) = f (n) f (n) .

upologzetai ap ton orism (1.5) wc:

Lsh.

DFT

thc

1 i 1 i F = F4 f = 1 1 1 1 1 i 1 i
dhlad:

1 1i = 0 0 1+i 0

F (k ) = {2, 1 i, 0, 1 + i} ,

1.4.

ASKHSEIS KAI EFARMOGES

kai epomnwc:

F (k )F (k ) = {4, (1 i)2 , 0, (1 + i)2 } .

' Ara, qrhsimopointac thn (1.9) lambnoume ti o

DFT G(k )

thc

g (n)

dnetai ap:

G(k ) = {4, 2i, 0, 2i} .

' Askhsh 1.4.2

Dnetai h akolouja:

f (n) = {1, 1, . . . , 1}, n = 0, ..., N 1 .

Na breje o

DFT

autc.

Lsh.

Qrhsimopointac ton orism (1.1) tou

F (k ) =
opte telik qoume:

N 1 n=0

DFT {

upologzoume:

e2ink/N =

0,

n = 0

N, n = 0

F (k ) = {N, 0, . . . , 0}, k = 0, ..., N 1 .

' Askhsh 1.4.3

Dnetai h akolouja:

f (n) = e2ink0 /N , n = 0, ..., N 1, 0 k0 < N .

Na breje o

DFT

autc.

Lsh.

Jewrome thn akolouja

g (n) = {1, 1, . . . , 1}, n = 0, ..., N 1 ,

me bsh thn opoa qoume:

f (n) = e2ink0 /N g (n) .

'Etsi, ap thn idithta metatpishc suqnthtac lambnoume:

f (n) G(k k0 ) .
'Omwc o

DFT G(k )

thc

g (n)

dnetai ap thn prohgomenh skhsh wc:

G(k ) = {N, 0, . . . , 0}, k = 0, ..., N 1 ,

kai ra telik qoume:

{ F (k ) = G(k k0 ) =

0,

k = k0

N, k = k0

10

KEFALAIO 1.

DIAKRITOS METASQHMATISMOS

FOURIER

' Askhsh 1.4.4

'Estw f (n) (n = 0, ..., N 1) dosmnh akolouja kai F (k ) o DFT thc f (n) me F (k ) = 0 (k = 0, ..., N 1). 'Estw epshc h(n) gnwsth akolouja kai G(k ) o DFT thc akoloujac g (n) = h(n) f (n), o opooc enai gnwstc. Na prosdiorisje h gnwsth akolouja h(n). O

Lsh.

DFT H (k )

DFT thc akoloujac g (n) thc h(n) enai:

enai

G(k ) = H (k )F (k ), k = 0, ..., N 1. G(k ) , F (k ) DFT

thc

'Ara o

H (k ) =

opte h

h(n)

prosdiorzetai ap ton antstrofo

H (k ).

' Askhsh 1.4.5

(Kroustik apkrish grammikn susthmtwn)

Jewrome na ssthma me esodo ma opoiadpote akolouja

f (n), n = 0, ..., N 1 kai antstoiqh akolouja exdou g (n), n = 0, ..., N 1, h opoa orzetai wc g (n) = f (n) h(n). Na prosdiorisje h gnwsth h(n) gia gnwstc f (n) kai g (n).

Lsh. Epilgoume wc akolouja eisdou sto ssthma thn f (n) = {1, 0, . . . , 0}, n = 0, ..., N 1. O DFT thc f enai F (k ) = {1, 1, . . . , 1}, k = 0, ..., N 1, kai ra o DFT G(k ) thc sunlixhc twn f kai h enai:

G(k ) = F (k )H (k ) = H (k ), k = 0, ..., N 1 ,
opte h

enai o antstrofoc

DFT

thc gnwstc

G.

' Askhsh 1.4.6

(Filtrrisma suqnottwn)

Jewrome thn akolouja

deigmtwn thc sunrthshc analogiko smatoc ti o

f (n) (n = 0, ..., N 1), pou prokptei ap deigmatolhya N cos(2Ax), A N, 0 < A < N 2 . Apodexte {

DFT

thc

f (n)

enai:

F (k ) =

N 2,

k = A, k = N A k = A, N A

0,

Lsh.

'Eqoume:

f (n) = cos(2An/N ) ,

1.4.

ASKHSEIS KAI EFARMOGES

11

kai tsi ap ton orism (1.1) tou

DFT

lambnoume:

F (k ) =

N 1 n=0

cos(2An/N )e

2ikn/N

N 1 n=0

e2iAn/N + e2iAn/N 2

) e2ikn/N

N 1 N 1 1 2in(Ak)/N 1 2in(Ak)/N e + e 2 2 n=0 n=0

N 1 N 1 1 ( 2i(Ak)/N )n 1 ( 2i(Ak)/N )n = e e + 2 2 n=0 N 2, n=0

{ =

k = A , k = A k = A

, N periodikthtac
tou

0,

opte h zhtomenh sqsh prokptei lgw thc

DFT.

' Askhsh 1.4.7

Na upologiste o

DFT

twn akoloujin:

(i) f (n) = {1, 0, . . . , 0}, n = 0, 1, . . . , N 1. (ii) g (n) = {0, 1, . . . , 0}, n = 0, 1, . . . , N 1.

Lsh.

(i)

Ap prohgomenh skhsh gnwrzoume ti:

{1, 1, . . . , 1} {N, 0, . . . , 0} .
'Etsi, qrhsimopointac thn idithta summetrac tou

DFT

lambnoume:

{1, 0, . . . , 0} {1, 1, . . . , 1} . (ii)

Ap thn idithta metatpishc sto qrno tou

DFT

qoume:

f (n 1) F (k )ei2k/N .
'Omwc, isqei:

g (n) = f (n 1) = {0, 1, . . . , 0} ,
en ap to

(i)

qoume:

F (k ) = {1, 1, . . . , 1} ,
opte sunduzontac tic teleutaec sqseic lambnoume:

G(k ) = ei2k/N , k = 0, 1, . . . , N 1 .
' Askhsh 1.4.8

diorste thn

f g {15, 2i 3, 2i 3} akolouja g .
An

kai

f {5, 1 i 3, 1 + i 3}

pros-

12

KEFALAIO 1.

DIAKRITOS METASQHMATISMOS

FOURIER

Lsh.

Gia thn akolouja

h(n) = f (n) g (n)

ap thn idithta sunlixhc sto qrno tou

DFT

qoume:

G(k ) =
opte lambnoume:

F (k )G(k ) H (k ) = , k = 0, 1, 2 , F (k ) F (k )

H (0) 15 = = 3, F (0) 5 H (1) 2i 3 3 i 3 = G(1) = = , F (1) 2 1 i 3 H (2) 2i 3 3 + i 3 = G(2) = = , F (2) 2 1 + i 3 G(0) =

dhlad:

{ G(k ) =

} 3 i 3 3 + i 3 3, , . 2 2
3 2 i 23

Telik, ap thn (1.6) qoume:

1 g = F3 G=

1 1 1 + i 3 2 2 3 1 1 2 i 23

1 1 2 i 1 2 +

3i 3 2 3+i 3 2

= 1 , 2

dhlad:

g (n) = {0, 1, 2} .

Keflaio 2

Migadikc Dunamoseirc kai Efarmogc

Oi seirc

Taylor

se anoiktoc dskouc kai oi seirc

Laurent

se anoiktoc daktulouc, oi

opoec perigrfontai paraktw, qrhsimopoiontai susthmatik gia thn parstash kai th melth analutikn sunartsewn.

2.1

Orismc kai Idithtec Migadikc Dunamoseirc

Mia seir to thc morfc

Orismc 2.1.1
dunamoseir me

n=0 an (z

z0 )n

me

an , z 0 , z C

onomz etai

kntro

z0

Enai safc ti h dunamoseir sugklnei gia prosdiorzei ta

z = z0

me jroisma to

a0 .

H akolouja

an

z C

gia ta opoa h dunamoseir sugklnei:

'Estw ti uprqei to

[0, +].

limn

n |an | sto [0, +]. an =

1 n

Tte jtoume

limn
1 nn

|an |

Ep paradegmati, gia thn akolouja

qoume

= limn

= 1.

n An den uprqei to limn |an | sto [0, +] tte uprqoun upakoloujec thc n |an | oi opoec sugklnoun proc diaforetik ria sto [0, +]. Sthn perptwsh aut wc jewrome to megaltero ap ta ria twn sugklinousn upoakoloujin n thc |an |. 2 4 6 2n , . . ., orzontac Ep paradegmati, gia thn akolouja an : 1, 2 , 1, 2 , 1, 2 , . . . , 1, 2 n bn |an |, qoume ti b2n+1 = 1 kai b2n = 2, kai ra = 2.
To

to opoo kajorsthke prohgoumnwc prosdiorzei th sgklish thc dunamoseirc

smfwna me to akloujo Jerhma:

13

14

KEFALAIO 2.

MIG ADIKES D UNAMOSEIRES KAI EFARMOGES

Jerhma 2.1.1

'Estw ma

mi gadik

dunamoseir

Cauchy-Hadamard.) n n=0 an (z z0 )
kje

Jtoume

R=

1 .

Tte isqoun:

1.

dunamoseir sugklnei apluta gia

zC

me

|z z0 | < R

2.

dunamoseir apoklnei gia

|z z0 | > R
na sugklnei na apoklnei.

3.

gia

|z z0 | = R

h dunamoseir mpore

Orismc 2.1.2

'Estw ma

dunamoseir

n=0 an (z
an

z0 )n

To

1 R= =
onomz etai aktna sgklishc

0,
1 ,
an

= +
(2.1.1)

0 < < + ,
an

+,

=0

thc dunamoseirc.

(H orologa aktna sgklishc dikaiolo-

getai ap to prohgomeno Jerhma)

Pardeigma 2.1.1

Brete thn aktna sgklishc

thc dunamoserac

(
n=0

z 1i

)n
.

Lsh.

Gia th dosmnh dunamoseir qoume

an =

1 (1i)n

kai tsi:

|an | =
opte:

1 1 . = n |1 i| ( 2)n 1 |an | = . 2

n =
1 2
kai ra

Epomnwc

R=

2.

Pardeigma 2.1.2

Brete thn aktna sgklishc

thc dunamoserac

(
n=1

z Log(in)

)n
.

Lsh.

Gia th dosmnh dunamoseir qoume

an =

1 (Log(in))n ,

opte:

|an | =

1 1 = . 2 |Log(in)| (ln n)2 + ( 2)

Epomnwc, qoume:

1 = lim = 0, 2 n (ln n)2 + ( 2)

kai ra

R = + .

2.1.

ORISMOS KAI IDIOTHTES MIG ADIKHS D UNAMOSEIRAS

15

Prisma 2.1.1
kai stw ti to

'Estw

ma

dunamoseir

n+1 | limn |a |an |

n=0 an (z

z0 )n
Tte,

me

an = 0
aktna

gia

kje

uprqei

sto

[0, +]

sgklishc

n N R

thc

dunamoseirc dnetai ap:

R = lim

|an | . n |an+1 | R
in . n2
thc dunamoserac

(2.1.2)

Pardeigma 2.1.3

Brete thn aktna sgklishc

in n n=1 n2 z .

Lsh.

Gia th dosmnh dunamoseir qoume

an =

Efarmzontac ton tpo tou proh-

goumnou Porsmatoc eurskoume:

) ( (n + 1)2 1 2 = 1. R = lim in+1 = lim = lim 1 + n | n n2 n | n (n+1)2

i |n 2|
n
Paratrhsh:
sgklishc

Stic pragmatikc dunamoseirc h aktna sgklishc orzei to thc dunamoseirc me kntro to

dsko sgklishc

disthma

(x0 R, x0 + R) z0 C.

moseirc h aktna sugklishc orzei to kntro to

x0 R. |z z0 | < R

Stic migadikc dunathc dunamoseirc me

Orologa: 'Estw ma dunamoseir me aktna sgklishc R > 0 kai D (z0 , R) = {z C : n |z z0 | < R}. Tte orzetai h sunrthsh f : D(z0 , R) C, f (z ) = n=0 an (z z0 ) . H f anafretai kai wc h sunrthsh pou orzei parist h dunamoseir. Exllou lme ti ma sunrthsh f : D (z0 , R) C anaptssetai se dunamoseir tan uprqei ma akolouja n an tsi ste na isqei f (z ) = n=0 an (z z0 ) gia kje z D (z0 , R).

Pardeigma 2.1.4

(Gewmetrik Seir.)

H gewmetrik seir gia

|z | 1.

n=0 z

sugklnei sth sunrthsh

1 1 z

gia

|z | < 1

kai den sugklnei

Lsh.

Gia th gewmetrik seir

smfwna me to Jerhma gia

|z | > 1.

Epshc, kai

an = 1 kai tsi h aktna sgklishc enai R = 1, opte, Cauchy-Hadamard, h seir sugklnei gia |z | < 1 kai den sugklnei n gia |z | = 1 den tenei gia |z | = 1 h seir den sugklnei (diti h z

sto mhdn). Gia na brome th sunrthsh proc thn opoa sugklnei ergazmaste wc exc. Parathrome ti isqei:

N n=0
(wc jroisma twn

zn = 1 + z + z2 + + zN =

1 z N +1 , z = 1 , 1z

prtwn rwn gewmetrikc prodou) opte:

n=0

z n = lim

N n=0

zn =

1 , |z | < 1 , 1z

16

KEFALAIO 2.

MIG ADIKES D UNAMOSEIRES KAI EFARMOGES

diti

limN z N +1 = 0

gia

|z | < 1.

Prtash 2.1.1

'Estw h

n=0 an (z z0 )
pou

ma dunamoseir me aktna sgklishc h dunamoseir, dhlad

sunrthsh

orz ei

f (z ) =

R>0 f : D(z0 , R) C n , z D (z , R) . a ( z z ) n 0 0 n=0

kai

Tte isqoun:

f (z )

enai olmorfh sto

dsko sgklishc

D(z0 , R)

ii

Gia kje

kN

uprqei h

par gw goc

f (k)

kai

isqei:

(k )

(z ) =

n= k

n(n 1) (n k + 1)an (z z0 )nk . C

(2.1.3)

iii

Gia

kje

tmhmatik

lea

kamplh

opoa

eursketai

entc

tou

dskou

sgklishc

isqei:

f (z )dz =
C

n=0

an
C

(z z0 )n dz .

(2.1.4)

Ap thn (2.1.3) gia

z = z0

prokptei h basik sqsh:

an =

f (n) (z0 ) , n = 0, 1, . . . . n!

(2.1.5)

Pardeigma 2.1.5

Apdexte ti isqei:

Log(1 + z ) =
Lsh.

(1)n

n=0

z n+1 , |z | < 1 . n+1

Ap to prohgomeno pardeigma qoume:

(1)n n =

n=0
opte gia

1 , | | < 1 , 1+

zC

me

|z | < 1

ap thn (2.1.4) lambnoume:

1 (1)n d = 1+
n=0

n d ,

h opoa sunepgetai th zhtomenh afo lboume upyh ti to epikamplio oloklrwma analutikc sunrthshc enai anexrthto thc kamplhc oloklrwshc.

2.2.

MIG ADIKES SEIRES

TAYLOR

17

Pardeigma 2.1.6

Apodexte ti isqei:

z = n z n , |z | < 1 . 2 (1 z )
n=1
Lsh.

Efarmozntac thn (2.1.3) sth gewmetrik seir:

n=0
eurskoume:

zn =

1 , |z | < 1 , 1z

n=1

nz

n1

d = dz

1 1z

) =

1 , |z | < 1 , (1 z )2

ap thn opoa prokptei h zhtomenh sqsh.

2.2

Migadikc seirc

Taylor

'Opwc edame, ma migadik dunamoseir orzei sto dsko sgklisc thc ma olmorfh sunrthsh. Anafetai tsi to exc erthma: an ma olmorfh sunrthsh orismnh se na

dsko mpore na anaptuqje se dunamoseir. Jetik apnthsh se aut to erthma dnei to epmeno Jerhma.

Jerhma 2.2.1

Taylor.)
sunrthsh thn sto dsko

'Estw seir

f (z )

mia

olmorfh

D(z0 , R)

Tte

uprqei

monadik

dunamo-

n=0 an (z

z0

)n

gia

opoa

isqei:

f (z ) =

n=0

an (z z0 )n , z D(z0 , R) ,

(2.2.6)

pou

an =

f (n) (z0 ) , n = 0, 1, . . . n! Taylor thc sunrthshc f (z ) sto Maclaurin.

H seir pou emfanzetai sthn (2.2.6) onomzetai shmeo

seir

z0 .

H seir

Taylor

sto

z0 = 0

onomzetai

seir

18

KEFALAIO 2.

MIG ADIKES D UNAMOSEIRES KAI EFARMOGES

Anaptgmata

Taylor ,

stoiqeiwdn migadikn sunartsewn

e =

zn n=0

n!

gia kje

z C,

gia kje

(2.2.7)

z3 z5 z 2n+1 sin z = z + ... = (1)n , 3! 5! (2n + 1)!

n=0

z C, z C.

(2.2.8)

cos z = 1

z2 z4 z6 z 2n + + ... = , (1)n 2! 4! 6! (2n)!

n=0

gia kje

(2.2.9)

Pardeigma 2.2.1

Na anaptuqjon se seirc ( )

Maclaurin
1 1z
(

oi sunartseic:

i sin z 2

ii) e2z

iii)

iv )

1 z 2 5z +6

( )

62z z 2 6z +8

Lsh.

Ap tic (2.2.8) kai (2.2.7) eurskoume:

( )

sin z 2 =

(1)n

n=0
(

(z 2 )2n+1 z 4n+2 = (1)n . (2n + 1)! (2n + 1)!

n=0

ii) e2z =
(2z )n n=0

n!
thc

2n n=0

n!

zn .

iii)

Upologzoume tic paraggouc

f (n) (z )

f (z ) =

1 1z ,

z = 1:

f (n) (z ) =
opte

n! , z = 1, n = 0, 1, ... , (1 z )n+1

f (n) (0) = n!

kai ap thn (2.2.6) qoume:

1 = z n , |z | < 1 . 1z
n=0
(

iv )

'Efarmzontac thn anlush:

z2

1 1 1 1 1 1 = = = 5z + 6 (z 3)(z 2) z3 z2 2 1

z 2

1 1 3 1

z 3

2.3.

SEIRES

LAURENT

19

kai qrhsimopointac ton tpo tou erwtmatoc (

iii)

gia tic sunartseic:

1 1 1 1
telik lambnoume:

z 2

= =

( ) z n n=0 ( n=0

, |z | < 2 ,

z 3

z )n , |z | < 3 , 3 (( ) ( )n+1 ) 1 n+1 1 z n , |z | < 2 . 2 3

1 1 ( z )n 1 ( z )n = = z 2 5z + 6 2 2 3 3
n=0 n=0
( ) Jewrntac thn anlush:

n=0

z2

6 2z 1 1 1 1 = + = 6z + 8 2z 4z 2 1 iv )

z 2

1 1 4 1

z 4

kai efarmzontac th diadikasa tou erwtmatoc (

eurskoume:

6 2z = z 2 6z + 8

n=0

(( ) ( )n+1 ) 1 n+1 1 z n , |z | < 2 . + 2 4

2.3

Seirc

Laurent

Ma seir thc morfc:

n=
onomzetai seir
nik mroc

an (z z0 )n =

n=1

an (z z0 )n +

n=0

an (z z0 )n ,
kano-

kai h seir

Laurent

me kntro to

n=1 an (z z0

z0 . H seir n=0 an (z z0 )n onomzetai ) n krio mroc thc seirc Laurent.

To snolo sgklishc thc seirc

Laurent

enai h tom twn sunlwn sgklishc tou

kriou kai tou kanoniko mrouc. To kanonik mroc, wc dunamoseir, orzei ma olmorfh sunrthsh:

f2 (z ) =

n=0

an (z z0 )n , z D(z0 , R2 ) .
1 = z z0 , opte h prokptousa dunamo1 sunrthsh h(z ) me aktna sgklishc R1 , dhlad

Sto krio mroc knoume thn allag metablhtc seir

n=1 an

orzei ma olmorfh

isqei:

h( ) =

n=1

an n , D(0, 1/R1 ) .

20

KEFALAIO 2.

MIG ADIKES D UNAMOSEIRES KAI EFARMOGES

'Etsi orzetai h olmorfh sunrthsh:

f1 (z ) = h R1 < R 2

1 z z0

n=1

an (z z0 )n , |z z0 | > R1 . f1
kai

An

tte to koin snolo sgklishc twn

f2

enai o

daktlioc

= {z C : R1 < |z z0 | < R2 } ,
kai h seir

Laurent

sugklnei sthn olmorfh sunrthsh:

f (z ) = f1 (z ) + f2 (z ) =

n=

an (z z0 )n .

An

R1 > R2 tte den uprqei koin snolo sgklishc kai h seir Laurent den sugklnei.

Sunoyzontac, diatupnoume ta exc.

Prtash 2.3.1
sgklishc.

Ma

seir

Laurent

paristnei

ma

olmorfh

sunrthsh

sto

daktlio

Jerhma 2.3.1

'Estw .

mi gadik h

sunrthsh

f (z )

olmorfh

sto

daktlio se seir

R1 < |z z0 | < R2 }

Tte

anaptssetai kat monadik

trpo

= {z C : Laurent
:

f (z ) =
pou:

n=

an (z z0 )n , z , f ( ) d, n Z , ( z0 )n+1 z0
to pou

an =
kai

1 2i
me

nac

opoiosdpote

kkloc ).

kntro

brsketai

entc

tou

(dhlad

qei

aktna

me

R1 < R < R2

Pardeigma 2.3.1

Anaptxte se seir 'Eqoume:

Laurent

th sunrthsh

f (z ) =

1 z (z 1)(z 2)

sto daktlio

0 < |z | < 1.

Lsh.

f (z ) =

1 2 1 = 2 = 1 2 1 2

1 1 1 1 + + z 1z 2 z2 1 1 1 1 + z 1z 4 1 z 2 ( ) 1 1 z n + zn z 4 2 n=0 n=0 ( ) ( ) 1 1 n+2 + 1 z n , 0 < |z | < 1 . z 2

n=0

2.3.

SEIRES

LAURENT

21

Pardeigma 2.3.2

Anaptxte se seir

|z 1| < 1
Lsh.

kai

Laurent th sunrthsh f (z ) = (ii) 0 < |z 2| < 1.

2z 3 z 2 3z +2

stouc daktulouc:

(i) 0 <

(i) f (z ) = 1 1 1 1 1 + = = (z 1)n , 0 < |z 1| < 1 . z1 z2 z 1 1 (z 1) z1

n=0

(ii) f (z ) = 1 1 1 1 1 + = + = + (1)n (z 2)n , 0 < |z 2| < 1 . z1 z2 z 2 1 + (z 2) z2

n=0

Pardeigma 2.3.3

Anaptxte se seir

|z | < 2
Lsh.

kai

Laurent (ii) |z | > 2.

th sunrthsh

f (z ) =

2z +1 z 2 +z 2

stouc daktulouc:

(i) 1 <

(i) f (z ) = 1 1 + z+2 z1 1 1 1 1 = + 1 21+ z z 1 z 2 ( )n ( )n 1 1 1 n z = (1) + 2 2 z z

n=0 n=0

(1)n

1 2n+1

zn +

n=0

1 z n+1

, 1 < |z | < 2 .

n=0

(ii) f (z ) = 1 1 + z+2 z1 1 1 1 1 = 2 + z 1 z1+ z 1 z ( )n ( ) 1 1 1 n n 2 = (1) + z z z z

n=0 n=0

n=0

[(1)n 2n + 1]

1 z n+1

, |z | > 2 .

22

KEFALAIO 2.

MIG ADIKES D UNAMOSEIRES KAI EFARMOGES

Pardeigma 2.3.4

Anaptxte se seir

Laurent

th sunrthsh

f (z ) =

e2z (z 1)3

me kntro to

z0 = 1.

Lsh.

Jtoume

( ) e(2u+2) e2 (2u)2 (2u)3 f (z ) = = 3 1 + 2u + + + ... u3 u 2! 3! e2 2e2 2e2 4e2 2e2 u = 3+ 2 + + + + ... u u u 3 3 e2 4e2 2e2 (z 1) 2 e2 2e2 = + + + . . . , |z 1| > 0 . + + 3 2 (z 1) (z 1) z1 3 3

u=z1

kai qoume:

2.4
'Estw

Memonwmna anmala shmea

f : G C C ma migadik sunrthsh me pedo orismo to anoikt uposnolo G z0 na shmeo tou C. To shmeo z0 onomzetai thc sunrthshc f an h f den enai olmorfh sto z0 , all uprqei R > 0 ttoio ste h f na enai olmorfh sto snolo {z G : 0 < |z z0 | < R}.
tou

kai

memonwmno anmalo shmeo

1 f (z ) = z , z = 0, en to z0 = 0 den enai memonwmno anmalo shmeo thc sunrthshc g (z ) = Logz, z = 0, diti h logarijmik sunrthsh den enai olmorfh sta z C : Rez < 0.
Gia pardeigma to

z0 = 0

enai memonwmno anmalo shmeo thc

An to se seir

z0 enai memonwmno Laurent: f (z ) =

anmalo shmeo thc sunrthshc

f,

tte h

qei anptugma

n=

an (z z0 )n , 0 < |z z0 | < R .

(2.4.1)

Taxinmhsh memonwmnwn anwmlwn shmewn

'Ena memonwmno anmalo shmeo

z0

thc sunrthshc

lgetai:

1.

airmeno anmalo shmeo

apaleyimh anwmala

tan to krio mroc thc (2.4.1) enai

mhdn, dhlad an 2.

an = 0

gia kje

n = 1, 2, . . ..
tte to .

ploc

tan to krio mroc thc (2.4.1) periqei peperasmno pljoc mh mhdenikn Eidiktera, an
txhc

rwn.
ploc

ak = 0

k.

O ploc txhc

kai an = 0 gia kje n > k , k = 1 onomzetai kai

z0

onomzetai

aplc ploc

3.

ousidec

anmalo

shmeo

tan to krio mroc thc (2.4.1) periqei peiro pljoc mh

mhdenikn rwn.

2.4.

MEMONWMENA ANWMALA SHMEIA

23

Prtash 2.4.1

'Ena

memonwmno mno

anmalo

shmeo

z0
to

thc

sunrthshc .

enai

airmeno

anmalo shmeo thc

an kai

an uprqei sto

limz z0 f (z )

Pardeigma 2.4.1

Qarakthrste ta anmala shmea thc sunrthshc

f (z ) =

sin z z ,

z = 0 . f
gia to opoo

Lsh.
' A trpoc:

To

z0 = 0

enai memonwmno anmalo shmeo thc sunrthshc

isqei:

sin z = 1, z 0 z lim
kai tsi ap thn prohgomenh prtash petai ti to thc

z0 = 0

enai airmeno anmalo shmeo

f.
Ap to anptugma:

'B

trpoc:

sin z = z
qoume:

z3 z5 + ... , 3! 5!

opte

an = 0

gia kje

sin z z2 z4 =1 + ... , z 3! 5! n = 1, 2, . . . kai ra to z0 = 0 enai

airmeno anmalo shmeo thc

f.
Prtash 2.4.2
enai ploc txhc

To

memonwmno

anmalo an:

shmeo

z0

thc

sunrthshc

f :GCC

thc

an kai

mno

f (z ) =
pou

g (z ) , (z z0 )k
.

g (z )

olmorfh sunrthsh sto

z0

me

g (z0 ) = 0

Pardeigma 2.4.2

Qarakthrste ta memonwmna anmala shmea twn sunartsewn

f (z ) =

g (z ) =
Lsh.

5 (z +2)(z +i)4

3z 1 z 2 +2z +5

kai

f (z )

grfetai wc exc:

f (z ) =

3z 1 , (z + 1 + 2i)(z + 1 2i) z1 = 1 2i
kai

kai epomnwc ta memonwmna anmala shmea ploi thc

z2 = 1 + 2i

enai aplo

f (z ).

24

KEFALAIO 2.

MIG ADIKES D UNAMOSEIRES KAI EFARMOGES

g (z )

qei wc memonwmna anmala shmea ta

z3 = 2

kai

z4 = i

ta opoa enai

aplc ploc kai ploc txhc 4 thc

g (z )

antistoqwc.

Orismc 2.4.1
txhc

'Estw an:

f (z )

olmorfh

sunrthsh

sto

z0

Tte

to

z0

onomz etai

rz a

thc

f (z )

f (z0 ) = f (z0 ) = f (z0 ) = . . . = f k1 (z0 ) = 0 ,

kai

f k (z0 ) = 0

Prtash 2.4.3

To

z0

enai ploc txhc

thc

f (z )

an kai mno an to

z0

enai rz a txhc

thc

1 f (z ) .

Pardeigma 2.4.3

Qarakthrste ta anmala shmea twn sunartsewn

f (z ) =

1 sin z

kai

g (z ) =

1 z sin z

Lsh.

Ta

zk = k, k Z, enai aplo ploi thc f (z ) diti ta zk

enai aplc rzec thc

1 f (z )

= sin z .
1 g (z )

Ta

zk = k, k Z, k = 0, enai aplo ploi thc g (z ) diti enai aplc rzec thc z sin z . To z0 = 0 enai ploc txhc 2 thc g (z ) diti enai rza txhc 2 thc g(1z ) .
Pardeigma 2.4.4

Qarakthrste ta anmala shmea thc sunrthshc

f (z ) = ze z , z = 0 .

Lsh.

Ap to anptugma

Laurent: ( ) 1 1 1 1 1 f (z ) = z 1 + + + + ... = z + 1 + + + ... , 2 3 z 2!z 3!z 2!z 3!z 2 z0 = 0

enai ousidec anmalo shmeo thc

parathrome ti to

f (z ).

Pardeigma 2.4.5

Qarakthrste ta anmala shmea twn sunartsewn

f (z ) =

1 z (z +1) ,
Lsh.

0 < |z | < 1.

z +1 z ,

|z | > 0,

kai

g (z ) =

Epeid

f (z ) = 1 +

1 z,

opte

a1 = 1,

kai

an = 0

gia

n > 1,

qoume ti to

z0 = 0

enai

ploc 1hc txhc thc

f (z ).

2.4.

MEMONWMENA ANWMALA SHMEIA

25

Ap to anptugma

Laurent: g (z ) = 1 1 1 = (1)n z n , 0 < |z | < 1 , z z+1 z

n=0
enai aplc ploc diti

parathrome ti to

z0 = 0

a1 = 1

kai

an = 0

gia

n > 1.

Pardeigma 2.4.6

Qarakthrste ta anmala shmea twn sunartsewn: (a)

cos z z2

(b)

ez 1 z2

(g)

z +1 z 1

(d)

ez z

(e)

z ez 1

Lsh:

(a) Epeid

cos z 1 = 2 z2 z
h sunrthsh

) ( 1 z z2 z4 1 + ... = 2 + + ..., 1 2! 4! z 2! 4! z0 = 0.

cos z z2

qei plo txhc 2 sto shmeo

(b) Epeid

ez 1 1 = 2 2 z z
h sunrthsh

( ) z2 1 1 z z+ + ... = + + + ..., 2! z 2! 3! z0 = 0. z1 = 1.
Afo

ez 1 z2 z +1 z 1

qei apl plo sto shmeo

(g) H sunrthsh

qei memonwmno anmalo shmeo sto

z+1 z1+2 2 = =1+ , z1 z1 z1

to

z1 = 1

enai aplc ploc. Enallaktik, mporome na apofanjome ti to

z1 = 1

enai aplc ploc, qrhsimopointac thn prohgomenh Prtash kai afo h sunrthsh

z+1

enai olmorfh sto

z1 = 1

me tim diforh tou mhdenc.

(d) Efoson

ez 1 = z z
to anmalo shmeo

( ) z2 1 z 1+z+ + ... = + 1 + + ... , 2! z 2!

enai aplc ploc.

z0 = 0 z0 = 0

(e) To anmalo shmeo

enai apaleyimh anwmala diti to rio:

z 0
uprqei sto

lim

ez

z 1 = lim z = 1 z 0 1 e

C.

26

KEFALAIO 2.

MIG ADIKES D UNAMOSEIRES KAI EFARMOGES

2.5

Oloklhrwtik Uploipa

Ta oloklhrwtik uploipa qrhsimopoiontai susthmatik gia ton upologism migadikn epikampulwn oloklhrwmtwn kajc epshc kai genikeumnwn oloklhrwmtwn pragmatikn sunartsewn. 'Estw f : G C C ma migadik sunrthsh me pedo orismo to anoikt uposnolo G tou C kai z0 na memonwmno anmalo shmeo thc sunrthshc f . Tte h f enai olmorfh sto daktlio {z G : 0 < |z z0 | < R} kai anaptssetai sth seir Laurent

f (z ) =

n=

an (z z0 )n .

Orismc 2.5.1
malo shmeo

Wc

oloklhrwtik uploipo
o suntelestc

z0

orz etai

a1

thc

seirc

Res(f, z0 ) Laurent

thc sunrthshc pou parist th

sto an-

sunrthsh

, dhlad:

Res(f, z0 ) a1 .
Ap to Jerhma

Laurent

qoume ti:

a1 =
opte lambnoume:

1 2i

f (z )dz ,
C

Res(f, z0 ) =
Paratrhsh:

1 2i

f (z )dz .
C

Sta airmena anmala shmea

z0

thc

qoume

Res(f, z0 ) = 0.

Pardeigma 2.5.1

Brete to

Res(f, 0)

thc sunrthshc

f (z ) = e z , z = 0.

Lsh.

Ap to anptugma:

f (z ) = 1 +
prokptei ti

42 4 + + ... , z 2!z 2

Res(f, 0) = 4 .

Pardeigma 2.5.2

Brete to

Res(f, 0)

thc sunrthshc

f (z ) =

4z 6 z (2z ) ,

0 < |z | < 2 .

Lsh.

2.5.

OLOKLHRWTIKA UPOLOIPA

27

Epeid

3 1 3 1 zn f (z ) = + = + , 0 < |z | < 2 , z 2z z 2 2n
n=0

prokptei ti

Res(f, 0) = 3 .
(Oloklhrwtikn Upolopwn.)

Jerhma 2.5.1

Estw ta

shmea

f :D CC z1 , z2 , . . . , zn

ma tou

olmorfh

sunrthsh

sto

apl

sunektik kai

pedo

ektc

ap

'Estw

ma

apl,

kleist

tmhmatik shmea

lea

jetik .

prosanatolismnh Tte

kamplh

tou

pou

qei

sto

eswterik

thc

ta

z1 , z2 , . . . , zn

f (z )dz = 2i
C

n k=1

Res(f, zk ) .

(2.5.1)

Pardeigma 2.5.3

Upologste to

I=

1 dz , z 2 sin z

pou

C = {z C : |z | = R}.

Lsh.

Ap

z 2 sin
prokptei ti:

1 = z2 z

1 1 + ... z 3!z 3

) =z

1 + ... 3!z

( ) 1 1 2 Res z sin , 0 = , z 6 ( ) 1 i I = 2i = . 6 3

kai ra:

H epmenh Prtash parqei na trpo ereshc tou oloklhrwtiko upolopou qwrc na qrhsimopoiome to anptugma se seir

Laurent. z0 k

Prtash 2.5.1
thsh

An

to

memonwmno

anmalo

shmeo

enai

ploc

txhc

thc

sunr-

, tte isqei:

Res(f, z0 ) =

] 1 dk 1 [ k lim ( z z ) f ( z ) . 0 (k 1)! z z0 dz k1

(2.5.2)

Pardeigma 2.5.4

Upologste to

I=

zez C z 2 1

dz ,

pou

C = {z C : |z | = 2}.

28

KEFALAIO 2.

MIG ADIKES D UNAMOSEIRES KAI EFARMOGES

Lsh.

Ta

z1 = 1

kai

z2 = 1

enai aplo ploi thc

f (z ) =

zez z 2 1

kai eurskontai entc tou

C.

Ap thn (2.5.2) upologzoume:

Res (f (z ), 1) = lim [(z 1)f (z )] = lim

z 1

zez e = , z 1 z + 1 2

Res (f (z ), 1) = lim [(z + 1)f (z )] = lim

z 1
kai ra ap thn (2.5.1) qoume:

zez e 1 = , z 1 z 1 2

( I = 2i

e e 1 + 2 2

( ) = i e + e1 .

Pardeigma 2.5.5

Upologste ta oloklhrwtik uploipa:

(
(a)

Res

ez z 1 ,

) 1

(
(b)

Res

ez , (z 1)2

) 0

(
(g)

Res

z 2 1 , (z 2 +1)2

) i

Lsh:

(a) To

z=1

enai aplc ploc thc sunrthshc kai epomnwc:

( Res

[ ) ] 2 2 ez ez 2 , 1 = lim (z 1) = lim ez = e . z 1 z 1 z1 z1 z = 0,
petai ti:

(b) Epeid h sunrthsh enai olmorfh sto

( Res

) 2 ez , 0 = 0. (z 1)2

(g) O paronomastc enai rza tou 'Etsi, eqoume:

(z 2 + 1)2 = (z + i)2 (z i)2 qei dipl rza sto z0 = i. Epeid to i den z 2 1 arijmht, h sunrthsh f (z ) = qei plo txhc 2 sto z0 = i. (z 2 +1)2

[ 2 ] ] z 1 d [ 2 (z i) f (z ) = lim Res(f, i) = lim z i (z + i)2 z i dz = lim 2z (z + i)2 2(z + i)(z 2 1) 2i(2i)2 2(2i)(2) = = 0. z i (z + i)4 (2i)4

2.5.

OLOKLHRWTIKA UPOLOIPA

29

Pardeigma 2.5.6

Upologste to oloklrwma

I=
C
pou

z 2 (z

1 dz, 1)

C : (i) |z | = 1/2, (ii) |z 1| = 1/2, (iii) |z | = 2 . (i)

H

Lsh:

f (z ) =

1 z 2 (z 1)

qei wc memonwmna anmala shmea ta brsketai sto eswterik tou kklou

twn opown mnon to

z = 0

z = 0 kai z = 1 |z | = 1/2. Epeid,

ek to

z=0

enai ploc txhc 2 qoume:

Res(f, 0) = lim
kai ra:

[ ] 1 1 d z2 2 = lim = 1 , z 0 (z 1)2 z 0 dz z (z 1) I = 2i .

(ii) Epeid mnon o aplc ploc z = 1 thc sunrthshc brsketai sto eswterik tou kklou |z 1| = 1/2, qoume: ] [ 1 1 = lim 2 = 1 , Res(f, 1) = lim (z 1) 2 z 1 z z 1 z (z 1)
kai ra:

I = 2i . (iii)
Kai oi do ploi

z=0

kai

z=1

brskontai sto eswterik tou kklou

|z | = 2,

ra:

I = 2i (Res(f, 0) + Res(f, 1)) = 2i(1 + 1) = 0 .

Pardeigma 2.5.7

Upologste to oloklrwma:

I=
C

dz , 2 z +z+1

pou

C=

eit , t [0, 2 ]. 2

Lsh:

Oi rzec tou paronomast

z1,2 =

sunrthshc me

1/2,

kai ra ap to Jerhma

|z1 | = |z2 | = 1, opte brskontai xw ap ton kklo C Cauchy lambnoume I = 0.

1i 3 2

enai memonwmna anmala shmea thc kntrou

0 kai aktnac

Pardeigma 2.5.8

Upologste to oloklrwma:

I=
C

1 dz, z4 + 1

30

KEFALAIO 2.

MIG ADIKES D UNAMOSEIRES KAI EFARMOGES

pou

enai h kleist kamplh pou orzetai ap to nw hmikklio

to disthma Oi

[2, 2]

{2eit : t [0, ]}

kai

tou pragmatiko xona.

4 rzec thc exswshc z 4 = 1: z0 = ei/4 , z1 = e3i/4 , z2 = e5i/4 , z3 = e7i/4 1 i/4 kai . Epeid mno ta z0 = e enai ta memonwmna anmala shmea thc f (z ) = z 4 +1 z1 = e3i/4 eurskontai sto eswterik thc kleistc kamplhc C , qoume:
Lsh:

f (z )dz = 2i (Res(f, z0 ) + Res(f, z1 )) .

C
Oi rzec

z0 , z1

enai aplo ploi, kai tsi lambnoume:

Res(f, z0 ) = lim [(z z0 )f (z )] =

z z0
kai

1 4e3i/4

= 1

ei/4 ei/4 , = 4ei 4 = ei/4 . 4

Res(f, z1 ) = lim [(z z1 )f (z )] =

z z1
Telik:

4e9i/4

I=

( ) ) 2i ( i/4 2i 2i sin e + ei/4 = = sin . 4 4 4 4

Keflaio 3

Seirc Fourier
Oi seirc

Fourier qrhsimopoiontai gia thn anaparstash periodikn sunartsewn perioH melth twn seirn

dikn shmtwn me th bojeia aperwn ajroismtwn (seirn) twn sunartsewn hmitonn kai sunhmitnwn twn migadikn ekjetikn. thc
Anlushc

Fourier

enai nac kldoc

Fourier.

Ma seir thc morfc:

a0 + (an cos (nx) + bn sin (nx)) , x, an , bn R 2

n=1
onomzetai
tri gwnometrik seir

Oi seirc

Fourier

enai eidikc trigwnometrikc seirc oi opoec prorqontai ap sug-

kekrimnh epilog twn suntelestn

an

kai

bn .

3.1

Orismc seirn

Fourier
sunrthsh

Orismc 3.1.1

'Estw mia oloklhrsimh

f : [L, L] R

seir:

( nx ) ( nx )) a0 ( + an cos + bn sin , S [f ](x) = 2 L L

n=1
pou:

(3.1.1)

an =

1 L

f (x) cos
L

( nx ) L ( nx ) L

dx , n 0 ,

(3.1.2)

1 bn = L

f (x) sin
L

dx , n 1

(3.1.3)

31

32

KEFALAIO 3.

SEIRES

FOURIER

onomz etai seir thc

Fourier

thc

sto

[L, L]

kai oi

an

kai

bn

onomz ontai suntelestc

Fourier

Pardeigma 3.1.1

Brete th seir

Fourier

thc sunrthshc

f (x) = x, x [, ].

Lsh.

Eurskoume:

a0 =

x dx = 0 ,

kai me kat pargontec oloklrwsh upologzoume:

1 an = 1 bn =

1 x cos(nx) dx = n 1 x sin(nx) dx = n Fourier

thc

( [x sin(nx)]

) sin(nx) dx

= 0, n 1

( [x cos(nx)] + [, ]
enai:

) 2 cos(nx) dx = (1)n+1 , n 1 . n

'Etsi, h seir

sto

2 (1)n+1 sin(nx) . S [f ](x) = n n=1

Pardeigma 3.1.2

Brete th seir

Fourier

thc sunrthshc

f (x) = |x|, x [, ].

Lsh.

Upologzoume:

1 a0 = 1 an = bn =
'Etsi, h seir

1 |x| dx =

1 (x) dx +

x dx = ,

|x| cos(nx) dx =

2 ((1)n 1) , n 1 , n2

|x| sin(nx) dx = 0 , n 1 . [, ]
enai:

Fourier

thc

sto

S [f ](x) =

4 1 cos((2n 1)x) . 2 (2n 1)2 n=1

3.1.

ORISMOS SEIRWN

FOURIER

33

Pardeigma 3.1.3

Brete th seir

Fourier

thc sunrthshc

0, 2 x < 0 1, 0 x 1 . f (x) = 2, 1 < x 2

Lsh.

Upologzoume:

1 a0 = 2 1 an = 2 1 bn = 2
H seir

1 f (x) dx = 2 2
2

1 0 dx + 2 2 dx =

1 1 dx + 2

2 dx =

3 2

f (x) cos
2

( nx ) 2 ( nx ) 2

sin( n 2 ) , n 1, n

f (x) sin
2
thc

dx =

( n ) ] 1 [ cos + 1 2 cos(n ) , n 1 . n 2

Fourier

sto

[2, 2]

enai:

[ ] ( nx ) cos ( n ) + 1 2 cos(n ) ( nx ) ) sin( n 3 2 2 S [f ](x) = + cos sin + . 4 n 2 n 2

n=1

3.1.1

Proleush orismo suntelestn

Fourier
Fourier ap f : [L, L] R gia

Sthn pargrafo aut exhgetai to skeptik tou orismo twn suntelestn touc tpouc (3.1.2) kai (3.1.3). 'Estw mia oloklhrsimh sunrthsh thn opoa isqei:

( nx )) ( nx ) a0 ( f (x) = + + bn sin , x [L, L] . an cos 2 L L

n=1

(3.1.4)

Upologismc

a0

Upojtoume ti enallssontai oi prxeic thc oloklrwshc kai thc peirhc jroishc (toi h seir mpore na oloklhrwje ro proc ro) dhlad isqei:

f (x) dx =

L L ( ( nx ) ( nx ) ) a0 dx + an cos dx + bn sin dx . 2 L L L L
n=1
(3.1.5)

34

KEFALAIO 3.

SEIRES

FOURIER

'Omwc, isqoun oi sqseic:

cos
L

( nx ) L

dx =

sin
L

( nx ) L

dx = 0 .

(3.1.6)

Sunduzontac tic do teleutaec qoume:

1 a0 = L
Upologismc

f (x) dx .
L

(3.1.7)

an cos

Pollaplasizoume ta do mlh thc (3.1.4) me

( mx )
L

,m N

kai upojtoume ti h

seir mpore na oloklhrwje ro proc ro, dhlad ti isqei:

f (x) cos
L

( mx ) L
L

dx =

( mx ) a0 cos dx 2 L dx + bn
L

( + an
n=1

cos

( nx ) L

cos

( mx ) L

sin
L

( nx ) L

cos

( mx ) L

) dx .
(3.1.8)

'Omwc, isqoun:

sin
L

( nx ) L ( nx ) L ( nx ) L

cos

( mx ) L ( mx ) L

dx = 0 { dx = L, { dx = L,
an an

(3.1.9)

0,

an

cos
L

cos

n = m
(3.1.10)

n=m n = m
(3.1.11)

sin
L

sin

( mx ) L
Gia

0,

an

n=m

Apodeiknoume endeiktik thn (3.1.10). trikc tautthtec, lambnoume:

n = m,

qrhsimopointac basikc trigwnome-

dx = L L ( ) ( )) ( (n + m)x (n m)x 1 L cos + cos dx = 2 L L L

L

cos

( nx )

cos

( mx )

[ ( ) ( )] 1 L (n + m)x L (n m)x sin + sin 2 (n + m) L (n m) L

x=L

=0
x=L

3.1.

ORISMOS SEIRWN

FOURIER

35

en gia

n = m = 0:
L

cos
L

( nx ) L

1 dx = 2

( ( ) ) 2nx cos + 1 dx = L . L L
L
prokptei sunduzontac tic (3.1.6), (3.1.8)

O tpoc (3.1.2) twn suntelestn kai (3.1.9)-(3.1.10).

Fourier an

Upologismc

bn sin

Pollaplasizoume kai ta do mlh thc (3.1.4) me

( mx )
L

[L, L]

, m N,

oloklhrnoume sto

kai qrhsimopointac tic upojseic kai tic teqnikc thc prohgomenhc perptwshc

lambnoume ton tpo (3.1.3) twn suntelestn

Fourier bn .

3.1.2

Migadik morf twn seirn

Fourier

Ekola diapistnoume ti isqei:

an cos

( nx ) L

+ bn sin

( nx ) L (

an bn i i nx an + bn i i nx e L + e L , 2 2 ) .

kai ra h seir (3.1.1) parnei th morf:

a0 S [f ](x) = + 2
Jtontac

n=1

an bn i i nx an + bn i i nx e L + e L 2 2

c0 =

a0 , 2

cn =

lambnoume th migadik morf

an bn i an + bn i , c n = , n 1, 2 2 thc seirc Fourier thc sunrthshc f :

n=

S [f ](x) =
pou oi

cn ei

nx L

,
thc

(3.1.12)

cn

onomzontai migadiko suntelestc

Fourier

kai dnontai ap:

1 cn = 2L
Prgmati gia

f (x) ei

nx L

dx, n Z .

n0
L

qoume:

1 2L

f (x) e
L

i nx L

L ( ( nx ) ( nx )) 1 f (x) cos i sin dx dx = 2 L L L L an bn i = 2 = cn ,

36

KEFALAIO 3.

SEIRES

FOURIER

en gia

n < 0 me m = n > 0 qoume: L L mx 1 1 i nx f (x) e L dx = f (x) ei L dx 2L L 2 L L L ( ( mx ) ( mx )) 1 = f (x) cos + i sin dx 2 L L L L am + bm i = 2 an + bn i = 2 = cn .

3.2
H seir

Sgklish seirn
Fourier S [f ](x)

Fourier
f (x)
den sugklnei aparathta kai tan sugklnei

thc sunrthshc

den sugklnei upoqrewtik sthn tim thc sunrthshc

f (x)

thc opoac apotele to an-

ptugma. Gia na diatupsoume to Jerhma sgklishc twn seirn

Fourier

qreiazmaste tic

nnoiec thc tmhmatik leac sunrthshc kai thc periodikc epktashc sunrthshc.

Orismc 3.2.1
tmhmatik

Mia

sunrthsh

C1

f :I RR

onomz etai

tmhmatik

lea

an

enai

(tmhmatik suneqc para gw gsimh) ektc ap peperasmnou pljouc shmea uprq oun kai enai peparasmna ta exc ria:

xj

sta opoa

mwc

0+

lim f (xj + ) , lim f (xj ) , lim f (xj + ) , lim f (xj ) .

0+ 0+ 0+

Grafik ma sunrthsh

enai tmhmatik lea an to grfhm thc se kje fragmno

disthma enai ma omal kamplh ektc ap peperasmnou pljouc shmea pou qei lmata (an h

enai asuneqc) gwnec (an h

enai suneqc all h

enai asuneqc). Epiplon,

oi monpleurec efaptomnec sta lmata tic gwnec den enai katakrufec.

Pardeigma 3.2.1

( )

H sunrthsh

ta ria
(

1 f (x) = x 1 lim0+ f (1 ).

den enai tmhmatik lea sto [0,2] giat den enai peperasmna

( f (1

ii)

H sunrthsh

f (x) = cos lim0+

peperasmna ta ria
(

). { 1, 1,
an an

1 x1

)
den enai tmhmatik lea sto [0,2] giat den enai

iii)

H sunrthsh

0 < x < 1/2, 1/2 < x < 1, (0, 1/2)

kai

f (x) =
enai tmhmatik lea sto sto shmeo

[0, 1]

diti enai stajer sta diastmata

(1/2, 1)

en

x=

1 2,

pou aut enai asuneqc, uprqoun kai enai peperasmna ta pleurik

3.2.

SUGKLISH SEIRWN

FOURIER

37

ria

lim0+ f ( 1 2 ). 1/3 : [1, 1] R (iv ) H sunrthsh f (x) = x enai peperasmna ta ria lim0+ f (0 ).
Upenjumzoume ti mia sunrthsh gia kje

den enai tmhmatik lea sto [-1,1] giat den

x [L, L],

en lgetai

f : [L, L] R lgetai rtia an f (x) = f (x) peritt an f (x) = f (x) gia kje x [L, L].

Orismc 3.2.2

(' Artia kai Peritt Epktash)

'Estw ma

sunrthsh

f : [0, L] R f (x), 0<x<L f (0), x=0 f (x) = f (x), L < x < 0 f (x), 0<x<L 0, x=0 f (x) = f (x), L < x < 0
. Oi

akloujec sunartseic:

(3.2.13)

(3.2.14)

onomzontai antistoiqwc h rtia kai h peritt epktash thc sunrthshc Upenjumzoume ti mia sunrthsh kje

f.
an gia

xR

F :RR

lgetai periodik me perodo

2L,

isqei:

F (x + 2L) = F (x) .
Orismc 3.2.3 (Periodik Epktash)

'Estw

ma

sunrthsh

opoa isqei

f : [L, L] R 2L F (x) = f (x) x [L, L]

. Ma gia kje

periodik

sunrthsh

onomz etai

2L

F :RR

gia

thn

periodik

epktash thc

Exllou, wc orz etai:

2L

periodik epktash miac sunrthshc

f : (L, L] R

f : [L, L) R

{ F (x) =

f (x), F (x + 2kL) (k Z),

x (L, L]
diaforetik

x [L, L)

Jerhma 3.2.1

Dirichlet

gia th Shmeiak Sgklish Seirn

Fourier)

'Estw thc

f : [L, L] R
Tte isqei:

tmhmatik lea sunrthsh kai

F :RR

2L

periodik epktash

S [f ](x) =

( nx ) ( nx )) F (x+ ) + F (x ) a0 ( + an cos + bn sin = , x R, 2 L L 2

n=1

38

KEFALAIO 3.

SEIRES

FOURIER

pou

S [f ]

enai

seir

Fourier

thc

sunrthshc

dnontai ap touc tpouc (3.1.2) kai (3.1.3) kai pleurik ria thc

f F (x+ )

thc kai

opoac

oi

suntelestc

F (x )

an

kai

bn

enai ta dexi kai arister

sto shmeo

Paratrhsh.

Smfwna me to prohgomeno Jerhma, tan h seir

Fourier S [f ](x)

sugklnei shmeiak

F enai suneqc se na shmeo x R tte h sthn F (x) diti se aut thn perptwsh ta dexi

kai arister pleurik isontai me thn tim thc sunrthshc.

Jerhma 3.2.2

(Tautthta

Parseval)
lea sunrthsh. Tte isqei:

'Estw

f : [L, L] R

tmhmatik

1 L

a2 2 0 f (x) dx = + (a2 n + bn ). 2 L L 2 n=1

(3.2.15)

Lmma 3.2.3

Riemann)
tmhmatik lea sunrthsh. Tte isqei:

'Estw

f : [L, L] R

lim an = lim bn = 0 .
n

Apdeixh.

Ap thn tautthta

Parseval qoume ti h seir

2 a2 n + bn 0, n , kai ra profanc an 0 kai bn 0, n .

n=1

2 (a2 n + bn ) sugklnei, opte

Pardeigma 3.2.2

Brete th seir

Fourier

thc sunrthshc:

{ f (x) =

1, x,

an an

< x 0, 0 < x .

Lsh.

Epektenoume th sunrthsh gzoume touc suntelestc

f (x) kai sto x = jtontac f ( ) = f ( ) = Fourier an thc epktashc:

kai upolo-

3.2.

SUGKLISH SEIRWN

FOURIER

39

1 0 1 f (x) dx = 1 dx + x dx = 1 + , 0 2 1 an = f (x) cos(nx) dx 1 a0 =

1 cos(nx) dx + x cos(nx) dx 0 [ ] 1 sin(nx) 1 0 = [sin(nx)] + x + 2 cos(nx) n n n 1 =

0

cos n 1 (1)n 1 = , n 1. 2 n n2 (1)n (1 ) 1 , n = 1, 2, . . . . n

thc sunrthshc

Me antstoiqo trpo brskoume ti:

bn =
'Etsi prokptei h seir

Fourier

f:

S [f ](x) =

(1)n (1 ) 1 1 (1)n 1 + + cos( nx ) + sin(nx). 2 4 n2 n

n=1 n=1

F : R R enai h 2 periodik epktash thc sunartsewc F tte sta shmea sunqeiac x thc F (x) h seir Fourier S [f ](x) sugklnei sthn F (x) en sta shmea asunqeiac x = 2k kai x = (2k 1) (k Z) thc F h S [f ] sugklnei antistoqwc stic timc:
An

F (2k + ) + F (2k ) 0+1 1 = = 2 2 2

sta en lgw shmea.

kai

F ((2k 1) + ) + F ((2k 1) ) 1+ = , 2 2
thc sunrthshc

oi opoec enai diaforetikc ap tic timc

F (2k ) = 1 kai F ((2k 1) ) =

Sta paraktw sqmata apotupnontai oi grafikc parastseic twn merikn ajroismtwn

SN [f ] thc seirc Fourier.

Parathrome ti kajc to pljoc

twn rwn sth seir

Fourier

auxnetai epitugqnoume kalterh prosggish sta shmea sunqeiac thc

F. SN [f ].

Sta shmea sunqeiac pou brskontai kont sta shmea asunqeiac thc periodikc epktashc

parousizontai talantseic twn grafhmtwn twn merikn ajroismtwn

Ta

shmea sta opoa parousizontai ta mgista plth twn talantsewn autn metakinontai

N auxnei. To fainmeno aut lgetai Gibbs - proc tim tou Amerikano Majhmatiko kai Fusiko Josianh Willard Gibbs (1839
proc ta shmea asunqeiac kajc to - 1903) pou to paratrhse. th seir

fainmeno

Parousizetai pnta tan ma sunrthsh proseggzetai ap

Fourier

thc kont sta shmea asunqeiac.

40

KEFALAIO 3.

SEIRES

FOURIER

yy 3

xx 4 2 2 4

Sqma 3.1: Grafikc parastseic thc

kai thc

S5 [f ](x).

yy 3

xx 4 2 2 4

Sqma 3.2: Grafikc parastseic thc

kai thc

S10 [f ](x).

3.3

Seirc

Fourier rtiwn kai perittn sunartsewn

Jerhma 3.3.1

'Estw

F :RR
h

tmhmatik

lea kai

2L

periodik

sunrthsh.

1)

An

enai

rtia

tte

seir me:

Fourier

thc

periqei

mno

sunhmitonikoc

rouc

(su-

nhmitonik seir

Fourier)
0 L

2 an = L F

F (x) cos

( nx ) L

dx , n = 0, 1, 2, . . . .

(3.3.16)

2) An h

enai peritt tte h seir

Fourier

thc periqei mno hmitonikoc rouc

(hmito-

nik seir

Fourier)

me:

2 bn = L
Apdeixh.

F (x) sin

( nx ) L

dx , n = 1, 2, . . . .

(3.3.17)

3.3.

SEIRES

FOURIER

ARTIWN KAI PERITTWN SUNARTHSEWN

41

1) Ap thn (3.1.2) qoume ti:

an = =

1 L 1 L

f (x) cos
L 0

( nx ) ( nx ) L L

dx 1 dx + L
0 L

f (x) cos
L

f (x) cos

( nx ) L

dx .

Knontac thn allag metablhtc enai rtia, lambnoume:

x = u

sto prto oloklrwma kai epeid h sunrthsh

an

( ) ( nx ) nu 1 L 1 0 f (u) cos du + f (x) cos dx = L L L L 0 L ( nu ) ( nx ) 1 L 1 L = f (u) cos du + f (x) cos dx L 0 L L 0 L ( nx ) 2 L f (x) cos = dx . L 0 L bn
qoume:

Gia to upologism twn suntelestn

bn = =

1 L 1 L

f (x) sin
L 0

( nx ) ( nx ) L L

dx dx + 1 L
0 L

f (x) sin
L

f (x) sin

( nx ) L

dx .

Kai ed knoume thn allag metablhtc sunrthsh enai rtia qoume:

x = u

sto prto oloklrwma kai epeid h

bn =

) ( nx ) nu 1 L du + f (x) sin dx L L 0 L L ( nu ) ( nx ) 1 L 1 L = du + dx f (u) sin f (x) sin L 0 L L 0 L = 0. 1 L

0

f (u) sin

2) Oi suntelestc trpo.

Fourier

sthn perptwsh perittc sunrthshc prokptoun me parmoio

Pardeigma 3.3.1

Anaptxte thn paraktw sunrthsh se sunhmitonik seir

Fourier:

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

0x< x=
2 2

<x

42

KEFALAIO 3.

SEIRES

FOURIER

Lsh.

Arqik brskoume thn rtia epktash

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

thc

f (x)

sto

[, ]:

x < 2 x = 2 2 <x< x=
2 2 2

<x F (x)
thc

kai sth sunqeia brskoume thn periodik epktash Oi suntelestc

f (x)

se lo to

R.

Fourier thc rtiac f (x) upologzontai wc exc: 2 a0 = f (x) dx = 1 , 0 { 0, n = 2 2 , n, = 1, 2, . . . . an = f (x) cos(nx) dx = 2(1)k 0 , n = 2 1
(2k1)

'Etsi prokptei h sunhmitonik seir

Fourier

thc sunrthshc

f:

1 2 (1) S [f ](x) = + cos((2 1)x) . 2 2 1 =1

H seir

Fourier S [f ](x) sugklnei sthn f (x) gia kje x [0, ] gia to opoo suneqc. Sto x = 2 , pou h f enai asuneqc, h S [f ] sugklnei sthn tim:
+ f( 1 2 ) + f( 2 ) = , 2 2

enai

pou tautzetai me thn tim

f( 2) =

1 2

thc sunrthshc sta shmeo aut.

Pardeigma 3.3.2

Anaptxte thn paraktw sunrthsh se hmitonik seir

Fourier:

f (x) = , 0 < x 1 .
Lsh.

3.3.

SEIRES

FOURIER

ARTIWN KAI PERITTWN SUNARTHSEWN

43

Arqik brskoume thn peritt epktash

f (x)

thc

f (x)

sto

(1, 1]:

, 1 < x < 0 0, x = 0 f (x) = , , 0 < x 1

kai sth sunqeia brskoume thn periodik epktash Oi suntelestc

F (x)

thc

f (x)

se lo to

R.

Fourier
1

thc perittc

bn = 2
0

f (x) {

upologzontai wc exc:

f (x) sin(nx) dx =

0,

n = 2 n = 2 1 f:

4 2k1 ,

, n, = 1, 2, . . . .

'Etsi prokptei h hmitonik seir

Fourier
=1

thc sunrthshc

S [f ](x) = 4

1 sin((2 1)x) . 2 1 f (x)

gia kje

H seir sto

Fourier S [f ](x) (0, 1).

sugklnei sthn

x (0, 1)

diti h

enai suneqc

Pardeigma 3.3.3

Dnetai h sunrthsh:

f (x) = x2 , 0 x . (i) (ii)

Anaptxte thn Na dexete ti:

se sunhmitonik seir

Fourier.

n=1

1 2 = . n2 6
na dexete ti:

(iii)

Me qrsh thc tautthtac

Parseval

n=1

1 4 = . n4 90

Lsh.

(i)

Arqik brskoume thn rtia epktash

f (x)

thc

f (x)

sto

[, ]:

f (x) = x2 , x

44

KEFALAIO 3.

SEIRES

FOURIER

kai sth sunqeia brskoume thn periodik epktash Oi suntelestc

F (x)

thc

f (x)

se lo to

R.

Fourier

thc rtiac

f (x)

upologzontai wc exc (gia

n1

knoume olo-

klrwsh kat pargontec do forc):

2 x2 dx = 2 , 3 0 0 2 2 2 4(1)n , n 1. an = f (x) cos(nx) dx = x cos(nx) dx = 0 0 n2

'Etsi, prokptei h sunhmitonik seir

2 a0 =

2 f (x) dx =

Fourier

thc sunrthshc

f:

S [f ](x) =

(1)n 2 +4 cos(nx) , 3 n2
n=1

h opoa sugklnei sthn

F (x)

gia kje

xR

diti h

enai suneqc sto

R,

dhlad isqei:

F (x) =

(1)n 2 +4 cos(nx) . 3 n2
n=1

(ii)

Efarmzontac thn teleutaa sqsh gia

x = ,

lambnoume:

2 =
n=1

(1)n 2 +4 cos(n ) 3 n2
n=1

1 = . n2 6 Parseval
kai qoume:

(iii)

Efarmzoume thn tautthta

x4 dx =

a2 0 + a2 n 2 n=1

2 4 5
1 n4

= =

2 4 9 4 90 .

+ 16

n=1

1 n4

n=1

Pardeigma 3.3.4

Dnetai h sunrthsh:

{ f (x) =

0, 2,

an an

2<x<0 0<x<2

3.4.

PRAXEIS STIS SEIRES

FOURIER

45

(i) (ii)

Brete th seir

Fourier

thc sunrthshc

f. x = 2, 0, 2
tsi ste h seir

Orste th sunrthsh katllhla sta shmea

Fourier

na

sugklnei sth sunrthsh gia

|x| 2.

Lsh.

(i)

Upologzoume touc suntelestc

a0 =

1 2 1 2

Fourier: 2 f (x) dx = 1 dx = 2 ,
0

2 2

an = = bn =

f (x) cos
2

( nx ) 2

dx =
0

cos

( nx ) 2

dx

2 [ ( nx )] 2 sin = 0, n 1, n 2 0 2 ( nx ) ( nx ) 1 2 f (x) sin dx = sin dx 2 2 2 2 0 ( nx )] 2 [ cos n 2

2 0

=
H seir

2 (1 cos(n )) , n 1 . n

Fourier

thc

prokptei na enai:

S [f ](x) = 1 +

2(1 (1)n ) n=1

n 2 ( ( ) ( ) ( ) ) 4 x 1 3x 1 5x = 1+ sin + sin + sin + ... . 2 3 2 5 2 f (x)

sta shmea sunqeiac autc kai stic timc

sin

( nx )

(ii)

x = 2, 0, 2. Kat sunpeia, oi timc pou prpei na qei h sunr0+2 2+0 thsh f sto x = 2 enai f (2) = 2 = 1, sto x = 0 enai f (0) = 2 = 1 kai sto x = 2 0+2 enai f (2) = 2 = 1.
sta shmea

f (x+ )+f (x ) 2

S [f ](x)

sugklnei sthn tim thc

3.4

Prxeic stic seirc

Fourier
Fourier)
me:

Jerhma 3.4.1

(Aristo oloklrwma seirc

'Estw

f :RR

tmhmatik

suneqc kai

2L
L

periodik

sunrthsh

a0 =

1 L

f (x) dx = 0 .
L

46

KEFALAIO 3.

SEIRES

FOURIER

kai

seir

Fourier

S [f ](x) = Fourier S [F ](x)

( n=1

an cos

( nx ) L

+ bn sin

( nx )) L

Tte h

seir

thc sunrthshc:

F (x) =

f (t) dt ,
L

dnetai ap:

1 S [F ](x) = 2L
kai

) ( ( nx ) ( nx )) L ( xf (x) dx + an sin bn cos , n L L L

L n=1
gia kje

(3.4.18)

sugklnei sthn

F (x)

xR

Pardeigma 3.4.1

Me bsh to anptugma se seir

Fourier thc sunrthshc: { 1, 0 < x 1 f (x) = , 1, 1 < x 0 Fourier

thc sunrthshc

brete to anptugma se seir

|x|

gia

x (1, 1).

Lsh.

Isqei ti:

f (x) dx = 0 ,
1
kai to anptugma

S [f ](x)

thc

f (x)

se seir

Fourier

dnetai ap:

S [f ](x) =

4 1 sin ((2n 1)x) . 2n 1 n=1

Epiplon, qoume ti:

F (x)

f (t) dt = |x| 1 ,
'Etsi, me bsh thn (3.4.18), ja qoume:

pou h stajer

prokptei diti

F (1) = 0.

|x| 1 =

1 2

xf (x) dx

4 1 cos ((2n 1)x) , 2 (2n 1)2 n=1

3.4.

PRAXEIS STIS SEIRES

FOURIER

47

kai afo:

xf (x) dx = 1 ,
1
prokptei to paraktw anptugma se seir

Fourier

thc sunrthshc

|x|

sto

(1, 1):

1 4 1 |x| = 2 cos ((2n 1)x) . 2 (2n 1)2 n=1

Jerhma 3.4.2

(Orismno oloklrwma seirc

Fourier)
sunrthsh. Tte to orismno

f : R R d c f (x) dx Fourier f (x)

'Estw oloklrwma thc

tmhmatik

suneqc

kai

2L

periodik

mpore na upologiste, gia kje ro.

c, d R

, oloklhrnontac th seir

ro proc

Pardeigma 3.4.2

Me bsh to anptugma se seir

Fourier

thc sunrthshc:

f (x) = x, < x ,
brete to anptugma se seir

Fourier

thc sunrthshc

x2

gia

x [, ].

Lsh.

To anptugma

S [f ](x)

thc

f (x)

se seir

Fourier

dnetai ap:

S [f ](x) = 2

(1)n+1 n=1

sin (nx) .

Me bsh thn (3.4.18) lambnoume:

f (t) dt = 2

(1)n+1
n=1

sin (nt) dt

(1)n+1 x2 C = 2 cos (nx) . 2 n2

n=1
Oloklhrnontac ro proc ro sto

[, ]

thn teleutaa qoume:

x2 dx = 2

C dx 2

(1)n+1
n=1

n2

cos (nx) dx ,

48

KEFALAIO 3.

SEIRES

FOURIER

kai epeid:

upologzoume ti

cos (nx) dx = 0, n 1 ,

Fourier

thc

2 6 2 sunrthshc x

C =

kai tsi lambnoume telik to paraktw anptugma se seir sto

[, ]: (1)n+1 2 4 cos (nx) . 3 n2

n=1

x2 =

Jerhma 3.4.3

(Pargwgoc seirc

Fourier)
sunrthsh kai gia thn opoa uprqei Tte h h

'Estw (ektc

F :RR
swc thc ap

suneqc

kai

2L

periodik

F (x)
seir

na

peperasmno

pljoc seir

shmewn)

enai

tmhmatik me ro

lea. ro

Fourier

F (x)

prokptei ap th

Fourier

thc

F (x)

proc

para g gish.

Pardeigma 3.4.3

'Estw h sunrthsh:

f (x) = (x2 2 )2 = (x )2 (x + )2 , x ,
thc opoac h periodik epktash enai suneqc gia kje

x R.

To anptugma

S [f ](x)

thc

f (x)

brsketai na enai:

(1)n1 48 4 S [f ](x) = + 48 cos (nx) . 90 n4

n=1
Epshc, isqei

f (x) = 4x(x2 2 )

gia kje

x [, ]

kai h

enai tmhmatik lea.

Epomnwc, smfwna me to prohgomeno Jerhma, qoume:

S [f ](x) = 48

(1)n n=1

n3

sin (nx) . xR
kai h

Epiplon, epeid h periodik epktash thc

enai suneqc gia kje

f (x) =

12x2

4 2 ,

x [, ]

enai tmhmatik lea, mporome na efarmsoume xan to prohgo-

meno Jerhma, opte lambnoume:

S [f ](x) = 48

(1)n n=1

n2

cos (nx) . f
enai suneqc gia kje

Me ton dio trpo, epeid h periodik epktash thc kai h

f (x)

= 24x, x [, ]

x R

enai tmhmatik lea, mporome na efarmsoume xan to

prohgomeno Jerhma, opte lambnoume:

S [f ](x) = 48

(1)n1 n=1

sin (nx) .

3.5.

ASKHSEIS

49

Tloc, epeid h periodik epktash thc

den enai suneqc gia kje

xR

den mpore na

efarmoste h ro proc ro paraggish me bsh to prohgomeno Jerhma gia kje

x R.

3.5
1

Askseic
Fourier
thc sunrthshc

Brete th seir

f (x) = x, |x| < .

Ap.

S [f ](x) =

2(1)n+1 n=1

n Fourier

sin(nx).

Brete th seir

ti

thc sunrthshc

f (x) =

x2 4 ,

|x| <

kai sth sunqeia dexte

n=1

1 n2

2 6 .

Ap.

S [f ](x) =

2 (1)n + cos(nx). 12 n2
n=1

Brete th seir

Fourier

thc sunrthshc:

f (x) =
kai sth sunqeia dexte ti

0 x2 =

an an

< x < 0, 0 < x < .

n=1

(1)n+1 n2

2 12 .

Brete th seir

Fourier

thc sunrthshc:

f (x) =

0 cos x

an an

< x < 0, 0 < x < .

Ap.

1 1 n(1 + (1)n ) S [f ](x) = cos x + sin(nx). 2 n2 1 n=2

Brete th seir

Fourier

thc sunrthshc:

f (x) =
kai sth sunqeia dexte ti

x x + 4 =
4 96 .

an an

0 < x < 2, 2<x<4

n=1

1 (2n1)4

Ap.

( ) 8 1 (2n 1)x S [f ](x) = 1 2 cos . (2n 1)2 2

n=1

50

KEFALAIO 3.

SEIRES

FOURIER

Keflaio 4

Metasqhmatismc Fourier
4.1 Orismc metasqhmatismo
Fourier

Fourier

O metasqhmatismc

enai nac majhmatikc metasqhmatismc me polurijmec efar-

mogc se tomec pwc oi epikoinwnec, h epexergasa smatoc, ta grammik sustmata, h kumatik didosh k.a. Metasqhmatzei ma pragmatik migadik sunrthsh migadik sunrthsh
o metasqhmatismc

f (t)

tou qrnou

se ma na

F ( ) thc kuklikc Fourier thc f (t).

suqnthtac

h opoa sunrthsh enai gnwst wc

Enai ma antistrept diadikasa dhlad me dedomnh thn h

F ( )

mpore na prosdioriste

f (t)

msw tou

antistrfou

metasqhmatismo

Fourier.

Orismc 4.1.1

(Metasqhmatismc

Fourier)
Wc metasqhmatismc

'Estw oloklhrsimh sunrthsh nrthshc

f : R R.

Fourier

thc su-

f ( t)

orzetai to genikeumno oloklrwma:

F ( ) =

f (t)eit dt,

R.

(4.1.1)

H migadik sunrthsh

F ( )

grfetai sth morf:

F ( ) = R( ) + iX ( ) = A( )ei() ,
pou oi sunartseic:

(4.1.2)

A( ) = |F ( )| =
kai

R2 ( ) + X 2 ( )

( ) = arg(F ( ))
51

52

KEFALAIO 4.

METASQHMATISMOS

FOURIER

kalontai antistoqwc pltoc (mtro) kai fsh tou metasqhmatismo

Fourier.

Apodeiknetai ti, up katllhlec sunjkec, o antstrofoc metasqhmatismc

Fourier,

o opooc ekfrzei thn

f (t) 1 2

me th bojeia thc

F ( ),

dnetai ap:

f ( t) =
opte tte h

F ( )eit d,

t R, Fourier F ( ),
thc

(4.1.3)

f ( t)

lgetai antstrofoc metasqhmatismc

F ( ). Fourier f (t),
opte

Gia na dhlsoume ti h sunrthsh h

F ( )

enai o metasqhmatismc

f (t)

enai o antstrofoc metasqhmatismc

Fourier

thc

qrhsimopoiome to sumbo-

lism:

f (t) F ( ) .
Oi

f (t)

kai

F ( )

pou sundontai msw twn sqsewn (4.1.1) kai (4.1.3) anafrontai wc

z egoc metasqhmatismo

Fourier. Fourier
tou orjogniou palmo.

Pardeigma 4.1.1

Na breje o metasqhmatismc

pT (t) =

1 0

|t| T,
allo

Lsh:

yy 2

xx 5 3 3 5

Sqma 4.1:

H mple gramm paristnei to

|F ( )| =

2 sin

tou orjogwnou palmo

p1 (t) (T = 1)

kai h kkkinh to metasqhmatism

Fourier F ( ) =

2 sin

tou

p1 (t).

Ap ton orism upologzoume:

F ( ) =

e
T

it

eit dt = i

]T =
T

2 sin(T ), = 0 ,

en gia

=0

qoume:

F (0) = 2T .

4.1.

ORISMOS METASQHMATISMOU

FOURIER

53

Pardeigma 4.1.2

Na breje o metasqhmatismc

Fourier

thc sunrthshc:

{ f (t) =

eat 0

t 0, t < 0, a > 0.

Lsh:

Ap ton orism tou metasqhmatismo

Fourier kai tou genikeumnou oloklhrmatoc qoume: eat eit dt

b

F ( ) =
0

= lim =

[ ]b 1 lim e(a+i)t a + i b+ 0 ( ) 1 (a+i )b lim (e )1 = a + i b+ 1 a + i a a i = 2 i 2 . = 2 a + 2 a + 2 a + 2 =

Pardeigma 4.1.3

b+ 0

e(a+i)t dt

Na breje to mtro tou metasqhmatismo

Fourier

thc sunrthshc:

f (t) = e3t U (t) .

yy 1 0.8 0.6 0.4 0.2 -10 -5 5 10 xx

Sqma 4.2: H sunrthsh

U (t).

Lsh:

54

KEFALAIO 4.

METASQHMATISMOS

FOURIER

Ap to prohgomeno pardeigma qoume:

F ( ) =

3t

U (t)e

it

dt =
0

e3t eit dt ) .

1 3 i = = 2 9+ 9 + 2
To mtro tou metasqhmatismo

3 i 9 + 2 9 + 2

Fourier

enai:

1 |F ( )| = . 9 + 2

4.2

Metasqhmatismo nartsewn

Fourier rtiwn kai perittn su-

'Estw oloklhrsimh sunrthsh

f : R R.

Tte ap thn (4.1.1) qoume:

F ( ) =

f (t) cos(t) dt i

f (t) sin(t) dt ,

kai lambnontac upyh thn (4.1.2) prokptei ti:

R( ) =

f (t) cos(t) dt ,

(4.2.1)

X ( ) =

f (t) sin(t) dt ,

(4.2.2)

ap tic opoec qoume:

R( ) = R( ),
kai

dhlad h

enai rtia sunrthsh

X ( ) = X ( ),
Epshc, lambnoume:

dhlad h

enai peritt sunrthsh.

F ( ) = F ( ).
Isqei kai to antstrofo, dhlad:

an

F ( ) = F ( )

tte h

enai pragmatikn timn.

' Artiec sunartseic

4.3.

IDIOTHTES METASQHMATISMOU

FOURIER

55

An h

enai rtia tte ap thn (4.2.2) qoume ti:

X ( ) = 0 ,
epeid h oloklhrwta sunrthsh enai peritt sunrthsh tou thc rtiac sunrthshc

(afo enai to ginmeno

kai thc perittc sunrthshc

sin(t)).

Epmnwc, o metasqhmatismc lambnoume:

Fourier F ( ) enai pragmatik sunrthsh kai ap thn (4.2.1)

f (t) cos(t) dt = 2
0

F ( ) = R ( ) =

Epiplon, epeid h

f (t) cos(t) dt .

enai rtia, gia ton antstrofo metasqhmatism

Fourier

qoume ti:

f (t) =

R( ) cos(t) d . F
kai h

Isqei kai to antstrofo, dhlad an h rtia.

enai pragmatikn timn tte h

enai

Perittc sunartseic

An h

enai peritt tte ap thn (4.2.1) qoume ti:

R ( ) = 0 ,
dhlad o metasqhmatismc lambnoume:

Fourier F ( )

enai fantastik sunrthsh kai ap thn (4.2.1)

f (t) sin(t) dt = 2i
0

F ( ) = iX ( ) = i
Epshc, epeid h

f (t) sin(t) dt . Fourier

qoume ti:

enai peritt, gia ton antstrofo metasqhmatism

f (t) =
Isqei kai to antstrofo, dhlad an h h

X ( ) sin(t) d .
enai kajar fantastik kai h

pragmatik, tte

enai peritt.

4.3

Idithtec metasqhmatismo

Fourier

Oi akloujec idithtec tou metasqhmatismo

Fourier enai mesh sunpeia tou orismo tou

kajc kai tou tpou thc antistrofc. Sth sunqeia upojtoume ti:

f F .

56

KEFALAIO 4.

METASQHMATISMOS

FOURIER

Grammikthta.

An

f1 F1 , f2 F2 ,
tte

a1 f1 + a2 f2 a1 F1 + a2 F2 ,
pou

a1 , a 2

aujaretec stajerc.

Summetra.

F (t) 2f ( ) .
Klimkwsh qrnou

time scaling). f (at) 1 ( ) F , a R. |a| a

Qronik metatpish

time shifting) f (t t0 ) F ( )eit0 .

Metatpish suqnthtac

frequency shifting)

ei0 t f (t) F ( 0 ) .
Diafrish qrnou

time dierentiation) Fourier

thc

Upojtontac ti o metasqhmatismc

f (n)

uprqei, qoume:

f (n) (t) (i )n F ( ) .
Diafrish suqnthtac

frequency dierentiation)

(it)n f (t) F (n) ( ).

Suzugc sunrthsh

conjugate function) f (t) F ( ).

Sunlixh sto qrno

time convolution)
kai

'Estw sunartseic Orzoume th

f1

sunlixh

twn

f2 me metasqhmatismoc Fourier F1 f1 kai f2 wc: (f1 f2 )(t) = f1 (t x)f2 (x) dx .

kai

F2

antstoiqa.

Tte isqei:

(f1 f2 )(t) F1 ( )F2 ( ) ,

dhlad h sunlixh sunartsewn sto pedo tou qrnou metasqhmatzetai se ginmeno sunartsewn sto pedo thc suqnthtac.

4.3.

IDIOTHTES METASQHMATISMOU

FOURIER

57

Sunlixh sth suqnthta

frequency convolution). Fourier F1

kai

'Estw sunartseic

f1

kai

f2

me metasqhmatismoc

F2

antstoiqa. An

(F1 F2 )( ) =
tte

F1 ( x)F2 (x) dx ,

f1 (t)f2 (t)
sunartsewn sto pedo thc suqnthtac.

1 (F1 F2 )( ) , 2

dhlad to ginmeno sunartsewn sto pedo tou qrnou metasqhmatzetai se sunlixh

Jerhma ropn

moment theorem) mn =

Gia tic ropc:

tn f (t) dt, n = 0, 1, 2, . . . ,

isqei:

(i)n mn = F (n) (0) ,

pou

f F .
Apdeixh.

Jewrome thn kfrash thc

eit

se seir kai oloklhrnoume ro proc ro:

F ( ) =

[ f (t)

(it)n n=0

] dt )

n!
n

( (i )n
n=0

n!

t f (t) dt

(i)n mn

n=0

n . n!

Ap to anptugma

Talyor

thc

F ( )

qoume:

F ( ) =

n=0

F (n) (0)

n . n!

Exisnontac touc omoiobjmiouc rouc prokptei h zhtomenh isthta.

58

KEFALAIO 4.

METASQHMATISMOS

FOURIER

Jerhma

Parseval
tetragwnik oloklhrsimec sunartseic me:

An

f1

kai

f2

f1 F1 ,
tte isqei:

f2 F2 ,

1 f1 (t)f2 (t) dt = 2 1 |f1 (t)| dt = 2

2

F1 ( )F2 ( ) d ,

kajc epshc:

|F1 ( )|2 d .

4.4

Metasqhmatismc

Fourier thc katanomc dlta

Ap ton orism thc katanomc dlta, qoume ti:

ap thn opoa gia

(t a)f (t) dt = f (a) ,

a=0

kai

f (t) = eit lambnoume: eit (t) dt = 1 ,

dhlad:

(t) 1 .
Tra, ap tic parapnw idithtec tou metasqhmatismo louja:

Fourier

prokptoun ta ak-

1 2 ( ) (t t0 ) eit0 ei0 t 2 ( 0 )

(4.4.1) (4.4.2) (4.4.3)

4.5

Paradegmata
Na breje o metasqhmatismc

Pardeigma 4.5.1

Fourier

twn sunartsewn:

cos(0 t) , sin(0 t) .
Lsh.

4.5.

PAR ADEIGMATA

59

Epeid

1 cos(0 t) = (ei0 t + ei0 t ) , 2

ap thn (4.4.3) qoume:

cos(0 t)

1 (2 ( 0 ) + 2 ( + 0 )) = ( 0 ) + ( + 0 ) . 2

Me anlogo trpo qoume:

sin(0 t) i [ ( + 0 ) ( 0 )] .
Pardeigma 4.5.2

Qrhsimopointac ti gia thn sunrthsh prosmou

f (t) = sgn(t) U (t).

isqei

2 F ( ) = , i

na brete to metasqhmatism

Fourier

thc bhmatikc sunrthshc

Sgn t 1 0.5 t

-10

-5 -0.5 -1
Sqma 4.3: H sunrthsh

10

sgn(t).

Lsh.

Isqei ti:

U ( t) =
kai tsi ap thn (4.4.1) prokptei:

1 1 + sgn(t) , 2 2

1 1 2 1 U (t) 2 ( ) + = ( ) + . 2 2 i i
Pardeigma 4.5.3

Na breje o metasqhmatismc

Fourier

gia to diamorfwmno sma

enc palmo (

pulse modulated signal)

to opoo perigrfetai ap th sunrthsh:

f (t) = pT (t) cos(0 t) .

Lsh.

60

KEFALAIO 4.

METASQHMATISMOS

FOURIER

A'

trpoc.

Gia tic sunartseic

f1 (t) = pT (t)

kai

f2 (t) = cos(0 t)

gnwrzoume ap

prohgomena paradegmata ti:

f1 (t) F1 ( ) =
kai

2 sin(T )

f2 (t) F2 ( ) = ( 0 ) + ( + 0 ) .
Qrhsimopoiome thn idithta sunlixhc sth suqnthta kai qoume ti:

1 F ( ) = 2

1 sin(T ( x)) = ( (x 0 ) + (x + 0 )) dx 2 2 x sin(T ( x)) sin(T ( x)) = (x 0 ) dx + (x + 0 ) dx x x = sin(T ( 0 )) sin(T ( + 0 )) + . 0 + 0

Epeid

F1 ( x)F2 (x) dx

B' trpoc.

1 1 pT (t) cos(0 t) = ei0 t pT (t) + ei0 t pT (t) , 2 2

qrhsimopointac thn idithta thc metatpishc thc suqnthtac lambnoume:

1 pT (t) cos 0 t (F1 ( 0 ) + F1 ( + 0 )) , 2

pou

F1 ( )

enai o metasqhmatismc thc

pT (t): 2 sin(T ) . Fourier

thc sunrthshc:

F1 ( ) =
Pardeigma 4.5.4

Na breje o metasqhmatismc

f (t) = pT /2 (t + T /2) pT /2 (t T /2) .

Lsh.

Ap thn idithta thc qronikc metatpishc qoume ti:

F ( ) = eiT /2 F1 ( ) eiT /2 F1 ( ) ,
pou

F1 ( ) =

sin(T /2)

o metasqhmatismc

Fourier

tou orjogwnou palmo

pT /2 (t).

'Etsi, telik prokptei:

F ( ) =

4i sin2 (T /2) .

4.5.

PAR ADEIGMATA

61

Pardeigma 4.5.5

Na breje o metasq.

Fourier

tou trigwniko palmo:

qT (t) = 1

|t| , |t| T. T

Lsh.

Gia ton trigwnik palm isqei h idithta:

qT (t) =

1 (p p )(t) , T T /2 T /2

kai ra ap thn idithta sunlixhc sto qrno qoume:

qT (t)
pou

1 2 F ( ) , T Fourier
tou orjogwnou palmo

F ( ) =

2 sin( T 2 )

enai o metasqhmatismc

pT /2 (t).

'Etsi, telik qoume:

qT (t)

4 sin2 (T /2) . T 2 ideal low pass lter)

Pardeigma 4.5.6

Se idanik ssthma qamhloperato fltrou (

eisrqetai sma suqnthtec

f (t) me metasqhmatism Fourier F ( ). (| | > a). Na breje to sma exdou g (t).

Sthn xodo kbontai oi uyhlc

Lsh.

Ap thn upjesh thc apokopc twn uyhln suqnottwn qoume ti:

g (t) G( ) = F ( )pa ( ) ,
pou

pa ( )

h sunrthsh tou orjogwnou palmo.

Gnwrzoume mwc ti:

pa (t)

2 sin(a ) ,

kai tsi qrhsimopointac thn idithta summetrac lambnoume:

sin(at) pa ( ) . t
Ap thn idithta thc sunlixhc sto qrno qoume ti h sunrthsh exdou enai:

sin(at) = g (t) = f (t) t

f (x)

sin(a(t x)) dx . (t x)

62

KEFALAIO 4.

METASQHMATISMOS

FOURIER

Pardeigma 4.5.7

Se ssthma eisrqetai sma gia

f (t)

me metasqhmatism

Sthn xodo kbetai h sunrthshc exdou

f (t) g (t).

|t| > T.

Na breje o metasqhmatismc

Fourier F ( ). Fourier G( ) thc

Lsh.

Sthn xodo qoume:

g (t) = f (t)pT (t) G( ) ,

pou

p T ( t)

h sunrthsh tou orjogwnou palmo.

Ap thn idithta sunlixhc sth suqnthta lambnoume:

1 g (t) 2
diti

( ) 2 sin(T ) F ( ) , 2 sin(T ) .

pT (t)
Telik, prokptei ti:

1 G( ) =

F (x)

sin (T ( x)) dx . x

4.6
'Estw

Metasqhmatismc
f :RR

Fourier periodikc sunrthshc

T,
dhlad:

mia periodik sunrthsh me perodo

f (t + T ) = f (t),
Ap th migadik morf thc seirc

gia kje

t R.

Fourier

thc

qoume:

f (t) =
pou

+ n=

cn ein0 t , Fourier
pou dnontai ap:

0 =

2 T

kai

cn

oi migadiko suntelestc

cn =

1 T

T /2

T /2

f (t)ein0 t dt , n Z . Fourier thc T periodikc

' Ara, qrhsimopointac thn (4.4.3), qoume ti o metasqhmatismc sunrthshc

dnetai ap:

F ( ) = 2

+ n=

cn ( n0 ) .

4.7.

ASKHSEIS

63

4.7
1.

Askseic
Fourier
twn sunartsewn:

Na breje o metasqhmatismc

(i) 2 cos(3t) cos(4t) (ii) g (t) = f (2t 1),

me thn proupjesh ti o metasqhmatismc Dexte ti an

Fourier

thc

enai gnwstc.

2.

ei(t) F ( )
kai h

(t) R,

tte

cos (t) sin (t)

3.

F ( ) + F ( ) 2 F ( ) F ( ) . 2i 2a , a > 0. + 2
kai thc prohgomenhc skhshc dexte ti:

Dexte ti:

ea|t|
4.

a2

Me th bojeia tou jewrmatoc tou

Parseval 1

(t2

a2 )(t2

b2 )

dt =

. ab(a + b)

5.

Na dexete ti:

6.

sin2 (at) dt = a. t2

Na dexete ti:

ea|t| (1 + a|t|)
7.

4a3 . (a2 + 2 )2

Na dexete ti: An

(i)

f F

tte

f (t) (ii)

1 | |F ( ). t

1 | |. t2

64

KEFALAIO 4.

METASQHMATISMOS

FOURIER

8.

Na dexete ti:

f (t) eit = F ( )eit .

Qrhsimopointac thn parapnw sqsh na apodexete to jerhma sunlixhc gia to metasqhmatism

Fourier.