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Engr Math I Chap 13 Spring 106 Student Version
Engr Math I Chap 13 Spring 106 Student Version
Engr Math I Chap 13 Spring 106 Student Version
Main idea:
L
Let f(x) be a function defined for –L x L. Assume that L
f ( x)dx exist.
Explore the possibility of choosing a0, a1,….and b1, b2 …. such that
1
n x n x
f ( x ) a0 an cos( ) bn sin( ) (13.1)
2 n 1 L L
Eq. (13.1) is a decomposition of the function f(x) into a sum of terms, each
representing the influence of a different fundamental frequency on the behavior
of the function.
Lemma 13.1
103
L
1 L m x n x L m x n x
sin( ) sin( ) 0
2 ( m n ) L L (m n ) L L L
2 2
n x 2n x 2n x
L
L L 1 x L
L [1 cos( )]dx L
2
cos ( ) dx sin( )
L L 2 L 2 2n L L
1
n x n x
a0 dx an cos(
L L L L
L
f ( x)dx
L 2
n 1
L L
)dx bn sin(
L L
) dx La0
1 L
L L
a0 f ( x)dx (13.2)
k x
To find an, choose any integer k and multiply Eq.(13.1) by cos( ) to get
L
k x 1 k x
n x k x n x k x
f ( x ) cos( ) a0 cos( ) an cos( ) cos( ) bn sin( ) cos( )
L 2 L n 1 L L L L
Integrate the above series term by term (suppose we can do this), one will have
L k x
L
f ( x) cos(
L
)dx
1 k x L n x k x n x k x
)dx an cos(
L
a0 cos( ) cos( ) bn sin( ) cos( ) dx
L 2 L L
n 1 L L L L
L 1 k x
L n x k x n x k x
)dx an cos(
L
a0 cos( ) cos( )dx bn sin( ) cos( ) dx
n 1
L 2 L L L L L L L
k x
when n=k cos 2 ( )
L
104
Based on Lemma 13.1, it is easy to find that all the integrals on the right side of
the above equation equal zero except for the case n=k, which is
L k x
L
)dx ak L
f ( x) cos(
L
1 L k x
ak f ( x) cos( )dx where k N
L L L
1 L n x
an f ( x) cos( )dx (13.6)
L L L
k x
Similarly, to find bn, multiplying Eq.(13.1) by sin( ) will yield
L
L k x L k x
L
f ( x)sin(
L
)dx bk sin 2 (
L L
)dx bk L
1 L k x
L L
bk f ( x) sin( )dx for k 1, 2...... (13.7)
L
5 , x
Example: f ( x ) x , x 1
1 x , 1 x 2
2
4 , 2 x
Determine whether f(x) is piecewise smooth.
Sol: endpoints: ,
discontinuous at 1 ,2
106
B.
at x =1 f (1 ) 1 (1) 2 0, f (1 ) 1 1
at x =2 f (2 ) 4, f (2 ) 1 (2 ) 2 3
exist and is finite
f(x) is discontinuous at x=1 and 2
107
f(x) is piecewise smooth on [,]
for x , the Fourier series of f(x) converges to
1 1
( f ( x ) f ( x )) [ x x ] x f ( x )
2 2
At both x = and x = , the Fourier series of f(x) converges to
1 1
( f ( ) f ( )) ( ) 0
2 2
e x for 2 x 1
Example f ( x ) 2 x 2 for 1 x 2
4 for x 2
Sol: Obviously, f(x) is piecewise smooth, being continuous except for jump
discontinuities at 1 and 2.
At the jump discontinuity x=1, the Fourier series of f(x) converges at x=1 to
1 1
[ f (1 ) f (1 )] (e 1 2)
2 2
Definition
f(x) is an even function on [–L, L] if f(x)= f(x) for Lx L
f(x) is an odd function on [–L, L] if f(x)= f(x) for Lx L
108
odd*odd =even; odd*even =odd; even*even =even
Proof:
n x n x
1). f(x) is even f ( x) cos( ) is even. f ( x) sin( ) is odd. One will
L L
have
1 L 2 L
L L L 0
a0 f ( x ) dx f ( x )dx
1 L n x 2 L n x
an f ( x ) cos( )dx f ( x ) cos( )dx
L L L L 0 L
1 L n x
bn f ( x) sin( )dx 0
L L L
2). Proof is omitted.
109
2 L 2 4 2
a0
L 0
f ( x ) dx
0
x dx 4
5
8 3n 2 x 2 6 n2 x3 6 x
2 2 4
an
0
x 4 cos(nx)dx
n
x sin( nx )
0 n n 4
sin( nx )
n3
cos( nx ) 0
4
n 6 cos(n ) 4 n 2 2 6 ( 1) n
8 2 2 8
n n
The Fourier series of x on [–,] is
4
1 4 8 2 2
4 n 6 ( 1) n cos( nx )
5 n 1 n
110
After some calculations, it is found that the Fourier series of f(x) is
1
2n 1 sin((2n 1) x )
n 1
By the convergence theorem, this series converges to f(x) for – < x < . There
is jump discontinuity at 0, but 1 [ f (0 ) f (0 )] 1 ( ) 0 f (0)
2 2 4 4
The following figures shows graphs of S5(x), S14(x), and S22(x). Each of these
partial sums shows a peak near zero. Intuitively, since the partial sum
approaches f(x) as N , we might expect these peaks flatten out and become
smaller as N is chosen larger. But they don’t. Instead, the peaks maintain
roughly the same height, but move closer to the y axis as N increases.
111
Approach:
Explanation:
case 1: x 0 then f e ( x ) f ( ( x )) f ( x ) f e ( x )
fe(x) is even.
case 2 : x 0 then f e ( x ) f ( x ) f e ( x )
We call fe(x) the even extension of f(x) to [L, L].
Definition
Based on these ideas, define the Fourier cosine coefficients of f(x) on [0, L] to be
the numbers
2 L n x
an f ( x)cos( )dx (13.10)
L 0 L
for n=0,1,2,…
112
1. If 0 <x <L, then at x, the Fourier cosine series for f(x) on [0, L] converges to
1
( f ( x ) f ( x ))
2
2. At x=0, the Fourier cosine series converges to f (0 )
3. At x=L, the Fourier cosine series converges to f ( L)
1, 0 x
Example: f ( x ) 2 Find its Fourier cosine series.
2, x
2
Sol: Clearly, L=.
2 L 2 2 2
a0 f ( x)dx a0 f ( x)dx ( 1 dx 2 dx ) 3
L 0 0 0 2
2 n x
an f ( x)cos( )dx
0
2 2 n
( 2 1 cos(nx)dx 2 cos(nx)dx) sin( )
0
2 n 2
for n=1,2,3,…
113
13.3.2 Fourier Sine Series
Definition:
Let f(x) be integrable on [0, L]. Then the Fourier sine coefficients of f(x) on [0, L]
are
2 L n x
bn f ( x)sin( )dx (13.12)
L 0 L
for n=1,2,…
(13.13)
With these coefficients, the series
n x
n 1
bn sin(
L
)
is called Fourier sine series for f(x) on [0, L].
114
1
n x n x .
a0 [an cos( ) bn sin( )]
2 n 1 L L
Then, for any x with Lx L,
1 L 1 n x n x
x
L f ( t ) dt
2
a0 ( x L )
n 1 n
[ a n sin(
L
) bn (cos(
L
) cos(n ))]
Recall: Example 13.7, the Fourier series of f(x)=x has been found, that is
2
n 1 n
( 1)n 1 sin(nx ) . Moreover, by Theorem 13.4, we have
x 2
x
n1 n xdx
n 1
( 1) sin( nx ) dx
x 2 x x
2 1 1
(1) sin(nx)dx (1) n2 [ cos( nx)]
n 1
( x2 )
n 1
n
n 1 n n 2
2 1 2
2 (1) n [cos(nx) cos(n )] ( x )
2
n1 n 2
115
piecewise continuous on [L, L]. Then the Fourier series of f(x) on [L, L]
converges to f(x) on [L, L]:
1
n x n x
f ( x ) a0 [an cos( ) bn sin( )] for Lx L.
2 n 1 L L
Further, at each point in (L, L) where f ( x) exists, the term by term
derivative of the Fourier series converges to the derivative of the function:
n n x n x
f ( x ) [an sin( ) bn cos( )]
n 1 L L L
Fundamental period:
The smallest positive period of a function is called its fundamental period, or
principal period.
If f(x) has period p and is integrable, then we can calculate its Fourier
coefficients on [p/2, p/2] and write the Fourier series
1
2n x 2n x
a0 [an cos( ) bn sin( )] (since L=p/2)
2 n 1 p p
The Fourier coefficients are:
2n x
p
2
an 2p f ( x ) cos( )dx for n=0,1,2,…
p 2 p
2n x
p
2
bn 2p f ( x )sin( )dx for n=1,2,…
p 2 p
2
Sometimes we write 0
p
117
Now the Fourier series of f(x) on [p/2, p/2] is
1
a0 [an cos(n0 x ) bn sin(n0 x )]
2 n 1
where
p
2
an 2p f ( x ) cos(n0 x )dx for n=0,1,2,…
p 2
p
2
bn 2p f ( x )sin(n0 x )dx for n=1,2,…
p 2
(In this case, choose = p/2)
If we square both sides of these equations and add the results, we obtain
cn2 an 2 bn 2 cn an 2 bn 2
118
1
a0 cn cos(n0 x n )
2 n 1
The phase angle form of the Fourier series is also called its harmonic form. The
term cos(n0 x n ) is the nth harmonic of f(x), cn is the nth harmonic
amplitude, and n is the nth phase angle of f(x).
Example 13.16:
Suppose f(x) has fundamental period p= 3, and f(x)=x2 for 0x3, and
f(x+3)=f(x). Find its Fourier series.
Sol:
2 3
3 0
a0 f ( x)dx 6
2 3 2 2n x 9
3 0
an x cos( ) dx
3 n 2 2
2 3 2 2n x 9
3 0
bn x sin( ) dx
3 n
( The domain of f(x) is not in [L, L] The idea of even function cannot be
used to compute the Fourier coefficients in this example.)
9 / n
n tan 1 ( ) tan 1 (n )
9/n
2 2
0 2 / 3
9 2n x
3 1 n 2 2 cos( tan 1 ( n ))
n 1 n2 2
3
119
The amplitude spectrum of a periodic function f(x) is a plot having value of
cn
n0 on the horizontal axis versus on the vertical axis, for n = 1,2,….
2
c
The amplitude spectrum consists of points (n0 , n ) for n = 1,2,….
2
Note that it is also common to include the point (0, a0 / 2) on the vertical axis.
1
cos( x) (eix e ix )
2
1 ix ix
sin( x) (e e )
2i
120
a0 an cos( n0 x ) bn sin( n0 x ) where 0 2
1
2 n 1
p
1
ein0 x ein0 x ein0 x e in0 x
a0 [an ( ) bn ( )]
2 n 1 2 2i
1 1 1
a0 [ (an ibn )eino x (an ibn )e in0 x )]
2 n 1 2 2
1 1 1 1
Now let d o = ao , d n (an ibn ) d n (an ibn ) (an ibn )
2 2 2 2
=d 0 d n e in0 x
d n e in0 x (13.14)
n 1 n 1
1 1 p2
d 0 a0 p f (t )dt
2 p 2
1 1 2 p2 2 p2
d n (an ibn ) p f (t ) cos(not )dt i p f (t )sin(not )dt
2 2p 2 p 2
1 p2
= p f (t ) cos( n0t ) i sin( not ) dt for n=1,2,3,…
p 2
1 p2
d n = p f (t )e in0t dt (Euler formula)
p 2
Similarly
1 1 p2 1 p2
d n (an ibn ) p f (t ) cos( n0t ) i sin( not ) dt p f (t )ein0t dt
2 p 2 p 2
1 p2
However, by definition d n p f (t )ein0t dn d n
p 2
121
2
Let f(x) have fundamental period p. Let 0 . Then the complex Fourier
p
Amplitude spectrum
The amplitude spectrum of (for complex Fourier series) a periodic function is a
graph of the points (n0, |dn|), in which |dn| is the magnitude of the complex
coefficient for dn.
Theorem
Let f (x) be periodic with fundamental period p. Let f(x) be piecewise smooth on
[ p / 2, p / 2] . Then at each x the complex Fourier series of f(x) converges to
1
f ( x ) f ( x )
2
1 p
dn
p
f (t )e in0t dt
E
| E sin( t ) | e i 2 nt dt sin( t )e i 2 nt dt
0 0
1 i t
Since sin( t ) (e e it ) , thus
2i
122
E (12 n )it (1 2 n )it
2 i 0
dn (e e )dt
E 1 E 1
(e(12 n )i 1) (e (12 n )i 1)
2 i (1 2n )i 2 i (1 2n )i
2 E
(4n 2 1)
2 E
1
Complex Fourier series of f(t) is
4n
n
2
1
e 2 nit
2E
The amplitude spectrum is a plot of (2n, )
(4n 2 1)
123