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Chapter Five Fourier Series and Orthogonal Functions 5.1: Orthogonal Functions
Chapter Five Fourier Series and Orthogonal Functions 5.1: Orthogonal Functions
Chapter Five Fourier Series and Orthogonal Functions 5.1: Orthogonal Functions
CHAPTER FIVE
Fourier series and Orthogonal Functions
5.1: ORTHOGONAL FUNCTIONS
Definition 1: A non-zero sequence of functions { } is said to be orthogonal with respect to the
weight functions q(x) on the interval [a, b] if
∫
Example 1: the sequence of function { }, m=1, 2, 3...form an orthogonal system on the interval
[-,] because,
∫ { , in these case the weight function q(x)=1
Proof: left as an exercise
Orthtogonality conditions for the sine and cosine functions
1. ∫
2. ∫
3. ∫
Proof: left as an exercise
Definition 2:
A function is said to have a periodic or to be period if for all , ,
where is a positive constant. The least value of is called the least period or simply the
period of .
Examples 2:
1. Consider
Then
Hence is a period function with period
2. Consider check whether its periodic or not?(verify )
If is a periodic function of period , then
Then
Now
( for to be a periodic
Therefore is not a periodic function
Then ∫ ∫ * +
∫ ∫
For ∫ , we can use integration by parts
Let and
Then and
∫ ∫
Now ∫ * +|
* ( )+ * +
Therefore
And ∫
∫ * +|
*( ) ( )+ * +
Now
Therefore
∑ * ( ) +
∑ *( ) +
Hence ∑ *( ) +
Example 4:
Find the Fourier series representation for
, and
Solution: ∑ [ ]
Then the coefficient are given by
∫– *∫– ∫ + [ | | ]
∫ *∫– ∫ +
–
∫
–
∫
| |
| | [ | ]
= [ ]
Now
In general
{ and thus {
Thus { ,
Then the Fourier series of is given by
∑ [ ]
* +
Exercise 2:
Compute the following Fourier series representation for
a) ,
b) {
DIRICHLET’S CONDITIONS:
Suppose that:
a) f(x) is defined and single – valued except possibly at a finite number of points in ( , ).
b) f(x) is periodic outside ( , ).with period 2.
c) f(x) and f (x) are sectionally continuous in ( , ).
Then the series ∑ [ ] with coefficients
∫
∫
And ∫ converges to
i) f(x) if x is a point of continuity
lim f ( x) lim f ( x)
x c x c
ii) if c is a point of discontinuity
2
Example 5: Find the Fourier series expansion for
{ and deduce that ∑
Solution: Let ∑ [ ]
Then ∫ *∫– ∫ + [ | | ] * * ++
∫ *∫– ∫ +
–
[ | * +| ]
[ ]
And ∫ *∫– ∫ +
–
∫
–
∫
| |
= [ ]
Hence the Fourier series representation for is given by
∑ [ ]
∑ * +
+* +
* +
* + * + .
By Dirichlet’s Condition, we have that
* + [ ]
* +
* +
* +
Hence ∑
5.2.2 Fourier series of functions with arbitrary period
Definition 5: Let be integrable functions on [ ], then the Fourier series representation
of the function is given by
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Applied Mathematics II Page 5
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COURSE TITLE:APPLIED MATHEMATICS IIB
∑ * ( ) +
Where ∫
∫ ( )
And ∫
Example 6:
Find the Fourier series of the periodic function of period 2, where
, and show that and
Solution: let ∑ * ( ) ( )+
∑ [ ]
Where ∫ ∫ ∫ ∫ | |
∫ ( ) ∫
∫ ∫
| * +| *( ) ( )+
[ ] [ ]
∫ ( ) ∫
∫ ∫
| * +|
* + * +
∑ *( [ ]) ( ) +
( )
( )
Therefore, ( )
( )
Then
∑
When , ( )
Giving ( )
( ) ( )
∑
Therefore ∑
Exercise 3:
1. Let , then compute the Fourier series representation of the function
on [ ]
2. Let , then compute the Fourier series representation of the function
on [ ]
5.2.3 Fourier series of odd and even functions
Definition 6:
. A function is said to be an even function on (– ) if
(– )
A function is said to be an odd function on (– ) if
(– )
Remark:
A function may be neither even nor odd.
Example 7:
a) The function
b) The function
c) , neither odd nor an even function.
Proposition 1: If is a periodic function with period , then
∫
∫ ,
∫ ( ) ∫ ( ) ,
Since ( ) is an even
And ∫ , since is an odd function.
Therefore, the Fourier series expansion of a periodic even function contains only the
cosine terms, whose coefficients are ∫ ∫ ,
∫ ( ) ∫ ( ) and
Hence ∫ ∑ *( ∫ ( ) ) ( )+
Case II: when is an odd function?
The coefficient of Fourier series becomes
∫ , ∫ ( ) ( )
And ∫ ∫ , since is a n even
Thus, if a period function is odd, its Fourier series representation contains only the
sine terms, whose coefficients are , and ∫
Therefore ∑ *( ∫ ) ( )+
Example 8: find a Fourier series representation for on and deduce the values
of
1. ∑
2. ∑
Solution: the Fourier series representation of on is given by
∑ * ( )+ ∑ [ ]
Here
Therefore on is even
Then ∫ ∫ |
And ∫ ( ) ∫
* +| ( )
Therefore and
∑ * ( )+ ∑ * +
∑ * +
* +
1. Putting in equation , we have
* +
* +
Hence ∑
2. Putting in equation , we have
Therefore * +
* +
Hence ∑
5.2.4: Half Range Expansion and Complex form of Fourier series
(Reading assignment)
5.3: Fourier integrals
Definition 7: Let us assume that the following conditions on :
1. satisfies the Dirichlet conditions in every finite interval (– )
2. ∫ | | converges, that means is absolutely integrable in (– )
Then the Fourier series representation of the function on (– ) is given by
∑ * ( ) +
Where ∫ , ∫ ( ) , and ∫
Therefore the Fourier integral of a function is given by
∫ [ ]
Where ∫
∫
And equation is also called a Fourier integral representation of
And ∫ ∫
Hence the Fourier integral expansion of is
∫ * +
∫
5.3.1: Fourier sine and cosine integrals
Definition 8: let be defined on [ and ∫ | | converges, then
1. The Fourier cosine integral of a function is given by
∫ [ ]
Where ∫
2. The Fourier sine integral of a function is given by
∫ [ ]
Where ∫
∫
Solution:
The Fourier sine integral of is given by
∫ [ ]
Where ∫ [∫ ∫ ]
∫ |
Hence ∫ [* + ]
∫
From equation we get
∫
Then ∫ ,