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Fourier Methods in Science
and Engineering
This innovative book discusses and applies the generalized Fourier Series to
a variety of problems commonly encountered within science and engineering,
equipping the readers with a clear pathway through which to use the Fourier
methods as a solution technique for a wide range of differential equations and
boundary value problems.
Beginning with an overview of the conventional Fourier series theory, this
book introduces the generalized Fourier series (GFS), emphasizing its notable
rate of convergence when compared to the conventional Fourier series expan-
sions. After systematically presenting the GFS as a powerful and unified solution
method for ordinary differential equations and partial differential equations, this
book expands on some representative boundary value problems, diving into their
multiscale characteristics.
This book will provide readers with the comprehensive foundation necessary
for solving a wide spectrum of mathematical problems key to practical applica-
tions. It will also be of interest to researchers, engineers, and college students in
various science, engineering, and mathematics fields.
Fourier Methods in
Science and Engineering
Reasonable efforts have been made to publish reliable data and information, but the author and pub-
lisher cannot assume responsibility for the validity of all materials or the consequences of their use.
The authors and publishers have attempted to trace the copyright holders of all material reproduced
in this publication and apologize to copyright holders if permission to publish in this form has not
been obtained. If any copyright material has not been acknowledged please write and let us know so
we may rectify in any future reprint.
Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced,
transmitted, or utilized in any form by any electronic, mechanical, or other means, now known or
hereafter invented, including photocopying, microfilming, and recording, or in any information stor-
age or retrieval system, without written permission from the publishers.
For permission to photocopy or use material electronically from this work, access www.copyright.
com or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA
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Trademark notice: Product or corporate names may be trademarks or registered trademarks and are
used only for identification and explanation without intent to infringe.
DOI: 10.1201/9781003194859
Chapter 1 Introduction...................................................................................... 1
1.1 Scales and Scale Effects........................................................ 1
1.2 Multiscale Phenomena and Multiscale Analysis
Methods................................................................................. 2
1.3 Fourier Series Methods in Scientific and Engineering
Applications........................................................................... 6
1.4 Scope of this Book................................................................ 7
References........................................................................................ 8
v
vi Contents
xi
Acknowledgments
The authors are indebted to their respective families for their understanding and
support during the long hours in preparing and writing this book. The second
author would like to express his appreciations to his mentors, Professors Zimao
Zhang, Guangsong Yang, Songlin Hao, and Dongxu Li, for their encouragement
and guidance throughout his graduate studies.
Wen L. Li
Weiming Sun
Ningbo and Wuhan, China,
Aug. 22, 2022
xiii
Authors
Dr. Wen L. Li received his B.S. (1982) in Physics from Liaoning Teachers
University in Dalian, China; M.Eng. (1984) in Vehicle Engineering from Beijing
Institute of Technology in Beijing, China; and Ph.D. (1991) in Mechanical
Engineering from University of Kentucky in Lexington, USA. From 1992 to
1995, he worked with the Case Corporation as Technical Specialist. From 1995
to 2004, he worked with the United Technologies Carrier Corporation as Sr.
Staff Engineer and United Technologies Research Center as Principal Engineer.
In 2004, he joined the Mississippi State University as an Associate Professor
in Mechanical Engineering. In 2007, he moved to Wayne State University as
an Associate Professor of Mechanical Engineering. In 2014, Dr. Li started the
Advanced Engineering and Technologies company, and in 2016, the Advanced
Information Services company in China as the founder and general manager.
Dr. Li has author/co-authored about 60 journal papers, 1 book, and 3 book
chapters. He is the inventor or co-inventors of more than 30 technical pat-
ents. He is the Editor-in-Chief of Open Journal of Acoustics (OJA), member
of Editorial Board of several other journals, and co-chair of Prediction and
Modeling Technical Committee of Institute of Noise Control Engineering
(INCE) and member of Structural Vibration and Acoustics Committee of
Acoustical Society of America (ASA). He has chaired/co-chaired dozens of
technical sessions of international conferences. His research and experience
are mostly related to numerical methods, computer modeling and simulations,
dynamics systems, acoustics, and machinery designs.
Dr. Weiming Sun received his B.E. (1995) in Structural Strength of Spacecraft;
M.E. (1998) in Solid Mechanics both from National University of Defense
Technology in Changsha, China; and Ph.D. (2011) in Solid Mechanics from
Beijing Jiaotong University in Beijing, China. Under the supervision of Prof.
Zimao Zhang, his doctorate research was focused on proposing a set of general
formulas for the Fourier series of higher order (partial) derivatives of one- and
two- dimensional functions, developing the generalized Fourier series method for
linear differential equations with constant coefficients, and applying it to bound-
ary value problems commonly encountered in engineering applications. After
receiving his Ph.D. degree, Dr. Sun became a full-time lecturer in the Department
of Mathematics at Jianghan University in Wuhan, China. He has published six
journal papers.
xv
1 Introduction
DOI: 10.1201/9781003194859-1 1
2 Fourier Methods in Science and Engineering
The limit scale for human activities has stretched out magnificently in the past
century. In the direction of large-scale, with the inventions of, such as satellites, space
shuttles, and space telescopes, mankind has laid their eyes onto the deeper space
of the boundless universe; in the meantime, in the direction of micro scale, arti-
ficial superlattices, nano-materials, Micro-Electro-Mechanical Systems (MEMS),
biochips and other technologies have taken our attentions to the mesoscopic world.
With expanding scientific limit scales, the scale effects have become increasingly
evident and important. For example, on the mesoscopic scale, since the specific sur-
face area of a material is very large, the surface tension, electrostatic force, bonding
force, magnetic force, and the likes can all emerge as important factors which may
be administered to modify the physical and chemical properties of the material.
The flow and heat transfer laws under micro scale can also deviate signifi-
cantly from those under normal (macro) scale conditions. For example, in micro
scale, heat conduction is often accompanied by the wave and radiation effects,
and the thermal conductivity is greatly reduced. In micro scale convective heat
transfer, the compressibility of fluid, especially gas, the surface effect of liquid
and the rarefaction effect of the gas all need to be taken into account. On the
micro scale, the thermal radiation is not only related to the phonon free path, but
also dependent upon the photon wavelength and photon interference scale.
Similarly, the microminiaturization process of machinery also faces the issues
of scale effects, such as the dependence of micro friction and micro lubrication
mechanisms on the scale of micro machinery, the restriction of heat transfer and
combustion on the micromechanical scale, etc.
The upsurges of scale effect studies and experimental verifications have
spanned from the traditional fields of physics, chemistry, material science, engi-
neering, machinery manufacturing into other scientific and social disciplines
such as geography, ecology, environment, meteorology, economics, and informa-
tion technologies.
Many techniques, such as the stabilized finite element methods (SFEMs), the
bubble function methods, the multiscale finite element methods, the wavelet finite
element methods, the meshless methods, the variational multiscale methods, have
been proposed to better cope with one or more aspects of the multiscale charac-
teristics (Donea and Huerta 2003), and have spurred a wave of research activities
related to the multiscale analysis methods.
SFEM was originally proposed to solve multiscale problems in fluid dynam-
ics (such as convection-diffusion equation and Stokes equation). Its basic idea is
to introduce a stabilizing term into the Galerkin’s weak formulation. The stabiliz-
ing term is the weighted residual of the differential equation to be solved on each
element. The uses of different weighting functions will potentially have diverse
effects, hence leading to the various versions of the SFEMs.
SFEMs have been successfully applied to a spectrum of scientific and engineer-
ing problems such as the convection-diffusion equation (Agarwal and Pinsky 1996),
the convection-diffusion-reaction equation (Huerta and Donea 2002), the Stokes
equation (Bochev et al. 2007), Darcy equation (Burman and Hansbo 2007), the
generalized Stokes equation (Araya et al. 2008), Navier-Stokes equation (Whiting
and Jansen 2001), incompressible flows (Codina 2001), viscoplastic flow problem
(Maniatty and Liu 2003), plate and shell stability problems (Bischoff and Bletzinger
2004), and fluid-structure interactions (Thompson and Sankar 2001).
The bubble function methods represent another popular approach in solving
multiscale problems in which special forms of bubble functions are employed to
expand the finite element interpolation space. In the process, the proper selec-
tion of the bubble functions is critically important to ensuring the accuracy and
stability of the resulting solution. The bubble function methods have demon-
strated certain successes in solving the Helmholtz equation (Franca et al. 1997),
the convection-diffusion equation (Sangalli 2004), the diffusion-reaction equa-
tion (Parvazinia and Nassehi 2007), the Navier-Stokes equation (Canuto et al.
1998), the Stokes equation (Franca and Oliveira 2003), the Brinkman equation
(Parvazinia et al. 2006), etc.
Wavelet analysis is hailed as “digital microscope” with the multiscale and
multi-resolution functionalities. Introducing wavelets as the interpolation func-
tions into the traditional finite element solutions has led to another general type of
multiscale solution methods, wavelet finite element methods, in science and engi-
neering (Dahmen et al. 1997). The wavelet finite element methods can adaptively
adjust to analysis scales, which tends to facilitate a better solution in terms of the
numerical stability, efficiency and accuracy. In the last two decades, the wavelet
finite element methods have emerged as a promising approach for solving various
singularity and multiscale problems.
Most multiscale methods are built upon the existing numerical meth-
ods by considering a specific scale coupling characteristic of a multiscale
Introduction 5
method in its original form are still severely hampered by its picky choice of only
particular types of boundary conditions.
Nevertheless, because the trigonometric functions have certain desired charac-
teristics such as, orthogonality, completeness, simplicity, and numerical stability,
researchers have never ceased to pursue transforming the Fourier series method
into a general means for solving a wide range of boundary value problems. Some
of recent progresses include, such as: the superposition method by decomposing
the boundary conditions into several suitable ones (Gorman 1982), direct Fourier
series method with Stokes transformations (Wang and Lin 1996; Chaudhuri
2002; Kabir et al. 2007), analytical form of Fourier series method (Huang 1992;
Sun and Yang 1998; Sun et al. 2004), the modified Fourier series method with
supplementary terms (Li 2000; Li et al. 2009; Jin et al. 2015).
REFERENCES
Agarwal, A. N., and P. M. Pinsky. 1996. Stabilized element residual method (SERM):
A posteriori error estimation for the advection-diffusion equation. Journal of
Computational and Applied Mathematics 74: 3–17.
Araya, R., G. R. Barrenechea, and A. Poza. 2008. An adaptive stabilized finite element
method for the generalized Stokes problem. Journal of Computational and Applied
Mathematics 214: 457–479.
Bischoff, M., and K. U. Bletzinger. 2004. Improving stability and accuracy of Reissner-
Mindlin plate finite elements via algebraic subgrid scale stabilization. Computer
Methods in Applied Mechanics and Engineering 193: 1517–1528.
Introduction 9
Fourier series is named after French mathematician Joseph Fourier for his break-
through in 1807 by claiming that all functions could be expanded into trigono-
metric series. As a matter of fact, the earliest development of Fourier theory can
be traced back to the mid of 18th century, originating from the pioneering works
of a number of prominent mathematicians, such as d’Alembert, Euler, Bernoulli,
and Lagrange, who employed trigonometric series to solve heat transfer, string
vibration, and wave propagation problems. However, the full formation of Fourier
theory surprisingly took more than a century of endeavors as highlighted by the
famous d’Alembert-Euler-Bernoulli controversy. Nevertheless, it did not take long
before mathematicians and scientists came to appreciate the power and far-reach-
ing implications of Fourier’s claim regarding trigonometric series. Even today, it
can be said that “by any yardstick, Fourier series is one of the greatest and most
influential concepts of contemporary mathematics” (Iserles and Nørsett 2008).
f ( x + T ) = f ( x ), (2.1)
x (t ) = A sin(ω t + φ ), (2.2)
where A, ω , and φ are its amplitude, angular frequency, and phase angle,
respectively.
In practice, the harmonic function is often used to represent an oscillatory
variation of a physical quantity, such as the x coordinate of a point moving along
a circle of radius A at a constant rotational speed ω ; or if A = mω 2 r is the con-
centric force resulting from a rotating vehicle wheel with an unbalanced mass m
(with an offset r from its center), then x (t ) can be interpreted as the horizontal or
DOI: 10.1201/9781003194859-2 11
12 Fourier Methods in Science and Engineering
vertical force component acting on the axial when the wheel rotates at speed ω .
The period of the function x (t ) is T = 2π /ω .
It is well known that the trigonometric functions, {1, cos x, sin x, cos 2x, sin 2x,
cos3x, sin 3x, }, constitute a complete system and can be used to expand any
2π -periodic function f ( x ) as
∞
f ( x ) ~ a0 /2 + ∑(a
m =1
m cos mx + bm sin mx ), (2.3)
and
π
1
bm =
π ∫ f (x)sin mxdx.
−π
(2.5)
f ( x ) ~ a0 /2 + ∑ a
m =1
m cos
2π mx
T
+ bm sin
2π mx
T
, (2.6)
where
T
2 2π mx
am =
T ∫ f (x) cos
0
T
dx (2.7)
Fourier Series Expansions of Functions 13
and
T
2 2π mx
bm =
T ∫ f (x)sin
0
T
dx. (2.8)
∫ ( Ax ) dx = π1 ( Ax /3 + Bx
1 π
a0 = 2
+ Bx + C 3 2
/ 2 + Cx )
π −π
−π
= 2Aπ 2 /3 + 2C ,
∫ ( Ax )
1
am = 2
+ Bx + C cos mxdx
π
−π
π
1 1
∫ ( 2Ax + B) sin mxdx
π
= ( Ax 2 + Bx + C )sin mx −
mπ −π
mπ
−π
π
1 2A
∫ cos mxdx
π
= 2 (2Ax + B)cos mx − 2
mπ −π
mπ
−π
4 A(−1)m
= ,
m2
and
∫ ( Ax )
1
bm = 2
+ Bx + C sin mxdx
π
−π
π
−1 1
∫ ( 2Ax + B ) cos mxdx
π
= ( Ax 2 + Bx + C )cos mx +
mπ −π
mπ
−π
π
−2B(−1)m 1 2A
∫ sin mxdx
π
= + 2 (2Ax + B)sin mx − 2
m mπ −π
mπ
−π
−2B(−1)m
= .
m
14 Fourier Methods in Science and Engineering
Thus, we have
∞ ∞
Ax 2 + Bx + C ~ Aπ 2 /3 + C + 4 A ∑ m =1
(−1)m
m 2
cos mx − 2B
m =1
(−1)m
m ∑
sin mx.(2.9)
∑ (−m1)
m
f1( x ) = Ax 2 + C ~ Aπ 2 /3 + C + 4 A 2
cos mx (2.10)
m =1
or
∑ (−m1)
m
x 2 ~ π 2 /3 + 4 2
cos mx ,(2.11)
m =1
and
∑ (−m1)
m
f2( x ) = Bx ~ −2B sin mx (2.12)
m =1
or
∑ (−m1)
m
x ~ −2 sin mx.(2.13)
m =1
f (x) ~ ∑b m =1
m sin mx , (2.14)
where
π
2
bm =
π ∫ f (x)sin mxdx;
0
(2.15)
Fourier Series Expansions of Functions 15
f ( x ) ~ a0 /2 + ∑a
m =1
m cos mx , (2.16)
where
π
2
am =
π ∫ f (x) cos mxdx.
0
(2.17)
These results can also be directly obtained from the original expressions, (2.3)–
(2.5), by making use of ∫ π− π (.) dx = ∫ 0− π (.) dx + ∫ π0 (.) dx and taking advantage of
the parity of the corresponding integrands wherein.
For convenience, the series expansions given by (2.3), (2.14), and (2.16) are
referred to as the full-range Fourier series (or simply, Fourier series), the half-
range Fourier sine series (or simply, Fourier sine series or sine series), and the
half-range Fourier cosine series (or simply, Fourier cosine series or cosine series),
respectively.
Recall we started the discussion by claiming that a periodic function f ( x )
could be generally expanded into a Fourier series. In the above example, however,
the function f ( x ) = Ax 2 + Bx + C is only explicitly defined on the interval (−π , π );
there is no additional information about its behavior elsewhere. As far as expand-
ing a function into a Fourier series is concerned, it is no difference whether f ( x ) is
actually defined at the end points, x = −π and x = π . As a matter of fact, the peri-
odicity condition has already been implicitly enforced upon the function f ( x ) by
the Fourier series expansion itself. Thus, if f ( x ) is indeed a 2π -periodic function,
then the Fourier series will truthfully represent it almost everywhere on the whole
x-axis. Otherwise, the Fourier series actually corresponds to its periodic exten-
sion f ( x ), which is defined as: f ( x ) = f ( x ) for −π < x < π and f ( x + 2π ) = f ( x )
elsewhere. This process of reinstating the periodicity of a function, which is origi-
nally defined in an interval (−π , π ), is schematically illustrated in Figure 2.2.
FIGURE 2.2 Periodic extension of a function defined in (−π , π ) onto the whole x -axis.
16 Fourier Methods in Science and Engineering
In addition to this periodic extension, there are other ways of extending a func-
tion (defined on an interval) into a periodic function. Let’s describe them through
a simple example.
This function will be expanded into Fourier series in three different ways.
First, the function f ( x ) = x , 0 ≤ x ≤ π is viewed as the local display of the
π -period function (refer to Figure 2.3a). Using (2.6)–(2.8) with T = π , we can
easily obtain its Fourier series as
∞
π
f ( x) ~
2
− ∑ sinm2mx ,
m =1
0 < x < π . (2.18)
∑ (−m1)
m
x ~ −2 sin mx , 0 < x < π . (2.19)
m =1
∞
π
x~
2
− ∑ (2m −4 1) π cos(2m − 1)x,
m =1
2
0 < x < π . (2.20)
While these three Fourier series expansions (2.18)–(2.20) all converge to the same
function f ( x ) = x on (0, π ), they actually correspond to three different functions
on (−π , π ), namely:
and
lim f ( x ) = f ( x 0 ). (2.24)
x → x0
f ( x 0 − 0) = lim f ( x 0 − ε ),
ε →0
18 Fourier Methods in Science and Engineering
f ( x 0 + 0) = lim f ( x 0 + ε ),
ε →0
f ( x 0 − 0) = f ( x 0 + 0) = f ( x 0 ). (2.25)
If both of the left- and right-hand limits exist, but are not equal, that is,
f ( x 0 − 0) ≠ f ( x 0 + 0), (2.26)
lim f ( x ) = f ( x 0 ); (2.27)
x → x0
1, if 0 ≤ x ≤ 1
f (x) =
x − 1, if 1 < x ≤ 2
If
∫ f (x) dx exists, f (x) is said to be absolutely integrable.
a
S M ( x ) = a0 /2 + ∑(a
m =1
m cos mx + bm sin mx ). (2.29)
S ( x ) = lim S M ( x ), (2.30)
M →∞
the Fourier series (2.3) is said to be convergent at point x. If (2.30) holds for every
point x in (a, b), the Fourier series is said to be convergent in this interval.
A question is then naturally raised: when the Fourier series (2.3) converges
everywhere in the interval, does this mean that S ( x ) is equal to f ( x )?
The proof of this theorem can be found in most books about Fourier series, and
will not be given here for shortness.
In light of this theorem, we can now clarify some of the ambiguities left in
the above discussions. First, in (2.3) the sign ~ (rather than =) has been used to
connect the function f ( x ) with its Fourier series expansion. As a matter of fact,
the replacement of ~ with = can be done only when the Fourier series is known to
converge correctly to the function for all x in the interval, except at a finite num-
ber of points of discontinuity. Second, this convergence theorem is established
based on the assumption that the function f ( x ) is a piecewise smooth function of
period 2π . However, this will not prevent us from applying this theorem directly
to a function defined on a compact interval [−π , π ] (or [0, π ]). The reason is that
the periodicity condition can be easily supplemented to a locally defined function
20 Fourier Methods in Science and Engineering
by using one of the three periodic extension schemes described in Sec. 2.1. It must
be noted, however, that after the periodic extension, an originally smooth func-
tion will typically lose some of its continuities at x = π ± 2mπ (m = 0,1,2,), as
illustrated in Figure 2.2. As a consequence, the Fourier series will only converge
to the “means” at these discontinuity points.
To be more specific, let’s consider the function f ( x ) = x , 0 ≤ x ≤ π , which was
previously discussed in Example 2.2. The function f ( x ) = x is defined on the
interval [0, π ]. It can be verified that the Fourier series given in (2.18) will cor-
rectly converge to the function everywhere in (0, π ). This allows replacing the
sign ~ with = in (2.18), that is,
∞
π
x= −
2 ∑ sinm2mx ,
m =1
0 < x < π. (2.31)
It is seen that the two end points, x = 0 and π , have been excluded from (2.31),
although the function is fully defined there: f (0) = 0 and f (π ) = π . Such exclu-
sion, however, is certainly justified since the Fourier series actually converges to
the mean value [ f (0) + f (π )]/2 = π /2 at each end, rather than the correct values,
0 and π .
When the function f ( x ) is even periodically extended (see Figure 2.3c), the
resulting function is 2π -periodic and continuous everywhere. Thus, the Fourier
series (2.20) can be safely rewritten as
∞
π
x= −
2 ∑ (2m −41) π cos(2m − 1)x,
m =1
2
0 ≤ x ≤ π. (2.32)
Generally, for a continuous function defined on an interval [a, b], the continuity
is retained at the end points after the even-periodic extension. In contrast, the
continuity is typically lost in the periodic (or odd-periodic) extension, and the cor-
responding Fourier series invariably converges to the mean value, [ f (a) + f (b)]/2
(regardless of the actual values of f (a) and f (b)), at both ends x = a and x = b.
As an observation from Example 2.2, when the continuity of the function
f ( x ) = x , 0 ≤ x ≤ π is retained in the even-periodic extension, its Fourier series
(2.20) converges at a faster rate of m −2 in comparison to m −1 for its counterparts, (2.18)
and (2.19), respectively corresponding to the periodic and odd-periodic extensions.
One may then ask: (1) if this observation is generally applicable to all C 0 func-
tions and (2) if there exists any relationship between the smoothness of a periodic
function and the convergence characteristic of its Fourier series expansion? The
answers to these questions will be described below.
Fourier Series Expansions of Functions 21
f ( x ) ~ a0 /2 + ∑(a
m =1
m cos mx + bm sin mx ),
∫ f ( x )dx
0 (2.34)
∞ ∞
− bm cos mx + [am + (−1)m +1 a0 ]sin mx
= ∑
m =1
bm
+ ∑
m m =1 m
,− π < x < π.
∫
= F ( x ) + f ( x )dx − a0π = F ( x ).
−π
It should be mentioned that in the second step of the above expression, the func-
tion f ( x ) is treated as a function of period 2π , which can actually be ensured by
the periodic extension. Thus, F ( x ) can be expanded into
∞
F ( x ) = A0 /2 + ∑( A
m =1
m cos mx + Bm sin mx ),
22 Fourier Methods in Science and Engineering
where
for m ≥ 1,
π
1
Am =
π ∫ F (x) cos mxdx
−π
π π
1 sin mx 1 a0 bm
∫ f (x) − 2 sin mxdx = − m ,
= F (x) −
π m −π πm
−π
and similarly,
am
Bm = .
m
Therefore, we have
x ∞
∫
a x A
f ( x )dx = 0 + 0 +
2 2 ∑ −b
m =1
m cos mx + am sin mx
m
. (2.36)
0
x ∞ ∞
∫ f ( x )dx = ∑
m =1
bm
+
m m =1 ∑
− bm cos mx + am sin mx
m
; (2.38)
0
that is, the Fourier coefficients of the integral can be obtained from the term-by-
term integration of the series for f ( x ).
f ( x ) ~ a0 /2 + ∑(a
m =1
m cos mx + bm sin mx ),
Fourier Series Expansions of Functions 23
then the integration ∫ ba f ( x )dx can be obtained directly from the term-by-term
integration of the Fourier series for f ( x ), that is,
b ∞ b
∫
a
f ( x )dx = 0 (b − a) +
2 ∑a
m =1
m sin mx − bm cos mx
m a
, (2.39)
a
As a matter of fact, even when a or b (or both) falls outside of the interval
(−π , π ), (2.39) is still valid because F ( x ) is a function of period 2π .
Now, let’s turn to the differentiation of a function f ( x ) and its Fourier series.
First, assume that f ( x ) is a continuous function of period 2π and its derivative
f ′( x ) is absolutely integrable over (−π , π ). The function f ′( x ) then has a Fourier
series as
∞
where
π
1 1
a0′ =
π ∫ f ′(x)dx = π [ f (π ) − f (−π )] = 0,
−π
(2.41)
π π
1 1
am′ =
π ∫
−π
f ′( x ) cos mxdx =
π
−π
∫ cos mxdf (x)
π π
1 1 (2.42)
= f ( x ) cos mx −
π −π π ∫ f (x)d[cos mx]
−π
π
1 m
∫ f (x)sin mxdx = mb ,
π
= f ( x ) cos mx − π + m
π π
−π
π π
1 1
bm′ =
π ∫
−π
f ′( x )sin mxdx =
π ∫ sin mxdf (x)
−π
π π
1 1 (2.43)
=
π
f ( x )sin mx −
−π π
−π
∫ f (x)d[sin mx]
π
1 m
∫ f (x) cos mxdx = −ma .
π
= f ( x )sin mx − π − m
π π
−π
24 Fourier Methods in Science and Engineering
f ′( x ) ~ ∑(mb
m =1
m cos mx − mam sin mx ). (2.44)
That is, the Fourier series of the derivative f ′( x ) can be simply obtained from that
of f ( x ) via term-by-term differentiation.
At this point, we claim that the Fourier coefficients for an absolutely integrable
function f ( x ) approach to zero as m → ∞. While this statement is often presented
as a theorem in some Fourier series books, it suffices here to simply quote it as a
fact to facilitate the current discussions.
Accordingly, from (2.44) we have
am = bm = (m − n −1 ) (2.47)
and
max f ( x ) − S M ( x ) = ( M − n ), (2.48)
− π ≤ x ≤π
Theorem 2.3 is very useful in that it reveals the intrinsic connection between
the smoothness of a periodic function and the convergence characteristic of its
Fourier series expansion. In an ideal case, the Fourier series of a periodic analytic
function can actually converge at an exponential rate (Tadmor 1986).
However, it must be emphasized that the periodicity is a prerequisite for this
convergence theorem to hold. Once the periodicity condition is not met by a func-
tion, the convergence of its Fourier series can be seriously deteriorated, even
when the function is defined sufficiently smooth on the interval.
To illustrate this point, let’s assume that f ( x ) is sufficiently smooth on [−π , π ].
The periodic extension will transform it into a periodic piecewise smooth function
potentially having a number of discontinuity points, x = π ± 2mπ (m = 0,1,2,).
Consequently, the resulting Fourier series converges to f ( x ) for x ∈(−π , π ), and
to [ f (−π ) + f (π )]/2, rather than f (−π ) and f (π ), at x = −π and x = π . For the
special case when f (−π ) = f (π ), the continuity is then retained during the peri-
odic extension, and the corresponding Fourier series converges in accordance
to lim am m = lim bm m = 0 or, more explicitly, am = bm = (m −2 ). However, this
m →∞ m →∞
convergence estimate does not hold anymore if f (−π ) ≠ f (π ); that is, when the
continuity or the smoothness of a function is partially or completely lost in the
process of a periodic extension, the convergence of the resulting Fourier series
tends to deteriorate considerably.
An immediate consequence of a slow convergence appears to be that more
terms will have to be included in the Fourier series for a desired degree of approx-
imation accuracy. However, we are perhaps more concerned about the differentia-
bility and convergence of the Fourier series for the function and its derivatives, as
stated in the following theorem.
where
π
1 1
a0′ =
π ∫ f ′(x)dx = π [ f (π ) − f (−π )] = c.
−π
(2.51)
26 Fourier Methods in Science and Engineering
F (x) = ∑ m =1
bm′
+
m m =1 ∑
− bm′ cos mx + am′ sin mx
m
(2.52)
∞
= ∑ m =1
− bm′ (cos mx − 1) + am′ sin mx
m
.
F (x) = ∑
m =1
[ am cos mx + bm sin mx ] − ∑
m =1
am −
a0′
2 ∑
(−2)
m =1
(−1)m
m
sin mx
∞
= ∑{a [cos mx − 1] + [b
m =1
m m + (−1)m a0′ /m]sin mx } . (2.54)
and
f ′( x ) ~ ∑[ mb
m =1
m cos mx − mam sin mx ]. (2.57)
and
The above discussions are primarily focused on the integrations and differentia-
tions of the Fourier series of a function f ( x ) defined on [−π , π ], implying that the
function is actually considered to be 2π -periodic. Giving a function f ( x ) defined
on [0, π ], there exist, at least, three ways to extend it periodically onto the whole
x-axis: the periodic extension, the odd-periodic extension, and the even-periodic
extension.
If the periodic extension is adopted, the above discussions regarding the inte-
gration and differentiation of the Fourier series are readily applicable since the
function f ( x ) on [0, π ] can be easily transformed into f ( x ) = f [( x + π )/2] for
x ∈[−π , π ].
The even-periodic extension will create an even function over [−π , π ] whose
Fourier series is in the form of (2.16). Thus, if f ( x ) is continuous in the interval
[0, π ], then the even-periodic extension will simply lead to a continuous function
of period 2π .
In comparison, even if f ( x ) is continuous over [0, π ], the odd-periodic exten-
sion will result in a 2π -periodic function, which typically has an infinite number
of jump discontinuities at x = ± nπ (n = 0,1,2,) , and its Fourier series in the
form of (2.14) will invariably converge to zero at these locations regardless of the
actual values of f (0) and f (π ).
Thus, if the function f ( x ) is continuous and its derivative is absolutely inte-
grable over [0, π ], then its Fourier cosine series is always termwise differentiable;
and its Fourier sine series is termwise differentiable only if f (π ) = f (0) ≡ 0 .
If the condition f (π ) = f (0) ≡ 0 cannot be met, the differentiation of the Fourier
sine series will have to be conducted in accordance to the following theorem.
f (x) = ∑b
m =1
m sin mx (0 < x < π ),
then we have
∞
f ′( x ) ~
[ f (π ) − f (0)]
π
+ ∑ mb
m =1
m +
2
π
[(−1)m f (π ) − f (0)] cos mx.
(2.61)
28 Fourier Methods in Science and Engineering
Proof. Since the derivative is absolute integrable, it can be expanded into the
Fourier cosine series as
∞
Since f ( x ) is already given in the form of Fourier sine series, the other two
terms on the right-hand side of (2.63) will also be expanded into Fourier sine series.
The Fourier sine series for a constant can be directly obtained from the term-
by-term differentiation of (2.20), that is:
or
∞ ∞ ∞
F (x) = ∑
m =1
bm sin mx − a0′ ∑m =1
(−1)m +1
sin mx 2
m ∑
− f (0) [1 − (−1)m ]
π m =1
sin mx
m
(2.66)
∞
= ∑
m =1
2 2 m sin mx
mbm − π f (0) + a0′ + π f (0) (−1) m .
A FEW weeks past, and with the exception of a note from old Dr.
Farmer, thanking him in Colonel Methvyn’s name for his readiness in
obeying the summons, Mr. Guildford heard no more of the family at
Greystone. Sometimes he could almost have fancied the whole
occurrence a dream.
The weather grew steadily milder: some of the Sothernbay
invalids began to talk of going home; others improved enough to be
a good deal cheerier than they had been; a few, too far gone to be
recalled by even the balmiest air and brightest sun shine, died. Mr.
Guildford was used to sad sights, yet not so used to them as to be
insensible to the ever-varying individual sadness of each; but among
the many phases of sorrow and suffering he had witnessed during
this last winter, no scene had left a stronger impression upon him
than that of the death of the little boy at Greystone Abbey. He had
come upon it so suddenly and unexpectedly; it seemed peculiarly
sad that the little fellow was so far away from his parents, that weeks
must pass before they could even know of their loss. He could not
forget the anguish in the young aunt’s voice when she had
exclaimed, “to-morrow, oh! to-morrow, I must write to tell Amy.” He
often thought about her, and always with pity and interest. But few
things seemed more unlikely than his ever learning more of Miss
Methvyn or her family.
Two months after the February night of his fruitless journey to
Haverstock, Mr. Guildford was surprised at receiving another letter
from old Dr. Farmer, expressing a great wish to see him on as early
a day as he could conveniently name. Dr. Farmer wrote of himself as
in bad health, and on the eve of leaving home for some months. He
offered to meet Mr. Guildford at Sothernbay if necessary, but at the
same time showed plainly that he would be glad to be spared the
journey. Mr. Guildford was not very busy, the “slack season” for
Sothernbay was beginning; he wrote therefore to Dr. Farmer
expressing his readiness to meet him at the old doctor’s own house
at Greybridge, wondering a little as he did so what he could be
wanted for this time, and feeling some curiosity as to whether the
summons was again connected with the family at Greystone Abbey.
It proved to be so.
“Bessie,” said Mr. Guildford to his sister the evening after he had
been over at Greybridge to see Dr. Farmer, “you are always wanting
me to have a change. I am thinking of arranging to have one every
week.”
“What do you mean, Edmond?” said Mrs. Crichton. “A change
that came every week wouldn’t be a change. You might as well say
Sunday was a change.”
“So it is—to me at least. That is to say, when I can go to church. I
like going to church very much. One can think so comfortably, with
such perfect security from interruption; that’s a very pleasant change
to me,” said Mr. Guildford.
“Is that all you go to church for?” said Bessie with mild reproach.
“And you used to be such a good little boy! I remember the first time
you went to church, how still you sat, and how everybody praised
you when we came out.”
“Well, I don’t jump about now, do I?” said Mr. Guildford. “I don’t
see why I should never be praised now as well as when I was a little
boy. Why don’t you praise me, Bessie? It’s very nice to be praised;
and it’s far harder to be good when one’s big than when one’s little.
You should remember that, Bessie, and encourage me sometimes.
You know I do everything you tell me, don’t I?”
But Mrs. Crichton knitted on perseveringly, counting the stitches in
a low voice, and taking no notice of her brother’s remarks. She was
not fond of being made fun of, and when Edmond talked in this half-
lazy, half-bantering way, she waxed suspicious.
“One, two, three, four, take two together,” she murmured. “These
socks are for you, Edmond,” she observed, in a “coals of-fire-on-
your-head” tone.
“Are they? It’s very good of you to make them for me, but I hope
they are not of that prickly wool, Bessie. Some you knitted for me,
made me feel as if little needles were running into my feet. Did you
knit my socks for me when I was a little boy? If you did, I expect they
were of soft wool then; weren’t they?”
Mrs. Crichton tried to go on knitting gravely, but her brother,
standing behind her, managed to give every now and then judicious
little jogs to her elbows, which much interfered with the progress of
the socks. At first, Mrs. Crichton thought the jogs were accidental,
and bore them philosophically enough, with a “Take care, Edmond,”
or, “Please don’t shake my chair.” But a more energetic jog than
usual exhausted her patience.
“Edmond, you are really too bad,” she exclaimed, “I believe you
are shaking me on purpose. Just look now, I have dropped two
stitches! What is the matter with you, you great, idle boy? Who would
think you were a learned man, a solemn, wise doctor?”
She let her knitting fall on her lap, and turning round her pleasant
face, looked up at him with fond pride shining out of her eyes. She
was only ten years his senior, but her affection for him was almost
motherly—she had been the only mother he had known, and no child
of her own had ever interfered with her love for her early orphaned
little brother.
“What are you looking at me for, Bessie?” he asked.
“I was wondering if you are handsome. I mean if any one else
would think you so,” she said naïvely.
Mr. Guildford laughed. “I don’t suppose anybody but you ever
thought about it,” he said carelessly.
“Your wife will,” said Bessie. And as she said so, she thought to
herself that this shadowy personage would be hard to please were
she other than proud of her husband. The bare possibility of her not
being so, gave Bessie a momentary grudge at her imaginary sister-
in-law. Yet Mr. Guildford was not handsome, not even interestingly
ugly, which often serves the purpose just as well. He was well made
and well proportioned; he was neither very tall nor very short, he had
no striking peculiarity of appearance of any kind. But the grave face
could look sunny enough sometimes, the keen grey eyes could
soften into sympathy and tenderness, the dark brown hair seemed
still to have some of the brightness of boyhood about it—he looked
like a man for whom the best things of life were yet to come; whose
full powers were fresh and unexhausted. There was plenty of
strength in the face; strength which the future might possibly harden
into inflexibility; strength which already faintly threatened to destroy
some of the finer touches of the young man’s character, by