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    Notes 92

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    manmohini2727

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    © All Rights Reserved
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    Notes 92

    Uploaded by

    manmohini2727
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    15 views4 pages

    Notes 92

    Uploaded by

    manmohini2727

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    © All Rights Reserved
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    Download as pdf or txt
    of 4

    9.

    2 Examples of Fourier series


    Eg. The function f (x) has period 2, that is f (x + 2) = f (x), and is given by f (x) = |x| for
    −1 < x < 1. The graph of this function is shown in Figure 1.

    Figure 1: The graph of f (x) = |x| for −1 < x < 1, with period 2.

    To calculate the Fourier series of this


    1 function we apply the earlier formulae with L = 1.
    R1 R1
    a0 = −1 |x| dx = 2 0 x dx = x2 = 1.
    0
    For n > 0 Z 1 Z 1
    an = |x| cos(nπx) dx = 2 x cos(nπx) dx
    −1 0
     1 Z 1   1
    x 1 2
    =2 sin(nπx) − sin(nπx) dx = 2 2 cos(nπx)
    nπ 0 0 nπ nπ 0
    2 2
    = (cos(nπ) − 1) = ((−1)n − 1).
    n2 π 2 n2 π 2
    Furthermore, for n > 0 Z 1
    bn = |x| sin(nπx) dx = 0
    −1

    because this is the integral of an odd function over a symmetric interval.

    This demonstrates a general point that if f (x) is an even function on the interval (−L, L) then
    all bn = 0 and the Fourier series contains only cosine terms (plus a constant term). This is called
    a cosine series.

    Putting all this together we have the Fourier (cosine) series


    ∞
    1 X 2
    f (x) = + ((−1)n − 1) cos(nπx)
    2 n=1 n2 π 2
     
    1 4 1 1
    = − 2 cos(πx) + cos(3πx) + cos(5πx) + · · ·
    2 π 9 25

    1
    4
    Note that in this example a2n = 0 and a2n−1 = − π2 (2n−1) 2 , so this Fourier (cosine) series could

    also be written as ∞
    1 4 X cos((2n − 1)πx)
    f (x) = − 2 .
    2 π n=1 (2n − 1)2

    To see how the Fourier series approaches the function f (x) define the partial sum
    m  
    a0 X nπx nπx
    Sm (x) = + an cos + bn sin .
    2 n=1
    L L

    In this example, S1 (x) = 12 − π42 cos(πx), S3 (x) = 21 − π42 (cos(πx) + 91 cos(3πx)),


    S5 (x) = 12 − π42 (cos(πx) + 91 cos(3πx) + 25
    1
    cos(5πx)), etc.

    In Figure 2 we plot the graph of f (x) together with the partial sums S1 (x), S5 (x), S11 (x).
    This helps to demonstrate that, in this case, limm→∞ Sm (x) = f (x).

    Figure 2: The graph of f (x) = |x| for −1 < x < 1, together with the partial sums
    S1 (x), S5 (x), S11 (x).

    2
    Eg. The function f (x) has period 2π and is given by f (x) = x for −π < x < π.
    Calculate the Fourier series of f (x).

    The graph of this function is shown in Figure 3. Note that the function is not continuous at the
    points x = (2p + 1)π, p ∈ Z, where there are jump discontinuities.

    Figure 3: The graph of f (x) = x for −π < x < π, with period 2π.

    We apply the earlier formulae with L = π. For n ≥ 0


    1 π
    Z
    an = x cos(nx) dx = 0
    π −π

    because this is the integral of an odd function over a symmetric interval.

    This demonstrates a general point that if f (x) is an odd function on the interval (−L, L) then
    all an = 0 and the Fourier series contains only sine functions. This is called a sine series.

    For n > 0
    Z π  π Z π 
    1 1 x 1
    bn = x sin(nx) dx = − cos(nx) + cos(nx) dx
    π −π π n −π −π n
      π 
    1 2π 1 2 2 2
    = − cos(nπ) + 2 sin(nx) = − cos(nπ) = − (−1)n = (−1)n+1 .
    π n n −π n n n
    Putting all this together we have the Fourier (sine) series
    ∞  
    X 2 n+1 1 1 1
    f (x) = (−1) sin(nx) = 2 sin x − sin(2x) + sin(3x) − sin(4x) + · · ·
    n=1
    n 2 3 4

    3
    Figure 4: The graph of f (x) = x for −π < x < π, together with the graphs of the partial sums
    S1 (x), S6 (x), S50 (x).

    In Figure 4 we plot the graph of f (x) = x for −π < x < π, together with the graphs of the
    partial sums S1 (x), S6 (x), S50 (x).
    These graphs demonstrate that as more terms of the Fourier series are included it becomes an
    increasingly accurate approximation to f (x) inside the interval x ∈ (−π, π). However, notice
    what happens at the points x = ±π, where f (x) is not continuous. At these points the Fourier
    series converges to 0, which is the midpoint of the jump. Note the oscillations around the point
    of discontinuity, where the Fourier series under/overshoots. This is called the Gibbs phenomenon
    and the amount of under/overshoot tends to a constant (in fact about 9%) rather than dying
    away as more terms are included, but the under/overshoot region becomes more localized. In
    the limit of an infinite number of terms the undershoot and overshoot occur at exactly the same
    point and cancel each other out.

    In general, we would like to know what happens to the partial sum


    m  
    a0 X nπx nπx
    Sm (x) = + an cos + bn sin
    2 n=1
    L L

    for all values of x in the limit as m → ∞, and how this is related to f (x). The following theorem
    provides an answer.

    Dirichlet’s theorem
    Let f (x) be a periodic function, with period 2L, such that on the interval (−L, L) it has a finite
    number of extreme values, a finite number of jump discontinuities and |f (x)| is integrable on
    (−L, L). Then its Fourier series converges for all values of x. Furthermore, it converges to f (x)
    at all points where f (x) is continuous and if x = a is a jump discontinuity then it converges to
    1
    2
    limx→a− f (x) + 12 limx→a+ f (x).

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