Fourier-Transform 2024
Fourier-Transform 2024
Introduction:
Periodic functions, such as sine and cosine is a matter of great practical importance which leads
to Fourier Series. French physicist Joseph Fourier developed this transforms. It is and useful tool
for solving ordinary differential equations (ODE) and partial differential equation (PDE).
Even Functions:
If f(x)=f(-x), then f(x) is an even function.
example: f(x)=cosx f(-x)= cos(-x)= cosx= f(x)
f(x)=secx f(-x)= sec(-x)= secx= f(x)
f(x)=x2 f(x)= (-x2)= x2= f(x)
Odd Functions:
If f(x)= -f(x), then f(x) is an odd function.
example: f(x)= sinx f(-x)= sin(-x)= -sinx= -f(x)
f(x)= cosinex f(x)= cosine(-x)= -cosinex= -f(x)
f(x)= x3 f(-x)= (-x3)= -x3= -f(x)
Periodic Functions:
A function f(x) is said to be periodic if there exists a number p>0 independent of x such that
f(x+p)= f(x), the smallest value of p is called the periodic of the given function.
Example 1: f(x)= sinx
f(x+2π)= sinx= f(x) f(x+4π)= sinx= f(x)
The period of f(x)= sinx is 2π.
Example 2: f(x)= cosx
f(x+2π)= cosx= f(x) f(x+4π)= cosx= f(x)
The period of f(x)= cosx is 2π.
Example 3: f(x)= tanx
f(x+π)= tanx= f(x) f(x+2π)= tanx= f(x)
The period of f(x)= tanx is π.
Trigonometric Series:
𝑎0
A series of the form + ∑∞
𝑛=1(𝑎𝑛 cos x + 𝑏𝑛 sin x) where a0, an, bn are constants, is known as
2
trigonometric series.
𝑎0
Example: + (a1cosx + b1sinx) + (a2cosx + b2sinx) + ……
2
Fourier Series:
The trigonometric series of
f(x)= a0 + a1cosx + a2cosx + …… + b1sinx + b2sinx + …..
𝑎0
f(x)= + ∑∞
𝑛=1(𝑎𝑛 cos x + 𝑏𝑛 sin x) ………………(1)
2
Determination of 𝒂𝟎 :
We know,
𝑓(𝑥) = 𝑎0 + ∑∞
𝑛=1(𝑎𝑛 𝑐𝑜𝑠𝑛𝑥 + 𝑏𝑛 𝑠𝑖𝑛𝑛𝑥) …………………….………….(1)
∞
𝜋 𝜋
=𝑎0 [𝑥]∝𝜋
−𝜋 +∑ (𝑎𝑛 ∫−𝜋 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 + 𝑏𝑛 ∫−𝜋 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 )…………….(2)
𝑛=1
=𝑎0 (π+π)+0+0
=2𝑎0 𝜋
1 𝜋
∴ 𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥 (Ans)
2𝜋 −𝜋
Determination of 𝒂𝒏 :
We know,
𝑓(𝑥) = 𝑎0 + ∑∞
𝑛=1(𝑎𝑛 𝑐𝑜𝑠𝑛𝑥 + 𝑏𝑛 𝑠𝑖𝑛𝑛𝑥) ………………….(1)
Now,
𝜋
∫−𝜋 𝑐𝑜𝑠𝑚𝑥𝑑𝑥 =0……………….…..(3)
𝜋
∫−𝜋 𝑠𝑖𝑛𝑛𝑥. 𝑐𝑜𝑠𝑚𝑥𝑑𝑥 =0…………(4)
𝜋 1 𝜋 1 𝜋
∫−𝜋 𝑐𝑜𝑠𝑚𝑥. 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 =2 ∫−𝜋 cos(𝑚 + 𝑥)𝑥𝑑𝑥 + 2 ∫−𝜋 cos(𝑛 − 𝑚)𝑥𝑑𝑥
1 𝜋
=0+ ∫−𝜋 cos(𝑛 − 𝑚)𝑥𝑑𝑥………(5)
2
0 𝑖𝑓 𝑛 ≠ 𝑛
={
π 𝑖𝑓 𝑛 = 𝑚
(2),(3),(4),(5)=>
𝜋
∫−𝜋 𝑓(𝑥)𝑐𝑜𝑠𝑚𝑥𝑑𝑥=𝑎𝑛 π
1 𝜋
𝑎𝑛 = 𝜋 ∫−𝜋 𝑓(𝑥)𝑐𝑜𝑠𝑚𝑥𝑑𝑥, n=m
1 𝜋
∴ 𝑎𝑛 = 𝜋 ∫−𝜋 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥 (Ans)
Determination of 𝒃𝒏 :
We know,
𝑓(𝑥) = 𝑎0 + ∑∞
𝑛=1(𝑎𝑛 𝑐𝑜𝑠𝑛𝑥 + 𝑏𝑛 𝑠𝑖𝑛𝑛𝑥) ………………….(1)
Multiply (1) by 𝑠𝑖𝑛𝑚𝑥 and integrate with respect to x over –π to π with respect to x
∞
𝜋 𝜋 𝜋
=>∫−𝜋 𝑠𝑖𝑛𝑚𝑥𝑑𝑥 = ∫−𝜋 𝑎0 𝑠𝑖𝑛𝑚𝑥𝑑𝑥 + ∑ (𝑎𝑛 ∫−𝜋 𝑐𝑜𝑠𝑛𝑥. 𝑠𝑖𝑛𝑚𝑥𝑑𝑥 +
𝑛=1
𝜋
𝑏𝑛 ∫−𝜋 𝑠𝑖𝑛𝑛𝑥. 𝑠𝑖𝑛𝑚𝑥𝑑𝑥) … … … . . (2)
Now,
𝜋
∫−𝜋 𝑠𝑖𝑛𝑚𝑥𝑑𝑥=0…………………….(3)
𝜋
∫−𝜋 𝑐𝑜𝑠𝑛𝑥. 𝑠𝑖𝑛𝑚𝑥𝑑𝑥 =0…………(4)
𝜋 1 𝜋
∫−𝜋 𝑠𝑖𝑛𝑛𝑥. 𝑠𝑖𝑛𝑚𝑥𝑑𝑥=2 ∫−𝜋 cos(𝑛 − 𝑚) 𝑥 − cos(𝑛 + 𝑚) 𝑥𝑑𝑥
1 𝜋 1
=2 ∫−𝜋 1𝑥𝑑𝑥 - 0=2 . 2𝜋=π…………(5)
(2),(3),(4),(5)=>
𝜋
∫−𝜋 𝑓(𝑥)𝑠𝑖𝑛𝑚𝑥𝑑𝑥=0 + ∑∞
𝑛=1 0 + 𝑏𝑛 .π
1 𝜋
∴ 𝑏𝑛 = 𝜋 ∫−𝜋 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥 (Ans)
# Derive cosine series in the intervals (0, π) or derive half range cosine series:
1. For cosine series 𝒃𝒏 = 0;
2. For sine series 𝒂𝟎 𝒂𝒏 =0;
1 c 𝑛𝜋𝑥
𝑎𝑛 = 2c ∫−c 𝑓(𝑥)cos( )𝑑𝑥
𝑐
1 π 𝑛𝜋𝑥
𝑏𝑛 = ∫ 𝑓(𝑥)sin( 𝑐 )𝑑𝑥
π −π
solution:
π π
If f(x) is even then ∫− π 𝑓(𝑥)𝑑𝑥 = 2∫0 𝑓(𝑥)𝑑𝑥
now,
1 π 1 π 1 π
𝑎𝑜 = 2π ∫−π 𝑓(𝑥) = 2π * 2 ∫0 𝑓(𝑥)𝑑𝑥 = π ∫0 𝑓(𝑥)
1 π 1 −π
𝑎𝑛 = π ∫−π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥 = π ∫π 𝑓(−𝑥)cos(−𝑛𝑥)𝑑(−𝑥)
1 −π 1 −π
= ∫ 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥 (−)𝑑𝑥
π π
=- π ∫π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 π 2 π
= ∫ 𝑓(𝑥) 𝑐𝑜𝑠𝑛𝑥𝑑𝑥
π −π
= π ∫0 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 π 1 −π
𝑏𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥 = π ∫π 𝑓(−𝑥)sin(−𝑛𝑥)𝑑(−𝑥)
π −π
1 −π 1 −π
= π ∫π 𝑓(𝑥) (−)𝑠𝑖𝑛𝑛𝑥 (−)𝑑𝑥 = π ∫π 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
1 π
=- π ∫−π 𝑓(𝑥) 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 = -𝑏𝑛 ∴ 2𝑏𝑛 = 0 ∴ 𝑏𝑛 = 0
#Derive sine series in the intervals (0, π) or derive half range cosine series:
solution:
π π
If f(x) is even then ∫− π 𝑓(𝑥)𝑑𝑥 = 2∫0 𝑓(𝑥)𝑑𝑥
now,
1 π 1 −π
𝑎𝑜 = 2π ∫−π 𝑓(𝑥) dx = 2π ∫π 𝑓(−𝑥)𝑑(−𝑥)
1 π
= − 2π ∫−π 𝑓(𝑥)dx = -𝑎0 ∴ 2𝑎0 = 0 ∴ 𝒂𝟎 = 𝟎
1 π 1 −π
𝑎𝑛 = π ∫−π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥 = π ∫π 𝑓(−𝑥)cos(−𝑛𝑥)𝑑(−𝑥)
1 −π 1 −π
= ∫ −𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥 (−)𝑑𝑥
π π
= π ∫π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 π
=- π ∫−π 𝑓(𝑥) 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 = -𝑎𝑛 ∴ 2𝑎𝑛 = 0 ∴ 𝒂𝒏 = 𝟎
1 π 1 −π
𝑏𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥 = π ∫π 𝑓(−𝑥)sin(−𝑛𝑥)𝑑(−𝑥)
π −π
1 −π 2 π
= - π ∫π 𝑓(𝑥) 𝑠𝑖𝑛𝑛𝑥 𝑑𝑥 = π ∫0 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
from fourier series
2 π
f(x)= 0+∑∞𝑛=1( 0 + ( π ∫0 𝑓(𝑥) 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 )𝑠𝑖𝑛𝑛𝑥).
2 π
f(x)= π (∫0 𝑓(𝑥) 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 )𝑠𝑖𝑛𝑛𝑥)
Dirichlet’s conditions:
Any function f(x) can be developed as a fourier series as f(x)= 𝑎0 +∑∞
𝑛=1( 𝑎𝑛 𝑐𝑜𝑠𝑛𝑥 +
𝑏𝑛 𝑠𝑖𝑛𝑛𝑥) where 𝑎0 , 𝑎𝑛 , 𝑏𝑛 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠 pranced,
1. f(x) is periodic single valued and finite
2.f(x) has a finite number of dis continues in a period.
3.f(x) has a finite number of maxima and minima
Change of intervals:
If f(x) defined in (-c,c) having period 2c, the fourier series of f(x) in that intervals is given by
𝑛𝜋𝑥 𝑛𝜋𝑥
f(x)=𝑎0 ∑∞
𝑛=1(𝑎𝑛 cos ( ) + 𝑏𝑛 sin ( ))
𝑐 𝑐
where,
1 c
𝑎𝑜 = ∫ 𝑓(𝑥) dx
2c −c
Example: Find the Fourier series of f(x) = e-x over the interval 0 < x < 2π
Solution:
We know that the Fourier series of f(x) is f(x) = a0 +∑∞
𝑛=1(𝑎n cos nx +bn sin nx)………..(i)
1 2𝜋 1 2𝜋 −𝑥
an = 2𝜋 ∫0 𝑓(𝑥) cos 𝑛𝑥 𝑑𝑥 = ∫ 𝑒
2𝜋 0
cos 𝑛𝑥 𝑑𝑥
1 𝑛 2𝜋
= [−𝑒 −𝑥 𝑐𝑜𝑠 nx]02π - 𝜋 ∫0 − sin 𝑛𝑥 (−𝑒 −𝑥 )𝑑𝑥
𝜋
1 𝑛 2𝜋
= 𝜋 (−𝑒 −𝑥 cos 2𝜋 + 1) − 𝜋 ∫0 𝑒 −𝑥 sin 𝑛𝑥 𝑑𝑥
1 𝑛 𝑛2 2𝜋
= 𝜋 (1 − 𝑒 −2𝑥 ) − 𝜋 [−𝑒 −𝑥 sin 𝑛𝑥]02π + 𝜋 ∫0 (−𝑒 −𝑥 ) cos 𝑛𝑥 𝑑𝑥
1
= 𝜋 (1 − 𝑒 −2𝜋 ) − 0 − 𝑛2 . an
1−𝑒 −2𝜋
an (1+n2) = n 𝜋
1−𝑒 −2𝜋
an = 𝜋(1+𝑛2 )
1 2𝜋
bn = 𝜋 ∫0 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥
1 2𝜋 1 1 2𝜋
= ∫0 𝑒 −𝑥 sin 𝑛𝑥 𝑑𝑥 = [−𝑒 −𝑥 sin 𝑛𝑥]02π - 𝜋 ∫0 𝑛 cos 𝑥 (−𝑒 −𝑥 )𝑑𝑥
𝜋 𝜋
1 𝑛 2𝜋
= 𝜋 (−𝑒 −2𝜋 sin 2𝜋 − 0) + 𝜋 ∫0 cos 𝑛𝑥 𝑒 −𝑥 𝑑𝑥
𝑛2 2𝜋
=0+ 𝜋
∫0 sin 𝑛𝑥 𝑒 −𝑥 𝑑𝑥
𝑛 𝑛2 2𝜋
= 𝜋 [−𝑒 −𝑥 𝑐0𝑠 𝑛𝑥]02π - 𝜋 ∫0 (−𝑒 −𝑥 )(− sin 𝑛𝑥) 𝑑𝑥
𝑛
= 𝜋 (1 − 𝑒 −2𝜋 ) − 𝑛2 bn
𝑛(1−𝑒 −2𝑥 )
bn =
𝜋(1+𝑛2 )
Example: Express f(x)=x as a half range sine series in the interval 0<x<2.
Solution:
3
0
-3 -2 -1 0 1 2 3
-1
-2
-3
Given f(x) = x
So, f(-x)= -x= -f(x)
So, it is an odd function.
Hence the Fourier Series for f(x)=x will have the sine term only.
So, f(x)= ∑∞
𝑛=1 𝑏n sin 𝑛𝑥 [sin a0,an=0]
Now,
2 𝑐 𝑛𝜋𝑥 2 2 𝑛𝜋𝑥 2 𝑛𝜋𝑋
Bn= 𝑐 ∫0 𝑓(𝑥) sin ( ) 𝑑𝑥 = 2 ∫0 𝑥 sin ( ) 𝑑𝑥 = ∫0 𝑥 sin ( ) 𝑑𝑥
𝑐 2 2
𝑛𝜋𝑥 𝑛𝜋𝑥
cos 2 − cos − cos 𝑝𝑥
2 2
= -x 𝑛𝜋 -∫0 1 ∗ 𝑛𝜋 𝑑𝑥 [∫ sin 𝑝𝑥 𝑑𝑥 = + 𝑐]
𝑝
2 2
−4 2 2 𝑛𝜋𝑥
= 𝑛𝜋 {(−1) − 0{𝑛𝜋 ∫0 cos( )}}𝑑𝑥
2
𝑛𝜋𝑥
4 2 sin
= -𝑛𝜋 (−1)n+𝑛𝜋 [ 𝑛𝜋
2
0
2
]
2
4 4
= -(-1)n 𝑛𝜋 + (𝑛𝜋)2 . 0
4
= -(-1)n 𝑛𝜋
4
So, f(x)= ∑∞
𝑛=1 −(−1)
𝑛
sin 𝑛𝑥
𝑛𝜋
∞
1 𝛑2
#Express f(x)= x2 as a fourier series over -π≤x≤π, Hence prove that, ∑ =
𝑛=1 𝑛2 6
Solution:
Given, f(x)= x2
∴ f(x)= (-x)2= x2
So, it is an even function.
Hence, the Fourier series for f(x)= x2 will have cosine terms only,
∴ f(x) = 𝑓(𝑥) = 𝑎0 + ∑∞
𝑛=1(𝑎𝑛 cos 𝑛𝑥 )……………..(1) [sine bn=0]
1 𝜋 1 π 1 𝑥3 1 𝑥3 𝑥3
Now, a0 = 2𝜋 ∫−𝜋 𝑓(𝑥)𝑑𝑥 =2𝜋 ∫−π 𝑥 2 dx =2𝜋 [ 3 ]π-π = 2𝜋 [ 3 + ]
3
2𝜋 3 𝜋2
=2𝜋.3 =3
∞ 4
𝑎𝑛 = ∑𝑛=1 𝑥 2 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 = (-1)n 𝑛2
∴ (1)
∞
𝜋2 4
f(x) = +∑ (−1)n . 𝑐𝑜𝑠𝑛𝑥 …………(2)
3 𝑛=1 𝑛2
2nd Part:
If x=0 then (2)
∞
𝜋2 4
0= +∑ (−1)n
3 𝑛=1 𝑛2
𝜋2 1 1 1 1 1
= + 4 {− 12 + 22 − 32 + 42 − 52 + … . . }
3
𝜋2 1 1 1 1 1 1 1 1
= - 4 {(12 + 22 + 32 + 42 + 52 + … . . ) – 2(22 + 42 + 62 + … . . )}
3
∞ ∞
𝜋2 1 1 1
= +∑ − ∑
3 𝑛=1 12 2 𝑛=1 𝑛
2
∞
𝜋2 1 1
0 = = − 4. 2 ∑ 2
3 𝑛=1 𝑛
∞
1 𝜋2
∑ =
𝑛=1 𝑛2 6
𝒐 𝒊𝒇 − 𝛑 ≤ 𝐱 ≤ 𝟎
#Evaluate the fourier series for f(x)= {
𝟏 𝒊𝒇 𝟎 ≤ 𝐱 ≤ 𝛑
solution:
1 π 1 0 1 π 1 1
𝑎𝑜 = ∫−π 𝑓(𝑥) dx = ∫ 0 dx + ∫ 1 dx = ⌈𝑥⌉ π0 =2
2π 2π − π 2π 0 2π
1 π
𝑎𝑛 = π ∫−π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 0 1 π 1 𝑠𝑖𝑛𝑛𝑥 π
= π ∫−π 0 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 + ∫ 1𝑐𝑜𝑠𝑛𝑥𝑑𝑥 = π[ ]0 =0
π 0 𝑛
1 π
𝑏𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
π –π
1 0 1 π 1 −𝑐𝑜𝑠𝑛𝑥 π −1
= ∫ 0 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 + π ∫0 1 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 = π[ ]0 = nπ[cosnx] π0
π −π 𝑛
0 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
={ 2
𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑛π
1 2
∴ f(x)= + ∑∞ ∞
𝑛=1(0 cos( 𝑛𝑥) + ∑𝑛=1(𝑛π cos( 𝑛𝑥) )
2
n=even; n=odd
1 2
= 2+ ∑∞
𝑛=1(𝑛π cos( 𝑛𝑥) )
𝒐 𝒊𝒇 − 𝛑 ≤ 𝐱 ≤ 𝟎
#Evaluate the fourier series for f(x)= {
𝒙 𝒊𝒇 𝟎 ≤ 𝐱 ≤ 𝛑
solution:
1 π
𝑎𝑜 = ∫ 𝑓(𝑥) dx
2π −π
1 0 1 π
= ∫ 0 dx
2π − π
+ ∫
2π 0
𝑥 dx
1 𝑥2 1 π2 π2 π
= 2π ⌈ 2 ⌉ π0 = ( − 0) =4π =4
2π 2
1 π
𝑎𝑛 = π ∫−π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 0 1 π
= π ∫−π 0 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 + ∫ 𝑥𝑐𝑜𝑠𝑛𝑥𝑑𝑥
π 0
1 𝑠𝑖𝑛𝑛𝑥 π 1 π 𝑠𝑖𝑛𝑛𝑥
= π[𝑥 ]0 - ∫ 1 𝑛 𝑑𝑥
𝑛 π 0
−1 −𝑐𝑜𝑠𝑛𝑥 π 1 1
= nπ[ ]0 =𝑛2 π[cosnx] π0 =𝑛2 π(cosn π-1)
𝑛
0 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
=={ 2
− 𝑛2 π 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
1 π
𝑏𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
π –π
1 0 1 π
= ∫ 0 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 + π ∫0 𝑥 𝑠𝑖𝑛𝑛𝑥𝑑𝑥
π −π
1 −𝑥 𝑐𝑜𝑠𝑛𝑥 π 1 π −𝑐𝑜𝑠𝑛𝑥
= π[ ] 0 -π ∫0 1( 𝑛 )𝑑𝑥
𝑛
−1 1 −𝑠𝑖𝑛𝑛 π
= nπ (πcosnπ-0 ) + [ 𝑛 ]0
nπ
−1 sin 𝑎𝑛𝑦 π = 0
= (−1)𝑛 {
𝑛 cos 𝑎𝑛𝑦 π = (−1)𝑛
π 2 1
∴ f(x)= + ∑∞ ∞
𝑛=1(− 𝑛2 π cos( 𝑛𝑥)) − ∑𝑛=1(𝑛 (−1)
𝑛
sin( 𝑛𝑥) )
4
n=odd;
EXAMPLES:
𝟏 𝒊𝒇 − 𝛑 ≤ 𝐱 ≤ 𝟎
1. Evaluate the Fourier series for f(x)= {
𝟎 𝒊𝒇 𝟎 ≤ 𝐱 ≤ 𝛑
solution:
1 π 1 0 1
𝑎𝑜 = ∫−π 𝑓(𝑥) dx ∫ 1 dx + 0 dx
2π 2π − π 2π
1 0 1
= ⌈𝑥⌉ −π =2
2π
1 π
𝑎𝑛 = π ∫−π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 0 1 π
= π ∫−π 1 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 + ∫ 0𝑐𝑜𝑠𝑛𝑥𝑑𝑥
π 0
1 𝑠𝑖𝑛𝑛𝑥 0
= π[ ] −π
𝑛
=0
1 π
𝑏𝑛 = π ∫–π 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
1 0 1 π
= ∫ 1
π −π
𝑠𝑖𝑛𝑛𝑥𝑑𝑥 + π ∫0 0 𝑠𝑖𝑛𝑛𝑥𝑑𝑥
1 −𝑐𝑜𝑠𝑛𝑥 0 −1 0
= π[ ] −π = nπ[cosnx] −π
𝑛
0 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
={ −2
𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑛π
1 −2
∴ f(x)= + ∑∞ ∞
𝑛=1(0 cos( 𝑛𝑥) + ∑𝑛=1(𝑛π cos( 𝑛𝑥) )
2
n=even; n=odd
1 −2
= 2+ ∑∞
𝑛=1(𝑛π cos( 𝑛𝑥) )
𝒙 𝒊𝒇 − 𝛑 ≤ 𝐱 ≤ 𝟎
2. Evaluate the fourier series for f(x)= {
𝟎 𝒊𝒇 𝟎 ≤ 𝐱 ≤ 𝛑
solution:
1 π
𝑎𝑜 = ∫ 𝑓(𝑥) dx
2π −π
1 0 1 π 1 𝑥2 1 π2
= ∫− π 𝑥 dx + ∫0 0 dx = ⌈ ⌉ 0 = (0 − )
2π 2π 2π 2 −π 2π 2
π2 π
=− 4π =− 4
1 π
𝑎𝑛 = π ∫−π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 0 1 π
= π ∫−π 𝑥 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 + ∫ 0𝑐𝑜𝑠𝑛𝑥𝑑𝑥
π 0
1 𝑠𝑖𝑛𝑛𝑥 0 1 0 𝑠𝑖𝑛𝑛𝑥
= π[𝑥 ] −π - ∫ 1 𝑛 𝑑𝑥
𝑛 π −π
−1 −𝑐𝑜𝑠𝑛𝑥 0 1 0 1
= nπ[ ] −π =𝑛2 π[cosnx] −π =𝑛2 π(1-cosn π)
𝑛
0 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
=={ 2
𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑛2 π
1 π
𝑏𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
π –π
1 0 1 π
= ∫ 𝑥 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 + π ∫0 0 𝑠𝑖𝑛𝑛𝑥𝑑𝑥
π −π
1 −𝑥 𝑐𝑜𝑠𝑛𝑥 0 1 0 −𝑐𝑜𝑠𝑛𝑥
= π[ ] −π -π ∫−π 1( )𝑑𝑥
𝑛 𝑛
−1 1 −𝑠𝑖𝑛𝑛 π
= nπ (0-cosnπ) ) + [ 𝑛 ]0
nπ
1 sin 𝑎𝑛𝑦 π = 0
= 𝑛 (−1)𝑛 {
cos 𝑎𝑛𝑦 π = (−1)𝑛
π 2 1
∴ f(x)= − + ∑∞ ∞
𝑛=1(𝑛2 π cos( 𝑛𝑥)) + ∑𝑛=1(𝑛 (−1)
𝑛
sin( 𝑛𝑥) )
4
n=odd;
𝒙 𝒊𝒇 − 𝛑 ≤ 𝐱 ≤ 𝟎
3. Evaluate the fourier series for f(x)= {
𝟏 𝒊𝒇 𝟎 ≤ 𝐱 ≤ 𝛑
1 π
𝑎𝑜 = ∫ 𝑓(𝑥) dx
2π −π
1 0 1 π
= 2π
∫− π 𝑥 dx + 2π
∫0 1 dx
1 𝑥2 1
= ⌈ ⌉ 0 + ⌈𝑥⌉ 0π
2π 2 −π 2π
1 π2 1 π2 1 π 1
= (0 − ) + =− 4π +2 =− 4 +2
2π 2 2
1 π
𝑎𝑛 = π ∫−π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 0 1 π
= π ∫−π 𝑥 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 + ∫ 1𝑐𝑜𝑠𝑛𝑥𝑑𝑥
π 0
1 𝑠𝑖𝑛𝑛𝑥 0 1 0 𝑠𝑖𝑛𝑛𝑥 1 𝑠𝑖𝑛𝑛𝑥 π
= π[𝑥 ] −π - ∫ 1 𝑑𝑥 +π[ ]0
𝑛 π −π 𝑛 𝑛
−1 −𝑐𝑜𝑠𝑛𝑥 0 1 0 1
= nπ[ ] −π =𝑛2 π[cosnx] −π =𝑛2 π(1-cosn π)
𝑛
0 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
={ 2
𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑛2 π
1 π
𝑏𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
π –π
1 0 1 π
= ∫ 𝑥 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 + π ∫0 1 𝑠𝑖𝑛𝑛𝑥𝑑𝑥
π −π
1 −𝑥 𝑐𝑜𝑠𝑛𝑥 0 1 0 −𝑐𝑜𝑠𝑛𝑥 1 −𝑐𝑜𝑠𝑛𝑥 π
= π[ ] −π -π ∫−π 1( )𝑑𝑥+ [ 𝑛 ]0
𝑛 𝑛 π
−1 1 −𝑠𝑖𝑛𝑛 −1
= nπ (0-cosnπ) ) + nπ[ 𝑛 ] π0 + [cosnx] π0
nπ
1
0 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
= 𝑛 (−1)𝑛 + { −2
𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑛π
1
= 𝑛 (−1)𝑛 {𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛}
π 1 2 1
∴ f(x)= − 4 + 2 + ∑∞ ∞
𝑛=1{𝑛2 π cos( 𝑛𝑥)} + ∑𝑛=1{𝑛 (−1)
𝑛
sin(𝑛𝑥)}
n=odd; n=even;
4. Find the fourier series of f(x)= 𝒆𝒙 over the interval –𝝅<x<𝝅.
Solution:
We know that the fourier series is,
f(x)= a₀ + ∑∞
𝑛=1{𝑎 𝐶𝑜𝑠(𝑛𝑥) + 𝑏 sin(𝑛𝑥)} ………… (i)
1 𝜋 1 𝜋 1 𝜋
a₀ = ∫ 𝑓(𝑥)𝑑𝑥 = ∫ 𝑒 𝑥 𝑑𝑥 = [ 𝑒𝑥]
2𝜋 −𝜋 2𝜋 −𝜋 2𝜋 −𝜋
1 1
= [ 𝑒 𝑥 − 𝑒 −𝑥 ] = sin (h𝜋)
2𝜋 𝜋
1 𝜋
𝑎𝑛 = ∫ 𝑒 𝑥 cos(𝑛𝑥) 𝑑𝑥
𝜋 −𝜋
1 𝜋 𝑛 𝜋
= 𝜋 [𝑒 𝑥 cos(nx)] −𝑒 𝑥 sin(𝑛𝑥) 𝑑𝑥
−𝜋 𝜋 ∫−𝜋
-
1 𝑛 𝜋
= 𝜋 {𝑒 𝑥 cos(𝑛𝑥) − 𝑒 𝑥 cos(−𝑛𝑥)} + ∫−𝜋 𝑒 𝑥 sin(𝑛𝑥) 𝑑𝑥
𝜋
2 𝑒 𝜋 − 𝑒 −𝜋 𝑛 𝜋 𝑛2 𝜋 𝑥
= 𝜋 cos 𝑛𝑥 + 𝜋 [𝑒 𝑥 sin(𝑛𝑥)] 𝑒 cos(𝑛𝑥) 𝑑𝑥
−𝜋 𝜋 ∫−𝜋
-
2
(−1)𝑛
= sin(ℎ𝜋) + 0 –𝑛2 𝑎𝑛
𝜋
(−1)𝑛 sin(ℎ𝜋)
𝑎𝑛 = 𝜋(1+𝑛2 )
1 𝜋 1 𝜋
bn = 𝜋 ∫−𝜋 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥 = 𝜋 ∫−𝜋 𝑒 𝑥 sin 𝑛𝑥 𝑑𝑥
1 𝑛 𝜋
= 𝜋 [𝑒 𝑥 sin 𝑛𝑥]=ππ -𝜋 ∫−𝜋 − cos 𝑛𝑥 𝑒 𝑥 𝑑𝑥
1 𝑛 𝜋
= 𝜋 [𝑒 𝜋 sin 𝑛𝜋 + 𝑒 −𝜋 sin 𝑛𝜋] + ∫ 𝑒𝑛 cos 𝑛𝑥 𝑑𝑥
𝜋 −𝜋
𝑛 𝑛2 𝜋
= 0= 𝜋 [𝑒 𝑛 cos 𝑚𝑥]-ππ - ∫−𝜋 𝑒 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋
𝑛 𝑛2 𝜋
= 𝜋 [𝑒 𝜋 cos 𝑛𝜋 − 𝑒 −𝜋 cos 𝑛𝜋] − ∫−𝜋 𝑒 𝑛 sin 𝑛𝑥 𝑑𝑥
𝜋
𝑒 𝜋 −𝑒 −𝜋
2𝑛 𝑛𝜋 ( ) − 𝑛2 𝑏𝑛
= cos 2
𝜋
2𝑛(−1)𝑛 sin ɦ𝜋
bn = 𝜋(1+𝑛2 )
5. Find the fourier series of f(x) = e-x over the interval 0 < x < 2π
Solution: We know that the fourier series of f(x) is
f(x) = a0 +∑∞
𝑛=1(𝑎n cos nx +bn sin nx)………..(i)
1 𝑛 𝑛2 2𝜋
= 𝜋 (1 − 𝑒 −2𝑥 ) − 𝜋 [−𝑒 −𝑥 sin 𝑛𝑥]02π + 𝜋 ∫0 (−𝑒 −𝑥 ) cos 𝑛𝑥 𝑑𝑥
1
= 𝜋 (1 − 𝑒 −2𝜋 ) − 0 − 𝑛2 . 𝑎𝑛
1−𝑒 −2𝜋
an (1+n2) =n 𝜋
1−𝑒 −2𝜋
an =𝜋(1+𝑛2 )
1 2𝜋
bn = 𝜋 ∫0 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥
1 2𝜋
=
𝜋
∫0 𝑒 −𝑥 sin 𝑛𝑥 𝑑𝑥
1 1 2𝜋
= [−𝑒 −𝑥 sin 𝑛𝑥]02π - 𝜋 ∫0 𝑛 cos 𝑥 (−𝑒 −𝑥 )𝑑𝑥
𝜋
1 𝑛 2𝜋
= 𝜋 (−𝑒 −2𝜋 sin 2𝜋 − 0) + 𝜋 ∫0 cos 𝑛𝑥 𝑒 −𝑥 𝑑𝑥
𝑛2 2𝜋
=0+ 𝜋
∫0 sin 𝑛𝑥 𝑒 −𝑥 𝑑𝑥
𝑛 𝑛2 2𝜋
= 𝜋 [−𝑒 −𝑥 𝑐0𝑠 𝑛𝑥]02π - 𝜋 ∫0 (−𝑒 −𝑥 )(− sin 𝑛𝑥) 𝑑𝑥
𝑛
= 𝜋 (1 − 𝑒 −2𝜋 ) − 𝑛2 bn
𝑛(1−𝑒 −2𝑥 )
bn = 𝜋(1+𝑛2 )
2 2 𝑛𝜋𝑥
= 2 ∫0 𝑥 sin ( ) 𝑑𝑥
2
2 𝑛𝜋𝑋
= ∫0 𝑥 sin ( ) 𝑑𝑥
2
𝑛𝜋𝑥 𝑛𝜋𝑥
cos 2 − cos − cos 𝑝𝑥
2 2
= -x 𝑛𝜋 -∫0 1 ∗ 𝑛𝜋 𝑑𝑥 [∫ sin 𝑝𝑥 𝑑𝑥 = + 𝑐]
𝑝
2 2
−4 2 2 𝑛𝜋𝑥
= 𝑛𝜋 {(−1) − 0{𝑛𝜋 ∫0 cos( )}}𝑑𝑥
2
𝑛𝜋𝑥
4 2 sin
= -𝑛𝜋 (−1)n+𝑛𝜋 [ 𝑛𝜋
2
0
2
]
2
4 4
= -(-1)n 𝑛𝜋 + (𝑛𝜋)2 ∗ 0
4
= -(-1)n 𝑛𝜋
4
So, f(x)= ∑∞ 𝑛
𝑛=1 −(−1) 𝑛𝜋 sin 𝑛𝑥
Fourier integral:
∞
The double integral f(x)=1/2π ∫−∞ 𝑓 (t)dt cos(u(x-t)) dx…(1)
1 ∞
𝑎(𝑧) = ∫ 𝑓(𝑢)𝑐𝑜𝑠𝑧𝑢 𝑑𝑢
𝜋 −∞
1 1
=𝜋 ∫0 𝑢𝑐𝑜𝑠𝑧𝑥 𝑑𝑢
1 𝑠𝑖𝑛𝑢 1 𝑠𝑖𝑛𝑧𝑢
=𝜋[{ }− ∫0 1. 𝑑𝑢
𝑧 𝑧
1 𝑠𝑖𝑛𝑧 1
=𝜋 [ +𝑧 2(cosz-1)]
𝑧
1 𝑐𝑜𝑠𝑧+𝑧𝑠𝑖𝑛𝑧−1
=𝜋 [ ]
𝑧2
1 ∞
B(z)=𝜋 ∫−∞ 𝑓(𝑢)𝑠𝑖𝑛𝑧𝑢 𝑑𝑢
1 1
=𝜋 ∫0 𝑢𝑠𝑖𝑛 𝑧𝑢 𝑑𝑢
1 𝑐𝑜𝑠𝑧𝑢 1 𝑐𝑜𝑠𝑧𝑢 1 𝑐𝑜𝑠𝑧 1
=𝜋 [{−𝑢 } + ∫0 𝑑𝑢 =𝜋 [− +𝑧 2 𝑠𝑖𝑛𝑧]
𝑧 𝑧 𝑧
1 ∞ 𝑐𝑜𝑠𝑧+𝑧𝑠𝑖𝑛𝑧−1 𝑠𝑖𝑛𝑧−𝑧𝑐𝑜𝑠𝑧
𝑓(𝑥)=𝜋 ∫0 [{ }𝑐𝑜𝑠𝑧𝑥 + ( )𝑠𝑖𝑛𝑧𝑥]𝑑𝑧
𝑧2 𝑧2
1 ∞
=𝜋 ∫1 𝑐𝑜𝑠𝑧(1 − 𝑥) + 𝑧𝑠𝑖𝑛𝑧(1 − 𝑥) − 𝑐𝑜𝑠𝑧𝑥 (solved)
PROBLEM:
Find the Fourier sine and cosine integral representation
Solution:
∞
𝑓(𝑥) = ∫ 𝐵(𝛼)𝑠𝑖𝑛𝑥 𝑑𝑥 0<𝑥<∞
0
2 ∞ 2 1−𝑐𝑜𝑠𝜋𝛼
𝐵(𝛼) = 𝜋 ∫0 𝑓(𝑥)𝑠𝑖𝑛𝛼𝑢 𝑑𝑢 =𝜋 ( )
𝛼
∞ 2 (1−𝑐𝑜𝑠𝛼𝜋) 2 ∞ (1−𝑐𝑜𝑠𝛼𝜋)
𝑓(𝑥) = ∫0 =𝜋 ∫0 𝑠𝑖𝑛𝛼𝑥 𝑑𝑥
𝜋 𝛼 𝛼
0 ; 𝑥 = 0, 𝑥 > 𝜋
1
={ 2 ; 𝑥 = 𝜋
1; 0 < 𝑥 < 𝜋
For cosine:
2 ∞ 2 𝜋 2 𝑠𝑖𝑛𝜋𝛼
𝐴(𝛼) = 𝜋 ∫0 𝑓(𝑥)𝑐𝑜𝑠𝛼 𝑢 𝑑𝑢 =𝜋 ∫0 𝑐𝑜𝑠𝛼𝑢 𝑑𝑢 =𝜋 { }
𝛼
1; 0 ≤ 𝑥 < 𝜋
2 𝜋 𝑠𝑖𝑛𝜋𝛼 𝑐𝑜𝑠𝜋𝛼 1
𝑓(𝑥) = ∫ 𝑑𝛼 ={ ;𝑥 = 𝜋
𝜋 0 𝛼 2
0𝑥 >𝜋
General case:
If f(x) and g(x) are two real valued functions of period 2π whose fourier series are
𝑓(𝑥) = 𝑎0 + ∑∞
𝑛=1(𝑎𝑛 𝑐𝑜𝑠𝑛𝑥 + 𝑏𝑛 𝑠𝑖𝑛𝑛𝑥)………(1)
𝑔(𝑥) = 𝑎0 ′ + ∑∞
𝑛=1(𝑎𝑛 ′𝑐𝑜𝑠𝑛𝑥 + 𝑏𝑛 ′𝑠𝑖𝑛𝑛𝑥)………(2)
Where,
1 𝜋 1 𝜋 1 𝜋
𝑎0 =2𝜋 ∫−𝜋 𝑓(𝑥)𝑑𝑥 𝑎𝑛 = 𝜋 ∫−𝜋 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥 𝑏𝑛 = 𝜋 ∫−𝜋 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
And
1 𝜋 1 𝜋 1 𝜋
𝑎0 ′=2𝜋 ∫−𝜋 𝑔(𝑥)𝑑𝑥 𝑎𝑛 ′ = 𝜋 ∫−𝜋 𝑔(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥 𝑏𝑛 ′ = 𝜋 ∫−𝜋 𝑔(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
Then, we have,
1 𝜋
∫ 𝑓(𝑥)𝑔(𝑥)𝑑𝑥=𝑎0 𝑎0′ + ∑∞
2𝜋 −𝜋 𝑛=1(𝑎𝑛 𝑎𝑛 ′ + 𝑏𝑛 𝑏𝑛 ′)……..(3)
1 𝜋
Now, the average of the aquire of f(x) over (-π,π) is = 2𝜋 ∫−𝜋 𝑓(𝑥)2 𝑑𝑥
1 𝜋
= 2𝜋 ∫−𝜋[a0+∑∞ 2
𝑛=1(an cos nx + bn sin nx)] dx
1 𝜋 1 𝜋 1 𝜋
=2𝜋 ∫−𝜋𝑎02 dx + 2𝜋 ∑∞ 2 2 ∞ 2 2
𝑛=1 ∫−𝜋𝑎 n cos nx dx + 2𝜋 ∑𝑛=1 ∫−𝜋 𝑏n sin nx dx
1 2
𝑎𝑛 𝜋 1 2
𝑏𝑛 𝜋
=a02 + ∑∞
𝑛=1 ∫−𝜋(1 + cos 2𝑛𝑥) 𝑑𝑥 + ∑∞
𝑛=1 ∫−𝜋(1 − 𝑐𝑜𝑠 2𝑛𝑥)𝑑𝑥
2𝜋 2 2𝜋 2
1 2
𝑎𝑛 sin 2𝑛𝑥 𝜋 1 1
𝑏𝑛 sin 2𝑛𝑥 𝜋
=a02+2𝜋 ∑∞
𝑛=1 [x+ ]−𝜋 + 2𝜋 ∑∞
𝑛=1 [𝑛 − ]−𝜋
2 2𝑛 2 2𝑛
1 2
𝑎𝑛 1 2
𝑏𝑛
=a02+2𝜋 ∑∞
𝑛=1 2𝜋 + 2𝜋 ∑ 2𝜋
2 2
1 𝜋 1
So, 2𝜋 ∫−𝜋[𝑓(𝑥)]2 𝑑𝑥 =a02+2𝜋 ∑∞
𝑛=1(an +bn )…………..(i)
2 2
*If f(x) is a complex function of period 2π then (i) can be written as,
1 𝜋
∫ [𝑓(𝑥)]2 𝑑𝑥 = ∑∞
2𝜋 −𝜋
2
𝑛=−∞[𝑐𝑛 ] … … … … … … (𝑖𝑖𝑖)