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11.3. Fourier Series and Forced Oscillation 11.4 Approximation by Trigonometric Polynomials

This document discusses Fourier series and their use in approximating functions and solving differential equations with periodic forcing terms. It introduces solving differential equations by expanding the forcing term into its Fourier series. The best approximation of a function by a trigonometric polynomial of degree n is achieved by using the first n terms of the function's Fourier series. Bessel's inequality and Parseval's identity relate the coefficients of a Fourier series to properties of the original function such as its energy.

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Ioan Paul Pârlea
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52 views7 pages

11.3. Fourier Series and Forced Oscillation 11.4 Approximation by Trigonometric Polynomials

This document discusses Fourier series and their use in approximating functions and solving differential equations with periodic forcing terms. It introduces solving differential equations by expanding the forcing term into its Fourier series. The best approximation of a function by a trigonometric polynomial of degree n is achieved by using the first n terms of the function's Fourier series. Bessel's inequality and Parseval's identity relate the coefficients of a Fourier series to properties of the original function such as its energy.

Uploaded by

Ioan Paul Pârlea
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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11.3.

Fourier series and forced oscillation


11.4 Approximation by trigonometric polynomials

Eugenia Malinnikova, NTNU

September 12, 2017

1
Forced oscillation, Fourier series

We consider linear second order differential equations with


constant coefficients:

ay 00 + by 0 + cy = f (x)

The idea is to expand f into a Fourier series and solve equations

ay 00 + by 0 + cy = a0
ay 00 + by 0 + cy = an cos nx + bn sin nx

using the method of undetermined coefficients.

2
Example
Let f (x) = |x|, −π ≤ x ≤ π and f is extended to a 2π-periodic
function. The Fourier series of f is
∞ ∞
π 4 X cos(2k − 1)x X
Sf (x) = − = a0 + an cos nx
2 π (2k − 1)2
k=1 n=1

We want to solve the equation y 00 + ω 2 y = f (x). Let solve it for


each term of the form an cos nx by the method of undetermined
coefficients. The particular solution is
an
yn (x) = cos nx
ω2 − n2
Then the solution is given by the series
∞
π 4X cos(2k − 1)x
y (x) = 2
−
2ω π (2k − 1)2 (ω 2 − (2k − 1)2 )
k=1

3
Separating frequencies

The formula from P the last example gives:


If f (x) = a0 + an cos nx + bn sin nx and we solve the equation
y 00 + ω 2 y = 0 then
∞
a0 X an cos nx + bn sin nx
y (x) = +
ω02 n=1 ω 2 − n2

In this sum the nth coefficients are divided by ω 2 − n2 . When


ω ≈ n0 we get y (x) with the coefficient on place n0 multiplied by a
large number and other coefficients comparable or smaller then
those of f .

This method of Fourier analysis of signals is built in our ears


(cochlea).

4
Approximation by trigonometric polynomials

Let f be a function on [−π, π]. We are looking for the best


approximation of f by a trigonometric polynomial of degree n, i.e.
function of the form
n
X
Tn (x) = A0 + (Ak cos kx + Bk sin kx),
k=1

where the error is calculated as


Z π
2
E = |f (x) − Tn (x)|2 dx.
−π

5
Best approximation

Theorem
Let Sf = a0 + ∞
P
k=1 (ak cos kx + bk sin kx) be the Fourier series of
piece-wise continuous function f . Then the best approximation by a
trigonometric polynomial of degree n is achieved with the
polynomial
n
X
Pn (x) = a0 + (ak cos kx + bk sin kx).
k=1

In this case the error is given by


Z π n
X
En2 = |f (x)|2 dx − 2πa02 − π (ak2 + bk2 )
−π k=1

6
Bessel’s inequality and Parseval’s identity
Since En ≥ 0 the theorem above implies that
Z π n
X
2
|f (x)| dx ≥ 2πa02 +π (ak2 + bk2 )
−π k=1

It turns out that as n goes to infinity the error tends to zero and the
following identity holds
Z π ∞
X ∞
X
|f (x)|2 dx = 2πa02 + π (ak2 + bk2 ) = 2π .|ck |2 .
−π k=1 k=−∞

The Parseval’s identity gives also the following formula for the error
∞
X
En2 = π (ak2 + bk2 ).
k=n+1

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