Fourier-Transform 1
Fourier-Transform 1
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 a useful tool for solving
ordinary differential equations (ODEs) and partial differential equations (PDEs).
Even Function:
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 Function:
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 Function:
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: (i) f(x)= sinx
f(x+2π)= sinx= f(x)
f(x+4π)= sinx= f(x)
The period of f(x)= sinx is 2π.
(ii) f(x)= cosx
f(x+2π)= cosx= f(x), f(x+4π)= cosx= f(x)
The period of f(x)= cosx is 2π.
(iii) 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 the form
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 =2𝜋 ∫−𝜋 𝑓(𝑥)𝑑𝑥 (Ans)
Determination of 𝒂𝒏 :
We know,
𝑓(𝑥) = 𝑎0 + ∑∞
𝑛=1(𝑎𝑛 𝑐𝑜𝑠𝑛𝑥 + 𝑏𝑛 𝑠𝑖𝑛𝑛𝑥) ………………….(1)
∞
𝜋 𝜋 𝜋
=>∫−𝜋 𝑐𝑜𝑠𝑚𝑥𝑑𝑥 = ∫−𝜋 𝑎0 𝑐𝑜𝑠𝑚𝑥𝑑𝑥 + ∑ (𝑎𝑛 ∫−𝜋 𝑐𝑜𝑠𝑚𝑥. 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 +
𝑛=1
𝜋
𝑏𝑛 ∫−𝜋 𝑠𝑖𝑛𝑛𝑥. 𝑐𝑜𝑠𝑚𝑥𝑑𝑥) … . . (𝟐)
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+2 ∫−𝜋 cos(𝑛 − 𝑚)𝑥𝑑𝑥………(5)
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
=2 ∫−𝜋 1𝑥𝑑𝑥 - 0
1
=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( )𝑑𝑥
π −π 𝑐
solution:
π π
If f(x) is even then ∫− π 𝑓(𝑥)𝑑𝑥 = 2∫0 𝑓(𝑥)𝑑𝑥
now,
1 π
𝑎𝑜 = ∫ 𝑓(𝑥)
2π −π
1 π
= 2π * 2 ∫0 𝑓(𝑥)𝑑𝑥
1 π
= π ∫0 𝑓(𝑥)
1 π
𝑎𝑛 = π ∫−π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 −π
= π ∫π 𝑓(−𝑥)cos(−𝑛𝑥)𝑑(−𝑥)
1 −π
= ∫ 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥 (−)𝑑𝑥
π π
1 −π
=- π ∫π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 π
= π ∫−π 𝑓(𝑥) 𝑐𝑜𝑠𝑛𝑥𝑑𝑥
2 π
= π ∫0 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 π
𝑏𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
π −π
1 −π
= π ∫π 𝑓(−𝑥)sin(−𝑛𝑥)𝑑(−𝑥)
1 −π
= ∫ 𝑓(𝑥) (−)𝑠𝑖𝑛𝑛𝑥
π π
(−)𝑑𝑥
1 −π
= π ∫π 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
1 π
=- π ∫−π 𝑓(𝑥) 𝑠𝑖𝑛𝑛𝑥𝑑𝑥
= -𝑏𝑛
∴ 2𝑏𝑛 = 0
∴ 𝑏𝑛 = 0
(ANSWER)
#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
𝑎𝑜 = 2π ∫−π 𝑓(𝑥) dx
1 −π
= 2π ∫π 𝑓(−𝑥)𝑑(−𝑥)
1 π
= − 2π ∫−π 𝑓(𝑥)dx
= -𝑎0
∴ 2𝑎0 = 0
∴ 𝒂𝟎 = 𝟎
1 π
𝑎𝑛 = π ∫−π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 −π
= π ∫π 𝑓(−𝑥)cos(−𝑛𝑥)𝑑(−𝑥)
1 −π
= ∫ −𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥 (−)𝑑𝑥
π π
1 −π
= π ∫π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
1 π
=- π ∫−π 𝑓(𝑥) 𝑐𝑜𝑠𝑛𝑥𝑑𝑥
= -𝑎𝑛
∴ 2𝑎𝑛 = 0
∴ 𝒂𝒏 = 𝟎
1 π
𝑏𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
π −π
1 −π
= π ∫π 𝑓(−𝑥)sin(−𝑛𝑥)𝑑(−𝑥)
1 −π
= - π ∫π 𝑓(𝑥) 𝑠𝑖𝑛𝑛𝑥 𝑑𝑥
2 π
= 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)
(Answer)
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
an= ∫ 𝑓(𝑥) cos 𝑛𝑥 𝑑𝑥
2𝜋 0
1 2𝜋 −𝑥
= ∫ 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
=
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 )
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
Bn= 𝑐 ∫0 𝑓(𝑥) sin ( ) 𝑑𝑥
𝑐
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
∞
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
Now, a0 = 2𝜋 ∫−𝜋 𝑓(𝑥)𝑑𝑥
1 π
=2𝜋 ∫−π 𝑥 2 dx
1 𝑥3
=2𝜋 [ 3 ]π-π
1 𝑥3 𝑥3
= 2𝜋 [ 3 + ]
3
2𝜋 3
=2𝜋.3
𝜋2
=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
𝑎𝑜 = ∫−π 𝑓(𝑥) dx
2π
1 0 1 π
= ∫ 0 dx + ∫ 1 dx
2π − π 2π 0
1
= ⌈𝑥⌉ π0
2π
1
=2
1 π
𝑎𝑛 = ∫−π 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
π
1 0 1 π
= π ∫−π 0 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 + ∫ 1𝑐𝑜𝑠𝑛𝑥𝑑𝑥
π 0
1 𝑠𝑖𝑛𝑛𝑥 π
= π[ ]0
𝑛
=0
1 π
𝑏𝑛 = π ∫–π 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
1 0 1 π
= ∫ 0
π −π
𝑠𝑖𝑛𝑛𝑥𝑑𝑥 + π ∫0 1 𝑠𝑖𝑛𝑛𝑥𝑑𝑥
1 −𝑐𝑜𝑠𝑛𝑥 π
= π[ ]0
𝑛
−1
= nπ[cosnx] π0
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) )
answer.
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
= 2π ⌈ 2 ⌉ π0
1 π2
= ( − 0)
2π 2
π2
=4π
π
=4
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
= nπ[ ]0
𝑛
1
=𝑛2 π[cosnx] π0
1
=𝑛2 π(cosn π-1)
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
π −π
𝑠𝑖𝑛𝑛𝑥𝑑𝑥 + π ∫0 𝑥 𝑠𝑖𝑛𝑛𝑥𝑑𝑥
1 −𝑥 𝑐𝑜𝑠𝑛𝑥 π 1 π −𝑐𝑜𝑠𝑛𝑥
= π[ ] 0 -π ∫0 1( 𝑛 )𝑑𝑥
𝑛
−1 1 −𝑠𝑖𝑛𝑛 π
= (πcosnπ-0 ) + [ ]0
nπ nπ 𝑛
−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:
example 1:
𝟏 𝒊𝒇 − 𝛑 ≤ 𝐱 ≤ 𝟎
Evaluate the Fourier series for f(x)= {
𝟎 𝒊𝒇 𝟎 ≤ 𝐱 ≤ 𝛑
solution:
1 π
𝑎𝑜 = ∫−π 𝑓(𝑥) dx
2π
1 0 1
= ∫ 1 dx + 0 dx
2π − π 2π
1 0
= ⌈𝑥⌉ −π
2π
1
=2
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
= π[ ] −π
𝑛
−1 0
= nπ[cosnx] −π
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) )
answer.
Example 2.
𝒙 𝒊𝒇 − 𝛑 ≤ 𝐱 ≤ 𝟎
Evaluate the Fourier series for f(x)= {
𝟎 𝒊𝒇 𝟎 ≤ 𝐱 ≤ 𝛑
solution:
1 π
𝑎𝑜 = ∫−π 𝑓(𝑥) dx
2π
1 0 1 π
= ∫ 𝑥 dx +
2π − π
∫
2π 0
0 dx
1 𝑥2 0
= 2π ⌈ 2 ⌉ −π
1 π2
= (0 − )
2π 2
π2
=− 4π
π
=− 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
= nπ[ ] −π
𝑛
1 0
= [cosnx] −π
𝑛2 π
1
=𝑛2 π(1-cosn π)
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;
Example 3.
𝒙 𝒊𝒇 − 𝛑 ≤ 𝐱 ≤ 𝟎
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
= (0 − ) +
2π 2 2
π2 1
=− 4π +2
π 1
=− 4 +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 𝑛 𝑑𝑥 +π[ ]0
𝑛 π −π 𝑛
−1 −𝑐𝑜𝑠𝑛𝑥 0
= nπ[ ] −π
𝑛
1 0
=𝑛2 π[cosnx] −π
1
=𝑛2 π(1-cosn π)
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;
Example: 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
a₀ = ∫ 𝑓(𝑥)𝑑𝑥
2𝜋 −𝜋
1 𝜋
= ∫ 𝑒 𝑥 𝑑𝑥
2𝜋 −𝜋
1 𝜋
= [ 𝑒𝑥]
2𝜋 −𝜋
1
= [ 𝑒 𝑥 − 𝑒 −𝑥 ]
2𝜋
1
= sin (h𝜋)
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
bn = 𝜋 ∫−𝜋 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥
1 𝜋
= 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 )
Substituting the values of a0,an and bn is,
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
(Ans)
Fourier integral:
∞
The double integral f(x)=1/2π ∫−∞ 𝑓 (t)dt cos(u(x-t)) dx…(1) is known as fourier integral and is valid,
if x is a point of continuity of f(x).
∞
Here, ∫−∞𝑐𝑜𝑠(u(x-t)) du
PROBLEM:
EX: For the function
𝑓(𝑥) = {0 𝑤ℎ𝑒𝑟𝑛 𝑥 < 0, 𝑥 𝑤ℎ𝑒𝑛 0 < 𝑥 < 1,0 𝑤ℎ𝑒𝑛 𝑥 > 1
Find the fourier integral representration.
Solution:
∞
𝑓(𝑥) = ∫ (𝑎(𝑧)𝑐𝑜𝑠𝑧𝑥 + 𝑏(𝑧)𝑠𝑖𝑛𝑧𝑥)𝑑𝑧.
0
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
=𝜋 [{−𝑢 } + ∫0 𝑑𝑢
𝑧 𝑧
1 𝑐𝑜𝑠𝑧 1
=𝜋 [− +𝑧 2 𝑠𝑖𝑛𝑧]
𝑧
1 𝑐𝑜𝑠𝑧 1
=𝜋 [− +𝑧 2 𝑠𝑖𝑛𝑧]
𝑧
1 𝑐𝑜𝑠𝑧 1
=𝜋 [− +𝑧 2 ]
𝑧
1 𝑠𝑖𝑛𝑧−𝑧𝑐𝑜𝑠𝑧
=𝜋( )
𝑧2
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 sin and cosine integral representration
Solution:
∞
𝑓(𝑥) = ∫ 𝐵(𝛼)𝑠𝑖𝑛𝑥 𝑑𝑥 0<𝑥<∞
0
2 ∞
𝐵(𝛼) = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝛼𝑢 𝑑𝑢
𝜋 0
2 1−𝑐𝑜𝑠𝜋𝛼
=𝜋 ( )
𝛼
∞ 2 (1−𝑐𝑜𝑠𝛼𝜋)
𝑓(𝑥) = ∫0 𝜋 𝛼
2 ∞ (1−𝑐𝑜𝑠𝛼𝜋)
=𝜋 ∫0 𝑠𝑖𝑛𝛼𝑥 𝑑𝑥
𝛼
0 ; 𝑥 = 0, 𝑥 > 𝜋
1
={ 2 ; 𝑥 = 𝜋
1; 0 < 𝑥 < 𝜋
For cosine:
2 ∞
𝐴(𝛼) = 𝜋 ∫0 𝑓(𝑥)𝑐𝑜𝑠𝛼 𝑢 𝑑𝑢
2 𝜋
=𝜋 ∫0 𝑐𝑜𝑠𝛼𝑢 𝑑𝑢
2 𝑠𝑖𝑛𝜋𝛼
=𝜋 { }
𝛼
2 𝜋 𝑠𝑖𝑛𝜋𝛼 𝑐𝑜𝑠𝜋𝛼
𝑓(𝑥) = ∫ 𝑑𝛼
𝜋 0 𝛼
1; 0 ≤ 𝑥 < 𝜋
1
={ ;𝑥 = 𝜋
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
𝑎0 =2𝜋 ∫−𝜋 𝑓(𝑥)𝑑𝑥
1 𝜋
𝑎𝑛 = ∫ 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
𝜋 −𝜋
1 𝜋
𝑏𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
𝜋 −𝜋
And
1 𝜋
𝑎0 ′=2𝜋 ∫−𝜋 𝑔(𝑥)𝑑𝑥
1 𝜋
𝑎𝑛 ′ = ∫ 𝑔(𝑥)𝑐𝑜𝑠𝑛𝑥𝑑𝑥
𝜋 −𝜋
1 𝜋
𝑏𝑛 ′ = ∫ 𝑔(𝑥)𝑠𝑖𝑛𝑛𝑥𝑑𝑥
𝜋 −𝜋
Then, we have,
1 𝜋
∫ 𝑓(𝑥)𝑔(𝑥)𝑑𝑥=𝑎0 𝑎0′ + ∑∞
2𝜋 −𝜋 𝑛=1(𝑎𝑛 𝑎𝑛 ′ + 𝑏𝑛 𝑏𝑛 ′)……..(3)
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)