5.

Engineering Mathematics: Fourier Series

Engineering Mathematics:

t-t~u., )

Exercise 1

~ :ilfU :-1 db

UI) "V'l(~~"J':'\
Consider the square wave defined by

(0

with

<t<0

f(t)
~iVla
,

Qn:: { ~-lL

le.~ f ~od.

...l
').1T'

[-r ] t:...

-\-...L
'2Ji

t""V

fL,-:"J

<t-.J...
[
'):-11

r t J t~0
::.'\t"

\...

1\J

~~
--.

-~+j,
.,.

2.-

,
r

t
I

~7f
I
,

:rr

,
,

~ GO <

-1

?"I1od;c,

=-

fI D "

LV

1(1;) (05

Cnw\;)dt ,{ar

~ ~\ L(. _ If~cos Cn~t) Jt-

+ j'f0

:-~ rL - Sin~t)J
()

r::.o

37f

7C

ity>

feN'i dc!

f\ 7,

~ If

COS(Ot)
.4-':'lr

,
,

"

\;, .

:::.0

Solution

"

J..
llf

=-

OIrO

J: i dtJ

and find the Fourier series

for f(t).

"

O<t<1r

1,
= { -1,

f (t) = f (t + 21r). Sketch f (t)

-t

t:::o

-1r
f(t)

+U)Jr

-.LJI.,
2L. -L-

~=-

5.4

Fourier Series

I' <;;{ If ) SD

W =0

I/

f-:::R

1" J.,11

\-11

JJj

.stll~~)J
A
r9

'it
::.-~
La] -...0

-r

II "

!"'I

fIn

fir

TJ 'I

'I 'I 'I 'I

If

II II I --

- - - -

5.5

Engineering Mathematics: Fourier Series

Engineering Mathematics: Fourier Series

}he f.. ~-er

bn~ ...L
L

J-I.r L~)s\n~w0

~tn~
..Gl-u

'3((\

ell-

(rvt) d r

1-

~:

t=-o

-- 1l
...Ll
.-

.."

-.j
1\

l-

~'Jrfl

f"\.

If

r1
.-1_

cosnemIr')

( (-

cO.SC-nrr)
(

oS

L- -

co

V1

<;;(I.'\.1\")

Trn
+.-L
( - (OS(n[t)

.!(

n1f
::;.

I. '" l - cosG1f) )

.-[). ("-

C-I:t)

nll

b'1 =

Y1

[ ..1..
0
r11T

+ ,) .

/
Cb S (fl\() ~C::-l)
.~

(\

I]

is E\I.{1r.)

1'\k :,

.-;;-

fl

eJJ

ell\.

6dd

nCl~("'-'

/?

4-

if

o-f

Sint -t -=L
3'7r

$/1\

(3t)

'i-

~,

L..

f\.~

<;'<11\

;>-\

s;{'Vl~~D)
.

4 si-16
t)
'0-

~-

f'

b3
--.

r0'1

6'1.

(!)-f

b.

+~

ir\

to;;..

II

A':: 1

t,"1f

COS~]
._ t .~ [- co<;~ t)]
n
r:::-l\

i L
oa
(~cosCnuJL-)~
~
~ ~

=-

sinCnt)J~J

(S?

s~eS'

fCt)~' ~ 0.0/?

5.6

L
105

2n'H}t- ,
rel

<...

~V\. 't\

--...

6 d

in t-e (f-'rS

-+-

, .,

-- -.

----

-...

-.'.

"

--

..

- -

-- ...

...

...

- - ............................ -

5.5

Engineering Mathematics: Fourier Series

rct) S\n~

<il0 J,l-

) ~ I

r.~-er

/? ~
fCt)~' ~ 0.0

L
oa

0,.
-u

Sif\

(rvt) d t-

1-

~:

...L

J ~:;:AI_

Cos~n

l-

f1. t)]
+~II [- co<;~

Sint

~
(~COSCnLDl-)~

I ~

h'1

b.

t-;;..o

Co

-#[ ~
" i-(t-

cos ntrll7rJ ]

co,S C-nrr)
(

oS

1r
+.J.,.

L- -

+-LJ

V1
CD ~'LT)

Trn ( - (OS(nrc)
+:-L

+ ,) .

I
CO s(" \l') ~ G:--l)

-[).

I. '" - COS(n'lf) )
C "-C-\:t)

n1l

b'l

..1[.,.".
0

Y1

e.\f e.IA

'1

odd

.+

A:. ~

nalA-(II....

if

f\~

r ~

0'(

4 'Si-~t-)
r'0-

~-

r
1{)5
''\.

S(lI\ C 21'\~\
"-"" "'\

.It- ---..
(j

j>-\

~(\V'\~vtt))

I'

V\

is P\I.('''')

.~

{)1'.

l' -SIi\(3t)
3"fi

0/)

'v. 0-

t"'1['

If

-4II

=-

s;nentiJr]

5.6

P,

7!)1

t~(::)

1$

seM:eS'

1\.."::

~{n

'

Engineering Mathematics: Fourier Series

l11e

b"" ...L
L r _I.-L

... ...

....-

c:ld in t-e US

-II .,

5.7

Engineering Mathematics: Fourier Series

Engineering Mathematics:

5.8

Fourier Series

Fourier Series Theorem

If a periodic function

f (t)

T = 2L is differentiable

with period

all except finitely many points in the interval [Fourier series with coefficients-given

at

L, L] then the

by Euler's formulae is

[A

convergent.

If f (t) is continuous at a point to E [-

L, L] then the value of the

The energy density of a periodic function

prhcPtA-OV\

fOu~e.t'

Energy density and Parseval's Identity

f (t)

of

c:.oetfi~~J

is given by

Fourier series is f(to).

If f(t)

is discontinuous at a point to E [-

L, L] then the value of

T1 JT/2
-T/2

the Fourier series is the ~:lVe~C!g_e

va!ue of the left and right limits of
f(t)

at to.

ClVe.rae~~\v.e.

In

T1 JT/2
-T/2

tb~

e)/.efCt'$e.- f '.

11, t: 'wurie,r S~e-s

at

'\..

t=:-7f.

dt

Energy density may also be calculated by Parseval's Identity:

~
Example

f2(t)

Example

conver(fs fo .1 cd- t= ~ ~

(-I:.0t~~)

If f(t)

f2(t)

dt

= a~+ 2,1 n=l

L(a;
+ b;)
00

00) an) bn

ate

FOurier (cef(1c; eI1

Iff'

()::Xr)pu.kd uo;nCj Ei.I

'3 ibr Mula- .
is the periodic voltage in an electrical circuit then the

energy transferred to the resistor in one period is proportional to

the energy density.

" 'n In 'n

!~u

nn " " " " " "

U " 1111 U lit Jt Jt J't JI JI JI

5.9

Engineering Mathematics: Fourier Series

tCt)

~od

lnas

Exercise 2

So

Consider the saw tooth wave defined by

with f(t)

(a) Sketch f(

f(t

<t <0

2I\

:=

db

Jr --LL ~)

-il 0 dt t
-L(~O

cQlf

j: l

diJ

l- -z:
~?, JOb::-o
t;:::'w

-L

'?-1\

,;

~lf

\..,~1)

f (t).
of f (t).

~";

-=-

.2,!! ~ \

...L)C.

?lI
- J!:

an:; ~

L.
LI J-t.

~i:

(a)
f(t)

7r

~
7r

27r

t
37r

fu) CQS(t'\L()t)
0 dt

-t (

dt"

n>t

fo-r

tcos ("r) d~

-1nT~'o" '-~~.

~'fJ}J)

,(1IU)

--=2:

'T

Solution

-7r

5.10

t) for -37r < t < 37r.

C~1)

JJ

L ;:::'1f.

\.\

(b) Find the Fourier series for

-37r

OD;

O<t<7r

= { 0,t,
+ 27r).

(c) Find the energy density

JI JI

T=- 21f.

'So ) uL);::-l QAd

f(t)

JI

Engineering Mathematics: Fourier Series

c.b)

-7r

JI

L,\=t

--\hen

df-

d,\I

du ~ I

&

cos-(nt)

==

SiV\

~t)

I/\.

!;="

y-------l

S in'J \e

fcul'od

Gtn-=-

.:::.L
'11
11

[ tSln((\t)

r~ s\ '{{nt)Jt1
V\
']

VL

C tS\1(\0\:)
A-

='

i)

~-'1r

COg(rA~)J
y\"lt~o
.-utl.

5.11

Engineering Mathematics: Fourier Series

\f --\

~ G

Engineering
Mathematics:
./'
./

./

.....-

Fourier Series

odc\

'1.

cosG'TD :l-r)"

5.12

V1~1T

(\
Cl",

l-:~1r

f (t) ~ (l~

QcH

b()

p~

.=

.J....
L ~-L
\ ~

SI'1 ((\W

fCt)

U-tr
~ +rrD

\"Jh

~ 1/

~~

U-- ~

t)

---, :;--(

:::.

b~ 6art;j
r

t-~s Cn-\') +

'1f

t - ~ Sflll~t) T

if'\ (

ll.

J y~((\~)dl'l -

S~

(\V-

r-;O
Ji-=-r

~r
----?

'\-;-O

bl')
\\

{\
-1\ coscnr))

l'

l~

~l

~ "'51\

BinC'at;t"
(\.~

w'

(\.:.::.-1

+ ~2

L-

P 1--~nr7.
4-

J-

~4
b'025flJ,t"

1- 1- J.,
tq -t ...
+.J..,

(4.,,) 'L
<

~ (cy-

.
C~~J-~~1'

r
Y\ ~ -l. (-t C~\)Y\)
~ - (~~qf\ __ Sl) ~\_
Y\-

"3

f\,'::' ~

L .\
-~c.o~Ij~~"

R
co{3t)
~rTI

\he. e.nerJJ elms\ \oj \ S ;

Clo T 1: <)
G l:?t
;: ~A "tJJfv
~_~ \J

t-Tr

~i[-

'1:::0

(c) -

[.05(\L 1::)

{' [ - t-~ 6t)

r'l=-3

"\~\

b",

I\.~l

ffJ.

1- Sin

J! " Sll\ft)

AlA.

L (Q(\ WS(rwt) 1: bn ~i'1(n<..ut))

1-

4-

-. 1')

.~.

f\.-l
~ 1t - ~ ~st

fur ">' I

dl-

b Sine" t)ct't-l

f'll'0

0>

eve)\.

V\

'f " " " " " " 'f,t

It

ff

n "

flff"

I'll n "

II J1 "

'In

rn

n t)

1l 1\

l\ " l\ ",

-- .... ---

..

---

Engineering

---.

Mathematics:

Fourier Series

5.13

Engineering

Mathematics:

5.14

Fourier Series

Use MATLAB to see how the Fourier series approximates

the

function.

Fourier series approximation

to f(t)

4
-4 1
1

- -123
"'"

t
l -- - f7~

-3

-2

-1

-3

Here

-2

-1

o
t

refers to the upper index of the sum in the Fourier series,

namely:

N
f(t)
~

ao + L(an
n=l

cos(nwt)

+ bn sin(nwt))

5.15

Engineering Mathematics: Fourier Series

,tv\.tl\\i'f\j\nj

fCkJ l~

~rOse

Odd and Even functions

odd ~~~~~rJK>n9.

Sff'se.

odd

':l (ic)'$ e-Jef'\

CEo)

c.t) \'5 eveh

tCk "). 5 Ct) ;s odd

~Ct).<=J
Example
A function

cos(

f (t)

wt) and t2

is an odd function if

sin(wt)

and

f (t)

f(t) dt

= 21L

J-r;:>
\
\ ~

C'-)(:>

b~
;"J

..re
tO
...
{~-'h
If.....
c'1"\1'.
j'"'!'"

f(t) dt

be an odd funvction. Then

rr

JI

rrn

-\OJ- V\Qr

u..oJ

tv

coe-\1s

-yv-o

Ul i\

be c~

k
1-

Rc~rr ,\D4J

Jjf(t)dt=O

rr

~ ETIt

-\fi; -If ~

( SOM e

" ,, H

oX0

en

be an even function. Then

i:
2. Let

e\J

E- =co

t3

Properties of even and odd functions

1. Let f(t)

\s

"*'~
o )(E 5 0-\'11~i~".
~y""kt..,,

E)(

= - f( -t)

f(t)
Example

~Ct")..tet)

0)

lr

'rr

11'

rrt

'II

"

11 rrl

'n n II

11

nt'

11 "

"

"

11 Tl '1 "

'1 rf

" l\ U " U il U fillll

" U U " U U " " " " " ~

5.16

Engineering Mathematics: Fourier Series

nn

II

~Iil

it ~,

D D ~
5.17

Engineering Mathematics: Fourier Series

Fourier cosine series for/evenJfunctions

Suppose f(t)
is

Then f(t)

is an even function with period

"6"

is an even function, and f(t)

f (t)

Suppose

sin(nwt)

is

1/

"\

So

Fourier sine series fork>dd7functions

= 2L.
E:".O

cos(nwt)

an odd function.

h"

9-'h

f (t)

is an odd function with period

C)
BOo
Then f(t) cos(nwt)

= 2L.

is an odd function, and f(t)

sin(nwt)

even function.

may be represented by a Fourier cosine series

00

f(t)

= ao + Lan
n=l

So f(t)

may be represented by a Fourier sine series

00

cos(nwt)
f(t)

n=l
where

ao

an

L1 Jo(L f(t)

dt

~
( -fltl
rosCr\u:It)
L Jo(, J(t) cos(nwt) dt J
i~ evrn

where

bn

bn sin( nwt)

(L f( t) sin( nwt) dt
L2 Jo

is an

JJ

5.18

Engineering Mathematics: Fourier Series

I I

Engineering Mathematics:

cP)~
T

fO') \~ an even
2. L.

Go

L:::-TC

periodIc

uncl

Fourier Series

cD:::-!}"

~hcb'OJ;

5.19

-.JiHl period

~e. touri1"" eoeff\'O-en\-sO'er,;

Exercise 3

a. ~ T, rL
\0 t (t) d

Consider the function defined by

2
= { t-t+
+ ~~
f (t) = f (t + 27f).

(a) Sketch the graph of f(

t)

for

(b) Find the Fourier series for

(-tt11 div t~O

C-r k]lbJ

O<t<7f

f(t)

with

, +r

<t<0

-7f

r
::.l.,

-7f < t

I:;

-_.~ I

< 7f.

\;-:::11'

'2.

~.

,,'l..
~V
~i-- 't ...-r('\.,.j
-

-::.0

f (t).

Solution

~"-

(a)

fCt)
~

f(t)

='

~i 1: (-

(-t)

~Ct) is

L2.. J~ ~ Ct'J
, (J

eVen

fut

u,:; du __

Cf1\

t+l

dU

-=

CoS

dt
V=:-

(t1~

~
~

-;...,

~~~
n2-

a :::-~ LJ.. (-b + l)~\hLt\\:;)- ~

:=

"

"

"

"

rr

"

"

f:r

"

ft

11 "

"

'f n'

1)1 ",

r - 2-

@, L,
.".

'f " "

n>tl

b~ ports

--

;Y

CncOt) db

t+~ ws;(nt) de

1i1t-e~ratAon

COs

Tt "

(\'1- COs;(x1'U")
%

"

"

"

CoSCYlt1

+- -1..2. J

1t '"

11 "

.
Cos

"

C {V\
ll'flf) ~c~

t~o
"

"

'1

----------5.20

Engineering Mathematics: Fourier Series

On;

~~ C

C_I)n)

-1

Ut"

ItV\n odd
e.ren

ifV') 2-

(cos',~~)

lhe

fa)

o(I
=-

'$

~es

~Yler'

1\

00

-r

L
{\

0-"

CDS

((lw\:-) u:>~i

::-\

. cosCt") + A
({if
"'It

-l-

..

Co 5

coscst) + -

(:t-t)-t- ...

-4tfff
':::

!L 1.
11

1\",0

(0<,;((2 "-\-I)\";

(J.r\ 1-1)2-

?fj1f

cos('5t)

Englneorlng MatlwmHLics: Fourior Surlos

..
5.21

Engineering Mathematics:

5.22

Fourier Series

5.23

Engineering Mathematics: Fourier Series

Half Range Expansions

Suppose a function

f (t)

We can extend f (t) to an e..YDperiodic function fe (t) with period

is defined only for the interval

<t< L.

= 4. Then

fe(t)

will have a Fourier cosine series.

f(t)

The function may be represented in terms of either a cosine or

sine series, by extending its definition to the interval

-L < t < L.

Exercise 4
Consider the function
f(t)
for

< t < 2. Sketch

= t2

Similarly, we can extend f(t)

with period

= 4. Then

fo(t)

to an o~

periodic function fo(t)

will have a Fourier sine series.

f(t).

Solution
f(t)

-1

n"n"ff"n"nn"nnnnnwnn"vnnnnnnn~~~~~"

U ~\

1\

U llltli II II lilt n n

1\ B U U U U U U U l\ l\ U 1\ 1\ U 1\ " ~\
5.24

Engineering Mathematics: Fourier Series

Solution
is

00

Calculating Particular Solutions of Ordinary Differential

ao + Lan

f(t)

Equations using Fourier Series

4
-7fcos(t)

Exercise 5
The forced oscillations of a body of mass
(damping constant

O.02kg/s,

to an external force

f (t)

cos(nt)

n=l

1 kg on a damped

spring constant

4
-97fcos(3t)

spring

25kg/s2) subject

Assume that

YP

(t) can be represented by a Fourier series with

the same period as

is given by the differential equation

f (t ).
00

y"(t)

+ O.02y'(t) + 25y(t) = f(t)

yp(t)

ao

+ L(an

+,en sin(nt))

cos(nt)

-fGt'1
n=l

where y( t) is the displacement from rest and ~.

-7f < t < 0

f(t)
with f(t)

2
= { t-t+
+ ~~

O<t<7f

Determine the particular solution

~'C1)::;
Differentiati':il
2" with
~na,i1~fVLCnt)
respect to~
p

~=I

~p et)

= f(t + 27f).

\I

YP

-::

L ~
t=
cD

(\='I

(\'J. O-(\. CoS

'6t-

n~,\posCnt)j
.
a;e :1

gives,
-t

(.k

-{4
en t) -

VI '). ~i\

(t) to the differential equation

using Fourier series.

Substituting into the differential equation gives

n~
5.25

Engineering Mathematics: Fourier Series

From Exercise 3, the Fourier series for f(t)

ae ,

<;lV\Cnt) )

Engineering Mathematics: Fourier Series

P4

Of) caS C()t)

5.26

Engineering Mathematics:

.? +Ct).

ft") [

5.27

Fourier Series

C;lS - n~)"2 + (0 -02V\)J ~

<::>

06Ln..01"l

IIl=J

= Q'5 ~o

aD

+ ~fl

:z: 2. 5 C cif)COS(nt)

-t

,1\ =-1

\\f-

Slf\ Cnt~

D 'o:Qn 0"

!JO)
Yl U\Q)

Fo1

'

(;;)'3 -r)~)2 ~-C0 .-0 'J-rl)7-

-=

of>

(;t)

-\ 2. 0'02 ( _nl.l'()s.I1Cnt) t-nfSoCos Or/;))

If\tt:> ~

sLAbs

(\,.::::1

-r

f~,
( ....
'/..

0(" c.osCnt) - n'/..~"Sl'n

\ - -Ct:lQ~VL~

(nnstOi0~ :

* f;-u" e.A
cQ5Qo:='
0
CO e

\-s

GVe.s
'--'Vo
/"17
--

.J

6<'5ott)1'

l"(->'-'>~:

.::>n(n~

if

cm))

0' ~ n13o- n~ an - ~

~ 5 Pt\ - 0 O~ n fdn

0/i\

()

Qn _

0 -

.- n2-f3n:;;

(3

cX(I

(& ':s _n2)

:::

5 _n'2)~-t(p- o?-p)

C.:(

'V"\4O h"'I
~o

(Deft;""

1!,. ~i<1-- fov

-::0

=- ~

~()

.-

=-

qG

\ ~ (2t:l+o<Oi-)[t

E'<t

ceat;o f) (J'vesol".=; L:?L

'7>

n '2. )

CJf~-t 0-02,1:1f

/'In

0( p\

~=3

[ d n 0 <)

<f\>r

e>Jen

.;:)

6'4-

q Ct67.-r-O'06Z)1f
24-

1CI(2i

,
O06-Z.)1f

O'02n

~~sh ~t;. vj

<2-

V1

C> .

~::;
f,
. ()O~
'1 h. r d

to ~ V~I:.

all _ e)J(ij1

~~4\

(l.o~.\

Cln

G) .

I()~

2-

~ c~s _h'l.)
V\.

'i 0' 0 ~Y\

._

--

O"O~n

___

-.

__

.-...

_.

i=<
'jI\.

IIIaiII&

:::.

__

--..

...

..0..-

1\

l\l\

U U u n llll

" II " " " " " II " li "

5.28

Engineering Mathematics: Fourier Series

lhe

~u.ner

8e.IAe,.9

~ LX ') ~

-t-

( 0h~

e..

\ne fvt.c.ular

Sol~

oJo~hr-e.Y

l ~ eXt- c:<-~

f>-LtEJ-N\.~

till

II

~'I!I

~, n D 0 ~ ~
5.29

Engineering Mathematics: Fourier Series

i-S

c{ Goslt) ~ o(~ CDS (: 3.t) + .

g
. \"
'3
~Ct}t
{S ~c~t)t
- ..
J",
,~
rv.

FOURIER INTEGRALS

:. i

-.

~"d

CV)

/1

[Kreyszig, p.510-517]

t".f

,..." .I

,;I

Many non-periodic functions can be represented by Fourier

integrals. Non-periodic phenomena occur in signal processing and
seismic activity.
We consider a non-periodic function to have period
large value of

Letting

L --+

f(t)

L,

2L

for some

and then represent it by a Fourier series.

00, we obtain the Fourier integral

= 1= A(w)

where the functions

cos(wt)

+ B(w)

sin(wt) dw

A( w) and B (w) are defined as follows:

11=
_= J( t) cos(wt)

A(w)

7r

B(w)

7r

11=
_=J(t)sin(wt)dt

dt

5.30

Engineering Mathematics: Fourier Series

Exercise 6
Consider the single signal pulse defined by

<1
It I > 1

for It I
for

i(t) = { ~
Sketch

f (t)

for all real values of t and find the Fourier integral

representation of

f (t).

'

Solution
f(t)

~1

10

l'

1\ t\ l\ U U II D " " " " " l\ 1\ l\ l\ 1\ 1\ U 11 U ~ II

5.31

Engineering Mathematics: Fourier Series

S\I"\Ob

t Ct)
A

is

Cw)

=-

non - pe.tiochc

) then

r
"* ~~~ -tCt)

cosCwt)

v: FCt)

=-

C oC:;
~

.;> .1.

Cw -t.~

~ ~\

Sin
~ Lwt) ~

L-~U);~
~t<t-< '1..]

dt

tDu-'-\ ex

Jet):o:
=

TTw

-L.
.-1-.

1r~

J:

..B

odd

JI

job
o

l~

tCXJ \.5

for

Stn(c..<:))

+-

B~cwt)c1~
d

<..oscwtJ

6jSOW\(:

t'k

e;;\ CC

IJ

(o.f\~

t:o~t)

c!?f\Sroll.f\ r-

I ~

U~io"Q)ff""'c;.t?Q.>1

= ~ Jofa
7r

sin(w) wcos(wt)

dw

'1f t.D

using the trapezoidal rule, for various finite values of

,BCl;)) :;: -1
7\

-- is'
Tl
~

fet)

00
Jf --ct

rr

L -.

;rr u>

de

SIn ('U) t;) dt-

= _....k-

~ 0

-c

Sl(\cwt)

c:

LWt)]
"-'

Cos CW}'- ~

f-"-f_
t-"-

[6&

IS,

0"\

cosc-w)l
~

- LOse..,.))

LA.)

or plot the Fourier integral for j(t),weuseMATLAB

j(t)

euev-...
,~ cos;Cwl-:::.j-c"j$
~~rd-.;_.,

,-//0

""c:.klo"\to numerically evaluate the integral

evaluate
2 s\nC<.-O)
S~CcO) "".+
)- S\.l\c_~)J.bin.I'~
(-w)
'SiA.(w) --) 5 II (,,-j" J'"-S I tj To

JJ ~
5.32

Fourier Series

So \\.1ec\ n l.ltrl
c.G>

il b

il il il

4(0) (os (0b)

to e

Note C~ltACL

-6<.SiVl Cu:-

lY'\le~1V

L ca..,
t.:o:i
t-::o-l

~L
.~

JI

Engineering Mathematics:

The

At

JI

a.

~+

(J.re

5.33

Engineering Mathematics: Fourier Series

5.34

Engineering Mathematics: Fourier Series

Fourier Integral Theorem

Use MATLAB to see how the Fourier integral approximates the
many points
Fourier Integral approximation

R, and

1.5

~"l~c ~
11

-0.5

-~-~~--

-1

-1.5

-_.-_.~--

-0.5

<\,~>-

0.5

Fourier Integral approximation

1.5

is finite, then f(t)

Fourier integral equals

2

~2.0C l;~'\\if oy~)i

If

~
-0.5
-1
-2

can be represented by a Fourier integral. The

f (t)

at all points

~r-~
--------~~L\.-.

f (t)

is discontinuous at a point

to E

R then the

is

Fourier integral

equals the average value of the left and right limits of

f (t)

at to.

Note: For the above integral to be finite

-1.5

R where f (t)

continuous.

1.5

0.5

If(t)12 dt

CL

to f(t) - a = 20

is differentiable at all except finitely

if the integral

i:

to f(t) - a ;:: 5

-1
-2

f (t)

If a non-periodic function

function:

-1

-0.5

0.5

1.5

1. f(t)

or 2. f(t)

must be zero outside a finite interval,

rapidly decays to 0 as It I

-t 00 .

df"""

~NVr
-0
.

-!

-----

C\~

t
'n " rr rr rr n

n "lJ

1J " (1)11 11 11

111111

"

11 Tt It

nn

'n 'n 'n

'1l1l ~ " 1\ .~

5.35

Engineering Mathematics: Fourier Series

L0

Fourier cosine integrals for even functions

E ,

Suppose f(t) is an even

';" function.
0
::: Then f(t) cos(nwt) is an
even function and f(t) sin(nwt) is an odd function. So f(t) may
be represented by a Fourier cosine integral

f(t)

= 1= A(w)

where

l~

So

-::--

bCu)) ::. (J

~ .1t)

Engineering Mathematics: F~uner Senes

~.

r"""

t-ec)/:2. t S

cJ:;

Exercise ~
Represent

f(t)

c,.,.

~ ::;~) ~
S c 0 e~

f (t)

;;;"

lAp

"4' (Q...

.u

LA.r) c;t;:OI"\
""La.

t-

fDl'n

).

J,. \$

t?

eS r1 or Vl'\c:;;}f(),

f'\O

t 0 ci.c:l

T--j--cr I .

as a Fourier sir:l~integral when

cos(wt) dw

for

0<t <1

-1

for

-1 < t < 0

for all other

6Jex\.
"'-

A(w)

2
7r

Joroo

Solution

f&) cos~t)

-f Ct.) is

dt

j(t)

Fourier sine integrals for odd functions

0)1

""

is an odd function. Then f(t) cos(nwt)

is an odd
o
0 -:;..
e
function and f(t) sin(nwt) is an even function. So f(t) may be

(5.,Je{ ~Lhor'\

Suppose f(t)

JC"

A ( w ) ~0

represented by a Fourier sine integral

\f\)~~

\80~

--'1
I
I
I

f(t)

= 1= B(w)

where

I
I

sin(wt) dw

ooLc:l
B(w)

=-

. f(t) sin(wt)
2100
r----"--\
0

7r

dt

-1

c..n

ALW

r~

II

Engineering Mathematics: Fourier Series

9 nee, fct)
bCW)=

Ib

o.n

odd, noVl- ~~od~c..

~j:

~Ct)

~ [;L
\l

-1\

[
-

~ ?.

Calculating Particular Solutions of Ordinary Differential

$,V\cwt)di-

Equations using Fourier Integrals

r~

Exercise 8

L
1.'t Sif\CvJt)

Jo
~

v..)

dbFind a particular solution to the differential equation

y"(t)

for It I

~IWe.

< 1 .)

00

SlnCwr)

E:rW}
\..

for It I

Solution

1\

r 00
jo

b)( - b
;---H

From Exercise 6, the Fourier cosine integral for

f (t)

= 7r2 Jo(= sin(w) wcos(wt)

dw

l!-/"

S\n Cw\:')[coS
- Cw) --1:) c\w

Assume that yp (t) can be represented as a Fourier integral:

yp(t)

= Jo(= a(w)
~

cos(wt)

~
~.

10

II

.1

II

II

fl II [I
II

11

is:

dw
f(t)

llO-

>1

={ ~

fIt)

nvrn

h.o.\Ie.

tCt)

5.38

Fourier Series

~~-oV)f:h

+ y/(t)0 + 2y(t)
Iwhere
I = f(t)
(
case.)
-T t-~
1-)
~cosc:wt)Jr~1

-\1<..0 -rr<.oJ

Engineering Mathematics:

5.37

nlln

'n 'n

ru

rn

'n

'Ff

"

'JI

rJl

+ j3(w)
~

sin(wt) dw

~~()'"'

rn In In rn rn 11

'n 1t '" "

11 11

II

tl tl t,

11 tl

III

II II II II II II II I. I

II III .1 II.

5.39

Engineering Mathematics: Fourier Series

II.

"I

Engineering Mathematics:

III

"I

.,

();
()

Differentiating with respect to

t twice

ca\/'o

gives

~i\e

\j~a): Jroo

- cO a::.S\n.

()

'jf\\ CJ)
~\i

-W

= roO

CDS c4)\:)

fA

Seco~e\

JlO '

_ u::>"(3(;'(I\CilltJ

GO

t) dc,/': ~s

C' :2-w2)
~

l G:.tt;.

"1

J:--

'R

\'00
J Q

\)V~I~

"'\500o

t)"

T ~""o
V

'.

<:f\~"j

o(cos(wt) T

\~.

_ cO 0(

Sin Cwt- ) t-W

s~t) ~w'\3

- ():;~ 0( CD
I.L ..

iv1 ~

~0('\00)_
Ifw

31(t(,..D

;./\-t-{3l~,,\

.~

t) j .0

6)..-

~
7f Jes

,,,\"V

LC?-)~ -\-LO '2..

3~'). of

& S\r)1\w)

~ C~

t)

~3\(\~)

trCw 4- -

LA)

---

=-

(hk>

CeQ-w:2)

t\ 1'0-)

()\w)

&S;\~J
I(~
..

~:;.lrL ~S\Y\
~)~
w4- --?> t..J +

E1.bs~~

)Aw

o(,=-

(o{ \\,u~t, IT\l~

rCol;Ccotji
,

f)cD ~ G.o ,t

t>L

(,04- -

'2~~)

(:>SinCwt)du:>

CD
C~_u)2.)2. 1:- t.Uls =

~ [ c

1- oDe

&

crve.~

O(~

\ienLe:)
~

(Q~W) f>

~~DI"\

tS"es

to ~e. o\\rfcrentAO-\ 0\UD-ton.

On CLDJCDS C w

IT

-LV~)fS

Lv cl-\; ~

--

c..0'v--\-

+ w fSCOSG.0t~
J

(LOt)

0(

Subs

\u ~V\j

,fCt); ~ j o

'2.0(

~a~
\ ~\
\s '-0 ' ".-. t uJ '
A IS.
t
\be dOLAe

~~
=

-w?-)

Jj
1fc..0 Cw4

, '.
5.40

Fourier Series
2-

Sf~Cto"'lJ

'.'

c> \.<:}.

sihC..JJ

-3vl+ 4-)

t-4)

Engineering Mathematics: Fourier Series

the

tDuv\

':lpCtc); ~

'eJr"

\()~\

J""
o

slnCW)

r-vt-eu\c<-V' solu.:t"cVl

~.~
C@

5.41

SECOND ORDER PDES

-w~) CosCuJt-) t U)<;.tnG.ot')~

we LU4_~u:?-+ 4)

6.1

Engineering Mathematics: Second order PDEs

u)
[Kreyszig, p.540-552, 558-567]
A partial differential equation (PDE) is an equation involving one

fr?VvI pvJc.

~WMe.4udl:r1

or more partial derivatives of an unknown function

dependent variable

depends

variables which are often time

variables

and y e.g.

. The

on two or more independent

t and one

or several space

(x, t), (x, y, z).

Order
The order of a PDE is the order of the highest derivative in the
equation.

Linearity
A PDE is linear if

and its partial

derivatives appear only linearly

(to the first power). The independent variables can appear in any
way. (M:;

l~) ~r()

J'

Homogeneity
A PDE is homogeneous

if each of its terms contains either

or

one of its partial derivatives. Otherwise we call it inhomogeneous.

"n~"w"""n~nnnnn"wnnnln~nn~nn~~~~~~