Summer

Project
Report 2018

Deya Chatterjee
MS17057
BS­MS 
IISER Mohali
Contents:
Name of the topic ~  Page no.

1. The Fourier series ................................ 1

2. The Fourier transform ........................... 10

3. The Discrete Fourier transform ............ 17

4. The Laplace transform .......................... 21

5. Difference between LT and FT ........... 24

6. Green’s Functions ................................. 26

 Acknowledgements

The final outcome of this project has been possible only with the
sincere guidance and support of my respected project guide Dr. Samir
Kumar Biswas. The project work required a lot of insight which
couldn’t be attained without his valuable opinion. So I am really
indebted to him for his overall mentorship.
1. Fourier Series

Any possible waveform and function in existence can be generated by

adding together different sets of sinusoidal waves. A Fourier series is
an expansion of a periodic function in terms of an infinite sum of sines
and cosines. The non-periodic functions can be dealt with using
Fourier Transform.
The sine and cosine functions are orthogonal in function space. So
we have an orthogonal basis.
The computation of the Fourier series is usually based on the

following integral identities :-

(1)

(2)

(3)

(4)

(5)

for , where is the Kronecker Delta.

The fourier series of function f(t) can be written as:

f(t)= a0 +a1cos ω0t +b1 sinω0t +a2cos2ω0t +b2sin2ω0t +...

or more concisely

k=∞
f(t)= a0 + k=1
∑ [ak cos kω0t + bk sin kω0t]

where ω0 = 2π/T is called the fundamental frequency and its

constant multiples 2ω0 , 3ω0 ,etc., are called harmonics. Thus f(t) is

expressed as linear combination of the basis functions 1, cos ω0t,

sinω0t, cos2ω0t, sin2ω0t,...

The usual Fourier series involving sines and cosines is obtained by

taking functions of x such as and . Since

these functions form a complete orthogonal system over , the

Fourier series of a function is given by

where the coefficients can be found out using the following

formulae :

8
The fourier series might also be expressed in terms of complex

exponentials. For this we might utilize Euler’s formula which

establishes a fundamental relationship between the complex

exponential function and trignometric functions.

Euler’s formula :

where e is the base of the natural logarithm and i is the imaginary

unit, with the argument x given in radians. This complex exponential

function is sometimes denoted cis x ("cosine plus i sine").

Using this relation we can derive :

(9)

Now we can examine that

so
 (10)

The coefficients An can be expressed in terms of those in the Fourier

series as follows :

(11)

(12)

(13)

Where an and bn are the same coefficients from equations 6 and 7.

Dirichlet conditions :

Dirichlet conditions are the set of sufficient conditions for a real

valued periodic function f(t) to be equal to the sum of its Fourier

series at each point where f(t) is continuous. Moreover, the behaviour

of the Fourier series at the points of discontinuity is also determined

using this.
The conditions are :

1. f must be absolutely integrable over a period. An absolutely

integrable function is a function whose absolute value is

integrable, meaning that the integral of the absolute value over

the whole domain is finite.

2. f must be of bounded variation in any given bounded interval,

i.e. there must be a finite number of maxima and minima in the

interval.

3. f must have a finite number of discontinuites in any given

bounded interval, and the discontinuities cannot be infinite.

An application of Fourier series:-

One most common application of Fourier series, the analysis of a

‘square’ wave in terms of its Fourier components, occurs in electronic

circuits designed to handle sharply rising pulses.

Suppose that our wave is defined by

f (x) = 0, −π < x < 0,

f (x) = h, 0 < x < π.

From Eqs. (6),(7) and (8) we find

a0= 1/ π 0 ⎰π hdt = h

an= 1/ π ⎰ π h cos(nt) dt = 0,
0 n=1,2,3...,

bn= 1/ π 0 ⎰ π h sin(nt) dt = h(1-cos nπ )/nπ

bn= 2h/nπ, n is odd

bn= 0, n is even

The resulting series is

f (x) = h/2 + 2h/π (sin x/1 +sin 3x/3 +sin 5x/5+...).

Square wave
2. Fourier Transform :
The Fourier transform (FT) decomposes a function of time (a signal)

into the frequencies that make it up. The Fourier Series showed us

how to rewrite any periodic function into a sum of sinusoids. The

Fourier Transform is the extension of this idea to non-periodic

functions.

The Fourier transform of a function of time is itself a complex-valued

function of frequency, whose absolute value represents the amount

of that frequency present in the original function, and whose complex

argument is the phase offset (the initial angle of a sinusoidal function

at its origin) of the basic sinusoid in that frequency. The Fourier

transform is called the frequency domain representation of the

original signal. The term Fourier transform refers to both the

frequency domain representation and the mathematical operation

that associates the frequency domain representation to a function of

time. The Fourier transform is not limited to functions of time, but in

order to have a unified language, the domain of the original function

is commonly referred to as the time domain.

We recollect here equations (9) and (10). For a function periodic in

, these become

(14)

(15)

These equations are the basis for the Fourier transform, which is

obtained by transforming from a discrete variable to a continuous

one as the length . First we replace the discrete with the

continuous while letting . Then we change the sum

to an integral, and the equations become

Here,

is called the forward ( ) Fourier transform, and

is called the inverse ( ) Fourier transform.

Properties of the Fourier Transform:-

Here we are going to discuss the properties of the Fourier transform

one by one.

1. Linearity: The Fourier Transform is a linear transform. That is, let's

say we have two functions g(t) and h(t), with Fourier Transforms given

by G(f) and H(f), respectively. Then the Fourier Transform of any linear

combination of g and h can be easily found as:

where c1 and c2 are two constants.

2. Time Shift Property: If the original function g(t) is shifted in time by a

constant amount, it should have the same magnitude of the spectrum,

G(f). That is, a time delay doesn't cause the frequency content of G(f) to

change at all. Since the complex exponential always has a magnitude of 1,

we see the time delay alters the phase of G(f) but not its magnitude.
3. Scaling property: Let g(t) have Fourier Transform G(f). If the

function g(t) is scaled in time by a non-zero constant c, it is written

g(ct). The resultant Fourier Transform will be given by:

4. Derivative Property: The Fourier Transform of the derivative of g(t)

is given by:

5. Convolution Property: The convolution of two functions in time is

defined by:

The Fourier Transform of the convolution of g(t) and h(t) [with

corresponding Fourier Transforms G(f) and H(f)] is given by:

6. Modulation property: A function is "modulated" by another

function if they are multiplied in time. The Fourier Transform of the

product is:

7. Parseval’s theorem

We've discussed how the Fourier Transform gives us a unique

representation of the original underlying signal, g(t). That is, G(f)

contains all the information about g(t), just viewed in another manner.

To further cement the equivalence, in this section we present

Parseval's Identity for Fourier Transforms.

Let g(t) have Fourier Transform G(f). Then the following equation is

true:

The integral of the squared magnitude of a function is known as the

energy of the function. For example, if g(t) represents the voltage
across a resistor, then the energy dissipated in the resistor will be
proportional to the integral of the square of g(t). The above equation
states that the energy of g(t) is the same as the energy contained in
G(f). This is a powerful result, and one that is central to understanding
the equivalence of functions and their Fourier Transforms.
8. Duality:
Suppose g(t) has Fourier Transform G(f). Then we automatically know
the Fourier Transform of the function G(t):

This is known as the duality property of the Fourier Transform.

A special application of Fourier Transform :

Fourier solution of the wave equation

One is used to thinking of solutions to the wave equation being
sinusoidal, but they don’t have to be. We can use Fourier Transforms
to show this rather elegantly, applying a partial FT (x -› k, keeping t as
it is). The wave equation is :-

where c is wave speed. We Fourier transform with respect to x to get

Transformation of partial differential equations from x to k often leads

to simpler equations, generally algebraic or ordinary differential
equations for the integral transform of the unknown function. This is
because spatial derivatives turn into factors of ik. Similar behaviour is
seen in higher numbers of dimensions. When Ψ is a single Fourier
mode, for 1-D

Thus,

This is a harmonic equation for

with solution :-

However, because the

derivatives are partial derivatives, the ‘constants’ A and B can be
~
functions of k. Let us write these arbitrary functions as f(k) and gg̃(k),
i.e.

Now we invert the invert the transform to give

and f and g are arbitrary functions. This is the required solution.

3. Discrete Fourier Transform :-

The Discrete Fourier transform (DFT) can be computed efficiently on

digital computers and other digital signal processing (DSP) boards.
The DFT is an extension of the DTFT(Discrete-Time Fourier Transform)
for time-limited sequences with an additional restriction that the
frequency Ω is discretized to a finite set of values given by Ω = 2πr/M,
for 0 ≤ r ≤ (M − 1). The number M of the frequency samples can have
any value, but is typically set equal to the length N of the time-
limited sequence x[k]. Thus Discrete Fourier Transform is the Fourier
Transform of discrete-time signals. In the case of the Discrete Fourier
Transform (DFT) we have a finite number of samples N of a signal p(t)
taken at regular intervals of duration Ts (which can be considered a
sampling interval). In practical cases the signal p(t) does not have an
infinite duration, but its total duration is T=NTs and we have a set {pn}
of samples of the signal p(t) taken at regular intervals. We can define
pn = p(tn), where tn = nTs, for n =0,1,...,N-1, is the sampling coordinate.
In the case of the Discrete Fourier transform, not only we want the
signal to be discrete and not continuous, but we also want the
Fourier transform, which is a function of the temporal frequency, to
be defined only at regular points of the frequency domain.
The Discrete Fourier Transform of a sequence f[k] is F[n] :
Problem :~ Find the DFT of the given input signal x[k] = [2 0 5 3 2].

Solution :~ We know the DFT X(n) of an input signal x(k) can be

found using the formula
N-1
X(n) = n=0
∑ x(k) e-j 2Πnk/ N

To solve this problem we use the Euler’s formula to break down

e-j 2Πnk/ N into corresponding cos and sine terms, i.e.,
e-j 2Πnk/ N = cos 2Πnk/N – j sin 2Πnk/N
and find out the required values.
Thus,
0 0 0 0 0
X(0) = x(0)e + x(1)e + x(2)e + x(3)e + x(4)e
0
=> X(0) = 2 + 0 + 5 + 3 + 2 [as e =1]
=> X(0) = 12
X(1) = x(0)e0+ x(1) e-j 2Π/5 + x(2)e-j 4Π/5 + x(3) e-j 6Π/5 + x(4) e-j 8Π/5
=> X(1) = 2 + 0 + 5( - 0.809 – 0.588j) + 3( - 0.809 + 0.588j) + 2(0.309 +
0.951j)
=> X(1) = 2 + 0 - 4.045 – 2.94j – 2.427 + 1.764j + 0.618 + 1.902j
=> X(1) = - 3.854 + 0.726j
X(2) = x(0)e0+ x(1) e-j 4Π/5 + x(2)e-j 8Π/5 + x(3) e-j 12Π/5 + x(4) e-j 16Π/5
=> X(2) = 2 + 0 + 5(0.309 + 0.951j) + 3(0.309 - 0.951) + 2(- 0.809 +
0.588j)
=> X(2) = 2 + 0 + 1.545 + 4.755j + 0.927 - 2.853j – 1.618 + 1.176j
=> X(2) = 2.854 + 3.078j
X(3) = x(0)e0+ x(1) e-j 6Π/5 + x(2)e-j 12Π/5 + x(3) e-j 18Π/5 + x(4) e-j 24Π/5
=> X(3) = 2 + 0 + 5(0.309 - 0.951) + 3(0.309 + 0.951j) + 2(- 0.809 –
0.588j)
=> X(3) = 2 + 0 + 1.545 - 4.755j +0.927 + 2.853j – 1.618 – 1.176j
=> X(3) = 2.854 – 3.078j
X(4) = x(0)e0+ x(1) e-j 8Π/5 + x(2)e-j 16Π/5 + x(3) e-j 24Π/5 + x(4) e-j 32Π/5
=> X(4) = 2 + 0 + 5(- 0.809 + 0.588j) + 3(- 0.809 – 0.588j) + 2(0.309 –
0.951j)
=> X(4) = 2 + 0 - 4.045 + 2.94j – 2.427 - 1.764j + 0.618 – 1.902j
=> X(4) = - 3.854 - 0.726j
Thus the solution is :
12 when n=0
- 3.854 + 0.726j when n=1
X(n)= 2.854 + 3.078j when n=2
2.854 – 3.078j when n=3
- 3.854 - 0.726j when n=4
DFT as matrix multiplication

An alternative representation for computing the DFT is the matrix-

vector format which is given by :

The above matrix representation shows that the DFT coefficients X[n]
can be computed by left-multiplying the DT(discrete-time) sequence
x[k], arranged in a column vector x in ascending order with respect to
the time index k, by the DFT matrix F.
4. Laplace Transform :-

In mathematics the Laplace transform is an integral transform. An

integral transform maps an equation from its original domain into
another domain where it might be manipulated and solved much
more easily than in the original domain. The solution is then mapped
back to the original domain using the inverse of the integral transform.
The Laplace transform can be used to solve differential equations.
Besides being a different and efficient alternative to variation of
parameters and undetermined coefficients, the Laplace method is
particularly advantageous for input terms that are piecewise-defined,
periodic or impulsive.
The Laplace transform of a function f(t), defined for all real numbers
t≥ 0, is the function F(s), which is a unilateral transform defined by

where s is a complex number frequency parameter

with real numbers σ and ω.

An alternate notation for the Laplace transform is instead of F.
The Laplace Transform is defined by an improper integral, and thus
must be checked for convergence.
Few illustrations of of the Laplace transform are as follows :

The foundation of Laplace theory is Lerch’s cancellation law which

says,

In differential equation applications, y(t) is the sought-after unknown

while f (t) is an explicit expression taken from integral tables. The
following example illustrates the ideas of the Laplace method for the
solution y(t) = - t of the problem y’ = −1, y(0) = 0. The problem also
applies Lerch’s cancellation law.
Next we would like to mention few transformation rules which would
help us to solve problems using Laplace method.

Now let us take an example which applies the Laplace method to

find the initial value of y(t) where y’ = 5 – 2t, y(0) = 1
5. Difference between Fourier Transform and Laplace
Transform :-

We can say that the Fourier Transform is a special case of the Laplace
Transform. While the Fourier transform of a function is a complex
function of a real variable, the Laplace transform of a function is a
complex function of a complex variable. Under the previous section
we have seen that the Laplace transform can be written as :

where s is a complex number frequency parameter

with real numbers σ and ω.

Here, if the real part of the complex variable ‘s’ is set to 0 (zero), i.e.,
σ is made 0, then we get the formula for the Fourier transform. The
Fourier transform can thus be thought of as a Laplace transform
evaluated on the ‘ℹ ω’ axis, i.e., imaginary axis. To explain further we
can say the Laplace transform of a one-dimensional signal is a
complex function defined over a two-dimensional complex plane,
called the s-plane, spanned by two variables, namely the horizontal
real axis and the vertical imaginary axis. If this two-dimensional
function is evaluated only along the imaginary axis then the Laplace
transform becomes the Fourier transform.
The additional real term in Laplace transform σ enables analysis of
unstable systems . A system is stable when its impulse response
approaches zero as time approaches infinity or when a bounded input
results in a bounded output. The real part of the exponential factor in
Laplace transform has the effect of forcing signals to converge. So
Laplace transform can be applied to a broader class of signals than
the Fourier transform, including exponentially growing signals.
The Fourier transform is primarily used for analysis of steady state
signals. The steady state refers to the equilibrium condition of a
system. On the contrary the Laplace Transform is used for analysing
transient signals. Transient event refers to a short-lived burst of energy
in a system caused by a sudden change of state. So we can say that
Fourier transform comes handy when we look at continuous signals
and Laplace transform is good for looking at the responses of pulses,
step functions, delta functions etc.
6. Green’s Functions:-

Green’s Functions are a set of mathematical tool which help in

solving inhomogeneous linear differential equations, including both
simpler examples like ordinary differential equations with initial or
boundary value conditons, as well as more difficult examples such as
partial differential equations with boundary conditions. An initial value
problem is a problem that has its conditions specified at some time
t= t0 at a specified value of the independent variable whereas a
boundary value problem has conditions specified at the extremes
("boundaries") of the independent variable in the equation. For
example, if the independent variable is time over the domain [0,1], a
boundary value problem would specify values for y(t) at both t = 0
and t = 1, whereas an initial value problem would specify a value of
y(t) and y’(t) at time t=0. Green's function is the impulse response of
an inhomogenous linear differential equation defined on a domain,
with specified initial conditions or boundary conditions. In simple
words we need to find out the solution to a single sharp ‘push’ (i.e.
impulse) on the system. Using this solution we then try to figure out
what the system does under a series of complicated ‘pushes’.
Mathematically, how the impulse is described depends on whether
the system is modeled in discrete or continuous time. The impulse
can be modeled as a Dirac delta function for continuous systems, or
as the Kronecker delta for discrete-time systems.
The Dirac delta function can be defined as:

The Kronecker delta on the other hand is:

A Green's function, G(x,s), of a linear differential operator L = L(x)

n
acting on distributions over a subset of the Euclidean space R , at a
point s, is any solution of

where δ is the Dirac delta function. This property of a Green's function

can be exploited to solve differential equations of the form

Green's functions in general are distributions, not necessarily proper

functions. Distributions are a class of linear functionals that map a set

of test functions into the set of real numbers. Test functions have two
special properties; they are infinitely differentiable and are identically

zero outside some bounded interval.

Green's functions are also useful tools in solving wave equations and

diffusion equations. As a side note, the Green's function as used in

physics is usually defined with the opposite sign, instead, that is,

This definition does not significantly change any of the properties of

the Green's function.

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