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77 views57 pagesDeret Fourier
Uploaded by
Ragil Alvin DinataCopyright
© © All Rights Reserved
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/ 57
CHAPTER | ]
Fourier Series, Integrals,
and Transforms
Fourier series (Sec. 11.1) are infinite series designed to represent general periodic
functions in terms of simple ones, namely, cosines and sines. They constitute a very
important tool, in particular in solving problems that involve ODEs and PDEs.
In this chapter we discuss Fourier series and their engineering use ftom a practical point
of view, in connection with ODEs and with the approximation of periodic functions.
Application to PDEs follows i Chap. 12.
‘The sheory of Fourier series is complicated, but we shall see thatthe application of these
series is rather simple, Fourier series are in a certain sense more universal than the familiar
Taylor series in calculus because many discontinuous periodic functions of practical interest
ccan be developed in Fourier series but, of course, do not have Taylor series representations.
In the last sections (11,7-11.9) we consider Fourier integrals and Fourier transforms,
which extend the ideas and techniques of Fourier series to nonperiodie functions and have
basic applications to PDEs (to be shown in the next chapter)
Prerequisite: Elementary integral calculus (needed for Fourier coefficients)
Sections that may be omitted in a shorter course: 114-11.9
References and Answers 10 Problems: App. 1 Part C, App. 2.
11.1 Fourier Series
478
Fourier series are the basic tool for representing periodic functions, which play an
important role in applications. A function f(x) is ealled a periodie function if f(x) is
defined for all real x (perhaps except at some points, such as x = 7/2, =37/2, -+- for
tan x) and if there is some positive number p, called a period of fix), such that
a See +p) =f) for all x
‘The graph of such a function is obtained by periodic repetition ofits graph in any interval
of length p (Fig. 255)
Familiar periodic functions are the cosine and sine functions. Examples of functions
that are not periodic are x, x2, x3, e%, cosh.x, and In x, to mention just few.
IF f(a) has period p, it also has the period 2p because (1) implies
Sle + 2p) = file + pl + p) = for +p) = fetes thus for any integer m= 1,2,3,-++,
2 fle + np) = fo forall x SEC. TMI Fourier Series 479
7,
Fig. 255, Periodic function
Furthermore if f(x) and g(x) have period p, then af(x) + bax) with any constants @ and
‘balso has the period p,
(Our problem in the frst few sections of this chapter will be the representation of various
functions §(x) of period 2 in terms ofthe simple functions,
GB 1 cosx, sins, cos2x, sin2x,+++, cos, sin ms,
All these functions have the period 2. They form the so-called trigonometric system. Figure
256 shows the frst few of them (except forthe constant 1, which is periodic with any period).
‘The series to be obtained will be a trigonometric series, that is, a series of the form
dig + a c08.x + by Sin + dy cos 2 + by sin y+ ++
= ay + (ay cos mx + by sin).
4, by da ba, * * + are constants, called the coefficients ofthe series. We see that each
term has the period 2-7. Hence ifthe coefficients are such that the series converges, its
‘un willbe a function of period 2.
i can be shown that if the series on the left side of (4) converges, then inserting
parentheses on the right gives a series that converges and has the same stm asthe series
‘om the let. This justifies the equality in (4).
‘Now suppose that f(x) is a given function of period 27 and is such that it can be
represented by a series (4, that i, (4) converges and, moreover, has the sum f(a). Then,
using the equality sign, we write
@
© 0) = a +E (a, c08 nx + by sin nx)
ent LDA S
é + a 6 ¥ a
cor conn coer
a 9 Y\ ® A\ fel
i
nx ain 2x nar
Fig. 256. Cosine and sine functions having the period 2ar 480
EXAMPLE 1
CHAP. 11 Fourier Series, Integrals, and Transforms
and call (5) the Fourier series of f(x). We shall prove that in this case the coefficients
‘of (5) are the so-called Fourier coefficients of f(x), given by the Euler formulas
@ a= J sora
o
4 Ie 00) sin rx de
‘The name “Fourier series” is sometimes also used in the exceptional case that (5) with
coefficients (6) does not converge or does not have the sum f(x)—this may happen but
is merely of theoretical interest, (For Euler see footnote 4 in Sec, 2.5.)
A Basic Example
Before we derive the Euler formulas (6), let us become familiar with the application of
(5) and (6) in the case of an important example, Since your work for other functions will
be quite similar, try to fully understand every detail of the integrations, which because of
the m involved differ somewhat from what you have practiced in calculus. Do not just
routinely use your software, but make observations: How are continuous functions (cosines
and sines) able to represent a given discontinuous function? How does the quality of the
approximation increase if you take more and more terms of the series? Why are the
approximating functions, called the partial sums of the series, always zero at 0 and 1°?
‘Why is the factor 1/a (obtained in the integration) important?
Periodic Rectangular Wave (Fig. 2573)
Find the Fourier eeticients of the peso function f(x) ia Fig 2572, The femal is
kof orex)
©) B+ Ss Goose + feos de + By eos Se ++)
(©) Br? + s(cos.x — Jeos 2x + } cose — eos dr
yaa
27. CASEXPERIMENT. Order of Fourier Coefficients,
“The oner seems tobe in if fis discontnous, and In?
if Fis continuous but f" = dfldss discontinuous, Vn?
if F and are continoous but fs discontinuous, te
‘Try to verity this for examples. Try to prove it by
integrating the Euler formalas by parts. What isthe
practical significance of this?
28. PROJECT. Euler Formulas in Terms of Jumps
Without Integration. Show: that fora function whose
third derivative is identically 210,
[-3 sesinns, ~ 1S Leos,
Ditsinns ]
[3 teoorme 4B yzsinmss
s Liteon]
Where n= 1,2, +» and we sum overall the jumps j,
Hn JU of f. ff", respectively, located at xy.
29. Apply the formulas in Project 28 to the funetion in
Prob. 21 and compare the result
30, CAS EXPERIMENT. Orthogonality. Integrate and
‘graph the integral of the product cos mx cos nx (with
Various integer m and m of your choice) from ~a to a
s.a funetion of a and conclude orthogonality of cos
rmx and cos nx (mm # n) for a= from the graph, For
‘what m and n will you get orthogonality for a = 2,
213, a4? Other a? Exiend the experiment to cos mt
sinc and sin me sin ns. ‘SEC.112_ Functions of Any Period p = 2 487
11.2 Functions of Any Period p = 2L
‘The functions considered so far had period 2a, for the simplicity of the formulas. OF
course, periodic functions in applications will generally have other periods. However, we
now show that the transition from period p = 2ar to a period 2L is quite simple. The
rotation p = 2L-is practical because L. will be the length of a violin string (Sev. 12.2) or
the length of a rod in heat conduction (Sec. 12.5), and so on.
‘The idea is simply to find and use a change of scale that gives from a function e(v) of
period 27r a function of period 2L. Now from (5) and (6) in the last section with g(v)
instead of f(x) we have the Fourier series
a 8(0) = do +X (ay cos mv + by sin mv)
with coefficients
ort fae
We can now write the change of scale as v = kx with & such that the old period v = 2a
gives for the new variable x the new period x = 2L. Thus, 27 = K2L. Hence k= aL and
@ v= kr = mall,
This implies de = (7r/L) dx, which upon substitution into (2) cancels 1/2ar and Lar and
ives instead the factors 1/2L and 1/L. Writing
o 0) = fo),
we thus obtain from (1) the Fourier series of the function f(x) of period 22
6 400) = 04+ 3 (ayos x + by sin x)
with the Fourier coefficients of f(x) given by the Euler formulas
(a) ay
o )
© 488 CHAP. Tl Fourier Series, Integrals, and Transforms
Just asim See. I 1-1, we continue to call (5) with any coefficients « trigonomettie series.
‘And we can integrate from 0 to 2L or over any other interval of length p = 2L.
EXAMPLE 1 Periodic Rectangular Wave
Find the Fourie series of the function (Fig. 259)
of -2
Soltion, = tn Pm wh 12
iff nme ame
wnt [fen tE as fro tt «|
ATL He gy mg Eg mel
2 we 2 Lat nw oD Io,
so tat the Fourier seis has no cosine tems. From (5),
ne tf ax fF
ed taal 2 Ie
(tkior it m= 13+
I~ cosne ~ cos + 1)
0 if n=24, SEC 112 Functions of Any Period p = 2 439
Hence the Four series of f(s
Tes ineresting hat We could have dove his fom in See.
wring vistead of x, we have in (8), See. 1,
A (sine + tsinse + + si
S (sows F sinse + $ sinse +
Since the prio 2 inv comesponds to 2L = 4, we have k= w= wid nd» = kx = a2 in (3); bese we
chin the Foie series of a before. a
19)
*
petted “
4 2
ro
a |
Fig. 260. Example 2 Fig. 261. Halfwave rectifier
EXAMPLE 3. Half-Wave Rectifier
A sinusoidal vouge sn at, wheres time, is passed trough a halvave rectifier that lips the negative
Porton of he wave (Fig, 261), Find the Fourier sees ofthe esting periodic function
0 if Leese,
a=
Bsinwt if O
7 ee
wie Ee Bae (Seamat slyantes--) © 490 CHAP. TT
Fourier Series, Integrals, and Transforms
Toll] FOURIER SERIES FOR PERIOD p = 2L 14, Obvain the series in Prob, 7 from that in Prob. 8.
Fin the Fourie seis of te function fs), of period p= 2£, 18. Obtain the series in Prob. 6 from that in Prob. 5.
and skich or graph the frst three paral sums. (Show the 46, Oban the series in Prob. 3 from that in Prob. 21 of
deals of otc voc.) Problem Set 111
Lf) = -1-2<¥ <0), JO) =10<2<2,p
17, Using Prob 3, show that
2 fi) = 0-2<2< 0), f= 4O<2<2,p=4 pee degen = abet
Bsa (1<2<), pa? an
4 f= 8A -1, and
2 feuet
“ee
ised ones
soci
2
Hence by ~ 2, by = =272, by = 2/ 24, + andthe Fourier series of) i
sons (ne 2 uaaee Laase-+--) "
Half-Range Expansions
Half-range expansions are Fourier series. The idea is simple and useful, Figure 267
explains it, We want to represent f(x) in Fig. 267a by a Fourier series, where f(x) may
be the shape of a distorted violin string or the temperature in a metal bar of length L, for
example. (Corresponding problems will be discussed in Chap. 12.) Now comes the idea. 494
EXAMPLE 4
r _
Fig. 268. The given
function in Example 4
CHAP.11 Fourier Series, Integrals, and Transforms
Legis
(a) The given function
fe
ene WN
(©) fe etended a a eran psiosc unten of perio’ 22
(©) fis extended 2s ano ptosictnction of pert 2.
Fig. 267. (a) Function f() given on an interval 0 = x = L
(b) Even extension to the ful range” (interval) -L = x L (heavy curve)
and the periodic extension of period 2L to the xaxis
(c) Odd extension to ~L = x 5 L (heavy curve} and the periodic extension
‘of period 21 to the a-axis,
We could extend f(x) asa function of period L and develop the extended function into a
Fourier series. But this series would in general contain both cosine and sine terms. We
‘can do better and get simpler series. Indeed, for our given f we can calculate Fourier
coefficients from (2) or from (4) in Theorem 1. And we have a choice and can take what
seems more practical. IF we use (2), we get (I). Tis is the even periodic extension fy
of fin Fig. 267. If we choose (4) instead, we get 3), the odd periodic extension fof
J in Fig. 2676.
Both extensions have period 26. This motivates the name half-range expansions: f is
‘given (and of physical interest) only on half the range, half the interval of periodicity of
length 22.
Let us illustrate these ideas with an example that we shall also need in Chap. 12.
“Triangle” and Its Half-Range Expansions
Find the two half-range expansions of the funtion (Fig. 268)
2 ereh
wo-{t it o aye + eM) + > bale —
ny
1 1
= log itge + 4 lay + ger
We insert this into (1). Writing a = co, Hay — ib.)
wwe get from (1)
and Ha, + iby
co) $0) = co +X (ene™ + hye),
‘The coefficients cy, ¢2,*** and ky, , * ++ are obtained from (6b), (Ge) in See. 11.1 and
then (2) above with = nx,
1 uf .
f= Fn ~ iba) = 35 J flrteosne—isinnsyde= 5 J foyer de
©
ke = 4 Cay + iby) = J seavoosme + isinns) de = ef see ae
oe an J!
Finally, we can combine (5) into a single formula by the trick of
(4), (9), and ¢) = dg in (6a) of See. 11.1 give (summation from
ting ky
(6)
EP soma, on
1
a
i
This is the so-called comple form of the Fourier series or, more briefly, the complex
Fourier series, of f(x). The cy are called the complex Fourier coefficients of f(x).
For a function of period 21’ our reasoning gives the complex Fourier series
I= cae,
a
ue,
and fismermta, nea snen- 498
EXAMPLE 1
‘CHAP. 11 Fourier Series, Integrals, and Transforms
‘Complex Fourier Series
Find the complex Fourier series of f(x)
Fourier series,
Fit 0),
then te steady-state solution is a harmonic oscillation with frequency equal to that of r().
However, if r() is not a pure sine or cosine function but is any other periodic function,
then the’ steady-state solution will be a superposition of harmonic oscillations. with
frequencies equal to that of r() and integer multiples ofthe latter. And if one of these
frequencies is close 10 the (practical) resonant frequency of the vibrating system (See
Sec. 28), then the corresponding oscillation may be the dominant part ofthe response of
the system to the external force. This is what the use of Fourier series will show us. Of
course, this is quite surprising to an observer unfamiliar with Fourier series, which are
highly important in the study’of vibrating systems and resonance. Let us discuss the entire
situation in terms of atypical example
EXAMPLE 1 Forced Oscillations under a Nonsinusoidal Periodic Driving Force
In (1), ktm = 1 (am, © = 005 (gsc), and = 25 (ensc), so that (1) boomes
+005)" +257 =10
where fis measured in gm- cm/sec. Let (Fig. 273)
+E in -r 0 and r@) as given. (Show the detais of your
5. (1) = cos wt, w = 0.5, 08, 1-1, 1.5, 5.0, 10.0. work.)
6 r() = c08 wt + 608 ot (#042, 0?) 14 F(t) = ay cos nt
“ 15, r(0) = sine
7. r= & ay cosnt, Jal #12009 N at if ~i2 2 piven by
fo
0 -Lewe-t
to steered
oO ease
“The lft prt f Fig, 277 shows tis fmeton for 2L.~ 4, 8,16 a8 well ws he nomperiodie funtion fs), which
sve obtain from fy, we let Z > 2
snl,
W-ter<
erwin
We now explore what happens 10 the Foi coeiciets of fy as L increases, Since fi ven, b= 0 fr
all n, For a the Euler formu (6), Sec. 112, pve
aad fia
“This soquence of Fourier coefficient sealed the amplitude spectrum off, becase la) isthe maximum
ampltode ofthe wave dy, 60 (nx/L). Figure 277 shows this spectrum fr the periods 2L
8,16. We ee
thot for incresing these amplitaes ocome more and mote dense onthe pouive wy, whore wy = nad.
Indeed, for 2.
in the gute) Hence for 2
8, 16 me have 13, 7 amines pr “halfvave ofthe fonetion 2 sin wn) shod
2 we have 2?
= 1 amplitudes per bal-wave, so that these amples will
cventaly be everywiere dense on the positive ans (nd wil dseease 1 210),
"The outcome ofthis example gives an nntve impression of
about expect if we tum frm ou special
funeton oan arbirary one, 3s Wwe shall do next 7 SEC.TL7 Fourier Integral 307
item fs Amplitude specu au)
ne
or
Fig.277. Waveforms and amplitude spectra in Example 1
From Fourier Series to Fourier Integral
We now consider any periodic function f(x) of period 22 that can be represented by a
Fourier series
Ful) = ag +S (ay CO8 Wyck + Dy SiN Wack), n=
‘and find out what happens if we let > ce, Together with Example L the present calculation
\will suggest that we should expect an integral (instead of a series) involving cos wx and
sin wx with w no longer restricted to integer multiples w = w,, = mall of mL. but taking
all values. We shall also see what form such an integral might have.
If-we inser a,, and b,, from the Euler formulas (6), Sec. 11.2, and denote the variable
of integration by v, the Fourier series of f(x) becomes
fio + 2S [os wx fue) cos wo do
$i) = 3
+ sin wy Fite sin 90 «|
We now set
(@+De aw
i EOL 508
THEOREM 1
CHAP.1 Fourier Series, Integrals, and Transforms
‘Then 1/L = Aw/sr, and we may write the Fourier series in the form
1 *
J suo ao + is
BY dE [ie Wa) Aw isu 08 w,0 dv
+ (sin wa) Aw J fe(0) sin wv do
‘This representation is valid for any fixed L, arbitrarily lange, but finite.
We now let L—» 2 and assume that the resulting nonperiodic function
fa)
im, J.08)
is absolutely integrable on the x-axis; that is, the following (finite!) limits exist:
2 Jim, f fa e+ im five de (ste f Hea a)
‘Then 1/L — 0, and the value of the first erm on the right side of (1) approaches zero,
Also Aw = iL — 0 and it seems plausible that the infinite series in (1) becomes an
integral from 0 to ~, which represents f(x), namely,
@ fo-t f [eo x £10 cos a as Js sin wo «| aw
If we introduce the notations
Aww
zs ye
2 sto) coswe de, Bw) = + J fe) sinwe do
sve can write this inthe form
© fis) = f Minoan. athena ep
‘This is called a representation of f(x) by a Fourier integral.
It is clear that our naive approach merely suggests the representation (5), but by no
means establishes it; in fact, the Timit of the series in (1) as Aw approaches zero is not
the definition of the integral (3). Sufficient conditions for the validity of (5) are as follows,
Four
If fla) is piecewise cominuous (see Sec. 6.1) in every finite imerval and has a
right-hand derivative and a lef-hand derivative at every point (see See 11.1) and
Ifthe integral (2) exists, then f(x) can be represented by a Fourier integral (5) with
A and B given by (4). Ata point where f(x) is discontinuous the value of the Fourier
|| imtegral equals the average of the lefi- and right-hand limits of f(x) at that point
(see Sec. 11.1). (Proof in Ref. [C12]; see App. 1.) |
F Integral SEC.T17 Fourier Integral 509
EXAMPLE 2
Applications of Fourier Integrals
‘The main application of Fourier integrals is in solving ODEs and PDEs, as we shall see
for PDEs in Sec. 12.6. However, we can also use Fourier integrals in integration and in
discussing functions defined by integrals, as the next examples (2 and 3) illustrate.
‘Single Pulse, Sine Integral
Find the Fouscrimgral representation of the function
1 hie
i) = i. 279,
wen pes ae
i)
1
Fig 278, Example 2
Solution. From (4) we sain
a= 2 pone ~
and () gives he answer
© soy 2 [ems ay,
“The average ofthe left and righthand limits off) atx = 1s ual 1 (+ 0/2 that, 1/2.
Furthermore, fom (6) and Theorem 1 we obin (multiply by /2)
nf OSK
