2006 bre; fourier.pdf
TRANSCRIPT
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MiliyonNew Stamp
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Table of contents
Page
Acknowledgments.ii
Objective.i
1. Chapter one: Fourier series
1.1 Introduction1
1.2 Periodic function......2
1.3 Periodic function of odd and even function2
1.4 Fourier sine series.........................................3
1.5 Fourier cosine series..6
1.6 Fourier series of odd and even function.9
1.7 Fourier series11
1.8 Convergence theorem of Fourier series.14
1.9 Dirichlets theorem of Fourier series15
1.10 Half rang of Fourier series..16
1.11 Half rang of Fourier sine and cosine series..17
1.12 Reference20
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Acknowledgments
First, I would like to thank my advisor Ato Waredewu
Worku for this advisor and Guide me how to prepare this
paper. Next, I would like to thank my parents and all of my
sisters and brothers for their financial support and for their
advice.
Finally, I would like to thank all of my friends who helped me
in any time during the preparation of this paper.
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The objective of this project
The main object of Fourier series is:
. To find the Fourier series representation of period
function
. To express any periodic function in the finite number of
sequence of function where the sequence of function are
convergence or non convergence
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Chapter one: Fourier series
1.1 Introduction
In, mathematical, A Fourier series decomposes a periodic functions or periodic
signals in to the sum of (a possibly infinitely) set of simple oscillating functions
namely the sine function and cosine function.
The study of Fourier series is a branch of pure mathematics which is called Fourier
analysis.
The idea of a Fourier series is that any function f(x) that is periodic on the interval
(- )of period 2that means f(x +2n) = f(x) for all n. can be decomposed
into the general form of sin() and cos() then generally the concept of
Fourier series is that representing the periodic function f(x) in the form of:
f(x) =
+ cos
+ sin
where L is the period. And
, are called the Fourier coefficients of the function.
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1.2 periodic functions
The first topic we need to discuss is that of a periodic function. Function f is said
to be periodic with period T (T being anon zero constant) if we have.
f(X+T) =f(X) for all x.
Lets do that
(f + g)(X +T) = f(X + T) + g(X + T) = f(X) + g(X) = (F + g)(X) ()(X + T) = f(X + T) g(X + T) = f(X)g(X) = (fg)(X)
EXAMPLE1: For example, the sine function is periodic with period 2, since
Sin(x +2) = sin
For all values of x this function rerates on intervals of length 2.
1.3. Periodic function of odd and even function
1.3.1 Even functions
Let f(x) is a real valued function of areal variable .the f is even if the following
equation holds for all x and x in the domain of f:
f(X) =f(-X)
Examples of even function are||, , cosand and cosh(x)
1.3.2 Odd function
Again let f(x) is area valued function of area variable. Then f is odd if the following
equation holds for all x and x in the domain of f:
f(-x) =-f(x) or f (-x) + f(x) = 0
Example of odd functions are x,,sin, sinh(x).
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1.4 Fourier sin series
Lets instead think back to our calculus class where we looked at Taylor series.
With Taylor series we wrote a series representation of a function, f(x), as a series
whose terms where powers of x a for some x = a with some condition we were
able to show that,
() = ()()
!
( )
And that the series will converge to f(x) on | |< for some R that will be
dependent upon the function itself. The is nothing wrong with this, but it does
require the derivatives of all orders exist at x = a or in other words ()()
exists for
n = 0, 1, 2, 3, . . . . . . . Well start thing of f by assuming that the function ,f(x) ,we
want to write a series representation for is an odd function (i.e. f(-x) = -f(x)
).Because f(x) is odd it make sense that should be able to write a series
representation for this in terms of sines only (since they are also odd function ).
What well try to do here is write f(x) as the following series s representation,
called a Fourier sin series, on L .
sin()
The question now is how to determine the coefficients, in the series. Lets start
with the series above and multiply both sides by sin( )
where m is a fixed
integer m the range {1, 2, 3 . . .}.Inn other words we multiply both sides by any of
the sines in the set of sines that we are working with here .doing this gives,
f(x)sin( )
=
sin
()
sin
( )
Now lets integrate both sides of this from x = -L to x =L
()
sin
d x
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=
sin
sin
dx
Doing this gives and factoring the constant, out of the integral gives.
()
sin
=
sin
sin
dx
= sin
sin
dx
We will use the fact that {sin
}
do to the orthogonal set on the interval -
L and that,
sin
sin
d x =
0
=
Compute the value of the integral all but one of the integrals will be zero. The
only none zero integral will come when we have n=m in which case the integral
has the value of L. Therefore, the only none zero term in the series will come
when we have n=m and our equation becomes,
()
sin
d x = L
Finally all we need to do is dividing by L and we know have an equation for each
of the coefficients.
=
()
sin
d x m = 1, 2, 3
Next, note that because we are integrating two odd functions the integrand of
this integral is even and so we also know that,
=
()
sin
d x m = 1, 2, 3
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Summarizing all this work up the Fourier sine series of an odd function f(x) on -
L is gives by,
f(x) = sin
=
()
sin
d x n = 1, 2, 3
= ()
sin
d x n = 1, 2, 3.
Example1. Find the Fourier sine series for f(x) = L x on 0
Solution: the really isnt much to do have other than computing the coefficients
so here they are,
=
()
sin
d x
=
( )
sin
d x
=
sin
( )cos
=
( sin())
=
In the simplification process dont that n is an integer. So, with the coefficient we
get the following Fourier sine series for t his function.
F(x) =
sin(
)
Example2. Find the Fourier sin series for f(x) = 1 + on 0
Solution: in this case the coefficients are liable to be somewhat messy given the
fact that the integrals will involve integration by part twice.
=
()
sin
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=
(1 + )
sin
=
[(2 ](1 + ))cos
+
2sin
]0
=
[2 (1 + ))cos()+ 2 sin() (2 )]
=
2 (1 + )(1) 2 +
The Fourier sine series for this function is then,
F(x) =
2
(1 + )(1) 2 + sin
1.5 Fourier cosine series
Let start by assuming g that the function, f(x) we will be working with initially is
an even function (i.e. f (-x) = f(x)) and that we want to write a series
representation for this function on L in terms of cosines (which are also
even) .In other words we are going to look for the following ,
F(x) = cos
This series is called Fourier cosine series and note that in this case (unlike with
Fourier sine series) we able to start the series representation at n=0 since that
term will not be zero as it was with sines. Note as well that we are assuming that
the series will in fact converge to f(x) on -L at this point. So to determine
a formula for the coefficients, ,we will use the fact that {cos
}
do from
an orthogonal set on the interval -L and that,
cos
cos
=
20
= = 0 = 0
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Well start with the representation above and multiply both sides by cos
where m is affixed integer in the range {0, 1, 2...}.Doing this gives,
F(x)cos
= cos
cos
Next, we integrate both sides from X =-L to =L and as we were able to do with the
Fourier sine series we can again interchange the integral and the series.
()
cos
=
cos
cos
= cos
cos
We now that the all of the integrals on the right side will be zero except when
n=m because the set of cosines from an orthogonal set on the interval L
however we need to be careful about the value of m. so, after evaluating all of
the integrals we arrive at the following set of formulas for the coefficients.
m = 0: ()
= (2L) =
()
m 0: ()cos
= () =
()
cos
summarizing everything up then, the Fourier cosine series of an even of function,
f(x) on -L is given by.
f(x) = cos
=
()
=
()cos
0
Example1: find the Fourier cosine series for f(x) = on -
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Solution: we clearly have an even function here and so all we really to do is
compute the coefficients and well need to do integration by parts twice. Well
leave most of the actual integration details you to verify.
=
()
=
=
=
()
=
()
cos
=
cos
=
2 cos
+ ( 2)sin
]
0
=
(2 cos()+ ()sin( ))
=()
n =1, 2, 3 The
Fourier cosine series is the,
=
= ()
n = 1, 2, 3
Fourier cosine series is then,
cos
=
cos
=
+
()
cos
f(x) =
+
()
cos
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Example2: find the Fourier cosine series for f(x) = L - x on L
Solution: all we need to do is compute the coefficients so here is the work for that
=
()
=
=
=
()
cos
=
( )cos
=
( )sin
cos
]
0
=
(cos()+ )
=
(1 + (1)) , n = 1, 2, 3
The Fourier cosine series is then,
f(x) =
+
1 + (1)
cos
1.6 Fourier series for Even and odd function
1.6.1 Even function
If y = f(x) is even, then the f(-x) = f(x)
Example1: y =
The graph of this function is symmetric w.r.t the y-axis
If y = g(x) is even, the ()
=2 ()
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(()
= ()
+ ()
= ()
+ ()
= ()
+ ()
= 2 ()
Example 2: cos
= 2 cos = 0
If f is even, then the integrand f(x) sin
x is odd, =
()sin
= 0
For Fourier series of an even function f having period 2L is a Fourier cosine series
f(x)
+
cos
( )
With coefficients =
()
and =
()cos
n=1, 2
1.6.2odd function
If y = f(x) is odd, then f(-x) = -f(x)
Example 1: y =
If h(x) is odd function, then () = () + ()
= () + ()
= () + ()
The product q = gh of an even function g and an odd function h is an odd function,
because q(-x) =g(-x).-h(x) = g(-x)h(x) then q(-x) = -q(x)
If f is odd, then the integrand f(x) is odd, =
()
=
()
= 0
=
()
cos
=
()cos
= 0
The Fourier series of odd function f having period = 2L is a Fourier sine series.
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f(x) = sin
= 0, =
()
sin
1.7 Fourier series
Fourier series is specific types of infinite mathematical series involving
trigonometric functions. In mathematics an infinite series used to solve special
types of differential equation. It consists of an infinite sum of sine and cosine and
because, it is periodic (i.e. its values over affixed intervals). With Fourier we are
going to try to write aeries representation for f(x) on L ,
f(x) = cos
+
sin
So Fourier series is in some way combination of Fourier sine series and Fourier
cosine series.
Determining formulas for the coefficient, and, will be done in exactly the
some manner. We will betake advantage of the fact that cos
= 0
and
sin
= 1
are mutually orthogonal on -L . We will also need the
following formulas that we derived when we proved the two were mutually
orthogonal.
cos
cos
=
2 = = 0 = 00
sin
sin
= 0
So, lets start off by multiplying both sides of the series above by cos
and
integrating form L to L. doing this gives.
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()cos
=
cos
cos
+ Bsin
cos
Now, jest as we have been able to do in the last two sections we can interchange
the integral and the summation .doing this gives.
()sin
= cos
cos
+
sin
cos
The integral in the second series will always be zero and in the first series the
integral will be zero if n and so this reduces to,
Solve for gives,
=
()
=
()
cos
, m = 1, 2, 3
Now, do it all again only this time multiply both sides by sin
, integrate both
sides from L to L and inter change the integral and summation to get,
()sin
= cos
sin
+
sin
()
sin
( )
In this case the integral in the first series will always be zero and the second will
be zero if n=m and so we get,
()sin
= (L)
Finally, solving for, gives.
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=
()
sin
, m = 1, 2, 3
However in this case we dont know anything about whether f (x) will be even,
odd or more likely neither even or odd .Therefore, this the only form of the
coefficients for the Fourier series.
Example1: find the Fourier series for f(x) =L-x on -
Solution: so, lets as go ahead and just run through formulas for the coefficients.
=
()
=
= L
=
()
cos
=
( )cos
=
( )sin
cos
]
(2sin()) = 0
=
()sin
=
( )
sin
=
sin
( )cos
]
=
(2 cos() 2sin())
= ()
, n = 1, 2, 3
Note that in this case we have 0 =0, n = 1, 2, 3....
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The Fourier series is then,
f(x) = cos
+
sin
= + cos
+
sin
= L+()
sin
1.8 convergent theorems of Fourier series
As I have aforementioned, we showed that if the Fourier series,
+ cos
+ sin
, . . . . . . . . . . . . . . . ; (1)
And there by defines a function f, then f is period with period 2L and the
coefficients are related to f(x by the Euler Fourier formulas:
=
()
cos
, m = 0, 1, 2. . . (2)
=
()
sin
, m = 0, 1, 2. . . (3)
In this section we adopt a somewhat different point of view. Suppose that a
function f is given .if this function is periodic with period 2L and integral on the
interval,, then a set of coefficients can be computed form
equation (2) (3) and a series of the form (1) can be formally constructed.
The equation is whether this series converges of each value of x and, if so,
whether its sum is f(x). a Fourier series corresponding to a function f may not
converge to f(x), or may even diverge, functions whose Fourier series do not
converge to the value of the function at isolated points are easily constructed,
Functions whose Fourier series diverge at one or more points are more
pathological.
To guarantee convergence of a Fourier series to the function from which its
coefficients were computed it is essential to place additional conditions on the
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function. From a practical point of view, such condition should be broad enough
to cover all situations of interest, yet simple enough to be easily checked for
particular functions.
Before stating convergence theorem for Fourier series, we define a term that
appears in the theorem. A function f said to be piece wise continuous on an
interval a if the interval can be partitioned by a finite number of points a
=
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Where the notation,
f(x+) = ()
f( x-) = ()
Denotes the right or left limits of f,
A function satisfying Dirichlet condition must have right and limits at each point of
discontinuity or else the function would need to oscillate at that point violating
the condition of maximum and minimum. Note that any point where f is
continuous.
(f ( ) + f( )) = f(x
Thus Dirichlet theorem says in a particular that under the Dirichlet condition the
Fourier series for f converges and is equal to f where very f is continuous.
1.9 Half rang Fourier series
Definition: it is a Fourier series defined on an interval [0,] with the implication
that the analyzed function f(x, x [0 ,]), should be extended to ,0 as either
an even (f (-x) = f(x)) or odd function (f(-x) =-f(x). this allows the expansion of the
function in aeries solely o f sine (odd) or cosines (even). The choice between odd
and even is typically motivated by boundary conditions, associated with a
differential equation satisfied by f(x)
Example: calculate the half rang Fourier sin series for the function f(x):
cos()= cos() where 0
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1.10 Half rang of Fourier sine and cosine series
1.10.1 Half rang Fourier sine series
Expanding the odd periodic exploration F(X) of the function f(x) in to a Fourier
series, we find
F(x) = sin
where
=
()
sin
.
So the half rang Fourier sine series representation of f(x) is
f(x) = sin
where
=
( )sin
Example1: find the half rang Fourier sine series of the function
f(x) = 4 0