Beruflich Dokumente
Kultur Dokumente
10.1
Fourier Series
Introduction
10.2
10.3
sin(nx)dx = 0
Z
2 if m = n = 0
if m = n 6= 0
cos(mx)cos(nx)dx =
0 if m 6= n
Remark. The following trigonometric identities are useful to prove the
above orthogonality conditions:
1
cos A cos B = [cos(A B) + cos(A + B)]
2
1
sin A sin B = [cos(A B) cos(A + B)]
2
1
sin A cos B = [sin(A B) + sin(A + B)]
2
Finding an
We assume that we can represent the function by
1
f (x) = a0 + a1 cos x + a2 cos 2x + a3 cos 3x + ...
2
+ b1 sin x + b2 sin 2x + b3 sin 3x + ...
(1)
Z
Z
+ b1
sin x cos(nx)dx + b2
sin 2x cos(nx)dx + ...
10.4
Fourier Series
X
1
a0 +
(an cos(nx) + bn sin(nx))
2
n=1
=1
Z
1
an =
f (x) cos(nx)dx
Z 0
Z
1
1
= (
0dx +
cos(nx)dx)
0
sin(nx)
1
= (0 +
)
0
n
1
=
(sin n sin 0)
n
=0
Z
1
f (x) sin(nx)dx
bn =
Z 0
Z
1
1
= (
0dx +
sin(nx)dx)
0
1 cos(nx)
= (
)
0
n
1
= (cos n cos 0)
n
1
= ((1)n 1), since cos n = (1)n .
( n
0, if n is even
2
=
, if n is odd
n
3
5
1 2
2
2
= + sin x +
sin 3x +
sin 5x + ...
2
3
5
Remark. In the above example we have found the Fourier Series of the
square-wave function, but we dont know yet whether this function is equal
to its Fourier series. If we plot
1
2
1
2
1
2
1
2
1
2
+
+
+
+
+
sin x
2
3
2
sin x +
3
2
sin x +
3
2
sin x +
3
sin x +
sin 3x
2
sin 5x+
5
2
2
sin 3x +
sin 5x +
sin 7x+
5
7
2
2
2
2
2
sin 3x +
sin 5x +
sin 7x +
sin 9x +
sin 11x +
sin 13x,
5
7
9
11
13
sin 3x +
Remark. If we apply this result to the example above, the Fourier Series
is equal to the function at all points except , 0, . At the discontinuity 0,
observe that
f (0+ ) = 1 and f (0 ) = 0
The average value is 1/2.
Therefore the series equals to 1/2 at the discontinuities.
10.5
f (x)dx.
R
0
f (x)cos(nx)dx and
so f (x) is odd.
Therefore,
an = 0
Z
2
f (x)sin(nx)dx
bn =
0
Using the formulas for the Fourier coefficients we have
Z
2
x sin(nx)dx
bn =
0
Z
2
cos nx
cos nx
= ( x
)dx)
(
0
n
n
0
2 1
sin nx
= ( [ cos n] + [ 2 ]0 )
n
n
2
= cos n
n
2/n if n is even
=
2/n if n is odd
The Fourier Series of f is therefore
f (x) = b1 sin x + b2 sin 2x + b3 sin 3x + ...
2
2
2
2
= 2 sin x sin 2x + sin 3x sin 4x + sin 5x + ...
2
3
4
5
for x <
so f (x) is even.
Since f is even,
bn = 0
Z
2
f (x) cos(nx)dx
an =
0
n
n
0
Z
sin nx
sin n
sin 0
2
2x
( 2 0)
]+
dx)
= ([( 2 2 )
n
n
n
0
Z
22
=
x sin(nx)dx
n 0
Z
22
cos nx
cos nx
=
(
( x
)dx)
0
n
n
n
0
sin nx
221
([ cos n] + [ 2 ]0 )
=
nn
n
4
= 2 cos n
n
4/n2 if n is even
=
4/n2 if n is odd
It remains to calculate a0 .
Z
2 2
a0 =
( x2 )dx
0
2
x3
= [ 2 x ]0
3
2
4
=
3
The Fourier Series of f is therefore
1
f (x) = a0 + a1 cos x + a2 cos 2x + a3 cos 3x + ...
2
b1 sin x + b2 sin 2x + b3 sin 3x + ...
2 2
1
1
1
1
=
+ 4(cos x cos 2x + cos 3x
cos 4x +
cos 5x + ....)
3
4
9
16
25