Subject : Advance engineering mathematics

Topic : Fourier series & Fourier integral

Fourier Series ,Fourier
Integral, Fourier
Transform
 Introduction
Main Work:
(The Analytic Theory of Heat)

Any function of a variable, whether continuous or

discontinuous, can be expanded in a series of sines of
multiples of the variable (Incorrect)
The concept of dimensional homogeneity in
equations
Proposal of his partial differential equation for
conductive diffusion of heat
Discovery of the "greenhouse effect
Jean Baptiste Joseph Fourier
(Mar21st 1768 May16th 1830)
French mathematician, physicist
Fourier series is very useful in solving ordinary and
partial differential equation.

http://en.wikipedia.org/wiki/Joseph_Fourier
 Even, Odd, and Periodic Functions

T
 Fourier Series of a Periodic Function

Definition : A Fourier series may be defined as an expansion of a

function in a series of sines and cosines such as ,

The coefficients are related to the periodic function f(x)

by definite integrals:

Henceforth we assume f satisfies the following (Dirichlet)

conditions:

(1) f(x) is a periodic function;

(2) f(x) has only a finite number of finite discontinuities;
(3) f(x) has only a finite number of extrem values, maxima and
minima in the interval [0,2p].
 EULERS FORMULA
The formula for a Fourier series is: N

n
2nx 2nx
f ( x) a0 an cos bn sin
n 1 T T
We have formulae for the coefficients (for the derivations see the
course notes): T
T
2nx
2
2
T
2
1 an dx
a0
T f ( x)dx
T
T

f ( x ) cos
T
2
2
T

2nx
2
2
bn
T T f ( x ) sin
T
dx

2

One very important property of sines and cosines is their orthogonality,

expressed by:
T 0 nm
2
2nx 2mx
T T T T
sin sin dx
nm
2 2
 T

2nx 2mx
2

T T sin T dx 0 for all m, n

cos

2

These formulae are used in the derivation of the formulae for an , bn

Example Find the coefficients for the Fourier series of:

x x 0
f ( x)
x 0 x
f ( x 2 ) f ( x)

Find a0
 Find a0 ,
T
2
1 1
a0
T f ( x)dx a0
2 f ( x)dx

T
2

f (x) is an even function so:

1
a0
2 f ( x)dx

a0
1
f ( x)dx
0

1

1 x 2

a0
xdx
0
a0
2 0

a0
2
Find an
T

2nx 2nx
2
2 1
an
T T f ( x ) cos
T
dx

an

f ( x ) cos
2
dx


2

Since both functions are even their product is even:

x cosnx dx
2
an
1
f ( x) cosnxdx an
0

bn
T

2nx 2nx
2
2 1
bn
T T f ( x ) sin
T
dx

bn

f ( x ) sin
2
dx


2

f ( x) sin nxdx
1
bn bn 0

So we can put the coefficients back into the Fourier series formula:

n
2nx 2nx
f ( x) a0 an cos bn sin
n 1 T T

n
2
f ( x) 2 1 1 cosnx
n

2 n 1 n

f ( x) cosx 0 cos3x
4 4
2 9
Summary of finding coefficients
function function function
even odd neither

T T
2 2
1 1
a0 f ( x)dx 0 a0 f ( x)dx 0
a0 T

T
2 0 T

T
2

Though maybe easy to find Though maybe easy to find

using geometry using geometry

T
T
2nx
2
an an
2 2
2nx
T f ( x) cos T dx 0 an
2
T f ( x) cos T
dx
T
T
2
2

T T

bn 0 bn
2 2
2nx
f ( x) sin dx bn
2 2

f ( x) sin
2nx
dx
T T T T T T

2 2
 Half range Expansions
It often happens in applications, especially when we solve partial
differential equations by the method of separation of variables, that we
need to expand a given function f in a Fourier series, where f is defined
only on a finite interval.

We define an extended function, say fext, so that fext is periodic in the

domain of -< x < , and fext=f(x) on the original interval 0<x<L.
There can be infinite number of such extensions.

Four extensions: half- and quarter- range cosine and sine extensions,
which are based on symmetry or antisymmetry about the endpoints
x=0 and x=L.
HRC (half range cosines)

fext is symmetric about x=0 and

also about x=L. Because of its
symmetry about x=0, fext is an
even function, and its Fourier
series will contain only cosines, no sines. Further, its period
is 2L, so L is half the period.

HRS (half range sines)

Complex exponential form of Fourier

series



 PARSEVALS FORMULA
If a function has a Fourier series given by

then Bessel's inequality becomes an equality known as Parseval's

theorem. From (1),

(
1
Integrating )

so
 Fourier Integral
If f(x) and f (x) are piecewise continuous in every finite interval, and f(x) is absolutely
integrable on R, i.e.

converges, then

1 1



e e f (t )dt dw
iwt
[ f ( x ) f ( x )] iwx

2 2

Remark: the above conditions are sufficient, but not necessary.

Math for CS Lecture 11 20

DIFFERENT FORMS OF FOURIER
INTEGRAL THEOREM
Complex or exponential form
INFINITE FOURIER TRANSFORM
 Fourier Sine Transform
Similarly, for an odd function f(x) :

2
f ( x) B( w) sin( wx)dw,
0
where B ( w )
f ( v ) sin( wv)dv.
0

2
Define B(w) f S ( w)


2
fS ( w ) B( w) f ( x ) sin( wx)dx, v has been replaced by x
2 0

fS ( w ) is called the Fourier sine transform of f(x)

2
f ( x) B( w) sin( wx)dw f ( w ) sin( wx )dw
0
0
S

f ( x ) is the inverse Fourier sine transform of fS ( w )

Properties of Fourier transform
1 Linearity:
For any constants a, b the following equality holds:

F {af ( t ) bg( t )} aF { f ( t )} bF { g( t )} aF ( w ) bG ( w )
2 Scaling:
For any constant c, the following equality holds:

1 w
F { f (ct )} F( )
|c| c

Math for CS Lecture 11 25

3. Time shifting:
proof:
F { f ( t t 0 )} e iwt0 F ( w )

4. Frequency shifting:

iwt iwt 0
F { f ( t t 0 )} f ( t t 0 )e dt e f ( u )e iwu du

Proof:
F {e iwt0 f (t )} F ( w w0 )

e
iwt 0
F {e iw0 t
f ( t )} f ( t )e iwt dt F ( w w 0 )

F { F ( t )} 2f ( w )

1
F ( w )e
1
f (t ) F { f ( w )} iwt
dw
2

1
2f ( w ) F ( t )e
itw
dt F { F ( t )}
2

Math for CS Lecture 11 26

6. Modulation:

1
F { f ( t ) cos(w 0 t )} [ F ( w w 0 ) F ( w w 0 )]
2
1
F { f ( t ) sin( w 0 t )} [ F ( w w 0 ) F ( w w 0 )]
2
Proof:
Using Euler formula, properties 1 (linearity) and 4 (frequency shifting):

1
F { f ( t ) cos(w 0 t )} [ F {e iw0 t f ( t )} F {e iw0 t f ( t )}]
2
1
[ F ( w w 0 ) F ( w w 0 )]
2

Math for CS Lecture 11 27

 Periodically forced oscillation: mass-spring
system

m F(t)
k

m = mass
c = damping factor
k = spring constant
F(t) = 2L- periodic forcing function

mx(t) + cx(t) + k x(t) = F(t)

http://www.jirka.org/diffyqs/
Differential Equations for Engineers
The particular solution xp of the above equation is periodic with
the same period as F(t) .
The coefficients are k=2, and m=1 and c=0 (for simplicity). The
units are the mks units (meters-kilograms- seconds). There is a
jetpack strapped to the mass, which fires with a force of 1
newton for 1 second and then is off for 1 second, and so on. We
want to find the steady periodic solution.

The equation is:

x + 2x = F(t)
Where F(t) => 0 if -1<t<0
1 if 0<t<1
THANK YOU