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Mathematical Techniques (Some Important Facts)

The document discusses Fourier series and their properties. It introduces Fourier series representations of periodic functions as sums of sines and cosines. It describes Dirichlet's conditions for when a Fourier series of a function converges. Some key advantages of Fourier series are that they can represent discontinuous functions and decompose oscillating functions into fundamental and overtone modes. The document also discusses Fourier series of odd and even functions, changing intervals, and Parseval's formula relating the integral of a function's square to the Fourier coefficients.
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0% found this document useful (0 votes)
97 views10 pages

Mathematical Techniques (Some Important Facts)

The document discusses Fourier series and their properties. It introduces Fourier series representations of periodic functions as sums of sines and cosines. It describes Dirichlet's conditions for when a Fourier series of a function converges. Some key advantages of Fourier series are that they can represent discontinuous functions and decompose oscillating functions into fundamental and overtone modes. The document also discusses Fourier series of odd and even functions, changing intervals, and Parseval's formula relating the integral of a function's square to the Fourier coefficients.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Mathematical Techniques

Fourier Series
Here we will express a non- sinusoidal periodic function into a fundamental and its
harmonics. A series of sines and cosines of an angle and its multiples of the form.
𝒂𝟎
f(x) = + ∑𝒏 𝟏 𝒂𝒏 𝒄𝒐𝒔(𝒏𝒙) + ∑𝒏 𝟏 𝒃𝒏 𝒔𝒊𝒏(𝒏𝒙)
𝟐

where ao, an and bn are constant


𝟏 𝟐𝝅
ao =𝝅 ∫𝟎 𝒇(𝒙). 𝒅𝒙
𝟏 𝟐𝝅
, an= 𝝅 ∫𝟎 𝒇(𝒙). 𝒄𝒐𝒔(𝒏𝒙). 𝒅𝒙
𝟏 𝟐𝝅
and, bn= 𝝅 ∫𝟎 𝒇(𝒙). 𝒔𝒊𝒏(𝒏𝒙). 𝒅𝒙

Fourier Series of Ex-potential Form


F(x)= ∑𝒏𝒏 𝑽𝒏 𝒆𝒋𝟐𝝅𝒇𝒏 𝒕
𝟏 𝑻𝟎 /𝟐
Vn= 𝑻 ∫ 𝑻𝟎 /𝟐
𝒇(𝒙)𝒆 𝟐𝝅𝒇𝒏 𝒕
𝟎

Fourier Series of other form


F(x)= Co+ ∑𝒏 𝟏 𝑪𝒏 𝒄𝒐𝒔(𝒏𝒙 − 𝝓𝒏 )

Where, C o= a o

Cn= 𝒂𝟐𝒏 + 𝒃𝟐𝒏


𝒃𝒏
And, 𝝓𝒏 = tan-1 𝒂𝒏

Dirichlet’s conditions for a Fourier Series


If the function f(x) for the interval (-π, π)

1. Is single- valued
2. Is bounded
3. Has at most a finite number of maxima and minima.
4. Has only a finite number of discontinuous.
5. Is f(x+ 2π) = f(x) for values of x outside [-π, π], then
𝒂𝟎
SP(x) = 𝟐
+ ∑𝑷
𝒏 𝟏 𝒂𝒏 𝒄𝒐𝒔(𝒏𝒙) + ∑𝑷
𝒏 𝟏 𝒃𝒏 𝒔𝒊𝒏(𝒏𝒙)

Converges to f(x) as P→ ∞ at values of x for which f(x) is continuous and to [𝑓(𝑥 + 0) + 𝑓(𝑥 − 0)]
at points of discontinuity.
Advantages of Fourier Series
1. Discontinuous function can be represented by Fourier series. Although derivatives of the
discontinuous function do not exist.
2. The Fourier series is useful in expanding the periodic function since outside the closed
interval, there exists a periodic extension of the function.
3. Expansion of an oscillating function by Fourier series gives all modes of oscillation
(fundamental and all overtones) which is extremely useful in physics.
4. Fourier series of a discontinuous function is not uniformly convergent at all points.
5. Term by term integration of a convergent Fourier series is always valid, and it may be valid if
the series is not convergent. However, term by term, differentiation of a Fourier series is not
valid in most cases.

Odd & Even Function


We know that Fourier Series
𝒂𝟎
f(x) = 𝟐
+ ∑𝒏 𝟏 𝒂𝒏 𝒄𝒐𝒔(𝒏𝒙) + ∑𝒏 𝟏 𝒃𝒏 𝒔𝒊𝒏(𝒏𝒙)

Odd Function or Cosine Function


F(-x)= -F(x)
Then, Fourier Series;
𝒂𝟎
f(x) = + ∑𝒏 𝟏 𝒂𝒏 𝒄𝒐𝒔(𝒏𝒙) b n= 0
𝟐

where ao and an are constant


𝟐 𝝅
ao= 𝝅 ∫𝟎 𝒇(𝒙). 𝒅𝒙
𝟐 𝝅
and, an= ∫𝟎 𝒇(𝒙). 𝒄𝒐𝒔(𝒏𝒙). 𝒅𝒙
𝝅

Even (Sin) Function


F(-x)= F(x)
Then, Fourier Series;
f(x) = ∑𝒏 𝟏 𝒃𝒏 𝒔𝒊𝒏(𝒏𝒙) ao and an equal to 0
𝟐 𝝅
bn= 𝝅 ∫𝟎 𝒇(𝒙). 𝒔𝒊𝒏(𝒏𝒙). 𝒅𝒙
Change of Interval and Functions Having Arbitrary Period
In electrical engineering problems, the period of the function is not always 2π but T or 2c. This period
must be converted to the length 2π. The independent variable x is also to be changed proportionally

Let the function f(x) be defined in interval (-c, c). Now we want to change the function to the period
of 2π so that we can use the formulae of an, bn

∵ 2c is the interval for the variable x.


𝒙
∴1 is the interval for the variable= 𝟐𝒄
𝒙𝟐𝝅 𝝅𝒙
∴ 2π is the interval for the variable= 𝒄
= 𝒄
𝝅𝒙 𝒛𝒄
So put z= 𝒄
𝒐𝒓 𝒙 = 𝝅

Thus the function f(x) of period 2c is transformed to the function

f or the period of F(z) is 2π

Fourier series

F(z) can be expanded in the Fourier series


𝒄𝒛 𝒂𝟎
F(z)= f 𝝅
= 𝟐
+ ∑𝒏 𝟏 𝒂𝒏 𝒄𝒐𝒔(𝒛𝒙) + ∑𝒏 𝟎 𝒃𝒏 𝒔𝒊𝒏(𝒛𝒙)

𝟏 𝟐𝝅 𝟏 𝟐𝝅 𝒄𝒛
Where, ao= 𝝅 ∫𝟎 𝑭(𝒛). 𝒅𝒛 = ∫ 𝒇 𝝅
𝝅 𝟎
𝒅𝒛

𝟏 𝟐𝒄 𝝅𝒙 𝟏 𝟐𝒄
= 𝝅 ∫𝟎 𝒇(𝒙)𝒅 𝒄
= ∫ 𝒇(𝒙). 𝒅𝒙
𝒄 𝟎

𝟏 𝟐𝝅 𝟏 𝟐𝝅 𝒄𝒛
an = 𝝅 ∫𝟎 𝑭(𝒛)𝒄𝒐𝒔(𝒏𝒛)𝒅𝒛 = 𝝅 ∫𝟎 𝒇 𝝅
𝒄𝒐𝒔(𝒏𝒛)𝒅𝒛

𝟏 𝟐𝒄 𝝅𝒙 𝝅𝒙 𝟏 𝟐𝒄 𝒏𝝅𝒙 𝝅𝒙
= 𝟐𝝅 ∫𝟎 𝒇(𝒙)𝒄𝒐𝒔 𝒄
𝒅 𝒄
= ∫ 𝒇(𝒙)𝒄𝒐𝒔 𝒄
𝒄 𝟎
𝒅𝒙 𝑷𝒖𝒕 𝒛 = 𝒄

𝟏 𝟐𝝅 𝒏𝝅𝒙
Similarly, bn= ∫𝟎 𝒇(𝒙)𝒔𝒊𝒏 . 𝒅𝒙
𝒄 𝒄

Cor. Half range series [Interval (0, c)]

Cosine Series
𝒂𝟎 𝒏𝝅𝒙
F(x)= 𝟐
+ ∑𝒏 𝟏 𝒂𝒏 𝒄𝒐𝒔 𝒄

𝟐 𝒄 𝟐 𝒄 𝒏𝝅𝒙
Where ao = ∫𝟎 𝒇(𝒙). 𝒅𝒙, an= ∫𝟎 𝒇(𝒙). 𝒄𝒐𝒔 𝒅𝒙
𝒄 𝒄 𝒄

Sine Series
𝒏𝝅𝒙
F(x)= ∑𝒏 𝟎 𝒃𝒏 . 𝒔𝒊𝒏 𝒄

𝟐 𝒄 𝒏𝝅𝒙
Where bn= 𝒄 ∫𝟎 𝒇(𝒙). 𝒔𝒊𝒏 𝒄
𝒅𝒙
Parseval’s Formula:
𝒄
𝟏 𝟐
[𝒇(𝒙)]𝟐 . 𝒅𝒙 = 𝒄 𝒂 + 𝒂𝟐𝒐 + 𝒃𝟐𝒐
𝟐 𝒐 𝒏 𝟏
𝒄

Some important note


𝟐𝒄 𝟏 𝟐
1. If 0<x<2c, the ∫𝟎 [𝒇(𝒙)]𝟐 . 𝒅𝒙 = 𝒄 𝒂 + ∑𝒏 𝟏 𝒂𝟐𝒐 + 𝒃𝟐𝒐
𝟐 𝟎
𝟐𝒄 𝟏
2. If 0<x<c (Half range cosine series), ∫𝟎 [𝒇(𝒙)]𝟐 . 𝒅𝒙 = 𝒄 𝟐 𝒂𝟐𝟎 + ∑𝒏 𝟏 𝒂𝟐𝒐
𝟐𝒄 𝟏
3. If 0<x<c (Half range sine series), ∫𝟎 [𝒇(𝒙)]𝟐 . 𝒅𝒙 = 𝒄 𝟐 𝒂𝟐𝟎 + ∑𝒏 𝟏 𝒃𝟐𝒐
𝟏
𝒃
∫𝒂 [𝒇(𝒙)]𝟐 𝒅𝒙 𝟐
4. R.M.S.=
𝒃 𝒂

Laplace Transformation
Introduction
Laplace transform help in solving the differential equations with boundary values without
finding the general solution and the values of the arbitrary constants.

Definition

Let f(x) be function defined for all positive values of t, then

F(s)= ∫𝟎 𝒆 𝒔𝒕
𝒇(𝒕). 𝒅𝒕

Provided the integral exists is called the Laplace Transform of f(t). It is denoted as

L[f(t)]= F(s)= ∫𝟎 𝒆 𝒔𝒕
𝒇(𝒕). 𝒅𝒕

Some Important Formulae of Laplace Transform


Properties of Laplace Transforms;

Property first:-

L[af1(t)+ bf2(t)]= aLf1(t)+bLf2(t)

Property Second:-

First shifting Theorem. If Lf(t)= F(s), then

L[eatf(t)]= F(s-a)
𝟏
1. L(t)= 𝒔
𝒏!
2. L{tn}=𝒔𝒏 𝟏 . When n=0,1,2,3,4,5,…………….
𝟏
3. L{eat}= 𝒔 𝒂
𝒔
4. L{cosh(at)}= 𝒔𝟐 𝒂𝟐
(s2>a2)
𝒔
5. L{cos(at)}= 𝒔𝟐 𝒂𝟐
𝒂
6. L{sinh(at)}= 𝒔𝟐 𝒂𝟐
𝒂
7. L{sin(at)}= 𝒔𝟐 𝒂𝟐
𝒃
8. L{eatsin(bt)}= (𝒔
𝒂)𝟐 𝒃𝟐
𝒃
9. L{eatsinh(bt)}= (𝒔 𝒃)𝟐 𝒃𝟐
𝒔 𝒂
10. L{eatcos(bt)}= (𝒔 𝒂)𝟐 𝒃𝟐
𝒔 𝒂
11. L{eatsinh(bt)}= (𝒔 𝒂)𝟐 𝒃𝟐
𝒏!
12. L{eattn}= (𝒔 𝒂)𝒏 𝟏

Laplace Transform of the the Derivative of f(t)


L[f’(t)]=sL[f(t)]- f(0) where L[f(t)]=F(s)

Similarly,

Laplace Transform of Derivative of Order “n”.


L[fn(t)]= snL[f(t)]-sn-1f(0)-sn-2f’(0)-sn-3f’’(0)-…………………-fn-1(0)

Laplace Transfrom of Integral fo f(t)


𝒕 𝟏
L ∫𝟎 𝒇(𝒕). 𝒅𝒕 = 𝒔
𝑭(𝒕) where, F(t)= Lf(t)

Laplace Transform of t.f(t)(Multiplication by t)


If L[f(t)]= F(s)
𝒅𝒏
L[tnf(t)]= (-1)n𝒅𝒔𝒏 [𝑭(𝒔)]

𝟏
Laplace Transform of 𝒇(𝒕)(Division by t)
𝒕
If L[f(t)]= F(s),
𝟏
then L 𝒕 𝒇(𝒕) = ∫𝒔 𝑭(𝒔). 𝒅𝒔

Laplace Transform of unit function


𝒆 𝒂𝒔
L[u(t-a)]=
𝒔

Second Shifting theorem


L[f(t)]= F(s)

Then, L[f(t-a).u(t-a)]= e-asF(s)

Theorem
Lf(t).u(t-a)= e-asL[f(t+a)]
Impulse Function
When large force acts for a short time, then the product of the force and the time is called
impulse in applied mechanics. The unit impulse function is the limiting function.

𝛿(𝑡 − 1) = , a<t<a+ε

=0, otherwise

The value of the function (height of the strip in the figure) becomes infinite as a ε→0 and area of the
rectangle is unity.

The unit Impulse function is defined as follows:


∞ 𝑓𝑜𝑟 𝑡 = 𝑎
𝛿(𝑡 − 𝑎) =
0 𝑓𝑜𝑟 𝑡 ≠ 𝑎

And, ∫ 𝛿(𝑡 − 𝑎). 𝑑𝑡 = 1 [Area of strip=1]

Laplace Transform of unit Impulse Function


𝑀𝑒𝑎𝑛 𝑣𝑎𝑙𝑢𝑒 𝑇ℎ𝑒𝑜𝑟𝑒𝑚
∫ 𝑓(𝑡). 𝛿(𝑡 − 𝑎). 𝑑𝑡 = ∫ 𝑓(𝑡). . 𝑑𝑡
∫ 𝑓(𝑡). 𝑑𝑡 = (𝑏 − 𝑎). 𝑓(𝜂)

Laplace Transform

=(a+ε-a)f(η), where a<η<a+ε

= f(η)

Property 1.

𝑓(𝑡). 𝛿(𝑡 − 𝑎). 𝑑𝑡 = 𝑓(𝑎)

Note, if f(t)= e-st and L[𝛿(𝑡 − 2)

Property 2.

𝑓(𝑡)𝛿′(𝑡 − 𝑎). 𝑑𝑡 = −𝑓′(𝑎)


Periodic Functions
Let f(t) be a periodic function with Period T, then

∫ 𝑒 𝑓(𝑡). 𝑑𝑡
𝐿[𝑓(𝑡)] =
1−𝑒

Convolution Theorem
If L[f1(t)]= F1(s) and L[f2(t)= F2(x)

Then, L ∫ 𝑓 (𝑥). 𝑓 (𝑡 − 𝑥). 𝑑𝑥 = 𝐹 (𝑠). 𝐹 (𝑠)

Or, 𝐿 𝐹 (𝑠)𝐹 (𝑠) = ∫ 𝑓 (𝑥). 𝑓 (𝑡 − 𝑥). 𝑑𝑥

Inverse Laplace Transform (Important Formulae)


𝟏 𝟏
1. 𝑳 𝒔
= 𝟏
𝟏 𝒕𝒏 𝟏
2. 𝑳 𝟏
𝒔𝒏
= (𝒏 𝟏)!
𝟏
3. 𝑳 𝟏
𝒔 𝒂
= 𝒆𝒂𝒕
4. 𝑳 𝟏 𝒂𝒕
𝑭(𝒔 − 𝒂) = 𝒆 𝒇(𝒕)
𝟏 𝟏
5. 𝑳 𝟏
𝒔𝟐 𝒂𝟐
= 𝒂 𝒔𝒊𝒏𝒉(𝒂𝒕)
𝟏 𝟏
6. 𝑳 𝟏 = 𝒔𝒊𝒏(𝒂𝒕)
𝒔𝟐 𝒂𝟐 𝒂
𝒔
7. 𝑳 𝟏
𝒔𝟐 𝒂𝟐
= 𝒄𝒐𝒔(𝒂𝒕)
𝒔
8. 𝑳 𝟏
𝒔𝟐 𝒂𝟐
= 𝒄𝒐𝒔𝒉(𝒂𝒕)
𝒔 𝒂
9. 𝑳 𝟏
(𝒔 𝒂)𝟐 𝒃𝟐
= 𝒆𝒂𝒕 𝒄𝒐𝒔𝒉(𝒃𝒕)
𝒔 𝒂
10. 𝑳 𝟏
(𝒔 𝒂)𝟐 𝒃𝟐
= 𝒆𝒂𝒕 𝒄𝒐𝒔(𝒃𝒕)
𝟏 𝟏
11. 𝑳 𝟏
(𝒔 𝒂)𝟐 𝒃𝟐
= 𝒂 𝒆𝒂𝒕 𝒔𝒊𝒏𝒉(𝒃𝒕)
𝟏 𝟏
12. 𝑳 𝟏
(𝒔 𝒂)𝟐 𝒃𝟐
= 𝒂 𝒆𝒂𝒕 𝒔𝒊𝒏(𝒃𝒕)
𝟏 𝟏
13. 𝑳 𝟏
(𝒔𝟐 𝒂𝟐 )𝟐
= 𝟑 [𝒔𝒊𝒏(𝒂𝒕) − 𝒂𝒕. 𝒄𝒐𝒔(𝒂𝒕)]
𝟐𝒂
𝒔 𝟏
14. 𝑳 𝟏
(𝒔𝟐 𝒂𝟐 )𝟐
= 𝟐𝒂 [𝒕𝒔𝒊𝒏(𝒂𝒕)]
𝒔𝟐 𝒂𝟐
15. 𝑳 𝟏
(𝒔𝟐 𝒂𝟐 )𝟐
= [𝒕. 𝒄𝒐𝒔(𝒂𝒕)]
𝒔𝟐 𝟏
16. 𝑳 𝟏
(𝒔 𝒂𝟐 )𝟐
𝟐 = 𝟐𝒂
[𝒔𝒊𝒏(𝒂𝒕) + 𝒂𝒕. 𝒄𝒐𝒔(𝒂𝒕)]
17. 𝑳 𝟏
(𝟏) = 𝒔(𝒕)
𝟏 𝟏 𝒕
18. 𝑳 𝒔
𝑭(𝒔) = ∫𝟎 𝒇(𝒕). 𝒅𝒕

Multiplication by s
𝟏 [𝒔𝑭(𝒔)]
𝒅
𝑳 = 𝒇(𝒕) + 𝒇(𝟎)𝜹(𝒕)
𝒅𝒕
𝟏
Division by s (multiplication )
𝒔
𝒕 𝒕
𝟏
𝑭(𝒔) 𝟏 [𝑭(𝒔)].
𝑳 = 𝑳 𝒅𝒕 = 𝒇(𝒕). 𝒅𝒕
𝒔
𝟎 𝟎

First shifting Property


If L-1F(s)= f(s) then, L-1F(s+a)= e-atL-1[F(s)]

Second shifting Property


L-1[e-asF(s)]= f(t-a)U(t-a)

Inverse Laplace Transforms of Derivatives


𝟏
𝒅
𝑳 𝑭(𝒔) = −𝒕𝑳 𝟏 [𝑭(𝒔)] = −𝒕𝒇(𝒕)
𝒅𝒔
𝟏 𝒅
Or, 𝑳 𝟏 [𝑭(𝒔)]
= 𝒕𝑳 𝟏
𝒅𝒔
𝑭(𝒔)

Inverse Laplace Transform of Integrals

𝟏
𝒇(𝒕) 𝟏 𝟏 [𝑭(𝒔)]
𝑳 𝒇(𝒔). 𝒅𝒔 = = 𝑳
𝒕 𝒕
𝒔

Or, 𝑳 𝟏 [𝑭(𝒔)]
= 𝒕𝑳 𝟏
∫𝒔 𝒇(𝒔). 𝒅𝒔

Inverse Laplace Transform By Convolution


𝒕

𝑳 𝒇𝟏 (𝒙) ∗ 𝒇𝟐 (𝒕 − 𝒙). 𝒅𝒙 = 𝑭𝟏 (𝒔). 𝑭𝟐 (𝒔)


𝟎

𝒕
𝟏 {𝑭
⇒ 𝒇𝟏 (𝒙) ∗ 𝒇𝟐 (𝒕 − 𝒙). 𝒅𝒙 = 𝑳 𝟏 (𝒔). 𝑭𝟐 (𝒔)}
𝟎
Solution of Differential Equation by Laplace Transforms
Ordinary linear differential equation with constant coefficients be easily solved by the
Laplace Transforms method, without finding the general solution and the arbitrary constants.

The method will be clear from the following example.

Example 1. Using Laplace Transforms, find the solution of the initial value problem

y’’-4y’+4y = 64sin(2t)

y(0) = 0, y’(0) = 1

Solution: Here, we have y’’-4y’+4y-64sin(2t) ………(1)

y(0) = 0, y’(0)= 1

Taking Laplace transform of both sides of (1), we have


×
[s2𝑦 - sy(0) - y’(0)] – 4[s𝑦 – y(0)] + 4𝑦 = ……(2)

On putting the values of y(0) and y’(0) in (2), we get

S2𝑦 – 1 – 4s𝑦 + 4𝑦 =

y=( )
+ ( ) ( )

=( )
− +( )
+

y= L-1 − +( )
+

y= - 8e2t + 17e2t + 8cos(2t)

Answer: y= - 8e2t + 17e2t + 8cos(2t)

𝑭(𝒔)
Heaviside’s Inverse Formula of 𝑮(𝒔)
If F(s) and G(s) be two polynomials in s. The degree of F(s) is less than that of G(s). Let
𝜶𝟏 , 𝜶𝟐 , 𝜶𝟑 , . . . . . . . . . . . . . . . 𝜶𝒏 be n roots of the equation G(s)= 0
𝑭(𝒔) 𝟏 𝑭(𝒔) 𝑭(𝜶𝒊 ) 𝜶 𝒕
Inverse Laplace formula of 𝑮(𝒔) is given by 𝑳 𝑮(𝒔)
= ∑𝒏𝒊 𝟏 𝑮 (𝜶 ) 𝒆
𝒊
𝒊

𝟐
𝟏 𝟐𝒔 𝟓𝒔 𝟒
Example: 1. Find 𝑳 𝒔𝟑 𝒔𝟐 𝟐𝒔

Solution: Let F(s) = 2s2 + 5s – 4

G(s) = s3 + s2 – 2s = s(s2 + s – 2) = s(s+2)(s-1)

G’(s) = 3s2 + 2s – 2

G(s) = 0 has three roots, 0, 1, -2.

𝛼 = 0, 𝛼 = 1 , 𝛼 = −2
( ) ( )
By Heaviside’s Inverse formula 𝐿 ( )
= ∑ ( )
𝑒

𝐹(𝛼 ) 𝐹(𝛼 ) 𝐹(𝛼 )


= 𝑒 + 𝑒 + 𝑒
𝐺′(𝛼 ) 𝐺′(𝛼 ) 𝐺′(𝛼 )
( ) ( ) ( )
= ( )
𝑒 + ( )
𝑒 + ( )
𝑒

= 𝑒 + 𝑒 + 𝑒

=2 + et – e-2t

Answer: =2 + et – e-2t

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