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Fourier Series (Introduction)

The document discusses the Fourier series representation of periodic functions. It defines periodic functions and provides examples. It then derives the general mathematical expression for a Fourier series in terms of coefficients and trigonometric functions. It also describes Euler's formulae for determining the Fourier coefficients and Dirichlet's conditions for the uniform convergence of a Fourier series.

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0% found this document useful (0 votes)
28 views15 pages

Fourier Series (Introduction)

The document discusses the Fourier series representation of periodic functions. It defines periodic functions and provides examples. It then derives the general mathematical expression for a Fourier series in terms of coefficients and trigonometric functions. It also describes Euler's formulae for determining the Fourier coefficients and Dirichlet's conditions for the uniform convergence of a Fourier series.

Uploaded by

SHREYANSH DUBEY
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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JAIPUR ENGINEERING COLLEGE AND RESEARCH CENTRE

Year & Sem. – B. Tech I year, Sem.-I


Subject –Engineering Mathematics
Unit – 3
Presented by – Dr. Ruchi Mathur & Dr. Tripati
Gupta
Designation - Associate Professor
Department - Mathematics

Dr. Ruchi Mathur & Dr. Tripati 1


Gupta, JECRC, Department of 1
Mathematics
VISION OF INSTITUTE

To become a renowned centre of outcome based learning,


and work towards academic, professional, cultural and
social enrichment of the lives of individuals and
communities.

Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC, 1


2
Department of Mathematics
MISSION OF INSTITUTE
❖Focus on evaluation of learning outcomes and motivate students to inculcate
research aptitude by project based learning.

❖Identify, based on informed perception of Indian, regional and global needs,


the areas of focus and provide platform to gain knowledge and solutions.

❖Offer opportunities for interaction between academia and industry.

❖Develop human potential to its fullest extent so that intellectually capable and
imaginatively gifted leaders may emerge in a range of professions.

1
Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC, 3
Department of Mathematics
Engineering Mathematics: Course Outcomes

Students will be able to:


CO1. Understand fundamental concepts of improper integrals, beta and gamma
functions and their properties. Evaluation of Multiple Integrals in finding the areas,
volume enclosed by several curves after its tracing and its application in proving
certain theorems.

CO2. Interpret the concept of a series as the sum of a sequence, and use the sequence
of partial sums to determine convergence of a series. Understand derivatives of
power, trigonometric, exponential, hyperbolic, logarithmic series.

CO3. Recognize odd, even and periodic function and express them in Fourier
series using Euler’s formulae.

CO4. Understand the concept of limits, continuity and differentiability of functions


of several variables. Analytical definition of partial derivative. Maxima and minima
of functions of several variables Define gradient, divergence and curl of scalar and
vector functions.
Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC, 1
4
Department of Mathematics
Lecture-I (Unit-3 Fourier Series)
Fourier series introduced in 1807 is one
of the most important developments in
Applied Mathematics. It is very useful in
the study of heat conduction,
electrostatics, mechanics etc.
The Fourier series is an infinite series
representation of periodic functions in
terms of trigonometric sine and cosine
functions.
Fourier Series is a very powerful method
to solve ordinary and partial differential
equations particularly with periodic
functions appearing as non homogeneous
terms. 1
Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC, 5
Department of Mathematics
Periodic Function
A function f(t) is periodic if the function values repeat at regular
intervals of the independent variable t. The regular interval is
referred to as the period. See Figure 1. f(t) t period .If T denotes
the period we have f(t + T) = f(t) for any value of t.

The most obvious examples of periodic functions are the


trigonometric functions sin t and cost, both of which have period

Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC, 1


6
Department of Mathematics
Non-sinusoidal periodic functions
The following are examples of non-sinusoidal periodic
functions (they are often called “waves”).
Square Wave

Saw Tooth Wave

Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC, 7


Department of Mathematics
Mathematical Expression of Fourier Series
The Fourier series of the function f(x) is given by
𝑎0
𝑓 𝑥 = + 𝑎1 cos 𝑥
2
+ 𝑏1 sin 𝑥 + 𝑎2 cos 2𝑥 + 𝑏2 sin 2𝑥 + 𝑎3 cos3 𝑥 + 𝑏3 sin 3𝑥 + ⋯

𝑎0
𝑜𝑟 𝑓 𝑥 = + 𝑎𝑛 𝑐𝑜𝑠 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥 𝛼 < 𝑥 < 𝛼 + 2𝜋
2
𝑛 =1

where the constants 𝑎0 , 𝑎𝑛 𝑎𝑛𝑑 𝑏𝑛 are called Fourier coefficients.

Some important results: Let m and n be integers, m≠ 0 , n≠0 for m≠n


𝛼 +2𝜋

1. cos 𝑚𝑥 cos 𝑛𝑥 𝑑𝑥 = 0
𝛼

𝛼 +2𝜋

2. sin 𝑚𝑥 sin 𝑛𝑥 𝑑𝑥 = 0
𝛼

𝛼 +2𝜋

3. cos 𝑚𝑥 sin 𝑛𝑥 𝑑𝑥 = 0
𝛼

𝛼 +2𝜋

4. cos 𝑚𝑥 𝑑𝑥 = 0
𝛼

𝛼 +2𝜋

5. sin 𝑚𝑥 𝑑𝑥 = 0
𝛼

For m = n
𝛼 +2𝜋 𝛼 +2𝜋

1. cos 𝑚𝑥 cos 𝑛𝑥 𝑑𝑥 = cos 2 𝑚𝑥 𝑑𝑥 = 𝜋


𝛼 𝛼

Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC,


Department of Mathematics
𝛼 +2𝜋 𝛼 +2𝜋

2. sin 𝑚𝑥 sin 𝑛𝑥 𝑑𝑥 = sin2 𝑚𝑥 𝑑𝑥 = 𝜋


𝛼 𝛼

𝛼 +2𝜋

3. cos 𝑚𝑥 sin 𝑚𝑥 𝑑𝑥 = 0
𝛼

Euler’s formulae:
Let f (x) be a periodic function with period 2𝜋 defined in the interval (𝛼, 𝛼 + 2𝜋) of
𝑎0 ∞
the form 𝑓 𝑥 = + 𝑛 =1 𝑎𝑛 𝑐𝑜𝑠 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥 … … … … … . (1)
2

where the constants are given by


𝛼 +2𝜋
1
𝑎0 = 𝑓 𝑥 𝑑𝑥 … … . . 2
𝜋 𝛼

1 𝛼 +2𝜋
𝑎𝑛 = 𝛼
𝑓 𝑥 𝐶𝑜𝑠 𝑛𝑥 𝑑𝑥 … … . . 3 and
𝜋

𝛼 +2𝜋
1
𝑏𝑛 = 𝑓 𝑥 𝑆𝑖𝑛 𝑛𝑥 𝑑𝑥 … … . . 4
𝜋 𝛼

Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC,


Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC,
9
Department of Mathematics Department of Mathematics
The formulae (2),(3) and (4) are known as Euler’s formulae.

Dirchlit’s conditions for Fourier Series


The sufficient conditions for the uniform convergence of a Fourier series are called Dirchlit’s conditions.

All the functions that normally arise in engineering problems satisfy these conditions and hence, they can
be expressed as Fourier Series.

𝑎0
𝑓 𝑥 = + 𝑎𝑛 𝑐𝑜𝑠 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥
2
𝑛=1

provided:

(1) Function f(x) is periodic , single valued and finite.


(2) Function f(x) has a finite number of discontinuities in any one period.
(3) Function f(x) has a finite number of maxima and minima.

When these conditions are satisfied , then Fourier series converge at f(x) at every point of continuity .

At the point of discontinuity, the sum of the series is equal to the mean of rght and left hand limits i.e.
1
lim 𝑓 𝑥 + 𝜖 + 𝑓(𝑥 − 𝜖)
𝜖→0 2

Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC, 1


10
Department of Mathematics
Example1. Find the Fourier series expansion for the periodic Function

𝒇 𝒙 = 𝒙; 𝟎 < 𝒙 < 2𝝅
𝑎0 ∞
Solution: Consider the Fourier series 𝑥 = + 𝑛=1 𝑎𝑛 𝑐𝑜𝑠 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥) ..(1)
2

The Fourier Coefficients 𝑎0 , 𝑎𝑛 , 𝑏𝑛 are as follows:


2𝜋
1 2𝜋 1 2𝜋 1 𝑥2
𝑎0 = 𝑓 𝑥 𝑑𝑥 = 𝑥𝑑𝑥 = = 2𝜋
𝜋 0 𝜋 0 𝜋 2 0

1 2𝜋 1 2𝜋 1 𝑥 sin 𝑛𝑥 𝑐𝑜𝑠 𝑛𝑥 2𝜋
𝑎𝑛 = 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥 = 𝑥 cos 𝑛𝑥 𝑑𝑥 = − −
𝜋 0 𝜋 0 𝜋 𝑛 𝑛2 0

1 cos 2𝑛𝜋 1 1
= − = 1−1 =0
𝜋 𝑛2 𝑛2 𝑛2𝜋

1 2𝜋 1 2𝜋 1 𝑥(− cos 𝑛𝑥 ) 𝑠𝑖𝑛 𝑛𝑥 2𝜋 1 − 2πcos 2𝑛𝜋 −2


𝑏𝑛 = 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥 = 𝑥 sin 𝑛𝑥 𝑑𝑥 = − − = =
𝜋 0 𝜋 0 𝜋 𝑛 𝑛2 0 𝜋 𝑛 𝑛

Substituting these values of 𝑎0 , 𝑎𝑛 , 𝑏𝑛 in (1) we get:



−2
𝑥= 𝜋+ sin 𝑛𝑥
𝑛
𝑛 =1

1 1
𝑥 = 𝜋 − 2(sin 𝑥 + sin 2𝑥 + sin 3𝑥 … … . )
2 3

Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC,


Department of Mathematics
Example 2 : Find a Fourier series for a function (𝒙 + 𝒙𝟐 ) in the interval – 𝝅 < 𝒙 < 𝝅.
𝝅𝟐 𝟏 𝟏 𝟏
Hence show that = 𝟐
+ 𝟐
+ +⋯
𝟔 𝟏 𝟐 𝟑𝟐
𝑎0 ∞
Solution: Consider the Fourier series 𝑥 = + 𝑛=1 (𝑎𝑛 𝑐𝑜𝑠 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥) ..(1)
2

The Fourier Coefficients 𝑎0 , 𝑎𝑛 , 𝑏𝑛 are as follows:


𝜋
1 𝜋 1𝜋 2 1 𝑥2 𝑥3 2𝜋 2
𝑎0 = 𝑓 𝑥 𝑑𝑥 = (𝑥 + 𝑥 )𝑑𝑥 = + =
𝜋 −𝜋 𝜋 −𝜋 𝜋 2 3 −𝜋 3

1 𝜋 1 𝜋 1 𝜋 𝜋
𝑎𝑛 = 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥 = 𝑥 + 𝑥 2 cos 𝑛𝑥 𝑑𝑥 = 𝑥 cos 𝑛𝑥 + 𝑥 2 cos 𝑛𝑥
𝜋 −𝜋 𝜋 −𝜋 𝜋 −𝜋 −𝜋

First integral is zero as x cosnx is an odd function


𝜋
2 x 2 sin 𝑛𝑥 − cos 𝑛𝑥 − sin 𝑛𝑥 2 cos 𝑛𝜋 4
− 2𝑥 + 2 = 2𝜋 = (−1)𝑛
𝜋 𝑛 𝑛2 𝑛3 0
𝜋 𝑛 2 𝑛 2

1 𝜋 1 𝜋
𝑏𝑛 = 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥 = 𝑥 + 𝑥 2 sin 𝑛𝑥 𝑑𝑥
𝜋 −𝜋 𝜋 −𝜋

𝑥 2 sin 𝑛𝑥 is an odd function therefore its integral is zero

Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC, 1


12
Department of Mathematics
𝜋
2 −𝑥 cos 𝑛𝑥 − sin 𝑛𝑥 2 cos 𝑛𝜋 2
— = −𝜋 = − (−1)𝑛
𝜋 𝑛 𝑛2 0 𝜋 𝑛 𝑛

substituting in these values of 𝑎0 , 𝑎𝑛 , 𝑏𝑛 𝑖𝑛 (1) we get:



2
𝜋2 4 𝑛
2
𝑥+ 𝑥 = + 2
(−1) cos 𝑛𝑥 − (−1)𝑛 sin 𝑛𝑥
3 𝑛 𝑛
𝑛 =1

𝜋22
− cos 𝑥 cos 2𝑥 − sin 𝑥 sin 2𝑥
𝑥+ 𝑥 = +4 + + … − 2 + + …
3 1 22 1 2
Summing the series at 𝑥 = 𝜋

−𝜋 + 𝜖 + −𝜋 + 𝜖 2
+𝜋−𝜖+ 𝜋−𝜖 2
𝜋2 1 1 1
lim = +4 + 2 + 2…
𝜖→0 2 3 1 2 3
𝜋2 1 1 1
𝜋2 = +4 + 2+ 2…
3 1 2 3
𝜋2 1 1 1
= + 2+ 2…
6 1 2 3

Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC, 1


13
Department of Mathematics
Suggested links from NPTEL & other Platforms:

▪ Advanced Engineering Mathematics: Erwin Kreyszig, Wiley plus


publication

▪ https://www.youtube.com/watch?v=LGxE_yZYigI (NPTEL-NOC IITM)


▪ https://www.youtube.com/watch?v=SHx32HD8vDI

Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC, 1


14
Department of Mathematics
Dr. Ruchi Mathur & Dr. Tripati Gupta, JECRC,
Dr. Barkha Shrivastava (Associate Prof. 15
Chemistry) , JECRC, JAIPUR Department of Mathematics

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