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Unit 6 RK Jain
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Chapter 9 fourier Series, Fourier Integrals and Fourier Transforms al Introduction sachapter7 (section 7.2.4), we have defined the orthogonal and orthonormal functions. For example, te tancions cos mx and sin mx are orthogonal over the interval [-1, zt]. The orthonormal set of jomtions corresponding t0 cos mx are given by (Example 7.7) _1_ cosx cos pn" ve ‘Animportant application discussed in section 7.2.4 was the series expansion of (suitable) functions intems of a complete set of orthogonal or orthonormal functions. The expansion of a continuous fission f(x), having continuous derivatives over the interval [-1, 1] in terms of Legendre poly- nomials was discussed in section 7.2.6. This series was called Fourier-Legendre series. The Fourier- Bessel series was discussed in section 7.4.2. A series expansion in terms of the trigonometric functions cosmeand sin mx is called a Fourier series. Many functions including some discontinuous periodic functions can be expanded in a Fourier series. Therefore, Fourier series solution method is a powerful tol in solving some ordinary and partial differential equations. cos mx 92 Fourier Series Let (490), 6) (2), (a). - .} be an orthogonal set of functions, orthogonal with respect 10 a weight nection W(x), on an interval a, b}. Let f (x) be a continuous function defined on the same interval (0.5, Then, f(x) can be expanded in an infinite series of the form (sce section 7.2.4) F(X) = codo(x) + erPils) + 2G20) #--- 9.1) The coefficients cj, i= 0, 1, 2, «are given by = (f Fo) WO8: cons| / oe(a)) IPs F= 0,1, 20--- a2 Engineering Mathe * ; f wong? Cds where He corr of orthogonal finetions Bray ) Consider now, the set ie {i o(4¢) sn (2) | (2) + weight f . hich thogonat on the interval [= fF] wills respect 0 the weight Funetion WO) 1 yy Which are orthogonal on the interval [= functions have the following propertics : . q i vos (Fas =f sin( 4) Jai 1 " dx = 0, men, [fom (282) oo (SF) ) 0 at ees ams) dy = 0, for all mand 1 (96) Er t v mtx J, cos? (2) a= f, me aa = 2) where m and n are integers. Now, let f(x) be a periodie function of period 2/ defined on [= 1, 1], that is ((x + 21) = f(x) and assume that it can be expanded in an orthogonal series in terms of the trigonometric functions. We shall discuss later in this section, the conditions under which such an expansion is possible. Let the series be written as FI 7 [a os (4) +a, cvs (24) te | + [* sin (#) + by sin (4) + | +E [+ cos (4) +b, sin (*)} (08) ie coefficients ay, ay, a3, .. «bi, by... can be determined by using the orthogonal properties of the trigonometric functions gi i interval (=, ], we obtain EA O-4) t0 (9.7). Integrating Eq, (9.8) term by term on te t te if fordr=2 [deg Sq [' (nm. y Ei pe n+ Z| ay [, cos (Blars by j sin (SE) = Ido ot since cos (nzx/) and sin (axl) are orthogonal with Fespect to W(x) = 1, on [= 1, {J Therefor" 7 a i f S(x)dx, Now, multiply both si . i Len TW ett iS OF Ea, (08) by cog (mmx/I) and int tei" rn legrate term by term on therourter Series, Fourier Imegrals and Fourier Transforms 9.3 ay f! max . : =a | cs| —Jdx+ Dla, cos ( M7 wee i 7 wat [Gn J S08 | TJ cos = y mmx by [cos an ( 22E f, (= ) sin (2 ax). je ontogonal properties given in Eqs. (9.4) to (9.7), we get g the wi ; f Feoyeos (Jax ata EF 7 an =4 j F(x) cos (M2) 4 set TJ dx. iging bot sides of Eq, (.8) by sin (mi) and integrating term by term on the interval ; 1) we obtain y = 1 {nom (™E)e= $f 130 SFE) te [om fan SFE) oo (SE) ex bp [sin 222) sin( ax 1 t T r tng he othogonal properties given in Eqs. (9.4) to (9.7), we get 1 j f(x) sin (AE ax = [Bp -1 1 Terefore, bn = + j f(x) sin (7 as. a1 ltcan be observed that the expressions for ay and aq, can be combined as a single expression. It is to obtin this simplicity of notation that ao/2 is used in Eq. (9.8). This does not mean that the value of can be obtained after evaluating a, and setting n = 0 in this expression. The orthogonal series for f (x) given in Eq. (9.8) is called the Fourcer series. The coefficients ao, 4g, are called the Fourier coefficients on (~ 1, 1]. The expressions for the coefficients 1 f fix)dx, (9.9) 1 a,=4 f F(x) 0s (=) dx, (9.10) ot 1 Da f fo sin( "ax (9.1) x “Called the Buler formulas. pli cod of the function is 27, that is f (x) is defined on (-7, 7]. then the Euler formulas are led asnet "pads ©.) wa), ; 1" f(a) cos nx de. ny oneal, elf" poo sinardx. ny bn = i is continuous or piecewise ¢ tegrals, we have that iff (2) is ONtinuoy, finitic efinite integrals, From the definition of definit 4 on the integrals given in Eqs. (9.9), vara finite number of finite jumps) ten the integ 1015.14 (continuous except fo e ea exist and f (x) can bé expanded as a Fourier Serie sie tuncon i - i eriodic ful Example 9.1 Find the Fourier series expansion of the ee (1-x), OKIS% 16. fayelebo bers i 18. f(x) = sinh (x), — 1 <8 <1. 17. fw =l+lah =x, -2
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