Scribd
Upload
19 views6 pages

Fourier Series in Differential Equations

hshs

Uploaded by

balajidrivebackup
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
19 views6 pages

Fourier Series in Differential Equations

hshs

Uploaded by

balajidrivebackup
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

BMAT102L - Differential Equations & Transforms Dr. T.

Phaneendra
Module 5: Fourier Series Professor of Mathematics

Tutorial Problem Set 1

Fourier Series of f (t) in the General Period I = (a, b):

Let f (t) be a periodic function with period b − a, satisfying the Dirichlet conditions on I = (a, b),
whose length equals the period b − a. Its Fourier series in I is given by
∞ h
a0  nπt   nπt i
f (t) = + ∑ an cos + bn sin for a < t < b,
2 n=1 l l

where the Fourier Coefficients are computed by the following Euler’s formulas:
b b b
2 Z 2 Z  nπt  2 Z  nπx 
a0 = f (t) dt, an = f (t) cos dt, bn = f (t) sin dt n = 1, 2, 3...
b−a a b−a a l b−a a l

f (b−0)+ f (a+0)
(a) At the end points of I = (a, b): The sum of the Fourier series equals the average 2
of the left-hand and the right-hand limits of f at b and a respectively

(b) At a point of finite discontinuity c ∈ I = (a, b): The sum of the Fourier series equals the
average f (c−0)+2 f (c+0) of the left-hand and the right-hand limits of f at c.

Fourier Series of f (t) with Period 2π in the Full Range I = (0, 2π):

Let f (t) be a periodic function with period 2π, satisfying the Dirichlet conditions on I = (0, 2π),
whose length equals the period 2π. Its Fourier series in I is given by
∞
a0
f (t) = + ∑ (an cos nt + bn sin nt) ,
2 n=1

where the Fourier Coefficients are computed by the following Euler’s formulas:
2π 2π 2π
1Z 1Z 1Z
a0 = f (t) dt, an = f (t) cos nt dt, bn = f (t) sin nt dt, n = 1, 2, 3...
π 0 π 0 π 0

f (2π−0)+ f (0+0)
(a) At the end points of I = (0, 2π): The sum of the Fourier series equals 2

(b) At a point of finite discontinuity c ∈ I = (0, 2π): The sum of the Fourier series equals
f (c−0)+ f (c+0)
2 .

Fourier Series of f (t) with Period 2l in the Full Range I = (0, 2l):

Let f (t) be a periodic function with period 2l, satisfying the Dirichlet conditions on I = (0, 2l),
whose length equals the period 2l. Its Fourier series in I is given by
∞ 
a0 nπt nπt 
f (t) = + ∑ an cos + bn sin ,
2 n=1 l l

where the Fourier Coefficients are computed by the following Euler’s formulas:
2l 2l 2l
1Z 1Z  nπt  1Z  nπt 
a0 = f (t) dt, an = f (t) cos dt, bn = f (t) sin dt, n = 1, 2, 3...
l 0 l 0 l l 0 l

1
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 5: Fourier Series Professor of Mathematics

f (2l−0)+ f (0+0)
(a) At the end points of I = (0, 2l): The sum of the Fourier series equals 2

(b) At a point of finite discontinuity c ∈ I = (0, 2l): The sum of the Fourier series equals
f (c−0)+ f (c+0)
2 .

Fourier Series of f (t) with Period 2π in the Full Range I = (−π, π):

Let f (t) be a periodic function with period 2π, satisfying the Dirichlet conditions on I = (−π, π),
whose length equals the period 2π. Its Fourier series in I is given by
∞
a0
f (t) = + ∑ (an cos nt + bn sin nt) ,
2 n=1

where the Fourier Coefficients are computed by the following Euler’s formulas:
π π π
1Z 1Z 1Z
a0 = f (t) dt, an = f (t) cos nt dt, bn = f (t) sin nt dt, n = 1, 2, 3...
π −π π −π π −π

f (π−0)+ f (−π+0)
(a) At the end points of I = (−π, π): The sum of the Fourier series equals 2

(b) At a point of finite discontinuity c ∈ I = (−π, π): The sum of the Fourier series equals
f (c−0)+ f (c+0)
2 .

Fourier Series of f (t) with Period 2l in the Full Range I = (−l, l):

Let f (t) be a periodic function with period 2l, satisfying the Dirichlet conditions on I = (−l, l),
whose length equals the period 2l. Its Fourier series in I is given by
∞ 
a0 nπt nπt 
f (t) = + ∑ an cos + bn sin ,
2 n=1 l l

where the Fourier Coefficients are computed by the following Euler’s formulas:
l l l
1Z 1Z  nπt  1Z  nπt 
a0 = f (t) dt, an = f (t) cos dt, bn = f (t) sin dt, n = 1, 2, 3...
l −l l −l l l −l l

f (l−0)+ f (−l+0)
(a) At the end points of I = (−l, l): The sum of the Fourier series equals 2

(b) At a point of finite discontinuity c ∈ I = (−l, l): The sum of the Fourier series equals
f (c−0)+ f (c+0)
2 .

Fourier Series of Even Function f (t) with Period 2π in I = (−π, π):

Let f (t) be an even function with period 2π, satisfying the Dirichlet conditions on I = (−π, π),
whose length equals the period 2π. Then
π π π π
1Z 2Z 1Z 2Z
a0 = f (t) dt = f (t) dt, an = f (t) cos nt dt = f (t) cos nt dt,
π −π π 0 π −π π 0
π
1Z
bn = f (t) sin nt dt = 0 for n = 1, 2, 3...
π −π

2
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 5: Fourier Series Professor of Mathematics

Thus its Fourier series in I is f (t) = a0


2 + ∑∞
n=1 an cos nt.

Fourier Series of Odd Function f (t) with Period 2π in I = (−π, π):

Let f (t) be an odd function with period 2π, satisfying the Dirichlet conditions on I = (−π, π),
whose length equals the period 2π. Then
π π
1Z 1Z
a0 = f (t) dt = 0, an = f (t) cos nt dt = 0,
π −π π −π
π π
1Z 2Z
bn = f (t) sin nt dt = f (t) sin nt dt for n = 1, 2, 3...
π −π π 0

Thus its Fourier series in I is f (t) = ∑∞


n=1 bn sin nt.

Fourier Series of Even Function f (t) with Period 2l in I = (−l, l):

Let f (t) be an even function with period 2l, satisfying the Dirichlet conditions on I = (−l, l),
whose length equals the period 2l. Then
l
1Z 2Z l 1Z l  nπt  2Z l  nπt 
a0 = f (t) dt = f (t) dt, an = f (t) cos dt = f (t) cos dt,
l −l l 0 l −l l l 0 l
l
1Z  nπt 
bn = f (t) sin dt = 0 for n = 1, 2, 3...
l −l l

Thus its Fourier series in I is f (t) = a20 + ∑∞ nπt



n=1 an cos l .

Fourier Series of Odd Function f (t) with Period 2l in I = (−l, l):

Let f (t) be an odd function with period 2l, satisfying the Dirichlet conditions on I = (−l, l), whose
length equals the period 2l. Then
l l
1Z 1Z  nπt 
a0 = f (t) dt = 0, an = f (t) cos
dt = 0,
l −l l −l l
l
1Z  nπt  2Z l  nπt 
bn = f (t) sin dt = f (t) sin dt for n = 1, 2, 3...
l
−l l l 0 l

Thus its Fourier series in I is f (t) = ∑∞ nπt



n=1 bn sin l .

Exercise 1 (Fourier series of Continuous Functions in (0, 2π)). Find the Fourier series of the fol-
lowing periodic functions F(t), defined in one period I = (0, 2π). Also, find the sum of the Fourier
series of f (t) at the end points of I :

(a) f (t) = e−t

(b) f (t) = 21 t 2 − 13 t

(c) f (t) = πt − t 2

(d) f (t) = sint

(e) f (t) = t 3

3
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 5: Fourier Series Professor of Mathematics

Exercise 2 (Fourier Series of Piecewise Continuous Functions in (0, 2π)). Find the Fourier series
of the following periodic functions F(t), defined in one period I = (0, 2π). Also, find the sum of
the Fourier series of f (t) at the end points of I and at the points of finite discontinuity within I :
(
1, 0 < t < π,
(a) f (t) =
−1, π < t < 2π
(
t, 0 < t < π,
(b) f (t) =
0, π < t < 2π
(
t, 0 < t < π,
(c) f (t) =
2π − t, π < t < 2π
(
t 2 , 0 < t < π,
(d) f (t) =
π, π < t < 2π
(
t 3 , 0 < t < π,
(e) f (t) = 2
t , π < t < 2π

Exercise 3 (Fourier series of Continuous Functions in (0, 2l)). Find the Fourier series of the fol-
lowing periodic functions F(t), defined in one period I = (0, 2l). Also, find the sum of the Fourier
series of f (t) at the end points of I :

(a) f (t) = et

(b) f (t) = t 2 + 32 t

(c) f (t) = t(2l − t)

(d) f (t) = cost

(e) f (t) = 1 + 2t

Exercise 4 (Fourier Series of Piecewise Continuous Functions in (0, 2l)). Find the Fourier series of
the following periodic functions F(t), defined in one period I = (0, 2l). Also, find the sum of the
Fourier series of f (t) at the end points of I and at the points of finite discontinuity within I :
(
−2, 0 < t < l,
(a) f (t) =
1, l < t < 2l
(
0, 0 < t < l,
(b) f (t) =
t, l < t < 2l
(
t, 0 < t < l,
(c) f (t) =
−t, l < t < 2l
(
t 2 , 0 < t < l,
(d) f (t) =
0, l < t < 2l
(
0, 0 < t < l,
(e) f (t) = 3
t , l < t < 2l

4
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 5: Fourier Series Professor of Mathematics

Exercise 5 (Fourier series of Continuous Functions in (−π, π)). Find the Fourier series of the
following periodic functions F(t), defined in one period I = (−π, π). Also, find the sum of the
Fourier series of f (t) at the end points of I :

(a) f (t) = cos2 t

(b) f (t) = sint

(c) f (t) = |t|

(d) f (t) = t(π − t)

(e) f (t) = t(π2 − t 2 )

Exercise 6 (Fourier Series of Piecewise Continuous Functions in (−π, π)). Find the Fourier series
of the following periodic functions F(t), defined in one period I = (−π, π). Also, find the sum of
the Fourier series of f (t) at the end points of I and at the points of finite discontinuity within I :
(
−1/2, −π < t < 0,
(a) f (t) =
2/3, 0<t <π
(
π + t, −π < t < 0,
(b) f (t) =
π − t, 0 < t < π
( 2 
t − π2 , t ∈ 0, π2 ,
(c) f (t) =
0, elsewhere
(
− cost, −π < t < 0,
(d) f (t) =
cost, 0<t <π
(
1, |t| < π4 ,
(e) f (t) =
0, elsewhere

Exercise 7 (Fourier series of Continuous Functions in (−l, l)). Find the Fourier series of the fol-
lowing periodic functions F(t), defined in one period I = (−l, l). Also, find the sum of the Fourier
series of f (t) at the end points of I :

(a) f (t) = t(1 − |t|)

(b) f (t) = t − 54

(c) l 2 − t 2

(d) f (t) = l − |t|2

(e) f (t) = |t|3

Exercise 8 (Fourier Series of Piecewise Continuous Functions in (−l, l)). Find the Fourier series
of the following periodic functions F(t), defined in one period I = (−l, l). Also, find the sum of
the Fourier series of f (t) at the end points of I and at the points of finite discontinuity within I :
(
1 + 2t, −l < t < 0,
(a) f (t) =
1 − 2t, 0 < t < l

5
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 5: Fourier Series Professor of Mathematics

(
0, −l < t < 0,
(b) f (t) =
3/2, 0 < t < l
(
2/3, −l < t < 0,
(c) f (t) =
t, elsewhere
(
0, −l < t < 0,
(d) f (t) =
2 sint, 0 < t < l
(
−l, |t| < 2l ,
(e) f (t) =
l, elsewhere

Common questions

Powered by AI

The a0 coefficient in a Fourier series represents the average value of the function over one period. It's computed by integrating the function over its period and normalizing it by the period's length. Specifically, for a period T, a0 = 2/T * integral from 0 to T of f(t) dt. This coefficient corresponds to the zero frequency (DC component) of the series, which is the baseline level around which other harmonic oscillations occur . The a0 coefficient indicates the mean level of the function and is crucial for centering the Fourier series values with respect to the original function .

Endpoints of an interval significantly influence the Fourier series by determining the limits over which the function is integrated for coefficient calculation. At these endpoints, the series' sum is interpreted as the average of the function values from the left and right limits, specifically (f(b−0) + f(a+0))/2 for an interval (a,b). This averaging at endpoints, particularly where there's discontinuity, ensures that the series represents the average behavior of the function around these points, allowing the Fourier series to correctly reflect the function's behavior through its convergence properties .

The Fourier series representation of a function varies based on the interval due to the integration limits in Euler's formulas. For an interval (a,b), with period b−a, the coefficients a0, an, and bn are computed with the integrals over (a,b) and the coefficients factor as 2/(b−a). For the interval (0,2π), with period 2π, the coefficients are calculated with the integrals over (0,2π) and factorized by 1/π . In contrast, for the interval (−π,π), it also uses 1/π but the integration limits adjust accordingly . The functional forms adapt these integral limits and coefficient calculations to match the specified interval.

The Fourier series of an odd function over a symmetric interval such as (−π,π) includes only sine terms, with an = 0 for all n because cosine terms, being even, will integrate to zero over such intervals . Odd functions inherently satisfy f(-t) = -f(t), which aligns with the use of sine terms in Fourier series, as their odd nature also accommodates this symmetry. This contrasts with even functions, which exclusively utilize cosine terms in their series representations due to the cancellation of sine terms, preserving the symmetry f(t) = f(-t).

Piecewise continuity allows for the construction of Fourier series for functions with jump discontinuities by ensuring that the series converges to the midpoint of the jump, providing a method to handle splices between continuous segments. The Fourier series sums to the average of the left-hand and right-hand limits of the function at points of discontinuity, effectively capturing the 'average' behavior. This capability allows Fourier series to represent complex functions which are not globally continuous, using convergence properties to articulate those segments with finite jumps, maintaining overall periodicity and operational applicability in such cases .

Euler's formulas are crucial in computing Fourier coefficients as they define how to decompose a function into its sine and cosine components, reflecting the function's periodic nature in its Fourier series expansion. These coefficients (a0, an, bn) essentially capture the amplitude of each correspondent wave component or harmonic contributing to the reconstructed function over a specified period. By integrating the function multiplied by sine and cosine terms over one full period, Euler's formulas ensure the coefficients properly reflect the average contribution of each harmonic .

The Dirichlet conditions are essential for ensuring that a function is suitable for Fourier series expansion. They ensure the function has a bounded number of discontinuities and a finite integral over one period, which guarantees convergence of the Fourier series to the actual function. Specifically, a function must be piecewise continuous (i.e., have a finite number of jump discontinuities in any given interval) and absolutely integrable over its period . These conditions ensure that the Fourier coefficients converge and the series harmoniously reconstructs the function to its nearest 'average' value at points of discontinuity.

Computing Fourier series in both full and half-range expressions is important because each caters to different domains of the function reflecting its symmetry properties, and affects the type of harmonics involved. Full-range expansions utilize both sine and cosine terms, representing more general periodic functions. Half-range Fourier series, often used in problems involving even or odd functions, take advantage of these symmetries to simplify calculations, either resulting in purely cosine or sine series, respectively. This tailored approach reduces the complexity of integration and series representation, matching the inherent symmetry and features of the function involved .

Fourier series effectively handle functions with finite discontinuities by using convergence properties, specifically by averaging the left-hand and right-hand limits of the function at the point of discontinuity. The sum of the Fourier series at a point of finite discontinuity c in the interval is given by (f(c−0) + f(c+0))/2. This approach ensures that even at discontinuities, where the function doesn't possess a single well-defined value, the series still meaningfully approximates the behavior of such functions .

For even functions defined over I = (−π,π), the Fourier series coefficients are simplified such that bn=0 for all n, because sin(nt), being an odd function, integrates to zero over a symmetric interval about zero . This results in only cosine terms appearing in the Fourier series. The coefficients are computed using a0 and an by evaluating the integrals from −π to π, which can be simplified using symmetry, doubling the integral from 0 to π for efficiency .

You might also like