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Lecture Note 9

This chapter discusses Fourier series, which express functions as infinite sums of sines and cosines, and defines key concepts such as periodicity and orthogonality of these functions. It introduces the Euler-Fourier formulas for calculating coefficients in a Fourier series and provides examples to illustrate these concepts. The chapter emphasizes the importance of these mathematical tools in analyzing periodic functions.

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3 views5 pages

Lecture Note 9

This chapter discusses Fourier series, which express functions as infinite sums of sines and cosines, and defines key concepts such as periodicity and orthogonality of these functions. It introduces the Euler-Fourier formulas for calculating coefficients in a Fourier series and provides examples to illustrate these concepts. The chapter emphasizes the importance of these mathematical tools in analyzing periodic functions.

Uploaded by

kmy4251
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

175

Chapter 10

Partial Differential Equations and


Fourier Series

10.2 Fourier Series


• We can express a given function as an infinite sum of sines and/or cosines.

◦ These trigonometric series are called Fourier series.

◦ We begin with a series of the form


∞
a0 X   mπx   mπx 
+ am cos + bm sin . (10.1)
2 L L
m=1

◦ On the set of points where the series (10.1) converges, it defines a function f , whose value
at each point is the sum of the series for that value of x. In this case the series (10.1) is said
to be the Fourier series for f .

Periodicity of the Sine and Cosine Functions.

◦ A function f is said to be periodic with period T > 0 if the domain of f contains x + T


whenever it contains x, and if

f (x + T ) = f (x)

for every value of x.

◦ The smallest value of T is called the fundamental period of f .


10.2. Fourier Series 176

◦ If f and g are any two periodic functions with common period T , then any linear combi-
nation c1 f + c2 g and f g are also periodic with period T .

Orthogonality of the Sine and Cosine Functions.

◦ The standard inner product (u, v) of two real-valued functions u and v on the interval
α ≤ x ≤ β is defined by
ˆ β
(u, v) = u(x)v(x)dx.
α

◦ The functions u and v are said to be orthogonal on α ≤ x ≤ β if their inner product is


zero—that is, if
ˆ β
(u, v) = u(x)v(x)dx = 0.
α

? A set of functions is said to be mutually orthogonal if each distinct pair of functions in


the set is orthogonal.
 mπx   nπx 
◦ Orthogonality relations between sin and cos :
L L
ˆ L 
 mπx   nπx  0, m 6= n,
cos cos dx =
−L L L L, m = n;

ˆ L  mπx   nπx 
cos sin dx = 0, all m, n;
−L L L

ˆ L 
 mπx   nπx  0, m 6= n,
sin sin dx =
−L L L L, m = n;

The Euler-Fourier Formulas.

◦ Suppose that a series of the form (10.1) converges for all real numbers x on the interval
−L ≤ x ≤ L. So, its sum f (x) is
∞
a0 X   mπx   mπx 
+ am cos + bm sin .
2 L L
m=1

case 1. m = n
ˆ L  nπx 
f (x) cos dx = an L for n = 1, 2, 3, ...
−L L
.
Therefore, an is
ˆ L
1  nπx 
f (x) cos dx for n = 0, 1, 2, ...
L −L L
by considering the case that n = 0.
10.2. Fourier Series 177

◦ Similarly, we have
ˆ L
1  nπx 
bn = f (x) sin dx for n = 1, 2, 3, ...
L −L L
The coefficients in a Fourier series are known as the Euler-Fourier formulas.

Example 1. Assume that there is a Fourier series converging to the function f defined by

−x, −2 ≤ x < 0,
f (x) =
x, 0 ≤ x < 2;

f (x + 4) = f (x).

Determine the coefficients in this Fourier series.

Sol)
10.2. Fourier Series 178

Example 2. Let

 0, −3 < x < −1,
f (x) = 1, −1 < x < 1,
0, 1<x<3

and suppose that f (x + 6) = f (x). Graph three periods of y = f (x). Find the coefficients
in the Fourier series for f .
10.2. Fourier Series 179

Thank you for your attention during this semester.

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