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Examples of The Fourier Theorem (Sect. 10.3)

This document summarizes the Fourier theorem for continuous and piecewise continuous functions. It introduces the Fourier theorem for continuous functions, which expresses a continuous function over an interval as an infinite series involving cosine and sine terms. An example applies the theorem to find the Fourier series for a specific piecewise defined function. It also briefly introduces the Fourier theorem for piecewise continuous functions, defining what it means for a function to be piecewise continuous.
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0% found this document useful (0 votes)
84 views10 pages

Examples of The Fourier Theorem (Sect. 10.3)

This document summarizes the Fourier theorem for continuous and piecewise continuous functions. It introduces the Fourier theorem for continuous functions, which expresses a continuous function over an interval as an infinite series involving cosine and sine terms. An example applies the theorem to find the Fourier series for a specific piecewise defined function. It also briefly introduces the Fourier theorem for piecewise continuous functions, defining what it means for a function to be piecewise continuous.
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

Examples of the Fourier Theorem (Sect. 10.3).

I The Fourier Theorem: Continuous case.


I Example: Using the Fourier Theorem.
I The Fourier Theorem: Piecewise continuous case.
I Example: Using the Fourier Theorem.

The Fourier Theorem: Continuous case.


Theorem (Fourier Series)
If the function f : [−L, L] ⊂ R → R is continuous, then f can be
expressed as an infinite series

a0 Xh  nπx   nπx i
f (x) = + an cos + bn sin (1)
2 L L
n=1

with the constants an and bn given by


Z L
1  nπx 
an = f (x) cos dx, n > 0,
L −L L
1 L
Z  nπx 
bn = f (x) sin dx, n > 1.
L −L L

Furthermore, the Fourier series in Eq. (??) provides a 2L-periodic


extension of f from the domain [−L, L] ⊂ R to R.
The Fourier Theorem: Continuous case.
Sketch of the Proof:
I Define the partial sum functions
N
a0 Xh  nπx   nπx i
fN (x) = + an cos + bn sin
2 L L
n=1
with an and bn given by
1 L
Z  nπx 
an = f (x) cos dx, n > 0,
L −L L
1 L
Z  nπx 
bn = f (x) sin dx, n > 1.
L −L L
I Express fN as a convolution of Sine, Cosine, functions and the
original function f .
I Use the convolution properties to show that
lim fN (x) = f (x), x ∈ [−L, L].
N →∞

Examples of the Fourier Theorem (Sect. 10.3).

I The Fourier Theorem: Continuous case.


I Example: Using the Fourier Theorem.
I The Fourier Theorem: Piecewise continuous case.
I Example: Using the Fourier Theorem.
Example: Using the Fourier Theorem.
Example
Find the Fourier series expansion of the function
(
1 + x x ∈ [−1, 0),
f (x) =
1 − x x ∈ [0, 1].

Solution: In this case L = 1. The Fourier series expansion is



a0 X 
f (x) = + an cos(nπx) + bn sin(nπx) ,
2
n=1
where the an , bn are given in the Theorem. We start with a0 ,
Z 1 Z 0 Z 1
a0 = f (x) dx = (1 + x) dx + (1 − x) dx.
−1 −1 0
 x 2  0  x 2  1  1 1
a0 = x + + x− = 1− + 1−
2 −1 2 0 2 2
We obtain: a0 = 1.

Example: Using the Fourier Theorem.


Example
Find the Fourier series expansion of the function
(
1 + x x ∈ [−1, 0),
f (x) =
1 − x x ∈ [0, 1].

Solution: Recall: a0 = 1. Similarly, the rest of the an are given by,


Z 1
an = f (x) cos(nπx) dx
Z 0 −1 Z 1
an = (1 + x) cos(nπx) dx + (1 − x) cos(nπx) dx.
−1 0
Z
1
Recall the integrals cos(nπx) dx = sin(nπx), and

Z
x 1
x cos(nπx) dx = sin(nπx) + 2 2 cos(nπx).
nπ n π
Example: Using the Fourier Theorem.
Example
Find the Fourier series expansion of the function
(
1 + x x ∈ [−1, 0),
f (x) =
1 − x x ∈ [0, 1].

Solution: It is not difficult to see that


1 0 h x 1 i 0
an = sin(nπx) + sin(nπx) + 2 2 cos(nπx)

nπ −1 nπ n π −1
1 1
h x 1 i
1

+ sin(nπx) − sin(nπx) + 2 2 cos(nπx)
nπ 0 nπ n π 0

h 1 1 i h 1 1 i
an = 2 2 − 2 2 cos(−nπ) − 2 2 cos(nπ) − 2 2 .
n π n π n π n π
2  
We then conclude that an = 2 2 1 − cos(nπ) .
n π

Example: Using the Fourier Theorem.


Example
Find the Fourier series expansion of the function
(
1 + x x ∈ [−1, 0),
f (x) =
1 − x x ∈ [0, 1].
2  
Solution: Recall: a0 = 1, and an = 1 − cos(nπ) .
n2 π 2
Finally, we must find the coefficients bn .

A similar calculation shows that bn = 0.

Then, the Fourier series of f is given by



1 X 2  
f (x) = + 1 − cos(nπ) cos(nπx).
2 n2 π 2 C
n=1
Example: Using the Fourier Theorem.
Example
Find the Fourier series expansion of the function
(
1 + x x ∈ [−1, 0),
f (x) =
1 − x x ∈ [0, 1].

1 X 2  
Solution: Recall: f (x) = + 1 − cos(nπ) cos(nπx).
2 n2 π 2
n=1
We can obtain a simpler expression for the Fourier coefficients an .
Recall the relations cos(nπ) = (−1)n , then

1 X 2  n

f (x) = + 1 − (−1) cos(nπx).
2 n2 π 2
n=1

1 X 2  n+1

f (x) = + 1 + (−1) cos(nπx).
2 n2 π 2
n=1

Example: Using the Fourier Theorem.


Example
Find the Fourier series expansion of the function
(
1 + x x ∈ [−1, 0),
f (x) =
1 − x x ∈ [0, 1].

1 X 2  n+1

Solution: Recall: f (x) = + 1 + (−1) cos(nπx).
2 n2 π 2
n=1
If n = 2k, so n is even, so n + 1 = 2k + 1 is odd, then
2
a2k = (1 − 1) ⇒ a2k = 0.
(2k)2 π 2
If n = 2k − 1, so n is odd, so n + 1 = 2k is even, then
2 4
a2k−1 = (1 + 1) ⇒ a 2k−1 = .
(2k − 1)2 π 2 (2k − 1)2 π 2
Example: Using the Fourier Theorem.
Example
Find the Fourier series expansion of the function
(
1 + x x ∈ [−1, 0),
f (x) =
1 − x x ∈ [0, 1].

Solution:

1 X 2  n+1

Recall: f (x) = + 1 + (−1) cos(nπx), and
2 n2 π 2
n=1
4
a2k = 0, a2k−1 = .
(2k − 1)2 π 2


1 X 4
We conclude: f (x) = + cos((2k − 1)πx). C
2 (2k − 1)2 π 2
k=1

Examples of the Fourier Theorem (Sect. 10.3).

I The Fourier Theorem: Continuous case.


I Example: Using the Fourier Theorem.
I The Fourier Theorem: Piecewise continuous case.
I Example: Using the Fourier Theorem.
The Fourier Theorem: Piecewise continuous case.

Recall:
Definition
A function f : [a, b] → R is called piecewise continuous iff holds,
(a) [a, b] can be partitioned in a finite number of sub-intervals
such that f is continuous on the interior of these sub-intervals.
(b) f has finite limits at the endpoints of all sub-intervals.

The Fourier Theorem: Piecewise continuous case.


Theorem (Fourier Series)
If f : [−L, L] ⊂ R → R is piecewise continuous, then the function

a0 Xh  nπx   nπx i
fF (x) = + an cos + bn sin
2 L L
n=1
where an and bn given by
1 L
Z  nπx 
an = f (x) cos dx, n > 0,
L −L L
1 L
Z  nπx 
bn = f (x) sin dx, n > 1.
L −L L
satisfies that:
(a) fF (x) = f (x) for all x where f is continuous;
1 
(b) fF (x0 ) = lim+ f (x) + lim f (x) for all x0 where f is
2 x→x0 x→x0−
discontinuous.
Examples of the Fourier Theorem (Sect. 10.3).

I The Fourier Theorem: Continuous case.


I Example: Using the Fourier Theorem.
I The Fourier Theorem: Piecewise continuous case.
I Example: Using the Fourier Theorem.

Example: Using the Fourier Theorem.


Example (
− 1 x ∈ [−1, 0),
Find the Fourier series of f (x) =
1 x ∈ [0, 1).
and periodic with period T = 2.

Solution: We start computing the Fourier coefficients bn ;


1 L
Z  nπx 
bn = f (x) sin dx, L = 1,
L −L L
Z 0 
Z 1 
bn = (−1) sin nπx dx + (1) sin nπx dx,
−1 0

(−1) h 0 i 1 h 1 i
bn = − cos(nπx) + − cos(nπx) ,

nπ −1 nπ 0

(−1)   1  
bn = −1 + cos(−nπ) + − cos(nπ) + 1 .
nπ nπ
Example: Using the Fourier Theorem.
Example (
− 1 x ∈ [−1, 0),
Find the Fourier series of f (x) =
1 x ∈ [0, 1).
and periodic with period T = 2.
(−1)   1  
Solution: bn = −1 + cos(−nπ) + − cos(nπ) + 1 .
nπ nπ
1   2  
bn = 1 − cos(−nπ) − cos(nπ) + 1 = 1 − cos(nπ) ,
nπ nπ
2 
1 − (−1)n .

We obtain: bn =

2 
1 − (−1)2k , hence b2k = 0.

If n = 2k, then b2k =
2kπ
2
1 − (−1)2k−1 ,
 
If n = 2k − 1, then b2k−1 =
(2k − 1)π
4
hence b2k = .
(2k − 1)π

Example: Using the Fourier Theorem.


Example (
− 1 x ∈ [−1, 0),
Find the Fourier series of f (x) =
1 x ∈ [0, 1).
and periodic with period T = 2.
4
Solution: Recall: b2k = 0, and b2k = .
(2k − 1)π
1 L
Z  nπx 
an = f (x) cos dx, L = 1,
L −L L
Z 0 Z 1
 
an = (−1) cos nπx dx + (1) cos nπx dx,
−1 0
(−1) h 0 i 1 h 1 i
an = sin(nπx) + sin(nπx) ,

nπ −1 nπ 0

(−1)   1  
an = 0 − sin(−nπ) + sin(nπ) − 0 ⇒ an = 0.
nπ nπ
Example: Using the Fourier Theorem.
Example (
− 1 x ∈ [−1, 0),
Find the Fourier series of f (x) =
1 x ∈ [0, 1).
and periodic with period T = 2.
4
Solution: Recall: b2k = 0, b2k = , and an = 0.
(2k − 1)π
Therefore, we conclude that

4 X 1 
fF (x) = sin (2k − 1)π x .
π (2k − 1)
k=1

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