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Lecture 42fourier Series of Discontinuous Functions

1. The document discusses Dirichlet's conditions for Fourier series expansion of a function, which include that the function must be single valued, absolutely integrable over a period, have a finite number of extrema in any interval, have a finite number of discontinuities in any interval where discontinuities cannot be infinite, and be bounded. 2. It defines Parseval's identity, which states that the integral of the square of a function over its period is equal to the sum of the squares of the Fourier coefficients plus a constant term. 3. It explains that at a point of discontinuity, the Fourier series of a function converges to the average of the left and right hand limits of the function at that

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234 views16 pages

Lecture 42fourier Series of Discontinuous Functions

1. The document discusses Dirichlet's conditions for Fourier series expansion of a function, which include that the function must be single valued, absolutely integrable over a period, have a finite number of extrema in any interval, have a finite number of discontinuities in any interval where discontinuities cannot be infinite, and be bounded. 2. It defines Parseval's identity, which states that the integral of the square of a function over its period is equal to the sum of the squares of the Fourier coefficients plus a constant term. 3. It explains that at a point of discontinuity, the Fourier series of a function converges to the average of the left and right hand limits of the function at that

Uploaded by

James Prakash
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

MTH165

Lecture-42

Fourier Series of Discontinuous functions


And
Parseval’s Identity
Unit 6: Fourier Series

(Book: Advanced Engineering Mathematics By Jain and Iyengar, Chapter-9)

Learning Outcomes:

1. Dirichlet’s conditions for Fourier series

2. Parseval’s identity.

3. Fourier series of discontinuous functions.


Dirichlet’s Conditions for Fourier Series Expansion of a function 𝒇(𝒙)

1. 𝑓(𝑥) must be single valued and absolutely integrable over a period.

2. 𝑓(𝑥) must have a finite number of extrema in any given interval, i.e.
there must be a finite number of maxima and minima in the interval.

3. 𝑓(𝑥) must have a finite number of discontinues in any given interval,


however the discontinuity cannot be infinite.

4. 𝑓(𝑥) must be bounded.


Parseval’s Identity
If Fourier series for a function 𝑓(𝑥) converges uniformly in (−𝑙, 𝑙), then
𝑙 ∞
2 𝑑𝑥
1 2
න 𝑓(𝑥) = 𝑙 𝑎0 + ෍ 𝑎𝑛2 + 𝑏𝑛2
2
−𝑙 𝑛=1

This result is known as Parseval’s identity.


Polling Quiz

In the Fourier series expansion of a periodic function 𝑓 𝑥 = cos 𝑥 in


the interval [−𝜋, 𝜋], the value of 𝑏𝑛 is given by:

(A) 𝑏𝑛 = 0

(B) 𝑏𝑛 = 𝜋

(C) 𝑏𝑛 = 2𝜋

2 𝜋
(D) 𝑏𝑛 = ‫׬‬0
𝑥𝑑𝑥
𝜋
Fourier Series at a Point of Discontinuity

Let 𝑓(𝑥) and 𝑓 ′ (𝑥) be piecewise continuous on the interval −𝑙, 𝑙 .

Then, Fourier series of 𝑓(𝑥) on this interval converges to 𝑓(𝑥) at a


point of continuity.

At a point of discontinuity, the Fourier series converges to:

1
𝑓 𝑥 + + 𝑓(𝑥−)
2
where 𝑓 𝑥 + and 𝑓 𝑥 − are the right and left hand limits respectively.
Problem 1. Find the Fourier series expansion of the function if:

−𝜋, −𝜋 < 𝑥 < 0


𝑓 𝑥 =ቊ
𝑥, 0<𝑥<𝜋

−𝜋, −𝜋 < 𝑥 < 0


Solution. Here𝑓 𝑥 = ቊ
𝑥, 0 < 𝑥 < 𝜋

𝑙
1
𝑎0 = න 𝑓 𝑥 𝑑𝑥
𝑙
−𝑙

𝜋
1
= න 𝑓 𝑥 𝑑𝑥
𝜋
−𝜋
0 𝜋
1
𝑎0 = න 𝑓(𝑥)𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥
𝜋
−𝜋 0

0 𝜋
1
= න −𝜋𝑑𝑥 + න 𝑥𝑑𝑥
𝜋
−𝜋 0

2
1 2
𝜋 𝜋
= −𝜋 + =−
𝜋 2 2
𝑙
1 𝑛𝜋𝑥
𝑎𝑛 = න 𝑓 𝑥 cos 𝑑𝑥
𝑙 𝑙
−𝑙

𝜋
1 𝑛𝜋𝑥
= න 𝑓 𝑥 cos 𝑑𝑥
𝜋 𝜋
−𝜋

0 𝜋
1
= න 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥 + න 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥
𝜋
−𝜋 0
0 𝜋
1
𝑎𝑛 = න −𝜋 cos 𝑛𝑥 𝑑𝑥 + න 𝑥 cos 𝑛𝑥 𝑑𝑥
𝜋
−𝜋 0

0 𝜋
1 sin(𝑛𝑥) 𝑥 sin(𝑛𝑥) cos(𝑛𝑥)
= −𝜋 + + 2
𝜋 𝑛 −𝜋
𝑛 𝑛 0

1
= 2 (−1)𝑛 −1
𝑛 𝜋
𝑙
1 𝑛𝜋𝑥
𝑏𝑛 = න 𝑓 𝑥 sin 𝑑𝑥
𝑙 𝑙
−𝑙

𝜋
1 𝑛𝜋𝑥
= න 𝑓 𝑥 sin 𝑑𝑥
𝜋 𝜋
−𝜋

0 𝜋
1
= න 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥 + න 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋
−𝜋 0
0 𝜋
1
𝑎𝑛 = න −𝜋 sin 𝑛𝑥 𝑑𝑥 + න 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋
−𝜋 0

0 𝜋
1 − cos(𝑛𝑥) −𝑥 cos(𝑛𝑥) sin(𝑛𝑥)
= −𝜋 + + 2
𝜋 𝑛 −𝜋
𝑛 𝑛 0

1
= 1 − 2(−1)𝑛
𝑛
The required Fourier series is:

𝑎0 𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓 𝑥 = + σ∞
𝑛=1 𝑎𝑛 𝑐𝑜𝑠 + 𝑏𝑛 𝑠𝑖𝑛
2 𝑙 𝑙

−𝜋/2 1 𝑛𝜋𝑥 1 𝑛𝜋𝑥


𝑓 𝑥 = + σ∞
𝑛=1 (−1)𝑛 −1 𝑐𝑜𝑠 + 1 − 2(−1)𝑛 𝑠𝑖𝑛
2 𝑛2 𝜋 𝑙 𝑛 𝑙

Which is the required Fourier series.


Polling Quiz
The Fourier coefficient 𝑎2 of 𝑓 𝑥 = 𝑥 in the interval [−2,2]is:
(A) −2𝜋

(B) 𝜋

(C) 1

(D) 0
Problem 2. Find the Fourier series expansion of the function if:

0 −𝜋 <𝑥 <0
𝑓 𝑥 =ቊ
sin 𝑥 , 0 < 𝑥 < 𝜋

Solution. Try it yourself.

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