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Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics

This document defines periodic functions and Fourier series. It provides examples to illustrate key concepts. Specifically, it defines a periodic function as one that repeats its graph at regular intervals. Fourier series decomposes a periodic function into a sum of sine and cosine terms. The document derives the Fourier series for a square wave function as an example, finding the Fourier coefficients and showing the convergence of partial sums to the original function.

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0% found this document useful (0 votes)
61 views42 pages

Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics

This document defines periodic functions and Fourier series. It provides examples to illustrate key concepts. Specifically, it defines a periodic function as one that repeats its graph at regular intervals. Fourier series decomposes a periodic function into a sum of sine and cosine terms. The document derives the Fourier series for a square wave function as an example, finding the Fourier coefficients and showing the convergence of partial sums to the original function.

Uploaded by

lee ron
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
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Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Dr. Emily Chan Page 1


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Definition:
A function f (t ) is said to be periodic with period 2T ( 0) if
f (t  2T )  f (t ) ,
for all t . That is, the graph of f (t ) repeats itself at regular intervals of length 2T .

If 2T is a period of f (t ) , then so are 4T , 6T , 8T , and so on. The smallest possible


value of 2T is called the (fundamental) period of f (t ) .

E.g. sin t and cos t are periodic functions with period 2 .

sin(t  2 )  sin(t ) cos(t  2 )  cos(t )


Dr. Emily Chan Page 2
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

E.g. sin t and cos t are periodic functions with period  .

sin(t   )  sin t cos(t   )  cos t

If f (t ) and g (t ) are periodic, both with period 2T , then any linear combination
h(t )   f (t )   g (t ) is also periodic with period 2T , where  and  are constants.
2
E.g. Since is the fundamental period of sin nt and cos nt , then 2 is the period
n
of sin nt and cos nt for all n  1, 2, 3, ... .
Hence, f (t )  3  2 cos t  4 cos 2t  3 cos 3t  sin 2t  5 sin 7t has period 2 , since
every term in the series has period 2 .
Dr. Emily Chan Page 3
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Fourier series takes a periodic function and decomposes it into a sum of simple oscillating
functions, namely sine and cosine functions. The Fourier series was first introduced for the
purpose of solving the heat equation in metal plate. The Fourier series has many
applications in applied mathematics, especially for the solution of partial differential
equations.

Let f (t ) be a periodic function with period 2T . The Fourier series of f (t ) is the


trigonometric series:
a0    n t   n t 
  an cos   bn sin  
2 n 1  T   T 

1 T
where a0   f (t ) dt ,
T T

Dr. Emily Chan Page 4


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

1 T  n t 
an   f (t ) cos  dt for n  1, 2, 3, ...,
T T  T 

1 T  n t 
and bn   f (t ) sin   dt for n  1, 2, 3, ....
T T  T 

The a n ’s and bn ’s are called Fourier coefficients of f .

(The proofs of the above results for a 0 , a n and bn ( n  1) are given in the Appendix.)

Remarks:
1. If the series converges, it will converge to a periodic function whose period is 2T , since
every term in the series has period 2T .
2. Since f (t ) is periodic with period 2T , we may also calculate the Fourier coefficients
a n ’s and bn ’s by considering the function f (t ) in the interval [0, 2T ] instead of
[T , T ] .
Dr. Emily Chan Page 5
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

1 2T
That is, a0   f (t ) dt ,
T 0

1 2T  n t 
an   f (t ) cos  dt for n  1 ,2, 3, ,
T 0  T 

1 2T  n t 
and bn   f (t ) sin   dt for n  1 ,2, 3, .
T 0  T 

Convergence of Fourier series


Suppose that is periodic of period 2T and that and ′ are continuous on the
interval [T , T ] , except for at most a finite number of jump discontinuities. Then, f has
a convergent Fourier series expansion. Further, the series converges to
(i) f (t ) when f is continuous at t , and

1 
(ii)  lim f (t )  lim f (t ) at any points t0 where f is discontinuous.
2 t t0  t t 0  
Dr. Emily Chan Page 6
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Example 1
0 if   t  0
Find the Fourier series for the square wave function f (t )   with
1 if 0t 
period 2 .
Solution

Period 2T  2  T  
The Fourier series of f (t ) is
a0    n t   n t  a 0 
  a n cos   bn sin     a n cosnt   bn sinnt ,
2 n1  T   T  2 n1

Dr. Emily Chan Page 7


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

1 T 1  1  1  1
where a 0   f ( t ) dt  f ( t ) dt  1 dt  t     0   1,
T T    0  0 


1 T  n t  1  1  1  sin(nt ) 
a n   f (t ) cos  dt   f (t ) cosnt  dt   1  cosnt  dt  
T T  T     0   n  0
1
 sin( n )  sin 0  1 (0  0)  0 , since sin(n )  0 for n  1, 2, 3, ...
n n


1 T  n t  1  1  1   cos(nt ) 
bn   f (t ) sin  dt   f (t ) sin nt  dt   1  sin nt  dt   
T T  T     0  n 0

1 1 1  (1) n  0 , if n is even
 cos(n )  cos 0  1  cos(n )   2
, if n is odd
n n n  n

Notice that we can write the even- and odd- indexed coefficients separately as b 2 n  0
2
for n  1, 2, 3, ... and b2n 1  for n  1, 2, 3, ... .
( 2n  1)
Dr. Emily Chan Page 8
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Hence, the Fourier series of f (t ) is


a0 
f (t ) ~   an cos(nt )  bn sin(nt )
2 n 1
1  2
  sin( 2n  1)t 
2 n 1 (2n  1)
1 2  1
   sin(2n  1)t 
2  n 1 2n  1

The series converges to f (t ) everywhere, except at the points of discontinuity. Since the
series does not converge to f everywhere, we cannot say that the function and the series
1 2  1
are equal. In this case, we usually write f (t ) ~   sin(2n  1)t  to indicate
2  n1 2n  1
that the series corresponds to f (but is not necessarily equal to f ). In the case of
Fourier series, this says that the series converges to f (t ) at every t where f is
Dr. Emily Chan Page 9
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

1 
continuous and to the average of the one-sided limits , i.e.  lim f (t )  lim f (t ) , at
2 t t0 t t 0  
any jump discontinuities t 0 .

Graphical illustration:
We now consider the graphs of the first few partial sums of the series defined by
1 2 n 1
S n (t )    sin( 2k  1)t .
2  k 1 2k  1
1 2
That is, S1 (t )   sin t ,
2 
1 2 2
S 2 (t )   sin t  sin 3t ,
2  3
1 2 2 2
S 3 (t )   sin t  sin 3t  sin 5t , etc.
2  3 5

Dr. Emily Chan Page 10


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

1 2 1 2 2
S1 (t )   sin t S 2 (t )   sin t  sin 3t
2  2  3

1 2 2 1 2 2
S 7 (t )   sin t    sin 13t S15 (t )   sin t    sin 29t
2  13 2  29
Dr. Emily Chan Page 11
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

From the graphs, it appears that the series is converging to the square-wave function f ,
except at the points of discontinuity, t  0,   ,  2 ,  3 , . At those points, the Fourier
1
series converges to , which is the average of the two function values on either side of the
2
discontinuity.

Example 2
(a) Find the Fourier series of the periodic function f (t )  t (  1  t  1), with period 2.
 1
(b) Hence, or otherwise, determine the value of  .
2
n 1(2n  1)
Solution
 t if 0  t  1
(a) f (t )   is periodic with period 2 outside the interval [1, 1].
 t if  1  t  0

Dr. Emily Chan Page 12


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Period 2T  2  T  1.
T 1 0 1 0 1
1 t 2  t 2 
a0   f (t ) dt   f (t ) dt   (t ) dt   t dt       
T T 1 1 0  2  1  2  0
 1 1 
  0      0   1
 2  2 
For n  1,

1 T  n t 
1 0 1
an   f (t ) cos  dt   f (t ) cosn t  dt   (t ) cosn t  dt   t cosn t  dt
T T  T  1 1 0
0 1
 sin n t    sin n t  
   t d    t d 
1  n   0  n  
Dr. Emily Chan Page 13
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

  t sin n t  0 0
sin n t     t sin n t 1 1 sin n t  
     dt       dt  (int. by parts)
  n  1 1 n    n  0 0 n 
 0 1
sin n t    sin n t  
 (0  0)   dt   (0  0)   dt   sin (n )   sin( n )  0
 1
n   0
n 
0 1
  cosn t    cosn t 
 
2  2 
 (n )  1  (n )  0
1 1

2
1  cos(  n ) 
2
cos(n )  1
( n ) (n )
2

2
1  cos(n )  cos(  n )  cos( n )
( n )
 0 if n is even
 1 if n is even
n
 4 if n is odd  cos( n )  (1)  
 n 2 2  1 if n is odd

Dr. Emily Chan Page 14


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Writing the even- and odd-indexed coefficients separately, we have a 2 n  0 for


4
n  1, 2, 3, ... and a 2n1  for n  1, 2, 3, ... .
2 2
( 2n  1) 

For n  1,

1 T  n t 
1
bn   f (t ) sin  dt   f (t ) sin n t  dt
T T  T  1
0 1
  (t ) sin n t  dt   t sin n t  dt
1 0
0 1
  cosn t     cosn t  
   t d 
  t d  
1  n   0  n  
   t cosn t  0 0 1
 cosn t      t cosn t  1  cosn t  
   dt       dt 
  n  1 1 n    n 0 0 n 
(int. by parts)

Dr. Emily Chan Page 15


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

 0   1
 
  (1) cos n  sin n t     cosn   sin n t    
   0         0    
n  2 n 2
   (n )  1  
 
  ( n )  0 

cosn  cosn 
  (0  0)   (0  0)  cos( n )  cos( n )
n n
& sin( n )   sin( n )  0
0

Hence, the Fourier series of f (t ) is given by


a0 
f (t )    an cosn t   bn sin n t 
2 n 1
1  4
  cos(2n  1) t 
2
2 n 1(2n  1)  2

1 4  1
   cos(2n  1) t 
2  2 n 1(2n  1) 2

Note that in the above example, the series converges to f (t ) everywhere, since f (t ) is
Dr. Emily Chan Page 16
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

continuous at all t . Hence, we say that f (t ) is equal to the Fourier series for all t and
1 4  1
we write f (t )    cos(2n  1) t .
2  2 n1(2n  1) 2

Remark of Example 2:
You should get the same result as above if you consider the function f (t ) for t  [0, 2]
when calculating the Fourier coefficients a n ’s and bn ’s. That is,

 t if 0  t  1
f (t )   is periodic with period 2 outside the interval [0, 2] .
2  t if 1  t  2

Dr. Emily Chan Page 17


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

2T 2 1 2 1 2
1 t 2   t2 
Then a 0   f (t ) dt   f (t ) dt   t dt   2  t  dt     2t      1,
T 0 0 0 1  2  0  2 
1

1 2T  n t 
2 1 2
a n   f (t ) cos  dt   f (t ) cosn t  dt   t cosn t  dt   (2  t ) cosn t  dt  
T 0  T  0 0 1

 0 if n is even
  4 if n is odd
 n 2  2

and
1 2T  n t 
2 1 2
bn   f (t ) sin  dt   f (t ) sin n t  dt   t sin n t  dt   (2  t ) sin n t  dt    0
T 0  T  0 0 1
for n  1.

Dr. Emily Chan Page 18


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

1 4  1
(b) The Fourier series expansion of f (t ) | t | is f (t )    cos(2n  1) t .
2
2  n 1(2n  1) 2

We choose a value of t in [1, 1] such that cos( 2 n  1) t   1 for all n  1, 2, 3, ... ,
i.e. we take t  0 .
Also, f (t ) | t | is continuous at t  0 .
 At t  0 , the Fourier series converges to the function f (0) | 0 | 0 .
1 4  1
Setting t  0 , we have f (0)    cos 0
2
2  n 1(2n  1) 2

1 4  1
 0  
2  2 n 1(2n  1) 2
 1 2
  2

8
n 1(2n  1)

Dr. Emily Chan Page 19


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Example 3
Let f be a periodic function with period 2 , where

 k if    t  0
f (t )   for some positive constant k .
k if 0  t  

(a) Find the Fourier series of f (t ) .


 (1) n 1
(b) Hence, or otherwise, determine the value of  .
n 1 2n  1
Solution

Period 2T  2  T  
(Note that f (t ) is continuous everywhere except at t  0,   ,  2 ,  3 , )
Dr. Emily Chan Page 20
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

(a) The Fourier series of f (t ) is given by


 
a0  n t   n t 
f (t ) ~   a n cos  b
 n  sin 
2 n 1   T   T 
a0 
   a n cosnt   bn sin nt 
2 n 1

1 T 1  1  0  
where a 0   f (t ) dt   f (t ) dt    (k ) dt   k dt 
T    
T   0


1

 
 kt 0   kt 0  1  k[0  ( )]  k (  0)  1  0  0 .
 

For n  1 ,2, 3, ,

1 T  n t  1  1  0  
an   f (t ) cos  dt   f (t ) cosnt  dt    ( k ) cosnt  dt   k cosnt  dt 
T T  T      0 
0 
1   sin( nt )   sin( nt )   1  1
   k   k      k ( 0  0)  k ( 0  0)  0  0
   n    n  0   
Dr. Emily Chan Page 21
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

and
T  0 
1  n t  1 1  
bn 
T  f (t ) sin T  dt    f (t ) sinnt  dt     (k ) sin nt  dt   k sinnt  dt 
T   0 
0 
1    cos(nt )    cos(nt )  
   k   k  
   n    n 0
1 k k 
  cos(0)  cos( n )  cos( n )  cos(0)
 n n 
2k
 1  cos(n )
n
 0 if n is even   1 if n is even 
  4k  since cos(n )  (1) n   
 n if n is odd   1 if n is odd 

Writing the even- and odd-indexed coefficients separately, we have b2n  0 for
4k
n  1, 2, 3, ... and b2n 1  for n  1, 2, 3, ....
(2n  1)
Dr. Emily Chan Page 22
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Hence, the Fourier series of f (t ) is


a0 
f (t ) ~   a n cosnt   bn sin nt 
2 n 1
 4k
  sin(2n  1)t 
n 1 ( 2 n  1)
4k  1
  sin(2n  1)t 
 n 1 2n  1

(Remark: We use ‘’ instead of ‘  ’, since f (t ) is not equal to the Fourier series
everywhere.)

(b) We choose a value of t in [ ,  ] so that sin(2n  1)t   (1) n 1 for n  1, 2, 3, ...,

i.e. we take t  .
2
  
At t  , the Fourier series converges to f    k , since f (t ) is continuous at t  .
2  2 2
Dr. Emily Chan Page 23
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

    4k  1  (2n  1) 
Setting t  in the series, we have f   sin  
2  2   n 1 2n  1  2

4k  1  
 k  sin  n  
 n 1 2n  1  2
4k  1  
   cos(n )  sin      cos 
 n 1 2 n  1  2
4k 
 
1
 n 1 2 n  1

 (1) n   cos(n )  (1) n

4k  (1) n 1
 
 n 1 2 n  1

 ( 1) n 1 
  
n 1 2n  1 4

Dr. Emily Chan Page 24


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

 The function is called an even function if (− ) = ( ) for all in the domain of


. The graph of an even function is symmetric with respect to the y -axis.
Examples: 1, x 2 , x 4 , cos x , x are even functions.

 The function is called an odd function if (− ) = − ( ) for all in the domain of


. The graph of an odd function is symmetric with respect to the origin.
Examples: x , x 3 , sin x , tan x are odd functions.

Note that a function is either odd, or even, or neither of them.


For example, f ( x)  3  2 x 5 is neither odd nor even.

Let O be an odd function, and E be an even function. Then we have the following
results: O  E  O, OO  E, EE E

Dr. Emily Chan Page 25


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

 n x   n x 
Note that cos  is an even function, and sin   is an odd function.
 T   T 

 0 if g ( x) is an odd function
a 
Recall that a g ( x ) dx   a .
2  0 g ( x) dx if g ( x) is an even function

Consider the Fourier series of f (t ) whose period is 2T :


 
a0  n t   n t  
f (t ) ~   a n cos   bn sin   ,
2 n 1   T   T 
T T
1 1  n t 
with Fourier coefficients a 0   f (t ) dt , a n   f (t ) cos  dt for n  1 ,2, 3, 
T T  T 
T T
T
1  n t 
and bn   f ( t ) sin   dt for n  1 ,2, 3, .
T  T 
T
Dr. Emily Chan Page 26
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Fourier series of an even function


 n t   n t 
If f (t ) is an even function, then f (t ) cos  is an even function and f (t ) sin   is
 T   T 
an odd function.
T T
1 2
Hence, a0   f (t ) dt   f (t ) dt ,
T T
T 0
T T
1  n t  2  n t 
an   f ( t ) cos   dt   f ( t ) cos   dt , for n  1 ,2, 3, ,
T  T  T  T 
T 0
T
1  n t 
and bn   f ( t ) sin   dt  0 , for n  1 ,2, 3, .
T  T 
T

a0 
 n t 
Therefore, f (t ) ~   a n cos  , which is called a Fourier cosine series for f (t ) .
2 n 1  T 

Note that a Fourier cosine series consists of cosine terms plus a constant term only.

Dr. Emily Chan Page 27


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Example 4
The function f (t )  t (  1  t  1 with period 2) is an even function (i.e. the graph of
f (t ) is symmetric about the y-axis). Thus, the Fourier cosine series of f (t )  t

a0 
(  1  t  1 with period 2) is f (t )    a n cos n t ,
2 n 1
1 1
2
where a0   f (t ) dt  2  t dt    1,
1
0 0

21 1  0 if n is even

a n   f (t ) cos n t  dt  2  t cos n t  dt      4 if n is odd
1  n 2 2
0 0
and bn  0 , for n  1 ,2, 3, .

1 4  1
Hence, f (t )    cos( 2n  1) t  is the Fourier cosine series of f (t ) .
2  2 n 1 ( 2n  1) 2

Dr. Emily Chan Page 28


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Fourier series of an odd function


 n t   n t 
If f (t ) is an odd function, then f (t ) cos  is an odd function and f (t ) sin   is
 T   T 
an even function.
T
1
Thus, a0   f (t ) dt  0 ,
T
T
T
1  n t 
an   f ( t ) cos   dt  0 , for n  1 ,2, 3, ,
T  T 
T
T T
1  n t  2  n t 
and bn   f (t ) sin   dt   f ( t ) sin   dt , for n  1 ,2, 3, .
T  T  T  T 
T 0

 n t 
Hence, f (t ) ~  n  T  , which is called a Fourier sine series for f (t ) . Note that a
b sin
n 1  

Fourier sine series consists of sine terms only.

Dr. Emily Chan Page 29


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Example 5

 k if    t  0
The function f (t )   (with period 2 ) in Example 3 is an odd function
 k if 0  t  

almost everywhere, except at the points of discontinuity t  0,   ,  2 ,  3 , . That is,


the graph of f (t ) is symmetric about the origin everywhere except at
t  0,   ,  2 ,  3 , .

Thus, the Fourier sine series of f (t ) is f (t ) ~  bn sinnt ,
n 1
where a0  0 , an  0 , for n  1 ,2, 3, ,

2 2  0 if n is even
and bn   f (t ) sin nt  dt   k sin nt  dt     4k .
   n if n is odd
0 0

4k  1
Hence, f (t ) ~  sin(2n  1)t  is the Fourier sine series of f (t ) .
 n 1 2n  1

Dr. Emily Chan Page 30


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Consider a function f (t ) defined only on [0, T ] . Note that f (t ) is not a periodic


function.
We may construct an even function f1 (t ) by

 f (t ) , 0  t  T
f1(t ) : 
 f (t ) ,  T  t  0
and f 1 (t  2T )  f 1 (t ) for all t , is known as the even periodic extension of f (t ) . This
has a Fourier series which converges to f (t ) in (0, T ) .

Similarly we may construct an odd function f 2 (t ) by

 f (t ) , 0t T
f 2 (t ) : 
 f (t ) ,  T  t  0
and f 2 (t  2T )  f 2 (t ) for all t , is known as the odd periodic extension of f (t ) . This
has a Fourier series which converges to f (t ) in (0, T ) .
Dr. Emily Chan Page 31
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Example 6
Find (a) the Fourier cosine series and (b) the Fourier sine series for f (t )  t , 0  t   .
Solution
(a) Fourier cosine series
The even periodic extension of f (t ) is given by

2T  2  T   .
The Fourier cosine series of f (t ) is given by
a0   n t  a0 
f (t ) ~   an cos    an cosnt 
2 n 1  T  2 n 1

Dr. Emily Chan Page 32


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

T  
2 2 2 t 2  2   2 
where a 0   f (t ) dt   t dt      0   ,
T 0  0   2    2 

0

2T  n t  2 2   sin nt  
an   f (t ) cos  dt   t cosnt  dt   t d  
T0  T  0 0  n 
  
2  sin nt  sin nt   2   cosnt  
 t    dt   (0  0)    
  n 0 0 n  2
   n  0 
 0 if n is even

2
cosn   1 
2
 n
(1)  1    4  if n is odd
n 2 n 2  n 2
4
i.e. a 2 n  0 for n  1, 2, 3, ... and a 2n1  for n  1, 2, 3, ... .
2
( 2n  1) 
Hence, the Fourier cosine series for f (t ) is

  4  4  1
f (t ) ~   cos(2n  1)t     cos( 2n  1)t 
2 n 1 ( 2n  1) 2  2  n 1 (2n  1) 2

Dr. Emily Chan Page 33


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

(b) Fourier sine series


The odd periodic extension of f (t ) is given by

2T  2  T   .
The Fourier sine series of f (t ) is given by

 n t  
f (t ) ~  bn sin    bn sin nt 
n 1  T  n1

2T  n t  2 2    cosnt  
where bn   f (t ) sin   dt   t sin nt  dt   t d  
T0  T   0
 0  n 

Dr. Emily Chan Page 34


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

  
2    cosnt    cosnt   2    cosn    sin nt  
 t      dt     0   
   n   n   n  2 
 0 0    n 0 
2    cosn  
   (0  0) , since sin n   0 for all n  1, 2, 3, 
 n 
 2 cosn   2( 1) n
  , since cos n   ( 1) n for n  1, 2, 3, 
n n
Hence, the Fourier sine series for f (t ) is
  2(1) n
f (t ) ~  sin nt 
n 1 n
 ( 1) n
 2  sin nt 
n 1 n

Dr. Emily Chan Page 35


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

To prove the results in Section 4.2, we need the following results from elementary integration:
T
 n t 
(i)   T  dt  0
cos for n  1, 2, 3, ...
T
T
 n t 
(ii)   T  dt  0
sin for n  1, 2, 3, ...
T
T
 m t   n t   0 if m  n
(iii) sin sin
  T   T  dt  
T T if m  n
T
 m t   n t   0 if m  n
(iv) cos cos
  T   T  dt  
T T if m  n
T
 m t   n t 
(v)   T  cos T  dt  0
sin for all m, n  1, 2, 3, ...
T

Dr. Emily Chan Page 36


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

Proof of results (i) – (v):


T
  n t  
T
 n t   sin T   T T
(i) cos
  T 
  dt  
n
  sin n   sin  n   (0  0 )  0 ,
T   n n
 T  T
since sink   0 for all k  Z .
T
  n t  
T   cos  
 n t   T  T T
(ii) sin
  T 
  dt  
n 
   cos n   cos  n    cosn   cosn   0
T   n n
 T  T
(iii) For m  n ,
T T
 m t   n t  1   ( m  n) t   (m  n) t 
sin
  T   T 
  sin   dt  cos
   T 
   cos  dt
T
2 T  T 

1
( sin A sin B  cos( A  B )  cos( A  B ))
2

Dr. Emily Chan Page 37


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

T
  (m  n) t   (m  n) t  
sin   sin  
1  T   T 
  
2  (m  n) (m  n) 
 T T  T
T  sin[(m  n) ] sin[(m  n) ]   sin[(m  n) ] sin[( m  n) ]  
     
2  ( m  n) (m  n)   ( m  n) ( m  n) 
T
 (0  0)  (0  0)
2
 0, since sin k   0 for all k  Z .

For m  n ,
T T T
 m t   n t  2  n t  1  2n t  2 1
sin
  T   T 
  sin   dt   sin   dt   1  cos    dt , since sin   (1  cos 2 )
T T  T  2
T   T  2
T
  2n t      
sin  
1  T  1  sin 2n   sin  2n  
 t    T    ( T )  
2 2n  2 
2 n 2 n
  
 T  T  T   T 

Dr. Emily Chan Page 38


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

1
 T  0  (T )  0, sin k   0 for all k  Z
2
T

1 1
(iv) Similar to (iii) and use cos A cos B  cos( A  B )  cos( A  B) and cos 2   (1  cos 2 ) .
2 2

T
 m t   n t  1 T   ( m  n) t   (m  n) t 
(v) sin
  T   T 
  cos   dt  sin
   T 
   sin   dt
T
2 T  T 

1
( sin A cos B  sin( A  B)  sin( A  B))
2
T
  (m  n) t   (m  n) t  
 cos    cos  
1  T   T 
  
2 (m  n) (m  n) 
 T T  T
T  cos[(m  n) ] cos[(m  n) ]   cos[( m  n) ] cos[(m  n) ]  
     
2  ( m  n) (m  n)   ( m  n) ( m  n) 
Dr. Emily Chan Page 39
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

T  cos[(m  n) ] cos[(m  n) ]   cos[(m  n) ] cos[(m  n) ]  


       ,
2   ( m  n) ( m  n)   ( m  n ) ( m  n)  
since cos(  )  cos  for all 
T
 0  0
2

Proof of the results for a0 , an and bn ( n  1):

a0    n t   n t 
f (t )    an cos   bn sin   ------ (*)
2 n 1  T   T 

Integrating both sides of (*) w.r.t. t over the interval [ T , T ] :


T T   T T 
a0  n t   n t   a0 T
 f (t ) dt  2  1 dt   an  cos T  dt  bn  sin  T  dt   2 t T   an  0  bn  0,
T T n 1 T T  n 1

using (i) and (ii)


a
 0 T  ( T )  0  a0  T
2
Dr. Emily Chan Page 40
Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

1 T
 a0   f (t ) dt
T T

 m t 
Multiplying both sides of (*) by cos  and integrating over [ T , T ] :
 T 
T
 m t 
 f (t ) cos  dt
T  T 

a0 T  m t   T
 m t   n t 
T
 m t   n t  
  cos  dt   an  cos  cos  dt  bn  cos  sin  dt 
2 T  T  n 1 T  T   T  T  T   T  
 a m  T , using (i), (iv), (v)

1 T m t 
 am   f (t ) cos  dt , where m  1, 2, 3, ...
T T  T 

T
1  n t 
Replacing m by n , we have an   f (t ) cos  dt , for n  1, 2, 3, ...
T T  T 

Dr. Emily Chan Page 41


Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 4

 m t 
Multiplying both sides of (*) by sin   and integrating over [ T , T ] :
 T 
T
 m t 
 f ( t ) sin   dt
T  T 

a0 T  m t    T
 m t   n t 
T
 m t   n t  
 sin  dt   an  sin  cos  dt  bn  sin  sin  dt 
2 T  T  n 1 T  T   T  T  T   T  
 bm  T , using (ii), (iii), (v)

1 T  m t 
 bm   f (t ) sin   dt , where m  1, 2, 3, ...
T T  T 

T
1  n t 
Replacing m by n , we have bn   f (t ) sin  dt , for n  1, 2, 3, ...
T T  T 

Dr. Emily Chan Page 42

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