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LECTURE NOTES OF
ENGINEERING MATHEMATICSIII (Sub Code: MAT31)
COURSE CONTENT
om
1) Numerical Analysis
2) Fourier Series
3) Fourier Transforms & Z-transforms
4) Partial Differential Equations
5) Linear Algebra
6) Calculus of Variations
pa
jin
w
.re
Reference Book:
Advanced Engineering Mathematics by
E. Kreyszig (8th Edition 2001)
John Wiley & Sons, INC. New York
ul
.c
Text Book:
Higher Engineering Mathematics by
Dr. B.S.Grewal (36th Edition 2002)
Khanna Publishers,New Delhi
FOURIER SERIES
DEFINITIONS :
fro
Dr.A.T.Eswara
Professor and Head
Department of Mathematics
P.E.S.College of Engineering
Mandya -571 401
oa
d
A function y = f(x) is said to be even, if f(-x) = f(x). The graph of the even function is
always symmetrical about the y-axis.
do
w
nl
A function y=f(x) is said to be odd, if f(-x) = - f(x). The graph of the odd function is always
symmetrical about the origin.
x = f(x) and the
For example, the function f(x) = x in [-1,1] is even as f(-x) = x
function f(x) = x in [-1,1] is odd as f(-x) = -x = -f(x). The graphs of these functions are
shown below :
ul
.c
om
Graph of f(x) = x
pa
Graph of f(x) = x
w
.re
jin
Note that the graph of f(x) = x is symmetrical about the y-axis and the graph of f(x) = x is
symmetrical about the origin.
fro
For example,
1. h(x) = x2 cosx is even, since both x2 and cosx are even functions
2. h(x) = xsinx is even, since x and sinx are odd functions
3. h(x) = x2 sinx is odd, since x2 is even and sinx is odd.
oa
d
f ( x)dx
2 f ( x)dx
nl
f ( x)dx
do
w
For example,
a
cos xdx
a
and
sin xdx
0, as sinx is odd
om
f(x+T) = f(x)
Here f(x) is a real-valued function and T is a positive real number.
ul
.c
pa
Thus,
nl
oa
d
fro
w
.re
jin
do
w
Note that the graph of the function between 0 and 2 is the same as that between 2 and 4
and so on. It may be verified that a linear combination of periodic functions is also periodic.
FOURIER SERIES
A Fourier series of a periodic function consists of a sum of sine and cosine terms. Sines and
cosines are the most fundamental periodic functions.
The Fourier series is named after the French Mathematician and Physicist Jacques Fourier
(1768 1830). Fourier series has its application in problems pertaining to Heat conduction,
acoustics, etc. The subject matter may be divided into the following sub topics.
Series with
arbitrary period
Complex series
Harmonic Analysis
om
Half-range series
ul
.c
Consider a real-valued function f(x) which obeys the following conditions called Dirichlets
conditions :
w
.re
jin
pa
1. f(x) is defined in an interval (a,a+2l), and f(x+2l) = f(x) so that f(x) is a periodic
function of period 2l.
2. f(x) is continuous or has only a finite number of discontinuities in the interval
(a,a+2l).
3. f(x) has no or only a finite number of maxima or minima in the interval (a,a+2l).
Also, let
a 2l
1
l
a 2l
1
l
a 2l
f ( x)dx
n
l
xdx,
n 1,2,3,..... (2)
f ( x) sin
n
l
xdx,
n 1,2,3,...... (3)
oa
d
fro
bn
(1)
f ( x) cos
an
1
l
a0
do
w
nl
a0
n
n
an cos
x bn sin
x
(4)
2 n1
l
l
is called the Fourier series of f(x) in the interval (a,a+2l). Also, the real numbers a0, a1, a2,
.an, and b1, b2 , .bn are called the Fourier coefficients of f(x). The formulae (1), (2) and
(3) are called Eulers formulae.
It can be proved that the sum of the series (4) is f(x) if f(x) is continuous at x. Thus we have
a
n
n
an cos
x bn sin
x .
f(x) = 0
(5)
2 n1
l
l
Suppose f(x) is discontinuous at x, then the sum of the series (4) would be
1
f (x ) f (x )
2
where f(x+) and f(x-) are the values of f(x) immediately to the right and to the left of f(x)
respectively.
Downloaded from www.pencilji.com
an
n
1
f ( x) cos
l0
l
bn
n
1
f ( x) sin
l0
l
(6)
n 1,2,......
xdx,
2l
om
xdx,
ul
.c
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (0,2l).
f ( x)dx
0
f ( x) cos nxdx
0
f ( x) sin nxdx
a0
2
fro
f(x) =
oa
d
Case (ii)
n=1,2,..
(7)
n=1,2,..
bn
w
.re
an
jin
a0 =
pa
If we set l= , then f(x) is defined over the interval (0,2 ). Formulae (6) reduce to
an cos nx bn sin nx
(8)
n 1
do
w
nl
Suppose a=-l. Then f(x) is defined over the interval (-l , l). Formulae (1), (2) (3) reduce to
n =1,2,
a0
1
f ( x)dx
l l
an
1
n
f ( x) cos
l l
l
(9)
bn
xdx
1
n
f ( x) sin
l l
l
xdx, n=1,2,
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (-l , l).
If we set l = , then f(x) is defined over the interval (- , ). Formulae (9) reduce to
a0 =
f ( x)dx
an
bn
n=1,2,..
(10)
n=1,2,..
f ( x) sin nxdx
in (5), we get
f(x) =
a0
2
an cos nx bn sin nx
om
Putting l =
f ( x) cos nxdx
n 1
ul
.c
PARTIAL SUMS
n N
S N ( x)
a0
an cos
x bn sin
n
l
w
.re
n 1
n
l
jin
pa
The Fourier series gives the exact value of the function. It uses an infinite number of terms
which is impossible to calculate. However, we can find the sum through the partial sum S N
defined as follows :
fro
integral values.
In particular, the partial sums for N=1,2 are
x
x
S1 ( x) a0 a1 cos
b1 sin
l
l
x
x
2 x
2 x
S2 ( x) a0 a1 cos
b1 sin
a2 cos
b2 sin
l
l
l
l
If we draw the graphs of partial sums and compare these with the graph of the original
function f(x), it may be verified that SN(x) approximates f(x) for some large N.
oa
d
nl
1. The following rule called Bernoullis generalized rule of integration by parts is useful in
evaluating the Fourier coefficients.
uvdx uv1 u 'v2 u ''v3 .......
do
w
v1
vdx, v2
v1dx,......
2.
x3
e2 x
2
3x 2
e2 x
4
6x
e2 x
8
2
6
cos nx
n3
e2 x
16
e ax cosbxdx
a cosbx b sin bx
a 2 b2
e ax
a sin bx b cosbx
a 2 b2
e ax sin bxdx
3.
If n is integer, then
sin n = 0 ,
cosn = (-1)n ,
sin2n = 0,
cos2n =1
om
Examples
1
2
x in - < x <
pa
f(x) =
ul
.c
1
2
f ( x)dx
x2
2
f ( x) cos nxdx
1
(
2
x)dx
1
(
2
x) cos nxdx
an
w
.re
a0
jin
We have,
1
2
sin nx
n
( 1)
fro
an
1
0
2
oa
d
1
do
w
nl
bn
cos nx
n2
1
(
2
1
2
x) sin nxdx
cos nx
( 1)
n
sin nx
n2
( 1) n
n
f ( x)
a0
2
an cos nx
n 1
bn sin nx
n 1
we get,
( 1)
sin nx
2 n1 n
This is the required Fourier expansion of the given function.
f ( x)
2. Obtain the Fourier expansion of f(x)=e -ax in the interval (- , ). Deduce that
om
( 1) n
2
1
2n
cos ech
Here,
an
ax
a cos nx n sin nx
n2
ax
sin nxdx
a2
ax
n2
a sin nx n cos nx
oa
d
fro
2a ( 1) n sinh a
a 2 n2
pa
cos nxdx
a2
bn =
ul
.c
a
2 sinh a
a
ax
ax
jin
a
1
an
1 e
dx
w
.re
ea
ax
a0
2n ( 1) n sinh a
=
a 2 n2
do
w
nl
Thus,
f(x) =
sinh a
a
2a sinh a
n
( 1) n
cos nx
2
n2
1 a
sinh a
n
( 1) n
2
1
1 n
or
1=
sinh
2 sinh
1
2
( 1) n
2
1
2n
n( 1) n
sin nx
2
n2
1a
2 sinh
1=
( 1) n
2
1
2n
Thus,
cos ech
2
n
( 1) n
2
1
2n
ul
.c
om
3. Obtain the Fourier expansion of f(x) = x2 over the interval (- , ). Deduce that
2
1 1
1 2
......
6
2 32
pa
2 x3
3
x 2 dx
0
f ( x) cos nxdx
fro
w
.re
an
or
a0
jin
x 2 cos nxdx
oa
d
do
w
nl
an
Also,
bn
4( 1)
n2
x2
sin nx
n
2x
cos nx
n2
sin nx
n3
f ( x) sin nxdx 0
Thus
2
2
1
n2
( 1) n cos nx
n2
1
1
2
1 n
6
2
Hence,
1
22
1
32
.....
om
f ( x)
pa
x,0 x
2
x,
f ( x)
ul
.c
Deduce that
1 1
8
32 52
The graph of f(x) is shown below.
......
w
.re
jin
fro
oa
d
Here,
do
w
nl
a0 =
f ( x)dx =
f ( x)dx
0
xdx
0
an
f ( x) cos nxdx
f ( x) cos nxdx
0
x cos nxdx
0
sin nx
n
cos nx
n2
2
( 1) n 1
2
n
Also,
bn
f ( x) sin nxdx
1
( 1) n 1 cos nx
2
1n
ul
.c
f ( x)
om
n 1
Thus,
2
1
(2n 1)2
1
8
32
This is the series as required.
or
1
52
......
n 1
jin
or
2
2
1
( 1) n 1 cos n
2
n 1n
2 cos(2n 1)
(2n 1) 2
w
.re
f( )
pa
For x= , we get
nl
oa
d
fro
do
w
Here,
a0
dx
xdx
an
cos nxdx
x cos nxdx
0
1
( 1) n 1
2
n
bn
sin nxdx
x sin nxdx
0
1
1 2( 1) n
n
Fourier series is
1
1 2( 1) n
n
nx
(
1
)
1
cos
sin nx
2
n
4
n 1n
n 1
Note that the point x=0 is a point of discontinuity of f(x). Here f(x+) =0, f(x-)=- at x=0.
1
1
Hence
[ f ( x ) f ( x )]
0
2
2
2
The Fourier expansion of f(x) at x=0 becomes
1
1
[( 1) n 1]
2
2
4
n 1n
1
or
1
[( 1) n 1]
2
1n
pa
ul
.c
om
f(x) =
1
32
1
52
......
w
.re
jin
Simplifying we get,
6. Obtain the Fourier series of f(x) = 1-x2 over the interval (-1,1).
Here
1
1
1
f ( x)dx = 2 f ( x)dx
1 1
0
fro
a0 =
The given function is even, as f(-x) = f(x). Also period of f(x) is 1-(-1)=2
oa
d
= 2 (1 x )dx
x3
3
2 x
do
w
nl
4
3
1
f ( x) cos(n x)dx
1 1
an
1
2 f ( x) cos(n x) dx
0
= 2 (1 x 2 ) cos(n x)dx
0
an
2 1 x
sin n x
n
( 2 x)
cos n x
(n ) 2
( 2)
sin n x
( n )3
4( 1) n 1
n2 2
1
1
bn
f ( x) sin(n x)dx
1 1
2
n
( 1) n 1
cos(n x)
n2
1
a0
3
3
2
Hence f(x) is even
3/ 2
1
3/ 2
f ( x)dx
3/ 2
3/ 2
oa
d
4
3
4x
dx
3
1
3/ 2
nl
an
do
w
f(-x) = f(x).
......
fro
Also
3
2
1
52
8
The period of f(x) is
1
32
jin
w
.re
Deduce that
pa
om
ul
.c
2
3
f(x) =
2
3/ 2
f ( x) cos
3/ 2
f ( x) cos
0
3/ 2
f ( x)dx
0
3/ 2
3/ 2
2
3/ 2
n x
dx
3/ 2
2n x
dx
3
3/ 2
4
4x
1
3
3
4
n
2n x
sin
3
2n
3
4
3
2n x
cos
3
2n
3
1 ( 1)n
Also,
1
3
bn
n x
dx
3
2
f ( x) sin
3
Thus
f(x) =
4
2
n
1
2n x
1 ( 1) n cos
2
3
1n
ul
.c
Thus,
pa
or
om
1
1 ( 1) n
2
n 1n
8
1 1
......
1= 2 1 2
3 52
2
1 1
1 2
......
8
3 52
f(0) =
jin
NOTE
w
.re
Here verify the validity of Fourier expansion through partial sums by considering an
example. We recall that the Fourier expansion of f(x) = x2 over (- , ) is
4
( 1) n cos nx
3
n2
n 1
The partial sums corresponding to N = 1,2,..6
2
4 cos x
oa
d
S1 ( x)
n N
fro
S N ( x)
Let us define
( 1) n cos nx
n2
1
f ( x)
are
S 2 ( x)
4 cos x cos 2 x
nl
1
4
1
4
cos5 x
cos5 x
cos 4 x
cos3 x
9
25
4
9
3
The graphs of S1 , S2 , S6 against the graph of f(x) = x2 are plotted individually and shown
below :
do
w
S6 ( x)
4 cos x cos 2 x
w
.re
jin
pa
ul
.c
om
On comparison, we find that the graph of f(x) = x2 coincides with that of S6 (x). This verifies
the validity of Fourier expansion for the function considered.
fro
Exercise
Check for the validity of Fourier expansion through partial sums along with relevant graphs
for other examples also.
do
w
nl
oa
d
f ( x)
bn sin
n 1
n x
l
(11)
2
n x
where
bn
f ( x) sin
dx
l 0
l
The series (11) is called half-range sine series over (0,l).
Putting l= in (11), we obtain the half-range sine series of f(x) over (0, ) given by
f ( x)
bn sin nx
n 1
bn
f ( x) sin nxdx
0
Cosine series :
om
Let us define
pa
jin
(12)
w
.re
ul
.c
( x)
( x)
f ( x)
2
n x
f ( x) cos
dx
l 0
l
The series (12) is called half-range cosine series over (0,l)
a0
2
f ( x)
where
in (12), we get
an cos nx
fro
Putting l =
an
oa
d
n 1
a0
f ( x)dx
nl
an
do
w
Examples :
1. Expand f(x) = x( -x) as half-range sine series over the interval (0, ).
We have,
2
bn
f ( x) sin nxdx
0
( x
x 2 ) sin nxdx
bn
cos nx
n
x x2
2x
sin nx
n2
( 2)
cos nx
n3
om
4
1 ( 1) n
3
n
The sine series of f(x) is
4
1
f ( x)
1 ( 1)n sin nx
3
n
n 1
f ( x)
2
jin
x,
over(0, )
pa
x,0
xdx
x cos nxdx
x) cos nxdx
an
x)dx
w
.re
Here
a0
ul
.c
fro
cos10x
......
52
do
w
nl
oa
d
8
, n 2,6,10,.....
n2
Thus, the Fourier cosine series is
2 cos 2 x cos6 x
f(x) =
4
12
32
a0
2
(c x)dx
c0
2
n x
(c x) cos
dx
c0
c
Integrating by parts and simplifying we get,
an
2c
1 ( 1) n
2 2
n
The cosine series is given by
an
f(x) =
c
2
2c
2
n
1
n x
1 ( 1) n cos
2
c
1n
Exercices:
ul
.c
pa
3. f(x) =
over (0, 2 )
4. f(x) = x over (- ,
) ; Deduce that
5. f(x) = x
over (- ,
) ; Deduce that
x,
x 0
over (- , )
x,0 x
Deduce that
2
1 1
.......
8 12 32
1,
x 0
7. f(x) = 0, x 0
over (- , )
1,0 x
oa
d
fro
6. f(x) =
1 1
.......
3 5
1 1
.......
12 32
w
.re
jin
x2
over (- ,
4
2. f(x) = 2x + 3x2 over (- ,
1. f(x) = x
om
Obtain the Fourier series of the following functions over the specified intervals :
1 1
.......
4
3 5
8. f(x) = x sinx over 0 x 2 ; Deduce that
1
3
2
1 4
n 2n
0, 2 x 0
9. f(x) =
over (-2 , 2)
a,0 x 2
10. f(x) = x(2-x) over (0,3)
11. f(x) = x2 over (-1,1)
x,0 x 1
12. f(x) =
(2 x),1 x 2
1
do
w
nl
Deduce that
pa
ul
.c
om
Obtain the half-range cosine series of the following functions over the specified intervals :
16. f(x) = x2 over (0, )
17. f(x) = xsinx
over (0, )
18. f(x) = (x-1)2 over (0,1)
l
kx,0 x
2
19. f(x) =
l
k (l x),
x l
2
jin
HARMONIC ANALYSIS
w
.re
The Fourier series of a known function f(x) in a given interval may be found by finding the
Fourier coefficients. The method described cannot be employed when f(x) is not known
explicitly, but defined through the values of the function at some equidistant points. In such a
case, the integrals in Eulers formulae cannot be evaluated. Harmonic analysis is the process
of finding the Fourier coefficients numerically.
To derive the relevant formulae for Fourier coefficients in Harmonic analysis, we employ the
following result :
fro
The mean value of a continuous function f(x) over the interval (a,b) denoted by [f(x)] is
b
1
defined as
f ( x)
f ( x)dx .
b aa
1
2l
a 2l
f ( x)dx
bn
2[ f ( x)]
1
2l
a 2l
1
2l
a 2l
do
w
an
nl
a0
oa
d
The Fourier coefficients defined through Eulers formulae, (1), (2), (3) may be redefined as
f ( x) cos
n x
dx
l
2 f ( x) cos
f ( x) sin
n x
dx
l
2 f ( x) sin
n x
l
n x
l
Using these in (5), we obtain the Fourier series of f(x). The term a 1cosx+b1sinx is called the
first harmonic or fundamental harmonic, the term a 2cos2x+b2sin2x is called the second
harmonic and so on. The amplitude of the first harmonic is
harmonic is
a22
a12
b12
2
4
5
2
3
3
3
3
f(x)
1.0
1.4
1.9
1.7
1.5
1.2
1.0
Note that the values of y = f(x) are spread over the interval 0 x 2 and f(0) = f(2 ) = 1.0.
Hence the function is periodic and so we omit the last value f(2 ) = 0. We prepare the
following table to compute the first two harmonics.
y = f(x)
cosx
cos2x
sinx
sin2x
ycosx
1.0
60
1.4
0.5
-0.5
0.866
0.866
0.7
120
1.9
-0.5
-0.5
0.866
-0.866
180
1.7
-1
240
1.5
-0.5
-0.5
-0.866
300
1.2
0.5
-0.5
1.2124
1.2124
-0.95
1.6454
-1.6454
-0.7
jin
w
.re
-0.95
ysin2x
-1.7
1.7
0.866
-0.75
-0.75
1.299
1.299
-0.866
0.6
-0.6
-1.0392
-1.0392
-1.1
-0.3
3.1176
-0.1732
ysinx
do
w
nl
oa
d
fro
Total
We have
-0.866
ycos2
x
pa
x0
om
ul
.c
n x
l
an
2 f ( x) cos
bn
n x
2 f ( x) sin
l
2[ y cos nx]
a1
2[ y cos x]
a2
2[ y cos 2 x]
y cos x
2(1.1)
0.367
6
6
2 y cos 2 x 2( 0.3)
0.1
6
6
or l=
y sin x
b1
[ y sin x]
b2
[ y sin 2 x]
6
2
1.0392
y sin 2 x
0.0577
6
The first two harmonics are a1cosx+b1sinx and a2cos2x+b2 sin2x. That is (-0.367cosx +
1.0392 sinx) and (-0.1cos2x 0.0577sin2x)
2. Express y as a Fourier series upto the third harmonic given the following values :
0
4
1
8
2
15
3
7
4
6
5
2
om
x
y
x < 6. The
a0
2
a1 cos
x
l
b1 sin
x
l
a2 cos
a0
2
a1 cos
x
3
b1 sin
x
3
a2 cos
2 x
l
b2 sin
2 x
l
a3 cos
3 x
l
b3 sin
3 x
l
3 x
3
b3 sin
3 x
3
jin
pa
ul
.c
The values of y at x=0,1,2,3,4,5 are given and hence the interval of x should be 0
length of the interval = 6-0 = 6, so that 2l = 6 or l = 3.
The Fourier series upto the third harmonic is
w
.re
or
2 x
3
b2 sin
x
, then
3
a0
y
a1 cos
b1 sin
a2 cos 2 b2 sin 2
2
We prepare the following table using the given values :
Put
b3 sin 3
(1)
x
3
a3 cos
a3 cos3
fro
2 x
3
ycos
ycos2
ycos3
ysin
ysin2
ysin3
04
600
08
-4
-8
6.928
6.928
1200
15
-7.5
-7.5
15
12.99
-12.99
1800
07
-7
-7
2400
06
-3
-3
-5.196
5.196
3000
02
-1
-2
-1.732
-1.732
42
-8.5
-4.5
12.99
-2.598
oa
d
do
w
nl
Total
a1
2[ y cos ]
b1
2[ y sin ]
a2
2[ y cos 2 ]
b2
2[ y sin 2 ]
a3
2[ y cos3 ]
b3
2[ y sin 3 ]
1
(42)
3
2
( 8.5)
2.833
6
2
(12.99) 4.33
6
2
( 4.5)
1.5
6
2
( 2.598)
0.866
6
2
(8) 2.667
6
0
jin
14
om
2[ y ]
ul
.c
2[ f ( x)]
pa
a0
x
x
2 x
2 x
(4.33) sin
1.5 cos
0.866sin
3
3
3
3
This is the required Fourier series upto the third harmonic.
7 2,833cos
w
.re
2.667 cos x
T/6
A (amp)
1.98
1.30
T/3
fro
t(secs)
3. The following table gives the variations of a periodic current A over a period T :
1.05
T/2
2T/3
5T/6
1.30
-0.88
-0.25
1.98
oa
d
Show that there is a constant part of 0.75amp. in the current A and obtain the amplitude of the
first harmonic.
do
w
nl
Note that the values of A at t=0 and t=T are the same. Hence A(t) is a periodic function of
2
t . We have
period T. Let us denote
T
a0
2[ A]
a1
2 A cos
2
t
T
2[ A cos ]
b1
2 A sin
2
t
T
2[ A sin ]
(1)
2 t
T
cos
sin
Acos
Asin
1.98
1.98
T/6
600
1.30
0.5
0.866
0.65
1.1258
T/3
1200
1.05
-0.5
0.866
-0.525
0.9093
T/2
1800
1.30
-1
-1.30
2T/3
2400
-0.88
-0.5
-0.866
5T/6
3000
-0.25
0.5
-0.866
0.7621
pa
ul
.c
0.44
-0.125
0.2165
1.12
3.0137
jin
4.5
w
.re
Total
om
oa
d
fro
4.5
1.5
6
3
2 A cos
1.12
a1
0.3733
6
3
2 A sin
3.0137
b1
1.0046
6
3
The Fourier expansion upto the first harmonic is
a0
a0
2
a1 cos
2 t
T
b1 sin
2 t
T
do
w
nl
2 t
2 t
1.0046sin
T
T
The expression shows that A has a constant part 0.75 in it. Also the amplitude of the first
harmonic is
a12
0.75 0.3733cos
b12 = 1.0717.
30
60
90
120
150
180
210
240
270
300
330
1.80
1.10
0.30
0.16
1.50
1.30
2.16
1.25
1.30
1.52
1.76
2.00
om
x0
90
135
180
225
4.0
3.8
2.4
2.0
-1.5
270
315
360
2.8
3.4
pa
45
jin
x0
ul
.c
2. Obtain the Fourier series of y upto the second harmonic using the following table :
18
24
28
26
20
w
.re
3. Obtain the constant term and the coefficients of the first sine and cosine terms in the
Fourier expansion of y as given in the following table :
9.0
18.2
10
12
24.4
27.8
27.5
22.0
9.0
nl
oa
d
fro
4. Find the Fourier series of y upto the second harmonic from the following table :
do
w
5. Obtain the first three coefficients in the Fourier cosine series for y, where y is given in the
following table :
x
15
6. The turning moment T is given for a series of values of the crank angle
= 750 .
30
60
90
120
150
180
5224
8097
7850
5499
2626
0
= 750 .
do
w
nl
oa
d
fro
w
.re
jin
pa
ul
.c
om
Obtain the first four terms in a series of sines to represent T and calculate T at