Fourier

5.
Engineering Mathematics: Fourier Series
Engineering Mathematics:
t-t~u., )
Exercise 1
~ :ilfU :-1 db
UI) "V'l(~~"J':'\
Consider the square wave defined by
(0
with
<t<0
f(t)
~iVla
,
Qn:: { ~-lL
le.~ f ~od.
...l
').1T'
[-r ] t:...
-\-...L
'2Ji
t""V
fL,-:"J
<t-.J...
[
'):-11
r t J t~0
::.'\t"
\...
1\J
~~
--.
-~+j,
.,.
2.-
,
r
t
I
~7f
I
,
:rr
,
,
~ GO <
-1
?"I1od;c,
=-
fI D "
LV
1(1;) (05
Cnw\;)dt ,{ar
~ ~\ L(. _ If~cos Cn~t) Jt-
+ j'f0
:-~ rL - Sin~t)J
()
r::.o
37f
7C
ity>
feN'i dc!
f\ 7,
~ If
COS(Ot)
.4-':'lr
,
,
"
\;, .
:::.0
Solution
"
J..
llf
=-
OIrO
J: i dtJ
and find the Fourier series
for f(t).
"
O<t<1r
1,
= { -1,
f (t) = f (t + 21r). Sketch f (t)
-t
t:::o
-1r
f(t)
+U)Jr
-.LJI.,
2L. -L-
~=-
5.4
Fourier Series
I' <;;{ If ) SD
W =0
I/
f-:::R
1" J.,11
\-11
JJj
.stll~~)J
A
r9
'it
::.-~
La] -...0
-r
II "
!"'I
fIn
fir
TJ 'I
'I 'I 'I 'I
If
II II I --
- - - -
5.5
}he f.. ~-er
bn~ ...L
L
J-I.r L~)s\n~w0
~tn~
..Gl-u
'3((\
ell-
(rvt) d r
1-
~:
t=-o
-- 1l
...Ll
.-
.."
-.j
1\
l-
~'Jrfl
f"\.
If
r1
.-1_
cosnemIr')
( (-
cO.SC-nrr)
(
oS
L- -
co
V1
<;;(I.'\.1\")
Trn
+.-L
( - (OS(n[t)
.!(
n1f
::;.
I. '" l - cosG1f) )
.-[). ("-
C-I:t)
nll
b'1 =
Y1
[ ..1..
0
r11T
+ ,) .
/
Cb S (fl\() ~C::-l)
.~
(\
I]
is E\I.{1r.)
1'\k :,
.-;;-
fl
eJJ
ell\.
6dd
nCl~("'-'
/?
4-
if
o-f
Sint -t -=L
3'7r
$/1\
(3t)
'i-
~,
L..
f\.~
<;'<11\
;>-\
s;{'Vl~~D)
.
4 si-16
t)
'0-
~-
f'
b3
--.
r0'1
6'1.
(!)-f
b.
+~
ir\
to;;..
II
A':: 1
t,"1f
COS~]
._ t .~ [- co<;~ t)]
n
r:::-l\
i L
oa
(~cosCnuJL-)~
~
~ ~
=-
sinCnt)J~J
(S?
s~eS'
fCt)~' ~ 0.0/?
5.6
L
105
2n'H}t- ,
rel
<...
~V\. 't\
--...
6 d
in t-e (f-'rS
-+-
, .,
-- -.
----
-...
-.'.
"
--
..
- -
-- ...
...
...
- - ............................ -
5.5
rct) S\n~
<il0 J,l-
) ~ I
r.~-er
/? ~
fCt)~' ~ 0.0
L
oa
0,.
-u
Sif\
(rvt) d t-
1-
~:
...L
J ~:;:AI_
Cos~n
l-
f1. t)]
+~II [- co<;~
Sint
~
(~COSCnLDl-)~
I ~
h'1
b.
t-;;..o
Co
-#[ ~
" i-(t-
cos ntrll7rJ ]
co,S C-nrr)
(
oS
1r
+.J.,.
L- -
+-LJ
V1
CD ~'LT)
Trn ( - (OS(nrc)
+:-L
+ ,) .
I
CO s(" \l') ~ G:--l)
-[).
I. '" - COS(n'lf) )
C "-C-\:t)
n1l
b'l
..1[.,.".
0
Y1
e.\f e.IA
'1
odd
.+
A:. ~
nalA-(II....
if
f\~
r ~
0'(
4 'Si-~t-)
r'0-
~-
r
1{)5
''\.
S(lI\ C 21'\~\
"-"" "'\
.It- ---..
(j
j>-\
~(\V'\~vtt))
I'
V\
is P\I.('''')
.~
{)1'.
l' -SIi\(3t)
3"fi
0/)
'v. 0-
t"'1['
If
-4II
=-
s;nentiJr]
5.6
P,
7!)1
t~(::)
1$
seM:eS'
1\.."::
~{n
'
l11e
b"" ...L
L r _I.-L
... ...
....-
c:ld in t-e US
-II .,
5.7
5.8
Fourier Series
Fourier Series Theorem

If a periodic function
f (t)
T = 2L is differentiable
with period
all except finitely many points in the interval [Fourier series with coefficients-given
at
L, L] then the
by Euler's formulae is
[A
convergent.
If f (t) is continuous at a point to E [-
L, L] then the value of the
The energy density of a periodic function
prhcPtA-OV\
fOu~e.t'
Energy density and Parseval's Identity
f (t)
of
c:.oetfi~~J
is given by
Fourier series is f(to).
If f(t)
is discontinuous at a point to E [-
L, L] then the value of
T1 JT/2
-T/2
the Fourier series is the ~:lVe~C!g_e

va!ue of the left and right limits of
f(t)
at to.
ClVe.rae~~\v.e.
In
T1 JT/2
-T/2
tb~
e)/.efCt'$e.- f '.
11, t: 'wurie,r S~e-s
at
'\..
t=:-7f.
dt
Energy density may also be calculated by Parseval's Identity:
~
Example
f2(t)
Example
conver(fs fo .1 cd- t= ~ ~
(-I:.0t~~)
If f(t)
f2(t)
dt
= a~+ 2,1 n=l

L(a;
+ b;)
00
00) an) bn
ate
FOurier (cef(1c; eI1
Iff'
()::Xr)pu.kd uo;nCj Ei.I

'3 ibr Mula- .
is the periodic voltage in an electrical circuit then the
energy transferred to the resistor in one period is proportional to

the energy density.
" 'n In 'n
!~u
nn " " " " " "
U " 1111 U lit Jt Jt J't JI JI JI
5.9
tCt)
~od
lnas
Exercise 2
So
Consider the saw tooth wave defined by
with f(t)
(a) Sketch f(
f(t
<t <0
2I\
:=
db
Jr --LL ~)
-il 0 dt t
-L(~O
cQlf
j: l
diJ
l- -z:
~?, JOb::-o
t;:::'w
-L
'?-1\
,;
~lf
\..,~1)
f (t).
of f (t).
~";
-=-
.2,!! ~ \
...L)C.
?lI
- J!:
an:; ~
L.
LI J-t.
~i:
(a)
f(t)
7r
~
7r
27r
t
37r
fu) CQS(t'\L()t)
0 dt
-t (
dt"
n>t
fo-r
tcos ("r) d~
-1nT~'o" '-~~.
~'fJ}J)
,(1IU)
--=2:
'T
Solution
-7r
5.10
t) for -37r < t < 37r.
C~1)
JJ
L ;:::'1f.
\.\
(b) Find the Fourier series for
-37r
OD;
O<t<7r
= { 0,t,
+ 27r).
(c) Find the energy density
JI JI
T=- 21f.
'So ) uL);::-l QAd
f(t)
JI
c.b)
-7r
JI
L,\=t
--\hen
df-
d,\I
du ~ I
&
cos-(nt)
==
SiV\
~t)
I/\.
!;="
y-------l
S in'J \e
fcul'od
Gtn-=-
.:::.L
'11
11
[ tSln((\t)
r~ s\ '{{nt)Jt1
V\
']
VL
C tS\1(\0\:)
A-
='
i)
~-'1r
COg(rA~)J
y\"lt~o
.-utl.
5.11
\f --\
~ G
Engineering
Mathematics:
./'
./
./
.....-
Fourier Series
odc\
'1.
cosG'TD :l-r)"
5.12
V1~1T
(\
Cl",
l-:~1r
f (t) ~ (l~
QcH
b()
p~
.=
.J....
L ~-L
\ ~
SI'1 ((\W
fCt)
U-tr
~ +rrD
\"Jh
~ 1/
~~
U-- ~
t)
---, :;--(
:::.
b~ 6art;j
r
t-~s Cn-\') +
'1f
t - ~ Sflll~t) T
if'\ (
ll.
J y~((\~)dl'l -
S~
(\V-
r-;O
Ji-=-r
~r
----?
'\-;-O
bl')
\\
{\
-1\ coscnr))
l'
l~
~l
~ "'51\
BinC'at;t"
(\.~
w'
(\.:.::.-1
+ ~2
L-
P 1--~nr7.
4-
J-
~4
b'025flJ,t"
1- 1- J.,
tq -t ...
+.J..,
(4.,,) 'L
<
~ (cy-
.
C~~J-~~1'
r
Y\ ~ -l. (-t C~\)Y\)
~ - (~~qf\ __ Sl) ~\_
Y\-
"3
f\,'::' ~
L .\
-~c.o~Ij~~"
R
co{3t)
~rTI
\he. e.nerJJ elms\ \oj \ S ;

Clo T 1: <)
G l:?t
;: ~A "tJJfv
~_~ \J
t-Tr
~i[-
'1:::0
(c) -
[.05(\L 1::)
{' [ - t-~ 6t)
r'l=-3
"\~\
b",
I\.~l
ffJ.
1- Sin
J! " Sll\ft)
AlA.
L (Q(\ WS(rwt) 1: bn ~i'1(n<..ut))
1-
4-
-. 1')
.~.
f\.-l
~ 1t - ~ ~st
fur ">' I
dl-
b Sine" t)ct't-l
f'll'0
0>
eve)\.
V\
'f " " " " " " 'f,t
It
ff
n "
flff"
I'll n "
II J1 "
'In
rn
n t)
1l 1\
l\ " l\ ",
-- .... ---
..
---
Engineering
---.
Mathematics:
Fourier Series
5.13
Engineering
Mathematics:
5.14
Fourier Series
Use MATLAB to see how the Fourier series approximates
the
function.
Fourier series approximation
to f(t)
4
-4 1
1
- -123
"'"
t
l -- - f7~
-3
-2
-1
-3
Here
-2
-1
o
t
refers to the upper index of the sum in the Fourier series,
namely:
N
f(t)
~
ao + L(an
n=l
cos(nwt)
+ bn sin(nwt))
5.15
,tv\.tl\\i'f\j\nj
fCkJ l~
~rOse
Odd and Even functions
odd ~~~~~rJK>n9.
Sff'se.
odd
':l (ic)'$ e-Jef'\
CEo)
c.t) \'5 eveh

tCk "). 5 Ct) ;s odd
~Ct).<=J
Example
A function
cos(
f (t)
wt) and t2
is an odd function if
sin(wt)
and
f (t)
f(t) dt
= 21L
J-r;:>
\
\ ~
C'-)(:>
b~
;"J
..re
tO
...
{~-'h
If.....
c'1"\1'.
j'"'!'"
f(t) dt
be an odd funvction. Then
rr
JI
rrn
-\OJ- V\Qr
u..oJ
tv
coe-\1s
-yv-o
Ul i\
be c~
k
1-
Rc~rr ,\D4J
Jjf(t)dt=O
rr
~ ETIt
-\fi; -If ~
( SOM e
" ,, H
oX0
en
be an even function. Then
i:
2. Let
e\J
E- =co
t3
Properties of even and odd functions

1. Let f(t)
\s
"*'~
o )(E 5 0-\'11~i~".
~y""kt..,,
E)(
= - f( -t)
f(t)
Example
~Ct")..tet)
0)
lr
'rr
11'
rrt
'II
"
11 rrl
'n n II
11
nt'
11 "
"
"
11 Tl '1 "
'1 rf
" l\ U " U il U fillll
" U U " U U " " " " " ~

5.16
nn
II
~Iil
it ~,
D D ~
5.17
Fourier cosine series for/evenJfunctions

Suppose f(t)
is
Then f(t)
is an even function with period

"6"
is an even function, and f(t)
f (t)
Suppose
sin(nwt)
is
1/
"\
So
Fourier sine series fork>dd7functions
= 2L.
E:".O
cos(nwt)
an odd function.
h"
9-'h
f (t)
is an odd function with period
C)
BOo
Then f(t) cos(nwt)
= 2L.
is an odd function, and f(t)
sin(nwt)
even function.
may be represented by a Fourier cosine series

00
f(t)
= ao + Lan
n=l
So f(t)
may be represented by a Fourier sine series

00
cos(nwt)
f(t)
n=l
where
ao
an
L1 Jo(L f(t)
dt
~
( -fltl
rosCr\u:It)
L Jo(, J(t) cos(nwt) dt J
i~ evrn
where
bn
bn sin( nwt)
(L f( t) sin( nwt) dt
L2 Jo
is an
JJ
5.18
I I
cP)~
T
fO') \~ an even
2. L.
Go
L:::-TC
periodIc
uncl
Fourier Series
cD:::-!}"
~hcb'OJ;
5.19
-.JiHl period
~e. touri1"" eoeff\'O-en\-sO'er,;
Exercise 3
a. ~ T, rL
\0 t (t) d
Consider the function defined by
2
= { t-t+
+ ~~
f (t) = f (t + 27f).
(a) Sketch the graph of f(
t)
for
(b) Find the Fourier series for
(-tt11 div t~O

C-r k]lbJ
O<t<7f
f(t)
with
, +r
<t<0
-7f
r
::.l.,
-7f < t
I:;
-_.~ I
< 7f.
\;-:::11'
'2.
~.
,,'l..
~V
~i-- 't ...-r('\.,.j
-
-::.0
f (t).
Solution
~"-
(a)
fCt)
~
f(t)
='
~i 1: (-
(-t)
~Ct) is
L2.. J~ ~ Ct'J
, (J
eVen
fut
u,:; du __
Cf1\
t+l
dU
-=
CoS
dt
V=:-
(t1~
~
~
-;...,
~~~
n2-
a :::-~ LJ.. (-b + l)~\hLt\\:;)- ~

:=
"
"
"
"
rr
"
"
f:r
"
ft
11 "
"
'f n'
1)1 ",
r - 2-
@, L,
.".
'f " "
n>tl
b~ ports
--
;Y
CncOt) db
t+~ ws;(nt) de
1i1t-e~ratAon
COs
Tt "
(\'1- COs;(x1'U")
%
"
"
"
CoSCYlt1
+- -1..2. J
1t '"
11 "
.
Cos
"
C {V\
ll'flf) ~c~
t~o
"
"
'1
----------5.20
On;
~~ C
C_I)n)
-1
Ut"
ItV\n odd
e.ren
ifV') 2-
(cos',~~)
lhe
fa)
o(I
=-
'$
~es
~Yler'
1\
00
-r
L
{\
0-"
CDS
((lw\:-) u:>~i
::-\
. cosCt") + A
({if
"'It
-l-
..
Co 5
coscst) + -
(:t-t)-t- ...
-4tfff
':::
!L 1.
11
1\",0
(0<,;((2 "-\-I)\";
(J.r\ 1-1)2-
?fj1f
cos('5t)
Englneorlng MatlwmHLics: Fourior Surlos
..
5.21
5.22
Fourier Series
5.23
Half Range Expansions

Suppose a function
f (t)
We can extend f (t) to an e..YDperiodic function fe (t) with period

is defined only for the interval
<t< L.
= 4. Then
fe(t)
will have a Fourier cosine series.

f(t)
The function may be represented in terms of either a cosine or

sine series, by extending its definition to the interval
-L < t < L.
Exercise 4
Consider the function
f(t)
for
< t < 2. Sketch
= t2
Similarly, we can extend f(t)
with period
= 4. Then
fo(t)
to an o~
periodic function fo(t)
will have a Fourier sine series.
f(t).
Solution
f(t)
-1
n"n"ff"n"nn"nnnnnwnn"vnnnnnnn~~~~~"
U ~\
1\
U llltli II II lilt n n
1\ B U U U U U U U l\ l\ U 1\ 1\ U 1\ " ~\
5.24
Solution
is
00
Calculating Particular Solutions of Ordinary Differential
ao + Lan
f(t)
Equations using Fourier Series
4
-7fcos(t)
Exercise 5
The forced oscillations of a body of mass
(damping constant
O.02kg/s,
to an external force
f (t)
cos(nt)
n=l
1 kg on a damped
spring constant
4
-97fcos(3t)
spring
25kg/s2) subject
Assume that
YP
(t) can be represented by a Fourier series with
the same period as
is given by the differential equation
f (t ).
00
y"(t)
+ O.02y'(t) + 25y(t) = f(t)
yp(t)
ao
+ L(an
+,en sin(nt))
cos(nt)
-fGt'1
n=l
where y( t) is the displacement from rest and ~.
-7f < t < 0

f(t)
with f(t)
2
= { t-t+
+ ~~
O<t<7f
Determine the particular solution
~'C1)::;
Differentiati':il
2" with
~na,i1~fVLCnt)
respect to~
p
~=I
~p et)
= f(t + 27f).
\I
YP
-::
L ~
t=
cD
(\='I
(\'J. O-(\. CoS

'6t-
n~,\posCnt)j
.
a;e :1
gives,
-t
(.k
-{4
en t) -
VI '). ~i\
(t) to the differential equation
using Fourier series.
Substituting into the differential equation gives
n~
5.25
From Exercise 3, the Fourier series for f(t)
ae ,
<;lV\Cnt) )

P4
Of) caS C()t)
5.26
.? +Ct).
ft") [
5.27
Fourier Series
C;lS - n~)"2 + (0 -02V\)J ~
<::>
06Ln..01"l
IIl=J
= Q'5 ~o
aD
+ ~fl
:z: 2. 5 C cif)COS(nt)
-t
,1\ =-1
\\f-
Slf\ Cnt~
D 'o:Qn 0"
!JO)
Yl U\Q)
Fo1
'
(;;)'3 -r)~)2 ~-C0 .-0 'J-rl)7-
-=
of>
(;t)
-\ 2. 0'02 ( _nl.l'()s.I1Cnt) t-nfSoCos Or/;))
If\tt:> ~
sLAbs
(\,.::::1
-r
f~,
( ....
'/..
0(" c.osCnt) - n'/..~"Sl'n
\ - -Ct:lQ~VL~
(nnstOi0~ :
* f;-u" e.A
cQ5Qo:='
0
CO e
\-s
GVe.s
'--'Vo
/"17
--
.J
6<'5ott)1'
l"(->'-'>~:
.::>n(n~
if
cm))
0' ~ n13o- n~ an - ~
~ 5 Pt\ - 0 O~ n fdn
0/i\
()
Qn _
0 -
.- n2-f3n:;;
(3
cX(I
(& ':s _n2)
:::
5 _n'2)~-t(p- o?-p)
C.:(
'V"\4O h"'I
~o
(Deft;""
1!,. ~i<1-- fov

-::0
=- ~
~()
.-
=-
qG
\ ~ (2t:l+o<Oi-)[t
E'<t
ceat;o f) (J'vesol".=; L:?L
'7>
n '2. )
CJf~-t 0-02,1:1f
/'In
0( p\
~=3
[ d n 0 <)
<f\>r
e>Jen
.;:)
6'4-
q Ct67.-r-O'06Z)1f
24-
1CI(2i
,
O06-Z.)1f
O'02n
~~sh ~t;. vj
<2-
V1
C> .
~::;
f,
. ()O~
'1 h. r d
to ~ V~I:.
all _ e)J(ij1
~~4\
(l.o~.\
Cln
G) .
I()~
2-
~ c~s _h'l.)
V\.
'i 0' 0 ~Y\
._
--
O"O~n
___
-.
__
.-...
_.
i=<
'jI\.
IIIaiII&
:::.
__
--..
...
..0..-
1\
l\l\
U U u n llll
" II " " " " " II " li "

5.28
lhe
~u.ner
8e.IAe,.9
~ LX ') ~
-t-
( 0h~
e..
\ne fvt.c.ular
Sol~
oJo~hr-e.Y
l ~ eXt- c:<-~
f>-LtEJ-N\.~
till
II
~'I!I
~, n D 0 ~ ~
5.29
i-S
c{ Goslt) ~ o(~ CDS (: 3.t) + .

g
. \"
'3
~Ct}t
{S ~c~t)t
- ..
J",
,~
rv.
FOURIER INTEGRALS
:. i
-.
~"d
CV)
/1
[Kreyszig, p.510-517]
t".f
,..." .I
,;I
Many non-periodic functions can be represented by Fourier

integrals. Non-periodic phenomena occur in signal processing and
seismic activity.
We consider a non-periodic function to have period
large value of
Letting
L --+
f(t)
L,
2L
for some
and then represent it by a Fourier series.
00, we obtain the Fourier integral
= 1= A(w)
where the functions
cos(wt)
+ B(w)
sin(wt) dw
A( w) and B (w) are defined as follows:
11=
_= J( t) cos(wt)
A(w)
7r
B(w)
7r
11=
_=J(t)sin(wt)dt
dt
5.30
Exercise 6
Consider the single signal pulse defined by
<1
It I > 1
for It I
for
i(t) = { ~
Sketch
f (t)
for all real values of t and find the Fourier integral
representation of
f (t).
'
Solution
f(t)
~1
10
l'
1\ t\ l\ U U II D " " " " " l\ 1\ l\ l\ 1\ 1\ U 11 U ~ II

5.31

S\I"\Ob
t Ct)
A
is
Cw)
=-
non - pe.tiochc
) then
r
"* ~~~ -tCt)
cosCwt)
v: FCt)
=-
C oC:;
~
.;> .1.
Cw -t.~
~ ~\
Sin
~ Lwt) ~
L-~U);~
~t<t-< '1..]
dt
tDu-'-\ ex
Jet):o:
=
TTw
-L.
.-1-.
1r~
J:
..B
odd
JI
job
o
l~
tCXJ \.5
for
Stn(c..<:))
+-
B~cwt)c1~
d
<..oscwtJ
6jSOW\(:
t'k
e;;\ CC
IJ
(o.f\~
t:o~t)
c!?f\Sroll.f\ r-
I ~
U~io"Q)ff""'c;.t?Q.>1
= ~ Jofa
7r
sin(w) wcos(wt)
dw
'1f t.D
using the trapezoidal rule, for various finite values of
,BCl;)) :;: -1
7\
-- is'
Tl
~
fet)
00
Jf --ct
rr
L -.
;rr u>
de
SIn ('U) t;) dt-
= _....k-
~ 0
-c
Sl(\cwt)
c:
LWt)]
"-'
Cos CW}'- ~
f-"-f_
t-"-
[6&
IS,
0"\
cosc-w)l
~
- LOse..,.))
LA.)
or plot the Fourier integral for j(t),weuseMATLAB
j(t)
euev-...
,~ cos;Cwl-:::.j-c"j$
~~rd-.;_.,
,-//0
""c:.klo"\to numerically evaluate the integral
evaluate
2 s\nC<.-O)
S~CcO) "".+
)- S\.l\c_~)J.bin.I'~
(-w)
'SiA.(w) --) 5 II (,,-j" J'"-S I tj To
JJ ~
5.32
Fourier Series
So \\.1ec\ n l.ltrl
c.G>
il b
il il il
4(0) (os (0b)
to e
Note C~ltACL
-6<.SiVl Cu:-
lY'\le~1V
L ca..,
t.:o:i
t-::o-l
~L
.~
JI
The
At
JI
a.
~+
(J.re
5.33
5.34
Fourier Integral Theorem

Use MATLAB to see how the Fourier integral approximates the
many points
Fourier Integral approximation
R, and
1.5
~"l~c ~
11
-0.5
-~-~~--
-1
-1.5
-_.-_.~--
-0.5
<\,~>-
0.5
Fourier Integral approximation
1.5
is finite, then f(t)
Fourier integral equals

2
~2.0C l;~'\\if oy~)i

If
~
-0.5
-1
-2
can be represented by a Fourier integral. The
f (t)
at all points
~r-~
--------~~L\.-.
f (t)
is discontinuous at a point
to E
R then the
is
Fourier integral
equals the average value of the left and right limits of
f (t)
at to.
Note: For the above integral to be finite

-1.5
R where f (t)
continuous.
1.5
0.5
If(t)12 dt
CL
to f(t) - a = 20
is differentiable at all except finitely
if the integral
i:
to f(t) - a ;:: 5
-1
-2
f (t)
If a non-periodic function
function:
-1
-0.5
0.5
1.5
1. f(t)
or 2. f(t)
must be zero outside a finite interval,

rapidly decays to 0 as It I
-t 00 .
df"""
~NVr
-0
.
-!
-----
C\~
t
'n " rr rr rr n
n "lJ
1J " (1)11 11 11
111111
"
11 Tt It
nn
'n 'n 'n
'1l1l ~ " 1\ .~
5.35
L0
Fourier cosine integrals for even functions

E ,
Suppose f(t) is an even

';" function.
0
::: Then f(t) cos(nwt) is an
even function and f(t) sin(nwt) is an odd function. So f(t) may
be represented by a Fourier cosine integral
f(t)
= 1= A(w)
where
l~
So
-::--
bCu)) ::. (J
~ .1t)
Engineering Mathematics: F~uner Senes
~.
r"""
t-ec)/:2. t S
cJ:;
Exercise ~
Represent
f(t)
c,.,.
~ ::;~) ~
S c 0 e~
f (t)
;;;"
lAp
"4' (Q...
.u
LA.r) c;t;:OI"\
""La.
t-
fDl'n
).
J,. \$
t?
eS r1 or Vl'\c:;;}f(),
f'\O
t 0 ci.c:l
T--j--cr I .
as a Fourier sir:l~integral when
cos(wt) dw
for
0<t <1
-1
for
-1 < t < 0
for all other
6Jex\.
"'-
A(w)
2
7r
Joroo
Solution
f&) cos~t)
-f Ct.) is
dt
j(t)
Fourier sine integrals for odd functions

0)1
""
is an odd function. Then f(t) cos(nwt)

is an odd
o
0 -:;..
e
function and f(t) sin(nwt) is an even function. So f(t) may be
(5.,Je{ ~Lhor'\
Suppose f(t)
JC"
A ( w ) ~0
represented by a Fourier sine integral
\f\)~~
\80~
--'1
I
I
I
f(t)
= 1= B(w)
where
I
I
sin(wt) dw
ooLc:l
B(w)
=-
. f(t) sin(wt)
2100
r----"--\
0
7r
dt
-1
c..n
ALW
r~
II
9 nee, fct)
bCW)=
Ib
o.n
odd, noVl- ~~od~c..
~j:
~Ct)
~ [;L
\l
-1\
[
-
~ ?.
Calculating Particular Solutions of Ordinary Differential
$,V\cwt)di-
Equations using Fourier Integrals
r~
Exercise 8
L
1.'t Sif\CvJt)
Jo
~
v..)
dbFind a particular solution to the differential equation
y"(t)
for It I
~IWe.
< 1 .)
00
SlnCwr)
E:rW}
\..
for It I
Solution
1\
r 00
jo
b)( - b
;---H
From Exercise 6, the Fourier cosine integral for
f (t)
= 7r2 Jo(= sin(w) wcos(wt)
dw
l!-/"
S\n Cw\:')[coS
- Cw) --1:) c\w
Assume that yp (t) can be represented as a Fourier integral:
yp(t)
= Jo(= a(w)
~
cos(wt)
~
~.
10
II
.1
II
II
fl II [I
II
11
is:
dw
f(t)
llO-
>1
={ ~
fIt)
nvrn
h.o.\Ie.
tCt)
5.38
Fourier Series
~~-oV)f:h
+ y/(t)0 + 2y(t)
Iwhere
I = f(t)
(
case.)
-T t-~
1-)
~cosc:wt)Jr~1
-\1<..0 -rr<.oJ
5.37
nlln
'n 'n
ru
rn
'n
'Ff
"
'JI
rJl
+ j3(w)
~
sin(wt) dw
~~()'"'
rn In In rn rn 11
'n 1t '" "
11 11
II
tl tl t,
11 tl
III
II II II II II II II I. I
II III .1 II.
5.39
II.
"I
III
"I
.,
();
()
Differentiating with respect to
t twice
ca\/'o
gives
~i\e
\j~a): Jroo
- cO a::.S\n.
()
'jf\\ CJ)
~\i
-W
= roO
CDS c4)\:)
fA
Seco~e\
JlO '
_ u::>"(3(;'(I\CilltJ
GO
t) dc,/': ~s
C' :2-w2)
~
l G:.tt;.
"1
J:--
'R
\'00
J Q
\)V~I~
"'\500o
t)"
T ~""o
V
'.
<:f\~"j
o(cos(wt) T
\~.
_ cO 0(
Sin Cwt- ) t-W
s~t) ~w'\3
- ():;~ 0( CD
I.L ..
iv1 ~
~0('\00)_
Ifw
31(t(,..D
;./\-t-{3l~,,\
.~
t) j .0
6)..-
~
7f Jes
,,,\"V
LC?-)~ -\-LO '2..
3~'). of
& S\r)1\w)
~ C~
t)
~3\(\~)
trCw 4- -
LA)
---
=-
(hk>
CeQ-w:2)
t\ 1'0-)
()\w)
&S;\~J
I(~
..
~:;.lrL ~S\Y\
~)~
w4- --?> t..J +
E1.bs~~
)Aw
o(,=-
(o{ \\,u~t, IT\l~
rCol;Ccotji
,
f)cD ~ G.o ,t
t>L
(,04- -
'2~~)
(:>SinCwt)du:>
CD
C~_u)2.)2. 1:- t.Uls =
~ [ c
1- oDe
&
crve.~
O(~
\ienLe:)
~
(Q~W) f>
~~DI"\
tS"es
to ~e. o\\rfcrentAO-\ 0\UD-ton.
On CLDJCDS C w
IT
-LV~)fS
Lv cl-\; ~
--
c..0'v--\-
+ w fSCOSG.0t~
J
(LOt)
0(
Subs
\u ~V\j
,fCt); ~ j o
'2.0(
~a~
\ ~\
\s '-0 ' ".-. t uJ '
A IS.
t
\be dOLAe
~~
=
-w?-)
Jj
1fc..0 Cw4
, '.
5.40
Fourier Series
2-
Sf~Cto"'lJ
'.'
c> \.<:}.
sihC..JJ
-3vl+ 4-)
t-4)
the
tDuv\
':lpCtc); ~
'eJr"
\()~\
J""
o
slnCW)
r-vt-eu\c<-V' solu.:t"cVl
~.~
C@
5.41
SECOND ORDER PDES
-w~) CosCuJt-) t U)<;.tnG.ot')~
we LU4_~u:?-+ 4)
6.1
Engineering Mathematics: Second order PDEs
u)
[Kreyszig, p.540-552, 558-567]
A partial differential equation (PDE) is an equation involving one
fr?VvI pvJc.
~WMe.4udl:r1
or more partial derivatives of an unknown function

dependent variable
depends
variables which are often time

variables
and y e.g.
. The
on two or more independent
t and one
or several space
(x, t), (x, y, z).
Order
The order of a PDE is the order of the highest derivative in the
equation.
Linearity
A PDE is linear if
and its partial
derivatives appear only linearly
(to the first power). The independent variables can appear in any
way. (M:;
l~) ~r()
J'
Homogeneity
A PDE is homogeneous
if each of its terms contains either
or
one of its partial derivatives. Otherwise we call it inhomogeneous.
"n~"w"""n~nnnnn"wnnnln~nn~nn~~~~~~

Fourier

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5.

Engineering Mathematics: Fourier Series

~ ~\ L(. _ If~cos Cn~t) Jt-

and find the Fourier series

f (t) = f (t + 21r). Sketch f (t)

'I 'I 'I 'I

Engineering Mathematics: Fourier Series

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}he f.. ~-er

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If f (t) is continuous at a point to E [-

L, L] then the value of the

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Energy density and Parseval's Identity

Fourier series is f(to).

L, L] then the value of

the Fourier series is the ~:lVe~C!g_e

11, t: 'wurie,r S~e-s

Energy density may also be calculated by Parseval's Identity:

= a~+ 2,1 n=l

FOurier (cef(1c; eI1

()::Xr)pu.kd uo;nCj Ei.I

energy transferred to the resistor in one period is proportional to

" 'n In 'n

nn " " " " " "

U " 1111 U lit Jt Jt J't JI JI JI

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Consider the saw tooth wave defined by

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(b) Find the Fourier series for

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\he. e.nerJJ elms\ \oj \ S ;

{' [ - t-~ 6t)

L (Q(\ WS(rwt) 1: bn ~i'1(n<..ut))

'f " " " " " " 'f,t

Use MATLAB to see how the Fourier series approximates

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refers to the upper index of the sum in the Fourier series,

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Odd and Even functions

':l (ic)'$ e-Jef'\

c.t) \'5 eveh

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Properties of even and odd functions

" l\ U " U il U fillll

" U U " U U " " " " " ~

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Fourier cosine series for/evenJfunctions

is an even function with period

is an even function, and f(t)

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is an odd function with period

is an odd function, and f(t)

may be represented by a Fourier cosine series

may be represented by a Fourier sine series

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