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LECTURE NOTES OF
ENGINEERING MATHEMATICS–III (Sub Code: MAT31)

COURSE CONTENT

1) Numerical Analysis
2) Fourier Series
3) Fourier Transforms & Z-transforms
4) Partial Differential Equations
5) Linear Algebra
6) Calculus of Variations

Text Book:
Higher Engineering Mathematics by
Dr. B.S.Grewal (36th Edition – 2002)
Khanna Publishers,New Delhi

Reference Book:
Advanced Engineering Mathematics by
E. Kreyszig (8th Edition – 2001)
John Wiley & Sons, INC. New York

FOURIER SERIES

Dr.A.T.Eswara
Professor and Head
Department of Mathematics
P.E.S.College of Engineering
Mandya -571 401

DEFINITIONS :

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.

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.

For example, the function f(x) = x in [-1,1] is even as f(-x) = −x = x = f(x) and the
function f(x) = x in [-1,1] is odd as f(-x) = -x = -f(x). The graphs of these functions are
shown below :
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Graph of f(x) = x Graph of f(x) = x

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.

1. If f(x) is even and g(x) is odd, then

• h(x) = f(x) x g(x) is odd


• h(x) = f(x) x f(x) is even
• h(x) = g(x) x g(x) is even

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.

a a

2. If f(x) is even, then ∫ f ( x)dx = 2∫ f ( x)dx


−a 0

3. If f(x) is odd, then ∫ f ( x)dx


−a
=0

For example,
a a

∫cos xdx
−a
= 2 ∫ cos xdx , as cosx is even
0
a

and ∫ sin xdx


−a
= 0, as sinx is odd

PERIODIC FUNCTIONS :-
3

A periodic function has a basic shape which is repeated over and over again. The
fundamental range is the time (or sometimes distance) over which the basic shape is defined.
The length of the fundamental range is called the period.

A general periodic function f(x) of period T satisfies the condition

f(x+T) = f(x)

Here f(x) is a real-valued function and T is a positive real number.

As a consequence, it follows that


f(x) = f(x+T) = f(x+2T) = f(x+3T) = ….. = f(x+nT)

Thus,
f(x) = f(x+nT), n=1,2,3,…..

The function f(x) = sinx is periodic of period 2π since


Sin(x+2nπ ) = sinx, n=1,2,3,……..

The graph of the function is shown below :

Note that the graph of the function between 0 and 2π is the same as that between 2π and
4π 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.
4

FOURIER SERIES

Series with Half-range series Complex series Harmonic Analysis


arbitrary period

FORMULA FOR FOURIER SERIES

Consider a real-valued function f(x) which obeys the following conditions called Dirichlet’s
conditions :

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

1 a +2 l
l ∫
a0 = f ( x) dx (1)
a

1 a +2 l  nπ 
an =
l a ∫ f ( x ) cos 
 l 
xdx , n =1,2,3,..... (2)

1 a +2 l  nπ 
bn =
l a ∫ f ( x) sin 
 l 
xdx , n =1,2,3,...... (3)

Then, the infinite series


a0 ∞  nπ   nπ 
+ ∑ an cos   x + bn sin  x (4)
2 n =1  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 Euler’s 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 ∞
 nπ   nπ 
f(x) = 0 + ∑ an cos  x + bn sin   x ……. (5)
2 n =1  l   l 
Suppose f(x) is discontinuous at x, then the sum of the series (4) would be
1
2
[
f ( x + ) + f ( x −) ]
where f(x+) and f(x-) are the values of f(x) immediately to the right and to the left of f(x)
respectively.
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Particular Cases
Case (i)
Suppose a=0. Then f(x) is defined over the interval (0,2l). Formulae (1), (2), (3) reduce to
1 2l
a0 = ∫ f ( x)dx
l 0
 nπ 
2l
1
an = ∫
l 0
f ( x) cos 
 l 
xdx , n =1,2,...... ∞ (6)

 nπ 
2l
1
bn = ∫
l 0
f ( x) sin 
 l 
xdx ,

Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (0,2l).

If we set l=π , then f(x) is defined over the interval (0,2π ). Formulae (6) reduce to


1
a0 =
π ∫ f ( x)dx
0

1
an =
π ∫ f ( x) cos nxdx
0 , n=1,2,….. ∞ (7)

1 2π
n=1,2,….. ∞
π ∫0
bn = f ( x) sin nxdx

Also, in this case, (5) becomes



a0
f(x) = + ∑ an cos nx + bn sin nx (8)
2 n =1

Case (ii)

Suppose a=-l. Then f(x) is defined over the interval (-l , l). Formulae (1), (2) (3) reduce to

1
l
n =1,2,…… ∞ (9)
l −∫l
a0 = f ( x)dx
 nπ 
l
1
1
l
 nπ 
bn = ∫
l −l
f ( x) sin 
 l 
xdx ,
an = ∫
l −l
f ( x) cos 
 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 = π , then f(x) is defined over the interval (-π , π ). Formulae (9) reduce to

π
1
π −∫π
a0 = f ( x )dx
6

π
1
π −∫π
an = f ( x ) cos nxdx
, n=1,2,….. ∞ (10)

π
1
n=1,2,….. ∞
π −∫π
bn = f ( x ) sin nxdx

Putting l = π in (5), we get



a0
f(x) = + ∑ an cos nx + bn sin nx
2 n =1

PARTIAL SUMS

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 SN
defined as follows :

n=N
  nπ   nπ  
S N ( x ) = a0 + ∑ an cos   x + bn sin   x  where N takes
n =1   l   l  
positive
integral values.
In particular, the partial sums for N=1,2 are
 πx   πx 
S1 ( x) = a0 + a1 cos   + b1 sin  
 l   l 
 πx   πx   2πx   2πx 
S 2 ( 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.

Some useful results :

1. The following rule called Bernoulli’s generalized rule of integration by parts is useful in
evaluating the Fourier coefficients.
∫uvdx = uv 1 −u 'v2 +u ''v3 +.......
Here u ′, u ′′ ,….. are the successive derivatives of u and
v1 = ∫vdx , v2 = ∫v1dx ,......
We illustrate the rule, through the following examples :
 − cos nx   − sin nx   cos nx 
∫x sin nxdx = x 2   − 2 x  + 2
2
2 3 
 n   n   n 
3 e  2 e   e2 x   e2 x 
2x 2x

∫ =   −   +   −  
3 2x
x e dx x  2  3 x  4  6 x  8  6
       16 

2. The following integrals are also useful :


7

e ax
∫ e cos bxdx = a 2 + b 2 [ a cos bx + b sin bx ]
ax

e ax
∫ e ax
sin bxdx = [ a sin bx − b cos bx ]
a 2 + b2

3. If ‘n’ is integer, then


sin nπ = 0 , cosnπ = (-1)n , sin2nπ = 0, cos2nπ =1

Examples

1. Obtain the Fourier expansion of

1
f(x) = (π − x ) in -π < x < π
2

We have,
π
1 π 1 1
π ∫π
a0 = f ( x )dx = ∫ (π − x)dx
− π π2 −
π
1  x  2

= πx −  = π
2π  2 −π
π π
1 1 1
an =
π− ∫π f ( x ) cos nxdx =
π ∫π 2 (π − x) cos nxdx

Here we use integration by parts, so that


π
1  sin nx  − cos nx 
an = (π − x ) − (−1) 

2π  n  n 2  −π
1
= [ 0] = 0

π
1 1
π −∫π 2
bn = (π − x) sin nxdx

π
1 
= (π − x ) − cos nx − (−1) − sin2 nx 
2π  n  n  −π
( −1) n
=
n

Using the values of a0 , an and bn in the Fourier expansion

∞ ∞
a0
f ( x) = + ∑ an cos nx + ∑bn sin nx
2 n =1 n =1
we get,
π ∞
(−1) n
f ( x) = + ∑ sin nx
2 n =1 n
This is the required Fourier expansion of the given function.
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2. Obtain the Fourier expansion of f(x)=e-ax in the interval (-π , π ). Deduce that

2 ∞
( −1) n
cos ech π = ∑
π n =2 n 2 + 1

Here,
π π
1 1  e −ax 
a0 = ∫ e − ax dx =  
π −π π  − a  −π
e aπ − e −aπ 2 sinh aπ
= =
aπ aπ
π
1
an = ∫ e −ax cos nxdx
π −π
π
1  e −ax 
an =  2 { − a cos nx + n sin nx} 
π a + n
2
 −π
2a  ( −1) n sinh aπ 
=
π  a 2 + n 2 

π
1
∫πe
−ax
bn = sin nxdx
π−

π
1  e −ax 
=  2 { − a sin nx − n cos nx } 
π a + n 2
−π
2n  (−1) n sinh aπ 
=  
π  a 2 + n2 
Thus,
f(x) =
sinh aπ 2a sinh aπ ∞ (−1) n 2 ∞
n(−1) n

+
π
∑n =1 a + n
2 2
cos nx + sinh aπ ∑ 2
π n =1 a + n
2
sin nx

For x=0, a=1, the series reduces to


sinh π 2 sinh π ∞
(−1) n
f(0)=1 =
π
+
π

n =1 n + 1
2

or
 1 ∞ ( −1) n 
sinh π 2 sinh π
1= + − + ∑ 2 
π π  2 n =2 n + 1
2 sinh π ∞ (−1) n
or 1=
π

n =2 n + 1
2

Thus,
9

( −1) n

π cos ech π = 2∑ 2
n =2 n + 1

This is the desired deduction.

3. Obtain the Fourier expansion of f(x) = x2 over the interval (-π , π ). Deduce that
π2 1 1
= 1 + 2 + 2 + ...... + ∞
6 2 3

The function f(x) is even. Hence


π π
1 2
a0 =
π −π ∫ f ( x)dx = π∫
0
f ( x) dx

π π
2 2  x3 
∫ x dx =
2
=
π 0
π 
 3 0
2π 2
a0 =
or 3

π
1
an =
π ∫ f ( x) cos nxdx
−π
π
2
π∫
= f ( x) cos nxdx , since f(x)cosnx is even
0


π ∫0
= x 2 cos nxdx

Integrating by parts, we get


π
2   sin nx   − cos nx   − sin nx 
an =  x 2   − 2 x  + 2 
π  n   n
2
  n
3
 0
4( −1) n
=
n2

π
1
Also, bn =
π ∫ f ( x) sin nxdx
−π
=0 since f(x)sinnx is odd.

Thus

π2 ∞
( −1) n cos nx
f ( x) = + 4∑
3 n =1 n2
π 2 ∞
1
π2 = + 4∑ 2
3 n =1 n

1 π2

1 n
2
=
6
π2 1 1
Hence, = 1 + 2 + 2 + .....
6 2 3
10

4. Obtain the Fourier expansion of

 x ,0 ≤ x ≤ π
f ( x) = 
 2π − x,π ≤ x ≤ 2π
Deduce that
π2 1 1
= 1 + 2 + 2 + ......
8 3 5
The graph of f(x) is shown below.

Here OA represents the line f(x)=x, AB represents the


line f(x)=(2π -x) and AC represents the line x=π .
Note that the graph is symmetrical about the line AC,
which in turn is parallel to y-axis. Hence the function
f(x) is an even function.

Here,

π π
1 2
a0 =
π −π ∫ f ( x)dx = π∫
0
f ( x ) dx

π
2
= ∫ xdx = π
π 0
π π
since f(x)cosnx is even.
1 2
an =
π ∫−π f ( x) cos nxdx = π ∫0 f ( x) cos nxdx
π
2
= π∫
x cos nxdx
0

π
2   sin nx   − cos nx 
x  − 1 
π   n   n 2  0
=
=
2

2
[
( −1) n − 1 ]
Also,
π
1
π −∫π
bn = f ( x) sin nxdx = 0 , since f(x)sinnx is odd

Thus the Fourier series of f(x) is


11

π 2 ∞ 1
f ( x ) = + ∑ 2 [(−1) n − 1] cos nx
2 π n =1 n
For x=π , we get
π 2 ∞ 1
+ ∑ 2 [(−1) n − 1] cos nπ
f (π) =
2 π n =1 n
π 2 ∞ − 2 cos( 2n − 1)π
or π= + ∑
2 π n =1 (2n − 1) 2

Thus,
π2 ∞
1
=∑
n =1 ( 2 n − 1)
2
8
π2 1 1
or = 1 + 2 + 2 + ......
8 3 5
This is the series as required.

5. Obtain the Fourier expansion of

 − π ,− π < x < 0
f(x) = 

 x ,0 < x < π
Deduce that
π2 1 1
= 1 + 2 + 2 + ......
8 3 5

Here,
10 π
 π
a0 = ∫ − πdx + ∫ xdx =−
π −π 0  2
π
1 
0
an =  ∫ − π cos nxdx + ∫ x cos nxdx 
π −π 0 
1
[
= 2 (−1) n − 1

]
1 0 
π
bn =  ∫ − π sin nxdx + ∫ x sin nxdx 
π −π 0 
=
1
n
[
1 − 2(−1) n ]
Fourier series is

f(x) =
−π 1 ∞ 1
[ ]
− ∑ 2 ( −1) n − 1 cos nx + ∑

[ ]
1 − 2( −1) n
sin nx
4 π n =1 n n =1 n
Note that the point x=0 is a point of discontinuity of f(x). Here f(x+) =0, f(x-)=-π at x=0.
1 1 −π
Hence [ f ( x + ) + f ( x − )] = ( 0 − π ) =
2 2 2
The Fourier expansion of f(x) at x=0 becomes
12

−π −π 1 ∞ 1
= − ∑ 2 [( −1) n − 1]
2 4 π n =1 n
π2 ∞
1
or = ∑ 2 [( −1) n − 1]
4 n =1 n
Simplifying we get,
π2 1 1
= 1 + 2 + 2 + ......
8 3 5

6. Obtain the Fourier series of f(x) = 1-x2 over the interval (-1,1).

The given function is even, as f(-x) = f(x). Also period of f(x) is 1-(-1)=2

Here
1
11
a0 = ∫ f ( x ) dx = 2 ∫ f ( x ) dx
1 −1 0
1
1
 x3 
= 2 ∫ (1 − x 2 ) dx = 2 x − 
0  3 0
4
=
3
1
1
1 −∫1
an = f ( x ) cos( nπx ) dx

1
= 2 ∫ f ( x ) cos( nπx ) dx as f(x) cos(nπ x) is even
0
1

= 2 ∫ (1 − x ) cos( nπx )dx


2

Integrating by parts, we get


1
  sin nπx   − cos nπx   − sin nπx 
(
an = 2  1 − x 2  )  − ( −2 x)  + (−2) 
 nπ   ( nπ )   ( nπ ) 0
2 3

4( −1) n +1
=
n 2π2
1
1
bn = ∫ f ( x ) sin( nπx ) dx =0, since f(x)sin(nπ x) is odd.
1 −1

The Fourier series of f(x) is

2 4 ∞
(−1) n +1
f(x) = + 2
3 π

n =1 n2
cos( nπx )

7. Obtain the Fourier expansion of


13

 4x 3
 1 + 3 i n− 2 < x ≤ 0

f(x) =
 1 − 4 x i n0 ≤ x < 3
 3 2

Deduce that
π2 1 1
= 1 + 2 + 2 + ......
8 3 5

3 −3
The period of f(x) is − =3
2  2 
Also f(-x) = f(x). Hence f(x) is even
3/ 2 3/ 2
1 2
a0 = ∫
3 / 2 −3 / 2
f ( x)dx =
3/ 2 ∫ f ( x)dx
0
3/ 2
4  4x 
=
3 ∫ 1 −
0
3 
dx = 0

 nπx 
3/ 2
1
an = ∫
3 / 2 −3 / 2
f ( x) cos dx
 3/ 2 
 2nπx 
3/ 2
2
=
3/ 2 ∫ f ( x) cos
0
3 
dx
3/ 2
  2nπx    
 sin    − cos 2nπx  
4  4x  3    − 4   3 
= 1 −   − 
3 3   2nπ    3   2nπ  2 

      3  
  3      0
=
n π2
4
2
[1 − (−1) ] n

Also,
3
1 2  nπ x 
bn = ∫ f ( x) sin  dx = 0
3−3  3 
2  2

Thus
 2nπx 
∑ n [1 − (−1) ] cos  3 

4 1 n
f(x) =
π2 n =1
2

putting x=0, we get


14

∑ n [1 − (−1) ]

4 1 n
f(0) =
π 2
n =1
2

8  1 1 
or 1=
π2 1 + 32 + 52 + ...... 
 
π 2
1 1
Thus, = 1 + 2 + 2 + ......
8 3 5

NOTE

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 (-π , π ) is

π2 ∞
( −1) n cos nx
f ( x) = + 4∑
3 n =1 n2
Let us define
π2
( −1) n cos nx
n=N
S N ( x) = + 4∑
3 n =1 n2
The partial sums corresponding to N = 1,2,…..6 are
π2
S1 ( x) = − 4 cos x
3
π2
S2 ( x) = − 4 cos x + cos 2 x
3

π2 4 1 4 1
S 6 ( x) = − 4 cos x + cos 2 x − cos 3 x + cos 4 x − cos 5 x + cos 5 x
3 9 4 25 9
The graphs of S1 , S2 , …S6 against the graph of f(x) = x2 are plotted individually and shown
below :
15

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.

Exercise
Check for the validity of Fourier expansion through partial sums along with relevant graphs
for other examples also.

HALF-RANGE FOURIER SERIES


The Fourier expansion of the periodic function f(x) of period 2l may contain both sine and
cosine terms. Many a time it is required to obtain the Fourier expansion of f(x) in the interval
(0,l) which is regarded as half interval. The definition can be extended to the other half in
such a manner that the function becomes even or odd. This will result in cosine series or sine
series only.
Sine series :
Suppose f(x) = ϕ (x) is given in the interval (0,l). Then we define f(x) = -ϕ (-x) in (-l,0).
Hence f(x) becomes an odd function in (-l , l). The Fourier series then is


 nπx 
f ( x) = ∑bn sin   (11)
n =1  l 
2l  nπx 
where bn =
l ∫ f ( x) sin 
0
dx
l 
The series (11) is called half-range sine series over (0,l).

Putting l=π in (11), we obtain the half-range sine series of f(x) over (0,π ) given by


f ( x) = ∑bn sin nx
n =1

π
2
π ∫0
bn = f ( x ) sin nxdx

Cosine series :

Let us define

 φ ( x)
in (0,l) ..... given

f ( x) = 
 φ (− x)
16

in (-l,0) …..in order to make the function even.

Then the Fourier series of f(x) is given by


a ∞
 nπx 
f ( x) = 0 + ∑ an cos   (12)
2 n =1  l 
where,
l
2
a0 = ∫ f ( x )dx
l 0
 nπx 
l
2
an = ∫
l 0
f ( x) cos 
 l 
dx

The series (12) is called half-range cosine series over (0,l)

Putting l = π in (12), we get



a0
f ( x) = + ∑a n cos nx
2 n =1
where
π
2
a0 =
π ∫ f ( x)dx
0
π
2
an =
π ∫ f ( x) cos nxdx
0
n = 1,2,3, …..

Examples :

1. Expand f(x) = x(π -x) as half-range sine series over the interval (0,π ).

We have,
π
2
bn =
π ∫ f ( x) sin nxdx
0
π
2
π∫
= (πx − x 2
) sin nxdx
0

Integrating by parts, we get


π
2  − cos nx   − sin nx   cos nx 
bn = (πx − x 2 )  − ( π − 2 x )   + ( −2) 
π  n   n
2

3
 n  0

=
4
n 3π
[
1 − (−1) n ]
The sine series of f(x) is
4 ∞ 1
f ( x ) = ∑ 3 1 − (−1) n sin nx
π n =1 n
[ ]

2. Obtain the cosine series of


17

 π
x ,0 < x <
 2
f ( x) =  over (0, π)

 π − x, π < x < π
 2
Here
π 2 π 
2 π
a0 = ∫ xdx+ ∫ (π − x)dx =
π 0 π  2
 2 
π π 
2 2
x cosnxdx+ ∫ (π − x) cosnxdx
π  ∫0
an =
π 
 2 
Performing integration by parts and simplifying, we get
2   nπ 
an = − 2 1 + ( −1) n − 2 cos  
nπ  2 
8
=− , n = 2,6,10,.....
n 2π
Thus, the Fourier cosine series is
π 2  cos 2 x cos 6 x cos 10 x 
f(x) = −  2 + + + ...... ∞
4 π 1 32
5 2

3. Obtain the half-range cosine series of f(x) = c-x in 0<x<c

Here
c
2
a0 = ∫ (c − x)dx = c
c0
2c  nπx 
an = ∫ (c − x) cos  dx
c0  c 
Integrating by parts and simplifying we get,

an =
2c
n 2π 2
[
1 − (−1) n ]
The cosine series is given by

 nπx 
f(x) =
c 2c ∞ 1
[
+ 2 ∑ 2 1 − (−1) n cos 
2 π n =1 n
]

 c 

Exercices:

Obtain the Fourier series of the following functions over the specified intervals :
18

x2
1. f(x) = x + over (-π , π )
4
2. f(x) = 2x + 3x2 over (-π , π )
2
π − x 
3. f(x) =   over (0, 2π )
 2 
π 1 1
4. f(x) = x over (-π , π ) ; Deduce that =1 − + −....... ∞
4 3 5
π2 1 1
5. f(x) = x over (-π , π ) ; Deduce that = 2
+ 2 + ....... ∞
8 1 3

 π + x, − π ≤ x < 0
6. f(x) =  over (-π , π )

 π − x,0 ≤ x < π
Deduce that
π2 1 1
= 2 + 2 + ....... ∞
8 1 3
 − 1,− π < x < 0

7. f(x) =  0, x = 0 over (-π , π )
 1,0 < x < π

π 1 1
Deduce that =1 − + −....... ∞
4 3 5
8. f(x) = x sinx over 0 ≤ x ≤ 2π ; Deduce that

1 3

n =2 n − 1
2
=
4

 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)

 π x ,0 ≤ x ≤ 1
12. f(x) = 
 π (2 − x) 1, ≤ x ≤ 2

Obtain the half-range sine series of the following functions over the specified intervals :
19

13. f(x) = cosx over (0,π )


14. f(x) = sin3x over (0,π )
15. f(x) = lx-x2 over (0 , l)

Obtain the half-range cosine series of the following functions over the specified intervals :
16. f(x) = x2 over (0,π )
17. f(x) = xsinx over (0,π )
2
18. f(x) = (x-1) over (0,1)
 l
 k x
,0 ≤ x ≤
19. f(x) = 
2
 k (l − x) , l ≤ x ≤ l
 2
HARMONIC ANALYSIS

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 Euler’s 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 :

The mean value of a continuous function f(x) over the interval (a,b) denoted by [f(x)] is
b
1
[ f ( x)] =
b −a ∫
defined as f ( x) dx .
a

The Fourier coefficients defined through Euler’s formulae, (1), (2), (3) may be redefined as
 1 a + 2l 
a0 = 2 
 2l a
∫ f ( x ) dx  = 2[ f ( x)]

 1 a + 2l  nπx     nπx 
an = 2 
 2l a
∫ f ( x ) cos  dx  = 2  f ( x ) cos
 l     l 


 1 a + 2l  nπx     nπx 
bn = 2 
 2l a
∫ f ( x ) sin  dx  = 2  f ( x ) sin 
 l     l 


Using these in (5), we obtain the Fourier series of f(x). The term a1cosx+b1sinx is called the
first harmonic or fundamental harmonic, the term a2cos2x+b2sin2x is called the second
harmonic and so on. The amplitude of the first harmonic is a12 + b12 and that of second
harmonic is a22 + b22 and so on.
20

Examples
1. Find the first two harmonics of the Fourier series of f(x) given the following table :

x 0 π 2π π 4π 5π 2π
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 ≤ 2π and f(0) = f(2π ) =
1.0. Hence the function is periodic and so we omit the last value f(2π ) = 0. We prepare the
following table to compute the first two harmonics.

ycos2
x0 y = f(x) cosx cos2x sinx sin2x ycosx ysinx ysin2x
x

0 1.0 1 1 0 0 1 1 0 0

60 1.4 0.5 -0.5 0.866 0.866 0.7 -0.7 1.2124 1.2124

120 1.9 -0.5 -0.5 0.866 -0.866 -0.95 -0.95 1.6454 -1.6454

180 1.7 -1 1 0 0 -1.7 1.7 0 0

240 1.5 -0.5 -0.5 -0.866 0.866 -0.75 -0.75 1.299 1.299

300 1.2 0.5 -0.5 -0.866 -0.866 0.6 -0.6 -1.0392 -1.0392

Total -1.1 -0.3 3.1176 -0.1732

We have

  nπx 
an = 2  f ( x) cos   = 2[ y cos nx ]
  l 
as the length of interval= 2l = 2π or
  nπx 
bn = 2  f ( x ) sin   = 2[ y sin nx ]
  l 
l=π

Putting, n=1,2, we get


2∑y cos x
2(1.1)
a1 = 2[ y cos x ] = = == −0.367
6 6
2∑y cos 2 x 2( −0.3)
a2 = 2[ y cos 2 x] = = = −0.1
6 6
21

2∑ y sin x
b1 = [ y sin x ] = = 1.0392
6
2∑ y sin 2 x
b2 = [ y sin 2 x ] = = −0.0577
6
The first two harmonics are a1cosx+b1sinx and a2cos2x+b2sin2x. 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 :

x 0 1 2 3 4 5
y 4 8 15 7 6 2

The values of y at x=0,1,2,3,4,5 are given and hence the interval of x should be 0 ≤ x < 6.
The length of the interval = 6-0 = 6, so that 2l = 6 or l = 3.
The Fourier series upto the third harmonic is

a0  πx πx   2πx 2πx   3πx 3πx 


y= +  a1 cos + b1 sin  +  a2 cos + b2 sin  +  a3 cos + b3 sin 
2  l l   l l   l l 
or

a0  πx πx   2πx 2πx   3πx 3πx 


y= +  a1 cos + b1 sin  +  a2 cos + b2 sin  +  a3 cos + b3 sin 
2  3 3   3 3   3 3 
πx
Put θ = , then
3
a0
y= + ( a1 cosθ + b1 sin θ ) + ( a2 cos 2θ + b2 sin 2θ ) + ( a3 cos 3θ + b3 sin 3θ ) (1)
2
We prepare the following table using the given values :

θ =
x πx y ycosθ ycos2θ ycos3θ ysinθ ysin2θ ysin3θ
3

0 0 04 4 4 4 0 0 0

1 600 08 4 -4 -8 6.928 6.928 0

2 1200 15 -7.5 -7.5 15 12.99 -12.99 0

3 1800 07 -7 7 -7 0 0 0

4 2400 06 -3 -3 6 -5.196 5.196 0

5 3000 02 1 -1 -2 -1.732 -1.732 0

Total 42 -8.5 -4.5 8 12.99 -2.598 0


22

2∑ y 1
a0 = 2[ f ( x)] = 2[ y ] = = ( 42 ) = 14
6 3
2
a1 = 2[ y cos θ ] = ( −8.5) = −2.833
6
2
b1 = 2[ y sin θ ] = (12 .99 ) = 4.33
6
2
a2 = 2[ y cos 2θ ] = ( −4.5) = −1.5
6
2
b2 = 2[ y sin 2θ ] = (−2.598 ) = −0.866
6
2
a3 = 2[ y cos 3θ ] = (8) = 2.667
6
b3 = 2[ y sin 3θ ] = 0

Using these in (1), we get

 πx   πx   2πx   2πx 
y = 7 − 2,833 cos   + (4.33 ) sin   −1.5 cos   − 0.866 sin   + 2.667 cos πx
 3   3   3   3 
This is the required Fourier series upto the third harmonic.

3. The following table gives the variations of a periodic current A over a period T :

t(secs) 0 T/6 T/3 T/2 2T/3 5T/6 T

A (amp) 1.98 1.30 1.05 1.30 -0.88 -0.25 1.98

Show that there is a constant part of 0.75amp. in the current A and obtain the amplitude of the
first harmonic.

Note that the values of A at t=0 and t=T are the same. Hence A(t) is a periodic function of
 2π 
period T. Let us denote θ =  t . We have
T 

a0 = 2[ A]
  2π  
a1 = 2 A cos  t  = 2[ A cos θ ]
 T  (1)
  2π  
b1 = 2  A sin  t  = 2[ A sin θ ]
 T 

We prepare the following table:

2πt
t θ= A cosθ sinθ Acosθ Asinθ
T
23

0 0 1.98 1 0 1.98 0

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 0 -1.30 0

2T/3 2400 -0.88 -0.5 -0.866 0.44 0.7621

5T/6 3000 -0.25 0.5 -0.866 -0.125 0.2165

Total 4.5 1.12 3.0137

Using the values of the table in (1), we get

2∑ A 4.5
a0 = == 1.5
6 3
2∑ A cos θ 1.12
a1 = = = 0.3733
6 3
2∑ A sin θ 3.0137
b1 = = = 1.0046
6 3
The Fourier expansion upto the first harmonic is

a0  2πt   2πt 
A= + a1 cos   + b1 sin  
2  T   T 
 2πt   2πt 
= 0.75 + 0.3733 cos   + 1.0046 sin  
 T   T 
The expression shows that A has a constant part 0.75 in it. Also the amplitude of the first
harmonic is a12 + b12 = 1.0717.

ASSIGNMENT :
1. The displacement y of a part of a mechanism is tabulated with corresponding angular
movement x0 of the crank. Express y as a Fourier series upto the third harmonic.

x0 0 30 60 90 120 150 180 210 240 270 300 330

y 1.80 1.10 0.30 0.16 1.50 1.30 2.16 1.25 1.30 1.52 1.76 2.00

2. Obtain the Fourier series of y upto the second harmonic using the following table :
24

x0 45 90 135 180 225 270 315 360

y 4.0 3.8 2.4 2.0 -1.5 0 2.8 3.4

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 :

x 0 1 2 3 4 5

y 9 18 24 28 26 20

4. Find the Fourier series of y upto the second harmonic from the following table :

x 0 2 4 6 8 10 12

Y 9.0 18.2 24.4 27.8 27.5 22.0 9.0

5. Obtain the first three coefficients in the Fourier cosine series for y, where y is given in the
following table :

x 0 1 2 3 4 5

y 4 8 15 7 6 2

6. The turning moment T is given for a series of values of the crank angle θ 0
= 750 .

θ 0
0 30 60 90 120 150 180

T 0 5224 8097 7850 5499 2626 0

Obtain the first four terms in a series of sines to represent T and calculate T at θ = 750 .

FOURIER TRANSFORMS
Introduction
25

Fourier Transform is a technique employed to solve ODE’s, PDE’s,IVP’s, BVP’s and


Integral equations.
The subject matter is divided into the following sub topics :

FOURIER TRANSFORMS

Infinite Sine Cosine Convolution


Fourier Transform Transform Theorem &
Transform Parseval’s
Identity

Infinite Fourier Transform

Let f(x) be a real valued, differentiable function that satisfies the following conditions:
1) f(x) and its derivative f ′( x ) are continuous , or have only a finite number of
simple discontinu ities in every finite interval, and

2) the integral ∫ f ( x ) dx exists.
-∞
Also, let α be non - zero real parameter. The infinite Fourier Transform of f(x)
is defined by
fˆ (α) = F [ f ( x ) ] = ∫ f ( x ) e iαx dx

−∞

provided the integral exists.

The infinite Fourier Transform is also called complex Fourier Transform or


just the Fourier Transform. The inverse Fourier Transform of f̂ (α ) denoted by
[ ]
F-1 f̂ (α ) is defined by
[ ]
F −1 fˆ (α ) = f ( x ) =
1
2π ∫

−∞
fˆ (α )e −iαx dα

Note : The function f(x) is said to be self reciprocal with respect to Fourier transform
if fˆ (α) = f (α) .

Basic Properties

Below we prove some basic properties of Fourier Transforms:

1. Linearity Property
26

For any two functions f(x) and φ (x) (whose Fourier Transforms exist) and any two
constants a and b,

F [ af ( x ) + bφ ( x ) ] = aF [ f ( x ) ] + bF [φ ( x ) ]

Proof

By definition, we have
F [ af ( x ) + bφ( x ) ] = ∫ [ af ( x ) + bφ( x ) ] e iαx dx

−∞
∞ ∞
= a ∫ f ( x ) e iαx dx + b ∫ φ ( x ) e iαx dx
−∞ −∞

= aF [ f ( x ) ] + bF [φ ( x ) ]

This is the desired property.

In particular, if a = b = 1, we get
F [ f ( x ) + φ ( x ) ] = F [ f ( x ) ] + F [φ ( x ) ]
Again if a= -b = 1, we get
F [ f ( x ) − φ ( x ) ] = F [ f ( x ) ] − F [φ ( x ) ]

2. Change of Scale Property


If f̂ (α ) = F[ f ( x ) ], then for any non - zero constant a, we have

1 α 
F[f ( x )] = f̂  
a a 
Proof : By definition, we have
F [ f ( ax ) ] = ∫ [ f ( ax ) ] e iαx dx

(1)
−∞

Suppose a > 0. let us set ax = u. Then expression (1) becomes


α 
i  u du
F [ f ( ax ) ] = ∫ [ f (u )] e  a 

−∞ a
1 α 
= fˆ   ( 2)
a a
Suppose a < 0. If we set again ax = u, then (1) becomes
u 
iα   du
F [ f ( ax ) ] = ∫ [ f (u)] e
−∞
a
∞ a
α 
1 i  u

∫ [ f (u )] e

= − a
du
a −∞

1 α 
= − fˆ   (3)
a a
Expressions (2) and (3) may be combined as
1 ˆ α 
F [ f ( ax ) ] = f 
a a 
This is the desired property
3. Shifting Properties
For any real constant ‘a’,
27

(i ) F [ f ( x − a ) ] = e iαa fˆ (α)

[ ]
(ii ) F e iax f ( x ) = fˆ (α + a )
Proof : (i) We have
F [ f ( x ) ] = fˆ (α) = ∫ [ f ( x ) ] e iαx dx

−∞

Hence, F [ f ( x − a ) ] = ∫−∞[ f ( x − a ) ] e iαx dx


Set x-a = t. Then dx = dt.Then,


F [ f ( x − a )] = ∫ [ f ( t )]e iα(t +a ) dt

−∞

∫ [ f (t )]e dt

α
= e iαa −∞
i t

= e iαa fˆ (α)
ii) We have

fˆ (α + a ) = ∫ f ( x ) e i ( α+a ) x dx
−∞

=∫

−∞
[ f ( x )e ] e
iax iαx
dx


= ∫ g ( x )e iax dx , where g ( x ) = f ( x )e iax
−∞

= F [ g ( x )]

= F [e iax f ( x ) ]
This is the desired result.

4. Modulation Property

If F [ f ( x ) ] = fˆ (α ),

then , F [ f ( x ) cos ax ] =
1 ˆ
2
[
f (α + a ) + fˆ (α − a ) ]
where ‘a’ is a real constant.

Proof : We have
e iax + e −iax
cos ax =
2

Hence
  eiax + e −iax 
F [ f ( x ) cos ax ] = F  f ( x )  
  2 

=
2
[
1 ˆ
]
f ( α + a ) + fˆ ( α − a ) , b yu s in glin e a rity
a n ds h iftp ro p e rtie
. s

T h isis th ed e s irepdro p e rty .


28

Note : Similarly
F [ f ( x ) sin ax] = 1
2
[ fˆ (α + a) − fˆ (α − a) ]
Examples
-a x
1. Find the Fourier Transform of the function f(x) =e where a >0

For the given function, we have


F [ f ( x )] = ∫ e
∞ −a x
e iαx dx
−∞

= ∫ e e iαx dx 
0 ∞
e iαx dx + ∫ e
−a x −a x

 −∞ 0 

Using the fact that x =x, 0 ≤x <∞and x =- x, - ∞<x ≤0, we get

F [ f ( x )] = ∫ e ax e iαx dx + ∫ e −ax e iαx dx 


0 ∞


 −∞ 0 

= ∫ e ( a +iα) x dx + ∫ e dx 
0 ∞ −( a −iα ) x


 −∞ 0 

 e ( a +iα ) x  0  e −( a −iα ) x  

=   +   
  ( a + iα )  − ∞  − ( a − iα )  0 
 
 1 1 
= +
 ( a + i α ) ( a − iα ) 
 2a 
= 2
(
 a +α  )
2 

2. Find the Fourier Transform of the function


1, x ≤a
f(x) = 
0, x >a
where ‘a’ is a positive constant. Hence evaluate

∞ sin α a cos α x
(i ) ∫−∞ α

∞ sin α
(ii ) ∫0 α

For the given function, we have


F [ f ( x )] = ∫ f ( x)e iαx dx 


 ∞
− 

= ∫ f ( x )e dx + ∫ f ( x )e iαx dx + ∫ f ( x )e iαx dx 
 −a a ∞
iαx

 −∞ −a a 

= ∫ e dx 
a
i αx

 −a 

sin αa 
= 2
 α 
 sin α a 
Thus F [ f ( x ) ] = fˆ ( α ) = 2  (1)
 α 
Inverting f̂ (α ) by employing inversion formula, we get
1 ∞ sin αa
f ( x) = ∫ 2[ ]e −iαx dα
2π −∞ α
29

1 ∞ sin αa ( cos αx − i sin αx )


π ∫−∞
= dα
α
1  ∞ sin αa ( cos α x ) ∞ sin α a sin αx 
=
π ∫−∞ α
dα − i ∫
−∞ α
dα 

Here, the integrand in the first integral is even and the integrand in the second integral is odd.
Hence using the relevant properties of integral here, we get

∞ sin αa cos αx
f ( x) = π1 ∫−∞ α

or
∞ sin αa cos αx
∫−∞ α
dα = πf ( x )

π, x ≤a
=
0, x >a
For x = 0, a = 1, this yields
∞ sin α
∫−∞ α dα = π
Since the integrand is even, we have
∞ sin α
2∫ dα = π
0 α
or
∞ sin α π
∫0 α dα = 2
2 2
3. Find the Fourier Transform of f(x) =e - a x where ' a' is a positive constant.
2
−x
Deduce that f(x) =e 2 is self reciprocal with respect to Fourier Transform.

Here
F [ f ( x )] = ∫ e −a

e iαx dx
2
x2
−∞

= ∫ e −(a ) dx
∞ 2
x 2 −iαx
−∞
 iα 
2
α2 
− ax −  + 2 

=∫ e

 2 a  4 a 

dx
−∞
2
 iα 
− α 
2
 ∞ − ax − 
=e  4a2 
∫  2a 
e dx
−∞

Setting t = ax - , we get
2a
−  α 
2
dt
F [ f ( x) ] = e
 ∞

2
 4a2 
e −t
−∞ a
1 −  α 
2
 ∞
2∫ e − t dt
2
= e 4a2 
a 0
30

1 −  α 
2

= e 4a2 
π , usinggammafunction.
a
π −  α 4 a 2 
2

fˆ ( α ) = e
a
This is the desired Fourier Transform of f(x).
2 2
For a 2 = 1 in f(x) = e - a x
2
2
-x
2
we get f(x) = e and hence,
2
−α
f̂ ( α ) = 2π e 2

- x2
, we get f(α ) = e -α 2 2 .
Also putting x = α in f(x) = e 2

Hence, f( α) and f̂ (α) are same but for constant multiplication by 2π .


Thus f(α) = fˆ (α)
2
-x
It followsthat f(x) = e 2
is self reciprocal

ASSIGNMENT

Find the Complex Fourier Transforms of the following functions :

x, x ≤a
(1) f ( x ) =  where ' a' is a positive constant
0, x >a

0, x <a

(2) f ( x ) = 1, a ≤ x ≤ b where ' a' and ' b' are positive constants
0, x >b

1 − x , x ≤1
(3) f ( x ) = 
 0, x >1

 2 2
a − x , x ≤a
(4) f ( x ) = 

 0, x >a
−a x
(5) f ( x) = xe where ' a' is a positive constant
−x
(6) f ( x ) =e
(7) f ( x ) = cos 2 x 2
(8) f ( x) = sin 3 x 2
of f̂ (α) =e −α
2
(9) Find the inverse Fourier Transform

FOURIER SINE TRANSFORMS

Let f(x) be defined for all positive values of x.


31

f ( x ) sin

The integral ∫
0
αxdx is called the Fourier Sine Transform of f(x). This is

by f̂ s (α) or Fs [ f ( x )]. Thus

f̂ s (α) = Fs [ f ( x ) ] = ∫ f ( x ) sin αx dx

The inverse Fourier sine Transform of f̂ s (α ) is defined


2 ∞
fˆs (α) sin αx dα
π∫
through th e integral
0

This is denoted by f(x) or Fs-1 [ f s (α ) ]. Thus


2
f(x) = Fs-1 [ f s (α ) ] =

fˆs (α ) sin αx dα
π∫ 0

Properties

The following are the basic properties of Sine Transforms.

(1) LINEARITY PROPERTY


If ‘a’ and ‘b’ are two constants, then for two functions f(x) and φ (x), we
have
Fs [ af ( x ) + bφ ( x ) ] = aFs [ f ( x ) ] + bFs [ g ( x ) ]
Proof : By definition, we have
Fs [ af ( x ) + bφ( x ) ] = ∫ [ af ( x ) + bφ( x ) ] sin αx dx

= aFs [ f ( x ) ] + bFs [φ( x ) ]


This is the desired result. In particular, we have
Fs [ f ( x ) + φ ( x ) ] = Fs [ f ( x ) ] + Fs [φ ( x ) ]
and
Fs [ f ( x ) −φ ( x ) ] = Fs [ f ( x ) ] − Fs [φ ( x ) ]

(2) CHANGE OF SCALE PROPERTY

If Fs [f ( x ) ] = f̂ s (α), then for a ≠ 0, we have


1 α 
Fs [f ( ax ) ] = f̂ s  
a a 
Proof : We have

Fs [f ( ax )] = ∫ f ( ax ) sin α x dx

Setting ax = t , we get
 α   dt 
Fs [ f ( ax ) ] = ∫ f ( t ) sin   t  

0
a  a 
1 α 
= f̂ s  
a a 

(3) MODULATION PROPERTY

If Fs [ f ( x ) ] = fˆs (α), then for a ≠ 0, we have


32

Fs [ f ( x ) cosax] = 1
2
[ fˆ (α + a) + fˆ (α − a) ]
s s
Proof : We have
Fs [ f ( x ) cos ax ] = ∫ f ( x ) cos ax sin αx dx

1 ∞
f ( x ){sin (α + a ) x + sin (α − a ) x} dx 
2 ∫0
=


= 1
2
[ fˆ (α + a) + fˆ (α − a) ], by usingLinearityproperty.
s s

EXAMPLES

1. Find the Fourier sine transform of


1, 0 ≤ x ≤a
f ( x) = 
0, x >a
For the given function, we have
f̂ s (α) = ∫ sin α x dx +∫ 0 sin α x dx 
a ∞


 0 a 

a
 − cos αx 
= 
 α 0
1 − cos αa 
= 
 α

e -ax
2. Find the Fourier sine transform of f(x) =
x
Here
 ∞ e −ax sin αx dx 
f̂ s (α) = ∫ 
0 x 
Differentiating with respect to α , we get
d d  ∞ e −ax sin αx dx 
f̂ s (α ) =
dα ∫0
 
dα x 
∞ e −ax ∂
=∫ ( sin αx ) dx
0 x ∂α
performing differentiation under the integral sign
∞ e −ax
=∫ x cos αx dx
0 x

 e − ax 
= 2 { − a cos αx + α sin αx} 
a +α
2
0
a
= 2
a +α2
Integrating with respect to α , we get
α
f̂ s (α ) = tan −1 +c
a
But f̂ s (α ) = 0 when α = 0
∴ c=0
33

α 
f̂ s (α ) = tan −1  
a

3. Find f(x) from the integral equation


1, 0 ≤ α ≤ 1
∞ 
∫0 f ( x ) sin αxdx = 2, 1 ≤ α < 2
0, α≥2

Let φ (α ) be defined by
1, 0 ≤ α ≤1

φ(α) = 2, 1 ≤ α < 2
0, α ≥2

Given

φ(α) = ∫ f ( x ) sin αxdx = fˆ (α)
0 s

Using this in the inversion formula, we get


φ(α ) sin αx dx
2
f (x) =

π∫ 0

= π2  ∫ 0 φ (α ) sinα x dα + ∫ φ (α ) sinα x dα + ∫ φ (α ) sinα x dα 


 1 2 ∞

 1 2 
2  1 2 
=π ∫
 sin αx
 0
dα + ∫ 2 sin αx dα + 0
1 
2
= [1 + cos x − 2 cos 2 x]
πx

ASSIGNMENT

Find the sine transforms of the following functions


 x, 0 < x <1

(1) f ( x ) = a − x, 1 < x <a
 0, x >a

( 2) f ( x ) = xe −ax , a >0
sin x, 0 < x <a
(3) f ( x ) = 
 0, x >a
(4) Solve for f(x) given
∞ 1 −α, 0 ≤α ≤1
∫0 f ( x ) sin αx dx =  0, α >1
Find the inverse sine transforms of the following functions :
−aα
e
(5) fˆs (α) = , a >0
α
34

(6) fˆs ( α ) = π2

FOURIER COSINE TRANSFORMS



Let f(x) be defined for positive values of x. The integral ∫ f ( x ) cos αx dx 0

is called the Fourier Cosine Transform of f(x) and is denoted by f̂ (α ) or F [ f ( x ) ] . Thus


c c

2
f̂ c (α ) = Fc [ f ( x ) ] =

π ∫ f ( x ) cos αxdx
0

The inverse Fourier Cosine Transform of f̂c (α ) is defined


2
the integral ∫ fˆ ( α ) cos α x d α. This is denoted by f (x ) or F

π 0 c

[ ]
f ( x ) = Fc-1 fˆ (α ) =
2
π∫

0
fˆc ( α ) cos α x d α

Basic Properties

The following are the basic properties of cosine transforms :

(1) Linearity property

If ' a' and ' b' are two constants,then for twofunctionsf(x) and φ (x), we have
Fc [ af ( x ) + bφ ( x ) ] = aFc ( f ( x ) ) + bFc ( φ ( x ) )

(2) Change of scale property

If Fc { f ( x )} = f̂ c (α ) , then for a ≠ 0, we have


1 α 
Fc [ f ( ax ) ] = f̂ c  
a a
(3) Modulation property
If Fc { f ( x )} = f̂ c (α ) , then for a ≠ 0, we have
[ 1
Fc [ f ( x ) cos ax ] = f̂ c (α + a ) + f̂ c (α − a )
2
]
The proofs of these properties are similar to the proofs of the corresponding properties of
Fourier Sine Transforms.

Examples
(1) Find the cosine transform of the function
 x, 0 < x <1

f ( x ) = 2 − x, 1< x <2
 0, x >2

We have
35


f̂ c (α ) = ∫ f ( x ) cos αxdx
0

= ∫ x cos αxdx + ∫ ( 2 − x ) cos αxdx + ∫ 0 cos αxdx 


1 2 ∞


0 1 2 

Integrating by parts, we get
   sin αx   − cosαx  1   sin αx   − cosαx   
2

f̂ c ( α ) =   x −   + ( 2 − x )   − ( − 1)   
   α   α  α   α
2 2
 0   1 
 2 cos α − cos 2α − 1
= 
 α2 
(2) Find the cosine transform of f(x) = e -ax , a > 0. Hence evaluate
∞ cos kx
∫0 x 2 + a 2 dx
Here

f̂ c ( α ) = ∫ e − ax cos αxdx
0

 e − ax 
= 2 { − a cosαx + α sin αx} 
a + α
2
0
Thus
 a 
f̂ c ( α ) =  2 2 
 a +α 
Using the definition of inverse cosine transform, we get
2 ∞ a 
f ( x) = ∫  2 2 
cos αxdα
π 0
 a +α 

or
π −ax ∞ cos αx
e =∫ dα
2a 0 α 2 + a2

Changing x to k, and α to x, we get


∞ cos kx πe −ax
∫0 x2 + a2
dx =
2a

(4) Solve the integral equation



∫0 f ( x ) cos αx dx = e −aα

Let φ (α ) be defined by
α
φ (α ) = e-a

Given φ(α) = ∫ f ( x ) cos αx dx = f̂ c (α)
0

Using this in the inversion formula, we get


36

2 ∞
f ( x) = φ (α ) cos αxdα
π ∫0
2 ∞
= ∫ e −aα cos αxdα
π 0

2  e −α α
∞ 
=
π ∫ 0  a 2 + x 2 { − a cos αx + α sin αx} 
0

2a
=
(
π a2 + x2 )
ASSIGNMENT

Find the Fourier Cosine Transforms of the following functions :


 4 x, 0 < x <1

(1) f(x) = 4 − x, 1 < x <4
 0, x >4

(2) f ( x ) = e − ax 2
,a>0
cos x, 0 < x <a
(3) f ( x ) = 
 0, x >a
(4) f ( x) = xe − ax , a > 0
1
(5) f ( x) =
1+ x2
cos 2 x
(6) f ( x) =
1+ x2

(7) Solve for f(x) given


∞ 1 −α, 0 ≤ α ≤1
∫0 f ( x) cos αx dx =  0, α >1
(8) Show that

(i) Fc [ f(x )sinax] =


1
2
[ fˆ ( a + α ) + fˆ ( a − α ) ]
s s

(ii)Fs [ f(x )sina x] = 1


2
[ fˆ (α − a) − fˆ (α − a) ]
c c

CONVOLUTION
∞ ∞
Let f(x) and g(x) be two functions such that ∫−∞ f ( x)dx and ∫−∞g ( x)dx exist.

Then the integral



∫ f ( x −t ) g (t ) dt
−∞

is called the convolution of f(x) and g(x), and is denoted by f * g. Thus



f *g =∫ f ( x − t ) g ( t ) dt
−∞

Note that f * g is a function of x

Properties
37

1. f * g = g * f
2. f * ( g + h ) = ( f * g ) + ( f * h )

Convolution Theorem
L
e
t
F[
f * g]=
αα
f̂(αα
f̂(
)
and
) ĝ(
ĝ( ) b
e
)
t
he F
ou
r
ie
r T
r
ans
f
orm
s o
f f
(x
) a
nd g
(
x) r
es
pe
ct
ive l
y. T
h
e

The convolution theorem may also be rewritten as


[
f * g = F-1 f̂ (α ) ĝ(α ) ]
Parseval’s Identity

A direct consequence of convolution theorem is Parseval’s identity. The Parseval’s identities


in respect of Fourier transforms, sine transforms and cosine transforms are as indicated below
:

Fourier Transforms:
∞ ∞
(a) ∫ fˆ (α) gˆ (α) dα = ∫ f ( x ) g ( x ) dx
−∞ −∞

∞ 2 ∞
∫ fˆ (α) dα = ∫ f ( x ) dx
2
(b)
−∞ −∞

Fourier Sine Transforms:


∞ ∞
(a) ∫ fˆs (α) gˆ (α) dα = ∫ f ( x ) g ( x ) dx
−∞ −∞
∞ 2 ∞
∫ fˆs (α) dα = ∫ f ( x ) dx
2
(b)
−∞ −∞

Fourier CosineTransforms:
∞ ∞
(a) ∫ fˆc (α) g
ˆ (α) dα = ∫ f ( x ) g ( x ) dx
−∞ −∞
∞ 2 ∞
∫ fˆc (α) dα = ∫ f ( x ) dx
2
(b)
−∞ −∞

Examples

(1) Employ convolution theorem to find the inverse Fourier Transform of


1
(α + 4)(α 2 + 9)
2

1 1
Let fˆ ( α ) = 2 , gˆ ( α ) = 2
(α + 4) (α + 9)
We recall the result
Fe[ −a x
]= a 2
a
+α 2
or
1  e −a x 
F −1 =  
(
α 2 + a 2  a )
For a=2, 3, we get
38

1  −2 x 
F −1 = ˆ (α ) =  e
f  = f ( x)
(
α2 +4  2 
 ) 
1  e
−3 x

F −1 = gˆ (α ) =   = g ( x)
(
α +9
2
 )
3 

Convolution theorem is
[ ] ∞
F −1 fˆ (α ) gˆ (α ) = f * g = ∫ f ( x − t ) g ( t ) dt
−∞

1 −2 x −t 1 −3 t

=∫ e e dt
−∞ 2 3
1 ∞ −2 x −t −3 t
12 ∫−∞
= e dt

2
∞ sin x
2. Employ Parseval' s identity t o evaluate ∫0 x 2
dx
1, x ≤ 1
given that f(x) = 
0, x > 1
For the given function, we have
1
1 1  e iαx 
fˆ (α ) =
1


∫ −1
(1) e iαx dx =  
2π  iα  −1
1  2 sin α 
=
2π  α 
Parseval’s identity for Fourier Transforms is

∞ ∞ 2

∫ f ( x ) dx = ∫ fˆ (α ) dα
2
−∞ −∞

or
2
∞ 1  2 sin α 
∫ (1)
1
dx = ∫ dα
2
−1 −∞
2π 
 α  
or
2 ∞ sin 2 α
2=
π ∫ −∞ α2

or
∞ sin 2 α

−∞ α2
dα = π

or
∞ sin 2 α π

0 α
2 2
dα =
, as the integrand on the L.H.S. is even.

Replacing α by x, we get
∞ sin 2 x π

0 x 2
dx =
2

ASSIGNMENT
39

1. Given that F e [ ] = 1 +1α


-x
2
, employ convolutio n theorem

 1 
to find F -1  
 1 + α 2 ( ) 2

2. Use Parseval’s identity to prove the following :

dx π
(i) ∫ =

0
( 2
x + 1 x + 4 122
)( )
dx π
(ii) ∫ =

2
(
0 x +1
2
4
2
)
x π
(iii) ∫ dx = , a>0
0 (x 2
+a 2 2
) 4
1 − x , x ≤1 ∞
(1 - cos x ) 2 dx = π
(iv ) If f ( x) = 
 0, x >1
, Prove that ∫ x4 6
0

Z – TRANSFORMS

Introduction

The Z-transform plays an important role plays in the study of communications, sample
data control systems, discrete signal processing , solutions of difference equations etc.

Z - TRANSFORMS

Definition Properties Examples

Definition

Let un = f(n) be a real-valued function defined for n=0,1,2,3,….. and un = 0 for n<0. Then the
Z-transform of un denoted by Z(un) is defined by


u ( z ) = Z (u n ) = ∑ u n z −n (1)
n =0
The transform also is referred to as the one sided Z-transform or unilateral Z-transform. Next,
we define un = f(n) for n=0, ± 1, ± 2, …… ± ∞.

The two-sided Z-transform is defined by


Z (un ) = ∑un z −n (2)
−∞
The region of the Z-plane in which the series (1) or (2) converges is called the region of
convergence of the transform.
40

Properties of Z-transform

1. Linearity property

Consider the sequences {un} and {vn} and constants a and b. Then

Z[aun + bvn ] = aZ(un) + bZ(vn)

Proof : By definition, we have


Z [au n + bv n ] = ∑[au n + bv n ]z −n
n =0
∞ ∞
= a ∑un z −n + b∑vn z −n
n =0 n =0

= aZ (un ) + bZ (vn )
In particular, for a=b=1, we get

Z[un+vn] = Z(un) + Z(vn)


and for a=-b=1, we get

Z[un - vn] = Z(un) - Z(vn)

2. Damping property

Let Z(un) = u( z) . Then (i) Z (a nun ) = u z ( a) (ii) Z ( a −nun ) = u (az )


Proof : By definition, we have

∞ ∞ −n
z
Z ( a nun ) = ∑( a nun ) z −n = ∑un  
n =0 n =0 a 
z
= u 
a 
Thus
z
Z ( a nun ) = u  
a
This is the result as desired. Here, we note that that if Z(un) = u( z) , then
z
Z ( a n u n ) = [u ( z ) ] Z →Z = u 
a a 

Next,
∞ ∞
Z ( a −nun ) = ∑(a −nun ) z −n = ∑un (az ) −n
n =0 n =0

= u (az )
Thus
Z ( a −nun ) = u (az )
41

This is the result as desired.

3. Shifting property

(a) Right shifting rule :

If Z(un) = u( z) , then Z(un-k) = z-k u( z) where k>0

Proof : By definition, we have


Z ( un −k ) = ∑un −k z −n
n =0
Since un = 0 for n<0, we have un-k = 0 for n=0,1,……(k-1)

Z ( un −k ) = ∑un −k z −n
n =k
−k
= u0 z + u1 z −( k +1) + ....... ∞
Hence = z −k [u0 + u1 z −1 + ....... + ∞]

= z −k ∑un z −n
n =0
−k
=z u( z)
Thus
Z(un-k) = z-k u( z)

(b)Left shifting rule :

Z (un +k ) = z k [u ( z ) − u0 − u1 z −1 − u2 z −2 −...... − uk −1 z −( k −1) ]

Proof :

Z ( u n + k ) = ∑ u n +k z −n
n =0

∞ 
= z k ∑ u n +k z −( k +n ) = z k ∑ u n +k z −( k +n ) , where m =n+k
n =0  n =0 
 ∞ k −1

= z k ∑ u n z −n − ∑ u n z −n 
 n =0 n =0 

= z k [u ( z ) −u0 −u1 z −1 −u2 z −2 −...... −uk −1 z −( k −1) ]

Particular cases :

In particular, we have the following standard results :

1. Z (un +1 ) = z[u ( z ) −u0 ]


2. Z (un +2 ) = z 2 [u ( z ) − u0 − u1 z −1 ]
42

3. Z (un +3 ) = z 3[u ( z ) − u0 − u1 z −1 − u2 z −2 ] etc.

Some Standard Z-Transforms :

1.Transform of an
By definition, we have

Z (a n ) = ∑ a n z − n
n =0

∞ n 2
a a a
= ∑   = 1 + +   + ..... + ∞
n =0  z  z z
1 z
The series on the RHS is a Geometric series. Sum to infinity of the series is or
1− a z−a
z
z
Thus, Z (a n ) =
z −a
z
In particular, when a=1, we get Z(1) =
z −1

2. Transform of ean
Here
Z (e an ) = Z ( k n ) where k = ea
z z
= =
z − k z − ea
Thus
z
Z (e an ) =
z − ea

3. Transform of np , p being a positive integer

We have,

Z (n p ) = ∑n p z −n
n =0

= z ∑n p −1 z −( n +1) n (1)
n =0

Also, we have by defintion



Z (n p −1 ) = ∑n p −1 z −n
n =0
Differentiating with respect to z, we get
43

[ ]

d d
dz
Z (n p −1 ) =
dz
∑n
n =0
p −1
z −n

= ∑n p −1 (−n) z −( n +1)
n =0

Using this in (1), we get


d
Z ( n p ) = −z [ Z (n p −1 )]
dz

Particular cases of Z (n p ) :-

1. For p = 1, we get
Z ( n) = −z
d
[ Z (1)] = −z d  z  = z 2
dz dz  z −1  ( z −1)
Thus,
z
Z ( n) =
( z −1) 2

2. For p = 2, we get
d   z2 + z
Z (n 2 ) = −z [ Z (n)] = −z d 
z
 ( z −1) 2  =
 ( z −1)3
dz dz  
Thus,
z2 + z
Z (n 2 ) =
( z −1)3

3. For p = 3, we get
z3 + 4z 2 + z
Z (n3 ) =
( z − 1) 4

4. Transform of nan
By damping property, we have
 z 
Z (na n ) = [ Z (n)] Z →Z =  2
a
 ( z − 1)  Z →Z a
z , in view of damping property
a az
= =
z 
2
( z − a)2
 − 1
a 
Thus,
az
Z (na n ) =
( z − a) 2

5. Transform of n2an
We have,
 z2 + z 
Z (n 2 a n ) = Z (n 2 ) [ ]
Z→
Z = 3
a
( z −1) Z →Z
a
44

Thus,
az 2 + a 2 z
Z (n 2 a n ) =
( z − a )3

6. Transforms of coshnθ and sinhnθ


We have
e nθ + e −nθ
cosh nθ =
2
1
Z (cosh nθ ) = Z (e nθ + e −nθ )
2

=
1
2
[ ]
Z (e nθ ) + Z (e −nθ ) , by using the linearity property

1 z z 
=  +
2 z −e θ
z − eθ 
 (eθ + e −θ ) 
−θ θ z − 
z  z −e + z −e  2
=  2 θ −θ  = z 2 θ −θ 
2  z − z (e + e ) + 1   z − z (e + e ) + 1 
 
z[ z − cosh θ ]
= 2
z − 2 z cosh θ + 1
Next,
e nθ − e −nθ
sinh nθ =
2
z 1 1 
Z (sinh nθ ) =  −
2 z −e θ
z − e −θ 
z eθ − e −θ 
=  2 
2  z − 2 z cosh θ + 1
z sinh θ
=
z − 2 z cosh θ + 1
2

7. Transforms of cosnθ and sinnθ

We have
ein θ + e −in θ
cos nθ =
2
1
Z (cos nθ ) = Z (ein θ + e −in θ )
2
45

1 z z 
=  +
2 z −e iθ
z − e −iθ 
z  2 z − (einθ + e −inθ ) 
=  
2  z 2 − z (einθ + e −inθ ) + 1
z[ z − cos θ ]
=
z − 2 z cos θ + 1
2

Next,

einθ − e −inθ
sin nθ =
2i
1 z z 
Z (sin nθ ) =  −
2i  z − e iθ
z − e −iθ 
z  e iθ − e − iθ 
=  2 
2i  z − 2 z cos θ + 1
z sin θ
= 2
z − 2 z cos θ + 1

Examples :

Find the Z-transforms of the following :


n n
1 1
1. un =   +  
2 4
We have,
 1   1 
n n

Z (un ) = Z   +   
 2   4  
n n
1 1
= Z  + Z 
2 4
z z 2z 4z
= + = +
1 1 2 z − 1 4 z −1
z− z−
2 4
2 z (8 z − 3)
=
(2 z − 1)( 4 z −1)

1
2. un =
n!
Here
46

n
1 
∞ ∞  
1 1  z
Z (un ) = Z = ∑ z −n =∑
n! n =0 n! n =0 n!
2
,
1  1 
    1
z z
= 1 +   +   + ........ = e z , by exponential theorem
1! 2!

3. un = a n cos nθ
We have
z ( z − cos θ )
Z (cos nθ ) =
z − 2 z cos θ + 1
2

By using the damping rule, we get


 z ( z − cos θ ) 
Z ( a n cos nθ ) =  2 
 z − 2 z cos θ + 1 Z →Z a
zz 
 − cos θ 
aa 
= 2
 
z  
z
  − 2  cos θ + 1
 
a a
z ( z − a cos θ )
= 2
z − 2az + a 2

1
4. un = ( n +2)!
1 1
Let us denote vn = , so that vn+2 = ( n +2)! = un
n!
Here
1

Z (v n ) = e z
Hence
 v
Z (un ) = Z (vn + 2 ) = z 2 Z (vn ) − v0 − 1  , by left shifting rule
 z
 1 1 1 1
= z 2 e z − − . 

 0! z 1!

 1 1
= z 2 e z −1 − 

 z

ASSIGNMENT

Find the Z-transforms of the following :


1. un = cos(2n+3)
2. un = cosh2n
3. un = n4
4. un = an coshnθ
5. un = an sinhnθ
47

6. un = e-an cosnθ
7. un = e-an sinnθ
8. un = a-n n2
9. un = (n-2)3
10. un = (n+1)4