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Cours1 Fourier
Cours1 Fourier
Série de Fourier
∞
X
f ∈ L2 ([0, 1]) ⇐⇒ f (x) = fˆn e 2iπnx
n=−∞
where Z 1
fˆn = f (x)e −2iπnx dx
0
Orthogonalité Z 1
e 2iπkx e −2iπpx dx = δkp
0
Orthogonalité Z 1
e 2iπkx e −2iπpx dx = δkp
0
Identité de Parseval
Z 1 ∞
X
|f (x)|2 dx = |fˆn |2
0 n=−∞
1 2inπx 1 −2inπx
f (x) = cos(2πnx) = e + e
2 2
i 2inπx i
g (x) = sin(2πnx) = − e + e −2inπx
2 2
fˆ1 = fˆ−1 = 1/2, fˆk = 0 pour kkk =
6 1
ĝ1 = −ĝ−1 = −i/2, ĝk = 0 pour kkk =
6 1
∞
X
f (x) = fˆn e 2iπnx
n=−∞
Euler e 2iπnx
= cos(2πnx) + isin(2πnx)
X∞
=⇒ f (x) = an cos(2πnx) + bn sin(2πnx)
n=0
where an = 2Re[fˆn ], bn = −2Im[fˆn ]
1 1
5
0.8 0.8
4 0.6 0.6
0.4 0.4
3
0.2 0.2
signal
1
= 1 0
-0.2
-0.2 0
-0.2
-0.4 -0.4
0
-0.6 -0.6
-1 -0.8 -0.8
-1 -1
-2 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
time
0.8
0.6
0.4
0.2
+1 0
-0.2
-0.4
-0.6
-0.8
-1
0 0.2 0.4 0.6 0.8 1
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
-2 0
-0.2
+1 0
-0.2
-0.4 -0.4
-0.6 -0.6
-0.8 -0.8
-1 -1
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
Z 0.75
1
Ĥk = e −2iπkx dx = [e −2iπkx ]0.25
0.75
0.25 −2iπk
1 1 3 iπk 1 sin(k π2 ) 1 π
= − [e 2 − e 2 iπk ] = = sinc(k )
πk 2i kπ 2 2
(−1)k+1
Ĥk = si k impair
πk
Ĥk = 0 si k pair
Sn = |fˆn |2
Sn = |fˆn |2
Z 1
fˆn = f (x)e −2iπnx dx
0
Z 1
fˆn = f (x)e −2iπnx dx
0
Z 1
fˆn = f (x)e −2iπnx dx
0
Z 1
1 1
fˆn = [ e −2iπnx f (x)]10 − e −2iπnx f 0 (x)dx
−2iπn 0 −2iπn
Le terme de bord s’annule
⇐⇒
⇐⇒
2 π 1/2 −π 2 k 2 /a
f (x) = e −ax fˆk = a e
November 29, 2021 17 / 21
Dérivation
∞
X
f (x) = fˆn e 2iπnx
n=−∞
∞
X
=⇒ f 0 (x) = (2inπ)fˆn e 2iπnx
n=−∞
d 2f
= g sur ]0, 1[(E )
dx 2
avec g(x) connue, de carré intégrable
et des conditions aux limites périodiques pour f
On cherche f sous la forme d’une série de Fourier:
∞
X
f (x) = fˆn e 2iπnx , fˆn inconnus
n=−∞
∞
X
g (x) = ĝn e 2iπnx , ĝn connus
n=−∞
Z 1
ĝn = g (x)e −2iπnx dx
0
∞
df X
= (2iπn)2 fˆn e 2iπnx
dx 2 n=−∞
∞
df X
= (2iπn)2 fˆn e 2iπnx
dx 2 n=−∞
R1
Pour p entier, on calcule 0 (E )e −2iπpx dx
∞
df X
= (2iπn)2 fˆn e 2iπnx
dx 2 n=−∞
R1
Pour p entier, on calcule 0 (E )e −2iπpx dx
Z 1
g (x)e −2iπpx dx = ĝp
0
1
d 2 f −2iπpx
Z
e dx = (2iπp)2 fˆp
0 dx 2
ĝp
=⇒ fˆp = − 2 2
4π p
∞
df X
= (2iπn)2 fˆn e 2iπnx
dx 2 n=−∞
R1
Pour p entier, on calcule 0 (E )e −2iπpx dx
Z 1
g (x)e −2iπpx dx = ĝp
0
1
d 2 f −2iπpx
Z
e dx = (2iπp)2 fˆp
0 dx 2
ĝp
=⇒ fˆp = − 2 2
4π p
∞
X ĝn 2iπnx
=⇒ f (x) = − 2 n2
e
n=−∞
4π