Periodic Functions And Fourier Series

Periodic Functions And Fourier Series :-


Definition :


        A function f is said to be periodic with period T if 

(i) f(x) is defined for all x and f(x+T) = f(x) for all  x for some positive number T .      For example , sin x is periodic with period 2π , since sin (x+2π) = sin x . A periodic function has many periods, for if               f(x) = f(x+T) then 

     f(x) = f(x+T) = f(x+2T) = ....=f(x+nT),

   where n is any integer. Hence when T is a period of f, nT is also a period of f , but while referring to period we mean the smallest one .

    Since each of the functions sin x , cos x , sin 2x , cos 2x , .... are of period 2π , we may think of representing a given function f of period 2π by an infinite series of these function as 
                      ∞
 f(x) = a₀/2 + Σ (aₙ cos nx + bₙ sin nx)  ......(1)
                     n=1

   Now two questions arise :

 (i) Supposing the representation (1) is possible , how are the aₙ 's and bₙ 's determined ? 

(ii) If the appropriate values are assigned to the coefficients , does the series converge to f(x) ?

   To answer the first question we assume that the series (1) can be integrated term by term from x= -π to x= π . Then integrating both sides of (1) from -π to π , we have 
    π           π            ∞
   ∫ f(x) = ∫ [a₀/2 + Σ (aₙ cos nx + bₙ sin nx)]dx
  -π          -π           n=1
                 π                                  
      = a₀/2 ∫ dx 
               -π

               ∞        π                       π
      +         Σ (aₙ∫cos nx dx+bₙ∫sin nx dx)
              n=1    -π                     -π   
                    π                          π
      = πa₀ [∵∫ cos nx dx = 0, ∫ sin nx dx =0]
                   -π                         -π  
                            π
 Hence a₀ = 1/π ∫ f(x) dx             ...........(2)  
                           -π

  To find aₙ , we multiply each side of (1) by cos mx , where m is any fixed positive integer and integrate from -π to π . Then
  π                                       π
  ∫ f(x) cos mx dx = a₀/2 ∫ cos mx dx 
 -π                                     -π
               ∞         π
           +  Σ   [aₙ ∫ cos nx cos mx dx 
              n=1     -π
                                 π
                           +bₙ∫ sin nx cos mx dx]
                                -π 

        = πaₙ
              π
         [∵ ∫  cos nx cos mx dx = 0 when m≠n
            -π

                  =π when m=n
             π
             ∫sin nx cos mx dx = 0 for all m,n]
            -π
                           π
 Hence aₙ= 1/π ∫ f(x) cos nx dx  ..........(3)
                          -π

   Similarly to find bₙ , we multiply (1) by   sin mx and integrating term wise from      -π to π we get
  π                                       π
  ∫ f(x) sin mx dx  = a₀/2 ∫ sin mx dx
  -π                                    -π
                 ∞       π
              + Σ [aₙ ∫ cos nx sin mx dx
                n=1   -π
                       π
               + bₙ ∫sin nx sin mx dx  ]
                      -π

                = πbₙ
           π
       [∵∫ cos nx sin mx dx = 0 for all m,n
         -π
                   π
                   ∫sin nx sin mx = 0 when m≠n
                  -π
                  π
                 ∫ sin nx sin mx = π when m=n ]
                -π
                                π
    Hence bₙ = 1/π ∫ f(x) sin nx dx      .......(4)
                              -π

       The equations (2) , (3) and (4) are called Euler's formulae , a₀ ,aₙ and bₙ are called the Fourier Coefficients of f(x) and the series
                       ∞
         1/2 a₀ + Σ (aₙ cos nx + bₙ sin nx )
                      n=1

      when aₙ's and bₙ's are determined by  (2) , (3) and (4) is called the Fourier Series of f whether or not the series converges .

           

              Motivational Quote 

" The truth, he thought, has never been of any real value to any human being - it is a symbol for mathematicians and philosophers to pursue. In human relations kindness and lies are worth a thousand truths."

                                by Graham Greene


Comments

Popular posts from this blog

Accuracy Of Numbers

PFAFFIAN Differential Equations And It's Solutions

Derivation Of Composite Trapezoidal Rule