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Orthogonal Functions Fourier Series Summary Chapter 11: Fourier Series 王奕翔 Department of Electrical Engineering National Taiwan University [email protected] December 13, 2013 1 / 44 王奕翔 DE Lecture 13

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Page 1: Chapter 11: Fourier Series - homepage.ntu.edu.twhomepage.ntu.edu.tw/~ihwang/Teaching/Fall13/Slides/DE_Lecture_13... · Orthogonal Functions Fourier Series Summary Chapter 11: Fourier

Orthogonal FunctionsFourier Series

Summary

Chapter 11: Fourier Series

王奕翔

Department of Electrical EngineeringNational Taiwan University

[email protected]

December 13, 2013

1 / 44 王奕翔 DE Lecture 13

Page 2: Chapter 11: Fourier Series - homepage.ntu.edu.twhomepage.ntu.edu.tw/~ihwang/Teaching/Fall13/Slides/DE_Lecture_13... · Orthogonal Functions Fourier Series Summary Chapter 11: Fourier

Orthogonal FunctionsFourier Series

Summary

Fourier Series is invented by Joseph Fourier, which basically asserts thatmost periodic functions can be represented by infinite sums of sine andcosine functions.

Jean Baptiste Joseph Fourier, (1768 - 1830).

2 / 44 王奕翔 DE Lecture 13

Page 3: Chapter 11: Fourier Series - homepage.ntu.edu.twhomepage.ntu.edu.tw/~ihwang/Teaching/Fall13/Slides/DE_Lecture_13... · Orthogonal Functions Fourier Series Summary Chapter 11: Fourier

Orthogonal FunctionsFourier Series

Summary

Fourier’s Motivation: Solving the Heat Equation

Solve u(x, t) : k∂2u

∂x2 =∂u∂t , 0 < x < L, t > 0

subject to : u(0, t) = 0, u(L, t) = 0, t > 0 Boundarycondition

u(x, 0) = f(x), 0 < x < L Initialcondition

The above is called the Heat Equation, which canbe derived from heat transfer theory.Prior to Fourier, there is no known solution to theBVP if f(x) (initial temperature distribution overthe space) is general.

466 ! CHAPTER 12 BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

Solution of the BVP To start, we use the product u(x, t) ! X(x)T(t) to separatevariables in (1). Then, if "l is the separation constant, the two equalities

(4)

lead to the two ordinary differential equations

(5)

(6)

Before solving (5), note that the boundary conditions (2) applied to u(x, t) ! X(x)T(t)are

Since it makes sense to expect that T(t) # 0 for all t, the foregoing equalities holdonly if X(0) ! 0 and X(L) ! 0. These homogeneous boundary conditions togetherwith the homogeneous DE (5) constitute a regular Sturm-Liouville problem:

. (7)

The solution of this BVP was discussed thoroughly in Example 2 of Section 5.2. Inthat example we considered three possible cases for the parameter l: zero, negative,or positive. The corresponding solutions of the DEs are, in turn, given by

(8)

(9)

(10)

When the boundary conditions X(0) ! 0 and X(L) ! 0 are applied to (8) and (9),these solutions yield only X(x) ! 0, and so we would have to conclude that u ! 0.But when X(0) ! 0 is applied to (10), we find that c1 ! 0 and X(x) ! c2 sin ax. Thesecond boundary condition then implies that X(L) ! c2 sin aL ! 0. To obtain a non-trivial solution, we must have c2 # 0 and sin aL ! 0. The last equation is satisfiedwhen aL ! np or a ! np!L. Hence (7) possesses nontrivial solutions when

X(x) ! c1 cos ax $ c2 sin ax, % ! a2 & 0.

X(x) ! c1 cosh ax $ c2 sinh ax, % ! "a2 ' 0

X(x) ! c1 $ c2x, % ! 0

X( $ %X ! 0, X(0) ! 0, X(L) ! 0

u(0, t) ! X(0)T(t) ! 0 and u(L, t) ! X(L)T(t) ! 0.

T ) $ k%T ! 0.

X( $ %X ! 0

X(

X!

T)

kT! "%

x0 L

u = 0 u = 0

FIGURE 12.3.1 Temperatures in a rod of length L

HEAT EQUATION

REVIEW MATERIAL! Section 12.1! A rereading of Example 2 in Section 5.2 and Example 1 of Section 11.4 is recommended.

INTRODUCTION Consider a thin rod of length L with an initial temperature f (x) throughoutand whose ends are held at temperature zero for all time t & 0. If the rod shown in Figure 12.3.1satisfies the assumptions given on page 461, then the temperature u(x, t) in the rod is determinedfrom the boundary-value problem

(1)

(2)

(3)

In this section we shall solve this BVP.

u(x, 0) ! f (x), 0 ' x ' L.

u(0, t) ! 0, u(L, t) ! 0, t & 0

k *2u*x2 !

*u*t

, 0 ' x ' L, t & 0

12.3

92467_12_ch12_p455-492.qxd 2/16/12 11:41 AM Page 466

Below, let’s try to follow Fourier’s steps in solving this problem and seehow Fourier Series is motivated.

3 / 44 王奕翔 DE Lecture 13

Page 4: Chapter 11: Fourier Series - homepage.ntu.edu.twhomepage.ntu.edu.tw/~ihwang/Teaching/Fall13/Slides/DE_Lecture_13... · Orthogonal Functions Fourier Series Summary Chapter 11: Fourier

Orthogonal FunctionsFourier Series

Summary

Fourier’s Motivation: Solving the Heat Equation

Solve u(x, t) : k∂2u

∂x2 =∂u∂t , 0 < x < L, t > 0

subject to : u(0, t) = 0, u(L, t) = 0, t > 0 Boundarycondition

u(x, 0) = f(x), 0 < x < L Initialcondition

Step 1: Assume that the solution takes the form u(x, t) = X(x)T(t) .(This approach was also taken by other predecessors like D. Bernoulli.)

Step 2: Convert the original PDE into the following:

kX ′′T = XT ′ =⇒ X ′′

X =T ′

kT = −λ =⇒{

X ′′ + λX = 0

T ′ + λkT = 0.

Boundary condition becomes X(0)T(t) = X(L)T(t) = 0.Since we want non-trivial solutions, T(t) ̸= 0 =⇒ X(0) = X(L) = 0.

4 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Fourier’s Motivation: Solving the Heat Equation

Solve u(x, t) = X(x)T(t) :{

X ′′ + λX = 0

T ′ + λkT = 0.

subject to : X(0) = X(L) = 0, Boundarycondition

u(x, 0) = f(x), 0 < x < L Initialcondition

Step 3: λ remains to be determined. What values should λ take?1 λ = 0: X(x) = c1 + c2x. X(0) = X(L) = 0 =⇒ c1 = c2 = 0.2 λ = −α2 < 0: X(x) = c1e−αx + c2eαx.

Plug in X(0) = X(L) = 0, we get c1 = c2 = 0.3 λ = α2 > 0: X(x) = c1 cos(αx) + c2 sin(αx).

Plug in X(0) = X(L) = 0, we get c1 = 0, and c2 sin(αL) = 0.Hence, c2 ̸= 0 only if αL = nπ.

To obtain a non-trivial solution, pick λ =n2π2

L2, n = 1, 2, . . . .

5 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Fourier’s Motivation: Solving the Heat Equation

Solve u(x, t) = X(x)T(t) :{

X ′′ + λX = 0

T ′ + λkT = 0.

subject to : X(0) = X(L) = 0, Boundarycondition

u(x, 0) = f(x), 0 < x < L Initialcondition

Step 4: Once we fix λ = n2π2

L2 , n = 1, 2, . . ., we obtain

X(x) = c2 sin(nπ

L x), T(t) = c3 exp

(−kn2π2

L2t)

=⇒ un(x, t) = An sin(nπ

L x)

exp(−kn2π2

L2t), (An := c2c3)

Step 5: Plug in the initial condition =⇒ f(x) = An sin(nπ

L x)

not true for general f(x)!

6 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Fourier’s Motivation: Solving the Heat Equation

Solve u(x, t) = X(x)T(t) :{

X ′′ + λX = 0

T ′ + λkT = 0.

subject to : X(0) = X(L) = 0, Boundarycondition

u(x, 0) = f(x), 0 < x < L Initialcondition

Step 6: By the superposition principle, below satisfies the PDE.

N∑n=1

An sin(nπ

L x)

exp(−kn2π2

L2t)

for any N

The question is, can it satisfy u(x, 0) =N∑

n=1

An sin(nπ

L x)= f(x)?

Not likely7 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Key Observation: f(x) is arbitrary and hence not necessarily a finite sumof sine functions.Fourier’s Idea: How about an infinite series? If we can representarbitrary f(x) by the infinite series (for 0 < x < L)

f(x) =∞∑

n=1

An sin(nπ

L x),

and we can find the values of {An}, the problem is solved.

This motivates the theory of Fourier Series.

8 / 44 王奕翔 DE Lecture 13

Page 9: Chapter 11: Fourier Series - homepage.ntu.edu.twhomepage.ntu.edu.tw/~ihwang/Teaching/Fall13/Slides/DE_Lecture_13... · Orthogonal Functions Fourier Series Summary Chapter 11: Fourier

Orthogonal FunctionsFourier Series

Summary

1 Orthogonal Functions

2 Fourier Series

3 Summary

9 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Functions as Vectors: Inner Product

Definition (Inner Product of Functions)The inner product of f1(x) and f2(x) on an interval [a, b] is defined as

⟨f1, f2⟩ :=∫ b

af1(x)f2(x) dx

Once inner product is defined, we can accordingly define norm.

Definition (Norm of a Function)The norm of a function f(x) on an interval [a, b] is

||f(x)|| :=√

⟨f, f⟩ =

√∫ b

a(f(x))2 dx

.

10 / 44 王奕翔 DE Lecture 13

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Summary

Orthogonality of Functions

Definition (Orthogonal Functions)f1(x) and f2(x) are orthogonal on an interval [a, b] if ⟨f1, f2⟩ = 0.

Definition (Orthogonal Set){ϕ0(x), ϕ1(x), · · · } are orthogonal on an interval [a, b] if

⟨ϕm, ϕn⟩ =∫ b

aϕm(x)ϕn(x) dx = 0, m ̸= n.

Definition (Orthonormal Set){ϕ0(x), ϕ1(x), · · · } are orthonomal on an interval [a, b] if they areorthogonal and ||ϕn(x)|| = 1 for all n.

11 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Examples

Example (Orthogonal or Not Depends on the Inverval)The functions f1(x) = x and f2(x) = x2 are orthogonal on the interval[a, b], a < b, only if a = −b.

Proof: When a < b,

⟨x, x2⟩ =∫ b

ax3 dx =

[1

4x4]b

a=

1

4

(a4 − b4

)= 0 ⇐⇒ a + b = 0

12 / 44 王奕翔 DE Lecture 13

Page 13: Chapter 11: Fourier Series - homepage.ntu.edu.twhomepage.ntu.edu.tw/~ihwang/Teaching/Fall13/Slides/DE_Lecture_13... · Orthogonal Functions Fourier Series Summary Chapter 11: Fourier

Orthogonal FunctionsFourier Series

Summary

Examples

Example (Exponential Functions are Not Orthogonal)For λ1, λ2 ∈ R, f1(x) = eλ1x and f2(x) = eλ2x are not orthogonal on anyinterval [a, b], a < b.

Proof: If λ1 = −λ2,

⟨eλ1x, eλ2x⟩ =∫ b

ae(λ1+λ2)x dx = b − a ̸= 0.

If λ1 ̸= −λ2,

⟨eλ1x, eλ2x⟩ =∫ b

ae(λ1+λ2)x dx =

e(λ1+λ2)b − e(λ1+λ2)a

λ1 + λ2̸= 0,

since an exponential function is strictly monotone.

13 / 44 王奕翔 DE Lecture 13

Page 14: Chapter 11: Fourier Series - homepage.ntu.edu.twhomepage.ntu.edu.tw/~ihwang/Teaching/Fall13/Slides/DE_Lecture_13... · Orthogonal Functions Fourier Series Summary Chapter 11: Fourier

Orthogonal FunctionsFourier Series

Summary

Examples

ExampleThe set of functions

{sin

(nπL x

)| n = 1, 2, . . .

}are orthogonal on [0,L].

Proof: Let ϕn(x) := sin(nπ

L x). For m ̸= n,

⟨ϕm, ϕn⟩ =∫ L

0

sin(mπ

L x)

sin(nπ

L x)

dx

=

∫ L

0

1

2

{cos

((m − n)π

L x)− cos

((m + n)π

L x)}

dx

=L

2(m − n)π

[sin

((m − n)π

L x)]L

0

− L2(m + n)π

[sin

((m + n)π

L x)]L

0

= 0− 0 = 0.

14 / 44 王奕翔 DE Lecture 13

Page 15: Chapter 11: Fourier Series - homepage.ntu.edu.twhomepage.ntu.edu.tw/~ihwang/Teaching/Fall13/Slides/DE_Lecture_13... · Orthogonal Functions Fourier Series Summary Chapter 11: Fourier

Orthogonal FunctionsFourier Series

Summary

Orthogonal Series Expansion

Question: For a infinite orthogonal set {ϕn(x) | n = 0, 1, . . .} on someinterval [a, b], can we expand an arbitrary function f(x) as

f(x) =∞∑

n=0

cnϕn(x) ?

If so, how to find the coefficients {cn}?We answer the former question later with a particular set of orthogonalfunctions.For the latter, simply take the inner product ⟨f, ϕm⟩ to find thecoefficient cm!

⟨f, ϕm⟩ =∞∑

n=0

cn⟨ϕn, ϕm⟩ = cm||ϕm||2 =⇒ cm =⟨f, ϕm⟩||ϕm||2

.

15 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Coefficients in the Solution of the Heat Equation

Recall in solving the Heat equation, the last step is to determine

{An | n = 1, 2, . . .} such that f(x) =∞∑

n=1

An sin(nπ

L x)

.

Based on the principle developed above, we obtain An = ⟨f,ϕn⟩||ϕn||2 , where

ϕn(x) := sin(nπ

L x).

||ϕn||2 =

∫ L

0

(sin

(nπL x

))2

dx =1

2

∫ L

0

{1− cos

(2nπL x

)}dx =

L2.

Hence, An =2

L

∫ L

0

f(x) sin(nπ

L x)

dx, and

u(x, t) =∞∑

n=1

An sin(nπ

L x)

exp(−kn2π2

L2t)

16 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Remaining question:

f(x) =∞∑

n=1

An sin(nπ

L x)

Will the infinite series converge for x ∈ [0,L]?Does it converge to the function f(x) for x ∈ [0,L]?

17 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Complete Set

For an arbitrary (infinite) set of orthogonal functions {ϕn(x)}, it is nottrue that any function f(x) in a space S of functions, can be truthfullyrepresented by its orthogonal series expansion.Only when the set of orthogonal functions is complete in S, theorthogonal series expansion will (essentially) converge to any f(x) in S.

Example{sin(nx) | n = 1, 2, . . .} is orthogonal on [−π, π] but not complete in theset of all continuous functions defined on [−π, π].

It is quite straightforward to show that ⟨sin(mx), sin(nx)⟩ = 0 for anyn ̸= m on [−π, π].To show that it is not complete, note that any even function (like 1, x2,cos x) cannot be represented by

∑cn sin(nx) when x < 0, because the

series is an odd function.

18 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

1 Orthogonal Functions

2 Fourier Series

3 Summary

19 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

A Orthogonal Set of Functions

LemmaThe following set of functions are orthogonal on [−p, p] (in fact,[a, a + 2p] for any a ∈ R).{

1, cos(

nπp x

), sin

(nπp x

) ∣∣∣∣∣n = 1, 2, . . .

}.

If we expand a function using the above orthogonal set of functions, weobtain the Fourier series of the function.Later we will see, this set is complete in the set of all continuousfunctions with continuous derivatives defined on [a, a + 2π].

20 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Definition of Fourier Series

DefinitionThe Fourier series of a function f(x) defined on the interval (−p, p) is

a0

2+

∞∑n=1

{an cos

(nπp x

)+ bn sin

(nπp x

)},

a0 =1

p

∫ p

−pf(x) dx, an =

1

p

∫ p

−pf(x) cos

(nπp

x)

dx, bn =1

p

∫ p

−pf(x) sin

(nπp

x)

dx.

These coefficients are called Fourier coefficients.

Note: In the textbook, Fourier series is defined over the interval (−p, p).In fact, we can also define it over the interval (a, a + 2p) for any a ∈ R.The formulas for the Fourier series and Fourier coefficients are the sameexcept that the integral is taken from a to a + 2p.

21 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Convergence of Fourier Series

x

f(x+)

f(x�)

Question:How about the endpoints ±p ?Answered laterthrough periodicextension.

TheoremLet f and f ′ be piecewise continuous on [−p, p].On (−p, p), its Fourier series converges to

f(x) at a point where f(x) is continuous1

2(f(x+) + f(x−)) where f(x) is discontinuous.

Here

f(x+) := limh↓0

f(x + h), f(x−) := limh↓0

f(x − h).

Note: Again, the interval of interest can bechanged from [−p, p] to [a, a + 2p] for any a ∈ R.

22 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Periodic Extension

Note that a Fourier series consists of periodic functions:

Function Fundamental Period

cos(

nπp x

)2pn

sin(

nπp x

)2pn

Hence, if a Fourier series converges for x ∈ [−p, p] (or [a, a + 2p]), it alsoconverges for any x ∈ R.Moreover, it is a periodic function with fundamental period 2p (thelargest fundamental period of its components).What does it converge to? It converges to the 2p-periodic extension off(x), except the discontinuities.

23 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

�p p 3p�3p

f(x)Periodic extension of f(x)

At x = ±p,±3p,±5p, . . ., the Foruier series of f(x) converges to

f(−p+) + f(p−)

2, where f(−p+) := lim

x↓−pf(x), f(p−) := lim

x↑pf(x)

24 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

�p p 3p�3p

f(x)Periodic extension of f(x)

�p p 3p�3p

Fourier series of f(x)

25 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

In other words,The Fourier series of a piecewise continuous periodic function f(x) withfundamental period 2p that has piecewise continuous f ′(x) is

a0

2+

∞∑n=1

{an cos

(nπp x

)+ bn sin

(nπp x

)},

where

an =1

p

∫ p

−pf(x) cos

(nπp x

)dx, bn =

1

p

∫ p

−pf(x) sin

(nπp x

)dx,

and on R it converges tof(x) at a point where f(x) is continuous1

2(f(x+) + f(x−)) at a point where f(x) is discontinuous.

26 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Examples

Example

Expand f(x) ={0, −π < x < 0

π − x, 0 ≤ x < πinto a Fourier series. What does

the Fourier series converge to at x = 0 and x = π?

27 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Complex Form

For a Fourier series a0

2+

∞∑n=1

{an cos

(nπp x

)+ bn sin

(nπp x

)}, since

cos(

nπp x

)=

1

2

(ei nπ

p x + e−i nπp x

), sin

(nπp x

)=

1

2i

(ei nπ

p x − e−i nπp x

)it can be rewritten as follows:

a0

2+

∞∑n=1

{an

1

2

(ei nπ

p x + e−i nπp x

)+ bn

1

2i

(ei nπ

p x − e−i nπp x

)}

=a0

2+

∞∑n=1

{an − ibn

2ei nπ

p x +an + ibn

2e

−inπp x

}

=

∞∑n=−∞

cneinπ

p x, c0 =a0

2, cn =

an − ibn2

, c−n =an + ibn

2

28 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Complex Form

From the fact that c0 = a0

2 , cn = an−ibn2 , c−n = an+ibn

2 , and

an =1

p

∫ a+2p

af(x) cos

(nπp x

)dx, bn =

1

p

∫ a+2p

af(x) sin

(nπp x

)dx,

one can verify that the Fourier series of a function f(x) can berepresented in the complex form

∞∑n=−∞

cneinπ

p x, where cn =1

2p

∫ a+2p

af(x)e−

inπp x dx .

29 / 44 王奕翔 DE Lecture 13

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Complex Form

On the other hand, if we extend the definition of inner product tocomplex-valued functions:

Definition (Inner Product of Complex-Valued Functions)The inner product of f1(x) and f2(x) on an interval [a, b] is defined as

⟨f1, f2⟩ :=∫ b

af1(x)f∗2(x) dx

Then, it is easy to verify that{

einπ

p x | n ∈ Z}

is an orthogonal set onany [a, a + 2p], and the coefficients in the expansion are exactly the sameas above.

30 / 44 王奕翔 DE Lecture 13

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Summary

Even and Odd Functions

f(x) is an Odd Function if f(x) = −f(−x).f(x) is an Even Function if f(x) = f(−x).

Property

Both f1(x) and f2(x) are even (odd) =⇒ f1(x)f2(x) is even.f1(x) is odd but f2(x) is even =⇒ f1(x)f2(x) is odd.Both f1(x) and f2(x) are even (odd) =⇒ f1(x)± f2(x) is even (odd).

f(x) is even =⇒∫ a

−af(x) dx = 2

∫ a

0

f(x) dx.

f(x) is odd =⇒∫ a

−af(x) dx = 0.

31 / 44 王奕翔 DE Lecture 13

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Summary

Fourier Series of Even and Odd Functions

Recall: Fourier series of a function f(x) on (−p, p) is

a0

2+

∞∑n=1

{an cos

(nπp x

)+ bn sin

(nπp x

)},

with Fourier coefficients

a0 =1

p

∫ p

−pf(x) dx =

{0 f is odd2p∫ p0

f(x) dx f is even

an =1

p

∫ p

−pf(x) cos

(nπp x

)dx =

{0 f is odd2p∫ p0

f(x) cos(

nπp x

)dx f is even

bn =1

p

∫ p

−pf(x) sin

(nπp x

)dx =

{2p∫ p0

f(x) sin(

nπp x

)dx f is odd

0 f is even

32 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Fourier Series of Even and Odd Functions

Fourier Series of an Even Function f(x) on (−p, p):

a0

2+

∞∑n=1

an cos(

nπp x

), an =

2

p

∫ p

0

f(x) cos(

nπp x

)dx

Constant + a Series of Cosine Functions

Fourier Series of an Odd Function f(x) on (−p, p):

∞∑n=1

bn sin(

nπp x

), bn =

2

p

∫ p

0

f(x) sin(

nπp x

)dx

a Series of Sine Functions

33 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Fourier Cosine and Sine Series

DefinitionThe Fourier cosine series of a function f(x) defined on (0, p) is

a0

2+

∞∑n=1

an cos(

nπp x

), an =

2

p

∫ p

0

f(x) cos(

nπp x

)dx.

DefinitionThe Fourier sine series of a function f(x) defined on (0, p) is

∞∑n=1

bn sin(

nπp x

), bn =

2

p

∫ p

0

f(x) sin(

nπp x

)dx.

34 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Half-Range Expansions

3 options to expand a function f(x) defined on the interval (0,L):1 Fourier Cosine Series: Take p := L, and expand it as

a0

2+

∞∑n=1

an cos(nπ

L x), an =

2

L

∫ L

0

f(x) cos(nπ

L x)

dx.

2 Fourier Sine Series: Take p := L, and expand it as∞∑

n=1

bn sin(nπ

L x), bn =

2

L

∫ L

0

f(x) sin(nπ

L x)

dx.

3 Fourier Series: Take a := 0, 2p := L, and expand it as∞∑

n=−∞cnei 2nπ

L x, where cn =1

L

∫ L

0

f(x)e−i 2nπL x dx.

35 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

L

f(x)

36 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

�L L

Expansion in Fourier cosine series

37 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

�L L

Expansion in Fourier sine series

38 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

�L L

Expansion in Fourier series

39 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Example

ExampleExpand the function f(x) = 1 on (0, π)

(a) in a cosine series, (b) in a sine series, and (c) in a Fourier series.

40 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Gibbs Phenomenon

434 ! CHAPTER 11 FOURIER SERIES

!1

1

x

y

"!"

FIGURE 11.3.5 Odd function inExample 2

FIGURE 11.3.6 Partial sums of sine series (7)

(a) S1(x) (b) S2(x)

(c) S3(x) (d) S15(x)

y

x

-3 -2 -1 -3 -2 -1

-3 -2 -1-3 -2 -1

21-1-0.5

0.51

y

x

213 3

-0.5

0.51

y

x

21-1-0.5

0.51

y

x

213 3-1-0.5

0.51

_L Lx

y

FIGURE 11.3.7 Even reflection

EXAMPLE 2 Expansion in a Sine Series

The function shown in Figure 11.3.5 is odd on the

interval (!p, p). With p " p we have, from (5),

and so (7)

Gibbs Phenomenon With the aid of a CAS we have plotted the graphs S1(x),S2(x), S3(x), and S15(x) of the partial sums of nonzero terms of (7) in Figure 11.3.6.As seen in Figure 11.3.6(d), the graph of S15(x) has pronounced spikes near the dis-continuities at x " 0, x " p, x " !p, and so on. This “overshooting” by the partialsums SN from the functional values near a point of discontinuity does not smooth outbut remains fairly constant, even when the value N is taken to be large. This behav-ior of a Fourier series near a point at which f is discontinuous is known as the Gibbsphenomenon.

The periodic extension of f in Example 2 onto the entire x-axis is a meanderfunction (see page 310).

f (x) "2#

!$

n"1

1 ! (!1)n

n sin nx.

bn "2#

"#

0(1) sin nx dx "

2#

1 ! (!1)n

n,

f (x) " #!1, !# % x % 0 1, 0 & x % #,

Half-Range Expansions Throughout the preceding discussion it wasunderstood that a function f was defined on an interval with the origin as itsmidpoint—that is, (!p, p). However, in many instances we are interested in repre-senting a function that is defined only for 0 % x % L by a trigonometric series. Thiscan be done in many different ways by supplying an arbitrary definition of f(x) for!L % x % 0. For brevity we consider the three most important cases. If y " f (x) isdefined on the interval (0, L), then

(i) reflect the graph of f about the y-axis onto (!L, 0); the function is noweven on (!L, L) (see Figure 11.3.7); or

92467_11_ch11_p419-454.qxd 2/13/12 3:03 PM Page 434

434 ! CHAPTER 11 FOURIER SERIES

!1

1

x

y

"!"

FIGURE 11.3.5 Odd function inExample 2

FIGURE 11.3.6 Partial sums of sine series (7)

(a) S1(x) (b) S2(x)

(c) S3(x) (d) S15(x)

y

x

-3 -2 -1 -3 -2 -1

-3 -2 -1-3 -2 -1

21-1-0.5

0.51

y

x

213 3

-0.5

0.51

y

x

21-1-0.5

0.51

y

x

213 3-1-0.5

0.51

_L Lx

y

FIGURE 11.3.7 Even reflection

EXAMPLE 2 Expansion in a Sine Series

The function shown in Figure 11.3.5 is odd on the

interval (!p, p). With p " p we have, from (5),

and so (7)

Gibbs Phenomenon With the aid of a CAS we have plotted the graphs S1(x),S2(x), S3(x), and S15(x) of the partial sums of nonzero terms of (7) in Figure 11.3.6.As seen in Figure 11.3.6(d), the graph of S15(x) has pronounced spikes near the dis-continuities at x " 0, x " p, x " !p, and so on. This “overshooting” by the partialsums SN from the functional values near a point of discontinuity does not smooth outbut remains fairly constant, even when the value N is taken to be large. This behav-ior of a Fourier series near a point at which f is discontinuous is known as the Gibbsphenomenon.

The periodic extension of f in Example 2 onto the entire x-axis is a meanderfunction (see page 310).

f (x) "2#

!$

n"1

1 ! (!1)n

n sin nx.

bn "2#

"#

0(1) sin nx dx "

2#

1 ! (!1)n

n,

f (x) " #!1, !# % x % 0 1, 0 & x % #,

Half-Range Expansions Throughout the preceding discussion it wasunderstood that a function f was defined on an interval with the origin as itsmidpoint—that is, (!p, p). However, in many instances we are interested in repre-senting a function that is defined only for 0 % x % L by a trigonometric series. Thiscan be done in many different ways by supplying an arbitrary definition of f(x) for!L % x % 0. For brevity we consider the three most important cases. If y " f (x) isdefined on the interval (0, L), then

(i) reflect the graph of f about the y-axis onto (!L, 0); the function is noweven on (!L, L) (see Figure 11.3.7); or

92467_11_ch11_p419-454.qxd 2/13/12 3:03 PM Page 434

434 ! CHAPTER 11 FOURIER SERIES

!1

1

x

y

"!"

FIGURE 11.3.5 Odd function inExample 2

FIGURE 11.3.6 Partial sums of sine series (7)

(a) S1(x) (b) S2(x)

(c) S3(x) (d) S15(x)

y

x

-3 -2 -1 -3 -2 -1

-3 -2 -1-3 -2 -1

21-1-0.5

0.51

y

x

213 3

-0.5

0.51

y

x

21-1-0.5

0.51

y

x

213 3-1-0.5

0.51

_L Lx

y

FIGURE 11.3.7 Even reflection

EXAMPLE 2 Expansion in a Sine Series

The function shown in Figure 11.3.5 is odd on the

interval (!p, p). With p " p we have, from (5),

and so (7)

Gibbs Phenomenon With the aid of a CAS we have plotted the graphs S1(x),S2(x), S3(x), and S15(x) of the partial sums of nonzero terms of (7) in Figure 11.3.6.As seen in Figure 11.3.6(d), the graph of S15(x) has pronounced spikes near the dis-continuities at x " 0, x " p, x " !p, and so on. This “overshooting” by the partialsums SN from the functional values near a point of discontinuity does not smooth outbut remains fairly constant, even when the value N is taken to be large. This behav-ior of a Fourier series near a point at which f is discontinuous is known as the Gibbsphenomenon.

The periodic extension of f in Example 2 onto the entire x-axis is a meanderfunction (see page 310).

f (x) "2#

!$

n"1

1 ! (!1)n

n sin nx.

bn "2#

"#

0(1) sin nx dx "

2#

1 ! (!1)n

n,

f (x) " #!1, !# % x % 0 1, 0 & x % #,

Half-Range Expansions Throughout the preceding discussion it wasunderstood that a function f was defined on an interval with the origin as itsmidpoint—that is, (!p, p). However, in many instances we are interested in repre-senting a function that is defined only for 0 % x % L by a trigonometric series. Thiscan be done in many different ways by supplying an arbitrary definition of f(x) for!L % x % 0. For brevity we consider the three most important cases. If y " f (x) isdefined on the interval (0, L), then

(i) reflect the graph of f about the y-axis onto (!L, 0); the function is noweven on (!L, L) (see Figure 11.3.7); or

92467_11_ch11_p419-454.qxd 2/13/12 3:03 PM Page 434

434 ! CHAPTER 11 FOURIER SERIES

!1

1

x

y

"!"

FIGURE 11.3.5 Odd function inExample 2

FIGURE 11.3.6 Partial sums of sine series (7)

(a) S1(x) (b) S2(x)

(c) S3(x) (d) S15(x)

y

x

-3 -2 -1 -3 -2 -1

-3 -2 -1-3 -2 -1

21-1-0.5

0.51

y

x

213 3

-0.5

0.51

y

x

21-1-0.5

0.51

y

x

213 3-1-0.5

0.51

_L Lx

y

FIGURE 11.3.7 Even reflection

EXAMPLE 2 Expansion in a Sine Series

The function shown in Figure 11.3.5 is odd on the

interval (!p, p). With p " p we have, from (5),

and so (7)

Gibbs Phenomenon With the aid of a CAS we have plotted the graphs S1(x),S2(x), S3(x), and S15(x) of the partial sums of nonzero terms of (7) in Figure 11.3.6.As seen in Figure 11.3.6(d), the graph of S15(x) has pronounced spikes near the dis-continuities at x " 0, x " p, x " !p, and so on. This “overshooting” by the partialsums SN from the functional values near a point of discontinuity does not smooth outbut remains fairly constant, even when the value N is taken to be large. This behav-ior of a Fourier series near a point at which f is discontinuous is known as the Gibbsphenomenon.

The periodic extension of f in Example 2 onto the entire x-axis is a meanderfunction (see page 310).

f (x) "2#

!$

n"1

1 ! (!1)n

n sin nx.

bn "2#

"#

0(1) sin nx dx "

2#

1 ! (!1)n

n,

f (x) " #!1, !# % x % 0 1, 0 & x % #,

Half-Range Expansions Throughout the preceding discussion it wasunderstood that a function f was defined on an interval with the origin as itsmidpoint—that is, (!p, p). However, in many instances we are interested in repre-senting a function that is defined only for 0 % x % L by a trigonometric series. Thiscan be done in many different ways by supplying an arbitrary definition of f(x) for!L % x % 0. For brevity we consider the three most important cases. If y " f (x) isdefined on the interval (0, L), then

(i) reflect the graph of f about the y-axis onto (!L, 0); the function is noweven on (!L, L) (see Figure 11.3.7); or

92467_11_ch11_p419-454.qxd 2/13/12 3:03 PM Page 434

41 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

1 Orthogonal Functions

2 Fourier Series

3 Summary

42 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Short Recap

Heat Equation: Origin of Fourier Series

Inner Product of Functions, Norm of a Function, Orthogonality

Orthogonal Series Expansion: Projection on Subspace Spanned bythe Orthogonal Set of Functions

Fourier Series and Fourier Coefficients

Periodic Extension

Fourier Cosine and Sine Series

Convergence of Fourier Series

43 / 44 王奕翔 DE Lecture 13

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Orthogonal FunctionsFourier Series

Summary

Self-Practice Exercises

11-1: 3, 5, 7, 17, 22

11-2: 5, 7, 9, 13, 19, 21, 23

11-3: 7, 13, 19, 23, 27, 31, 37, 45

44 / 44 王奕翔 DE Lecture 13