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LECTURE NOTES OF

ENGINEERING MATHEMATICSIII

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(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:

E. Kreyszig (8th Edition 2001)

John Wiley & Sons, INC. New York

FOURIER SERIES

Dr.A.T.Eswara

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

A function y=f(x) is said to be odd, if f(-x) = - f(x). The graph of the odd function is always

For example, the function f(x) =

function f(x) = x in [-1,1] is odd as f(-x) = -x = -f(x). The graphs of these functions are

shown below :

x

in [-1,1] is even as f(-x) =

x

x

= f(x) and the

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Graph of f(x) = x

Note that the graph of f(x) =

x

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Graph of f(x) = x

is symmetrical about the y-axis and the graph of f(x) = x is

1.

2.

3.

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) = x 2 cosx is even, since both x 2

2.

3. h(x) = x 2 sinx is odd, since x 2

and cosx are even functions

h(x) = xsinx is even, since x and sinx are odd functions

is even and sinx is odd.

If f(x) is even, then

a

a

f

(

x dx

)

2

a

0

f

(

x dx

)

If f(x) is odd, then

For example,

and

a

f (x)dx

a

0

a

cos

a

a 0

xdx

2

cos

xdx

,

as cosx is even

a

sinxdx

a

0, as sinx is odd

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PERIODIC FUNCTIONS :-

A

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.

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periodic function has a basic shape which is repeated over and over again. The

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) = …

Thus,

f(x) = f(x+nT), n=1,2,3,…

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

Sin(x+2n ) = sinx,

since

n=1,2,3,……

The graph of the function is shown below :

= f(x+nT)

Note that the graph of the function between 0 and 2

and so on. It may be verified that a linear combination of periodic functions is also periodic.

is the same as that between 2

and 4

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.

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FOURIER SERIES
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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
a
f
(
x dx
)
(1)
0
l
a
n
1
a
2
l
n
a
f
( )cos
x
xdx
,
(2)
n
l
l
a
n
1,2,3, 1,2,3,
1
a
2
l
n
b
f
( )sin
x
xdx
,
(3)
n
l
l
a
Then, the infinite series
a
n
n
0
a
cos
x
b
sin
x
2
n
l
n
l
(4)
n
1
is called the Fourier series of f(x) in the interval (a,a+2l). Also, the real numbers a , a , a ,
0
1
2
….a , and b , b
, ….b
are called the Fourier coefficients of f(x). The formulae (1), (2) and
n
1
2
n
(3) are called Euler’s formulae.
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It can be proved that the sum of the series (4) is f(x) if f(x) is continuous at x. Thus we have

f(x) =

a

0

2

a n

n

1

n n

l x

b

n

sin

l

cos

x …….

(5)

Suppose f(x) is discontinuous at x, then the sum of the series (4) would be

f
(
x
)
f
(
x
)

1

2

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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

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a

0

2
l
1
l
0

f (

x dx

)

a

n

1

l

2 l

0

f

(

x

n

) cos

xdx

,
l

n

1,2,

(6)

b

n

1

l

2

l

0

f

( )sin

x

n

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= , then f(x) is defined over the interval (0,2 ). Formulae (6) reduce to

a 0

a

n

b

n

=

1

1

1

2

0

2

0

2

0

f

f

f

(

x dx

)

( )cos

x

nxdx

( )sin

x

nxdx

,

Also, in this case, (5) becomes

Case (ii)

f(x) =

a

0

2

n

1

a

n

cos

nx

n=1,2,…

n=1,2,…

b

n

sin

nx

(7)

(8)

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

a

a

0

n

1

l

1

l

l

l

l

l

f

f

(

x dx

)

( )cos

x

n

l

xdx

n =1,2,……

b

n

1

l

l

l

f

( )sin

x

n

l

xdx

,

(9)

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 =

, then f(x) is defined over the interval (- ,

). Formulae (9) reduce to

a 0

=

1

f (x)dx

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Putting l =

in (5), we get

PARTIAL SUMS

1
a
f
( )cos
x
nxdx
n
,
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1
b
f
( )sin
x
nxdx
n

f(x) =

a

0

2

n

1

a

n

cos

nx

b

n

 n=1,2,… (10) n=1,2,…

sin

nx

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 S

defined as follows :

N

S

N

(

x

)

a

0

n

n

N

1

a

n

cos

n

l

x

b

n

sin

n

l

x

In particular, the partial sums for N=1,2 are

where N takes positive

integral values.

S

2

(

S (x)

1

x

)

a

0

a

0

a

1

a cos

1

cos

x

l

x

l

b

1

b

1

sin

sin

x

l

x

l

a

2

cos

2

l

x

b

2

sin

2

l

x

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 S

N

(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 v

2

''

u v

3

Here u ,u ,…

are the successive derivatives of u and

v

1

vdx v

,

2

v dx

1

,

We illustrate the rule, through the following examples :

2

x

sin

nxdx

2

x

cos nx

n

2 x

sin nx

2

n

2

cos nx

3

n

2 x
2
x
2
x
2
x
e
e
e
e
3
2
x
3
2
x e
dx
x
3 x
6 x
6
2
4
8
16

2.

The following integrals are also useful :

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cos

ax

bxdx

ax

sin bxdx

ax
e
a
2
2
a
b
ax
e
a
2
2
a
b
b
sin
bx
b
cos
bx

cos

bx

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sin bx

3. If ‘n’ is integer, then

sin n

= 0 ,

cosn

= (-1) n ,

sin2n

= 0,

Examples

1. Obtain the Fourier expansion of

f(x) =

1

2

x

in -

< x <

We have,

a

0

=

a

n

1

2

1

1

x

f

(

x dx

)

2

x

2

f

( )cos

x

1

nxdx

1

2

(

1

x)dx

1

2

(

x

)cos

nxdx

Here we use integration by parts, so that

a

n

1

2

b

n

1

2

(

1

2

0

1

1)

n

n

1

2

0

(

x

x

sin nx

n

(

x

) sin

nxdx

cos nx

n

(

1)

1)

cos nx

n

2

sin nx

2

n

cos2n =1

Using the values of a 0 , a n and b n in the Fourier expansion

we get,

f

(

x

)

a
0
a
2
n
n
1

cos

nx

b
n
n
1

sin nx

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f

(

x

)

(
1)
2
1 n
n

n

sin nx

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This is the required Fourier expansion of the given function.

2. Obtain the Fourier expansion of f(x)=e -ax in the interval (- ,

). Deduce that

Here,

cos ech

a

a

0

n

e

a

1

a

1

e

e

a

e

2

n

ax

dx

2

(

n 2

1

1)

n

1

e

2 sinh a

ax

cos

a

nxdx

ax

a

a

n

2

a

1

(

a

e

2

ax

n

2

n

1) sinh

2

a

2

n

a

a

cos

nx

n

sin

nx

b

n =

1

e

ax sin

nxdx

Thus,

=

=

1

2

n

f(x) =

a

e

2

(

ax

n

2

a

sin

n

1) sinh

2

a

2

n

a

nx

sinh

a

a

2

a

sinh

a

n

cos

n

1

nx

(

2

a

1)

n

n

2

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

or

f(0)=1 =

sinh

2sinh

n

1

(

n 2

1)

n

1

1 =

2sinh
1
(
1)
n
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2
2 n
2
1
n

sinh

cos nx

2

sinh

a

n

1

n (

2

a

1)

n

2

n

sin nx

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 or 1 = Thus,
2sinh
(
1)
n
n
2
1
n
2

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cos ech

(
1)
n
2 n
n 2
1
2

This is the desired deduction.

3. Obtain the Fourier expansion of f(x) = x

2

6

1

1

2

2

1

3

2

2

over the interval (- ,

The function f(x) is even. Hence

or

a 0 =

=

a

2

0

0

1

f (x)dx

=

2

x dx

2

3

2

2

x

3

3

2

0

0

f

(

x dx

)

a

=

=

n

2

2

0

1

f

0

x

f

( )cos

x

( )cos

nxdx

,

nxdx

x

since f(x)cosnx is even

2

cos

nxdx

Integrating by parts, we get

a

n

4(

2

n

1)

2

x

n

2

sin nx

n

2 x

cos nx

2

n

2

sin nx

n

3

0

Also,

Thus

b

n

1

f

( )sin

x

nxdx

0

since f(x)sinnx is odd.

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). Deduce that

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2
(
f
(
x
)
4
3 n
1
2
1
2
4
2
3
n
n
1
2
1
2
n
1

6

n

2

1) cos nx

n

Hence,

2

6

1

1

2

2

1

3

2

4.

Obtain the Fourier expansion of

Deduce that

f

(

2

8

x

)

1

x

2

,0

1

3

2

x

,

x

1

5

2

The graph of f(x) is shown below.

Here,

a

0

a

=

n

=

2

2

1

f (x)dx

=

0

xdx

1

f

( )cos

x

0

x

cos

nxdx

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x

2

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

line f(x)=(2 -x) and AC represents the line x= . 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.

2

0

f

nxdx

(

x dx

)

2

0

f

(

x

) cos

nxdx

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since f(x)cosnx is even.

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Also,

2 sin nx
x
1
n
2
(
1)
n 1
2
n

=

b

n

n

2

0

cos nx

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1

f

( )sin

x

nxdx

0

,

since f(x)sinnx is odd

Thus the Fourier series of f(x) is

For x=

or

, we get

f

(

f (

x

)

)

2

2

2

2

n

2

n

2

1

n

1

1

2

n

1

1

2

n

(

(

2cos(2

(2

n

1)

n

1)

n

n

1)

2

1 cos nx

1 cos n

1)

Thus,

2

8

2

8

1

n

1

(2

1

3

2

or

This is the series as required.

n

1

1)

1

5

2

2

5. Obtain the Fourier expansion of

Deduce that

Here,

f(x) =

2

8

a

a

0

n

1

1

1

x

,0

1

3

2

0

0

,

x

1

5

2

dx

cos

x

0

xdx

0

nxdx

1
(
1)
n 1
2
n

0

x

2

cos

nxdx

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0
1
b
sin
n
1
n
1
2(
1)

n

x

nxdx

sin nxdx

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0

Fourier series is

f(x) =

4

1

n

1

1

2

n

(

1)

n

1 cos nx

1
2(
1)
n
sin nx

n

1

n

Note that the point x=0 is a point of discontinuity of f(x). Here f(x

Hence

The Fourier expansion of f(x) at x=0 becomes

1

2

[

f

(

x

)

1

2

f

(

x

)]

0

2

2

4

1

n

1

1

2

n

[(

1)

n

1]

+

) =0, f(x )=-

-

or

2

4

Simplifying we get,

2

8

1

n

1

1

3

2

1

2

n

[(

1

5

2

1)

n

1]

6. Obtain the Fourier series of f(x) = 1-x

2

over the interval (-1,1).

at x=0.

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

Here

a 0 =

1

= 2

a

n

=

4

3

2

2

0

1

0

1

0

1

1

(1

1

1

f

(1

1

1

f

(

x dx=

)

2

x

)

dx

2

2

1

0

f (x)dx

x

x

3

3

1

0

1

1

f

( )cos(

x

n

x dx

)

( )cos(

x

n

x dx

)

2

x ) cos(n x)dx

Integrating by parts, we get

as f(x) cos(n x) is even

a

n

1
sin n x
cos n x
sin n x
2
1
x
2
(
)
(
2)
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n (
n )
2
(
n )
3
0

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=

b

n

1)
n
1
n
2
2

4(

1
1
1
1

f

( )sin(

x

The Fourier series of f(x) is

f(x) =

2

3

4

2

n

1

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n

(

)

x dx

1)

n

2

n

1

=0, since f(x)sin(n x) is odd.

cos(

n

x

)

7. Obtain the Fourier expansion of

f(x) =

1

1

4

x

3

4

x

3

in

in

0

3

2

x

x

3

2

0

Deduce that

2

8

The period of f(x) is

Also

f(-x) = f(x).

3

2

1

1

3

3

2

2

1

5

2

3

Hence f(x) is even

Also,

a

a

=

0

n

1

3/ 2

4

3

3/ 2

0

1

3/ 2

3/ 2

f

4 x

3

(

x dx

)

dx

0

1

3/ 2

3/ 2

3/ 2

f

(

x

2

3/ 2

3/ 2

0

f

(

x

) cos

) cos

2 n

3

2

3/ 2

n

x

3/ 2

x

dx

3/ 2

0

f

dx

(

x dx

)

4

3

1

4 x

3

sin

2
4
1
(
1)
n
2
2

n

2 n

n

3

3

x

4

3

cos

2

n

3

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2 n

3

x

3/ 2

2
0

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b

n

3
1
2
3
3
2

f

( )sin

x

n
x
dx
0
2

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Thus

f(x) =

putting x=0, we get

or

Thus,

f(0) =

1 =

2

8

8

2

1

4

2

4

2

1

1
n
2
n
1
2 n
x
1 (
1)
n cos

3

n

1

3

2

1

1

2 1

n

1

1

3

2

5

2

1

5

2

(

1)

n

NOTE

Here verify the validity of Fourier expansion through partial sums by considering an

example. We recall that the Fourier expansion of f(x) = x

2

over (-

) is

,

Let us define

f

S

(

N

x

(

)

x

)

2

3

2

3

4

n

4

1

n

n

(

N

1

(

n

1) cos nx

2

n

n

1) cos nx

2

n

The partial sums corresponding to N = 1,2,… 6

are

S

S

1

2

(

x

)

(

x

)

2

3

2

3

4cos

4 cos

x

x

cos2

x

S

6

(

x

)

2

3

4cos

x

cos2

x

4

9

cos3

x

1

4

cos4

x

4

25

cos5

x

1

9

cos5

x

The graphs of S 1 , S 2 , …S 6

against the graph of f(x) = x

2

are plotted individually and shown

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below :

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On comparison, we find that the graph of f(x) = x

the validity of Fourier expansion for the function considered.

2

coincides with that of S

6

(x). This verifies

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) = (x) is given in the interval (0,l). Then we define f(x) = - (-x) in (-l,0).

Hence f(x) becomes an odd function in (-l , l). The Fourier series then is

where

f

b n

(

x

)

2

l

n

1

b

n

sin

n

l

l
n
f
( )sin
x
0

l

x

x

dx

(11)

The series (11) is called half-range sine series over (0,l).

Putting l=

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

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Cosine series :

Let us define

f

f

b

n

( x

)

b
n
n
1

sin

nx

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2
0

f

( )sin

x

nxdx

(

x

)

(

(

x

)

x

)

in (0,l)

in (-l,0)

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

where,

f

(

a

a

0

n

x

)

2

l

2

l

a

0

l

0

l

0

2

f

f

(

(

n

1

a

x dx

)

x

)cos

n

cos

n

l

x

n

l

x

dx

given

in

order to make the function even.

(12)

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

Putting l =

Examples :

in (12), we get

f

(

x

)

where

a

a

0

n

2

2

a

0

2

0

0

f

f

(

(

n

1

a

n

cos

nx

x dx

)

x

) cos

nxdx

n

1,2,3,

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

We have,

2
b
f
x
n
0
2
2
(
x
x
0

(

)sin nxdx

)sin nxdx

Integrating by parts, we get

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2
2
b
x
x
n
4
n
1
(
1)
3
n

n

2 x

n

2

cos nx

sin nx

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The sine series of f(x) is

f

(

x

)

4

n

1

1

n

3

1
(
1)
n
sin nx

2.

Obtain the cosine series of

f

(

x

)

x

,0

x

Here

a

a

0

n

2

2

2

xdx

0

2

0

x

cos

2

(

nxdx

x dx

)

2

(

,

x

2

2

x

x

2

)cos

nxdx

over(0,

)

cos nx
(
2)
3
n
0

Performing integration by parts and simplifying, we get

a

n

n

8

2

n

2

2

,

n

1

(

1)

n

2,6,10,

2cos

n

2

Thus, the Fourier cosine series is

f(x) =

4

2

cos2 x

1

2

cos6

3

2

x

cos10

5

2

x

3.

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

Here

a

a

0

n

2

c

c

0

(

c

x dx

)

c

)cos

n
x
c

dx

Integrating by parts and simplifying we get,

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a

n

2 c
1
(
1)
n
2
2

n

The cosine series is given by

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f(x) =

c

2
c
2
n
1
n
n
x
(
1)
n cos
c

1 2 1

2

Exercices:

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

1.

2.

f(x) =

x

2

x

4

f(x) = 2x + 3x

2

over (-

over (-

,

,

)

)

3.

4.

5.

6.

7.

f(x) =

f(x) = x

x

2

2

over (-

over (0, 2

)

,

) ; Deduce that

4

f(x) =

x

f(x) =

over (-

x

x

,

,0

x

Deduce that

f(x) =

2

8

1,

0,

1,0

x

1

1

2

0

x

1

3

2

x

,

x

0

) ;

0

Deduce that

over (-

over (-

,

,

)

)

1

2

8

8.

9.

Deduce that

f(x) = x sinx

n

f(x) =

2

1

2

n

0,

a

,0

1

2

4

1

over 0

x

x

3

4

2

0

1

3

x

10. f(x) = x(2-x)

11. f(x) = x 2 over (-1,1)

12. f(x) =

over (0,3)

x
,0
x
1
(2
x
),1
x
2

1

5

2

; Deduce that

over (-2 , 2)

1

3

1

1

2

1

5

1

3

2

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

13. f(x) = cosx

14. f(x) = sin 3 x over (0,

15. f(x) = lx-x 2

over (0, )

)

over (0 , l)

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

16. f(x) = x 2

17. f(x) = xsinx

18.

over (0, )

over (0, )

over (0,1)

f(x) = (x-1)

2

19.

f(x) =

kx

,0

k l

(

x

x

),

l

2

l

2

x

l

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

defined as

f

(

x

)

b

1

a

b

a

f

(

x dx

)

.

The Fourier coefficients defined through Euler’s formulae, (1), (2), (3) may be redefined as

a

0

a

n

b

n

2

2

2

1

2

l

1

2

l

1

2

l

a

a

a

a

2

l

f

(

a

2

l

f

a

2

l

f

x dx

)

(

x

) cos

(

x

) sin

2[

f

n

l

x

n

l

x

(

x

)]

dx

dx

2

2

f

(

x

) cos

f

(

x

) sin

n

n

l

l

x

x

Using these in (5), we obtain the Fourier series of f(x). The term a 1 cosx+b 1 sinx is called the first harmonic or fundamental harmonic, the term a 2 cos2x+b 2 sin2x is called the second

and that of second

harmonic is

harmonic and so on. The amplitude of the first harmonic is

a
2
b
2
1
1
a
2
b
2
2
2

and so on.

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

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 x 0 3 f(x) 1 1.4
3

2

1.9

1.7

3

4

1.5

3

5

1.2

2

1.0

Note that the values of y = f(x) are spread over the interval 0 x 2 and f(0) = f(2 ) = 1.0. Hence the function is periodic and so we omit the last value f(2 ) = 0. We prepare the following table to compute the first two harmonics.

x 0

0

60

120

180

240

300

Total

y = f(x)

1.0

1.4

1.9

1.7

1.5

1.2

cosx

1

0.5

-0.5

-1

-0.5

0.5

cos2x

1

-0.5

-0.5

1

-0.5

-0.5

sinx

0

0.866

0.866

0

-0.866

-0.866

sin2x

0

0.866

-0.866

0

0.866

-0.866

ycosx

1

0.7

-0.95

-1.7

-0.75

0.6

-1.1

ycos2

x

1

-0.7

-0.95

1.7

-0.75

-0.6

-0.3

ysinx

0

1.2124

1.6454

0

1.299

-1.0392

3.1176

ysin2x

0

1.2124

-1.6454

0

1.299

-1.0392

-0.1732

We have

Putting, n=1,2,

a

n

b

n

2

2

f

f

( x )cos

( )sin

x

n

l

x

n

l

x

2[

y

cos

nx

]

as the length of interval= 2l = 2

2[

y

sin

nx

]

we get

a

a

1

2

2[

2[

y

y

cos

x

]

2

y

6

cos

x

2(1.1)

6

0.367

cos2 ]

x

2

y

6

cos2

x

6

2( 0.3)

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0.1

or l=

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b

1