Fourier Series and Fourier Integrals
Fourier Series and Fourier Integrals
Fourier Series and Fourier Integrals
DIRICHLET CONDITIONS
Let f(x) be defined in the interval < < + 2 with period 2 and satisfy the following
conditions.
(i) f(x) is single valued except possibly at a finite number of points in a given period
(ii) f(x) is periodic with period 2
(iii) () and () are piecewise continuous in a given interval and
it has a finite number of maxima and minima in a given period
then the above series converges to
(a) f(x) if x is a point of continuity
f(x+0) + f(x0)
(b) if x is a point of discontinuity
2
(1) Fourier series for f(x) in < < + 2
0
f(x) = + cos + sin
2
=1 =1
c+2
c+2
1 1 1 c+2
Where a0 = f(x)dx , an = f(x) cos nx dx , bn = f(x) sin nx dx
c c
c
The values of a0 , an and bn are known as Eulers Formulae (Eulers coefficients or Fourier
coefficients)
Result: 1
If c =0, then the interval of definition for f(x) is (0, 2) and in this case,
2
1 1 2 1 2
a0 = f(x)dx , an = f(x) cos nx dx , bn = f(x) sin nx dx
0 0
0
Result: 2
If c = -, then the interval of definition for f(x) is (, ) and in this case,
1 1 1
a0 = f(x)dx , an = f(x) cos nx dx , bn = f(x) sin nx dx
Change of interval:
(2) Fourier series for f(x) of period 2l(0 < x < 2l)
0
f(x) = + cos + sin where
2
=1 =1
2
1 1 2 nx 1 2 nx
a0 = f(x)dx , an = f(x) cos dx , bn = f(x) sin dx
0 0
0
Suppose < < ,
1 1 nx 1 nx
a0 = f(x)dx , an = f(x) cos dx , bn = f(x) sin dx
RESULTS:
c+2
(1) sin nx dx = 0
c
c+2
(2) cos nx dx = 0
c
c+2
, n = 1,2,3
(3) sin2 nx dx = {
0 ,n = 0
c
c+2
n = 1,2,3,
(4) cos 2 nx dx = {
2 n=0
c
c+2
0 ,m n
(5) cos mx cos nx dx = { ,m = n
c 2 , m = n = 0
c+2
0 ,m n
(6) sin mx sin nx dx = { ,m = n
c 0 ,m = n = 0
c+2
(8) dx = 2L
L
L
nx
(9) cos ( ) dx = 0
L
L
L
nx
(10) sin ( ) dx = 0
L
L
L
mx nx 0 if m n
(11) cos ( ) cos ( ) dx = {
L L L if m = n
L
L
mx nx 0 if m n
(12) sin ( ) sin ( ) dx = {
L L L if m = n
L
L
nx nx
(13) sin ( ) cos ( ) dx = 0
L L
L
PERIODIC FUNCTION:
A function f(x) is said to be periodic function iff ( + ) = ()with period
NOTE:
1. All trigonometric function are periodic function
2. sin , cos , sec , csc are periodic function with period 2
3. tan , cot with period
EVEN AND ODD FUNCTION:
(1) If () = (), then f(x) is even
(2) If () = (), then f(x) is odd
EXAMPLES:
1. cos x, sec x are even function
2. sin x , csc x , tan x and cot x are odd function
3. x 2 , sin2 x, |x|, x sin x are even function
4. x 3 , sin3 x, tan3 x are odd function
2 2
a0 = f(x)dx , an = f(x) cos nx dx
0
0
THE SINE SERIES (FOURIER FOR ODD FUNCTION)
L2 NORM:
L2 () set of all real- valued measurable functions f on I such that 2 ().
i.e., The functions in L2 () are said to be SQUARE INTEGRABLE
The non- negative number = (, )12 L2 - norm of f
INNER PRODUCT:
The inner product (f , g) of two such functions defined by ( , ) = ()()
RESULTS
1. An orthonormal system of complex valued functions on every interval of length 2 is
cos + sin
given by () = = , = 0,1,2, .
2 2
2
2. lim 0 () = 0
lim = 0 , lim = 0 , = 0,1,2, ..
DEFINITION
Let = {0 , 1 , 3 , . }be an orthonormal family in L2 (). If L2 [ , ] and
if = ( , ) , we call the generalized Fourier coefficients of f.
RESULT
1) BESSELS INEQUALITY
If L2 [ , ] has Fourier coefficients , then
a20 1
+ (a2k + b2k ) f2
2
=1
3) PARSEVALS FORMULA
1 a20
f = + (a2k + b2k )
2
2
k=1
6) COROLLARY
If the Fourier coefficients ak , (k = 0,1,2, ) and bk (k = 1,2, )of L2 [ , ]
are all 0, then f = 0
7) COROLLARY
If f and g are two functions in L2 [ , ]that have the same Fourier coefficients,
then f = g
8) PROPERTY
0
If f L2 [ , ] and f + (an cos nx + bn sin nx) then lim an = 0 and lim bn = 0
2 n n
n=1
(ii) f2 = |ck |2
k=0
11) THEOREM
Let {0 , 1 , 3 , . }be an orthonormal on I, and assume that f L2 (I). Define two
sequences of functions { } and { } on I as follows
n n
NOTE:
The norm t n used as a measure of the error made in approximating f by t n
COROLLARY
If L[0, ] then
1
lim (t) sin (k + ) t dt = 0
+ 2
THOREM
If f L(, ) we have
1 cos t f(t) f(t)
lim f(t) dt = dt
+ t t
0
wherever the Lebesgue integral on the right exists.
DIRICHLET INTEGRALS
sin t
g(t) dt
t
0
NOTE
g(0+ ) = lim+ g(t)
t0
JORDANS THEOREM
If g is of bounded variation on [0 , ] then
2 sin t
lim g(t) dt = g(0+ )
+ t
0
NOTE
Dirichlet used to prove above theorem as g is continuous on [0 , ]
DINI THEOREM
Assume that g(0+ ) exists and suppose that for some > 0 the Lebesgue integral
g(t)g(0+ ) 2 sin t
0 dt exists. Then we have lim 0 g(t) t dt = g(0+ )
t +
DIRICHLETS KERNEL
1
sin (n + ) t
n 2 if t 2m
1 t
Dn (t) = + cos kt = 2 sin Where m an integer
2 2
k= 1 1
{ n + if t = 2m
2
THEOREM
Assume that f L[0, 2] and suppose that f is periodic with period 2. Let { }denote the
sequence of partial sums of Fourier series generated by f (say)
0
sn () = + ( cos + sin ) , = 1,2,
2
=1
Then we have the integral representation
2 f(x + t) + f(x t)
sn (x) = Dn (t) dt
2
0
RIEMANNS LOCALIZATION THEOREM
Assume that f L[0, 2] and suppose that f has period 2 then the Fourier series generated
by f will converges for a given valve of x iff for some positive < the following limit exists
1
2 f(x + t) + f(x t) sin (n + 2) t
lim dt in which case the value of this limit is the
+ 2 t
0
Sum of the Fourier series
NOTE
Sufficient conditions for convergence of a Fourier series at a particular point
JORDANS TEST
If f is of bounded variation on the compact interval [x , x + ] for some < then the
limit () exists and the Fourier series generated by f converges to ()
DINIS TEST
g(t)s(x)
If the limit () exists and if the Lebesgue integral 0 dt exists for some < ,
t
then the Fourier series generated by f converges to ()
NOTE
f(x + t) + f(x t) f(x + t) + f(x t)
g(x) = if t [0 , ], and let s(x) = g(0+ ) = lim+
2 t0 2
Here f L[0 , 2] and x [0 , 2]
CEASARO SUMMABILITY OF FOURIER SERIES
THEOREM
Assume that f L[0 , 2] and suppose that f is periodic with period2. Let sn denote the
s (x)+s1 (x)++sn1 (x)
nth partial sum of the Fourier series generated by f and let n (x) = 0 , = 1,2,.
n
Then we have the integral representation
2 n
1 f(x + t) + f(x t) sin 2
n (x) = t dt
n 2 sin 2
0 2
FEJER THEOREM
Assume that f L[0 , 2] and suppose that f is periodic with period2. Define a function is
f(x + t) + f(x t)
by following equation s(x) = lim+ whenever the limit exists. Then for
t0 2
each x for which () is defined the Fourier series generated by f is ceasaro summable and has
( , 1) sum ()
s0 (x) + s1 (x) + + sn1 (x)
i. e. , we have lim n (x) = s(x) , where n (x) =
n n
NOTE
f is continuous on [0 , 2], then the sequence {n } converges uniformly to f on [0 , 2]
THEOREM
Let f be continuous on [0 , 2] and periodic with period 2. Let {sn } denote the sequence of
partial sums of the Fourier series generated by f , (say)
() 0 + ( cos + sin ) (1) , then we have
2
(a) lim sn = f on [0 , 2]
n
2
1 2
a20
(b) |f(x)| dx = + (a2n + b2n )
2
0
(c) The Fourier series can be integrated term by term
x x
a0 x
i. e. , x we have f(t)dt = + (an cos nt + bn sin nt) dt
2
0 n= 10
the integrated series being uniformly convergent on every interval,
even if the Fourier series (1) diverges
(d) If the Fourier series in (1) converges for some x, then it converges to f(x)
NOTE
a
If f L[ , ] and if f is continuous at x [ , ] then 0 + (an cos nx + bn sin nx) = f(x)
2
It is known as Fejer theorem (condition is sufficient)
EXAMPLE
1 cos sin cos 2 sin 2
1) The family = { , , ,
, } is complete,
2
2) The family L of Legendre function is also complete in L2 [1 , 1]
3) The family R of Rudemacher function is not complete in L2 [0 , 1]
THEOREM
If = {0 , 1 , 2 , . }be an orthonormal family in L2 [ , ], then if has only one of
the following properties it has then all.
(a) is complete
(b) The set of all polynomials (of all degree) is dense in L2 [ , ]
(c) For any f L2 [ , ], the generalized Fourier series for f converges to f in L2 [ ,
i. e. , lim sn f2 = 0
n
CONVOLUTIONS
Given two functions f and g both Lebesgue integrable on (, ), Let S denote the set of x
for which the Lebesgue integral h(x) = f(t) g(x t)dt exist . This integral defines a function
h on S called the convolution of f and g. we also write h = f g to denote this function
RESULT
f g = g f whenever the integral exists
EXAMPLS
1 1
(1) Let f(t) = and g(t) = , if 0 < t < 1 and
t 1 t
let f(t) = g(t) = 0 if t 0 or if t 1 then
(i) f has an infinite discontinuity at = 0
(ii) g has an infinite discontinuity at = 1
1
(iii) Lebesgue integral f(t) = 0 1/2 exists
1
(iv) Lebesgue integral g(t) dt = 0 (1 t)1/2 dt exists
(v) convolution integral of f and g (corresponding to x = 1)
NOTE
The function f or g is continuous on R, then h is also continuous on R and h L(R)
THEOREM
Let R = (, ) Assume that f L2 (R) , g L2 (R). Then the convolution integral
h(x) = f(t) g(x t)dt exist for every x in R, and the function h is bounded on R
CONVOLUTION THEOREM FOR FOURIER TRANSFORMS OR FALTING THEOREM
The Fourier transform of a convolution f g is the product of the Fourier transforms of f and g
i. e., F(f g) = F(f). F(g)
THEOREM
Let R = (, ) Assume that f L(R) , g L(R), and that at least one of for g is
continuous and bounded on R. Let h denote the convolution h = f g. Then for every s we have
EXAMPLE
1
m n
If m > 0 and n > 0, x m1 (1 x)n1 dx =
(m + n)
0
The integral on the left is called the Beta function and is denote by B(m , n)
NOTE
If is continuous at each integer , then
1) LINEAR PROPERTY
F[a f(x) + b g(x) = a F(s) + b G(s)]
3) SHIFITING PROPERTY
(i) F[f(x a)] = eias F(s)
(ii) F[f(x + a)] = eias F(s)
(iii) F[eiax f(x)] = F(s + a)
(iv) F[eiax f(x)] = F(s a)
4) MODULATION THEOREM
1
IF F[f(x)] = F(s) then F[f(x) cos ax] = [F(s + a) + F(s a)]
2
1
(2) FS [f(x) cos ax] = [FS (s + a) + FS (s a)]
2
1
FC [f(x) cos ax] = [FC (s + a) + FC (s a)]
2
1
(3) FS [f(x) sin ax] = [FC (s a) FC (s + a)]
2
1
FC [f(x) sin ax] = [FS (a + s) + FS (a s)]
2
1 s
(4) FS [f(ax)] = FS ( )
a a
1 s
FC [f(ax)] = FC ( )
a a
(5)
FS [f (x)] = sFC (s)
2
FC [f (x)] = (0) + FS (s)
d
(6) FS [x f(x)] = (FC [f(x)])
ds
d
FC [x f(x)] = (FS [f(x)])
ds
(7) If f(x) and g(x) are given functions of x and FC [f(x)] and G [g(x)] are their Fourier
cosine transforms and FS [f(x)] and G [g(x)] are their Fourier sine transforms then
CONVOLUTION THEOREM
F[f g] = F(s). G(s)
PARSAVELS IDENTITY
|f(x)|2 dx = |f(s)|2 ds
1
OR |f(x)|2 dx = |f(s)|2 ds
2
NOTE
Lebesgue integrals or improper Riemann integrals of the form
SOME TRANSFORM
10) FS [] = 0
1
11) FC [] = 2
n n
12) FS [x n1 ] = n sin , 0<<1
s 2
n n
13) FC [x n1 ] = n cos , 0<<1
s 2
2
14) FS [e ] =
s 2 + a2
2
15) FC [e ] =
s 2 + a2
1
16) If the Fourier transform is defined as F[f(x)] = eisx f(x)dx
2
2 /2 2 /2
Then the Fourier transform of is
2
17) =
2
0
a
18) eax cos bx dx =
a2 + b 2
0
b
19) eax sin bx dx =
a2 + b 2
0
20) n (1 n) =
sin n
1 2
21) ( ) = =
2
1
22) 22n1 n (n + ) = (2n) this is called duplication formula for gamma function
2
1 /2
m n
23) If m, n > 0 x m1 (1 x)n1 dx = 2 sin2m1 x cos 2n1 x dx = = B(m , n)
(m + n)
0 0
PREVIOUS YEAR EXAM QUESTIONS
1) For the Fourier series of a function f L[ , ] to converge to f(x)
(A) continuity at a point x is not sufficient
(B) continuity at a point x is sufficient
(C) differentiability at a point x is not sufficient
(D) differentiability at a point x is sufficient
2) The Fourier transform of a convolution f g is equal to
(A) the sum of Fourier transforms of f and g
(B) the difference of Fourier transforms of f and g
(C) the product of the Fourier transforms of f and g
(D) the quotient of the Fourier transforms of f and g
3) Fourier series of f L[ , ] at x is (C , 1) summable to f(x) if
(A) f is continuous at x
(B) f is monotonic at x
(C) f is not necessarily continuous at x
(D) none of these
4) If f L2 [ , ] has Fourier coefficients , then
a20 1
(A) + (a2k + b2k ) f2
2 2
=1
a20 1
(B) + (a2k + b2k ) f2
2
=1
a20
(C) + (a2k + b2k ) f 2
2
=1
(D) none of these
5) If f L[ , ], then the trigonometric polynomial closest to f in the metric for L2 [ , ] is
(A) the Fourier series for f
(B) the nth partial sum of the Fourier series for f
(C) the Fourier series for f 2
(D) none the these
6) The Fourier coefficients , of a lebesque integrable functions must
(A) approach as k
(B) approach zero as k
(C) approach zero as k 0
(D) none of these
7) If f L[ , ] and L[ , ], then the Fourier series for f at x converges to
(A) f(x)
f(x+ ) + f(x )
(B)
2
f(x+ ) f(x )
(C)
2
(D) zero
Q.No 1 2 3 4 5 6 7
Ans B C A B B B B
8) f and g are absolutely integrable functions on (, ). Then the Fourier transform of the
convolution f g i. e. , F(f g) is
(A) F(f) + F(g)
(B) F(f) + F(g)
(C) F(f) . F(g)
(D) F(f) / F(g)
9) The Fourier series generated by f R(0 , 2) with period 2 is cesaro summable and has
(C , 1) sum s(x) which is equal to
f(x + t) + f(x t)
(A) lim+
t0 2
f(x + t) f(x t)
(B) lim+
t0 2
(C) lim+ f(x + t) + f(x t)
t0
(D) lim+ f(x + t) f(x t)
t0
10) If f is a continuous , complex 2 periodic functions on R[0 , 2], then the arithmetic means
of the partial sums of the Fourier series of f converge uniformly to f . it is according to
(A) Fejer
(B) Lebesgue
(C) Fischer
(D) Bessel
11)