Maths 3 Compiled A.T.Eshwar
Maths 3 Compiled A.T.Eshwar
Maths 3 Compiled A.T.Eshwar
LECTURE NOTES OF
ENGINEERING MATHEMATICS–III (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:
Advanced Engineering Mathematics by
E. Kreyszig (8th Edition – 2001)
John Wiley & Sons, INC. New York
FOURIER SERIES
Dr.A.T.Eswara
Professor and Head
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
always symmetrical about the y-axis.
A function y=f(x) is said to be odd, if f(-x) = - f(x). The graph of the odd function is always
symmetrical about the origin.
For example, the function f(x) = x in [-1,1] is even as f(-x) = −x = x = f(x) and the
function f(x) = x in [-1,1] is odd as f(-x) = -x = -f(x). The graphs of these functions are
shown below :
2
Note that the graph of f(x) = x is symmetrical about the y-axis and the graph of f(x) = x is
symmetrical about the origin.
For example,
1. h(x) = x2 cosx is even, since both x2 and cosx are even functions
2. h(x) = xsinx is even, since x and sinx are odd functions
3. h(x) = x2 sinx is odd, since x2 is even and sinx is odd.
a a
For example,
a a
∫cos xdx
−a
= 2 ∫ cos xdx , as cosx is even
0
a
PERIODIC FUNCTIONS :-
3
A periodic function has a basic shape which is repeated over and over again. The
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.
f(x+T) = f(x)
Thus,
f(x) = f(x+nT), n=1,2,3,…..
Note that the graph of the function between 0 and 2π is the same as that between 2π and
4π and so on. It may be verified that a linear combination of periodic functions is also
periodic.
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.
4
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
l ∫
a0 = f ( x) dx (1)
a
1 a +2 l nπ
an =
l a ∫ f ( x ) cos
l
xdx , n =1,2,3,..... (2)
1 a +2 l nπ
bn =
l a ∫ f ( x) sin
l
xdx , n =1,2,3,...... (3)
It can be proved that the sum of the series (4) is f(x) if f(x) is continuous at x. Thus we have
a ∞
nπ nπ
f(x) = 0 + ∑ an cos x + bn sin x ……. (5)
2 n =1 l l
Suppose f(x) is discontinuous at x, then the sum of the series (4) would be
1
2
[
f ( x + ) + f ( x −) ]
where f(x+) and f(x-) are the values of f(x) immediately to the right and to the left of f(x)
respectively.
5
Particular Cases
Case (i)
Suppose a=0. Then f(x) is defined over the interval (0,2l). Formulae (1), (2), (3) reduce to
1 2l
a0 = ∫ f ( x)dx
l 0
nπ
2l
1
an = ∫
l 0
f ( x) cos
l
xdx , n =1,2,...... ∞ (6)
nπ
2l
1
bn = ∫
l 0
f ( x) sin
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=π , then f(x) is defined over the interval (0,2π ). Formulae (6) reduce to
2π
1
a0 =
π ∫ f ( x)dx
0
2π
1
an =
π ∫ f ( x) cos nxdx
0 , n=1,2,….. ∞ (7)
1 2π
n=1,2,….. ∞
π ∫0
bn = f ( x) sin nxdx
Case (ii)
Suppose a=-l. Then f(x) is defined over the interval (-l , l). Formulae (1), (2) (3) reduce to
1
l
n =1,2,…… ∞ (9)
l −∫l
a0 = f ( x)dx
nπ
l
1
1
l
nπ
bn = ∫
l −l
f ( x) sin
l
xdx ,
an = ∫
l −l
f ( x) cos
l
xdx
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 = π , then f(x) is defined over the interval (-π , π ). Formulae (9) reduce to
π
1
π −∫π
a0 = f ( x )dx
6
π
1
π −∫π
an = f ( x ) cos nxdx
, n=1,2,….. ∞ (10)
π
1
n=1,2,….. ∞
π −∫π
bn = f ( x ) sin nxdx
PARTIAL SUMS
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 SN
defined as follows :
n=N
nπ nπ
S N ( x ) = a0 + ∑ an cos x + bn sin x where N takes
n =1 l l
positive
integral values.
In particular, the partial sums for N=1,2 are
πx πx
S1 ( x) = a0 + a1 cos + b1 sin
l l
πx πx 2πx 2πx
S 2 ( x) = a0 + a1 cos + b1 sin + a2 cos + b2 sin
l l l l
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 SN(x) approximates f(x) for some large N.
1. The following rule called Bernoulli’s generalized rule of integration by parts is useful in
evaluating the Fourier coefficients.
∫uvdx = uv 1 −u 'v2 +u ''v3 +.......
Here u ′, u ′′ ,….. are the successive derivatives of u and
v1 = ∫vdx , v2 = ∫v1dx ,......
We illustrate the rule, through the following examples :
− cos nx − sin nx cos nx
∫x sin nxdx = x 2 − 2 x + 2
2
2 3
n n n
3 e 2 e e2 x e2 x
2x 2x
∫ = − + −
3 2x
x e dx x 2 3 x 4 6 x 8 6
16
e ax
∫ e cos bxdx = a 2 + b 2 [ a cos bx + b sin bx ]
ax
e ax
∫ e ax
sin bxdx = [ a sin bx − b cos bx ]
a 2 + b2
Examples
1
f(x) = (π − x ) in -π < x < π
2
We have,
π
1 π 1 1
π ∫π
a0 = f ( x )dx = ∫ (π − x)dx
− π π2 −
π
1 x 2
= πx − = π
2π 2 −π
π π
1 1 1
an =
π− ∫π f ( x ) cos nxdx =
π ∫π 2 (π − x) cos nxdx
−
π
1 1
π −∫π 2
bn = (π − x) sin nxdx
π
1
= (π − x ) − cos nx − (−1) − sin2 nx
2π n n −π
( −1) n
=
n
∞ ∞
a0
f ( x) = + ∑ an cos nx + ∑bn sin nx
2 n =1 n =1
we get,
π ∞
(−1) n
f ( x) = + ∑ sin nx
2 n =1 n
This is the required Fourier expansion of the given function.
8
2. Obtain the Fourier expansion of f(x)=e-ax in the interval (-π , π ). Deduce that
2 ∞
( −1) n
cos ech π = ∑
π n =2 n 2 + 1
Here,
π π
1 1 e −ax
a0 = ∫ e − ax dx =
π −π π − a −π
e aπ − e −aπ 2 sinh aπ
= =
aπ aπ
π
1
an = ∫ e −ax cos nxdx
π −π
π
1 e −ax
an = 2 { − a cos nx + n sin nx}
π a + n
2
−π
2a ( −1) n sinh aπ
=
π a 2 + n 2
π
1
∫πe
−ax
bn = sin nxdx
π−
π
1 e −ax
= 2 { − a sin nx − n cos nx }
π a + n 2
−π
2n (−1) n sinh aπ
=
π a 2 + n2
Thus,
f(x) =
sinh aπ 2a sinh aπ ∞ (−1) n 2 ∞
n(−1) n
aπ
+
π
∑n =1 a + n
2 2
cos nx + sinh aπ ∑ 2
π n =1 a + n
2
sin nx
or
1 ∞ ( −1) n
sinh π 2 sinh π
1= + − + ∑ 2
π π 2 n =2 n + 1
2 sinh π ∞ (−1) n
or 1=
π
∑
n =2 n + 1
2
Thus,
9
( −1) n
∞
π cos ech π = 2∑ 2
n =2 n + 1
3. Obtain the Fourier expansion of f(x) = x2 over the interval (-π , π ). Deduce that
π2 1 1
= 1 + 2 + 2 + ...... + ∞
6 2 3
π π
2 2 x3
∫ x dx =
2
=
π 0
π
3 0
2π 2
a0 =
or 3
π
1
an =
π ∫ f ( x) cos nxdx
−π
π
2
π∫
= f ( x) cos nxdx , since f(x)cosnx is even
0
2π
π ∫0
= x 2 cos nxdx
π
1
Also, bn =
π ∫ f ( x) sin nxdx
−π
=0 since f(x)sinnx is odd.
Thus
π2 ∞
( −1) n cos nx
f ( x) = + 4∑
3 n =1 n2
π 2 ∞
1
π2 = + 4∑ 2
3 n =1 n
∞
1 π2
∑
1 n
2
=
6
π2 1 1
Hence, = 1 + 2 + 2 + .....
6 2 3
10
x ,0 ≤ x ≤ π
f ( x) =
2π − x,π ≤ x ≤ 2π
Deduce that
π2 1 1
= 1 + 2 + 2 + ......
8 3 5
The graph of f(x) is shown below.
Here,
π π
1 2
a0 =
π −π ∫ f ( x)dx = π∫
0
f ( x ) dx
π
2
= ∫ xdx = π
π 0
π π
since f(x)cosnx is even.
1 2
an =
π ∫−π f ( x) cos nxdx = π ∫0 f ( x) cos nxdx
π
2
= π∫
x cos nxdx
0
π
2 sin nx − cos nx
x − 1
π n n 2 0
=
=
2
nπ
2
[
( −1) n − 1 ]
Also,
π
1
π −∫π
bn = f ( x) sin nxdx = 0 , since f(x)sinnx is odd
π 2 ∞ 1
f ( x ) = + ∑ 2 [(−1) n − 1] cos nx
2 π n =1 n
For x=π , we get
π 2 ∞ 1
+ ∑ 2 [(−1) n − 1] cos nπ
f (π) =
2 π n =1 n
π 2 ∞ − 2 cos( 2n − 1)π
or π= + ∑
2 π n =1 (2n − 1) 2
Thus,
π2 ∞
1
=∑
n =1 ( 2 n − 1)
2
8
π2 1 1
or = 1 + 2 + 2 + ......
8 3 5
This is the series as required.
− π ,− π < x < 0
f(x) =
x ,0 < x < π
Deduce that
π2 1 1
= 1 + 2 + 2 + ......
8 3 5
Here,
10 π
π
a0 = ∫ − πdx + ∫ xdx =−
π −π 0 2
π
1
0
an = ∫ − π cos nxdx + ∫ x cos nxdx
π −π 0
1
[
= 2 (−1) n − 1
nπ
]
1 0
π
bn = ∫ − π sin nxdx + ∫ x sin nxdx
π −π 0
=
1
n
[
1 − 2(−1) n ]
Fourier series is
f(x) =
−π 1 ∞ 1
[ ]
− ∑ 2 ( −1) n − 1 cos nx + ∑
∞
[ ]
1 − 2( −1) n
sin nx
4 π n =1 n n =1 n
Note that the point x=0 is a point of discontinuity of f(x). Here f(x+) =0, f(x-)=-π at x=0.
1 1 −π
Hence [ f ( x + ) + f ( x − )] = ( 0 − π ) =
2 2 2
The Fourier expansion of f(x) at x=0 becomes
12
−π −π 1 ∞ 1
= − ∑ 2 [( −1) n − 1]
2 4 π n =1 n
π2 ∞
1
or = ∑ 2 [( −1) n − 1]
4 n =1 n
Simplifying we get,
π2 1 1
= 1 + 2 + 2 + ......
8 3 5
6. Obtain the Fourier series of f(x) = 1-x2 over the interval (-1,1).
The given function is even, as f(-x) = f(x). Also period of f(x) is 1-(-1)=2
Here
1
11
a0 = ∫ f ( x ) dx = 2 ∫ f ( x ) dx
1 −1 0
1
1
x3
= 2 ∫ (1 − x 2 ) dx = 2 x −
0 3 0
4
=
3
1
1
1 −∫1
an = f ( x ) cos( nπx ) dx
1
= 2 ∫ f ( x ) cos( nπx ) dx as f(x) cos(nπ x) is even
0
1
4( −1) n +1
=
n 2π2
1
1
bn = ∫ f ( x ) sin( nπx ) dx =0, since f(x)sin(nπ x) is odd.
1 −1
2 4 ∞
(−1) n +1
f(x) = + 2
3 π
∑
n =1 n2
cos( nπx )
4x 3
1 + 3 i n− 2 < x ≤ 0
f(x) =
1 − 4 x i n0 ≤ x < 3
3 2
Deduce that
π2 1 1
= 1 + 2 + 2 + ......
8 3 5
3 −3
The period of f(x) is − =3
2 2
Also f(-x) = f(x). Hence f(x) is even
3/ 2 3/ 2
1 2
a0 = ∫
3 / 2 −3 / 2
f ( x)dx =
3/ 2 ∫ f ( x)dx
0
3/ 2
4 4x
=
3 ∫ 1 −
0
3
dx = 0
nπx
3/ 2
1
an = ∫
3 / 2 −3 / 2
f ( x) cos dx
3/ 2
2nπx
3/ 2
2
=
3/ 2 ∫ f ( x) cos
0
3
dx
3/ 2
2nπx
sin − cos 2nπx
4 4x 3 − 4 3
= 1 − −
3 3 2nπ 3 2nπ 2
3
3 0
=
n π2
4
2
[1 − (−1) ] n
Also,
3
1 2 nπ x
bn = ∫ f ( x) sin dx = 0
3−3 3
2 2
Thus
2nπx
∑ n [1 − (−1) ] cos 3
∞
4 1 n
f(x) =
π2 n =1
2
∑ n [1 − (−1) ]
∞
4 1 n
f(0) =
π 2
n =1
2
8 1 1
or 1=
π2 1 + 32 + 52 + ......
π 2
1 1
Thus, = 1 + 2 + 2 + ......
8 3 5
NOTE
Here verify the validity of Fourier expansion through partial sums by considering an
example. We recall that the Fourier expansion of f(x) = x2 over (-π , π ) is
π2 ∞
( −1) n cos nx
f ( x) = + 4∑
3 n =1 n2
Let us define
π2
( −1) n cos nx
n=N
S N ( x) = + 4∑
3 n =1 n2
The partial sums corresponding to N = 1,2,…..6 are
π2
S1 ( x) = − 4 cos x
3
π2
S2 ( x) = − 4 cos x + cos 2 x
3
π2 4 1 4 1
S 6 ( x) = − 4 cos x + cos 2 x − cos 3 x + cos 4 x − cos 5 x + cos 5 x
3 9 4 25 9
The graphs of S1 , S2 , …S6 against the graph of f(x) = x2 are plotted individually and shown
below :
15
On comparison, we find that the graph of f(x) = x2 coincides with that of S6 (x). This verifies
the validity of Fourier expansion for the function considered.
Exercise
Check for the validity of Fourier expansion through partial sums along with relevant graphs
for other examples also.
∞
nπx
f ( x) = ∑bn sin (11)
n =1 l
2l nπx
where bn =
l ∫ f ( x) sin
0
dx
l
The series (11) is called half-range sine series over (0,l).
Putting l=π in (11), we obtain the half-range sine series of f(x) over (0,π ) given by
∞
f ( x) = ∑bn sin nx
n =1
π
2
π ∫0
bn = f ( x ) sin nxdx
Cosine series :
Let us define
φ ( x)
in (0,l) ..... given
f ( x) =
φ (− x)
16
Examples :
1. Expand f(x) = x(π -x) as half-range sine series over the interval (0,π ).
We have,
π
2
bn =
π ∫ f ( x) sin nxdx
0
π
2
π∫
= (πx − x 2
) sin nxdx
0
=
4
n 3π
[
1 − (−1) n ]
The sine series of f(x) is
4 ∞ 1
f ( x ) = ∑ 3 1 − (−1) n sin nx
π n =1 n
[ ]
π
x ,0 < x <
2
f ( x) = over (0, π)
π − x, π < x < π
2
Here
π 2 π
2 π
a0 = ∫ xdx+ ∫ (π − x)dx =
π 0 π 2
2
π π
2 2
x cosnxdx+ ∫ (π − x) cosnxdx
π ∫0
an =
π
2
Performing integration by parts and simplifying, we get
2 nπ
an = − 2 1 + ( −1) n − 2 cos
nπ 2
8
=− , n = 2,6,10,.....
n 2π
Thus, the Fourier cosine series is
π 2 cos 2 x cos 6 x cos 10 x
f(x) = − 2 + + + ...... ∞
4 π 1 32
5 2
Here
c
2
a0 = ∫ (c − x)dx = c
c0
2c nπx
an = ∫ (c − x) cos dx
c0 c
Integrating by parts and simplifying we get,
an =
2c
n 2π 2
[
1 − (−1) n ]
The cosine series is given by
nπx
f(x) =
c 2c ∞ 1
[
+ 2 ∑ 2 1 − (−1) n cos
2 π n =1 n
]
c
Exercices:
Obtain the Fourier series of the following functions over the specified intervals :
18
x2
1. f(x) = x + over (-π , π )
4
2. f(x) = 2x + 3x2 over (-π , π )
2
π − x
3. f(x) = over (0, 2π )
2
π 1 1
4. f(x) = x over (-π , π ) ; Deduce that =1 − + −....... ∞
4 3 5
π2 1 1
5. f(x) = x over (-π , π ) ; Deduce that = 2
+ 2 + ....... ∞
8 1 3
π + x, − π ≤ x < 0
6. f(x) = over (-π , π )
π − x,0 ≤ x < π
Deduce that
π2 1 1
= 2 + 2 + ....... ∞
8 1 3
− 1,− π < x < 0
7. f(x) = 0, x = 0 over (-π , π )
1,0 < x < π
π 1 1
Deduce that =1 − + −....... ∞
4 3 5
8. f(x) = x sinx over 0 ≤ x ≤ 2π ; Deduce that
∞
1 3
∑
n =2 n − 1
2
=
4
0,− 2 ≤ x ≤ 0
9. f(x) = over (-2 , 2)
a,0 < x ≤ 2
10. f(x) = x(2-x) over (0,3)
11. f(x) = x2 over (-1,1)
π x ,0 ≤ x ≤ 1
12. f(x) =
π (2 − x) 1, ≤ x ≤ 2
Obtain the half-range sine series of the following functions over the specified intervals :
19
Obtain the half-range cosine series of the following functions over the specified intervals :
16. f(x) = x2 over (0,π )
17. f(x) = xsinx over (0,π )
2
18. f(x) = (x-1) over (0,1)
l
k x
,0 ≤ x ≤
19. f(x) =
2
k (l − x) , l ≤ x ≤ l
2
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
b
1
[ f ( x)] =
b −a ∫
defined as f ( x) dx .
a
The Fourier coefficients defined through Euler’s formulae, (1), (2), (3) may be redefined as
1 a + 2l
a0 = 2
2l a
∫ f ( x ) dx = 2[ f ( x)]
1 a + 2l nπx nπx
an = 2
2l a
∫ f ( x ) cos dx = 2 f ( x ) cos
l l
1 a + 2l nπx nπx
bn = 2
2l a
∫ f ( x ) sin dx = 2 f ( x ) sin
l l
Using these in (5), we obtain the Fourier series of f(x). The term a1cosx+b1sinx is called the
first harmonic or fundamental harmonic, the term a2cos2x+b2sin2x is called the second
harmonic and so on. The amplitude of the first harmonic is a12 + b12 and that of second
harmonic is a22 + b22 and so on.
20
Examples
1. Find the first two harmonics of the Fourier series of f(x) given the following table :
x 0 π 2π π 4π 5π 2π
3 3 3 3
f(x) 1.0 1.4 1.9 1.7 1.5 1.2 1.0
Note that the values of y = f(x) are spread over the interval 0≤ x ≤ 2π and f(0) = f(2π ) =
1.0. Hence the function is periodic and so we omit the last value f(2π ) = 0. We prepare the
following table to compute the first two harmonics.
ycos2
x0 y = f(x) cosx cos2x sinx sin2x ycosx ysinx ysin2x
x
0 1.0 1 1 0 0 1 1 0 0
120 1.9 -0.5 -0.5 0.866 -0.866 -0.95 -0.95 1.6454 -1.6454
240 1.5 -0.5 -0.5 -0.866 0.866 -0.75 -0.75 1.299 1.299
300 1.2 0.5 -0.5 -0.866 -0.866 0.6 -0.6 -1.0392 -1.0392
We have
nπx
an = 2 f ( x) cos = 2[ y cos nx ]
l
as the length of interval= 2l = 2π or
nπx
bn = 2 f ( x ) sin = 2[ y sin nx ]
l
l=π
2∑ y sin x
b1 = [ y sin x ] = = 1.0392
6
2∑ y sin 2 x
b2 = [ y sin 2 x ] = = −0.0577
6
The first two harmonics are a1cosx+b1sinx and a2cos2x+b2sin2x. That is (-0.367cosx +
1.0392 sinx) and (-0.1cos2x – 0.0577sin2x)
2. Express y as a Fourier series upto the third harmonic given the following values :
x 0 1 2 3 4 5
y 4 8 15 7 6 2
The values of y at x=0,1,2,3,4,5 are given and hence the interval of x should be 0 ≤ x < 6.
The length of the interval = 6-0 = 6, so that 2l = 6 or l = 3.
The Fourier series upto the third harmonic is
θ =
x πx y ycosθ ycos2θ ycos3θ ysinθ ysin2θ ysin3θ
3
0 0 04 4 4 4 0 0 0
3 1800 07 -7 7 -7 0 0 0
2∑ y 1
a0 = 2[ f ( x)] = 2[ y ] = = ( 42 ) = 14
6 3
2
a1 = 2[ y cos θ ] = ( −8.5) = −2.833
6
2
b1 = 2[ y sin θ ] = (12 .99 ) = 4.33
6
2
a2 = 2[ y cos 2θ ] = ( −4.5) = −1.5
6
2
b2 = 2[ y sin 2θ ] = (−2.598 ) = −0.866
6
2
a3 = 2[ y cos 3θ ] = (8) = 2.667
6
b3 = 2[ y sin 3θ ] = 0
πx πx 2πx 2πx
y = 7 − 2,833 cos + (4.33 ) sin −1.5 cos − 0.866 sin + 2.667 cos πx
3 3 3 3
This is the required Fourier series upto the third harmonic.
3. The following table gives the variations of a periodic current A over a period T :
Show that there is a constant part of 0.75amp. in the current A and obtain the amplitude of the
first harmonic.
Note that the values of A at t=0 and t=T are the same. Hence A(t) is a periodic function of
2π
period T. Let us denote θ = t . We have
T
a0 = 2[ A]
2π
a1 = 2 A cos t = 2[ A cos θ ]
T (1)
2π
b1 = 2 A sin t = 2[ A sin θ ]
T
2πt
t θ= A cosθ sinθ Acosθ Asinθ
T
23
0 0 1.98 1 0 1.98 0
2∑ A 4.5
a0 = == 1.5
6 3
2∑ A cos θ 1.12
a1 = = = 0.3733
6 3
2∑ A sin θ 3.0137
b1 = = = 1.0046
6 3
The Fourier expansion upto the first harmonic is
a0 2πt 2πt
A= + a1 cos + b1 sin
2 T T
2πt 2πt
= 0.75 + 0.3733 cos + 1.0046 sin
T T
The expression shows that A has a constant part 0.75 in it. Also the amplitude of the first
harmonic is a12 + b12 = 1.0717.
ASSIGNMENT :
1. The displacement y of a part of a mechanism is tabulated with corresponding angular
movement x0 of the crank. Express y as a Fourier series upto the third harmonic.
y 1.80 1.10 0.30 0.16 1.50 1.30 2.16 1.25 1.30 1.52 1.76 2.00
2. Obtain the Fourier series of y upto the second harmonic using the following table :
24
3. Obtain the constant term and the coefficients of the first sine and cosine terms in the
Fourier expansion of y as given in the following table :
x 0 1 2 3 4 5
y 9 18 24 28 26 20
4. Find the Fourier series of y upto the second harmonic from the following table :
x 0 2 4 6 8 10 12
5. Obtain the first three coefficients in the Fourier cosine series for y, where y is given in the
following table :
x 0 1 2 3 4 5
y 4 8 15 7 6 2
6. The turning moment T is given for a series of values of the crank angle θ 0
= 750 .
θ 0
0 30 60 90 120 150 180
Obtain the first four terms in a series of sines to represent T and calculate T at θ = 750 .
FOURIER TRANSFORMS
Introduction
25
FOURIER TRANSFORMS
Let f(x) be a real valued, differentiable function that satisfies the following conditions:
1) f(x) and its derivative f ′( x ) are continuous , or have only a finite number of
simple discontinu ities in every finite interval, and
∞
2) the integral ∫ f ( x ) dx exists.
-∞
Also, let α be non - zero real parameter. The infinite Fourier Transform of f(x)
is defined by
fˆ (α) = F [ f ( x ) ] = ∫ f ( x ) e iαx dx
∞
−∞
−∞
fˆ (α )e −iαx dα
Note : The function f(x) is said to be self reciprocal with respect to Fourier transform
if fˆ (α) = f (α) .
Basic Properties
1. Linearity Property
26
For any two functions f(x) and φ (x) (whose Fourier Transforms exist) and any two
constants a and b,
F [ af ( x ) + bφ ( x ) ] = aF [ f ( x ) ] + bF [φ ( x ) ]
Proof
By definition, we have
F [ af ( x ) + bφ( x ) ] = ∫ [ af ( x ) + bφ( x ) ] e iαx dx
∞
−∞
∞ ∞
= a ∫ f ( x ) e iαx dx + b ∫ φ ( x ) e iαx dx
−∞ −∞
= aF [ f ( x ) ] + bF [φ ( x ) ]
In particular, if a = b = 1, we get
F [ f ( x ) + φ ( x ) ] = F [ f ( x ) ] + F [φ ( x ) ]
Again if a= -b = 1, we get
F [ f ( x ) − φ ( x ) ] = F [ f ( x ) ] − F [φ ( x ) ]
1 α
F[f ( x )] = f̂
a a
Proof : By definition, we have
F [ f ( ax ) ] = ∫ [ f ( ax ) ] e iαx dx
∞
(1)
−∞
−∞ a
1 α
= fˆ ( 2)
a a
Suppose a < 0. If we set again ax = u, then (1) becomes
u
iα du
F [ f ( ax ) ] = ∫ [ f (u)] e
−∞
a
∞ a
α
1 i u
∫ [ f (u )] e
∞
= − a
du
a −∞
1 α
= − fˆ (3)
a a
Expressions (2) and (3) may be combined as
1 ˆ α
F [ f ( ax ) ] = f
a a
This is the desired property
3. Shifting Properties
For any real constant ‘a’,
27
(i ) F [ f ( x − a ) ] = e iαa fˆ (α)
[ ]
(ii ) F e iax f ( x ) = fˆ (α + a )
Proof : (i) We have
F [ f ( x ) ] = fˆ (α) = ∫ [ f ( x ) ] e iαx dx
∞
−∞
−∞
∫ [ f (t )]e dt
∞
α
= e iαa −∞
i t
= e iαa fˆ (α)
ii) We have
∞
fˆ (α + a ) = ∫ f ( x ) e i ( α+a ) x dx
−∞
=∫
∞
−∞
[ f ( x )e ] e
iax iαx
dx
∞
= ∫ g ( x )e iax dx , where g ( x ) = f ( x )e iax
−∞
= F [ g ( x )]
= F [e iax f ( x ) ]
This is the desired result.
4. Modulation Property
If F [ f ( x ) ] = fˆ (α ),
then , F [ f ( x ) cos ax ] =
1 ˆ
2
[
f (α + a ) + fˆ (α − a ) ]
where ‘a’ is a real constant.
Proof : We have
e iax + e −iax
cos ax =
2
Hence
eiax + e −iax
F [ f ( x ) cos ax ] = F f ( x )
2
=
2
[
1 ˆ
]
f ( α + a ) + fˆ ( α − a ) , b yu s in glin e a rity
a n ds h iftp ro p e rtie
. s
Note : Similarly
F [ f ( x ) sin ax] = 1
2
[ fˆ (α + a) − fˆ (α − a) ]
Examples
-a x
1. Find the Fourier Transform of the function f(x) =e where a >0
= ∫ e e iαx dx
0 ∞
e iαx dx + ∫ e
−a x −a x
−∞ 0
Using the fact that x =x, 0 ≤x <∞and x =- x, - ∞<x ≤0, we get
−∞ 0
= ∫ e ( a +iα) x dx + ∫ e dx
0 ∞ −( a −iα ) x
−∞ 0
e ( a +iα ) x 0 e −( a −iα ) x
∞
= +
( a + iα ) − ∞ − ( a − iα ) 0
1 1
= +
( a + i α ) ( a − iα )
2a
= 2
(
a +α )
2
∞ sin α a cos α x
(i ) ∫−∞ α
dα
∞ sin α
(ii ) ∫0 α
dα
∞
−
= ∫ f ( x )e dx + ∫ f ( x )e iαx dx + ∫ f ( x )e iαx dx
−a a ∞
iαx
−∞ −a a
= ∫ e dx
a
i αx
−a
sin αa
= 2
α
sin α a
Thus F [ f ( x ) ] = fˆ ( α ) = 2 (1)
α
Inverting f̂ (α ) by employing inversion formula, we get
1 ∞ sin αa
f ( x) = ∫ 2[ ]e −iαx dα
2π −∞ α
29
Here, the integrand in the first integral is even and the integrand in the second integral is odd.
Hence using the relevant properties of integral here, we get
∞ sin αa cos αx
f ( x) = π1 ∫−∞ α
dα
or
∞ sin αa cos αx
∫−∞ α
dα = πf ( x )
π, x ≤a
=
0, x >a
For x = 0, a = 1, this yields
∞ sin α
∫−∞ α dα = π
Since the integrand is even, we have
∞ sin α
2∫ dα = π
0 α
or
∞ sin α π
∫0 α dα = 2
2 2
3. Find the Fourier Transform of f(x) =e - a x where ' a' is a positive constant.
2
−x
Deduce that f(x) =e 2 is self reciprocal with respect to Fourier Transform.
Here
F [ f ( x )] = ∫ e −a
∞
e iαx dx
2
x2
−∞
= ∫ e −(a ) dx
∞ 2
x 2 −iαx
−∞
iα
2
α2
− ax − + 2
∞
=∫ e
2 a 4 a
dx
−∞
2
iα
− α
2
∞ − ax −
=e 4a2
∫ 2a
e dx
−∞
iα
Setting t = ax - , we get
2a
− α
2
dt
F [ f ( x) ] = e
∞
∫
2
4a2
e −t
−∞ a
1 − α
2
∞
2∫ e − t dt
2
= e 4a2
a 0
30
1 − α
2
= e 4a2
π , usinggammafunction.
a
π − α 4 a 2
2
fˆ ( α ) = e
a
This is the desired Fourier Transform of f(x).
2 2
For a 2 = 1 in f(x) = e - a x
2
2
-x
2
we get f(x) = e and hence,
2
−α
f̂ ( α ) = 2π e 2
- x2
, we get f(α ) = e -α 2 2 .
Also putting x = α in f(x) = e 2
ASSIGNMENT
x, x ≤a
(1) f ( x ) = where ' a' is a positive constant
0, x >a
0, x <a
(2) f ( x ) = 1, a ≤ x ≤ b where ' a' and ' b' are positive constants
0, x >b
1 − x , x ≤1
(3) f ( x ) =
0, x >1
2 2
a − x , x ≤a
(4) f ( x ) =
0, x >a
−a x
(5) f ( x) = xe where ' a' is a positive constant
−x
(6) f ( x ) =e
(7) f ( x ) = cos 2 x 2
(8) f ( x) = sin 3 x 2
of f̂ (α) =e −α
2
(9) Find the inverse Fourier Transform
f ( x ) sin
∞
The integral ∫
0
αxdx is called the Fourier Sine Transform of f(x). This is
f̂ s (α) = Fs [ f ( x ) ] = ∫ f ( x ) sin αx dx
∞
Properties
Fs [f ( ax )] = ∫ f ( ax ) sin α x dx
∞
Setting ax = t , we get
α dt
Fs [ f ( ax ) ] = ∫ f ( t ) sin t
∞
0
a a
1 α
= f̂ s
a a
Fs [ f ( x ) cosax] = 1
2
[ fˆ (α + a) + fˆ (α − a) ]
s s
Proof : We have
Fs [ f ( x ) cos ax ] = ∫ f ( x ) cos ax sin αx dx
∞
1 ∞
f ( x ){sin (α + a ) x + sin (α − a ) x} dx
2 ∫0
=
= 1
2
[ fˆ (α + a) + fˆ (α − a) ], by usingLinearityproperty.
s s
EXAMPLES
0 a
a
− cos αx
=
α 0
1 − cos αa
=
α
e -ax
2. Find the Fourier sine transform of f(x) =
x
Here
∞ e −ax sin αx dx
f̂ s (α) = ∫
0 x
Differentiating with respect to α , we get
d d ∞ e −ax sin αx dx
f̂ s (α ) =
dα ∫0
dα x
∞ e −ax ∂
=∫ ( sin αx ) dx
0 x ∂α
performing differentiation under the integral sign
∞ e −ax
=∫ x cos αx dx
0 x
∞
e − ax
= 2 { − a cos αx + α sin αx}
a +α
2
0
a
= 2
a +α2
Integrating with respect to α , we get
α
f̂ s (α ) = tan −1 +c
a
But f̂ s (α ) = 0 when α = 0
∴ c=0
33
α
f̂ s (α ) = tan −1
a
π∫ 0
1 2
2 1 2
=π ∫
sin αx
0
dα + ∫ 2 sin αx dα + 0
1
2
= [1 + cos x − 2 cos 2 x]
πx
ASSIGNMENT
(6) fˆs ( α ) = π2
2
f̂ c (α ) = Fc [ f ( x ) ] =
∞
π ∫ f ( x ) cos αxdx
0
π 0 c
[ ]
f ( x ) = Fc-1 fˆ (α ) =
2
π∫
∞
0
fˆc ( α ) cos α x d α
Basic Properties
If ' a' and ' b' are two constants,then for twofunctionsf(x) and φ (x), we have
Fc [ af ( x ) + bφ ( x ) ] = aFc ( f ( x ) ) + bFc ( φ ( x ) )
Examples
(1) Find the cosine transform of the function
x, 0 < x <1
f ( x ) = 2 − x, 1< x <2
0, x >2
We have
35
∞
f̂ c (α ) = ∫ f ( x ) cos αxdx
0
0 1 2
Integrating by parts, we get
sin αx − cosαx 1 sin αx − cosαx
2
f̂ c ( α ) = x − + ( 2 − x ) − ( − 1)
α α α α
2 2
0 1
2 cos α − cos 2α − 1
=
α2
(2) Find the cosine transform of f(x) = e -ax , a > 0. Hence evaluate
∞ cos kx
∫0 x 2 + a 2 dx
Here
∞
f̂ c ( α ) = ∫ e − ax cos αxdx
0
∞
e − ax
= 2 { − a cosαx + α sin αx}
a + α
2
0
Thus
a
f̂ c ( α ) = 2 2
a +α
Using the definition of inverse cosine transform, we get
2 ∞ a
f ( x) = ∫ 2 2
cos αxdα
π 0
a +α
or
π −ax ∞ cos αx
e =∫ dα
2a 0 α 2 + a2
Let φ (α ) be defined by
α
φ (α ) = e-a
∞
Given φ(α) = ∫ f ( x ) cos αx dx = f̂ c (α)
0
2 ∞
f ( x) = φ (α ) cos αxdα
π ∫0
2 ∞
= ∫ e −aα cos αxdα
π 0
∞
2 e −α α
∞
=
π ∫ 0 a 2 + x 2 { − a cos αx + α sin αx}
0
2a
=
(
π a2 + x2 )
ASSIGNMENT
CONVOLUTION
∞ ∞
Let f(x) and g(x) be two functions such that ∫−∞ f ( x)dx and ∫−∞g ( x)dx exist.
Properties
37
1. f * g = g * f
2. f * ( g + h ) = ( f * g ) + ( f * h )
Convolution Theorem
L
e
t
F[
f * g]=
αα
f̂(αα
f̂(
)
and
) ĝ(
ĝ( ) b
e
)
t
he F
ou
r
ie
r T
r
ans
f
orm
s o
f f
(x
) a
nd g
(
x) r
es
pe
ct
ive l
y. T
h
e
Fourier Transforms:
∞ ∞
(a) ∫ fˆ (α) gˆ (α) dα = ∫ f ( x ) g ( x ) dx
−∞ −∞
∞ 2 ∞
∫ fˆ (α) dα = ∫ f ( x ) dx
2
(b)
−∞ −∞
Fourier CosineTransforms:
∞ ∞
(a) ∫ fˆc (α) g
ˆ (α) dα = ∫ f ( x ) g ( x ) dx
−∞ −∞
∞ 2 ∞
∫ fˆc (α) dα = ∫ f ( x ) dx
2
(b)
−∞ −∞
Examples
1 1
Let fˆ ( α ) = 2 , gˆ ( α ) = 2
(α + 4) (α + 9)
We recall the result
Fe[ −a x
]= a 2
a
+α 2
or
1 e −a x
F −1 =
(
α 2 + a 2 a )
For a=2, 3, we get
38
1 −2 x
F −1 = ˆ (α ) = e
f = f ( x)
(
α2 +4 2
)
1 e
−3 x
F −1 = gˆ (α ) = = g ( x)
(
α +9
2
)
3
Convolution theorem is
[ ] ∞
F −1 fˆ (α ) gˆ (α ) = f * g = ∫ f ( x − t ) g ( t ) dt
−∞
1 −2 x −t 1 −3 t
∞
=∫ e e dt
−∞ 2 3
1 ∞ −2 x −t −3 t
12 ∫−∞
= e dt
2
∞ sin x
2. Employ Parseval' s identity t o evaluate ∫0 x 2
dx
1, x ≤ 1
given that f(x) =
0, x > 1
For the given function, we have
1
1 1 e iαx
fˆ (α ) =
1
2π
∫ −1
(1) e iαx dx =
2π iα −1
1 2 sin α
=
2π α
Parseval’s identity for Fourier Transforms is
∞ ∞ 2
∫ f ( x ) dx = ∫ fˆ (α ) dα
2
−∞ −∞
or
2
∞ 1 2 sin α
∫ (1)
1
dx = ∫ dα
2
−1 −∞
2π
α
or
2 ∞ sin 2 α
2=
π ∫ −∞ α2
dα
or
∞ sin 2 α
∫
−∞ α2
dα = π
or
∞ sin 2 α π
∫
0 α
2 2
dα =
, as the integrand on the L.H.S. is even.
Replacing α by x, we get
∞ sin 2 x π
∫
0 x 2
dx =
2
ASSIGNMENT
39
1
to find F -1
1 + α 2 ( ) 2
2. Use Parseval’s identity to prove the following :
∞
dx π
(i) ∫ =
∞
0
( 2
x + 1 x + 4 122
)( )
dx π
(ii) ∫ =
∞
2
(
0 x +1
2
4
2
)
x π
(iii) ∫ dx = , a>0
0 (x 2
+a 2 2
) 4
1 − x , x ≤1 ∞
(1 - cos x ) 2 dx = π
(iv ) If f ( x) =
0, x >1
, Prove that ∫ x4 6
0
Z – TRANSFORMS
Introduction
The Z-transform plays an important role plays in the study of communications, sample
data control systems, discrete signal processing , solutions of difference equations etc.
Z - TRANSFORMS
Definition
Let un = f(n) be a real-valued function defined for n=0,1,2,3,….. and un = 0 for n<0. Then the
Z-transform of un denoted by Z(un) is defined by
∞
u ( z ) = Z (u n ) = ∑ u n z −n (1)
n =0
The transform also is referred to as the one sided Z-transform or unilateral Z-transform. Next,
we define un = f(n) for n=0, ± 1, ± 2, …… ± ∞.
∞
Z (un ) = ∑un z −n (2)
−∞
The region of the Z-plane in which the series (1) or (2) converges is called the region of
convergence of the transform.
40
Properties of Z-transform
1. Linearity property
Consider the sequences {un} and {vn} and constants a and b. Then
∞
Z [au n + bv n ] = ∑[au n + bv n ]z −n
n =0
∞ ∞
= a ∑un z −n + b∑vn z −n
n =0 n =0
= aZ (un ) + bZ (vn )
In particular, for a=b=1, we get
2. Damping property
∞ ∞ −n
z
Z ( a nun ) = ∑( a nun ) z −n = ∑un
n =0 n =0 a
z
= u
a
Thus
z
Z ( a nun ) = u
a
This is the result as desired. Here, we note that that if Z(un) = u( z) , then
z
Z ( a n u n ) = [u ( z ) ] Z →Z = u
a a
Next,
∞ ∞
Z ( a −nun ) = ∑(a −nun ) z −n = ∑un (az ) −n
n =0 n =0
= u (az )
Thus
Z ( a −nun ) = u (az )
41
3. Shifting property
∞
Z ( un −k ) = ∑un −k z −n
n =0
Since un = 0 for n<0, we have un-k = 0 for n=0,1,……(k-1)
∞
Z ( un −k ) = ∑un −k z −n
n =k
−k
= u0 z + u1 z −( k +1) + ....... ∞
Hence = z −k [u0 + u1 z −1 + ....... + ∞]
∞
= z −k ∑un z −n
n =0
−k
=z u( z)
Thus
Z(un-k) = z-k u( z)
Proof :
∞
Z ( u n + k ) = ∑ u n +k z −n
n =0
∞
∞
= z k ∑ u n +k z −( k +n ) = z k ∑ u n +k z −( k +n ) , where m =n+k
n =0 n =0
∞ k −1
= z k ∑ u n z −n − ∑ u n z −n
n =0 n =0
Particular cases :
1.Transform of an
By definition, we have
∞
Z (a n ) = ∑ a n z − n
n =0
∞ n 2
a a a
= ∑ = 1 + + + ..... + ∞
n =0 z z z
1 z
The series on the RHS is a Geometric series. Sum to infinity of the series is or
1− a z−a
z
z
Thus, Z (a n ) =
z −a
z
In particular, when a=1, we get Z(1) =
z −1
2. Transform of ean
Here
Z (e an ) = Z ( k n ) where k = ea
z z
= =
z − k z − ea
Thus
z
Z (e an ) =
z − ea
We have,
∞
Z (n p ) = ∑n p z −n
n =0
∞
= z ∑n p −1 z −( n +1) n (1)
n =0
[ ]
∞
d d
dz
Z (n p −1 ) =
dz
∑n
n =0
p −1
z −n
∞
= ∑n p −1 (−n) z −( n +1)
n =0
Particular cases of Z (n p ) :-
1. For p = 1, we get
Z ( n) = −z
d
[ Z (1)] = −z d z = z 2
dz dz z −1 ( z −1)
Thus,
z
Z ( n) =
( z −1) 2
2. For p = 2, we get
d z2 + z
Z (n 2 ) = −z [ Z (n)] = −z d
z
( z −1) 2 =
( z −1)3
dz dz
Thus,
z2 + z
Z (n 2 ) =
( z −1)3
3. For p = 3, we get
z3 + 4z 2 + z
Z (n3 ) =
( z − 1) 4
4. Transform of nan
By damping property, we have
z
Z (na n ) = [ Z (n)] Z →Z = 2
a
( z − 1) Z →Z a
z , in view of damping property
a az
= =
z
2
( z − a)2
− 1
a
Thus,
az
Z (na n ) =
( z − a) 2
5. Transform of n2an
We have,
z2 + z
Z (n 2 a n ) = Z (n 2 ) [ ]
Z→
Z = 3
a
( z −1) Z →Z
a
44
Thus,
az 2 + a 2 z
Z (n 2 a n ) =
( z − a )3
=
1
2
[ ]
Z (e nθ ) + Z (e −nθ ) , by using the linearity property
1 z z
= +
2 z −e θ
z − eθ
(eθ + e −θ )
−θ θ z −
z z −e + z −e 2
= 2 θ −θ = z 2 θ −θ
2 z − z (e + e ) + 1 z − z (e + e ) + 1
z[ z − cosh θ ]
= 2
z − 2 z cosh θ + 1
Next,
e nθ − e −nθ
sinh nθ =
2
z 1 1
Z (sinh nθ ) = −
2 z −e θ
z − e −θ
z eθ − e −θ
= 2
2 z − 2 z cosh θ + 1
z sinh θ
=
z − 2 z cosh θ + 1
2
We have
ein θ + e −in θ
cos nθ =
2
1
Z (cos nθ ) = Z (ein θ + e −in θ )
2
45
1 z z
= +
2 z −e iθ
z − e −iθ
z 2 z − (einθ + e −inθ )
=
2 z 2 − z (einθ + e −inθ ) + 1
z[ z − cos θ ]
=
z − 2 z cos θ + 1
2
Next,
einθ − e −inθ
sin nθ =
2i
1 z z
Z (sin nθ ) = −
2i z − e iθ
z − e −iθ
z e iθ − e − iθ
= 2
2i z − 2 z cos θ + 1
z sin θ
= 2
z − 2 z cos θ + 1
Examples :
1
2. un =
n!
Here
46
n
1
∞ ∞
1 1 z
Z (un ) = Z = ∑ z −n =∑
n! n =0 n! n =0 n!
2
,
1 1
1
z z
= 1 + + + ........ = e z , by exponential theorem
1! 2!
3. un = a n cos nθ
We have
z ( z − cos θ )
Z (cos nθ ) =
z − 2 z cos θ + 1
2
1
4. un = ( n +2)!
1 1
Let us denote vn = , so that vn+2 = ( n +2)! = un
n!
Here
1
Z (v n ) = e z
Hence
v
Z (un ) = Z (vn + 2 ) = z 2 Z (vn ) − v0 − 1 , by left shifting rule
z
1 1 1 1
= z 2 e z − − .
0! z 1!
1 1
= z 2 e z −1 −
z
ASSIGNMENT
6. un = e-an cosnθ
7. un = e-an sinnθ
8. un = a-n n2
9. un = (n-2)3
10. un = (n+1)4