BriefreviewofFourierSeries.docVIP

3. Fourier Series This short chapter offers a very brief review of [discrete] Fourier series. The Fourier series of f (x) on the interval (–L, L) is where and The {an, bn} are the Fourier coefficients of f (x). Note that the cosine functions (and the function 1) are even, while the sine functions are odd. If f (x) is even (f (–x) = + f (x) for all x), then bn = 0 for all n, leaving a Fourier cosine series (and perhaps a constant term) only for f (x). If f (x) is odd (f (–x) = – f (x) for all x), then an = 0 for all n, leaving a Fourier sine series only for f (x). Example 3.1 Expand in a Fourier series. L = (. Therefore the Fourier series for f (x) is Example 3.1 (Additional Notes – also see www.engr.mun.ca/~ggeorge/5432/demos/) The first few partial sums in the Fourier series are and so on. The graphs of successive partial sums approach f (x) more closely, except in the vicinity of any discontinuities, (where a systematic overshoot occurs, the Gibbs phenomenon). Example 3.2 Find the Fourier series expansion for the standard square wave, L = 1. The function is odd (f (–x) = – f (x) for all x). Therefore an = 0 for all n. We will have a Fourier sine series only. (can use symmetry) The graphs of the third and ninth partial sums (containing two and five non-zero terms respectively) are displayed here, together with the exact form for f (x), with a periodic extension beyond the interval (–1, +1) that is appropriate for the square wave. y = S3(x) Example 3.2 (continued) y = S9(x) Convergence At all points x = xo in (–L, L) where f (x) is continuous and is either differentiable or the limits and both exist, the Fourier series converges to f (x). At finite discontinuities, (where the limits and both exist), the Fourier series converges to , (using the abbreviations ). f (x) not continuous continuous but continuous and at x = xo not differentiable differentiable