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Fourier Series Department of Mehanical Engineering傅立叶系列机械工程系
Fourier Series Dr. K.W. Chow Mechanical Engineering Introduction Conceptual question: While one can readily see that two vectors can be ‘perpendicular’ or ‘orthogonal’, how can we extend this concept to a sequence of functions? Introduction A general formulation: For a sequence of functions {φn} and f(x) = Σ cn φn What is cn ? IF ∫ φm φn dx = 0 for m, n different, then cn can be found from this ‘orthogonal’ property. Introduction A general theory has been developed for linear, second order differential equations regarding these issues: (a) Orthogonal ‘eigenfunctions’? (b) Completeness in terms of expansion? (i.e. is it possible for any arbitrary function f(x) to be represented as a sum of φn(x)?) Introduction Sin(x) and Cos(x) are the solutions of the simplest second order ordinary differential equations (ODEs) d2y/dx2 + y = 0, subject to certain boundary conditions. Introduction Fourier series is an infinite series of sine and cosine Dirichlet’s theorem (Sufficient, but not necessary): If a function is 2L-periodic and piecewise continuous, then its Fourier series converges At a point of discontinuity, the series converges to the mean value. Fourier series an and bn are calculated by the orthogonal properties of sines and cosines. If one uses a0 as the constant term, two schemes for defining an, n = 0 and n 0. If one uses a0/2, then one definition for all an . Introduction Consider: Introduction The n = 15 series gives a very good approximation to the original function Introduction Introduction Even extension of a function results in Fourier cosine series Odd extension of a function results in Fourier sine series (Assuming function is given only in half the interval.) Introduction Introduction Consider using odd extension Introduction Introduction Introduction Introduction Introduction Introduction Gibbs phenomenon – large oscillations of the series near a discontinuity. Introduction Consider the square wave again: Introduction Introduction Introd
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