FOURIER SERIES, FOURIER INTEGRAL & FOURIER TRANSFORMS

Weightage for university exam: No. of lectures required to teach: 10Marks 09hrs

Periodic Functions: A function f (x) is said to be periodic if there exists a number p such that , f(x+p) = f (x). for all x. for e.g. Sinx is a periodic function with period 2 . Dirichlet s Conditions: A periodic function f (x) can be express as a fourier series if it satisfies following conditions (i) f (x) should be bounded (ii) f (x) should be single valued (iii) f (x) has atmost a finite number of maxima and minima in the interval of definition. (iv) f (x) has atmost a finite number of dicontinuties in the interval of definition. Important Integrations: 0 a a (i) f ( x)dx 2 f ( x)dx
a 0

if

f ( x)is odd

if f ( x) is even

(ii) (iii) (iv)

e ax sin bx dx
e ax cos bx dx

e ax a2 b2
e ax

a sin bx b cos bx
a cos bx b sin bx

a2 b2 Bernoulli s formula:
u v dx uv1 u v2

u v3 .................. are derivatives of u while v1,v2, n N n N are integrals of v w.r.t x

(v) (vi)

Where u , u , respectively. cosn = (-1)n sinn = 0

Fourier Series: Let f(x) be periodic function with period p 2l defined over (c ,c+2l) then its fourierseries can be defined and denoted by, a n x n x f ( x) 0 a n cos bn sin . 2 n1 l l Where, a 0
an
1 l
c 2l

f ( x) dx
c

1 l

c 2l

f ( x) cos
c

n x dx l

Lecture Notes for B.E.third semester By Mr. Zalak Patel

bn

1 l

c 2l

f ( x) sin
c

n x dx l

Fourier Series for Dicontinous functions:

g ( x) a b c x b x c x d

Let f(x) be periodic function with period p 2l defined by f ( x)

h( x ) k ( x)

then its fourierseries can be defined and denoted by, a n x n x f ( x) 0 a n cos bn sin . 2 n1 l l Where, , a 0

1 l
1 l 1 l
b

f ( x) dx
a b

f ( x) dx
c
c

f ( x) dx
f ( x) cos
b

an an

f ( x) cos
a b

n x dx l n x dx l

n x dx l n x dx l

f ( x) cos
c d

n x dx l n x dx l

f ( x) sin
a

f ( x) sin
b

f ( x) sin
c

Value of the function at the Point where function is Discontinous: Let f(x) be a given function discontinous at say x =a then one can find f(a) lim lim f ( x) f ( x) x a x a . 2

Using , f (a)

Even and Odd functions: A function f(x) can be said an even function if , f(-x) = f(x) A function f(x) can be said an odd function if , f(-x) = - f(x) x. x.

Fourier Series for Even and Odd functions: Fourier series for an even function f(x) with period p 2l , defined over -l < x < l ,can be a n x given by, f ( x) 0 a n cos 2 n1 l Where, a 0
an 2 l
l

2 l

f ( x) dx
0

f ( x) cos
0

n x dx l

Lecture Notes for B.E.third semester By Mr. Zalak Patel

Fourier sine series for an odd function f(x) with period p 2l , defined over -l < x < l ,can be given by, f ( x)
n 1

bn sin
l

n x l
n x dx l

Where, bn

2 l

f ( x) sin
0

Half Range Fourier Series: Half range Fourier cosine series for function f(x) ,defined over 0 < x < l ,can be given by, a n x f ( x) 0 a n cos 2 n1 l Where, a 0
an
2 l
l

f ( x) dx
0

2 l

f ( x) cos
0

n x dx l

Half range Fourier sine series for function f(x) defined over 0 < x < l , can be given by, f ( x)
n 1

bn sin
l

n x l
n x dx l

Where, bn

2 l

f ( x) sin
0

Statement of pointwise convergence theorem of fourier series: If a periodic function f(x) is piecewise continous in the interval 2 in the interval x and has a left hand derivative and right hand derivative at each point of that interval, a n x n x then the fourierseries 0 an cos bn sin of f(x) is convergent and its sum is f(x), 2 n1 l l except at a point x0 at which f(x) is discontinous and the sum of the series is the average of the left hand limit and right hand limits of f(x) at x0. Total Square Error Function : Let f(x) be periodic function with period p 2 Then E

in the interval

( f ( x) S N ( x)) 2 dx is called total square error function.

where S N ( x)

a0 2

a n cos nx
n 1
2

bn sin nx
a0 2
2 N

Abvove can be modified in to E

f ( x)dx

(a n
n 1

bn )

Lecture Notes for B.E.third semester By Mr. Zalak Patel

Bessel s Inequality : Let f(x) be periodic function with period p 2 Then

a0 2
2

in the interval

(a n
n 1

bn )

f 2 ( x)dx is called Bessel s Inequality for fourier series.

Parseval s Identity for Fourier series: Let f(x) be periodic function with period p 2 Then
a0 2
2

in the interval

(a n
n 1

bn )

f 2 ( x)dx is called parseval s identity for fourier series.

Fourier Integral theorem : Fourier integral representation of a function f(x) is defined by

f ( x)
0

A( ) cos x B( ) sin x d

Where A( ) =

f (v) cos v dv and B( ) =

f (v) sin v dv

Fourier sine integral : Fourier sine integral representation of a function f(x) is defined by 2 f ( x) B( ) sin xd , Where B( ) = f (v) sin v dv
0 0

Note: If function f(x) is an odd function then Fourier integral representation Of a Function f(x) and Fourier sine integral representation of a Function f(x) are identical. Fourier cosine integral : Fourier cosine integral representation of a function f(x) is defined by 2 f ( x) A( ) cos xd , Where A( ) = f (v) cos v dv
0 0

Note: If function f(x) is an even function then Fourier integral representation of a function f(x) and Fourier cosine integral representation of a function f(x) are identical. Fourier Transform: Fourier Transform of a function f(x) is defined & denoted by 1 ( f ) F( ) f (v) e i v dv 2 Fourier sine Transform: Fourier sine Transform of a function f(x) is defined & denoted by 2 Fs ( ) f (v) sin v dv s(f )
0

Note: If function f(x) is an odd function then

(f )

(f )

Lecture Notes for B.E.third semester By Mr. Zalak Patel

Fourier cosine Transform: Fourier cosine Transform of a function f(x) is defined & denoted by 2 Fc ( ) f (v) cos v dv c( f )
0

Note: If function f(x) is an even function then Inverse Fourier Transform:

(f )

(f )

Inverse Fourier Transform of a function f(x) is defined & denoted by 1 1 ( f ) f ( x) (f) ei x d 2 Inverse Fourier sine Transform: Inverse Fourier sine Transform of a function f(x) is defined & denoted by 2 1 f ( x) s (f ) s ( f ) sin x d
0

Inverse Fourier cosine Transform: Inverse Fourier cosine Transform of a function f(x) is defined & denoted by 2 1 f ( x) c (f ) c ( f ) cos x d
0

Linearity of Fourier Transform: Fourier transform is linear. i.e. a f ( x) b g ( x) a Shifting Property: Shiftting of x by a Statement : If F ( ) is fourier transform of f(x) then Shiftting of by Statement : If F ( ) is fourier transform of f(x) then
f ( x a) = e
i a

f ( x)

g ( x) .

F( ) )

e i x f (x) = F (

Change The Scale Property: Statement: If F ( ) is fourier transform of f(x) then Modulation Theorem: If F ( ) is fourier transform of f(x) ,then Fourier transform of Derivative of f(x): If f(x) is continous function with the property that absolutly integarable over ( lim x f ( x) = 0 and f (x) is
f (ax =

1 F ;a a a

0.

f ( x) cos ax

F(

a) F

, ) then

f ( x)

i F( )

Lecture Notes for B.E.third semester By Mr. Zalak Patel

For all r such that f(r)(x) r = 1,2 ..,n satisfies Dirichlet s conditions and they are absolutly n integarable over ( , ) then f ( n ) ( x) i F( ) Fourier transform of the integration of f(x):
x

If F ( ) is fourier transform of f(x) then

a

f ( x)dx

f( ) . i

Derivative of Fourier transform of f(x): dn F( ) d n Where f(x) is continous and differential function with n times differentiable F( ) . If F ( ) is fourier transform of f(x) then x n f ( x) in Convolution: Convolution of function f(x) and g(x) is defined and denoted by,

f ( x) * g ( x)
t

f (t ) g ( x t ) dt g (t ) f ( x t ) dt
0

g ( x) * f ( x)
Convolution Theorem: If f ( x) F ( ) and

( g x)

G ( ) then

( f ( x) * g ( x) )

f ( x) . ( g x)

Self Reciprocal function: A function f(x) is called self reciprocal if, F f( ) i.e. Fourier Transform of f(x) = function s value at at x Parseval s Identity for Fourier Transforms: Let f(x) be function defined over

, then

F( ) d

f ( x) dx

is called parseval s identity for fourier transforms. Let f(x) be function defined over

, then
0

F c( ) d
0

f ( x) dx

is called parseval s identity for fourier cosine transforms. Let f(x) be function defined over

, then
0

Fs ( ) d
0

f ( x) dx

is called parseval s identity for fourier sine transforms.

Lecture Notes for B.E.third semester By Mr. Zalak Patel

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