Fourier Analysis

Fourier Series Expansion for f(x):

FS:

2n
f ( x ) = a0 + an cos
P
n =1

2n
x + bn sin

x ; period ( f ) = P

The series converges to the average value at jump singularities and the valid limit at removable singularities!

FS-COEFF: Fourier Coefficients (Euler Formulas) for Full expansion

1 P
even constant coefficient
a0 = f ( x ) dx
P 0
2 P
2n
even coefficients
an = f ( x ) cos
x dx
0
P
P
2 P
2n
odd coefficients
f ( x ) sin
x dx

0
P
P
Note: the integration interval [0, P ] may be changed to [T , T + P ]
bn =

FS-SYMEQ Symmetric Equations

P=2 L 1
L
even constant coefficient
a0 =
f ( x ) dx
2 L L
P=2 L 1
L
n
even coefficients
an = f ( x ) cos
x dx
L L
L
P=2 L 1
L
n
odd coefficients
bn = f ( x ) sin
x dx
L L
L
Even Half Range Expansion (Extension of f(x) to an even function)

n
FS-EVENEX: f ( x ) = a0 + an cos
L
n =1
P=2 L 1
L
a0 = f ( x ) dx
L 0
P=2 L 2
L
n
an = f ( x ) cos
x dx
0
L
L

x ; period ( f ) = P = 2 L

even constant coefficient

even coefficients

Odd Half Range Expansion (Extension of f(x) to an odd function)

n
FS-ODDEX: f ( x ) = bn sin
x ; period ( f ) = P = 2 L
L
n =1
P=2 L 2
L
n
odd coefficients
bn = f ( x ) sin
x dx
L 0
L

Fourier Series Complex Expansion for f(x):

i nL x
f ( x ) = cn e ; period ( f ) = P = 2 L
n =

FSCmplx:

n
x
L

i
1 L

with cn =
f
x
e
(
)
2L L
P=2 L

dx

Fourier Analysis
Fourier Integral Representation of f(x):
f ( x) =

[ a( w) cos( wx) + b( w)sin( wx)] dw

a ( w) =

b ( w) =

f ( x ) cos ( wx ) dx

even coefficients

f ( x ) sin ( wx ) dx

odd coefficients

The Fourier Integral converges to the average value at jump singularities and the valid limit at removable singularities!

Alternate forms:

f ( x ) = 1 f ( z ) cos ( wz ) cos ( wx ) + f ( z ) sin ( wz ) sin ( wx ) dz dw

f ( x ) = 1 f ( z ) cos w ( z x ) dz dw = 1 f ( z ) cos w ( x z ) dz dw

0
0

f ( x) =

1
2

f ( z ) eiw( x z ) dz dw note: cos w ( x z ) = e

f ( x) =

1
2

1
2

) (

f ( z ) e iwz dz eiwx dw =

1
2

iw( x z ) )

F ( w)eiwx dw

+ e iw( x z ) )
2

Fourier Cosine and Sine Integrals (f(x) extended to even or odd function!)
Even Extension f(x): Fourier Cosine Integral

2
f ( x ) = [ a ( w) cos( wx ) ] dw with a ( w ) = f ( x ) cos ( wx ) dx note: b ( w ) = 0
0
0
Odd Extension f(x): Fourier Sine Integral

2
f ( x ) = [b( w)sin( wx ) ] dw with b ( w ) = f ( x ) sin ( wx ) dx note: a ( w ) = 0
0
0
Fourier Transform and Inverse Transform:
F ( w) =
f ( x) =

1
2

1
2

f ( x ) e iwx dx Fourier Transform of f(x)

F ( w ) eiwx dw Fourier Inverse Transform of F ( w)

Fourier Cosine Transform and Inverse Transform:

Fc ( w ) =
f ( x) =

f ( x ) cos ( wx ) dx

Fc ( w ) cos ( wx ) dw

Fourier Cosine Transform of f(x)

Fourier Inverse Cosine Transform of Fc ( w )

Fourier Sine Transform and Inverse Transform:

Fs ( w ) =
f ( x) =

f ( x ) sin ( wx ) dx

Fs ( w ) sin ( wx ) dw

Fourier Sine Transform of f(x)

Fourier Inverse Sine Transform of Fs ( w )