FS Lecture Notes

Page 1: Periodic Functions and Fourier Series

Page 2: Mathematics: Relationship Between Taylor and Fourier Series

  • Periodic time-series described by a function with period 2π

  • Two types of series:

    • Taylor series: Expands as a linear combination of polynomials around t=0

    • Fourier series: Expands as a linear combination of sinusoids for t in [-π, π]

Page 3: Trigonometry Review - Sinusoids

  • Basic properties of sinusoids:

    • Amplitude: Maximum value or height from the midline.

    • Frequency (f): Number of cycles per unit time, given by f = 1/T, where T is the period.

    • Phase: Horizontal shift of the sinusoid from the origin.

Page 4: The Fourier Series

  • Proposed by Fourier in 1807.

  • A periodic waveform f(t) can be expressed as an infinite series of simple sinusoids:

    • Construction of the exact waveform from sinusoids by summing them up.

    • Period (T): The smallest value satisfying f(t + nT) = f(t).

Page 5: Periodic Functions

  • A function f(q) is periodic if defined for all real q and

    • There exists a positive number T such that f(q + T) = f(q).

Page 6: Simple Fourier Series Representation

  • No specific information, just a placeholder on this page.

Page 7: Simple Fourier Series Graph Sketch

  • Graph representation concerning f(0) = 0 and points at intervals of T.

Page 8: Symmetry in Periodic Functions

  • No specific information, just a placeholder on this page.

Page 9: Fourier Series Expansion

  • f(q) can be expressed as:

    • Trigonometric series: f(q) = a0 + sum( an * cos(nq) + bn * sin(nq)) for n from 1 to infinity.

  • Period is generally represented as 2π.

Page 10: Fourier Series Representation Continuation

  • Similar representation as in Page 9 for better understanding of harmonic components using cosine and sine functions.

Page 11: Fourier Coefficients for Cosine Waves

  • Example function evaluation using cosine waves at multiple intervals.

Page 12: Fourier Coefficients for Sine Waves

  • Similar function evaluation for sine components across the periods.

Page 13: Coefficient Determination

  • How to establish coefficients a_n and b_n by integrating functions.

  • Introduction to useful integration identities for Fourier coefficients.

Pages 14-16: Useful Integrations

  • Present useful integrations establishing 0 integrals for orthogonality conditions between sine and cosine terms for periodic functions.

  • Emphasizes the zero result when integrating over the full period ( -π to π).

Page 17: Determining Coefficient a_0

  • Integrate f(q) over one period to find a_0, which represents the average value of the function over that period.

Page 18: Integration to Determine Coefficients

  • Describes the integration process across one cycle to establish coefficients for both sine and cosine terms in Fourier series expansion.

Page 19: Average Value of function f(q)

  • The coefficient a_0 is determined using average value of f(q) over its period.

Page 20: Integration Clarifications

  • Reinforcement of integration limits when establishing coefficients a_n and b_n.

Page 21: Fourier Series Coefficients

  • Description of how to revert coefficients based on the integrals to include different forms of representation for coefficients a_n and b_n.

Page 22: Another Average Value Explanation

  • Explains averaging through integrals on both sides, reiterating earlier concepts regarding Fourier series lengths.

Page 23: Coefficient a_n Determination

  • Multiply original function by cos(nq) and integrate to solve for a_n across its periodic limits.

Page 24: Sequential Integration

  • Simplification of finding coefficients by evaluating integral parts for establishing Fourier coefficients pattern.

Page 25: Continued Integration for Coefficients

  • Reiteration of applying integrals for obtaining terms useful in Fourier coefficients for periodic functions.

Page 26: Simplifying f(m) Terms

  • How to relate the function evaluated terms when working through Fourier series expansion.

Page 27: Coefficient b_n Determination

  • Similar method as a_n but using sine component to correlate values with respective function.

Page 28: Integration Parts for Coefficient Determination

  • Clarifying integrations by parts to discover various sine component coefficient results yielding results for the Fourier series.

Page 29: Continued Integration and Expansions

  • Establishment of evaluation for sine components and the respective values that contribute to the series.

Page 30: Conclusion of Coefficients Determination

  • Integration to finalize the coefficients relating back to f(q) for sin terms across the integration.

Page 31: Average Value Relationship

  • Defining average values in relation to Fourier coefficients across periods.

Page 32: Codifying Coefficients

  • Adjustment of parameter m in place of n to indicate coefficients on relation lines yielding similarity across segments.

Page 33: Integration Flexibility

  • Expand on the thinking of integrating Fourier terms over a larger range if beneficial to the equation outcomes from the function.

Page 34: Example Fourier Series Problem

  • Demonstrative calculation to find Fourier series for provided periodic function across multiple ranges defining its waveform interactions.

Page 35: Integral Setups for Fourier Function

  • Set basic boundaries for integral calculations processing the values aiding the Fourier series establishment.

Page 36: Integration Strategy for Series

  • Continued evaluation of the Fourier components to arrive at the correct series establishment.

Page 37: Further Examples of Integration

  • Steps modeling integrations allowing for development of coefficients linked to certain functions.

Page 38: Odd Symmetry in Terms

  • Utilizing odd terms to articulate the function through series use with constraints defining evaluations.

Page 39: Even Symmetry in Terms

  • No terms from the even function contributions back through integration exclusive to cosine components.

Page 40: Final Fourier Series Form

  • Presentation of Fourier series in practical terms from periodic evaluations.

Page 41: Graphical Representation - 4 Terms

  • Visualization of function plotting approximating through Fourier components using 4 terms to yield results on screen.

Page 42: Graphical Representation - 6 Terms

  • Update on the function graph depiction after integrating 6 terms for enhanced rendering.

Page 43: Graphical Representation - 8 Terms

  • Further graphed portrayals adopting 8 terms with elevated accuracy and detail through visual aids.

Page 44: Greater Accuracy with 12 Terms

  • Extending 12 terms for refined approaches and visual feedback on sinusoidal approximations of periodic functions.

Page 45: Curve Comparison Graph

  • Display similarities and differences between functions across plotted renderings in various term equations sizing.

Page 46: Further Curve Comparison

  • Continued comparisons depicting clearer graphs through 12 terms again contrasting with 4.

Page 47: Advanced Comparison with 20 Terms

  • Graphing between the high detailed 20 term representation against 4 terms expressing the level of adjustment made.

Page 48: Introduction to Even and Odd Functions

  • Differentiation between types of functions relating to series evaluation methodologies across contexts.

Page 49: Definition of Even Functions

  • Key characteristics of even functions relating distances across values for evaluation confirmatory of properties discussed.

Page 50: Definition of Odd Functions

  • Clarity on how odd functions would invert or shift to access sign change during functional application.

Page 51: Representing Even Functions

  • Clarify that even functions align with cosine waves thus being represented through cosine series explicitly.

Page 52: Representing Odd Functions

  • Odd functions only conform to sine waves establishing their exclusive representations as previously stated.

Page 53: Expressing Even/Odd Functions as Series

  • Mathematical representations for odd and even functions through sine and cosine formats as Fourier series constructs.

Page 54: Example of EOF from Series

  • Example problem highlighting the process for determining the Fourier series for a periodic function with conditions.

Page 55: Fourier Transformation Integrals

  • Set of integrals to find function outputs f(x) across the prescribed period yielding periodic compliance on outcomes.

Page 56: Integration Application by Parts

  • Strategy leveraging integration by parts to derive coefficients involved in Fourier evaluations from set functions.

Page 57: Evaluation of Coefficients Properties

  • Constants determined with conditions placed on odd/even interactions to set functional terms.

Page 58: Series Results Overview

  • Final Fourier series representation for the derived function being fully disclosed to conclude evaluations.

Page 59: Forms of Arbitrary Period Functions

  • Generalization to periodic function scenarios with denoted angular rotations indicating transformations occuring.

Page 60: Angular Velocity Definition

  • Description of angular velocity adjustments in terms of periodic nature denoting transforms alongside f(t).

Page 61: Integral Limit Change Derivation

  • Transforming integration limits correlating back to time adjustments fitting within Fourier parameters.

Page 62: Mean Value Referencing

  • More integrated assessments within one period realizing behaviors surrounding Fourier algebra applications.

Page 63: Finalizing Coefficient Detections

  • Defining a_n through achieved components of Fourier functions across defined periodic adjustments.

Page 64: The Fourier Series Structure

  • Exposition of Fourier series expressions showcasing how multiple n values interact across a defined time function.

Page 65: Completing Integration Terms Summation

  • Enables sine wave definitions tackling B coefficient measures over structured frameworks.

Page 66: Additional Example Troubleshooting

  • Display functions evaluated over different periods showcasing component participations within Fourier measurements across cosine and sine waves.

Page 67: Odd Functions Exploration

  • Characteristics driven from results yielding Fourier coefficients adjustments across sine terms distinctly.

Page 68: Integration Summation Scope

  • Usage of summations indicative of their relations enhancing function behavior connectivity for specific terms.

Page 69: Relation and Odd/Even Properties

  • Result led solutions showcasing even versus odd evaluations across outputs from functions specified.

Page 70: Series Composition Contracts

  • Summation of main Fourier framework presenting all derived terms correlating back to wave harmonization across their functional limits.

Page 71: The Complex Form of Fourier Series

  • Breakdown of functions using complex formulations alongside coefficients providing harmonic expression for Fourier interactions distilling easier interpretations.

Page 72: nth Harmonic Expressions

  • Analysis of nth harmonic components overcoming complex forms to identify variables contributing to transformations.

Page 73: Coefficient Interpretation

  • Clarification of coefficient behavior with preliminary references to sine and cosine aspects across wave characterizations.

Page 74: Generic Fourier Functions

  • Presenting general forms translating direct terms across common interactions modeling Fourier outputs defined through proper representations.

Page 75: Overall Fourier Series Representation

  • Final confirmation establishing base Fourier coefficients struck through harmonic interactions across known results within a single harmonic evaluation.

Page 76: Coefficient Evaluation Techniques

  • Summarized techniques applied to Fourier coefficient evaluations confirming complex nature outputs against basic periodials.

Page 77: Final Complex Coefficients Derivation

  • Establish full definitions of complex coefficients illustrating establishment throughout Fourier metrics carrying complex art on sinusoidal measures.

Page 78: Coefficients Nature

  • Phase relationships presenting evidence back against periodic dimensions establishing iterative developments promoting complex understanding through summaries.

Page 79: Conclusion & Key Findings

  • Share insights and final conclusions regarding Fourier series expressed coefficient behaviors illustrating functions across periodic rates defined.