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MATHEMATICAL METHODS




                      FOURIER SERIES
                             I YEAR B.Tech




By
Mr. Y. Prabhaker Reddy
Asst. Professor of Mathematics
Guru Nanak Engineering College
Ibrahimpatnam, Hyderabad.
SYLLABUS OF MATHEMATICAL METHODS (as per JNTU Hyderabad)
Name of the Unit                                      Name of the Topic
                     Matrices and Linear system of equations: Elementary row transformations – Rank
      Unit-I
                     – Echelon form, Normal form       –
                                                       Solution of Linear Systems     –
                                                                                      Direct Methods    – LU
Solution of Linear
                     Decomposition from Gauss Elimination        – Solution of Tridiagonal systems Solution
                                                                                                    –
    systems
                     of Linear Systems.
                     Eigen values, Eigen vectors     – properties      – Condition number of Matrix, Cayley        –
     Unit-II
                     Hamilton Theorem (without proof)        –
                                                             Inverse and powers of a matrix by Cayley          –
Eigen values and
                     Hamilton theorem       – Diagonalization of matrix    – Calculation of powers of matrix       –
  Eigen vectors
                     Model and spectral matrices.
                     Real Matrices, Symmetric, skew symmetric, Orthogonal, Linear Transformation -
                     Orthogonal Transformation. Complex Matrices, Hermition and skew Hermition
     Unit-III
                     matrices, Unitary Matrices - Eigen values and Eigen vectors of complex matrices and
     Linear
                     their properties. Quadratic forms - Reduction of quadratic form to canonical form,
Transformations
                     Rank, Positive, negative and semi definite, Index, signature, Sylvester law, Singular
                     value decomposition.
                     Solution of Algebraic and Transcendental Equations- Introduction: The Bisection
                     Method – The Method of False Position       – The Iteration Method - Newton
                                                                                               –Raphson
                     Method Interpolation:Introduction-Errors in Polynomial Interpolation - Finite
     Unit-IV
                     differences- Forward difference, Backward differences, Central differences, Symbolic
Solution of Non-
                     relations and separation of symbols-Difference equations           – Differences of a
 linear Systems
                     polynomial - Newton’s Formulae for interpolation - Central difference interpolation
                     formulae - Gauss Central Difference Formulae - Lagrange’s Interpolation formulae- B.
                     Spline interpolation, Cubic spline.
     Unit-V          Curve Fitting: Fitting a straight line - Second degree curve - Exponential curve -
 Curve fitting &     Power curve by method of least squares.
   Numerical         Numerical Integration: Numerical Differentiation-Simpson’s         3/8    Rule,     Gaussian
   Integration       Integration, Evaluation of Principal value integrals, Generalized Quadrature.
     Unit-VI         Solution   by   Taylor’s    series -   Picard’s   Method    of successive approximation-          Euler
   Numerical         Method -Runge kutta Methods, Predictor Corrector Methods, Adams- Bashforth
 solution of ODE     Method.
                     Determination of Fourier coefficients - Fourier series-even and odd functions -
     Unit-VII
                     Fourier series in an arbitrary interval - Even and odd periodic continuation - Half-
 Fourier Series
                     range Fourier sine and cosine expansions.
    Unit-VIII        Introduction and formation of PDE by elimination of arbitrary constants and
     Partial         arbitrary functions - Solutions of first order linear equation - Non linear equations -
   Differential      Method of separation of variables for second order equations - Two dimensional
   Equations         wave equation.
CONTENTS
UNIT-VII
FOURIER SERIES
          Introduction to Fourier Series

          Periodic Functions

          Euler’s Formulae

          Definition of Fourier Series

          Fourier Series defined in various Intervals

          Half Range Fourier Series

          Important Formulae

          Problems on Fourier series
FOURIER SERIES
Fourier Series is an infinite series representation of periodic function in terms of the
trigonometric sine and cosine functions.

Most of the single valued functions which occur in applied mathematics can be expressed in the
form of Fourier series, which is in terms of sines and cosines.

Fourier series is to be expressed in terms of periodic functions- sines and cosines.

Fourier series is a very powerful method to solve ordinary and partial differential equations,
particularly with periodic functions appearing as non-homogeneous terms.

We        know   that,   Taylor’s   series   expansion     is      valid only which are continuous and
                                                                       unctions for f
differentiable. Fourier series is possible not only for continuous functions but also for periodic
functions, functions which are discontinuous in their values and derivatives. Further, because of
the periodic nature, Fourier series constructed for one period is valid for all values.

Periodic Functions

A function        is said to be periodic function with period           if for all ,            , and
  is the least of such values.

Ex: 1)              are periodic functions with period         .

     2)             are periodic functions with period .

Euler’s Formulae
The Fourier Series for the function          in the interval                   is given by




where




These values               are known as Euler’s Formulae.
CONDITIONS FOR FOURIER EXPANSION

A function          defined in         has a valid Fourier series expansion of the form




Where                are constants, provided

   1)         is well defined and single-valued, except possibly at a finite number of point in the
         interval        .
   2)         has finite number of finite discontinuities in the interval in              .
   3)         has finite number of finite maxima and minima.

Note: The above conditions are valid for the function defined in the Intervals                –              .



         Consider any two, All these have a common period            . Here   =



         All these have a common period        .
         These are called complete set of orthogonal functions.

Definition of Fourier series
   Let        be a function defined in             . Let                      , then the Fourier Series of

          is given by

where




These values                 are called as Fourier coefficients of      in        .

   Let        be a function defined in             . Let                      , then the Fourier Series of

          is given by

where




These values                 are called as Fourier coefficients of      in            .
Let         be a function defined in         . Let                         , then the Fourier Series of

            is given by

where




These values                 are called as Fourier coefficients of       in        .

   Let         be a function defined in         . Let                         , then the Fourier Series of

            is given by

where




These values                 are called as Fourier coefficients of       in        .

FOURIER SERIES FOR EVEN AND ODD FUNCTIONS

We know that if            be a function defined in         . Let                          , then the Fourier

Series of        is given by

where




These values                 are called as Fourier coefficients of       in            .

Case (i): When            is an even function

then,

Since           is an even function,       is an even function       Product of two even functions is even




Now,           is an odd function,        is an even function       Product of odd and even is odd
Thus, if a function     is even in          , its Fourier series expansion contains only cosine terms.

Hence Fourier Series is given by

where

Case (ii): When       is an Odd Function

then,

Since        is an even function,      is an odd function      Product of even and odd is even




Now,        is an odd function,      is an odd function       Product of two odd functions is even




Thus, if a function     is Odd in           , its Fourier series expansion contains only sine terms.

Hence, if      is odd function defined in          ,      can be expanded as a series of the form




where,

HALF RANGE FOURIER SERIES
Half Range Fourier Sine Series defined in         : The Fourier half range sine series in      is given

by




where,

This is Similar to the Fourier series defined for odd function in     –
Half Range Fourier Cosine Series defined in        : The Fourier half range Cosine series in        is
given by




where,



This is Similar to the Fourier series defined for even function in   –

Half Range Fourier Sine Series defined in       : The Fourier half range sine series in        is given
by




where,

This is Similar to the Fourier series defined for odd function in    –
Half Range Fourier Cosine Series defined in       : The Fourier half range Cosine series in        is
given by




where,



This is Similar to the Fourier series defined for even function in   –


Important Formulae




     Here Even function means: If                , then     is called as even function
           Odd function means : If                 , then      is called as odd function.




                                     , Also
Problems on Fourier Series
1) Find the Fourier series to represent           in the interval

Sol: We know that, the Fourier series of   defined in the interval   is given by




    where,




    Here,

    Now,




    Again,
Again,




This is the Fourier series for the function

                          Hence the result
2) Find the Fourier series of the periodic function defined as


  Hence deduce that

Sol: We know that, the Fourier series of   defined in the interval   is given by




       where,




       Here,

       Now,




       Also,
Again,




Hence, the Fourier series for given   is given by
Deduction: Put         in the above function         , we get




        Since,     is discontinuous at       ,




        Hence,




                                         Hence the result



3) Expand the function              as Fourier series in –          .

  Hence deduce that

Sol: We know that, the Fourier series of         defined in the interval   is given by




        where,




Here,

Now,
Again,




Again,




         Hence, the Fourier series for given     is given by




Deduction: Put          in the above equation, we get




                              Hence the Result

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fourier series

  • 1. MATHEMATICAL METHODS FOURIER SERIES I YEAR B.Tech By Mr. Y. Prabhaker Reddy Asst. Professor of Mathematics Guru Nanak Engineering College Ibrahimpatnam, Hyderabad.
  • 2. SYLLABUS OF MATHEMATICAL METHODS (as per JNTU Hyderabad) Name of the Unit Name of the Topic Matrices and Linear system of equations: Elementary row transformations – Rank Unit-I – Echelon form, Normal form – Solution of Linear Systems – Direct Methods – LU Solution of Linear Decomposition from Gauss Elimination – Solution of Tridiagonal systems Solution – systems of Linear Systems. Eigen values, Eigen vectors – properties – Condition number of Matrix, Cayley – Unit-II Hamilton Theorem (without proof) – Inverse and powers of a matrix by Cayley – Eigen values and Hamilton theorem – Diagonalization of matrix – Calculation of powers of matrix – Eigen vectors Model and spectral matrices. Real Matrices, Symmetric, skew symmetric, Orthogonal, Linear Transformation - Orthogonal Transformation. Complex Matrices, Hermition and skew Hermition Unit-III matrices, Unitary Matrices - Eigen values and Eigen vectors of complex matrices and Linear their properties. Quadratic forms - Reduction of quadratic form to canonical form, Transformations Rank, Positive, negative and semi definite, Index, signature, Sylvester law, Singular value decomposition. Solution of Algebraic and Transcendental Equations- Introduction: The Bisection Method – The Method of False Position – The Iteration Method - Newton –Raphson Method Interpolation:Introduction-Errors in Polynomial Interpolation - Finite Unit-IV differences- Forward difference, Backward differences, Central differences, Symbolic Solution of Non- relations and separation of symbols-Difference equations – Differences of a linear Systems polynomial - Newton’s Formulae for interpolation - Central difference interpolation formulae - Gauss Central Difference Formulae - Lagrange’s Interpolation formulae- B. Spline interpolation, Cubic spline. Unit-V Curve Fitting: Fitting a straight line - Second degree curve - Exponential curve - Curve fitting & Power curve by method of least squares. Numerical Numerical Integration: Numerical Differentiation-Simpson’s 3/8 Rule, Gaussian Integration Integration, Evaluation of Principal value integrals, Generalized Quadrature. Unit-VI Solution by Taylor’s series - Picard’s Method of successive approximation- Euler Numerical Method -Runge kutta Methods, Predictor Corrector Methods, Adams- Bashforth solution of ODE Method. Determination of Fourier coefficients - Fourier series-even and odd functions - Unit-VII Fourier series in an arbitrary interval - Even and odd periodic continuation - Half- Fourier Series range Fourier sine and cosine expansions. Unit-VIII Introduction and formation of PDE by elimination of arbitrary constants and Partial arbitrary functions - Solutions of first order linear equation - Non linear equations - Differential Method of separation of variables for second order equations - Two dimensional Equations wave equation.
  • 3. CONTENTS UNIT-VII FOURIER SERIES  Introduction to Fourier Series  Periodic Functions  Euler’s Formulae  Definition of Fourier Series  Fourier Series defined in various Intervals  Half Range Fourier Series  Important Formulae  Problems on Fourier series
  • 4. FOURIER SERIES Fourier Series is an infinite series representation of periodic function in terms of the trigonometric sine and cosine functions. Most of the single valued functions which occur in applied mathematics can be expressed in the form of Fourier series, which is in terms of sines and cosines. Fourier series is to be expressed in terms of periodic functions- sines and cosines. Fourier series is a very powerful method to solve ordinary and partial differential equations, particularly with periodic functions appearing as non-homogeneous terms. We know that, Taylor’s series expansion is valid only which are continuous and unctions for f differentiable. Fourier series is possible not only for continuous functions but also for periodic functions, functions which are discontinuous in their values and derivatives. Further, because of the periodic nature, Fourier series constructed for one period is valid for all values. Periodic Functions A function is said to be periodic function with period if for all , , and is the least of such values. Ex: 1) are periodic functions with period . 2) are periodic functions with period . Euler’s Formulae The Fourier Series for the function in the interval is given by where These values are known as Euler’s Formulae.
  • 5. CONDITIONS FOR FOURIER EXPANSION A function defined in has a valid Fourier series expansion of the form Where are constants, provided 1) is well defined and single-valued, except possibly at a finite number of point in the interval . 2) has finite number of finite discontinuities in the interval in . 3) has finite number of finite maxima and minima. Note: The above conditions are valid for the function defined in the Intervals – . Consider any two, All these have a common period . Here = All these have a common period . These are called complete set of orthogonal functions. Definition of Fourier series Let be a function defined in . Let , then the Fourier Series of is given by where These values are called as Fourier coefficients of in . Let be a function defined in . Let , then the Fourier Series of is given by where These values are called as Fourier coefficients of in .
  • 6. Let be a function defined in . Let , then the Fourier Series of is given by where These values are called as Fourier coefficients of in . Let be a function defined in . Let , then the Fourier Series of is given by where These values are called as Fourier coefficients of in . FOURIER SERIES FOR EVEN AND ODD FUNCTIONS We know that if be a function defined in . Let , then the Fourier Series of is given by where These values are called as Fourier coefficients of in . Case (i): When is an even function then, Since is an even function, is an even function Product of two even functions is even Now, is an odd function, is an even function Product of odd and even is odd
  • 7. Thus, if a function is even in , its Fourier series expansion contains only cosine terms. Hence Fourier Series is given by where Case (ii): When is an Odd Function then, Since is an even function, is an odd function Product of even and odd is even Now, is an odd function, is an odd function Product of two odd functions is even Thus, if a function is Odd in , its Fourier series expansion contains only sine terms. Hence, if is odd function defined in , can be expanded as a series of the form where, HALF RANGE FOURIER SERIES Half Range Fourier Sine Series defined in : The Fourier half range sine series in is given by where, This is Similar to the Fourier series defined for odd function in –
  • 8. Half Range Fourier Cosine Series defined in : The Fourier half range Cosine series in is given by where, This is Similar to the Fourier series defined for even function in – Half Range Fourier Sine Series defined in : The Fourier half range sine series in is given by where, This is Similar to the Fourier series defined for odd function in – Half Range Fourier Cosine Series defined in : The Fourier half range Cosine series in is given by where, This is Similar to the Fourier series defined for even function in – Important Formulae Here Even function means: If , then is called as even function Odd function means : If , then is called as odd function. , Also
  • 9. Problems on Fourier Series 1) Find the Fourier series to represent in the interval Sol: We know that, the Fourier series of defined in the interval is given by where, Here, Now, Again,
  • 10. Again, This is the Fourier series for the function Hence the result
  • 11. 2) Find the Fourier series of the periodic function defined as Hence deduce that Sol: We know that, the Fourier series of defined in the interval is given by where, Here, Now, Also,
  • 12. Again, Hence, the Fourier series for given is given by
  • 13. Deduction: Put in the above function , we get Since, is discontinuous at , Hence, Hence the result 3) Expand the function as Fourier series in – . Hence deduce that Sol: We know that, the Fourier series of defined in the interval is given by where, Here, Now,
  • 14. Again, Again, Hence, the Fourier series for given is given by Deduction: Put in the above equation, we get Hence the Result