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Aug 13

This document discusses integral transforms, specifically Fourier series and Fourier transforms. It introduces Fourier series as a way to represent periodic functions as the sum of sines and cosines, with the coefficients determined by integrals over one period. It then generalizes this to Fourier transforms, which represent functions as integrals over all frequencies using complex exponentials. It provides the definitions and properties of Fourier transforms, including using them to solve differential equations and representing even and odd functions.

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BasantKumar
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37 views20 pages

Aug 13

This document discusses integral transforms, specifically Fourier series and Fourier transforms. It introduces Fourier series as a way to represent periodic functions as the sum of sines and cosines, with the coefficients determined by integrals over one period. It then generalizes this to Fourier transforms, which represent functions as integrals over all frequencies using complex exponentials. It provides the definitions and properties of Fourier transforms, including using them to solve differential equations and representing even and odd functions.

Uploaded by

BasantKumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Integral transforms

Fourier series to Fourier transforms


Summation to integrals

Dirichlet Conditions

Properties of f(x)
- F(x) is defined and singled value except a finite
number of points in [0, 2]
-

Periodic f (x + 2) = f (x)
finite number of extreme values (maxima and
minima) in [0, 2]

1
X

1
X

ao
f (x) =
+
an cos(nx) +
bn sin(nx)
2
n=1
n=1
Z

0
Z 2
0

cos(mx)cos(nx)dx =

mn

sin(mx)sin(nx)dx =

mn

Fourier coefficients:
0
Z 2
1
an =
f (x)cos(nx)dx, n = 0, 1, . . .
0
Z 2
1
bn =
f (x)sin(nx)dx, n = 1, 2, . . .
0

sin(mx)cos(nx)dx = 0

Complex Fourier Series


1
X
inx
f (x) =
Cn e
1

ao
C0 =
2
an
Cn =
C

ibn
2
ib

,n > 1

f (x) =

1
X

Cn einx

Solve the integral

f (x) = f (x + 2)
f (x) =

1
X
1

1
Cn =
2

Put

Cn e
Z

Dirichlet conditions

inx

inx

f (x)dx

x=t

Time

n = !n

frequency

f (t) =

1
X
1

Cn e

i!n t

Suppose the period is T.


f (t) = f (t + T )
Z T
1
i!n t
Cn =
e
f (t)dt
T 0

We can define the angular frequency


2n
!n =
, n = 0, 1, 2, 3, . . .
T
2
! = !n+1 !n =
T
1
!
=
T
2

f (t) =

1
X
1

!
Cn =
2
1
X

Cn ei!n t
Z

1
X
1

!!

f (t)dt

!
f (t) =
[
2
1
1
!
=
T
2

i!n t

T /2

!n ! !

+1

d!
1

f (u)du]e

T /2

T ! 1,
Z

i!n u

!!0

i!n t

1
f (t) =
2

1
f (t) = p
2

+1

d![
1
Z +1

i!u

f (u)du]ei!t

g(!)e

i!t

d!

where the fourier transform of f(t) is given by


1
g(!) = p
2

+1

f (u)e
1

i!u

du

Fourier Transform

Transformation from the time domain to the frequency domain)

Find the fourier transform


f (t) = e

|t|

, > 0

FOURIER TRANSFORM
Tool to decomposes a waveform - basically any real
world waveform, into sinusoids of different frequencies
components.
Fourier Transform gives us a way to represent a
waveform.

All waveforms, no matter what you scribble or


observe in the universe, are actually just the sum
of simple sinusoids of different frequencies.

How much each


frequencies are
contributing
to the waveform?

Fourier transform
Z

1
g(!) = F [f (t)] = p
f (t)ei!t dt
2
1
Z 1
1
1
i!t
p
f (t) = F [g(!)] =
g(!)e
d!
2
1

Dirac-Delta function
n-> infinity

Use of FT to find the solution of wave equation

Initial conditions

y(x,t): Solution of the PDE


Fourier transform in x using alpha as transform variable

Solution in transform variable

Take the Inverse transform

Fourier cosine and sine transforms

f(t) :Odd
f(t): Even

f(t) : even

f(t) : odd

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