Complex Fourier Series in Advanced Engineering Mathematics, Assignments of Mathematics

This section of 'advanced engineering mathematics' by e. Kreyszig introduces the complex form of fourier series and its relation to the real form. The derivation of complex fourier series using real fourier series coefficients, the conversion of complex fourier series to real fourier series through algebraic simplifications, and the connection between complex fourier coefficients and energy in a signal.

Typology: Assignments

Pre 2010

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E. Kreyszig, Advanced Engineering Mathematics, 9th ed. Section 11.4, pgs. 496-499
Lecture: Complex Fourier Series Module: 10
Suggested Problem Set: {2, 9, 11 }March 4, 2009
Quote of Lecture 10
Juliet: What’s in a name? That which we call a rose by any other name would smell as
sweet.
Shakespeare : Romeo and Juliet ( 1591)
1. Review
So, at this point we have the following,
f(x) = a0+
X
n=1
ancos
Lx+bnsin
Lx,(1)
a0=1
2LZL
L
f(x)dx,(2)
an=1
LZL
L
f(x) cos
Lxdx,(3)
bn=1
LZL
L
f(x) sin
Lxdx,(4)
which defines the Fourier series and it’s associated coefficients for a 2L-periodic function, where Lis a scaling
parameter introduced to control the length of the period. We also have the following important results:
Any function for, which the integrals (2)-(4) are defined has a Fourier series representation. Notice
that this does not require the function to be periodic, but the Fourier series will induce this function
to be periodic with principle domain (-L,L).
The Fourier series may actually differ from the function f(x) at a countably infinite amount of
points. We can know where this might occur by knowing the jump-discontinuities of fand we have
that the Fourier series will average the right and left hand limits at these points.
The Fourier series represents the function fin terms of it’s oscillatory features for which the data
fsupplies the amplitudes for each oscillatory mode. 1
The Fourier series represents the function fin terms of it’s even components and odd components.
2
2. Lecture Overview
Now we are going to make use of the well celebrated Euler’s formula,
e = cos(θ) + isin(θ), i =1,(5)
so that we can rewrite (1)-(4) in its complex form,
f(x) =
X
n=−∞
cnei
Lx,(6)
cn=1
2LZL
L
f(x)ei
Lxdx,(7)
1Each term in the series is called a Fourier mode and the lowest order term is often called the Fundamental mode.
2If the function fhas symmetry then the equations (1)-(4) simplify according to the intal properties of symmetric
functions.
1
pf2

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E. Kreyszig, Advanced Engineering Mathematics, 9 th^ ed. Section 11.4, pgs. 496-

Lecture: Complex Fourier Series Module: 10

Suggested Problem Set: {2, 9, 11 } March 4, 2009

Quote of Lecture 10

Juliet: What’s in a name? That which we call a rose by any other name would smell as sweet.

Shakespeare : Romeo and Juliet ( 1591)

  1. Review

So, at this point we have the following,

f (x) = a 0 +

X^ ∞

n=

an cos

“ (^) nπ L x

  • bn sin

“ (^) nπ L x

a 0 = (^21) L

Z L

−L

(2) f (x)dx,

an = 1 L

Z L

−L

f (x) cos

“ (^) nπ L x

(3) dx,

bn = (^) L^1

Z L

−L

f (x) sin

“ (^) nπ L x

(4) dx,

which defines the Fourier series and it’s associated coefficients for a 2L-periodic function, where L is a scaling parameter introduced to control the length of the period. We also have the following important results:

  • Any function for, which the integrals (2)-(4) are defined has a Fourier series representation. Notice that this does not require the function to be periodic, but the Fourier series will induce this function to be periodic with principle domain (-L,L).
  • The Fourier series may actually differ from the function f (x) at a countably infinite amount of points. We can know where this might occur by knowing the jump-discontinuities of f and we have that the Fourier series will average the right and left hand limits at these points.
  • The Fourier series represents the function f in terms of it’s oscillatory features for which the data f supplies the amplitudes for each oscillatory mode. 1
  • The Fourier series represents the function f in terms of it’s even components and odd components. 2 2. Lecture Overview Now we are going to make use of the well celebrated Euler’s formula,

eiθ^ = cos(θ) + i sin(θ), i =

so that we can rewrite (1)-(4) in its complex form,

f (x) =

X^ ∞

n=−∞

cne−i^ nπL x (6) ,

cn = (^21) L

Z L

−L

f (x)ei^ nπL x (7) dx,

(^1) Each term in the series is called a Fourier mode and the lowest order term is often called the Fundamental mode. (^2) If the function f has symmetry then the equations (1)-(4) simplify according to the intal properties of symmetric

functions. 1

MATH348 - Advanced Engineering Mathematics 2

which is tidy but lacks some of the clarity of the real-form. 3 From this form one can always derive the real Fourier series form and moreover if the function f is symmetric then this immediately simplifies to a Fourier cosine or Fourier sine series. The following outlines some pros and cons:

Pro: We need only remember 2 formula instead of 4. Pro: Integrations involving exponential functions greatly simplify. Con: The case for when n is often a special case (notice that c 0 = a 0 ) where the coefficient becomes singular due to anti-differentiation of the exponential function. Con: From the complex form the graph of the periodic function is not as accessible.

Lastly, to calculate the energy in a ‘signal’ we note that the energy of a sinusoid is proportional the square of it’s amplitude 4 then we can conclude that the energy of a signal can be found by it’s Fourier coefficients as

E ∝ a^20 +

X^ ∞

n=

(9) a^2 n + b^2 n,

however in (6)-(7) the Fourier coefficients may be complex and the connection to energy is not as clear. In this case we have the following:

E ∝

X^ ∞

n=−∞

(10) |cn|^2 ,

where |cn|^2 = cn c¯n. 5

  1. Lecture Goals Our goals with this material will be:
  • Understand the connections both similarities and differences between complex and real Fourier series representations of functions.
  1. Lecture Objectives The objectives of these lessons will be:
  • Derive the complex Fourier series using the real Fourier series and associated coefficients.
  • Learn to convert the complex Fourier series into a real Fourier series through algebraic simplifica- tions.

(^3) The coefficients, which we derive from an and bn in class, can also be derived from the following orthogonality relation: D e−i^ nπL^ , e−i^ mπL

E (8) = 2Lδnm

(^4) http:/www.glenbrook.k12.il.us/gbssci/phys/Class/waves/u10l2c.html (^5) Here the ‘bar’ denotes complex conjugation. If z = α + βi then ¯z = α − βi and one can easily conclude that

z z¯ ∈ R as we would expect for a quantity like energy.