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In your calculus class, you may have studied Taylor series (if not, thats OK). Using
Taylor series, we approximate functions with polynomials using derivatives at a specified point.
Fourier series provide a function approximation that is inherently different from Taylor series;
they approximate functions using sines and cosines over an interval. Fourier series were first
used in the early 1800s by Joseph Fourier (1768-1830) to describe complicated periodic
phenomena. Since a Fourier series uses only sines and cosines, it always creates a periodic
function as the approximating function. Consequently, Fourier approximations are often applied
to the study of heat flows, oscillations, vibrations, sound, and other wave forms that exhibit
periodicity. Today, processes associated with Fourier series can be used in speech recognition,
music analysis, and in understanding how sound is affected by transmission through cell phones.
A Fourier series is an infinite trigonometric series of the form
( )
( )
( )
F x a0 ak cos k x bk sin k x .
k 1
f x dx
and, consequently,
dx .
f x dx
2. Simplify cos nx mx cos nx mx using the sum and difference identities from
3.
cos x f x dx if
cos x f x dx a
dx
By multiplying our original function f by cosines, we can find the other coefficients.
cos nx f x dx if
cos nx f x dx a
It might help to look at n 2 and n 3 first. This result gives us a rule for finding the coefficients
to approximate any even function on the interval , .
5. If f x e x on the interval , , use an even Fourier series and numerical integration
2
interval , .
a5 cos 5x on the
dx
cos nx f x dx
.
By evaluating the integrals, we eliminate all but one term in FE allowing us to find the value of an in
cos nx f x dx .
multiplying by sin nx and integrating. What we need to consider in the general form
( )
( )
( )
and
if f x
is how the sines and consines interact when we multiply and integrate.
1.
2.
on the interval
3.
1
1 ex
Compare the graphs of f and F as you increase the number of terms used in the approximation.
dx