+ All Categories
Home > Documents > Fourier series

Fourier series

Date post: 23-Feb-2016
Category:
Upload: montana
View: 45 times
Download: 0 times
Share this document with a friend
Description:
Fourier series. Fourier Series. PDEs Acoustics & Music Optics & diffraction Geophysics Signal processing Statistics Cryptography . How many of the following are even functions? I: x II: sin(x) III: sin 2 (x) IV: cos 2 (x). None Exactly one of them Two of them - PowerPoint PPT Presentation
Popular Tags:
111
2- 1 Fourier series
Transcript
Page 1: Fourier series

2- 1

Fourier series

Page 2: Fourier series

2- 2

Fourier SeriesPDEsAcoustics & MusicOptics & diffractionGeophysicsSignal processingStatisticsCryptography...

Page 3: Fourier series

2- 3

How many of the following are even functions?I: x II: sin(x) III: sin2(x) IV: cos2(x)

A) NoneB) Exactly one of themC) Two of themD) Three of themE) All four of them!

Page 4: Fourier series

2- 4

How many of the following are even functions?I: 3x2-2x4 II: -cos(x) III: tan(x) IV: e2x

A) NoneB) Exactly one of themC) Two of themD) Three of themE) All four of them!

Page 5: Fourier series

2- 6

What can you predict about the a’s and b’s for this f(t)?

A) All terms are non-zero B) The a’s are all zeroC) The b’s are all zero D) a’s are all 0, except a0

E) More than one of the above (or none, or ???)

f(t)

Page 6: Fourier series

2- 7

What can you say about the a’s and b’s for this f(t)?

A) All terms are non-zero B) The a’s are all zeroC) The b’s are all zero D) a’s are all 0, except a0

E) More than one of the above, or, not enough info...

t

When you finish P. 3 of the Tutorial, click in:

f(t)

Page 7: Fourier series

2- 8

What can you say about the a’s and b’s for this f(t)?

A) All terms are non-zero B) The a’s are all zeroC) The b’s are all zero D) a’s are all 0, except a0

E) More than one of the above!

t

f(t)

Page 8: Fourier series

2- 9

Given an odd (periodic) function f(t),

Page 9: Fourier series

2- 10

I claim (proof coming!) it’s easy enough to compute all these bn’s:

Given an odd (periodic) function f(t),

Page 10: Fourier series

2- 11

If f(t) is neither even nor odd, it’s still easy:

Page 11: Fourier series

2- 12

For the curve below (which I assume repeats over and over), what is ω?

A) 1B) 2C)πD)2πE) Something else!

Page 12: Fourier series

2- 13

Let’s zoom in.Can you guess anything more about the Fourier series?

Page 13: Fourier series

2- 14

Does this help? (The blue dashed curve is 2Cos πt.)

Page 14: Fourier series

2- 15

Page 15: Fourier series

2- 16

where

But why? Where does this formula for bn come from?It’s “Fourier’s trick”!

RECAP: Any odd periodic f(t) can be written as:

Page 16: Fourier series

2- 17

Fourier’s trick:

Thinking of functions as a bit like vectors…

Page 17: Fourier series

2- 18

Vectors, in terms of a set of basis vectors:

Inner product, or “dot product”:

To find one numerical component of v:

Page 18: Fourier series

2- 19

Can you see any parallels?

Page 19: Fourier series

2- 20

Inner product, or “dot product” of vectors:

If you had to make an intuitive stab at what might be the analogous inner product of functions, c(t) and d(t),what might you try? (Think about the large n limit?)

Page 20: Fourier series

2- 21

Inner product, or “dot product” of vectors:

If you had to make an intuitive stab at what might be the analogous inner product of functions, c(t) and d(t),what might you try? (Think about the large n limit?)

How about:

??

Page 21: Fourier series

2- 22

What can you say about

A) 0 B) positive C) negative D) dependsE) I would really need to compute it...

Page 22: Fourier series

2- 23

If m>1, what can you guess about

A) always 0 B) sometimes 0 C)???

Page 23: Fourier series

2- 24

Summary (not proven by previous questions, but easy enough to just do the integral and show this!)

Page 24: Fourier series

2- 25

Orthogonality of basis vectors:

What does ...

suggest to you, then?

Page 25: Fourier series

2- 26

Orthonormality of basis vectors:

Page 26: Fourier series

2- 27

Functions, in terms of basis functions

To find one numerical component:

Vectors, in terms of a set of basis vectors:

To find one numerical component:

(??)

Page 27: Fourier series

2- 28

Vectors, in terms of a set of basis vectors:

To find one numerical component: Fourier’s trick

Page 28: Fourier series

2- 29

Page 29: Fourier series

2- 30D’oh!

Page 30: Fourier series

2- 31

To find one component: Fourier’s trick again“Dot” both sides with a “basis vector” of your choice:

Page 31: Fourier series

2- 32

Page 32: Fourier series

2- 33

Page 33: Fourier series

2- 34

Page 34: Fourier series

2- 37

τ

1/τ

Given this little “impulse” f(t) (height 1/τ, duration τ),

In the limit τ 0, what is

A) 0 B) 1 C) ∞ D) Finite but not necessarily 1 E) ??

Challenge: Sketch f(t) in this limit.

Page 35: Fourier series

2- 39

What is the value of

Page 36: Fourier series

2- 40

What is the value of

Page 37: Fourier series

2- 41

What is the value of

Page 38: Fourier series

2- 42

What is the value of

Page 39: Fourier series

2- 43

What is the value of

Page 40: Fourier series

2- 44

What is the value of

Page 41: Fourier series

2- 45

Page 42: Fourier series

2- 46

Recall that

What are the UNITS of (where t is seconds)

Page 43: Fourier series

2- 47

τ

1/τ

Page 44: Fourier series

2- 48

PDEs

Partial Differential Equations

Page 45: Fourier series

2- 49

What is the general solution to Y’’(y)-k2Y(y)=0(where k is some real nonzero constant)

A) Y(y)=A eky+Be-ky

B) Y(y)=Ae-kycos(ky-δ)C) Y(y)=Acos(ky) D) Y(y)=Acos(ky)+Bsin(ky)E) None of these or MORE than one!

Page 46: Fourier series

2- 51

TH TC

I’m interested in deriving

Where does this come from? And what is α?

Let’s start by thinking about H(x,t), heat flow at x:H(x,t) = “Joules/sec (of thermal energy) passing to the right through position x”

What does H(x,t) depend on?

Page 47: Fourier series

2- 52

TH TC

H(x,t) = Joules/sec (of thermal energy) passing to the right

What does H(x,t) depend on? Probably boundary temperatures! But, how?

A) H ~ (TH+TC)/2B) H ~ TH - TC (=ΔT) C) Both but not in such a simple way!D) Neither/???

Page 48: Fourier series

2- 53

TH TC

H(x,t) = Joules/sec (of thermal energy) passing to the right

What does H(x,t) depend on? Perhaps Δx? But, how?

A) H ~ ΔT ΔxB) H ~ ΔT/ΔxC) Might be more complicated, nonlinear? D) I don’t think it should depend on Δx.

dx

Page 49: Fourier series

2- 54

x

dx

A

TH TC

H(x,t) = Joules/sec (of thermal energy) passing to the right

What does H(x,t) depend on? We have concluded (so far)

Are we done?

Page 50: Fourier series

2- 55

How does the prop constant depend on the area , A?

A) linearlyB) ~ some other positive power of AC) inverselyD) ~ some negative power of AE) It should be independent of area!

Heat flow (H = Joules passing by/sec):

Page 51: Fourier series

2- 56

Thermal heat flow H(x,t) has units (J passing)/sec

If you have H(x,t) entering on the left, and H(x+dx,t) exiting on the right, what is the energy building up inside, in time dt?

x

dx A

A) H(x,dt)-H(x+dx,dt)B) H(x+dx,t+dt)-H(x,t)C) (H(x,t)-H(x+dx,t))dtD) (H(x+dx,t)-H(x,t))/dtE) Something else?! (Signs, units, factor of A, ...?)

Page 52: Fourier series

2- 57

In steady state, in 1-D: solve for T(x)

x1 x2

T1 T2

Page 53: Fourier series

2- 58

When solving T(x,y)=0, separation of variables says: try T(x,y) = X(x) Y(y)

i) Just for practice, invent some function T(x,y) that is manifestly of this form. (Don’t worry about whether it satisfies Laplace's equation, just make up some function!) What is your X(x) here? What is Y(y)?

ii) Just to compare, invent some function T(x,y) that is definitely NOT of this form.

Challenge questions: 1) Did your answer in i) satisfy Laplace’s eqn?2) Could our method (separation of variables) ever

FIND your function in part ii above?

Page 54: Fourier series

2- 59

When solving T(x,y)=0, separation of variables says try T(x,y) = X(x) Y(y). We arrived at the equation f(x) + g(y) = 0 for some complicated f(x) and g(y)

Invent some function f(x) and some other function g(y) that satisfies this equation.

Challenge question: In 3-D, the method of separation of variables would have gotten you to f(x)+g(y)+h(z)=0. Generalize your “invented solution” to this case.

Page 55: Fourier series

2- 62

__________________________________________

Question for you: Given the ODE,

Which of these does the sign of “c” tell you?

A) Whether the solution is sines rather than cosines. B) Whether the sol’n is sinusoidal vs exponential.C) It specifies a boundary condition D) None of these/something else!

Page 56: Fourier series

2- 63

Last class we got to a situation where we had two totally unknown/unspecified functions a(x) and b(y),

All we knew was that (for all x and all y) a(x) + b(y) = 0

What can you conclude about these functions?

A) Really not much to conclude (except b(y)=-a(x) ! )B) Impossible, it’s never possible to solve this equation! C) The only possible solution is the trivial one,

a(x)=b(y)=0D) a(x) must be a constant, and b(y)= -that constant. E) I conclude something else, not listed!

Page 57: Fourier series

2- 64

When solving T(x,y)=0, separation of variables says try T(x,y) = X(x) Y(y). We arrived at

Write down the general solution to both of these ODEs!

Challenge: Is there any ambiguity about your solution?

Page 58: Fourier series

2- 65

x=L

y=H

T=0

y=0x=0

T=0

T=0

T=t(x)

Rectangular plate, with temperature fixed at edges:

Written mathematically, the left edge tells us T(0,y)=0.

Write down analogous formulas for the other 3 edges. These are the boundary conditions for our problem

Page 59: Fourier series

2- 66

In part B of the Tutorial, you are looking for X(x) (we’re calling if f(x) here), f(x) = Csin(kx) + D cos(kx), with boundary conditions f(0)=f(L)=0.

Is the f(x) you found at the end unique?

A) Yes, we found it.B) Sort of – we found the solution, but it involves one

completely undetermined parameterC) No, there are two very different solutions, and we

couldn’t choose! D) No, there are infinitely many solutions, and we

couldn’t choose!E) No, there are infinitely many solutions, each of

which has a completely undetermined parameter!

Page 60: Fourier series

2- 67

x=L

T=0

y=0x=0

T=0

T0

T=f(x)

Semi-infinite plate, with temp fixed at edges:

When using separation of variables, so T(x,y)=X(x)Y(y),which variable (x or y) has the sinusoidal solution?

A) X(x) B) Y(y) C) Either, it doesn’t matterD) NEITHER, the method won’t work hereE) ???

Page 61: Fourier series

2- 69

We are solving T(x,y)=0, with boundary conditions:T(x,y)=0 for the left and and right side, and “top” (at ∞)T(0,y)=0, T(L,y)=0, T(x,∞)=0.The fourth boundary is T(x,0) = f(x) What can we conclude about our solution Y(y)?

A) Cannot contain e-ky termB) Cannot contain e+ky termC) Cannot contain either e-ky or e+ky termsD) Must contain both e-ky and e+ky termsE) ???

Page 62: Fourier series

2- 70

Using 3 out of 4 boundaries, we have found Tn(x,y) = Ansin(n π x/L) e-nπ y/L

Question: Is

ALSO a solution of Laplace’s equation?A) Yes B) No C) ????

Page 63: Fourier series

2- 72

Using 3 out of 4 boundaries, we have found

Using the bottom (4th) boundary, T(x,0)=f(x), Mr. Fourier tells us how to compute all the An’s:

And we’re done!

Page 64: Fourier series

2- 73

Using all 4 boundaries, we have found

where

Now suppose f(x) on the bottom boundary is T(x,0)=f(x) = 3sin(5 π x/L)

What is the complete final answer for T(x,y)?

0 0

T0

3sin(5π x/L)

Page 65: Fourier series

2- 74

x=L

y=H

T=0

y=0x=0 T=0

T=0

T=t(y)

Rectangular plate, with temperature fixed at edges:

When using separation of variables, so T(x,y)=X(x)Y(y),which variable (x or y) has the sinusoidal solution?

A) X(x) B) Y(y) C) Either, it doesn’t matterD) NEITHER, the method won’t work hereE) ???

Page 66: Fourier series

2- 75

x=L

y=H

T=0

y=0x=0 T=0

T=t(y)

A) i) k=n π/H, ii) A=-BB) i) k=n π/L, ii) D=0C) i) A=-B, ii) k=n π/HD) i) D=0, ii) k=n π/LE) Something else!!

Trial solution: T(x,y)=(Aekx+Be-kx)(Ccos(ky)+Dsin(ky))

Applying the boundary condition T=0 at i) y=0 and ii) y=H gives (in order!)

T=0

Page 67: Fourier series

2- 76

x=L

y=H

T=0

y=0x=0 T=0

T=t(y)

A) i) k=n π/H, ii) A=-BB) i) k=n π/L, ii) D=0C) i) A=-B, ii) k=n π/HD) i) D=0, ii) k=n π/LE) Something else!!

Trial solution: T(x,y)=(Aekx+Be-kx)(Ccos(ky)+Dsin(ky))

Applying the boundary condition T=0 at i) y=0 and ii) y=H gives (in order!)

T=0

i) C=0 ii) k = nπ/H

Page 68: Fourier series

2- 77

x=L

y=H

T=0

y=0x=0 T=0

T=t(y)

A) i) A=-B, ii) k=n π/HB) i) D=0, ii) k=n π/HC) i) C=0, ii) k=n π/HD) i) C=0, ii) k=n π/LE) Something else!!

Trial solution: T(x,y)=(Aekx+Be-kx)(Ccos(ky)+Dsin(ky))

Applying the boundary condition T=0 at i) y=0 and ii) y=H gives (in order!)

T=0

Page 69: Fourier series

2- 78

A) An=0B) Bn=0C) An=Bn

D) An=-Bn

E) Something entirely different!

Trial solution: Tn(x,y)=(Anenπx/H+Bne-nπx/H)(sin nπy/H)

Applying the boundary condition T(0,y)=0 gives...

x=L

y=H

T=0

T=0

T=t(y)

T=0

Page 70: Fourier series

2- 79

A) Determines (one) An

B) Shows us the method of separation of v’bles failed in this instance

C) Requires us to sum over n before looking for An’sD) Something entirely different/not sure/...

Trial solution: Tn (x,y)=Ansinh(nπx/H)sin(nπy/H)

Applying the boundary condition T(L,y)=t(y)does what for us...

Recalling sinh(x)=½(ex-e-x)

x=L

y=H

T=0

T=0

T=t(y)

T=0

Page 71: Fourier series

2- 80

Trial solution:

What is the correct formula to find the An’s?

x=L

y=H

T=0

T=0

T=t(y)

T=0

Page 72: Fourier series

2- 81

Trial solution:

x=L

y=H

T=0

T=0

T=t(y)

T=0

Right b’dry:

Page 73: Fourier series

2- 82

x=L

y=H

T=0

T=0

T=t(y)

T=0

Right b’dry:

Which means

Page 74: Fourier series

2- 83x=L

y=H

T=0

T=0

T=t(y)

T=0

Solution (!!) :

with:

Page 75: Fourier series

2- 84x=L

y=H

T=0

T=0

T=100

T=0

Solution (!!) :

with:

If e.g. t(y)=100° (a constant)...

Page 76: Fourier series

2- 85

T=0

T=0T=0

T=100

Page 77: Fourier series

2- 86

x=L

y=H

T=0

T=0

T=f(y)

T=0

x=L

y=H

T=0

T=0

T=g(x)

T=0

How would you find T2(x,y)?

Page 78: Fourier series

2- 87

x=L

y=H

T=0

T=0

T=f(y)

T=0

x=L

y=H

T=0

T=0

T=g(x)

T=0

Page 79: Fourier series

2- 88

x=L

y=H

T=0

T=0

T=f(y)

T=0

x=L

y=H

T=h(y)

T=0

T=0

T=0

How would you find T3(x,y)?

Page 80: Fourier series

2- 89

x=L

y=H

T=0

T=0

T=f(y)

T=0

x=L

y=H

T=h(y)

T=0

T=0

T=0

Just swap x with (L-x) (!)

Page 81: Fourier series

2- 90

x=L

y=H

T=0

T=0

T=f(y)

T=0

x=L

y=H

T=0

T=0

T=g(x)

T=0

x=L

y=H

T=0

T=0

T=f(y)

T=g(x)

How would you find T4(x,y)?

Page 82: Fourier series

2- 91

x=L

y=H

T=0

T=0

T=f(y)

T=0

x=L

y=H

T=0

T=0

T=g(x)

T=0

x=L

y=H

T=0

T=0

T=f(y)

T=g(x)

T4(x,y) = T1(x,y) + T2(x,y)

Would this work?

A) sweet!B) No, it messes up Laplace’s eqnC) No, it messes up Bound conditionsD) Other/??

Page 83: Fourier series

2- 92

x=L

y=H

T=j(y)

T=h(x)

T=f(y)

T=g(x)

We have solved this!

Page 84: Fourier series

2- 93

Fourier Transforms

Page 85: Fourier series

2- 94

If f(t) is periodic (period T), then we can write it as a Fourier series:

What is the formula for cn?

Page 86: Fourier series

2- 95

Fourier TransformsFourier Series

Page 87: Fourier series

2- 96

Fourier TransformsFourier Series

A) dxB) dtC) dωD) Nothing is needed, just E) Something else/not sure

Page 88: Fourier series

2- 97

(limit as T gets long)Fourier Transforms

(period T = 2π/ω0) Fourier Series

A) dxB) dtC) dωD) Nothing is needed, just E) Something else/not sure

Page 89: Fourier series

2- 98

Fourier TransformsFourier Series

Page 90: Fourier series

2- 99

Fourier TransformsFourier Series

Page 91: Fourier series

2-100

g(ω) is the Fourier Transform of f(t)

f(t) is the inverse Fourier Transform of g(ω)

Page 92: Fourier series

2-

Consider the function

It is …A)zeroB)non-zero and pure realC)non-zero and pure imaginaryD)non-zero and complex

50

101

f(t)

t

What can you say about the integral

Page 93: Fourier series

2-

If f(t) is given in the picture, it's easy enough to evaluate

Give it a shot!

After you find a formula, is it...A) real and evenB) real and oddC) complexD) Not sure how to do this... 103

Page 94: Fourier series

2-

If f(t) is given in the picture,

104

A) 0 B) infinite C) 1/2π D) 1/(2πωT0)E) something else/not defined/not sure...

What is

Page 95: Fourier series

2-

If f(t) is given in the picture,

105

What is

A) 0 B) infinite C) 1/2π D) 1/(2πωT0)E) something else/not defined/not sure...

What is

Page 96: Fourier series

2-

If f(t) is given in the picture,

Describe and sketch g(ω)

106

Challenge: What changes if T0 is very SMALL? How about if T0 is very LARGE?

Page 97: Fourier series

2-

Consider the function f(x) which is a sin wave of length L.

• Which statement is closest to the truth?A) f(x) has a single well-defined

wavelengthB) f(x) is made up of a range of

wavelengths42

Page 98: Fourier series

2-108

What is the Fourier transform of a Dirac delta function, f(t)=δ(t)?

A) 0B) ∞C) 1D) 1/2πE) e-iω

Page 99: Fourier series

2-109

What is the Fourier transform of a Dirac delta function, f(t)=δ(t-t0)?

E) Something else...

Page 100: Fourier series

2-110

The Fourier transform of

Sketch this function

is

Page 101: Fourier series

2-111

What is the standard deviation of

which is the Fourier transform of

A) 1B) σC) σ2

D) 1/σE) 1/σ2

Page 102: Fourier series

2-

Compared to the original function f(t), the Fourier transform function g(ω)

A) Contains additional informationB) Contains the same amount of informationC) Contains less informationD) It depends

112

Page 103: Fourier series

2-113

Match the function (on the left) to its Fourier transform (on the right)

Page 104: Fourier series

2-114

Solving Laplace’s Equation:

If separation of variables doesn’t work, could use “Relaxation method”

Page 105: Fourier series

2-115

Solving Laplace’s Equation:

A handy theorem about any solution of this eq’n:

The average value of T (averaged over any sphere) Equals the value of T at the center of that sphere.

Page 106: Fourier series

2-116

Solving Laplace’s Equation:

T=5

T=5

Page 107: Fourier series

2-117

Solving Laplace’s Equation:

T=5

Page 108: Fourier series

2-118

Solving Laplace’s Equation:

T=5

Page 109: Fourier series

2-119

Page 110: Fourier series

2-120

Page 111: Fourier series

2-121


Recommended