Fourier Series Lecture 1

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Fourier Methods
• Fourier sine series
• Application to the wave equation
• Fourier cosine series
• Fourier full range series
Blue
book
• Complex form of Fourier series
• Introduction to Fourier transforms
and the convolution theorem
New
chapter
12
Dr Mervyn Roy (S6)
www2.le.ac.uk/departments/physics/people/academic-staff/mr6
PA214 Waves and Fields
Fourier Methods
Resources
Lecture notes www2.le.ac.uk/departments/physics/people/academic-staff/mr6
214 course texts
• Blue book, new chapter 12 available on Blackboard
Notes on Blackboard
• Notes on symmetry and on trigonometric identities
• Computing exercises
• Exam tips
• mock papers
Books
• Mathematical Methods in the Physical Sciences (Mary L. Boas)
• Library!
PA214 Waves and Fields
Fourier Methods
Introduction
The wave equation
πœ•2𝑦
1 πœ•2𝑦
= 2 2,
2
πœ•π‘₯
𝑐 πœ•π‘‘
for a string fixed at π‘₯ = 0 and π‘₯ = 𝐿 has harmonic solutions
π‘›πœ‹x
π‘›πœ‹π‘π‘‘
π‘›πœ‹π‘π‘‘
𝑦 π‘₯, 𝑑 = sin
𝑏𝑛 cos
+ π‘Žπ‘› sin
.
𝐿
𝐿
𝐿
Superposition tells us that sums of such terms must also be solutions,
𝑦 π‘₯, 𝑑 =
𝑛
π‘›πœ‹x
π‘›πœ‹π‘π‘‘
π‘›πœ‹π‘π‘‘
sin
𝑏𝑛 cos
+ π‘Žπ‘› sin
.
𝐿
𝐿
𝐿
PA214 Waves and Fields
Fourier Methods
𝑦 π‘₯, 𝑑 =
𝑛
π‘›πœ‹x
π‘›πœ‹π‘π‘‘
π‘›πœ‹π‘π‘‘
sin
𝑏𝑛 cos
+ π‘Žπ‘› sin
𝐿
𝐿
𝐿
Set coefficients from initial conditions, e.g. string released from
2πœ‹π‘₯
rest with 𝑦 π‘₯, 0 = sin
, then 𝑏𝑛 = 𝛿𝑛2 , π‘Žπ‘› = 0.
𝐿
PA214 Waves and Fields
Fourier Methods
What happens if the initial shape of the string is something
more complex?
In general 𝑦(π‘₯, 0) can be any function 𝑓 π‘₯ ,
π‘›πœ‹x
𝑦 π‘₯, 0 = 𝑓 π‘₯ =
𝑏𝑛 sin
.
𝐿
𝑛
The implication is that we can represent any function 𝑓(π‘₯) as a
sum of sines
… and/or cosines or complex exponentials.
This is Fourier’s theorem
PA214 Waves and Fields
Fourier Methods
Fourier sine series (half-range)
We will find that a function 𝑓(π‘₯) in the range 0 ≤ π‘₯ < 𝐿
can be represented by the Fourier sine series
∞
𝑓 π‘₯ =
𝑛=1
π‘›πœ‹π‘₯
𝑏𝑛 sin
,
𝐿
where
2
𝑏𝑛 =
𝐿
𝐿
0
π‘›πœ‹π‘₯
𝑓 π‘₯ sin
𝑑π‘₯.
𝐿
PA214 Waves and Fields
Fourier Methods
Fourier sine series
How does this work ?
Need a standard integral (new chapter 12 – A.2)…
𝐿
0
π‘šπœ‹π‘₯
π‘›πœ‹π‘₯
𝐿
sin
sin
𝑑π‘₯ = π›Ώπ‘›π‘š
𝐿
𝐿
2
PA214 Waves and Fields
Fourier Methods
Square wave, 𝒇(𝒙) = 𝟏
∞
𝑓 π‘₯ =
𝑛=1
2
𝑏𝑛 =
𝐿
𝐿
0
π‘›πœ‹π‘₯
𝑏𝑛 sin
,
𝐿
π‘›πœ‹π‘₯
𝑓 π‘₯ sin
𝑑π‘₯.
𝐿
PA214 Waves and Fields
Fourier Methods
Square wave, 𝒇(𝒙) = 𝟏
∞
𝑓 π‘₯ =
𝑛=1
2
𝑏𝑛 =
𝐿
𝐿
0
π‘›πœ‹π‘₯
𝑏𝑛 sin
,
𝐿
π‘›πœ‹π‘₯
𝑓 π‘₯ sin
𝑑π‘₯.
𝐿
4
πœ‹π‘₯
𝑓 π‘₯ ≈ sin
πœ‹
𝐿
PA214 Waves and Fields
Fourier Methods
Square wave, 𝒇(𝒙) = 𝟏
∞
𝑓 π‘₯ =
𝑛=1
2
𝑏𝑛 =
𝐿
𝐿
0
π‘›πœ‹π‘₯
𝑏𝑛 sin
,
𝐿
π‘›πœ‹π‘₯
𝑓 π‘₯ sin
𝑑π‘₯.
𝐿
4
πœ‹π‘₯
4
3πœ‹x
𝑓 π‘₯ ≈ sin
+
sin
πœ‹
𝐿
3πœ‹
𝐿
PA214 Waves and Fields
Fourier Methods
Square wave, 𝒇(𝒙) = 𝟏
∞
𝑓 π‘₯ =
𝑛=1
2
𝑏𝑛 =
𝐿
𝐿
0
π‘›πœ‹π‘₯
𝑏𝑛 sin
,
𝐿
π‘›πœ‹π‘₯
𝑓 π‘₯ sin
𝑑π‘₯.
𝐿
4
πœ‹π‘₯
4
3πœ‹x 4
5πœ‹π‘₯
𝑓 π‘₯ ≈ sin
+
sin
+
sin
πœ‹
𝐿
3πœ‹
𝐿
5πœ‹
𝐿
PA214 Waves and Fields
Fourier Methods
Square wave, 𝒇(𝒙) = 𝟏
∞
𝑓 π‘₯ =
𝑛=1
2
𝑏𝑛 =
𝐿
𝐿
0
π‘›πœ‹π‘₯
𝑏𝑛 sin
,
𝐿
π‘›πœ‹π‘₯
𝑓 π‘₯ sin
𝑑π‘₯.
𝐿
4
πœ‹π‘₯
4
3πœ‹x 4
5πœ‹π‘₯
4
7πœ‹π‘₯
𝑓 π‘₯ ≈ sin
+
sin
+
sin
+
sin
πœ‹
𝐿
3πœ‹
𝐿
5πœ‹
𝐿
7πœ‹
𝐿
PA214 Waves and Fields
Fourier Methods
Square wave, 𝒇(𝒙) = 𝟏
∞
𝑓 π‘₯ =
𝑛=1
2
𝑏𝑛 =
𝐿
𝐿
0
π‘›πœ‹π‘₯
𝑏𝑛 sin
,
𝐿
π‘›πœ‹π‘₯
𝑓 π‘₯ sin
𝑑π‘₯.
𝐿
4
πœ‹π‘₯
4
3πœ‹x
4
19πœ‹π‘₯
𝑓 π‘₯ ≈ sin
+
sin
+ β‹―+
sin
πœ‹
𝐿
3πœ‹
𝐿
19πœ‹
𝐿
PA214 Waves and Fields
Fourier Methods
Periodic extension of Fourier sine series
∞
𝑓 π‘₯ =
𝑛=1
π‘›πœ‹π‘₯
𝑏𝑛 sin
𝐿
We know that sine waves have odd symmetry,
π‘›πœ‹π‘₯
−π‘›πœ‹π‘₯
sin
= − sin
,
𝐿
𝐿
and that
π‘›πœ‹π‘₯
π‘›πœ‹ π‘₯ + 2𝐿
sin
= sin
.
𝐿
𝐿
PA214 Waves and Fields
Fourier Methods
Within 0 ≤ π‘₯ < 𝐿 can expand any function
𝑓(π‘₯) as a sum of sine waves,
∞
𝑓 π‘₯ =
𝑛=1
π‘›πœ‹π‘₯
𝑏𝑛 sin
.
𝐿
How does this expansion behave outside of the
range 0 ≤ π‘₯ < 𝐿 ?
PA214 Waves and Fields
Fourier Methods
𝑓 π‘₯ = 1, 0 ≤ π‘₯ < 𝐿
square wave
𝑓 π‘₯ = π‘₯, 0 ≤ π‘₯ < 𝐿
sawtooth wave
𝑓 π‘₯ = 𝑒 −π‘₯ , 0 ≤ π‘₯ < 𝐿
exp wave (odd)
PA214 Waves and Fields
Fourier Methods
The wave equation
String fixed at π‘₯ = 0 and π‘₯ = 𝐿
π‘›πœ‹x
π‘›πœ‹π‘π‘‘
π‘›πœ‹π‘π‘‘
sin
𝐡𝑛 cos
+ 𝐴𝑛 sin
.
𝐿
𝐿
𝐿
𝑦 π‘₯, 𝑑 =
𝑛
Initial conditions 𝑦(π‘₯, 0) = 𝑝(π‘₯), and 𝑦𝑑 π‘₯, 0 = π‘ž π‘₯ .
2
𝐡𝑛 =
𝐿
𝐿
0
π‘›πœ‹π‘₯
𝑝 π‘₯ sin
𝑑π‘₯
𝐿
π‘›πœ‹π‘π΄π‘› 2
=
𝐿
𝐿
𝐿
0
π‘›πœ‹π‘₯
π‘ž π‘₯ sin
𝑑π‘₯
𝐿
PA214 Waves and Fields
Fourier Methods
e.g. 𝑦(π‘₯, 0) = π‘₯, and 𝑦𝑑 π‘₯, 0 = 0, then 𝐡𝑛 = 2𝐿 −1
(see workshop 1, exercises 1 & 2)
PA214 Waves and Fields
𝑛+1
/(π‘›πœ‹)
Fourier Methods
e.g. 𝑦(π‘₯, 0) = π‘₯, and 𝑦𝑑 π‘₯, 0 = 0, then 𝐡𝑛 = 2𝐿 −1
(see workshop 1, exercises 1 & 2)
PA214 Waves and Fields
𝑛+1
/(π‘›πœ‹)
Fourier Methods
𝐿 2
, and
2
e.g. 𝑦 π‘₯, 0 = exp π‘₯ −
𝑦𝑑 π‘₯, 0 = 0
(see new chapter 12, exercise 12.5)
PA214 Waves and Fields
Fourier Methods
𝐿 2
, and
2
e.g. 𝑦 π‘₯, 0 = exp π‘₯ −
𝑦𝑑 π‘₯, 0 = 0
(see new chapter 12, exercise 12.5)
PA214 Waves and Fields
Fourier Methods
Can go through the same procedure with the solutions to other PDEs
e.g. Laplace equation (see workshop 1 exercise 3),
πœ•2πœ™ πœ•2πœ™
+ 2 = 0.
2
πœ•π‘₯
πœ•π‘¦
Imagine the boundary conditions are πœ™ 0, 𝑦 = πœ™ 𝐿, 𝑦 = 0 and
lim πœ™ = 0 then
𝑦→∞
∞
πœ™ π‘₯, 𝑦 =
𝑛=1
π‘›πœ‹x −π‘›πœ‹π‘¦/𝐿
𝐡𝑛 sin
𝑒
𝐿
and can find coefficients 𝐡𝑛 from boundary condition for πœ™(π‘₯, 0)
PA214 Waves and Fields
Fourier Methods
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