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Binomial theorem
Binomial is a Polynomial that has two terms
(x + y)0 = 1
(x + y)1 = (x + y)
(x + y)2 = x2 + 2xy + y2
(x + y)3 = x3 + 3x2y + 3xy2 + y3
(x + y)4 = x4 + 4x3y + 6x2y2 + 4xy3 + y4
How do we get general terms like (x + y)n and n is large
(π‘₯ + 𝑦)𝑛
= 0
𝑛
𝐢π‘₯𝑛
+ 1
𝑛
𝐢π‘₯π‘›βˆ’1
𝑦 + 2
𝑛
𝐢π‘₯π‘›βˆ’2
𝑦2
+ β‹― + π‘Ÿ
𝑛
𝐢π‘₯π‘›βˆ’π‘Ÿ
π‘¦π‘Ÿ
+ β‹― + 𝑛
𝑛
𝐢𝑦𝑛
The coefficient of rth term π‘Ÿ
𝑛
𝐢 =
𝑛!
π‘›βˆ’π‘Ÿ ! π‘Ÿ!
=
𝑛
π‘Ÿ
(π‘₯ + 𝑦)𝑛
= π‘₯𝑛
+ 𝑛π‘₯π‘›βˆ’1
𝑦 +
𝑛(𝑛 βˆ’ 1)
2!
π‘₯π‘›βˆ’2
𝑦2
+ β‹― π‘Ÿ
𝑛
𝐢 π‘₯π‘›βˆ’π‘Ÿ
π‘¦π‘Ÿ
+ β‹― + 𝑦𝑛
General expression
Finite series, if n is positive integer
Binomial Series
If we put
x = 1
y = x
n = p (and we allow p as negative or fractional )
The series becomes (1 + π‘₯)𝑝
.
The series is known as Binomial series
(1 + π‘₯)𝑝
=
𝑛=0
∞
𝑛
𝑝
𝐢 π‘₯𝑛
= 1 + 𝑝π‘₯ +
𝑝(𝑝 βˆ’ 1)
2!
π‘₯2
+
𝑝(𝑝 βˆ’ 1)(𝑝 βˆ’ 2)
3!
π‘₯3
+ β‹―
π‘Ÿ
𝑛
𝐢 =
𝑛!
𝑛 βˆ’ π‘Ÿ ! π‘Ÿ!
=
𝑛
π‘Ÿ
(π‘₯ + 𝑦)𝑛
= π‘₯𝑛
+ 𝑛π‘₯π‘›βˆ’1
𝑦 +
𝑛(𝑛 βˆ’ 1)
2!
π‘₯π‘›βˆ’2
𝑦2
+ β‹― π‘Ÿ
𝑛
𝐢 π‘₯π‘›βˆ’π‘Ÿ
π‘¦π‘Ÿ
+ β‹― + 𝑦𝑛
The infinite series converges if |x|<1
Example 1
(1 + π‘₯)𝑝
=
𝑛=0
∞
𝑛
𝑝
𝐢 π‘₯𝑛
= 1 + 𝑝π‘₯ +
𝑝(𝑝 βˆ’ 1)
2!
π‘₯2
+
𝑝(𝑝 βˆ’ 1)(𝑝 βˆ’ 2)
3!
π‘₯3
+ β‹―
say p = -1
1
1 + π‘₯
= 1 βˆ’ π‘₯ +
βˆ’1(βˆ’2)
2!
π‘₯2
+
βˆ’1(βˆ’2)(βˆ’3)
3!
π‘₯3
+ β‹―
= 1 βˆ’ π‘₯ + π‘₯2
βˆ’ π‘₯3
+ β‹― =
𝑛=0
∞
(βˆ’π‘₯)𝑛
say x = 0.01 1
1 + π‘₯
β‰ˆ 1 βˆ’ π‘₯
1/1.01=0.990099…
1-0.01=0.99
Example 2
𝑓(π‘₯) = 1 + π‘₯
(1 + π‘₯)𝑝
=
𝑛=0
∞
𝑛
𝑝
𝐢 π‘₯𝑛
= 1 + 𝑝π‘₯ +
𝑝(𝑝 βˆ’ 1)
2!
π‘₯2
+
𝑝(𝑝 βˆ’ 1)(𝑝 βˆ’ 2)
3!
π‘₯3
+ β‹―
𝑓 π‘₯ = 1 +
1
2
π‘₯ +
1/2(βˆ’1/2)
2!
π‘₯2
+
1/2(βˆ’1/2)(βˆ’3/2)
3!
π‘₯3
+ β‹―
= 1 +
1
2
π‘₯ βˆ’
1
8
π‘₯2
+
1
16
π‘₯3
βˆ’ β‹―
Fourier Series
sinx =
(-1)n
x2n+1
(2n+1)!
n=0
Β₯
Γ₯ = x -
x3
3!
+
x5
5!
-
x7
7!
-Γ—Γ—Γ—
Taylor series: An oscillating series expressed as infinite polynomial series
Recap
Fourier Series
1
-1
0 0.5 1
Length
Temp
HOT
COLD
Fourier Series 1
-1
0 0.5 1
Length
Temp
HOT
COLD
𝑇 =
4
πœ‹
cos(1πœ‹π‘₯)
1
βˆ’
cos 3πœ‹π‘₯
3
+
cos 5πœ‹π‘₯
5
βˆ’
cos 7πœ‹π‘₯
7
+ β‹―
Fourier Series
𝑇 =
4
πœ‹
cos(1πœ‹π‘₯)
1
βˆ’
cos 3πœ‹π‘₯
3
+
cos 5πœ‹π‘₯
5
βˆ’
cos 7πœ‹π‘₯
7
+ β‹― =
1 𝑖𝑓 π‘₯ < 0.5
0 𝑖𝑓 π‘₯ = 0
βˆ’1 𝑖𝑓 π‘₯ > 0.5
1
-1
0 0.5 1
Length
Temp
HOT
COLD
Fourier Series
2.Taylor series can give a good local approximation (given you are within the radius of convergence);
Fourier series give good global approximations
1. Many phenomena in nature repeat themselves (e.g., heartbeat, songbird singing)
οƒž Might make sense to β€˜approximate them by periodic functions’
3. Fourier series gives us a means to transform from the time domain to frequency domain and vice
versa (e.g., via the FFT)
time waveform recorded from ear canal
... zoomed in
Fourier transform
Time Domain Spectral Domain
Global temperature
Three frequencies: Milankovitch cycles
Fourier Series
General form 𝑓 π‘₯ =
1
2
π‘Ž0 + π‘Ž1 cos π‘₯ + π‘Ž2 cos 2π‘₯ + π‘Ž3 cos 3π‘₯ + β‹―
+ 𝑏1 sin π‘₯ + 𝑏2 sin 2π‘₯ + 𝑏3 sin 3π‘₯ + β‹―
𝑓 π‘₯ =
1
2
π‘Ž0 +
𝑛=1
∞
π‘Žπ‘› cos 𝑛π‘₯ +
𝑛=1
∞
𝑏𝑛sin(𝑛π‘₯)
π‘Ž0 =
1
πœ‹ βˆ’πœ‹
πœ‹
𝑓 π‘₯ 𝑑π‘₯
π‘Žπ‘› =
1
πœ‹ βˆ’πœ‹
πœ‹
𝑓 π‘₯ cos 𝑛π‘₯ 𝑑π‘₯
𝑏𝑛 =
1
πœ‹ βˆ’πœ‹
πœ‹
𝑓 π‘₯ sin 𝑛π‘₯ 𝑑π‘₯
Coefficients
𝑓 π‘₯ =
1
2
π‘Ž0 +
𝑛=1
∞
π‘Žπ‘› cos
π‘›πœ‹π‘₯
𝑙
+
𝑛=1
∞
𝑏𝑛sin(
π‘›πœ‹π‘₯
𝑙
)
π‘Ž0 =
1
𝑙 βˆ’π‘™
𝑙
𝑓 π‘₯ 𝑑π‘₯
π‘Žπ‘› =
1
𝑙 βˆ’π‘™
𝑙
𝑓 π‘₯ cos
π‘›πœ‹π‘₯
𝑙
𝑑π‘₯
𝑏𝑛 =
1
𝑙 βˆ’π‘™
𝑙
𝑓 π‘₯ sin
π‘›πœ‹π‘₯
𝑙
𝑑π‘₯
Coefficients
Fourier Series
Example: Square Wave 𝑓 π‘₯ =
0 βˆ’ πœ‹ < π‘₯ < 0
1 0 < π‘₯ < πœ‹
π‘Ž0 =
1
πœ‹ βˆ’πœ‹
πœ‹
𝑓 π‘₯ 𝑑π‘₯
π‘Žπ‘› =
1
πœ‹ βˆ’πœ‹
πœ‹
𝑓 π‘₯ cos 𝑛π‘₯ 𝑑π‘₯
𝑏𝑛 =
1
πœ‹ βˆ’πœ‹
πœ‹
𝑓 π‘₯ sin 𝑛π‘₯ 𝑑π‘₯
a0 = 1, and for all other (n > 0) an = 0
Fourier Series
Example: Square Wave 𝑓 π‘₯ =
0 βˆ’ πœ‹ < π‘₯ < 0
1 0 < π‘₯ < πœ‹
π‘Ž0 =
1
πœ‹ βˆ’πœ‹
πœ‹
𝑓 π‘₯ 𝑑π‘₯
π‘Žπ‘› =
1
πœ‹ βˆ’πœ‹
πœ‹
𝑓 π‘₯ cos 𝑛π‘₯ 𝑑π‘₯
𝑏𝑛 =
1
πœ‹ βˆ’πœ‹
πœ‹
𝑓 π‘₯ sin 𝑛π‘₯ 𝑑π‘₯
𝑓 π‘₯ =
0 βˆ’ πœ‹ < π‘₯ < 0
1 0 < π‘₯ < πœ‹
𝑓 π‘₯ =
1
2
π‘Ž0 +
𝑛=1
∞
π‘Žπ‘› cos 𝑛π‘₯ +
𝑛=1
∞
𝑏𝑛sin(𝑛π‘₯)
π‘Ž0 = 1
π‘Žπ‘› = 0 (𝑛 > 0)
𝑏𝑛 =
2
π‘›πœ‹
π‘“π‘œπ‘Ÿ π‘œπ‘‘π‘‘ 𝑛 (π‘“π‘œπ‘Ÿ 𝑒𝑣𝑒𝑛 𝑛, 𝑏𝑛 = 0)
𝑓 π‘₯ =
1
2
+
2
πœ‹
sin π‘₯
1
+
sin 3π‘₯
3
+
sin 5π‘₯
5
+ β‹―
Fourier Series
Example: Square Wave

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Lecture 3 - Series Expansion III.pptx

  • 1. Binomial theorem Binomial is a Polynomial that has two terms (x + y)0 = 1 (x + y)1 = (x + y) (x + y)2 = x2 + 2xy + y2 (x + y)3 = x3 + 3x2y + 3xy2 + y3 (x + y)4 = x4 + 4x3y + 6x2y2 + 4xy3 + y4 How do we get general terms like (x + y)n and n is large (π‘₯ + 𝑦)𝑛 = 0 𝑛 𝐢π‘₯𝑛 + 1 𝑛 𝐢π‘₯π‘›βˆ’1 𝑦 + 2 𝑛 𝐢π‘₯π‘›βˆ’2 𝑦2 + β‹― + π‘Ÿ 𝑛 𝐢π‘₯π‘›βˆ’π‘Ÿ π‘¦π‘Ÿ + β‹― + 𝑛 𝑛 𝐢𝑦𝑛 The coefficient of rth term π‘Ÿ 𝑛 𝐢 = 𝑛! π‘›βˆ’π‘Ÿ ! π‘Ÿ! = 𝑛 π‘Ÿ (π‘₯ + 𝑦)𝑛 = π‘₯𝑛 + 𝑛π‘₯π‘›βˆ’1 𝑦 + 𝑛(𝑛 βˆ’ 1) 2! π‘₯π‘›βˆ’2 𝑦2 + β‹― π‘Ÿ 𝑛 𝐢 π‘₯π‘›βˆ’π‘Ÿ π‘¦π‘Ÿ + β‹― + 𝑦𝑛 General expression Finite series, if n is positive integer
  • 2. Binomial Series If we put x = 1 y = x n = p (and we allow p as negative or fractional ) The series becomes (1 + π‘₯)𝑝 . The series is known as Binomial series (1 + π‘₯)𝑝 = 𝑛=0 ∞ 𝑛 𝑝 𝐢 π‘₯𝑛 = 1 + 𝑝π‘₯ + 𝑝(𝑝 βˆ’ 1) 2! π‘₯2 + 𝑝(𝑝 βˆ’ 1)(𝑝 βˆ’ 2) 3! π‘₯3 + β‹― π‘Ÿ 𝑛 𝐢 = 𝑛! 𝑛 βˆ’ π‘Ÿ ! π‘Ÿ! = 𝑛 π‘Ÿ (π‘₯ + 𝑦)𝑛 = π‘₯𝑛 + 𝑛π‘₯π‘›βˆ’1 𝑦 + 𝑛(𝑛 βˆ’ 1) 2! π‘₯π‘›βˆ’2 𝑦2 + β‹― π‘Ÿ 𝑛 𝐢 π‘₯π‘›βˆ’π‘Ÿ π‘¦π‘Ÿ + β‹― + 𝑦𝑛 The infinite series converges if |x|<1
  • 3. Example 1 (1 + π‘₯)𝑝 = 𝑛=0 ∞ 𝑛 𝑝 𝐢 π‘₯𝑛 = 1 + 𝑝π‘₯ + 𝑝(𝑝 βˆ’ 1) 2! π‘₯2 + 𝑝(𝑝 βˆ’ 1)(𝑝 βˆ’ 2) 3! π‘₯3 + β‹― say p = -1 1 1 + π‘₯ = 1 βˆ’ π‘₯ + βˆ’1(βˆ’2) 2! π‘₯2 + βˆ’1(βˆ’2)(βˆ’3) 3! π‘₯3 + β‹― = 1 βˆ’ π‘₯ + π‘₯2 βˆ’ π‘₯3 + β‹― = 𝑛=0 ∞ (βˆ’π‘₯)𝑛 say x = 0.01 1 1 + π‘₯ β‰ˆ 1 βˆ’ π‘₯ 1/1.01=0.990099… 1-0.01=0.99
  • 4. Example 2 𝑓(π‘₯) = 1 + π‘₯ (1 + π‘₯)𝑝 = 𝑛=0 ∞ 𝑛 𝑝 𝐢 π‘₯𝑛 = 1 + 𝑝π‘₯ + 𝑝(𝑝 βˆ’ 1) 2! π‘₯2 + 𝑝(𝑝 βˆ’ 1)(𝑝 βˆ’ 2) 3! π‘₯3 + β‹― 𝑓 π‘₯ = 1 + 1 2 π‘₯ + 1/2(βˆ’1/2) 2! π‘₯2 + 1/2(βˆ’1/2)(βˆ’3/2) 3! π‘₯3 + β‹― = 1 + 1 2 π‘₯ βˆ’ 1 8 π‘₯2 + 1 16 π‘₯3 βˆ’ β‹―
  • 5. Fourier Series sinx = (-1)n x2n+1 (2n+1)! n=0 Β₯ Γ₯ = x - x3 3! + x5 5! - x7 7! -Γ—Γ—Γ— Taylor series: An oscillating series expressed as infinite polynomial series Recap
  • 6. Fourier Series 1 -1 0 0.5 1 Length Temp HOT COLD
  • 7. Fourier Series 1 -1 0 0.5 1 Length Temp HOT COLD 𝑇 = 4 πœ‹ cos(1πœ‹π‘₯) 1 βˆ’ cos 3πœ‹π‘₯ 3 + cos 5πœ‹π‘₯ 5 βˆ’ cos 7πœ‹π‘₯ 7 + β‹―
  • 8. Fourier Series 𝑇 = 4 πœ‹ cos(1πœ‹π‘₯) 1 βˆ’ cos 3πœ‹π‘₯ 3 + cos 5πœ‹π‘₯ 5 βˆ’ cos 7πœ‹π‘₯ 7 + β‹― = 1 𝑖𝑓 π‘₯ < 0.5 0 𝑖𝑓 π‘₯ = 0 βˆ’1 𝑖𝑓 π‘₯ > 0.5 1 -1 0 0.5 1 Length Temp HOT COLD
  • 9. Fourier Series 2.Taylor series can give a good local approximation (given you are within the radius of convergence); Fourier series give good global approximations 1. Many phenomena in nature repeat themselves (e.g., heartbeat, songbird singing) οƒž Might make sense to β€˜approximate them by periodic functions’ 3. Fourier series gives us a means to transform from the time domain to frequency domain and vice versa (e.g., via the FFT)
  • 10. time waveform recorded from ear canal ... zoomed in Fourier transform Time Domain Spectral Domain
  • 12. Fourier Series General form 𝑓 π‘₯ = 1 2 π‘Ž0 + π‘Ž1 cos π‘₯ + π‘Ž2 cos 2π‘₯ + π‘Ž3 cos 3π‘₯ + β‹― + 𝑏1 sin π‘₯ + 𝑏2 sin 2π‘₯ + 𝑏3 sin 3π‘₯ + β‹― 𝑓 π‘₯ = 1 2 π‘Ž0 + 𝑛=1 ∞ π‘Žπ‘› cos 𝑛π‘₯ + 𝑛=1 ∞ 𝑏𝑛sin(𝑛π‘₯) π‘Ž0 = 1 πœ‹ βˆ’πœ‹ πœ‹ 𝑓 π‘₯ 𝑑π‘₯ π‘Žπ‘› = 1 πœ‹ βˆ’πœ‹ πœ‹ 𝑓 π‘₯ cos 𝑛π‘₯ 𝑑π‘₯ 𝑏𝑛 = 1 πœ‹ βˆ’πœ‹ πœ‹ 𝑓 π‘₯ sin 𝑛π‘₯ 𝑑π‘₯ Coefficients 𝑓 π‘₯ = 1 2 π‘Ž0 + 𝑛=1 ∞ π‘Žπ‘› cos π‘›πœ‹π‘₯ 𝑙 + 𝑛=1 ∞ 𝑏𝑛sin( π‘›πœ‹π‘₯ 𝑙 ) π‘Ž0 = 1 𝑙 βˆ’π‘™ 𝑙 𝑓 π‘₯ 𝑑π‘₯ π‘Žπ‘› = 1 𝑙 βˆ’π‘™ 𝑙 𝑓 π‘₯ cos π‘›πœ‹π‘₯ 𝑙 𝑑π‘₯ 𝑏𝑛 = 1 𝑙 βˆ’π‘™ 𝑙 𝑓 π‘₯ sin π‘›πœ‹π‘₯ 𝑙 𝑑π‘₯ Coefficients
  • 13. Fourier Series Example: Square Wave 𝑓 π‘₯ = 0 βˆ’ πœ‹ < π‘₯ < 0 1 0 < π‘₯ < πœ‹ π‘Ž0 = 1 πœ‹ βˆ’πœ‹ πœ‹ 𝑓 π‘₯ 𝑑π‘₯ π‘Žπ‘› = 1 πœ‹ βˆ’πœ‹ πœ‹ 𝑓 π‘₯ cos 𝑛π‘₯ 𝑑π‘₯ 𝑏𝑛 = 1 πœ‹ βˆ’πœ‹ πœ‹ 𝑓 π‘₯ sin 𝑛π‘₯ 𝑑π‘₯ a0 = 1, and for all other (n > 0) an = 0
  • 14. Fourier Series Example: Square Wave 𝑓 π‘₯ = 0 βˆ’ πœ‹ < π‘₯ < 0 1 0 < π‘₯ < πœ‹ π‘Ž0 = 1 πœ‹ βˆ’πœ‹ πœ‹ 𝑓 π‘₯ 𝑑π‘₯ π‘Žπ‘› = 1 πœ‹ βˆ’πœ‹ πœ‹ 𝑓 π‘₯ cos 𝑛π‘₯ 𝑑π‘₯ 𝑏𝑛 = 1 πœ‹ βˆ’πœ‹ πœ‹ 𝑓 π‘₯ sin 𝑛π‘₯ 𝑑π‘₯
  • 15. 𝑓 π‘₯ = 0 βˆ’ πœ‹ < π‘₯ < 0 1 0 < π‘₯ < πœ‹ 𝑓 π‘₯ = 1 2 π‘Ž0 + 𝑛=1 ∞ π‘Žπ‘› cos 𝑛π‘₯ + 𝑛=1 ∞ 𝑏𝑛sin(𝑛π‘₯) π‘Ž0 = 1 π‘Žπ‘› = 0 (𝑛 > 0) 𝑏𝑛 = 2 π‘›πœ‹ π‘“π‘œπ‘Ÿ π‘œπ‘‘π‘‘ 𝑛 (π‘“π‘œπ‘Ÿ 𝑒𝑣𝑒𝑛 𝑛, 𝑏𝑛 = 0) 𝑓 π‘₯ = 1 2 + 2 πœ‹ sin π‘₯ 1 + sin 3π‘₯ 3 + sin 5π‘₯ 5 + β‹― Fourier Series Example: Square Wave