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Serie de Fourier
Repaso de algebra vectorial, funciones
ortogonales,
Serie generalizada de Fourier
Serie trigonométrica de Fourier
Sea 𝐵 = 𝑣1, 𝑣2, 𝑣3, ⋯ , 𝑣𝑛 un conjunto de vectores ortogonal en ℝ𝑛. Un
vector 𝑣 ∈ ℝ𝑛 se puede escribir en combinación lineal de
𝑣1, 𝑣2, 𝑣3, ⋯ , 𝑣𝑛, es decir,
𝑣 = 𝑐1𝑣1 + 𝑐2𝑣2 + 𝑐3𝑣3 + ⋯ + 𝑐𝑛𝑣𝑛 (1)
Donde 𝑐1, 𝑐2, 𝑐3, ⋯ , 𝑐𝑛 son constantes no todas cero.
Podemos hallar dichas constantes. Si multiplicamos por 𝑣1 en (1) se tiene
𝑣1, 𝑣 = 𝑐1 𝑣1, 𝑣1 + 𝑐2 𝑣1, 𝑣2 + 𝑐3 𝑣1, 𝑣3 + ⋯ + 𝑐𝑛 𝑣1, 𝑣𝑛
Como el conjunto B es ortogonal 𝑣1, 𝑣𝑖 = 0 para todo 𝑖 ≠ 1, se tiene
𝑣1, 𝑣 = 𝑐1 𝑣1, 𝑣1 ⟹ 𝑐1 =
𝑣1, 𝑣
𝑣1
2
Siguiendo en mismo procedimiento se tiene para todo 𝑖 = 1,2,3, ⋯
𝑐𝑖 =
𝑣𝑖, 𝑣
𝑣𝑖
2
Combinación lineal
Representación en base ortogonal
Podemos expresar 𝑣 de la forma
𝑣 =
𝑣1, 𝑣
𝑣1
2
𝑣1 +
𝑣2, 𝑣
𝑣2
2
𝑣2 +
𝑣3, 𝑣
𝑣3
2
𝑣3 + ⋯ +
𝑣𝑛, 𝑣
𝑣𝑛
2
𝑣𝑛 + ⋯
Es decir
𝑣 =
𝑖=1
∞
𝑣𝑖, 𝑣
𝑣𝑖
2
𝑣𝑖
Esto significa que 𝑣 se puede escribir como una serie de un
conjunto ortogonal 𝐵. Los
𝑐𝑖 =
𝑣𝑖,𝑣
𝑣𝑖
2
son los coeficientes
Serie generalizada de Fourier
Similarmente para funciones. Sea 𝜑0 𝑡 , 𝜑1 𝑡 , 𝜑3 𝑡 , ⋯ , 𝜑𝑛 𝑡 , ⋯ un conjunto
ortogonal de funciones en algún intervalo 𝑎, 𝑏 . Toda función real 𝑓 se puede expresar
como
𝑓 𝑡 = 𝑐0𝜑0 𝑡 , +𝑐1𝜑1 𝑡 + 𝑐2𝜑2 𝑡 + ⋯ + 𝑐𝑛𝜑𝑛 𝑡 + ⋯ =
𝑛=0
∞
𝑐𝑛𝜑𝑛 𝑡
Hallando los coeficientes como para vectores se tiene
𝑓 𝑡 =
𝑛=0
∞
𝑐𝑛𝜑𝑛 𝑡 =
𝑛=0
∞
𝑓, 𝜑𝑛
𝜑𝑛
2
𝜑𝑛 𝑡
Donde
𝑓, 𝜑𝑛 =
𝑎
𝑏
𝑓(𝑡)𝜑𝑛(𝑡) 𝑑𝑡, 𝜑𝑛
2 =
𝑎
𝑏
𝜑𝑛
2 (𝑡) 𝑑𝑡
Se dice que la función 𝑓 admite un desarrollo en serie de funciones ortogonales. A este
desarrollo se le llama la serie generalizada de Fourier para 𝑓. Los coeficientes de Fourier
son 𝑐𝑖 =
𝑓,𝜑𝑖
𝜑𝑖
2
Si el conjunto 𝜑0 𝑡 , 𝜑1 𝑡 , 𝜑3 𝑡 , ⋯ , 𝜑𝑛 𝑡 , ⋯ es ortonormal entonces 𝑐𝑖 = 𝑓, 𝜑𝑖 .
La serie trigonométrica de Fourier
Si el conjunto ortogonal es 1, sin
𝑛𝜋𝑡
𝐿
, cos
𝑛𝜋𝑡
𝐿
, 𝑛 = 1,2,3, ⋯, se tiene la
serie trigonométrica de Fourier.
Definición: Sea 𝑓 una función continua por tramos en el intervalo −𝐿, 𝐿 .
Entonces la serie de Fourier de 𝑓 es la serie
𝑓 𝑡 =
𝑎0
2
+
𝑛=1
∞
𝑎𝑛 cos
𝑛𝜋𝑡
𝐿
+ 𝑏𝑛 sin
𝑛𝜋𝑡
𝐿
Donde
𝑎𝑛 =
1
𝐿 −𝐿
𝐿
𝑓 𝑡 cos
𝑛𝜋𝑡
𝐿
𝑑𝑡 , 𝑛 = 0,1,2, ⋯
𝑏𝑛 =
1
𝐿 −𝐿
𝐿
𝑓 𝑡 sin
𝑛𝜋𝑡
𝐿
𝑑𝑡 , 𝑛 = 1,2,3, ⋯
Si 𝑛 = 0 se tiene
𝑎0 =
1
𝐿 −𝐿
𝐿
𝑓 𝑡 𝑑𝑡
Ejercicios
Calcular la serie de Fourier de las
siguientes funciones
1. 𝑓 𝑡 =
−2, −3 < 𝑡 < 0;
2, 0 < 𝑡 < 3
2. 𝑓 𝑡 =
0, −5 < 𝑡 < 0;
1, 0 < 𝑡 < 5
3. 𝑓 𝑡 =
2, −2𝜋 < 𝑡 < 0;
−1, 0 < 𝑡 < 2𝜋
4. 𝑓 𝑡 = 𝑡, −2 < 𝑡 < 2
5. 𝑓 𝑡 = 𝑡, −2𝜋 < 𝑡 < 2𝜋
6. 𝑓 𝑡 = 𝑡 , −1 < 𝑡 < 1
7. 𝑓 𝑡 = 𝑡2, −1 < 𝑡 < 1
8. 𝑓 𝑡 = cos
𝜋𝑡
2
, −1 < 𝑡 < 1
9. 𝑓 𝑡 =
0, −2 < 𝑡 < 0;
𝑡2, 0 < 𝑡 < 2
10.𝑓 𝑡 =
0, −1 < 𝑡 < 0;
sin 𝜋𝑡 , 0 < 𝑡 < 1
11.𝑓 𝑡 =
0, −2𝜋 < 𝑡 < 0;
sin 𝑡 , 0 < 𝑡 < 2𝜋
Ejemplo. Sea 𝑓(𝑡) un función periódica de periodo 2, definida por
𝑓 𝑡 =
−1, −2 < 𝑡 < 0;
1, 0 < 𝑡 < 2
𝑓 𝑡 =
𝑎0
2
+
𝑛=1
∞
𝑎𝑛 cos
𝑛𝜋𝑡
𝐿
+ 𝑏𝑛 sin
𝑛𝜋𝑡
𝐿
Calculemos 𝑎0, 𝑎𝑛 y 𝑏𝑛
𝑎0 =
1
2 −2
2
𝑓 𝑡 𝑑𝑡 =
1
2
−
−2
0
𝑑𝑡 +
0
2
𝑑𝑡 = 0
𝑎𝑛 =
1
2 −2
2
𝑓 𝑡 cos
𝑛𝜋𝑡
𝐿
𝑑𝑡 =
1
2
−
−2
0
cos
𝑛𝜋𝑡
2
𝑑𝑡 +
0
2
cos
𝑛𝜋𝑡
2
𝑑𝑡
=
1
2
−
2
𝑛𝜋
sin
𝑛𝜋𝑡
2 −2
0
+
1
2
2
𝑛𝜋
sin
𝑛𝜋𝑡
2 0
2
= 0
𝑏𝑛 =
1
2 −2
2
𝑓 𝑡 sin
𝑛𝜋𝑡
𝐿
𝑑𝑡 =
1
2
−
−2
0
sin
𝑛𝜋𝑡
2
𝑑𝑡 +
0
2
sin
𝑛𝜋𝑡
2
𝑑𝑡
=
1
2
2
𝑛𝜋
cos
𝑛𝜋𝑡
2 −2
0
+
1
2
−
2
𝑛𝜋
cos
𝑛𝜋𝑡
2 0
2
=
1
2
0 +
1
2
−
2
𝑛𝜋
−1 𝑛
+
2
𝑛𝜋
=
2
𝑛𝜋
1 − −1 𝑛
La representación en serie de Fourier es
𝑓 𝑡 =
𝑛=1
∞
𝑏𝑛 sin
𝑛𝜋𝑡
2
=
𝑛=1
∞
2
𝑛𝜋
1 − −1 𝑛 sin
𝑛𝜋𝑡
2
En este ejemplo se tiene una representación de senos debido a que
la función es impar.
Funciones pares e impares
• Función par. Se dice que una función 𝑓 es par en el
intervalo −𝐿, 𝐿 si
𝑓 −𝑡 = 𝑓 𝑡 , 𝑡 ∈ −𝐿, 𝐿
• Se dice que una función 𝑓 es impar en el intervalo
−𝐿, 𝐿 si
𝑓 −𝑡 = −𝑓 𝑡 , 𝑡 ∈ −𝐿, 𝐿
• Si una función 𝑓 es par en el intervalo −𝐿, 𝐿 ,
entonces
−𝐿
𝐿
𝑓 𝑡 𝑑𝑡 = 2
0
𝐿
𝑓 𝑡 𝑑𝑡
• Si una función 𝑓 es impar en el intervalo −𝐿, 𝐿 ,
entonces
−𝐿
𝐿
𝑓 𝑡 𝑑𝑡 = 0
Representación en senos y cosenos
• Si una función 𝑓 es par en el intervalo −𝐿, 𝐿 , entonces se tiene una serie
de cosenos
𝑓 𝑡 =
𝑎0
2
+
𝑛=1
∞
𝑎𝑛 cos
𝑛𝜋𝑡
𝐿
Donde
𝑎0 =
2
𝐿 0
𝐿
𝑓 𝑡 𝑑𝑡 , 𝑎𝑛 =
2
𝐿 0
𝐿
𝑓 𝑡 cos
𝑛𝜋𝑡
𝐿
𝑑𝑡 , 𝑛 = 1,2, ⋯
• Si una función 𝑓 es impar en el intervalo −𝐿, 𝐿 , entonces se tiene una
serie de senos
𝑓 𝑡 =
𝑛=1
∞
𝑏𝑛 sin
𝑛𝜋𝑡
𝐿
Donde
𝑏𝑛 =
2
𝐿 0
𝐿
𝑓 𝑡 sin
𝑛𝜋𝑡
𝐿
𝑑𝑡 , 𝑛 = 1,2, ⋯
Extensión par, impar y periódica
• Extensión par e impar: Sea 𝑓 definida en un intervalo de la forma
0, 𝐿 , para hallar una representación en serie de Fourier podemos
elegir para 𝑓 una representación de senos o cosenos en el intervalo
−𝐿, 𝐿 .
• Extensión periódica: Sea 𝑓 definida en un intervalo de la forma
0, 𝐿 , También se puede tener una extensión periódica en el
intervalo −𝐿, 𝐿
En este caso hacemos 2𝑝 = 𝐿 𝑜 𝑝 = 𝐿/2
𝑎0 =
2
𝐿 0
𝐿
𝑓 𝑡 𝑑𝑡 , 𝑎𝑛 =
2
𝐿 0
𝐿
𝑓 𝑡 cos
2𝑛𝜋𝑡
𝐿
𝑑𝑡
𝑏𝑛 =
2
𝐿 0
𝐿
𝑓 𝑡 sin
2𝑛𝜋𝑡
𝐿
𝑑𝑡

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Serie de fourier

  • 1. Serie de Fourier Repaso de algebra vectorial, funciones ortogonales, Serie generalizada de Fourier Serie trigonométrica de Fourier
  • 2. Sea 𝐵 = 𝑣1, 𝑣2, 𝑣3, ⋯ , 𝑣𝑛 un conjunto de vectores ortogonal en ℝ𝑛. Un vector 𝑣 ∈ ℝ𝑛 se puede escribir en combinación lineal de 𝑣1, 𝑣2, 𝑣3, ⋯ , 𝑣𝑛, es decir, 𝑣 = 𝑐1𝑣1 + 𝑐2𝑣2 + 𝑐3𝑣3 + ⋯ + 𝑐𝑛𝑣𝑛 (1) Donde 𝑐1, 𝑐2, 𝑐3, ⋯ , 𝑐𝑛 son constantes no todas cero. Podemos hallar dichas constantes. Si multiplicamos por 𝑣1 en (1) se tiene 𝑣1, 𝑣 = 𝑐1 𝑣1, 𝑣1 + 𝑐2 𝑣1, 𝑣2 + 𝑐3 𝑣1, 𝑣3 + ⋯ + 𝑐𝑛 𝑣1, 𝑣𝑛 Como el conjunto B es ortogonal 𝑣1, 𝑣𝑖 = 0 para todo 𝑖 ≠ 1, se tiene 𝑣1, 𝑣 = 𝑐1 𝑣1, 𝑣1 ⟹ 𝑐1 = 𝑣1, 𝑣 𝑣1 2 Siguiendo en mismo procedimiento se tiene para todo 𝑖 = 1,2,3, ⋯ 𝑐𝑖 = 𝑣𝑖, 𝑣 𝑣𝑖 2 Combinación lineal
  • 3. Representación en base ortogonal Podemos expresar 𝑣 de la forma 𝑣 = 𝑣1, 𝑣 𝑣1 2 𝑣1 + 𝑣2, 𝑣 𝑣2 2 𝑣2 + 𝑣3, 𝑣 𝑣3 2 𝑣3 + ⋯ + 𝑣𝑛, 𝑣 𝑣𝑛 2 𝑣𝑛 + ⋯ Es decir 𝑣 = 𝑖=1 ∞ 𝑣𝑖, 𝑣 𝑣𝑖 2 𝑣𝑖 Esto significa que 𝑣 se puede escribir como una serie de un conjunto ortogonal 𝐵. Los 𝑐𝑖 = 𝑣𝑖,𝑣 𝑣𝑖 2 son los coeficientes
  • 4. Serie generalizada de Fourier Similarmente para funciones. Sea 𝜑0 𝑡 , 𝜑1 𝑡 , 𝜑3 𝑡 , ⋯ , 𝜑𝑛 𝑡 , ⋯ un conjunto ortogonal de funciones en algún intervalo 𝑎, 𝑏 . Toda función real 𝑓 se puede expresar como 𝑓 𝑡 = 𝑐0𝜑0 𝑡 , +𝑐1𝜑1 𝑡 + 𝑐2𝜑2 𝑡 + ⋯ + 𝑐𝑛𝜑𝑛 𝑡 + ⋯ = 𝑛=0 ∞ 𝑐𝑛𝜑𝑛 𝑡 Hallando los coeficientes como para vectores se tiene 𝑓 𝑡 = 𝑛=0 ∞ 𝑐𝑛𝜑𝑛 𝑡 = 𝑛=0 ∞ 𝑓, 𝜑𝑛 𝜑𝑛 2 𝜑𝑛 𝑡 Donde 𝑓, 𝜑𝑛 = 𝑎 𝑏 𝑓(𝑡)𝜑𝑛(𝑡) 𝑑𝑡, 𝜑𝑛 2 = 𝑎 𝑏 𝜑𝑛 2 (𝑡) 𝑑𝑡 Se dice que la función 𝑓 admite un desarrollo en serie de funciones ortogonales. A este desarrollo se le llama la serie generalizada de Fourier para 𝑓. Los coeficientes de Fourier son 𝑐𝑖 = 𝑓,𝜑𝑖 𝜑𝑖 2 Si el conjunto 𝜑0 𝑡 , 𝜑1 𝑡 , 𝜑3 𝑡 , ⋯ , 𝜑𝑛 𝑡 , ⋯ es ortonormal entonces 𝑐𝑖 = 𝑓, 𝜑𝑖 .
  • 5. La serie trigonométrica de Fourier Si el conjunto ortogonal es 1, sin 𝑛𝜋𝑡 𝐿 , cos 𝑛𝜋𝑡 𝐿 , 𝑛 = 1,2,3, ⋯, se tiene la serie trigonométrica de Fourier. Definición: Sea 𝑓 una función continua por tramos en el intervalo −𝐿, 𝐿 . Entonces la serie de Fourier de 𝑓 es la serie 𝑓 𝑡 = 𝑎0 2 + 𝑛=1 ∞ 𝑎𝑛 cos 𝑛𝜋𝑡 𝐿 + 𝑏𝑛 sin 𝑛𝜋𝑡 𝐿 Donde 𝑎𝑛 = 1 𝐿 −𝐿 𝐿 𝑓 𝑡 cos 𝑛𝜋𝑡 𝐿 𝑑𝑡 , 𝑛 = 0,1,2, ⋯ 𝑏𝑛 = 1 𝐿 −𝐿 𝐿 𝑓 𝑡 sin 𝑛𝜋𝑡 𝐿 𝑑𝑡 , 𝑛 = 1,2,3, ⋯ Si 𝑛 = 0 se tiene 𝑎0 = 1 𝐿 −𝐿 𝐿 𝑓 𝑡 𝑑𝑡
  • 6. Ejercicios Calcular la serie de Fourier de las siguientes funciones 1. 𝑓 𝑡 = −2, −3 < 𝑡 < 0; 2, 0 < 𝑡 < 3 2. 𝑓 𝑡 = 0, −5 < 𝑡 < 0; 1, 0 < 𝑡 < 5 3. 𝑓 𝑡 = 2, −2𝜋 < 𝑡 < 0; −1, 0 < 𝑡 < 2𝜋 4. 𝑓 𝑡 = 𝑡, −2 < 𝑡 < 2 5. 𝑓 𝑡 = 𝑡, −2𝜋 < 𝑡 < 2𝜋 6. 𝑓 𝑡 = 𝑡 , −1 < 𝑡 < 1 7. 𝑓 𝑡 = 𝑡2, −1 < 𝑡 < 1 8. 𝑓 𝑡 = cos 𝜋𝑡 2 , −1 < 𝑡 < 1 9. 𝑓 𝑡 = 0, −2 < 𝑡 < 0; 𝑡2, 0 < 𝑡 < 2 10.𝑓 𝑡 = 0, −1 < 𝑡 < 0; sin 𝜋𝑡 , 0 < 𝑡 < 1 11.𝑓 𝑡 = 0, −2𝜋 < 𝑡 < 0; sin 𝑡 , 0 < 𝑡 < 2𝜋
  • 7. Ejemplo. Sea 𝑓(𝑡) un función periódica de periodo 2, definida por 𝑓 𝑡 = −1, −2 < 𝑡 < 0; 1, 0 < 𝑡 < 2 𝑓 𝑡 = 𝑎0 2 + 𝑛=1 ∞ 𝑎𝑛 cos 𝑛𝜋𝑡 𝐿 + 𝑏𝑛 sin 𝑛𝜋𝑡 𝐿 Calculemos 𝑎0, 𝑎𝑛 y 𝑏𝑛 𝑎0 = 1 2 −2 2 𝑓 𝑡 𝑑𝑡 = 1 2 − −2 0 𝑑𝑡 + 0 2 𝑑𝑡 = 0 𝑎𝑛 = 1 2 −2 2 𝑓 𝑡 cos 𝑛𝜋𝑡 𝐿 𝑑𝑡 = 1 2 − −2 0 cos 𝑛𝜋𝑡 2 𝑑𝑡 + 0 2 cos 𝑛𝜋𝑡 2 𝑑𝑡 = 1 2 − 2 𝑛𝜋 sin 𝑛𝜋𝑡 2 −2 0 + 1 2 2 𝑛𝜋 sin 𝑛𝜋𝑡 2 0 2 = 0
  • 8. 𝑏𝑛 = 1 2 −2 2 𝑓 𝑡 sin 𝑛𝜋𝑡 𝐿 𝑑𝑡 = 1 2 − −2 0 sin 𝑛𝜋𝑡 2 𝑑𝑡 + 0 2 sin 𝑛𝜋𝑡 2 𝑑𝑡 = 1 2 2 𝑛𝜋 cos 𝑛𝜋𝑡 2 −2 0 + 1 2 − 2 𝑛𝜋 cos 𝑛𝜋𝑡 2 0 2 = 1 2 0 + 1 2 − 2 𝑛𝜋 −1 𝑛 + 2 𝑛𝜋 = 2 𝑛𝜋 1 − −1 𝑛 La representación en serie de Fourier es 𝑓 𝑡 = 𝑛=1 ∞ 𝑏𝑛 sin 𝑛𝜋𝑡 2 = 𝑛=1 ∞ 2 𝑛𝜋 1 − −1 𝑛 sin 𝑛𝜋𝑡 2 En este ejemplo se tiene una representación de senos debido a que la función es impar.
  • 9. Funciones pares e impares • Función par. Se dice que una función 𝑓 es par en el intervalo −𝐿, 𝐿 si 𝑓 −𝑡 = 𝑓 𝑡 , 𝑡 ∈ −𝐿, 𝐿 • Se dice que una función 𝑓 es impar en el intervalo −𝐿, 𝐿 si 𝑓 −𝑡 = −𝑓 𝑡 , 𝑡 ∈ −𝐿, 𝐿 • Si una función 𝑓 es par en el intervalo −𝐿, 𝐿 , entonces −𝐿 𝐿 𝑓 𝑡 𝑑𝑡 = 2 0 𝐿 𝑓 𝑡 𝑑𝑡 • Si una función 𝑓 es impar en el intervalo −𝐿, 𝐿 , entonces −𝐿 𝐿 𝑓 𝑡 𝑑𝑡 = 0
  • 10. Representación en senos y cosenos • Si una función 𝑓 es par en el intervalo −𝐿, 𝐿 , entonces se tiene una serie de cosenos 𝑓 𝑡 = 𝑎0 2 + 𝑛=1 ∞ 𝑎𝑛 cos 𝑛𝜋𝑡 𝐿 Donde 𝑎0 = 2 𝐿 0 𝐿 𝑓 𝑡 𝑑𝑡 , 𝑎𝑛 = 2 𝐿 0 𝐿 𝑓 𝑡 cos 𝑛𝜋𝑡 𝐿 𝑑𝑡 , 𝑛 = 1,2, ⋯ • Si una función 𝑓 es impar en el intervalo −𝐿, 𝐿 , entonces se tiene una serie de senos 𝑓 𝑡 = 𝑛=1 ∞ 𝑏𝑛 sin 𝑛𝜋𝑡 𝐿 Donde 𝑏𝑛 = 2 𝐿 0 𝐿 𝑓 𝑡 sin 𝑛𝜋𝑡 𝐿 𝑑𝑡 , 𝑛 = 1,2, ⋯
  • 11. Extensión par, impar y periódica • Extensión par e impar: Sea 𝑓 definida en un intervalo de la forma 0, 𝐿 , para hallar una representación en serie de Fourier podemos elegir para 𝑓 una representación de senos o cosenos en el intervalo −𝐿, 𝐿 . • Extensión periódica: Sea 𝑓 definida en un intervalo de la forma 0, 𝐿 , También se puede tener una extensión periódica en el intervalo −𝐿, 𝐿 En este caso hacemos 2𝑝 = 𝐿 𝑜 𝑝 = 𝐿/2 𝑎0 = 2 𝐿 0 𝐿 𝑓 𝑡 𝑑𝑡 , 𝑎𝑛 = 2 𝐿 0 𝐿 𝑓 𝑡 cos 2𝑛𝜋𝑡 𝐿 𝑑𝑡 𝑏𝑛 = 2 𝐿 0 𝐿 𝑓 𝑡 sin 2𝑛𝜋𝑡 𝐿 𝑑𝑡