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determination of Fourier coefficients (Algorithm)

Suppose that the real function f may be presented as sum of the Fourier series:

f(x) = a0
---
 2 + m=0(a m cos mx + bm sin mx) (1)

Therefore, f is periodic with period 2π. For expressing the Fourier coefficients am and bm with the function itself, we first multiply the series (1) by cos nx (n ) and integrate from π to π. Supposing that we can integrate termwise, we may write

ππf(x) cos nxdx = a0-
2 ππcos nxdx + m=0(    ∫                       ∫                   )
       π                        π
  am    cos mx cos nx dx + bm    sinmx  cosnx dx
      −π                       −π. (2)

When n = 0, the equation (2) reads

ππf(x) dx = a0-
2 2π = πa0, (3)

since in the sum of the right hand side, only the first addend is distinct from zero.

When n is a positive integer, we use the product formulas of the trigonometric identities, getting

∫ π                     ∫  π
    cosmx  cosnx dx =  1-   [cos(m  − n )x + cos(m  + n)x ]dx,
 −π                    2  −π

∫ π                      ∫ π
    sinmx  cosnx dx =  1-   [sin(m  − n)x + sin(m +  n)x]dx.
 − π                   2  −π

The latter expression vanishes always, since the sine is an odd function. If m≠n, the former equals zero because the antiderivative consists of sine terms which vanish at multiples of π; only in the case m = n we obtain from it a non-zero result π. Then (2) reads

ππf(x) cos nxdx = πa n (4)

to which we can include as a special case the equation (3).

By multiplying (1) by sin nx and integrating termwise, one obtains similarly

ππf(x) sin nxdx = πb n. (5)

The equations (4) and (5) imply the formulas

         ∫
       1-  π
an  =  π     f(x) cosnx dx   (n = 0, 1, 2, ...)
          − π

and

         ∫
       1   π
bn  =  --    f(x) sin nx dx   (n =  1, 2, 3, ...)
       π  − π

for finding the values of the Fourier coefficients of f.


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"determination of Fourier coefficients" is owned by pahio. [ full author list (2) ]
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See Also: generalized Fourier transform, generalized Fourier and measured groupoid transforms, 2D-FT MR- Imaging and related Nobel awards

Keywords:  Fourier series coefficients, discrete Fourier transform

Cross-references: identities, formulas, function

This is version 3 of determination of Fourier coefficients, born on 2009-04-18, modified 2009-04-18.
Object id is 660, canonical name is DeterminationOfFourierCoefficients.
Accessed 1657 times total.

Classification:
Physics Classification02. (Mathematical methods in physics)
 02.30.Nw (Fourier analysis)
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