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    Lec9 3

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    manoj reddy
    Parseval's theorem relates the average of the square of a function over one period to the sum of the squares of its Fourier coefficients. Specifically, it states that the integral of the square of a function f(x) over one period is equal to the sum from n=-infinity to infinity of the squares of the Fourier coefficients cn. Parseval's theorem can be used to compute integrals and Fourier series for both real and complex functions. It provides a powerful tool for analysis of periodic functions and their Fourier expansions.

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    Lec9 3

    Uploaded by

    manoj reddy
    68 views7 pages
    Parseval's theorem relates the average of the square of a function over one period to the sum of the squares of its Fourier coefficients. Specifically, it states that the integral of the square of a function f(x) over one period is equal to the sum from n=-infinity to infinity of the squares of the Fourier coefficients cn. Parseval's theorem can be used to compute integrals and Fourier series for both real and complex functions. It provides a powerful tool for analysis of periodic functions and their Fourier expansions.

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    Parseval's theorem relates the average of the square of a function over one period to the sum of the squares of its Fourier coefficients. Specifically, it states that the integral of the square of a function f(x) over one period is equal to the sum from n=-infinity to infinity of the squares of the Fourier coefficients cn. Parseval's theorem can be used to compute integrals and Fourier series for both real and complex functions. It provides a powerful tool for analysis of periodic functions and their Fourier expansions.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    68 views7 pages

    Lec9 3

    Uploaded by

    manoj reddy
    Parseval's theorem relates the average of the square of a function over one period to the sum of the squares of its Fourier coefficients. Specifically, it states that the integral of the square of a function f(x) over one period is equal to the sum from n=-infinity to infinity of the squares of the Fourier coefficients cn. Parseval's theorem can be used to compute integrals and Fourier series for both real and complex functions. It provides a powerful tool for analysis of periodic functions and their Fourier expansions.

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    Parsevals theorem

    For a periodic function f (x) defined on l < x < l, we have



    a0 X nx X nx
    f (x) = + an cos + bn sin
    2 l l
    n=1 n=1
    Rl
    The average of [f (x)]2 is 2l1 l [f (x)]2 dx
    To obtain Parsevals theorm, use the integrals we obtained before
    Z l
    1 mx nx 1
    sin sin dx = m,n
    2l l l l 2
    Z l
    1 mx nx 1
    cos cos dx = m,n
    2l l l l 2
    Z l
    1 mx nx
    sin cos dx = 0
    2l l l l
    Parsevals theorem continued

    Using the previous integrals, we find


    Z l  2
    1 1 1X 2
    [f (x)]2 dx = a0 + (an + bn2 )
    2l l 2 2
    n=1

    Example: Problem 5.8 and Problem 11.7


    Find the Fourier series for f (x) = 1 + x defined on < x <

    1
    Z
    a0 = (1 + x)dx = 2

    1
    Z
    an = (1 + x) cos nxdx = 0

    1 2(1)n+1
    Z
    bn = (1 + x) sin nxdx =
    n
    Example of Parsevals theorem continued

    Then Parsevals theorem states,


    Z
    1 1X 4 X 1
    (1 + x)2 dx = 1 + 2
    = 1 + 2 2
    2 2 n n
    n=1 n=1

    Problem 11.8 asks us to evaluate 1


    P
    n=1 n2 , and from Parsevals
    theorem we see that,
    Z
    X 1 1 1 2 2
    = + (1 + x) dx =
    n2 2 4 6
    n=1

    Might even use to compute !


    "
    #1/2
    X 1
    = 6
    n2
    n=1
    For the fun of it...

    Exact value of = 3.141592653589793 (Correct to 16 digits...


    my computer using intrinsic functions got the digits after these
    incorrect)
    From serious on previous page, I got the following results:
    104 terms: 3.141497163947214
    105 terms: 3.141583104326456
    106 terms: 3.141591698660508
    107 terms: 3.141592558095902
    Correct to 7 digits for 107 terms, and took < 1 second to
    compute
    Parsevals theorem for complex Fourier series

    WhenPwe average |f (x)|2 = f (x)f (x) over one period, we


    obtain n= |cn |
    2

    Proof in problem 3, for f (x) periodic with periodicity 2


    ( < x < )
    X
    f (x) = cn e inx
    n=

    We use the orthogonality of the functions e inx ,


    Z
    1
    e i(nm)x dx = m,n
    2

    Z Z
    1 1 XX X
    f (x)f (x)dx = cm cn e i(mn)x dx = cn cn
    2 2 n=
    m=1 n=1
    Another example: problem 2

    We can also average [f (x)]2 using the complex series (contrast


    to averaging |f (x)|2 = f (x)f (x))

    Z Z
    1 2 1 XX X
    [f (x)] dx = cm cn e i(m+n)x dx = cn cn
    2 2 n=
    m=1 n=1

    Consider the special case where f (x) is real, then the expansion
    in complex Fourier series is

    X
    X
    cn e inx = c0 + cn e inx + cn e inx
    
    f (x) =
    n= n=1

    Since f (x) is real, the complex parts must cancel, so using the
    Euler formula
    Problem 2 continued


    X
    X
    f (x) = c0 + (cn + cn ) cos nx + (icn icn ) sin nx
    n=1 n=1

    For the imaginary parts to go away, we require cn = cn

    cn + cn = cn + cn = 2Re[cn ]

    icn icn = icn icn = 2Im[cn ]


    Then for real f (x), we obtain

    Z Z
    1 1 XX X
    2
    [f (x)] dx = cm cn e i(m+n)x
    dx = cn cn
    2 2 n=
    m=1 n=1

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