Functional Approximation through Finite Fourier Series
INSTITUTO DE ESTUDIOS SUPERIORES DE TAMAULIPAS
MEXICO, MMVI
Prepared by David Macias Ferrer
E-mail: david.macias@iest.edu.mx
Madero City, Mexico
URL: http://www.geocities.com/dmacias_iest/MyPage.html
Goals
- To aproximate a Piecewise Continuous Function through Trigonometric Polynomials commonly called Fourier Partial Sums or Finite Fourier Series.
- To show the convergence of these aproximation via Bessel's Inequality and using Maple spreadsheets.
- To verify the Weiersstras's Theorem applied to case.
- To show the powerful Maple 8 graphics tools to visualize the application of Weierstrass's Theorem.
Fourier Partial Sums
The theory of approximation of functions is one of the central branches in mathematical analysis and has been developed over a number of decades. In 1822 the French mathematician Jean Baptiste Joseph Fourier (1768-1830) had completed his important essay "Th?orie Analytique de la Chaleur". Although in his work, the current "Fourier series" don't appear, Fourier's work provided the impetus for later work on trigonometric series and the theory of functions of a real variable. In 1900 the Hungarian mathematician Lip?t Fej?r (1880-1959) published a fundamental summation theorem for Fourier series; he worked on power series and on potential theory. Much of his work is on Fourier series and their singularities but he also contributed to Approximation Theory. Another important contribution to Approximation Theory was the work of the russian mathematician Pafnuty Lvovich Chebyshev (1821-1894) "Th?orie des M?canismes Connus sous le nom de Parall?logrammes" published in 1854. It was in this work that his famous Chebyshev Orthogonals Polynomials appeared for the first time. In this work the notion
is found.
We will use the trigonometric polynomials approximation of the form:
to particular case of a periodic piecewise continuous function
defined on closed interval
.
The piecewise continuous function
is given by:
> |
f :=x->piecewise(-Pi<=x and x<0,-2*x,0<x and x<=Pi,3*x); |
 |
(2.1) |
the graphic is:
> |
plot(f(x),x=-Pi..Pi,color=blue); |
We will calculate the Fourier Coefficients:
 |
(2.2) |
 |
(2.3) |
> |
a[0]:=1/Pi*int(f(x),x=-Pi..Pi); |
 |
(2.4) |
> |
a[n]:=1/Pi*int((f(x)*cos(n*x)),x=-Pi..Pi); |
 |
(2.5) |
 |
(2.6) |
which may rewritten as:
> |
a[n]:=(5/(n^2*Pi))*((-1)^n-1); |
 |
(2.7) |
> |
b[n]:=1/Pi*int((f(x)*sin(n*x)),x=-Pi..Pi); |
 |
(2.8) |
 |
(2.9) |
The following theorem is verified
Theorem.- Let
be a piecewise continuous function on
the Fourier coefficients associated satisfy the following relationships:
and
with the Maple commands the previous theorem is verified:
> |
limit('a[n]','n'=infinity)=limit(a[n],n=infinity); |
![limit(a[n], n = infinity) = 0](/view.aspx?SI=4841/Fourier_Series_21.gif) |
(2.10) |
> |
limit('b[n]','n'=infinity)=limit(b[n],n=infinity); |
![limit(b[n], n = infinity) = 0](/view.aspx?SI=4841/Fourier_Series_22.gif) |
(2.11) |
The Finite Fourier Series associated to function is:
Exist several types of convergence criteria for functional approximations. One of the most useful for Fourier Approximations is
. This clearly implies the following result:
Theorem. Bessel's Inequality. Let
be a function defined on
such that
has a finite integral on
. If
and
are the Fourier coefficient of the function
, then we have:
In particular the series
is convergent. We will use this criterion but using the inequality:
this is, the Fourier partial series for
.
Using the Maple command we have:
> |
1/Pi*Int(('f(x)^2'),x=-Pi..Pi)>='a[0]^2'/2+sum('a[n]^2+b[n]^2','n'=1..N); |
![1/2*a[0]^2+(sum(a[n]^2+b[n]^2, n = 1 .. N)) <= Int(f(x)^2, x = -Pi .. Pi)/Pi](/view.aspx?SI=4841/Fourier_Series_37.gif) |
(2.12) |
where:
> |
1/Pi*Int((f(x)^2),x=-Pi..Pi)=1/Pi*int((f(x)^2),x=-Pi..Pi); |
 |
(2.13) |
> |
I[B]=evalf(1/Pi*int((f(x)^2),x=-Pi..Pi)); |
![I[B] = 42.76828575](/view.aspx?SI=4841/Fourier_Series_39.gif) |
(2.14) |
with Fourier coefficients we will use a spreadsheet to show the convergence of Fourier partial series
In this spreadsheet for
,
and
. Although the convergence is slow
For n = 1000, we have:
> |
abs((a[0]^2/2+Sum('a[n]^2+b[n]^2','n' = 1 .. 1000))-(1/Pi)*Int(f(x)^2,x = -Pi .. Pi)); |
![abs(25/8*Pi^2+(Sum(a[n]^2+b[n]^2, n = 1 .. 1000))-Int(piecewise(-Pi <= x and x < 0, -2*x, 0 < x and x <= Pi, 3*x)^2, x = -Pi .. Pi)/Pi)](/view.aspx?SI=4841/Fourier_Series_45.gif) |
(2.15) |
 |
(2.16) |
Weierstrass Approximation Theorem
Theorem. (Weierstrass).- If
is a continuous real-valued function on
and if any
given, then there exist a polynomial
on
such that:
for all
on
. In our problem
represent a trigonometric polynomial and
.
> |
f :=x->piecewise(-Pi<=x and x<0,-2*x,0<=x and x<=Pi,3*x); |
 |
(3.1) |
> |
g1:=x->5/4*Pi+sum(5/(n^2*Pi)*((-1)^n-1)*cos(n*x)+(-1)^(n+1)/n*sin(n*x),n = 1 .. 3); |
 |
(3.2) |
> |
g2:=x->5/4*Pi+sum(5/(n^2*Pi)*((-1)^n-1)*cos(n*x)+(-1)^(n+1)/n*sin(n*x),n = 1 .. 10); |
 |
(3.3) |
> |
plot([f(x),g1(x),g2(x)],x=-Pi..Pi,linestyle=[1,3,3],color=[red,blue,black], legend=["Function","Fourier Series for N=3","Fourier Series for N=10"],thickness=[2,2,2]); |
> |
g3:=x->5/4*Pi+sum(5/(n^2*Pi)*((-1)^n-1)*cos(n*x)+(-1)^(n+1)/n*sin(n*x),n = 1 .. 50); |
 |
(3.4) |
> |
g4:=x->5/4*Pi+sum(5/(n^2*Pi)*((-1)^n-1)*cos(n*x)+(-1)^(n+1)/n*sin(n*x),n = 1 .. 100); |
 |
(3.5) |
> |
plot([f(x),g3(x)],x=-Pi..Pi,linestyle=[1,3],color=[red,blue], legend=["Function","Fourier Series for N=50"],thickness=[2,2]); |
Is evident that each
decreases when n increases, thie is
where
Bibliography
Piskunov, N., "C?lculo Diferencial e Integral", Volume II, Spanish Edition, Mir Mosc? Editorial, Mosc?, Russian, 1986
Copyright 2006
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