m3 Vtu Notes
m3 Vtu Notes
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LECTURE NOTES OF
ENGINEERING MATHEMATICSIII (Sub Code: MAT31)
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COURSE CONTENT
1) Numerical Analysis
2) Fourier Series
3) Fourier Transforms & Z-transforms
4) Partial Differential Equations
5) Linear Algebra
6) Calculus of Variations
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Text Book:
Higher Engineering Mathematics by
Dr. B.S.Grewal (36th Edition 2002)
Khanna Publishers,New Delhi
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Reference Book:
Advanced Engineering Mathematics by
s
E. Kreyszig (8th Edition 2001)
John Wiley & Sons, INC. New York
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FOURIER SERIES
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Dr.A.T.Eswara
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DEFINITIONS :
.a
A function y = f(x) is said to be even, if f(-x) = f(x). The graph of the even function is
always symmetrical about the y-axis.
w
A function y=f(x) is said to be odd, if f(-x) = - f(x). The graph of the odd function is always
symmetrical about the origin.
w
For example, the function f(x) = x in [-1,1] is even as f(-x) = x x = f(x) and the
w
function f(x) = x in [-1,1] is odd as f(-x) = -x = -f(x). The graphs of these functions are
shown below :
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Graph of f(x) = x Graph of f(x) = x
.c
Note that the graph of f(x) = x is symmetrical about the y-axis and the graph of f(x) = x is
symmetrical about the origin.
s
1. If f(x) is even and g(x) is odd, then
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h(x) = f(x) x g(x) is odd
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h(x) = f(x) x f(x) is even
h(x) = g(x) x g(x) is even
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For example,
1. h(x) = x2 cosx is even, since both x2 and cosx are even functions
lls
a a
2. If f(x) is even, then f ( x)dx 2 f ( x)dx
a 0
w
a
3. If f(x) is odd, then f ( x)dx 0
w
a
For example,
w
a a
cos xdx 2 cos xdx, as cosx is even
a 0
a
and sin xdx 0, as sinx is odd
a
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f(x+T) = f(x)
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As a consequence, it follows that
f(x) = f(x+T) = f(x+2T) = f(x+3T) = .. = f(x+nT)
Thus,
.c
f(x) = f(x+nT), n=1,2,3,..
s
Sin(x+2n ) = sinx, n=1,2,3,..
bu
The graph of the function is shown below :
la
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lls
.a
w
w
Note that the graph of the function between 0 and 2 is the same as that between 2 and 4
and so on. It may be verified that a linear combination of periodic functions is also periodic.
w
FOURIER SERIES
A Fourier series of a periodic function consists of a sum of sine and cosine terms. Sines and
cosines are the most fundamental periodic functions.
The Fourier series is named after the French Mathematician and Physicist Jacques Fourier
(1768 1830). Fourier series has its application in problems pertaining to Heat conduction,
acoustics, etc. The subject matter may be divided into the following sub topics.
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FOURIER SERIES
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Consider a real-valued function f(x) which obeys the following conditions called Dirichlets
conditions :
1. f(x) is defined in an interval (a,a+2l), and f(x+2l) = f(x) so that f(x) is a periodic
.c
function of period 2l.
2. f(x) is continuous or has only a finite number of discontinuities in the interval
(a,a+2l).
s
3. f(x) has no or only a finite number of maxima or minima in the interval (a,a+2l).
Also, let
bu
a 2l
1
la
a0 f ( x)dx (1)
l a
a 2l
1 n
yl
a 2l
1 n
bn f ( x) sin xdx, n 1,2,3,...... (3)
l a
l
.a
a0 n n
an cos x bn sin x (4)
2 n1 l l
w
is called the Fourier series of f(x) in the interval (a,a+2l). Also, the real numbers a0, a1, a2,
.an, and b1, b2 , .bn are called the Fourier coefficients of f(x). The formulae (1), (2) and
w
It can be proved that the sum of the series (4) is f(x) if f(x) is continuous at x. Thus we have
a n n
f(x) = 0 an cos x bn sin x . (5)
2 n1 l l
Suppose f(x) is discontinuous at x, then the sum of the series (4) would be
1
f (x ) f (x )
2vtu.allsyllabus.com
where f(x+) and f(x-) are the values of f(x) immediately to the right and to the left of f(x)
respectively.
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Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (0,2l).
If we set l= , then f(x) is defined over the interval (0,2 ). Formulae (6) reduce to
.c
2
1
a0 = f ( x)dx
s
0
2
1 bu
an f ( x) cos nxdx
0
, n=1,2,.. (7)
2
1
la
bn f ( x) sin nxdx n=1,2,..
0
yl
Case (ii)
.a
Suppose a=-l. Then f(x) is defined over the interval (-l , l). Formulae (1), (2) (3) reduce to
w
1
l
n =1,2, (9)
a0 f ( x)dx l
l l
w
1 n
l
bn f ( x) sin xdx, n=1,2,
1 n l l l
an f ( x) cos xdx
w
l l l
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (-l , l).
If we set l = , then f(x) is defined over the interval (- , ). Formulae (9) reduce to
1
a0 = f ( x)dx
vtu.allsyllabus.com
1
bn f ( x) sin nxdx n=1,2,..
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PARTIAL SUMS
The Fourier series gives the exact value of the function. It uses an infinite number of terms
which is impossible to calculate. However, we can find the sum through the partial sum S N
.c
defined as follows :
s
n N
n n
S N ( x) a0 an cos bu x bn sin x where N takes positive
n 1 l l
integral values.
In particular, the partial sums for N=1,2 are
x x
la
S1 ( x) a0 a1 cos b1 sin
l l
x x 2 x 2 x
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function f(x), it may be verified that SN(x) approximates f(x) for some large N.
.a
1. The following rule called Bernoullis generalized rule of integration by parts is useful in
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3. If n is integer, then
sin n = 0 , cosn = (-1)n , sin2n = 0, cos2n =1
Examples
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1. Obtain the Fourier expansion of
1
f(x) = x in - < x <
2
.c
We have,
1 1 1
a0 f ( x)dx ( x)dx
s
2
=
2
1
x
x2
2
bu
1 1 1
la
an f ( x) cos nxdx ( x) cos nxdx
2
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an x ( 1)
2 n n2
1
0 0
.a
2
w
1 1
bn ( x) sin nxdx
2
w
1 cos nx sin nx
x ( 1)
2 n n2
w
( 1) n
n
a0
f ( x) an cos nx bn sin nx
2 n 1 n 1
we get, vtu.allsyllabus.com
2. Obtain the Fourier expansion of f(x)=e -ax in the interval (- , ). Deduce that
2 ( 1) n
cos ech 2
n 2n 1
Here,
om
ax
1 ax 1 e
a0 e dx
a
ea e a
2 sinh a
.c
a a
1 ax
an e cos nxdx
s
ax bu
1 e
an a cos nx n sin nx
a2 n2
2a ( 1) n sinh a
la
a 2 n2
yl
1 ax
bn = e sin nxdx
lls
ax
1 e
= a sin nx n cos nx
a2 n2
.a
2n ( 1) n sinh a
=
a 2 n2
w
Thus,
( 1) n n( 1) n
w
sinh a 2a sinh a 2
f(x) = 2
cos nx sinh a sin nx
a n 1 a n2 n 1a
2
n2
w
or
sinh 2 sinh 1 ( 1) n
1= vtu.allsyllabus.com
2 n 2 n2 1
3. Obtain the Fourier expansion of f(x) = x2 over the interval (- , ). Deduce that
2
1 1
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1 2 ......
6 2 32
.c
0
2 2 x3
s
= x 2 dx
0 3 0
or
a0
2
3
2
bu
la
1
an f ( x) cos nxdx
yl
2
= f ( x) cos nxdx, since f(x)cosnx is even
lls
2
= x 2 cos nxdx
0
.a
n
4( 1)
n2
w
1
Also, bn f ( x) sin nxdx 0 since f(x)sinnx is odd.
Thus
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4. Obtain the Fourier expansion of
x,0 x
f ( x)
.c
2 x, x 2
Deduce that
2
1 1
s
1 ......
8 32 52 bu
The graph of f(x) is shown below.
la
Here OA represents the line f(x)=x, AB represents the
line f(x)=(2 -x) and AC represents the line x= . Note
yl
Here,
.a
1 2
a0 = f ( x)dx = f ( x)dx
0
w
2
xdx
w
0
since f(x)cosnx is even.
1 2
w
2
x cos nxdx
= 0
vtu.allsyllabus.com
2
2
( 1) n 1
n
Also,
1
bn f ( x) sin nxdx 0 , since f(x)sinnx is odd
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2 1
f ( x) 2
( 1) n 1 cos nx
2 n 1n
For x= , we get
2 1
f( ) ( 1) n 1 cos n
.c
2
2 n 1n
2 2 cos(2n 1)
or
s
2 n 1 (2n 1) 2
Thus,
2
1
bu
8 n 1 (2n 1)2
la
2
1 1
or 1 ......
8 32 52
yl
x,0 x
Deduce that
2
1 1
w
1 2 ......
8 3 52
w
Here,
0
1
w
a0 dx xdx
0 2
0
1
an cos nxdx x cos nxdx
0
1
2
( 1) n 1
n
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1
1 2( 1) n
n
Fourier series is
1 1 n 1 2( 1) n
f(x) = 2
( 1 ) 1 cos nx sin nx
4 n 1n n 1 n
Note that the point x=0 is a point of discontinuity of f(x). Here f(x+) =0, f(x-)=- at x=0.
1 1
Hence [ f ( x ) f ( x )] 0
om
2 2 2
The Fourier expansion of f(x) at x=0 becomes
1 1
2
[( 1) n 1]
2 4 n 1n
.c
2
1
or 2
[( 1) n 1]
4 n 1n
s
Simplifying we get,
2
1 1 bu
1 ......
8 32 52
6. Obtain the Fourier series of f(x) = 1-x2 over the interval (-1,1).
la
The given function is even, as f(-x) = f(x). Also period of f(x) is 1-(-1)=2
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Here
lls
1 1
1
a0 = f ( x)dx = 2 f ( x)dx
1 1 0
1 1
x3
.a
2
= 2 (1 x )dx 2 x
0 3 0
4
w
3
1
1
w
an f ( x) cos(n x)dx
1 1
w
1
2 f ( x) cos(n x) dx as f(x) cos(n x) is even
0
1
= 2 (1 x 2 ) cos(n x)dx
0
Integrating by parts, we get
1
2 sin n x cos n x sin n x
an 2 1 x ( 2 x)
vtu.allsyllabus.com ( 2)
n (n ) 2 ( n )3 0
4( 1) n 1
= www.allsyllabus.com
n2 2
1
1
bn f ( x) sin(n x)dx =0, since f(x)sin(n x) is odd.
1 1
2 4 ( 1) n 1
f(x) = 2
cos(n x)
3 n2
om
n 1
.c
3 2
f(x) = 4x 3
1 in0 x
s
3 2
Deduce that
2
bu
1 1
1 ......
8 32 52
la
3 3
The period of f(x) is 3
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2 2
Also f(-x) = f(x). Hence f(x) is even
lls
3/ 2 3/ 2
1 2
a0 f ( x)dx f ( x)dx
3/ 2 3/ 2
3/ 2 0
.a
3/ 2
4 4x
1 dx 0
3 0
3
w
3/ 2
1 n x
an f ( x) cos dx
3/ 2 3/ 2
w
3/ 2
3/ 2
2 2n x
f ( x) cos dx
w
3/ 2 0
3
3/ 2
2n x 2n x
sin cos
4 4x 3 4 3
1 2
3 3 2n 3 2n
3 3 0
4
= 2 2
1 ( 1)n
n vtu.allsyllabus.com
Also,
Thus
4 1 2n x
f(x) = 2 2
1 ( 1) n cos
n 1n 3
putting x=0, we get
1 4
f(0) = 2
1 ( 1) n
2
n 1n
om
8 1 1
or 1= 2 1 2 ......
3 52
2
1 1
Thus, 1 2 ......
8 3 52
s .c
NOTE
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Here verify the validity of Fourier expansion through partial sums by considering an
example. We recall that the Fourier expansion of f(x) = x2 over (- , ) is
2
( 1) n cos nx
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f ( x) 4
3 n 1 n2
Let us define
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2
( 1) n cos nx n N
S N ( x) 4
3 n2
lls
n 1
The partial sums corresponding to N = 1,2,..6
2
S1 ( x) 4 cos x
.a
3
2
S 2 ( x) 4 cos x cos 2 x
are 3
w
2
w
4 1 4 1
S6 ( x) 4 cos x cos 2 xcos3 x cos 4 x cos5 x cos5 x
3 9 4 25 9
The graphs of S1 , S2 , S6 against the graph of f(x) = x2 are plotted individually and shown
w
below :
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s .c
bu
On comparison, we find that the graph of f(x) = x2 coincides with that of S6 (x). This verifies
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the validity of Fourier expansion for the function considered.
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Exercise
Check for the validity of Fourier expansion through partial sums along with relevant graphs
for other examples also.
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cosine terms. Many a time it is required to obtain the Fourier expansion of f(x) in the interval
(0,l) which is regarded as half interval. The definition can be extended to the other half in
such a manner that the function becomes even or odd. This will result in cosine series or sine
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series only.
Sine series :
w
Suppose f(x) = (x) is given in the interval (0,l). Then we define f(x) = - (-x) in (-l,0).
Hence f(x) becomes an odd function in (-l , l). The Fourier series then is
w
n x
f ( x) bn sin (11)
n 1 l
l
2 n x
where bn f ( x) sin dx
l 0 l
The series (11) is called half-range sine series over (0,l).
Putting l= in (11), we obtain the half-range sine series of f(x) over (0, ) given by
vtu.allsyllabus.com
f ( x) bn sin nx
n 1 www.allsyllabus.com
2
bn f ( x) sin nxdx
0
Cosine series :
Let us define
om
f ( x)
( x) in (-l,0) ..in order to make the function even.
.c
a0 n x
f ( x) an cos (12)
2 n1 l
s
where,
a0
2
l
l 0
f ( x)dx
bu
l
2 n x
an
f ( x) cos dx
la
l 0 l
The series (12) is called half-range cosine series over (0,l)
yl
a0
f ( x) an cos nx
2 n 1
where
.a
2
a0 f ( x)dx
w
2
an f ( x) cos nxdx n 1,2,3, ..
w
Examples :
w
1. Expand f(x) = x( -x) as half-range sine series over the interval (0, ).
We have,
2
bn f ( x) sin nxdx
0
2
( x x 2 ) sin nxdx
0 vtu.allsyllabus.com
Integrating by parts, we get
4
3
1 ( 1) n
n
The sine series of f(x) is
4 1
f ( x) 3
1 ( 1)n sin nx
n 1 n
om
x,0 x
2
f ( x) over(0, )
.c
x, x
2
s
Here
a0
2 2
0
xdx ( x)dx
2
bu
2
la
2
2
an x cos nxdx ( x) cos nxdx
0
2
yl
2
n 2
8
, n 2,6,10,.....
n2
.a
4 12 32 52
w
Here
c
2
a0 (c x)dx c
c0
c
2 n x
an (c x) cos dx
c0 c
Integrating by parts and simplifying we get,
vtu.allsyllabus.com
c 2c 1 n x
f(x) = 2 2
1 ( 1) n cos
2 n 1n c
Exercices:
Obtain the Fourier series of the following functions over the specified intervals :
om
x2
1. f(x) = x over (- , )
4
2. f(x) = 2x + 3x2 over (- , )
.c
2
x
3. f(x) = over (0, 2 )
2
s
1 1
4. f(x) = x over (- , ) ; Deduce that 1 bu .......
4 3 5
2
1 1
5. f(x) = x over (- , ) ; Deduce that .......
8 12 32
la
x, x 0
6. f(x) = over (- , )
x,0 x
yl
Deduce that
2
1 1
.......
8 12 32
lls
1, x 0
7. f(x) = 0, x 0 over (- , )
.a
1,0 x
1 1
Deduce that 1 .......
w
4 3 5
8. f(x) = x sinx over 0 x 2 ; Deduce that
w
1 3
2
n 2n 1 4
w
0, 2 x 0
9. f(x) = over (-2 , 2)
a,0 x 2
10. f(x) = x(2-x) over (0,3)
11. f(x) = x2 over (-1,1)
x,0 x 1
12. f(x) =
(2 x),1 x 2
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Obtain the half-range cosine series of the following functions over the specified intervals :
16. f(x) = x2 over (0, )
17. f(x) = xsinx over (0, )
18. f(x) = (x-1)2 over (0,1)
l
om
kx,0 x
2
19. f(x) =
l
k (l x), x l
2
.c
HARMONIC ANALYSIS
s
The Fourier series of a known function f(x) in a given interval may be found by finding the
bu
Fourier coefficients. The method described cannot be employed when f(x) is not known
explicitly, but defined through the values of the function at some equidistant points. In such a
case, the integrals in Eulers formulae cannot be evaluated. Harmonic analysis is the process
of finding the Fourier coefficients numerically.
la
To derive the relevant formulae for Fourier coefficients in Harmonic analysis, we employ the
yl
following result :
The mean value of a continuous function f(x) over the interval (a,b) denoted by [f(x)] is
lls
b
1
defined as f ( x) f ( x)dx .
b aa
.a
The Fourier coefficients defined through Eulers formulae, (1), (2), (3) may be redefined as
a 2l
1
w
a0 2 f ( x)dx 2[ f ( x)]
2l a
w
a 2l
1 n x n x
an 2 f ( x) cos dx 2 f ( x) cos
2l a l l
w
a 2l
1 n x n x
bn 2 f ( x) sin dx 2 f ( x) sin
2l a l l
Using these in (5), we obtain the Fourier series of f(x). The term a 1cosx+b1sinx is called the
first harmonic or fundamental harmonic, the term a 2cos2x+b2sin2x is called the second
harmonic and so on. The amplitude of the first harmonic is a12 b12 and that of second
harmonic is a22 b22 and so on. vtu.allsyllabus.com
x 0 2 4 5 2
3 3 3 3
f(x) 1.0 1.4 1.9 1.7 1.5 1.2 1.0
Note that the values of y = f(x) are spread over the interval 0 x 2 and f(0) = f(2 ) = 1.0.
Hence the function is periodic and so we omit the last value f(2 ) = 0. We prepare the
following table to compute the first two harmonics.
ycos2
om
x0 y = f(x) cosx cos2x sinx sin2x ycosx ysinx ysin2x
x
0 1.0 1 1 0 0 1 1 0 0
.c
60 1.4 0.5 -0.5 0.866 0.866 0.7 -0.7 1.2124 1.2124
s
120 1.9 -0.5 -0.5 0.866 -0.866
bu -0.95 -0.95 1.6454 -1.6454
300 1.2 0.5 -0.5 -0.866 -0.866 0.6 -0.6 -1.0392 -1.0392
lls
We have
w
n x
w
x 0 1 2 3 4 5
y 4 8 15 7 6 2
om
The values of y at x=0,1,2,3,4,5 are given and hence the interval of x should be 0 x < 6. The
length of the interval = 6-0 = 6, so that 2l = 6 or l = 3.
The Fourier series upto the third harmonic is
.c
a0 x x 2 x 2 x 3 x 3 x
y a1 cos b1 sin a2 cos b2 sin a3 cos b3 sin
2 l l l l l l
s
or
y
a0
a1 cos
x
b1 sin
x
a2 cos
bu
2 x
b2 sin
2 x
a3 cos
3 x
b3 sin
3 x
2 3 3 3 3 3 3
x
la
Put , then
3
a0
y a1 cos b1 sin a2 cos 2 b2 sin 2 a3 cos3 b3 sin 3 (1)
yl
2
We prepare the following table using the given values :
lls
x
x = y ycos ycos2 ycos3 ysin ysin2 ysin3
3
.a
0 0 04 4 4 4 0 0 0
w
3 1800 07 -7 7 -7 0 0 0
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Total 42 -8.5 -4.5 8 12.99 -2.598 0
2 y 1
a0 2[ f ( x)] 2www.allsyllabus.com
[ y] (42) 14
6 3
2
a1 2[ y cos ] ( 8.5) 2.833
6
2
b1 2[ y sin ] (12.99) 4.33
6
2
a2 2[ y cos 2 ] ( 4.5) 1.5
6
2
om
b2 2[ y sin 2 ] ( 2.598) 0.866
6
2
a3 2[ y cos3 ] (8) 2.667
6
b3 2[ y sin 3 ] 0
.c
Using these in (1), we get
s
y 7 2,833cos
3
x
(4.33) sin
3
x
1.5 cos
3
bu
2 x
0.866sin
2 x
3
2.667 cos x
Show that there is a constant part of 0.75amp. in the current A and obtain the amplitude of the
first harmonic.
w
Note that the values of A at t=0 and t=T are the same. Hence A(t) is a periodic function of
2
w
a0 2[ A]
2
a1 2 A cos t 2[ A cos ] (1)
T
2
b1 2 A sin t 2[ A sin ]
T
0 0 1.98 1 0 1.98 0
om
T/2 1800 1.30 -1 0 -1.30 0
.c
5T/6 3000 -0.25 0.5 -0.866 -0.125 0.2165
s
Total 4.5 bu 1.12 3.0137
2 A cos 1.12
a1 0.3733
6 3
lls
2 A sin 3.0137
b1 1.0046
6 3
The Fourier expansion upto the first harmonic is
.a
a0 2 t 2 t
A a1 cos b1 sin
w
2 T T
2 t 2 t
0.75 0.3733cos 1.0046sin
w
T T
The expression shows that A has a constant part 0.75 in it. Also the amplitude of the first
w
vtu.allsyllabus.com
y 1.80 1.10 0.30 0.16 1.50 1.30 2.16 1.25 1.30 1.52 1.76 2.00
om
2. Obtain the Fourier series of y upto the second harmonic using the following table :
.c
y 4.0 3.8 2.4 2.0 -1.5 0 2.8 3.4
s
3. Obtain the constant term and the coefficients of the first sine and cosine terms in the
bu
Fourier expansion of y as given in the following table :
x 0 1 2 3 4 5
la
y 9 18 24 28 26 20
yl
lls
4. Find the Fourier series of y upto the second harmonic from the following table :
x 0 2 4 6 8 10 12
.a
5. Obtain the first three coefficients in the Fourier cosine series for y, where y is given in the
following table :
w
x 0 1 2 3 4 5
y 4 8 15 7 6 2
0
6. The turning moment T is given for a series of values of the crank angle = 750 .
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Obtain the first four terms in a series of sines to represent T and calculate T at = 750 .
om
s .c
bu
la
yl
lls
.a
w
w
w
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