Documentos de Académico
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Diego Montero
Facultad de Ingenierı́a
Series de Fourier
Outline Notes
entonces
f (n) (a)
cn =
n!
Series de Fourier
f (x) = e x a=0
∞ dn x xn
dx n [e ]x=0
X
ex =
n!
n=0
∞
X [e x ]x=0 x n
=
n!
n=0
∞
X xn
=
n!
n=0
∞
1 X
= xn = 1 + x + x2 + x3 + . . . R=1
1−x n=0
∞
X xn x x2 x3
ex = =1+ + + + ... R=∞
n=0
n! 1! 2! 3!
∞
X x 2n+1 x3 x5 x7
sin(x) = (−1)n =x− + − + ... R=∞
n=0
(2n + 1)! 3! 5! 7!
∞
X x 2n x2 x4 x6
cos(x) = (−1)n =1− + − + ... R=∞
n=0
(2n)! 2! 4! 6!
∞
X x 2n+1 x3 x5 x7
arctan(x) = (−1)n =x− + − + ... R=1
n=0
2n + 1 3 5 7
∞
X xn x2 x3 x4
ln(1 + x) = (−1)n−1 =x− + − + ... R=1
n=1
n 2 3 4
∞
X k n k(k − 1) 2 k(k − 1)(k − 2) 3
(1 + x)k = x = 1 + kx + x + x + ... R=1
n=0
n 2! 3!
Series de Fourier
Teorema 1.2
Si f (x) = Tn (x) + Rn (x) donde Tn es el polinomio de Taylor de n-ésimo
grado de f en a, y
lim Rn (x) = 0
n→∞
Series de Fourier
f (x) f (x)
k k
x x
−π π 2π −π π
−k −k
∞
X ∞
X
f (x) = a0 + an cos (nx) + bn sin (nx)
n=1 n=1
Serie Trigonométrica
∞
X
f (x) = a0 + (an cos (nx) + bn sin (nx))
n=1
an , bn coeficientes
Periodo 2π
Si la serie converge =⇒ función de periodo 2π
Series de Fourier
Función Periódica
f (x) es periódica si está definida para todo x y si existe un positivo p tal
que
f (x + p) = f (x)
p: periodo
f (x + 2p) = f (x)
=⇒ f (x + np) = f (x)
Periódicas: np = 2π
cos(1x), sin(1x), cos(2x), sin(3x)
No Periódicas:
x, x 2 , x 3 , e x , ln(x) p
π 2π π 2π π 2π
π 2π π 2π π 2π
2π
cos(1x) : 1p = 2π cos(2x) : 2p = 2π =⇒ p = π cos(3x) : 3p = 2π =⇒ p =
3
Series de Fourier
Requerimos determinar: a0 , an , bn
Series de Fourier
Z π
a cos(nx) cos(mx) dx = 0 (n ̸= m)
−π
1
[cos(n + m)x + cos(n − m)x]
cos(nx) cos(mx) =
Z π 2Z
1 π 1 π
Z
cos(nx) cos(mx) dx = cos(n + m)x dx + cos(n − m)x dx
−π 2 −π 2 −π
π π
1 sin(n + m)x 1 sin(n − m)x
= +
2 n+m 2 n−m −π −π
1 1
= (0) + (0) = 0
2 2
Z π Z π
cos(nx) cos(mx) dx = cos2 (nx) dx (n = m)
−π −π
Z π π
1 1
cos2 (nx) dx = x+ sin (2nx) =π
−π 2 2n −π
Z π
b sin(nx) sin(mx) dx = 0 (n ̸= m)
−π
1
[cos(n − m)x − cos(n + m)x]
sin(nx) sin(mx) =
Z π 2Z
1 π 1 π
Z
sin(nx) sin(mx) dx = cos(n − m)x dx − cos(n + m)x dx
−π 2 −π 2 −π
π π
1 sin(n − m)x 1 sin(n + m)x
= −
2 n−m 2 n+m −π −π
1 1
= (0) + (0) = 0
2 2
Z π Z π
sin(nx) sin(mx) dx = sin2 (nx) dx (n = m)
−π −π
Z π π
1 1
sin2 (nx) dx = x− sin (2nx) =π
−π 2 2n −π
Series de Fourier
1
[sin(n + m)x + sin(n − m)x]
sin(nx) cos(mx) =
Z π 2Z
1 π 1 π
Z
sin(nx) cos(mx) dx = sin(n + m)x dx + sin(n − m)x dx
−π 2 −π 2 −π
π π
1 cos(n + m)x 1 cos(n − m)x
=− −
2 n+m 2 n−m
−π −π
1
=− [cos(n + m)π − cos (n + m) (−π)]
2(n + m)
1
− [cos(n − m)π − cos (n − m) (−π)]
2(n − m)
cos (π(n + m)) = cos (−π(n + m)) cos (π(n − m)) = cos (−π(n − m))
Z π
sin(nx) cos(mx) dx = 0
−π
(
1 π
Z
1 n=m
sin (nx) sin (mx) dx =
π −π 0 n ̸= m
Z π (
1 1 n=m
cos (nx) cos (mx) dx =
π −π 0 n ̸= m
Z π
1
sin (nx) cos (mx) dx = 0
π −π
(
1 i =j
eˆ · eˆ = i j
0 i ̸= j
Series de Fourier
∞
X
f (x) = a0 + (an cos (nx) + bn sin (nx))
n=1
Coeficiente a0 :
∞
" #
Z π Z π X
f (x) dx = a0 + (an cos (nx) + bn sin (nx)) dx
−π −π n=1
Z π ∞
X Z π Z π
= a0 dx + an cos (nx) dx + bn sin (nx) dx
−π n=1 −π −π
∞
X
f (x) = a0 + (an cos (nx) + bn sin (nx))
n=1
Coeficiente an :
Z π " ∞
#
Z π X
f (x) cos(mx) dx = a0 + (an cos (nx) + bn sin (nx)) cos(mx) dx
−π −π n=1
Z π
= a0 cos(mx) dx+
−π
∞
X Z π Z π
an cos (nx) cos(mx) dx + bn sin (nx) cos(mx) dx
n=1 −π −π
∞
(
Z π
X am π si m = n
= an cos (nx) cos(mx) dx =
n=1 −π 0 ̸ n
si m =
= am π
1 π
Z
am = f (x) cos(mx) dx
π −π
Series de Fourier
∞
X
f (x) = a0 + (an cos (nx) + bn sin (nx))
n=1
Coeficiente bn :
Z π " ∞
#
Z π X
f (x) sin(mx) dx = a0 + (an cos (nx) + bn sin (nx)) sin(mx) dx
−π −π n=1
Z π
= a0 sin(mx) dx+
−π
∞
X Z π Z π
an cos (nx) sin(mx) dx + bn sin (nx) sin(mx) dx
n=1 −π −π
∞
(
Z π
X bm π si m = n
= bn sin (nx) sin(mx) dx =
n=1 −π 0 ̸ n
si m =
= bm π
1 π
Z
bm = f (x) sin(mx) dx
π −π
Series de Fourier
Onda Cuadrada: encontrar los coeficientes de Fourier de la función periódica f (x) con periodo
p = 2π (
−k si − π < x < 0
f (x) =
k si 0 < x < π
f (x)
1
Z 0 Z π
an = −k cos(nx) dx + k cos(nx) dx
k π −π 0
" #
sin(nx) 0 sin(nx) π
1
= −k + k =0
x π n −π n 0
−π π 2π
Z 0 Z π
1
bn = −k sin(nx) dx + k sin(nx) dx
π −π 0
" #
−k
cos(nx) 0 cos(nx) π
1
= k − k
π n
−π n
0
k
= [cos(0) − cos(−nπ) − cos(nπ) + cos(0)]
1
Z 0 Z π nπ
a0 = −k dx + k dx = 0 2k
2π −π 0 = [1 − cos(nπ)]
nπ
2k
bn = [1 − cos(nπ)]
nπ
( (
−1 para n impar 2 para n impar
cos(nπ) = 1 − cos(nπ) =
1 para n par 0 para n par
4k 4k 4k
b1 = , b2 = 0, b3 = , b4 = 0, b5 = , ...
π 3π 5π
Serie de Fourier
4k 1 1
f (x) = sin(x) + sin(3x) + sin(5x) + . . .
π 3 5
∞
4k X 1
= sin (nx) n impar!
π n=1,3,5... n
∞
4k X 1
= sin ((2n − 1)x)
π n=1 2n − 1
π
4k 1 1 π 1 1 1
f =k= 1 − + − +..., =⇒ = 1 − + − + −...
2 π 3 5 4 3 5 7
Series de Fourier
∞
X
f (x)=a0 + (an cos(nx) + bn sin(nx)) ¿Converge?
n=1
Teorema 1.5 (Representación por una serie de Fourier)
Si una función periódica f (x) con p = 2π es continua por secciones en el intervalo
−π ≤ x ≤ π y tiene derivadas laterales en todo punto de dicho intervalo, entonces la
serie de Fourier de f (x) es convergente. Su suma es f (x), salvo en un punto x0 en el que
f (x) es discontinua, y la suma de la serie es el promedio de los limites laterales de f (x0 ).
f (x)
(
x2 si x < 1
f (x0 ) f (x) = x
2
si x > 1
f (x + h) − f (x)
lim f (x) = lim
h→0+ h→0+ h
f (x + h) − f (x)
lim f (x) = lim
h→0− h→0+ h
x
x0
Z π
1
an = f (x) cos(nx) dx
π −π
π Z π
f (x) sin(nx) 1
= − f ′ (x) sin(nx) dx
nπ
−π nπ −π
π
f ′ (x) cos(nx)
Z π
1
= − f ′′ (x) cos(nx) dx
n2 π n2 π
−π −π
Series de Fourier
Outline Notes
πx Lv
v= =⇒ x =
L π
x = ±L =⇒ v = ±π
f (x) = g (v ) p = 2L = 2π
∞
X
g (v ) = a0 + [an cos(nv ) + bn sin(nv )]
n=1
Z L Z π
1 1
a0 = g (v ) dv = g (v ) dv
2L −L 2π −π
1 L 1 π
Z Z
an = g (v ) cos(nv ) dv = g (v ) cos(nv ) dv
L −L π −π
Z L Z π
1 1
bn = g (v ) sin(nv ) dv = g (v ) sin(nv ) dv
L −L π −π
0
si − 2 < x < −1
k
f (x) = k si − 1 < x < 1
0 si 1 < x < 2
p = 2L = 4 =⇒ L = 2
Z 2 Z 1 x
1 1 k −2 −1 1 2
a0 = f (x) dx = k dx =
4 −2 4 −1 2
Z 1
1 nπ 2k nπ
an = k cos x dx = sin
2 −1 L nπ 2
2k
an = si n = 1, 5, 9, . . .
nπ
2k
an = − si n = 3, 7, 11, . . .
nπ k
bn = 0
∞
k 2k X 1 2n − 1
n−1
f (x) = + (−1) cos πx
2 π n=1 2n − 1 2
k 2k π 1 3π
= + cos x − cos x + −2 −1 1 2
2 π 2 3 2
1 5π
cos x ...
5 2
Par Impar
x x
−2π π π 2π −2π π π 2π
−1 −1
Z L Z L Z L
g (x) dx = 2 g (x) dx h(x) dx = 0
−L 0 −L
Si f (x) es par:
Z L nπ
bn = f (x) sin x dx = 0
−L L
Si f (x) es impar:
Z L nπ
an = f (x) cos x dx = 0
−L L
La serie de Fourier de una función impar de periodo 2L es una serie de Fourier de senos
∞
2 L
X nπ Z nπ
f (x) = bn sin x bn = f (x) sin x dx
n=1
L L 0 L
f (x)
Encontrar la serie de Fourier de la función 2π
f (x)
f (x)
−L L
x
f1 (x)
f (x) extendida
función periódica
par
−L L
x
g (x)
g (x)
x
−L L
∞
X nπ
f (x) = a0 + an cos x
n=1
L
Z L Z L
1 2 nπ
a0 = f (x) dx an = f (x) cos x dx
L 0 L 0 L
∞
X nπ
f (x) = bn sin
x
n=1
L
2 L
Z nπ
bn = f (x) sin x dx
L 0 L
" Z L Z L #
1 2k 2 2k k Z L
nπ
L2
nπ
a0 = x dx + (L − x) dx = (L − x) cos x dx = − sin
L L 0 L L 2 L
2 L 2nπ 2
2
" Z L
2 2K nπ L2
nπ
2
an = x cos x dx − cos (nπ) − cos
L L 0 L n2 π 2 2
#
4k nπ
Z L
2k nπ
+ (L − x) cos x dx an = 2 cos − cos(nπ) − 1
L L L n2 π 2 2
2
16k 16k 16k
Z L L a1 = 0, a2 = − , a6 = − , a10 = −
nπ Lx nπ
2
2
x cos x dx =
sin x 22 π 2 62 π 2 102 π 2
0 L nπ L 0 an = 0 si n ̸= 2, 6, 10, 14, . . .
Z L
L nπ
k 16k 1 2π 1 6π
2
− sin x dx f (x) = − cos x+ cos x + ...
nπ 0 L 2 π2 22 L 62 L
L2 nπ L2 nπ
= sin + cos −1
2nπ 2 2
n π 2 2
4k nπ
an =2 2
2 cos − cos(nπ) − 1
n π 2
k 16k 1 2π 1 6π
f (x) = − 2 cos x + cos x + . . .
2 π 22 L 62 L
∞
k 4k X 1 nπ nπ
f (x) = − 2 2
2 cos − cos(nπ) − 1 cos x
2 π n=1 n 2 L
−L L
−L L
−k
Outline Notes
z = e iθ = cos(θ) + i sin(θ)
e iθ + e −iθ
ℑ(z)π cos(θ) =
θ= 2 2
θ= π
e iθ − e −iθ
4 sin(θ) =
2i
X∞ ∞
X
f (x) = a0 + an cos(nx) + bn sin(nx)
ℜ(z)
θ=π θ=0 n=1 n=1
r
e inx + e −inx
cos(nx) =
2
e inx − e −inx
sin(nx) =
2i
θ = 3π
e inx − e −inx
2
=− i
2
e −iθ = cos(θ) − i sin(θ)
∞
X ∞
X
f (x) = a0 + an cos(nx) + bn sin(nx)
n=1 n=1
∞ ∞
e inx + e −inx e inx − e −inx
X X
= a0 + an + bn − i
n=1
2 n=1
2
∞
X an − ibn ∞
X an + ibn
= a0 + e inx + e −inx
n=1
2 n=1
2
∞ −1
X an + ibn X a−n + ib−n
e −inx = e inx Cambio n por −n
n=1
2 n=−∞
2
∞ −1
X an − ibn X a−n + ib−n
f (x) = a0 e i(0)x + e inx + e inx
| {z } n=1 | 2 n=−∞
2
{z } | {z }
c0 cn cn
∞ c 0
si n = 0
an −ibn
X
f (x) = cn e inx cn = 2
si n = 1, 2, 3 . . .
n=−∞ a−n +ib−n
2
si n = −1, −2, −3 . . .
∞
X
f (x) = cn e inx
n=−∞
∞
X
f (x)e −imx = cn e inx · e −imx
n=−∞
Z π ∞
X Z π
f (x)e −imx dx = cn e i(n−m)x dx
−π n=−∞ −π
( h i
π
0 si m ̸= n = 1
e i(n−m)π − e −i(n−m)π = 0
Z
i(n−m)x i(n−m)
e dx = Rπ 0
−π 2π si m = n = −π
e dx = 2π
Z π
f (x)e −imx dx = 2πcm
−π
Z π
1
cm = f (x)e −imx dx m = 0, ±1, ±2, ±3, . . .
2π −π
∞
X
f (x) = cn e inx
n=−∞
Z π
1
cn = f (x)e −inx dx n = 0, ±1, ±2, ±3, . . .
2π −π
n=−∞
Z L
1 inπ
cn = f (x)e − L
x
dx
2L −L
∞
sinh(π) X n 1 + in inx
f (x) = (−1) e
π n=−∞ 1 + n2
x
x
−π π
−π π
f (t)
1
t
−2π −π π 2π
−1
a0 = an = 0 c0 = 0
1 π
Z
4 2i
bn = f (t) sin(nt) dt = , n impar cn = − n impar positivo
π −π nπ nπ
2i
4 sin(3t) sin(5t) cn = n negativo y |n| impar
f (t) = sin(t) + + + ... −nπ
π 3 5
e −5it e −3it e −it
2i
f (t) = −
... + + +
c0
si n = 0
π −5 −3 −1
cn = an −ib n
si n = 1, 2, 3, . . .
2 e it e 3it e 5it
a−n +ib−n
+ + + + ...
2
si n = −1, −2, −3, . . .
1 3 5
f (t)
t
−2 −1 1 2 3 4
an = 2ℜ{cn }
Z 2
1 π n = 1, 2, 3 . . .
cn = f (t)e −int L dt
2L 0 bn = −2ℑ{cn } n = 1, 2, 3 . . .
1 2
Z
a0 = c 0
= cosh(t − 1)e −intπ dt
2 0 2 sinh(1)
an = 2cn = , n = 1, 2, 3 . . .
sinh(1) 1 + n2 π 2
=
1 + n2 π 2 bn = 0 a0 = sinh(1)
∞ ∞
X π X sinh(1)e intπ ∞
f (t) = cn e int L = 2 sinh(1)
X
1 + n2 π 2 f (t) = sinh(1) + cos (nπx)
n=−∞ n=−∞
n=1
1 + n2 π 2
c0 = 0
an − ibn
cn =
2
an = 2ℜ{cn } = 0
4
bn = −2ℑ{cn } = , n impar
nπ
4 π 1 3π 1 5π
f (t) = sin t + sin t + sin t + ...
π L 3 L 5 L
Para periodo p = 2L
Z L
1 inπ
cn = f (x)e − L x dx
2L −L
∞
X inπ
f (x) = cn e L x
n=−∞
Oscilaciones Forzadas
Outline Notes
Resorte
C
Fuerza Masa
externa r (t) m
R L
Amortiguador
E (t)
my ′′ + cy ′ + ky = r (t) 1
LI ′′ + RI ′ + I = E ′ (t)
C
y (t) : desplazamiento a partir reposo
k : módulo resorte
c : constante amortiguamiento
r (t) : fuerza externa periodica
Montero, Diego (MA-18563) Serie, Integral y Transformada Fourier 56 / 129
Oscilaciones Forzadas
my ′′ + cy ′ + ky = r (t)
Casos:
Oscilaciones forzadas no amortiguadas c = 0. Resonancia
Oscilaciones forzadas amortiguadas c >> 0. Solución en estado
estacionario
Amplitud de la solución de estado estacionario c > 0. Resonancia
práctica
my ′′ + cy ′ + ky = r (t)
Si r (t)
1 Función seno o coseno y c > 0: solución estado estacionario es una
oscilación armónica con frecuencia similar a la de r (t)
2 No es una función pura seno o coseno, pero otra función periodica:
solución en estado estacionario será una superposición de oscilaciones
armónicas con frecuencias similares a r (t) y múltiplos enteros de esta
Si una de estas frecuencias es cercana a la frecuencia (práctica) de
resonancia: su oscilación puede ser la parte dominantede la respuesta a
la fuerza motriz
Oscilaciones Forzadas
t
−2π −π π 2π
− π2
4 1 1
r (t) = cos(t) + 2 cos(3t) + 2 cos(5t) + . . . n = 1, 3, 5, . . .
π 3 5
4
y ′′ + 0.02y ′ + 25y = 2 cos(nt) n = 1, 3, 5, . . .
n π
yn = An cos(nt) + Bn sin(nt)
′′ ′ 4
y + 0.02y + 25y = cos(nt)
n2 π h i
2
yn = An cos(nt) + Bn sin(nt) Bn −n + 25 = 0.02An n
′
y = −An n sin(nt) + Bn n cos(nt) 0.02An n
Bn =
y
′′ 2
= −An n cos(nt) − Bn n sin(nt)
2 25 − n2
0.02An 4
2 2 2
− An n cos(nt) − Bn n sin(nt)+ − An n + 0.02 n + 25An =
25 − n2 n2 π
0.02 [−An n sin(nt) + Bn n cos(nt)] +
4 25 − n2
2 2
4 An 25 − n
2
+ (0.02n) =
25 [An cos(nt) + Bn sin(nt)] = cos(nt) n2 π
n2 π
4(25 − n2 )
h i
2
sin(nt) −Bn n − 0.02An n + 25Bn + An = h i
n2 π 25 − n2 2 + (0.02n)2
h
2
i 4
cos(nt) −An n + 0.02Bn n + 25An = cos(nt)
n2 π 0.08
Bn = h i
2 25 − n2 2 + (0.02n)2
− Bn n − 0.02An n + 25Bn = 0 nπ
2 4
− An n + 0.02Bn n + 25An =
n2 π
Oscilaciones Forzadas
4
y ′′ + 0.02y ′ + 25y = cos(nt)
n2 π
yn = An cos(nt) + Bn sin(nt) C1 = 0.053052
4(25 − n2 ) C3 = 0.008842
An = h i
n2 π (25 − n2 )2 + (0.02n) 2 C5 = 0.509296
0.08 C7 = 0.001083
Bn =
C9 = 0.000281
h i
nπ (25 − n2 )2 + (0.02n) 2
C11 = 0.000110
y = y1 + y3 + y5 + . . .
q
Amplitud Cn = A2n + Bn2
4 n = 5, Cn = 0.509296 =⇒ y5 término
Cn = q
n2 π (25 − n2 )2 + (0.02n) 2 dominante!
y (t)
c = 0.01
c = 0.02
π r (t)
2
t
t
−π π 2π
−2π −π π 2π c = 0.3
c = 0.05
− π2
Integrales Fourier
Outline Notes
Integrales Fourier
n=5
x
−2 2
ωn
n=7
2L = 4 n=3
fL (x)
1
2
n=2
x n = 10
−4 4
2L = 8 ωn
n=6 n = 14
fL (x)
1
4
x n=4 n = 20
−8 8
n = 28 ωn
2L = 16 n = 12
f (x) nπ
2 sin L 2 sin (ωn )
an = nπ =
L L
L ωn
x
−1 1
Integrales Fourier
1 π
=⇒ →0 ∆ω = →0
L L
Z L ∞ Z L
1 1X
f (x) = lim fL (x) = fL (ξ) dξ + cos (ωn x) ∆ω fL (ξ) cos (ωn ξ) dξ
L→∞ 2L −L π n=1 −L
Z L
+ sin (ωn x) ∆ω fL (ξ) sin (ωn ξ) dξ
−L
Z ∞ Z ∞ Z ∞
1
f (x) = cos (ωx) f (ξ) cos (ωξ) dξ + sin (ωx) f (ξ) sin (ωξ) dξ dω
π 0 −∞ −∞
Integral de Fourier:
Z ∞ Z ∞ Z ∞
1
f (x) = cos (ωx) f (ξ) cos (ωξ) dξ + sin (ωx) f (ξ) sin (ωξ) dξ dω
π 0 −∞ −∞
Z ∞
1
A (ω) = f (ξ) cos (ωξ) dξ
π −∞
Z ∞
1
B (ω) = f (ξ) sin (ωξ) dξ
π −∞
Z ∞
f (x) = [A (ω) cos (ωx) + B (ω) sin (ωx)] dω
0
Z b n
X b−a
Integral definida: f (x) dx = lim f (xi∗ ) ∆x ∆x =
a n→∞
i=1
n
lim fL (x) (?)
L→∞
Integrales Fourier
x Z ∞
−1 1
f (x) = [A (ω) cos (ωx) + B (ω) sin (ωx)] dω
Z ∞ 0
1 2
Z ∞
cos (ωx) sin (ω)
A (ω) = f (ξ) cos (ωξ) dξ f (x) = dω
π −∞ π ω
Z 1 0
1 1
= cos (ωξ) dξ lim f (x) = lim f (x) =
π −1 x→1+ x→1− 2
1
π
sin (ωξ) sin (ω) Z ∞ 2
si 0 ≤ x < 1
= =2 cos (ωx) sin (ω)
πω −1 πω dω = π4 si x = 1
0 ω
1 ∞
Z
0 si x > 1
B (ω) = f (ξ) sin (ωξ) dξ
π −∞ Factor Discontinuo Dirichlet
Z 1
1
= sin (ωξ) dξ = 0
π −1
Integrales Fourier
Integral de Seno
integrando
Z z
sin(ω) z
Si(z) = dω −2π −π π 2π
0 ω
− π2
Z a cos(ωx) sin(ω)
dω
0 ω
1 1 1
a=4 a=8 a = 16
x x x
−1 1 −1 1 −1 1
1 1 1
a = 32 a = 64 a = 128
x x x
−1 1 −1 1 −1 1
Fenómeno de Gibbs
Integrales Fourier
∞
2 a cos(ωx) sin(ω)
Z Z
2 cos(ωx) sin(ω)
f (x) = dω ≈ dω
0π ω π 0 ω
1
sin (x) cos (y ) = [sin (x + y ) + sin (x − y )]
2
2 a cos(ωx) sin(ω) 1 a sin (ω + ωx) 1 a sin (ω − ωx)
Z Z Z
dω = dω + dω
π 0 ω π 0 ω π 0 ω
t dt dω dt
t = ω + ωx =⇒ ω = =⇒ dω = =⇒ =
1+x 1+x ω t
0 ≤ ω ≤ a =⇒ 0 ≤ t ≤ (x + 1)a
t dt dω dt
− t = ω − ωx =⇒ ω = − =⇒ dω = − =⇒ =
1−x 1−x ω t
0 ≤ ω ≤ a =⇒ 0 ≤ t ≤ (x − 1)a sin (−t) = − sin (t)
2 a cos(ωx) sin(ω) 1 (x+1)a sin (t) 1 (1−x)a sin (t)
Z Z Z
dω = dt − dt
π 0 ω π 0 t π 0 t
Z a
2 cos(ωx) sin(ω) 1 1
dω = Si (a(x + 1)) − Si (a(x − 1))
π 0 ω π π
1 1 1
−2π −π π 2π z
x x x
−1 1 −1 1 −1 1
1 1 1
− π2
a = 32 a = 64 a = 128
Z x
sin (t) x x x
Si(x) = dt −1 1 −1 1 −1 1
0 t
2
Z ∞
A(ω) = e −kξ cos (ωξ) dξ
π 0
Z
k ω
e −kξ cos (ωξ) dξ = − e −kξ
− sin (ωξ) + cos (ωξ)
k 2 + ω2 k
Z
−kξ k
si ξ = 0 =⇒ e cos (ωξ) dξ = − 2
k + ω2
Z
si ξ → ∞ =⇒ e −kξ cos (ωξ) dξ → 0
2 k
∴ A(ω) =
π k 2 + ω2
2k ∞ cos (ωx)
Z
f (x) = e −kx = dω x > 0, k > 0
π 0 k 2 + ω2
Z ∞
π −kx cos (ωx)
e = dω x > 0, k > 0
2k 0 k 2 + ω2
2
Z ∞
B(ω) = e −kξ sin (ωξ) dξ
π 0
Z
ω k
e −kξ sin (ωξ) dξ = − 2 e −kξ
sin (ωξ) + cos (ωξ)
k + ω2 ω
Z
−kξ ω
si ξ = 0 =⇒ e sin (ωξ) dξ = − 2
k + ω2
Z
si ξ → ∞ =⇒ e −kξ sin (ωξ) dξ → 0
2 ω
∴ B(ω) =
π k 2 + ω2
2 ∞ ω sin (ωx)
Z
f (x) = e −kx = dω x > 0, k > 0
π 0 k 2 + ω2
Z ∞
π −kx ω sin (ωx)
e = dω x > 0, k > 0
2 0 k 2 + ω2
Z ∞
π −kx cos (ωx)
e = dω
2k k 2 + ω2
Z0 ∞
π −kx ω sin (ωx)
e = dω
2 0 k 2 + ω2
x > 0, k > 0
Transformada Fourier
Outline Notes
2 ∞
r Z
fˆc (ω) = f (x) cos (ωx) dx Fc {f (x)} = fˆc (ω)
π
r Z0
2 ∞ˆ n o
f (x) = fc (ω) cos (ωx) dω Fc−1 fˆc (ω) = f (x)
π 0
2 ∞
r Z
fˆs (ω) = f (x) sin (ωx) dx Fs {f (x)} = fˆs (ω)
π
r Z0
2 ∞ˆ n o
f (x) = fs (ω) sin (ωx) dω Fs−1 fˆs (ω) = f (x)
π 0
f (x)
k
(
k si 0 < x < a
f (x) = x
0 si x > a a
F {f (x)}
a
fˆs (ω)
Z
fˆc (ω) = k cos (ωx) dx
0
sin (aω)
=k ω
ω
Z a −π π
fˆs (ω) =k sin (ωx) dx fˆc (ω)
0
1 − cos (aω)
=k
ω
Encontrar Fc e −x , x > 0
∞
e −x ∞
Z
−x
e −x cos (ωx) dx =
Fc e = (− cos (ωx) + ω sin (ωx))
1+ω 2
0
0
1
=
1 + ω2
Linealidad Notes
Z ∞
Fc f ′ (x) = f ′ (x) cos (ωx) dx
0
∞ Z ∞
= f (x) cos (ωx) + ω f (x) sin (ωx) dx
0 0
= −f (0) + ωFs {f (x)}
Z ∞
Fs f ′ (x) = f ′ (x) sin (ωx) dx
0
∞ Z ∞
= f (x) sin (ωx) − ω f (x) cos (ωx) dx
0 0
= 0 − ωFc {f (x)}
= −ω 2 Fc {f (x)} − f ′ (0)
a2 fˆ = −ω 2 fˆ − (−a)
a2 + ω 2 fˆ = a
a
fˆ(ω) = 2
a + ω2
∞
X kπ x kπ
f (x) = ck e i L ωk = f (x)
L
k=−∞
Z L
1 kπ x x
ck = f (x)e −i L dx −L L
2L −L
f (x)
(k + 1)π kπ π
∆ω = ωk+1 − ωk = − =
L L L
π −∞ ← L→∞
ωk = k∆ω =⇒ ∆ω =
L ∆ω → 0
∞ Z π
X ∆ω ∆ω
f (x) = lim f (ξ)e −ik∆ωξ dξ e ik∆ωx
∆ω → 0 2π − π
(L → ∞) k=−∞ ∆ω
Z ∞ Z ∞
1
= f (ξ)e −iωξ dξ e iωx dω
−∞ 2π −∞
| {z }
Z ∞ fˆ(ω) Z ∞
n o 1
fˆ(ω) = F (f (x)) = f (x)e −iωx dx f (x) = F −1 fˆ(ω) = fˆ(ω)e iωx dω
−∞ 2π −∞
Z ∞
F {f (x)} = fˆ(ω) = f (x)e −iωx dx
−∞
Z ∞
n
−1 ˆ
o 1
F f (ω) = f (x) = fˆ(ω)e iωx dω
2π −∞
Z ∞
1
ˆ
F {f (x)} = f (ω) = √ f (x)e −iωx dx
2π −∞
Z ∞
n
−1 ˆ
o 1
F f (ω) = f (x) = √ fˆ(ω)e iωx dω
2π −∞
(
k si 0 < x < a
Encontrar F {f (x)} para f (x) =
0 caso contrario
Z a
F {f (x)} = fˆ(ω) = ke −iωx dx
0
iωa
e − 1
fˆ(ω) = k
−iω
(
1 si |x| < 1
Encontrar F {f (x)}, donde f (x) =
0 caso contrario
1
1
e −iωx
Z
−iωx 1 −iω
fˆ(ω) = e dx = = e − e iω
−1 −iω −1 −iω
e iω − e −iω
sin (ω) = =⇒ −2i sin (ω) = e −iω − e iω
2i
1 sin (ω)
fˆ(ω) = [−2i sin (ω)] = 2
−iω ω
(
e −ax si x > 0
Encontrar F {f (x)}, donde f (x) = , a>0
0 si x < 0
Z ∞
fˆ(ω) = e −ax e −iωx dx
0
x=∞
e −(a+iω)x
=
−(a + iω) x=0
1
=
a + iω
2
n o
Encontrar F e −ax , donde a > 0
" 2 2 #
n 2
o Z ∞ Z ∞
√ iω
iω
F e −ax exp −ax 2 − iωx dx =
= exp − ax + √ + √ dx
−∞ −∞ 2 a 2 a
" #
iω 2
Z ∞
ω2 √
= exp − exp − ax + √ dx
4a −∞ 2 a
Z ∞
√ iω dv 1 2
v = ax + √ =⇒ dx = √ =⇒ I = √ e −v dv
2 a a a −∞
1 ∞ −u 2
Z ∞
1 ∞
Z Z Z ∞
2 2 2
I2 = e du e −v dv = e −(u +v ) du dv
a −∞ −∞ a −∞ −∞
∞
1 2π ∞ −r 2
Z Z r
2π 1 2 π π
= e r dr dθ = − e −r = =⇒ I =
a 0 0 a 2 0 a a
2
r r
ω π π 2
fˆ(ω) = exp − = e −ω /(4a)
4a a a
my ′ y ′′ + ky ′ y = 0 1
Z Z mv 2 : Energı́a cinética
′ ′′ 2
my y + ky ′ y dx = 0 dx
1 2
ky : Energı́a potencial
1 1 2
mv 2 + ky 2 = E0 = const.
2 2 E0 : Energı́a total
y ′ = v (velocidad)
1 2 1 2
mv + ky = E0
2 2
E0 = 2k |c1 |2
Sistema más complicado con solución periódica y = f (x) que puede
representarse por una serie de Fourier:
X
Energı́a = |cn |2
Z ∞
F {af (x) + bg (x)} = [af (x) + bg (x)] e −iωx dx
−∞
Z ∞ Z ∞
=a f (x)e −iωx dx + b g (x)e −iωx dx
−∞ −∞
= aF {f (x)} + bF {g (x)}
Z ∞ Z ∞
F f ′ (x) = f ′ (x)e −iωx dx f ′ (x) = dv , e −iωx = u =⇒ uv |∞
−∞ − v du
−∞ −∞
h i∞ Z ∞
= f (x)e −iωx − (−iω) f (x)e −iωx dx
−∞ −∞
= 0 + iωF {f (x)}
= (iω)2 F {f (x)}
= −ω 2 F {f (x)}
n 2
o n 2
o rπ 2
Encontrar F xe −x . Emplear (para a > 0), F e −ax = e −ω /(4a)
a
n 2
o 1 −x 2 ′
F xe −x = F − e
2
1 n −x 2 ′ o
=− F e
2
1 n 2
o
= − iωF e −x
2
1 √ 2
= − iω πe −ω /4
2
√
iω π −ω2 /4
=− e
2
Convolución f ∗ g
Z ∞ Z ∞
h(x) = (f ∗ g ) (x) = f (ξ)g (x − ξ) dξ = f (x − ξ)g (ξ) dξ
−∞ −∞
Z ∞ Z ∞
F {f ∗ g } = f (ξ)g (x − ξ) dξ e −iωx dx
−∞ −∞
x − ξ = q =⇒ x = q + ξ =⇒ dx = dq
Z ∞ Z ∞
F {f ∗ g } = f (ξ)g (q)e −iω(q+ξ) dq dξ
−∞ −∞
Z ∞ Z ∞
= f (ξ)e −iωξ dξ g (q)e −iωq dq
−∞ −∞
= F {f (x)} F {g (x)}
= fˆ(ω)ĝ (ω)
= fˆĝ
= f (x) ∗ g (x) = f ∗ g
Montero, Diego (MA-18563) Serie, Integral y Transformada Fourier 107 / 129
Transformada Fourier Transformada de Fourier (Compleja)
W
F̂ (ω) = F {F (t)}
Z ∞
e λt
= F (t)e −iωt dt
← → −∞
DFT
Outline Notes
f2
f1 fN−1
f0
x
x0 x1 x2 ... xN−1
DFT
2πk
xk = k = 0, 1, 2, . . . , N − 1
N
N−1
X
Polinomio trigonométrico complejo q(x) = cn e inxk que
n=0
interpola f (x) en los nodos xk =⇒ q(xk ) = f (xk ).
N−1
X
fk = f (xk ) = q(xk ) = cn e inxk k = 0, 1, 2, 3, . . . , N − 1
n=0
N−1
2πk X
xk = fk = cn e inxk k = 0, 1, 2, . . . , N − 1
N
n=0
N−1
X N−1
X N−1
X N−1
X N−1
X
fk e −imxk = cn e inxk e −imxk = cn e i(n−m)xk
k=0 k=0 n=0 k=0 n=0
N−1
X N−1
X N−1 X
fk e −im2πk/N = cn e i(n−m)2πk/N
k=0 n=0 k=0
h ik
e i(n−m)2πk/N = e i(n−m)2π/N = [r ]k
N−1
X N−1
X
0 k
Si n = m =⇒ r = e = 1 =⇒ r = 1k = N
k=0 k=0
DFT
M
" #
X
m 1 − q m+1
Si n ̸= m =⇒ r ̸= 1 q =⇒ sm =
1−q
m=0
N−1
X 1− rN
=⇒ rk = =0 q = r, M = N − 1
1−r
k=0
rN = e i(n−m)2πk
= cos (2πk(n − m)) + i sin (2πk(n − m)) = 1 + 0 = 1
N−1
X N−1
X N−1
X
fk e −im2πk/N = cn e i(n−m)2πk/N
k=0 n=0 k=0
= cm N
N−1
1 X
cn = fk e −in2πk/N fk = f (xk ), n = 0, 1, . . . , N − 1
N
k=0
DFT
Transformada Discreta de Fourier de una “señal” f =⇒ fˆ
h i⊤
DFT
[f0 f1 . . . fN−1 ]⊤ =⇒ fˆ0 fˆ1 . . . fˆN−1
f
N−1
X f2
fˆn = fk e −in2πk/N
f1 fN−1
k=0
N−1
1 X f0
fn = fˆk e in2πk/N
N
k=0
−2πi/N
√ x
ωN = e i= −1 x0 x1 x2 ... xN−1
DFT
f
h i⊤ f2
DFT
[f0 f1 . . . fN−1 ]⊤ =⇒ fˆ0 fˆ1 . . . fˆN−1 f1 fN−1
0(N−1)
0·0 0·1 0·2
fˆ0 ωN ωN ωN ... ωN
f0
ˆ 1·0 1·1 1·2 1(N−1)
f1 ωN ωN ωN ... ωN f1
2(N−1)
ˆ
f2 2·0
ωN 2·1
ωN 2·2
ωN ... ωN f2
ˆ =
3(N−1)
f3
3·0
ωN 3·1
ωN 3·2
ωN ... ωN
f3
..
.. .. .. .. .. ..
.
. . . . .
.
fˆN−1 ω
(N−1)0 (N−1)1
ωN
(N−1)2
ωN ...
(N−1)
ωN
2 fN−1
| N {z }
DFT
f
h i⊤ f2
DFT
[f0 f1 . . . fN−1 ]⊤ =⇒ fˆ0 fˆ1 . . . fˆN−1 f1 fN−1
fˆ0 1 1 1 ... 1 f0
1 2 N−1
ˆ
f1 ωN ωN ... ωN f1
ˆ 1 2 4 2(N−1)
f2 ωN ωN ... ωN f2
ˆ = 3 6 3(N−1)
f3
f3 1 ωN ωN ... ωN .
.. .. .. .. .. ..
.
. . . . . . .
2
fˆN−1 1 ωN
(N−1)
ωN
2(N−1)
...
(N−1)
ωN fN−1
| {z }
DFT
DFT
Matriz DFT
begin
using Plots
u si n g PyPlot
pyplot ()
N=512
w = exp(= im * 2 * p i /N)
#Slow
#f o r i =0:N=1
# f o r j =0:N=1
# DFT( i , j )=wˆ ( i * j )
# end
#end
#F a s t
x = r a n g e ( 0 ,N= 1, l e n g t h=N) ’
y = r a n g e ( 0 ,N= 1, l e n g t h=N)
DFT = w . ˆ ( x . * y )
P y P l o t . imshow ( r e a l (DFT ) ) ;
P y P l o t . show ( )
end
O N2
Discrete Fourier Transform (DFT)
Fast Fourier Transform (FFT) O(N log (N))
f
Señal N = 4.4 × 105
f2
f1
(10s audio)
fN−1
DFT: 1011
f0
FFT: 106
x Aplicaciones FFT
x0 x1 x2 ... xN−1
Derivadas → EDP
1 1 1 ... 1
fˆ0
2 N−1 f
0
fˆ1
1
ωN
2
ωN
4
... ωN
2(N−1) f1 Denoise data (filtrar)
fˆ2 1 ωN ωN ... ωN f
2
Data Analysis
3 6 3(N−1)
fˆ3 = 1
ωN ωN ... ωN
f
3
.
. . . . . . .
.
.
.
. .
.
.
.
.. .
. . Compression (e.g.,
fN−1
fˆN−1 (N−1) 2(N−1) (N−1)2
|
1 ωN ωN
{z
... ωN
}
audio, images)
DFT
1 1 1 ... 1
fˆ0
2 N−1 f
1 ωN ωN ... ωN 0
fˆ1
2(N−1)
f1
1 2 4
fˆ2 ωN ωN ... ωN f
2
3 6 3(N−1)
fˆ3 = 1 ωN ωN ... ωN f
O N2 3
DFT:
.
. . . . . . .
. . . . . .
FFT: O(N log (N))
. . . . . . .
fN−1
fˆN−1 (N−1) 2(N−1) (N−1) 2
N= 210 = 1024 1 ωN ωN ... ωN
| {z }
h i
DFT Matrix=FN , ωN =e −2πi/N
I512 −D512 F512 0 fpar
fˆ = F1024 f =
I512 −D512 0 F512 fimpar
∗
∗ ∗ I −D256 F256 0 fpar
fpar = f = F512 f = 256 ∗
I256 −D256 0 F256 fimpar
1 0 0 ... 0
f0 f0 f0
0 ω 0 ... 0 f1 f2 f4
ω2
0 0 ... 0 f2
f4
f2
D512 = .
f3 f f
. . . → 6 → 6 →
. . . .
.
. . . 0
f4 f1 f1
f f f
2 5 3 5
0 0 0 ... ω 511 f f f
6 5 3
F1024 → F512 → F256 → · · · → F4 → F2 f7 f7 f7
1.00
0.75 f_s
0.50
f(t)
0.25 f
0.00
4 2 0 2 4
t [s]
20
Amplitud|f|
15
10
5
0
4 2 0 2 4
[Hz]
4
3
PSD |f|2
2
1
0
4 2 0 2 4
[Hz]
100
PSD (log)
10 1
10 2
10 3
10 4
4 2 0 2 4
[Hz]
7.5
5.0
2.5 Noisy
0.0
f(t)
2.5 Clean
5.0
7.5
0.0 0.2 0.4 0.6 0.8 1.0
t
300
200 PSD |f|2
f
100
0
0 100 200 300 400 500
[Hz]
2
1 Filtered
0
f(t)
1 Clean
2
0.0 0.2 0.4 0.6 0.8 1.0
t
300
200 PSDfilt
PSD
f
100
0
0 100 200 300 400 500
[Hz]
1.0
f(x)
0.5
f(x)
0.0
0.5
15 10 5 0 5 10 15
x
1.0
f(x)
0.5 f'(x)
f'_FFT
f(x)
0.0
0.5
15 10 5 0 5 10 15
x
Material adicional
Material adicional
Zach Star — The intuition behind Fourier and Laplace transforms I was
never taught in school
https://youtu.be/3gjJDuCAEQQ
Zach Star — What does the Laplace Transform really tell us? A visual
explanation.
https://youtu.be/n2y7n6jw5d0
Material adicional