User:Tohline/Appendix/Ramblings/FourierSeries

Fourier Series

Representations

The following Fourier series representations have been drawn primarily from pp. 458 - 460 of the 1971 (19^th) edition of the CRC's Standard Mathematical Tables, published by the Chemical Rubber Co., Cleveland, Ohio, U.S.A.

Standard

If <math>~f(x)</math> is a bounded periodic function of period <math>~2L</math>, it may be represented by the Fourier series,

Standard Fourier Series Expression
<math>~f(x)</math> <math>~=</math> <math>~ \frac{a_0}{2} + \sum_{n=1}^{\infty} \biggl[ a_n\cos \biggl(\frac{n\pi x}{L}\biggr) + b_n\sin \biggl(\frac{n\pi x}{L}\biggr) \biggr] \, , </math>

where,

<math>~a_n</math>	<math>~=</math>	<math>~ \frac{1}{L} \int_{-L}^{L} f(x) \cos\biggl( \frac{n\pi x}{L} \biggr) dx </math>		for	<math>~n = 0, 1, 2, 3, \dots \, ;</math>
<math>~b_n</math>	<math>~=</math>	<math>~ \frac{1}{L} \int_{-L}^{L} f(x) \sin\biggl( \frac{n\pi x}{L} \biggr) dx </math>		for	<math>~n = 1, 2, 3, \dots </math>

Alternate

Alternatively, if we set <math>~a_n = c_n \cos\phi_n</math> and <math>~b_n = - c_n \sin\phi_n</math>, then,

<math>~a_n\cos \biggl(\frac{n\pi x}{L}\biggr) + b_n\sin \biggl(\frac{n\pi x}{L}\biggr) </math>	<math>~=</math>	<math>~ c_n \cos\phi_n \cos \biggl(\frac{n\pi x}{L}\biggr) - c_n \sin\phi_n \sin \biggl(\frac{n\pi x}{L}\biggr) </math>
	<math>~=</math>	<math>~ c_n \cos \biggl(\frac{n\pi x}{L} + \phi_n \biggr) \, , </math>

in which case we may rewrite the Fourier series expression in the form,

Alternate Fourier Series Expression
<math>~f(x)</math> <math>~=</math> <math>~ \frac{a_0}{2} + \sum_{n=1}^{\infty} c_n\cos \biggl(\frac{n\pi x}{L} + \phi_n\biggr) \, , </math>

where,

<math>~c_n = \sqrt{a_n^2 + b_n^2}</math>

and

<math>~\phi_n = \tan^{-1}\biggl(\frac{-b_n}{a_n}\biggr) \, .</math>

Complex

Here we make use of the exponential/complex relation — also referred to as Euler's equation,

<math>~e^{i\alpha} = \cos\alpha + i \sin\alpha \, ,</math>     <math>~\Rightarrow</math>     <math>~e^{-i\alpha} = \cos\alpha - i \sin\alpha \, ,</math>

in which case we may write,

<math>~\cos\alpha = \frac{1}{2} \biggl[ e^{i\alpha} + e^{-i\alpha}\biggr] \, ,</math>

and

<math>~\sin\alpha = \frac{1}{2i} \biggl[ e^{i\alpha} - e^{-i\alpha}\biggr]\, .</math>

Employing these definitions of the trigonometric relations <math>~\cos\alpha</math> and <math>~\sin\alpha</math>, the standard representation of the Fourier series may be rewritten as,

Complex Fourier Series Expression
<math>~f(x)</math> <math>~=</math> <math>~ \frac{1}{2}\sum_{n = -\infty}^{n = + \infty} d_n e^{i\omega_n x} \, , </math>

where, for <math>~n = 0, \pm 1, \pm 2, \pm 3, \dots~</math>,

<math>~\omega_n</math>

<math>~=</math>

<math>~ \frac{n\pi }{L} \, , </math>

and the complex coefficients,

<math>~d_n = a_{n} -i b_{n} </math>	<math>~=</math>	<math>~ \frac{1}{L} \int_{-L}^{L} f(x) \cos\biggl( \frac{n\pi x}{L} \biggr) dx - i\frac{1}{L} \int_{-L}^{L} f(x) \sin\biggl( \frac{n\pi x}{L} \biggr) dx </math>
	<math>~=</math>	<math>~ \frac{1}{L} \int_{-L}^{L} f(x) \biggl[ \cos\biggl( \frac{n\pi x}{L} \biggr) - i\sin\biggl( \frac{n\pi x}{L} \biggr)\biggr] dx </math>
	<math>~=</math>	<math>~ \frac{1}{L} \int_{-L}^{L} f(x)e^{-i\omega_n x} dx \, . </math>

Let's demonstrate that this rewritten (complex) expression for <math>~f(x)</math> matches the standard Fourier series expression. First, we will refer to the above standard definitions of <math>~a_n</math> and <math>~b_n</math> as, respectively, <math>~a_{|n|}</math> and <math>~b_{|n|}</math>, and recognize that, as the summation is extended to negative numbers, the following mapping is appropriate:

<math>~a_n ~ \rightarrow ~ a_{|n|}</math>	and	<math>~b_n ~ \rightarrow ~ b_{|n|} \, ,</math>	for	<math>~n > 0 \, ;</math>
<math>~a_n ~ \rightarrow ~ a_{|n|}</math>	and	<math>~b_n ~ \rightarrow ~ - b_{|n|} \, ,</math>	for	<math>~n < 0 \, .</math>

Hence, we have,

<math>~2f(x)</math>	<math>~=</math>	<math>~ \sum_{n = -\infty}^{n = + \infty} (a_n - ib_n)e^{i\omega_n x} </math>
	<math>~=</math>	<math>~ \sum_{n = 1}^{n = + \infty} (a_{|n|} - ib_{|n|})e^{i\omega_{|n|} x} + a_0 + \sum_{n = \infty}^{n = 1} (a_{|n|} + ib_{|n|})e^{- i\omega_{|n|} x} </math>
	<math>~=</math>	<math>~ \sum_{n = 1}^{n = + \infty} (a_{|n|} - ib_{|n|}) [ \cos (\omega_{|n|} x) + i\sin (\omega_{|n|} x)] + a_0 + \sum_{n = 1}^{n = \infty} (a_{|n|} + ib_{|n|}) [ \cos (\omega_{|n|} x) - i\sin (\omega_{|n|} x)] </math>
	<math>~=</math>	<math>~ a_0 + \sum_{n = 1}^{n = + \infty}\biggl\{ (a_{|n|} - ib_{|n|}) [ \cos (\omega_{|n|} x) + i\sin (\omega_{|n|} x)] + (a_{|n|} + ib_{|n|}) [ \cos (\omega_{|n|} x) - i\sin (\omega_{|n|} x)] \biggr\} </math>
	<math>~=</math>	<math>~ a_0 + \sum_{n = 1}^{n = + \infty}\biggl\{2a_{|n|} \cos (\omega_{|n|} x) + 2b_{|n|} \sin (\omega_{|n|} x)] \biggr\} </math>
<math>~\Rightarrow ~~~ f(x)</math>	<math>~=</math>	<math>~ \frac{a_0}{2} + \sum_{n = 1}^{n = + \infty}\biggl\{a_{|n|} \cos (\omega_{|n|} x) + b_{|n|} \sin (\omega_{|n|} x)] \biggr\} \, . </math>

Q.E.D.

One-Dimensional Aperture

General Concept

Hence, we have,

<math>~A(y_1)</math>	<math>~=</math>	<math>~A_0 \sum_j a_j e^{-i[2\pi y_1 Y_j/(\lambda L)]} \, , </math>
	<math>~=</math>	<math>~A_0 \sum_j a_j \biggl[ \cos\biggl(\frac{2\pi y_1 Y_j}{\lambda L} \biggr) - i \sin\biggl(\frac{2\pi y_1 Y_j}{\lambda L} \biggr) \biggr] \, , </math>

where, now, <math>~A_0 = e^{i2\pi L/\lambda}</math>. When written in this form, it should immediately be apparent why discrete Fourier transform techniques (specifically FFT techniques) are useful tools for evaluation of the complex amplitude, <math>~A</math>.

See Also

• Tohline, J. E., (2008) Computing in Science & Engineering, vol. 10, no. 4, pp. 84-85 — Where is My Digital Holographic Display? [ PDF ]

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