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"""Fourier Series""" |
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from sympy.core.numbers import (oo, pi) |
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from sympy.core.symbol import Wild |
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from sympy.core.expr import Expr |
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from sympy.core.add import Add |
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from sympy.core.containers import Tuple |
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from sympy.core.singleton import S |
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from sympy.core.symbol import Dummy, Symbol |
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from sympy.core.sympify import sympify |
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from sympy.functions.elementary.trigonometric import sin, cos, sinc |
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from sympy.series.series_class import SeriesBase |
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from sympy.series.sequences import SeqFormula |
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from sympy.sets.sets import Interval |
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from sympy.utilities.iterables import is_sequence |
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__doctest_requires__ = {('fourier_series',): ['matplotlib']} |
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def fourier_cos_seq(func, limits, n): |
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"""Returns the cos sequence in a Fourier series""" |
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from sympy.integrals import integrate |
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x, L = limits[0], limits[2] - limits[1] |
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cos_term = cos(2*n*pi*x / L) |
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formula = 2 * cos_term * integrate(func * cos_term, limits) / L |
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a0 = formula.subs(n, S.Zero) / 2 |
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return a0, SeqFormula(2 * cos_term * integrate(func * cos_term, limits) |
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/ L, (n, 1, oo)) |
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def fourier_sin_seq(func, limits, n): |
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"""Returns the sin sequence in a Fourier series""" |
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from sympy.integrals import integrate |
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x, L = limits[0], limits[2] - limits[1] |
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sin_term = sin(2*n*pi*x / L) |
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return SeqFormula(2 * sin_term * integrate(func * sin_term, limits) |
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/ L, (n, 1, oo)) |
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def _process_limits(func, limits): |
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""" |
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Limits should be of the form (x, start, stop). |
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x should be a symbol. Both start and stop should be bounded. |
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Explanation |
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=========== |
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* If x is not given, x is determined from func. |
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* If limits is None. Limit of the form (x, -pi, pi) is returned. |
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Examples |
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======== |
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>>> from sympy.series.fourier import _process_limits as pari |
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>>> from sympy.abc import x |
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>>> pari(x**2, (x, -2, 2)) |
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(x, -2, 2) |
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>>> pari(x**2, (-2, 2)) |
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(x, -2, 2) |
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>>> pari(x**2, None) |
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(x, -pi, pi) |
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""" |
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def _find_x(func): |
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free = func.free_symbols |
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if len(free) == 1: |
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return free.pop() |
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elif not free: |
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return Dummy('k') |
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else: |
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raise ValueError( |
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" specify dummy variables for %s. If the function contains" |
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" more than one free symbol, a dummy variable should be" |
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" supplied explicitly e.g. FourierSeries(m*n**2, (n, -pi, pi))" |
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% func) |
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x, start, stop = None, None, None |
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if limits is None: |
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x, start, stop = _find_x(func), -pi, pi |
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if is_sequence(limits, Tuple): |
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if len(limits) == 3: |
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x, start, stop = limits |
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elif len(limits) == 2: |
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x = _find_x(func) |
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start, stop = limits |
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if not isinstance(x, Symbol) or start is None or stop is None: |
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raise ValueError('Invalid limits given: %s' % str(limits)) |
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unbounded = [S.NegativeInfinity, S.Infinity] |
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if start in unbounded or stop in unbounded: |
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raise ValueError("Both the start and end value should be bounded") |
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return sympify((x, start, stop)) |
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def finite_check(f, x, L): |
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def check_fx(exprs, x): |
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return x not in exprs.free_symbols |
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def check_sincos(_expr, x, L): |
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if isinstance(_expr, (sin, cos)): |
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sincos_args = _expr.args[0] |
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if sincos_args.match(a*(pi/L)*x + b) is not None: |
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return True |
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else: |
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return False |
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from sympy.simplify.fu import TR2, TR1, sincos_to_sum |
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_expr = sincos_to_sum(TR2(TR1(f))) |
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add_coeff = _expr.as_coeff_add() |
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a = Wild('a', properties=[lambda k: k.is_Integer, lambda k: k != S.Zero, ]) |
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b = Wild('b', properties=[lambda k: x not in k.free_symbols, ]) |
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for s in add_coeff[1]: |
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mul_coeffs = s.as_coeff_mul()[1] |
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for t in mul_coeffs: |
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if not (check_fx(t, x) or check_sincos(t, x, L)): |
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return False, f |
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return True, _expr |
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class FourierSeries(SeriesBase): |
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r"""Represents Fourier sine/cosine series. |
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Explanation |
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=========== |
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This class only represents a fourier series. |
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No computation is performed. |
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For how to compute Fourier series, see the :func:`fourier_series` |
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docstring. |
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See Also |
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======== |
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sympy.series.fourier.fourier_series |
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""" |
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def __new__(cls, *args): |
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args = map(sympify, args) |
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return Expr.__new__(cls, *args) |
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@property |
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def function(self): |
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return self.args[0] |
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@property |
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def x(self): |
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return self.args[1][0] |
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@property |
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def period(self): |
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return (self.args[1][1], self.args[1][2]) |
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@property |
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def a0(self): |
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return self.args[2][0] |
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@property |
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def an(self): |
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return self.args[2][1] |
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@property |
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def bn(self): |
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return self.args[2][2] |
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@property |
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def interval(self): |
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return Interval(0, oo) |
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@property |
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def start(self): |
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return self.interval.inf |
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@property |
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def stop(self): |
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return self.interval.sup |
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@property |
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def length(self): |
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return oo |
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@property |
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def L(self): |
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return abs(self.period[1] - self.period[0]) / 2 |
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def _eval_subs(self, old, new): |
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x = self.x |
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if old.has(x): |
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return self |
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def truncate(self, n=3): |
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""" |
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Return the first n nonzero terms of the series. |
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If ``n`` is None return an iterator. |
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Parameters |
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========== |
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n : int or None |
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Amount of non-zero terms in approximation or None. |
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Returns |
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======= |
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Expr or iterator : |
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Approximation of function expanded into Fourier series. |
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Examples |
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======== |
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>>> from sympy import fourier_series, pi |
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>>> from sympy.abc import x |
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>>> s = fourier_series(x, (x, -pi, pi)) |
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>>> s.truncate(4) |
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2*sin(x) - sin(2*x) + 2*sin(3*x)/3 - sin(4*x)/2 |
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See Also |
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======== |
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sympy.series.fourier.FourierSeries.sigma_approximation |
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""" |
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if n is None: |
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return iter(self) |
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terms = [] |
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for t in self: |
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if len(terms) == n: |
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break |
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if t is not S.Zero: |
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terms.append(t) |
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return Add(*terms) |
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def sigma_approximation(self, n=3): |
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r""" |
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Return :math:`\sigma`-approximation of Fourier series with respect |
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to order n. |
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Explanation |
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=========== |
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Sigma approximation adjusts a Fourier summation to eliminate the Gibbs |
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phenomenon which would otherwise occur at discontinuities. |
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A sigma-approximated summation for a Fourier series of a T-periodical |
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function can be written as |
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.. math:: |
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s(\theta) = \frac{1}{2} a_0 + \sum _{k=1}^{m-1} |
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\operatorname{sinc} \Bigl( \frac{k}{m} \Bigr) \cdot |
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\left[ a_k \cos \Bigl( \frac{2\pi k}{T} \theta \Bigr) |
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+ b_k \sin \Bigl( \frac{2\pi k}{T} \theta \Bigr) \right], |
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where :math:`a_0, a_k, b_k, k=1,\ldots,{m-1}` are standard Fourier |
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series coefficients and |
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:math:`\operatorname{sinc} \Bigl( \frac{k}{m} \Bigr)` is a Lanczos |
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:math:`\sigma` factor (expressed in terms of normalized |
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:math:`\operatorname{sinc}` function). |
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Parameters |
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========== |
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n : int |
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Highest order of the terms taken into account in approximation. |
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Returns |
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======= |
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Expr : |
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Sigma approximation of function expanded into Fourier series. |
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Examples |
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======== |
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>>> from sympy import fourier_series, pi |
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>>> from sympy.abc import x |
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>>> s = fourier_series(x, (x, -pi, pi)) |
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>>> s.sigma_approximation(4) |
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2*sin(x)*sinc(pi/4) - 2*sin(2*x)/pi + 2*sin(3*x)*sinc(3*pi/4)/3 |
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See Also |
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======== |
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sympy.series.fourier.FourierSeries.truncate |
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Notes |
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===== |
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The behaviour of |
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:meth:`~sympy.series.fourier.FourierSeries.sigma_approximation` |
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is different from :meth:`~sympy.series.fourier.FourierSeries.truncate` |
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- it takes all nonzero terms of degree smaller than n, rather than |
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first n nonzero ones. |
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References |
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========== |
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.. [1] https://en.wikipedia.org/wiki/Gibbs_phenomenon |
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.. [2] https://en.wikipedia.org/wiki/Sigma_approximation |
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""" |
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terms = [sinc(pi * i / n) * t for i, t in enumerate(self[:n]) |
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if t is not S.Zero] |
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return Add(*terms) |
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def shift(self, s): |
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""" |
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Shift the function by a term independent of x. |
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Explanation |
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=========== |
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f(x) -> f(x) + s |
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This is fast, if Fourier series of f(x) is already |
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computed. |
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Examples |
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======== |
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>>> from sympy import fourier_series, pi |
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>>> from sympy.abc import x |
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>>> s = fourier_series(x**2, (x, -pi, pi)) |
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>>> s.shift(1).truncate() |
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-4*cos(x) + cos(2*x) + 1 + pi**2/3 |
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""" |
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s, x = sympify(s), self.x |
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if x in s.free_symbols: |
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raise ValueError("'%s' should be independent of %s" % (s, x)) |
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a0 = self.a0 + s |
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sfunc = self.function + s |
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return self.func(sfunc, self.args[1], (a0, self.an, self.bn)) |
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def shiftx(self, s): |
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""" |
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Shift x by a term independent of x. |
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Explanation |
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=========== |
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f(x) -> f(x + s) |
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This is fast, if Fourier series of f(x) is already |
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computed. |
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Examples |
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======== |
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>>> from sympy import fourier_series, pi |
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>>> from sympy.abc import x |
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>>> s = fourier_series(x**2, (x, -pi, pi)) |
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>>> s.shiftx(1).truncate() |
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-4*cos(x + 1) + cos(2*x + 2) + pi**2/3 |
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""" |
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s, x = sympify(s), self.x |
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if x in s.free_symbols: |
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raise ValueError("'%s' should be independent of %s" % (s, x)) |
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an = self.an.subs(x, x + s) |
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bn = self.bn.subs(x, x + s) |
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sfunc = self.function.subs(x, x + s) |
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return self.func(sfunc, self.args[1], (self.a0, an, bn)) |
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def scale(self, s): |
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""" |
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Scale the function by a term independent of x. |
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Explanation |
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=========== |
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f(x) -> s * f(x) |
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This is fast, if Fourier series of f(x) is already |
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computed. |
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Examples |
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======== |
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>>> from sympy import fourier_series, pi |
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>>> from sympy.abc import x |
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>>> s = fourier_series(x**2, (x, -pi, pi)) |
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>>> s.scale(2).truncate() |
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-8*cos(x) + 2*cos(2*x) + 2*pi**2/3 |
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""" |
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s, x = sympify(s), self.x |
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if x in s.free_symbols: |
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raise ValueError("'%s' should be independent of %s" % (s, x)) |
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an = self.an.coeff_mul(s) |
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bn = self.bn.coeff_mul(s) |
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a0 = self.a0 * s |
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sfunc = self.args[0] * s |
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return self.func(sfunc, self.args[1], (a0, an, bn)) |
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def scalex(self, s): |
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""" |
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Scale x by a term independent of x. |
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Explanation |
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=========== |
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f(x) -> f(s*x) |
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This is fast, if Fourier series of f(x) is already |
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computed. |
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Examples |
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======== |
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>>> from sympy import fourier_series, pi |
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>>> from sympy.abc import x |
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>>> s = fourier_series(x**2, (x, -pi, pi)) |
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>>> s.scalex(2).truncate() |
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-4*cos(2*x) + cos(4*x) + pi**2/3 |
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""" |
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s, x = sympify(s), self.x |
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if x in s.free_symbols: |
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raise ValueError("'%s' should be independent of %s" % (s, x)) |
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an = self.an.subs(x, x * s) |
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bn = self.bn.subs(x, x * s) |
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sfunc = self.function.subs(x, x * s) |
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return self.func(sfunc, self.args[1], (self.a0, an, bn)) |
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def _eval_as_leading_term(self, x, logx, cdir): |
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for t in self: |
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if t is not S.Zero: |
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return t |
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def _eval_term(self, pt): |
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if pt == 0: |
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return self.a0 |
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return self.an.coeff(pt) + self.bn.coeff(pt) |
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def __neg__(self): |
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return self.scale(-1) |
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def __add__(self, other): |
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if isinstance(other, FourierSeries): |
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if self.period != other.period: |
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raise ValueError("Both the series should have same periods") |
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x, y = self.x, other.x |
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function = self.function + other.function.subs(y, x) |
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if self.x not in function.free_symbols: |
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return function |
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an = self.an + other.an |
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bn = self.bn + other.bn |
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a0 = self.a0 + other.a0 |
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return self.func(function, self.args[1], (a0, an, bn)) |
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return Add(self, other) |
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def __sub__(self, other): |
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return self.__add__(-other) |
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class FiniteFourierSeries(FourierSeries): |
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r"""Represents Finite Fourier sine/cosine series. |
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For how to compute Fourier series, see the :func:`fourier_series` |
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docstring. |
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Parameters |
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========== |
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f : Expr |
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Expression for finding fourier_series |
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limits : ( x, start, stop) |
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x is the independent variable for the expression f |
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(start, stop) is the period of the fourier series |
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exprs: (a0, an, bn) or Expr |
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a0 is the constant term a0 of the fourier series |
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an is a dictionary of coefficients of cos terms |
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an[k] = coefficient of cos(pi*(k/L)*x) |
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bn is a dictionary of coefficients of sin terms |
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bn[k] = coefficient of sin(pi*(k/L)*x) |
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or exprs can be an expression to be converted to fourier form |
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Methods |
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======= |
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This class is an extension of FourierSeries class. |
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Please refer to sympy.series.fourier.FourierSeries for |
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further information. |
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See Also |
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======== |
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sympy.series.fourier.FourierSeries |
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sympy.series.fourier.fourier_series |
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""" |
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def __new__(cls, f, limits, exprs): |
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f = sympify(f) |
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limits = sympify(limits) |
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exprs = sympify(exprs) |
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if not (isinstance(exprs, Tuple) and len(exprs) == 3): |
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c, e = exprs.as_coeff_add() |
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from sympy.simplify.fu import TR10 |
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rexpr = c + Add(*[TR10(i) for i in e]) |
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a0, exp_ls = rexpr.expand(trig=False, power_base=False, power_exp=False, log=False).as_coeff_add() |
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x = limits[0] |
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L = abs(limits[2] - limits[1]) / 2 |
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a = Wild('a', properties=[lambda k: k.is_Integer, lambda k: k is not S.Zero, ]) |
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b = Wild('b', properties=[lambda k: x not in k.free_symbols, ]) |
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an = {} |
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bn = {} |
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for p in exp_ls: |
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t = p.match(b * cos(a * (pi / L) * x)) |
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q = p.match(b * sin(a * (pi / L) * x)) |
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if t: |
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an[t[a]] = t[b] + an.get(t[a], S.Zero) |
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elif q: |
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bn[q[a]] = q[b] + bn.get(q[a], S.Zero) |
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else: |
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a0 += p |
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exprs = Tuple(a0, an, bn) |
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return Expr.__new__(cls, f, limits, exprs) |
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@property |
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def interval(self): |
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_length = 1 if self.a0 else 0 |
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_length += max(set(self.an.keys()).union(set(self.bn.keys()))) + 1 |
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return Interval(0, _length) |
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@property |
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def length(self): |
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return self.stop - self.start |
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def shiftx(self, s): |
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s, x = sympify(s), self.x |
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|
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if x in s.free_symbols: |
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raise ValueError("'%s' should be independent of %s" % (s, x)) |
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_expr = self.truncate().subs(x, x + s) |
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sfunc = self.function.subs(x, x + s) |
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return self.func(sfunc, self.args[1], _expr) |
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def scale(self, s): |
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s, x = sympify(s), self.x |
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|
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if x in s.free_symbols: |
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raise ValueError("'%s' should be independent of %s" % (s, x)) |
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_expr = self.truncate() * s |
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sfunc = self.function * s |
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return self.func(sfunc, self.args[1], _expr) |
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def scalex(self, s): |
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s, x = sympify(s), self.x |
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|
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if x in s.free_symbols: |
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raise ValueError("'%s' should be independent of %s" % (s, x)) |
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_expr = self.truncate().subs(x, x * s) |
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sfunc = self.function.subs(x, x * s) |
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return self.func(sfunc, self.args[1], _expr) |
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def _eval_term(self, pt): |
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if pt == 0: |
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return self.a0 |
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_term = self.an.get(pt, S.Zero) * cos(pt * (pi / self.L) * self.x) \ |
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+ self.bn.get(pt, S.Zero) * sin(pt * (pi / self.L) * self.x) |
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return _term |
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|
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def __add__(self, other): |
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if isinstance(other, FourierSeries): |
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return other.__add__(fourier_series(self.function, self.args[1],\ |
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finite=False)) |
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elif isinstance(other, FiniteFourierSeries): |
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if self.period != other.period: |
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raise ValueError("Both the series should have same periods") |
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|
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x, y = self.x, other.x |
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function = self.function + other.function.subs(y, x) |
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|
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if self.x not in function.free_symbols: |
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return function |
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return fourier_series(function, limits=self.args[1]) |
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def fourier_series(f, limits=None, finite=True): |
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r"""Computes the Fourier trigonometric series expansion. |
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Explanation |
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=========== |
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Fourier trigonometric series of $f(x)$ over the interval $(a, b)$ |
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is defined as: |
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.. math:: |
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\frac{a_0}{2} + \sum_{n=1}^{\infty} |
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(a_n \cos(\frac{2n \pi x}{L}) + b_n \sin(\frac{2n \pi x}{L})) |
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where the coefficients are: |
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.. math:: |
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L = b - a |
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.. math:: |
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a_0 = \frac{2}{L} \int_{a}^{b}{f(x) dx} |
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.. math:: |
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a_n = \frac{2}{L} \int_{a}^{b}{f(x) \cos(\frac{2n \pi x}{L}) dx} |
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.. math:: |
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b_n = \frac{2}{L} \int_{a}^{b}{f(x) \sin(\frac{2n \pi x}{L}) dx} |
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The condition whether the function $f(x)$ given should be periodic |
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or not is more than necessary, because it is sufficient to consider |
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the series to be converging to $f(x)$ only in the given interval, |
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not throughout the whole real line. |
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This also brings a lot of ease for the computation because |
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you do not have to make $f(x)$ artificially periodic by |
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wrapping it with piecewise, modulo operations, |
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but you can shape the function to look like the desired periodic |
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function only in the interval $(a, b)$, and the computed series will |
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automatically become the series of the periodic version of $f(x)$. |
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This property is illustrated in the examples section below. |
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Parameters |
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========== |
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limits : (sym, start, end), optional |
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*sym* denotes the symbol the series is computed with respect to. |
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*start* and *end* denotes the start and the end of the interval |
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where the fourier series converges to the given function. |
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Default range is specified as $-\pi$ and $\pi$. |
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Returns |
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======= |
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FourierSeries |
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A symbolic object representing the Fourier trigonometric series. |
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Examples |
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======== |
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Computing the Fourier series of $f(x) = x^2$: |
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>>> from sympy import fourier_series, pi |
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>>> from sympy.abc import x |
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>>> f = x**2 |
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>>> s = fourier_series(f, (x, -pi, pi)) |
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>>> s1 = s.truncate(n=3) |
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>>> s1 |
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-4*cos(x) + cos(2*x) + pi**2/3 |
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Shifting of the Fourier series: |
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>>> s.shift(1).truncate() |
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-4*cos(x) + cos(2*x) + 1 + pi**2/3 |
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>>> s.shiftx(1).truncate() |
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-4*cos(x + 1) + cos(2*x + 2) + pi**2/3 |
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Scaling of the Fourier series: |
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>>> s.scale(2).truncate() |
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-8*cos(x) + 2*cos(2*x) + 2*pi**2/3 |
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>>> s.scalex(2).truncate() |
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-4*cos(2*x) + cos(4*x) + pi**2/3 |
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Computing the Fourier series of $f(x) = x$: |
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This illustrates how truncating to the higher order gives better |
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convergence. |
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.. plot:: |
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:context: reset |
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:format: doctest |
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:include-source: True |
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>>> from sympy import fourier_series, pi, plot |
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>>> from sympy.abc import x |
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>>> f = x |
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>>> s = fourier_series(f, (x, -pi, pi)) |
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>>> s1 = s.truncate(n = 3) |
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>>> s2 = s.truncate(n = 5) |
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>>> s3 = s.truncate(n = 7) |
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>>> p = plot(f, s1, s2, s3, (x, -pi, pi), show=False, legend=True) |
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>>> p[0].line_color = (0, 0, 0) |
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>>> p[0].label = 'x' |
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>>> p[1].line_color = (0.7, 0.7, 0.7) |
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>>> p[1].label = 'n=3' |
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>>> p[2].line_color = (0.5, 0.5, 0.5) |
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>>> p[2].label = 'n=5' |
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>>> p[3].line_color = (0.3, 0.3, 0.3) |
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>>> p[3].label = 'n=7' |
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>>> p.show() |
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This illustrates how the series converges to different sawtooth |
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waves if the different ranges are specified. |
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.. plot:: |
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:context: close-figs |
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:format: doctest |
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:include-source: True |
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>>> s1 = fourier_series(x, (x, -1, 1)).truncate(10) |
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>>> s2 = fourier_series(x, (x, -pi, pi)).truncate(10) |
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>>> s3 = fourier_series(x, (x, 0, 1)).truncate(10) |
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>>> p = plot(x, s1, s2, s3, (x, -5, 5), show=False, legend=True) |
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>>> p[0].line_color = (0, 0, 0) |
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>>> p[0].label = 'x' |
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>>> p[1].line_color = (0.7, 0.7, 0.7) |
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>>> p[1].label = '[-1, 1]' |
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>>> p[2].line_color = (0.5, 0.5, 0.5) |
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>>> p[2].label = '[-pi, pi]' |
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>>> p[3].line_color = (0.3, 0.3, 0.3) |
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>>> p[3].label = '[0, 1]' |
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>>> p.show() |
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Notes |
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===== |
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Computing Fourier series can be slow |
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due to the integration required in computing |
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an, bn. |
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It is faster to compute Fourier series of a function |
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by using shifting and scaling on an already |
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computed Fourier series rather than computing |
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again. |
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e.g. If the Fourier series of ``x**2`` is known |
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the Fourier series of ``x**2 - 1`` can be found by shifting by ``-1``. |
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See Also |
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======== |
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sympy.series.fourier.FourierSeries |
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References |
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========== |
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.. [1] https://mathworld.wolfram.com/FourierSeries.html |
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""" |
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f = sympify(f) |
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limits = _process_limits(f, limits) |
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x = limits[0] |
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if x not in f.free_symbols: |
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return f |
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if finite: |
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L = abs(limits[2] - limits[1]) / 2 |
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is_finite, res_f = finite_check(f, x, L) |
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if is_finite: |
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return FiniteFourierSeries(f, limits, res_f) |
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n = Dummy('n') |
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center = (limits[1] + limits[2]) / 2 |
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if center.is_zero: |
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neg_f = f.subs(x, -x) |
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if f == neg_f: |
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a0, an = fourier_cos_seq(f, limits, n) |
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bn = SeqFormula(0, (1, oo)) |
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return FourierSeries(f, limits, (a0, an, bn)) |
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elif f == -neg_f: |
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a0 = S.Zero |
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an = SeqFormula(0, (1, oo)) |
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bn = fourier_sin_seq(f, limits, n) |
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return FourierSeries(f, limits, (a0, an, bn)) |
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a0, an = fourier_cos_seq(f, limits, n) |
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bn = fourier_sin_seq(f, limits, n) |
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return FourierSeries(f, limits, (a0, an, bn)) |
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