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