"""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) @property def function(self): return self.args[0] @property def x(self): return self.args[1][0] @property def period(self): return (self.args[1][1], self.args[1][2]) @property def a0(self): return self.args[2][0] @property def an(self): return self.args[2][1] @property def bn(self): return self.args[2][2] @property def interval(self): return Interval(0, oo) @property def start(self): return self.interval.inf @property def stop(self): return self.interval.sup @property def length(self): return oo @property 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) @property 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) @property 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))