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GATE - NOTES - FOURIER SERIES

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R.Dhanaraj

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April 19, 2020

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1 Fourier Series

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Fourier series was developed by Jean-Baptiste Joseph Fourier (1768-1830),

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French mathematician and physicist in 1807. It has been used to solve vari-
eties of engineering problems.It is one of the powerful methods considered to
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solve ordinary and partial differential equations. Fourier series is basically
an infinite series similar to Taylor’s series expansion. While Taylor’s series is
applicable only for functions which are continuous and differentiable, Fourier
series is used not only for continuous functions but also for for functions that
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are discontinuous in nature and differentiable and periodic functions.
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1.1 Basic Definitions

1. Periodic Function. A function f (x) is said to be periodic, if for
some positive number T, f (x + T ) = f (x) The positive number T
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is known as period. Examples of periodic functions are

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Trignometric functions cos x sin x sec x cosecx are periodicic functions with period 2π

Trignometric functions tan x cot x are periodicic functions with period π

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• The smallest positive period of f (x) is known as primitive or

fundamental period.
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• If the period of the function f (x) is T, then n T is also period of

the function.

f (x + n T ) = f (x) n 6= 0
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• If two functions f (x) and g (x) have their period as T, then

a f (x) + b g (x) also has its period as T a and b are constants

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 • If T is the period of function f (x), then period of the function

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T
f (n x) with n 6= 0, is .

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n
• The period of sum of several periodic functions is the least com-

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mon multiple of the periods of the functions considered.
• For any positive value of T, a constant function is periodic.

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2. Fourier Series. The periodic function related to many engineering

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problems will be complex in nature. This complex periodic functions
can be represented as a combination of several simple harmonic func-

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tions. Consider a periodic function f (x) possessing period 2 π in the
interval θ and θ + 2 π. This periodic function can be expressed in a

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trigonometric series of the form

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∞
a0 X
f (x) = + (an cos nx + bn sin nx) (1)
2
n=1 Ci
where an and bn are the constants of the trigonometric series. The
constants of equation 1 can be determined using the following simpli-
e
fications. Integrate equation 1 in the specified interval
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∞
!
Z θ+2π Z θ+2π Z θ+2π
a0 X
f (x) dx = dx + an cos nx + bn sin nx dx
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θ θ 2 θ n=1

The above integral expression is simplified using the following:

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Z θ+2π Z θ+2π
cos nx dx = sin nx dx = 0
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θ θ
Z θ+2π Z θ+2π
a0 1
f (x) dx = 2π a0 = f (x) dx
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θ 2 π θ
Multiply both sides of equation 1 with cos m x and integrate in the
specified interval
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∞
!
Z θ+2π Z θ+2π Z θ+2π
a0 X
f (x) cos mxdx = cos mxdx + an cos nx cos mxdx dx
θ θ 2 θ n=1

∞
!
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Z θ+2π X
+ bn sin nx cos mx dx
θ n=1

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 For m 6= n, the values of the integrals in the second and third term

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on the right side of the expression become

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Z θ+2π Z θ+2π
cos nx cos mxdx = sin nx cos mxdx = 0

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θ θ

For m = n

n
Z θ+2π Z θ+2π

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cos nx cos mxdx = cos2 nx dx = π
θ θ

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Z θ+2π
sin nx cos nxdx = 0

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θ
Using the values of the above integrals, the expression for constant an

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is Z θ+2π
1
an = f (x) cos nx dx n = 1, 2, 3 · · ·
π θ Ci
Multiply both sides of equation 1 with sin m x and integrate in the
specified interval
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∞
!
Z θ+2π Z θ+2π Z θ+2π
a0
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X
f (x) sin mxdx = sin mxdx + an cos nx sin mxdx dx
θ θ 2 θ n=1
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∞
!
Z θ+2π X
+ bn sin nx sin mx dx
θ
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n=1

For m 6= n, the values of the integrals in the second and third term
on the right side of the expression become zero.For m = n
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Z θ+2π Z θ+2π
sin nx sin mxdx = sin2 nx dx = π
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θ θ
Z θ+2π
sin nx cos nxdx = 0
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θ
Using the values of the above integrals, the expression for constant bn
is Z θ+2π
1
bn = f (x) sin nx dx n = 1, 2, 3 · · ·
π θ
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The above expressions for the constants in the Fourier series are known
Euler’s formulae. If the interval is 2 π, the constants in The Fourier

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 series can be obtained in any interval of 2 π. The expressions for the

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arbitrary constants will be written as

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Z 2π
1
a0 = f (x) dx

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π 0
Z 2π
1
an = f (x) cos nx dx
π 0

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Z 2π
1

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bn = f (x) sin nx dx
π 0

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3. Dirichlet Conditions.The conditions for a function to expand it in
Fourier series are known as Dirichlet Conditions. Consider s function

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f (x) with period 2 π Let it be piecewise continuous and bounded in
the specified interval. The conditions required for expansion of f (x)

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in Fourier series are:
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• f (x) has finite number of extrema, minima and maxima, in the
interval 2 π. At the points of continuity the Fourier series of f (x)
converges to f (x).
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• At the point of discontinuity , Fourier series of f (x) converges
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to arithmatic mean left side and right side limits of f (x) at the
point of discontinuity.
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Subject to this conditions Fourier series of f (x) converges to f (x) at

the points where the function is continuous. At the point of discon-
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tinuity the series converges to the average of the left limit and right
limit of the function f (x).
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4. The evaluation of constants in the Fourier series will be simplified for

certain type of functions.
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• A function said to be even function if f (−x) = f (x) and if

f (−x) = − f (x) then the given function is an odd function.
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Z a Z a
For even function f (x) dx = 2 f (x) dx
−a 0
Z a
For odd function f (x) dx = 0
−a
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• Sum of two even functions is an even function.

• Sum of two odd functions is an odd function.

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 • Product two even functions or two odd function is an even func-

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tion. The product of an even function and an odd function is an

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odd function.
• Let f (x) be an even function. The constants in the Fourier series

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are expressed as:
Z π Z π
1 2

n
a0 = f (x) dx = f (x) dx
π −π π 0

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Z π Z π
1 2
an = f (x) cos nx dx = f (x) cos nx dx
π −π π 0

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Z π
1
bn = f (x) sin nx dx = 0

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π −π

• Let f (x) be an odd function. The constants in the Fourier series

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are expressed as:

a0 =
1
Z π

π −π
f (x) dx = 0
Ci
Z π
1
e
an = f (x) cos nx dx = 0
π −π
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Z π Z π
1 2
bn = f (x) sin nx dx = f (x) sin nx dx
π −π π 0
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5. Leibnitz’s Rule.
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Z
000
u v dx = u v1 − u0 v2 + u00 v3 − u v4 + · · ·
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d2 u
Z Z
du
where u0 = v1 = v dx u00 = v2 = v1 dx
dx dx2
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d3 u d4 u
Z Z
000 0000
u = v3 = v2 dx u = v4 = v3 dx · · ·
dx3 dx4
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6.
eax
Z
eax cos bx dx = (a cos bx + b sin bx)
a2 + b2
eax
Z
eax sin bx dx (a sin bx − b cos bx)
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=
a2 + b2

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 ea x
Z Z
ax b
eax sin bx dx

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e cos bx dx = cos b x + Using By-parts formula
a a

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ea x b ea x
 Z 
b ax
= cos b x + sin b x − e cos bx dx
a a a a

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a2 + b2 ea x
Z
eax cos bx dx = (a cos b x + b sin b x)
a2 a2

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ea x
Z
eax cos bx dx = (a cos b x + b sin b x)
a2 + b2

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Similarly it can be shown that

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eax
Z
eax sin bx dx = 2 (a sin bx − b cos bx)
a + b2

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1.2 Fourier Series of Function with Arbitrary Period

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The procedure for generating Fourier series of function with period 2 π in
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the interval θ < x < (θ + 2 π). The given function may be a periodic
function with arbitrary period 2T in the interval t < x < (t + 2 T ). To
define the Fourier series for the function with arbitrary period, the following
substitution and related simplification is used to convert the function with
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arbitrary period to that with period of 2 π.
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x z T z πx
= x = z =
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2T 2π π T
πt
x = t z = = θ
T
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πt
x = t + 2T z = + 2π= θ + 2π
T
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As the variable x varies t < x < (t + 2 T ) the new variable varies

θ < x < (θ + 2 π). The given function becomes
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T z
f (x) = f = F (z)
π
The expressions for constants in the Fourier series sre :
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Z θ+2π
1
a0 = F (z) dz
π θ
Z θ+2π
1
an = F (z) cos nz dz
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π θ
Z θ+2π
1
bn = F (z) sin nz dz
π θ

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 The expressions for the constants in the Fourier series can be expressed in

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terms of x. First consider the expression for a0 .

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Z θ+2π
1
a0 = F (z) dz

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π θ
 
T z T z
Using x = f (x) = f = F (z)

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π π

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πx π
z = dz = dx
T T

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Also using the substitution it is known that as x varies from t to t + 2T ,
z varies from θ to θ + 2 π. Using the above simplifications, the expression

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for the constant a0 is simplified as

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Z θ+2π
1
a0 = F (z) dz
π θ

a0 =
1
π t
Z t+2T Ci π
f (x) dx
T
Z t+2T
1
e
a0 = f (x) dx
T t
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The same way the simplification for an is carried out as shown here.
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Z θ+2π
1
an = F (z) cos nz dz
π θ
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Z t+2T
1 n π x π
an = f (x) cos dx
π t T T
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Z t+2T
1 n π x
an = f (x) cos dx
T t T
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Similarly the expression for bn is defined as

Z t+2T
1 n π x
an = f (x) sin dx
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T t T

1.3 Fourier Series - Half Range Expansion

The procedure for Fourier series expansion in the interval θ to θ + 2 π or
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t to t + 2 T was considered. In actual applications Fourier series can be

defined for a non-periodic function in the interval 0 to π or 0 to T (half of the
interval). Such expansions are known as half range expansion or half range

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 Fourier series. It is possible to have the half range expansion containing

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only cosine terms and this is referred as half range Fourier cosine series or

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even periodic expansion. Similarly if the expansion containes sine terms it
is known as half range Fourier sine series or odd periodic expansion.

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1.4 Examples

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E-1

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Find the Fourier series expansion of ex in the range 0 to 2 π.

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Z 2π
1
a0 = f (x) dx

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π 0
Z 2π
1
= ex dx
Ci
π 0
1 x 2π e2 π − 1
= [e ]0 =
π π
e
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Z 2π
1
an = f (x) cos nx dx
π 0
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Z 2π
1
= ex cos nx dx
π 0
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Z 2π
Let In = ex cos nx dx Using By-parts formula
0
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Z 2π
x 2π
= [e cos n x]0 + n ex sin nx dx
 0 Z 2π
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2π

x 2π x
= e − 1 + n (e sin n x)0 − n e cos nx dx
0
e2 π − 1 − n2 In


In =
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e2 π − 1
In =
n2 + 1
1 e2 π − 1
 
an =
π n2 + 1
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 Z 2π
1

y
bn = f (x) sin nx dx
π 0

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Z 2π
1
= ex sin nx dx
π 0

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Z 2π
Let In = ex sin nx dx Using By-parts formula
0

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Z 2π
= [ex sin n x]20 π − n ex cos nx dx

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0
 Z 2π 

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x 2π x
= − n (e cos n x)0 + n e sin nx dx
0
− n e2 π − 1 − n2 In


In =

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(
)
n e2 π − 1
In = −

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(n2 + 1)
(
)
n e2 π − 1 Ci
bn = −
π (n2 + 1)
e
The Fourier series for the given function is
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∞
a0 X
ex = + (an cos nx + bn sin nx)
2
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n=1
∞
"  (
) #
e2 π − 1 1 e2 π − 1 n e2 π − 1
X 
= + cos n x − sin n x
2π π n2 + 1 π (n2 + 1)
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n=1
∞ ∞
" #
e 2 π − 1 1 X cos n x X n sin n x
ex = + + −
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π 2 n2 + 1 n2 + 1
n=1 n=1

E-2
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Find the Fourier series expansion of ex in the range − π to π.

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 y
Z π

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1
a0 = f (x) dx
π −π

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Z π
1
= ex dx
π −π
1 xπ eπ − e− π

n
= [e ]− π =
π π

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2 sinh π
a0 =
π

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Z π
1

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an = f (x) cos nx dx
π −π
Z π

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1
= ex cos nx dx
π −π

=
1


π 1 + n2
ex
Ci
(cos n x + n sin n x)
π

−π
Using S.No.6 of Section 9.1

1
eπ cos n π − e− π cos n π


e
= 2
π (n + 1)
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cos n π
eπ − e− π


= 2
π (n + 1)
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(− 1)n 2 sinh π
an =
π (n2 + 1)
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Z π
1
bn = f (x) sin nx dx
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π −π
Z π
1
= ex sin nx dx
π −π
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π
ex

1
= (sin n x − n cos n x) Using S.No.6 of Section 9.1
π 1 + n2 −π
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1
− n eπ cos n π + n e− π cos n π


= 2
π (n + 1)
n cos n π π −π


= − e − e
π (n2 + 1)
(− 1)n + 1 2 n sinh π
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bn =
π (n2 + 1)

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 The Fourier series for the given function is

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∞
x a0 X
e = + (an cos nx + bn sin nx)
2

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n=1
∞ ∞
sinh π 2 sinh π X (−1)n cos nx 2 sinh π X n (−1)n+1 sin nx
= + +
π π n2 + 1 π n2 + 1

n
n=1 n=1
∞
" ( )#
sinh π (−1)n cos nx n (−1)n + 1 sin nx

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X
ex = 1 + 2 +
π n2 + 1 n2 + 1
n=1

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E-3

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rc
If f (x) = −c for − π < x 0
= c for Ci0 < x π

obtain the Fourier series of f (x). Hence deduce that

e
1 1 1 π
1 − + − + ······ =
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3 5 7 4
Since the given function is an odd function, a0 = 0 and an = 0. The
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Fourier series constant bn is determined as shown in the following.

Z π
1
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bn = f (x) sin nx dx
π −π
Z π
2
= f (x) sin nx dx
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π 0
Z π
2
= c sin nx dx
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π 0
2c
= − [cos n x]π0
nπ
2c 2c
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= − [cos n π − 1] = − [(− 1)n − 1]

nπ nπ
4c
bn = If n is odd
nπ
bn = 0 If n is even
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 The Fourier series for the given function is

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∞
a0 X
f (x) = + (an cos nx + bn sin nx)
2

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n=1
 
4 c sin x sin 3 x sin 5 x π
= + + + ··· Using at x = 2 f (x) = c
π 1 3 5

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4c 1 1 1 1
c = − + − + ···

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π 1 3 5 7
π 1 1 1
1 − − + ···

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= +
4 3 5 7
π
Only for x = the series defined in the statement of problem is obtained.

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2

E-4

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Find the Fourier series of f (x) = x
Ci in − π < x < π
The given function is an odd function. Hencea0 = 0 and an = 0 for
e
n > 0. The constant bn is determined as given below.
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Z π
2
bn = f (x) sin nx dx
π 0
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Z π
2
= x sin nx dx Using By-parts formula
π 0
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sin nx π
 
2 x cos nx
= − +
π n n2 0
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2
= − (π cos n π)
nπ
2 (− 1)n 2 (− 1)n + 1
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= − =
n n
Hence the Fourier series for the given function is
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∞
X (− 1)n + 1 sin n x
x = 2
n
n=1
 
sin x sin 2 x sin 3 x
x = 2 − + − ······
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1 2 3

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 1.5 Problems

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P-1-G2011-Q2

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Which of the following function is periodic?

(a) f (x) = x2 (b) f (x) = log x

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(c) f (x) = ex

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(d) f (x) = constant

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Refer Section 1.1, last point of S.No.1.

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Answer: (d)

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P-2-G2014-Q27

For the periodic function given by Ci

f (x) = −2 − π < x < 0
e
= 2 0 < x < π with f (x + 2 π) = f (x)
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using Fourier series, the sum

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1 1 1
s = 1 − + − + ······ converges to
3 5 7
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π π π
(a) 1 (b) 3 (c) 4 (d) 5

Refer Example problem E-3.

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Answer: (c)
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