UNIT 3: FOURIER SERIES

FORMULA SHEET
Periodic function: A function is said to be periodic with period T if the following is true,
f x  T   f x for all x .

 If f and g are both periodic functions with period T then so is f  g and fg .

 sin x and cos x are periodic with period 2 .
Dirichlet’s conditions:

A function f x  defined in the interval c1  x  c2 is such that

i. f x  and its integrals are finite and single valued,

ii. f x  has finite number of finite discontinuities,
iii. f x  has finite number of maxima and minima.

Fourier Series:

Any periodic function f x  of period 2 which satisfies Dirichlet’s conditions can be expressed

in the form of a0   an cos nx  bn sin nx valid for all x in any interval c to c  2 of length
n1
2 is called Fourier series.
Euler’s formulae

Let f  x  be a function of period 2c which is represented in the interval  ,   2c  by

a0   n x n x 
f  x     an cos  bn sin
2 n1  c c  ,

where Fourier coefficients

1   2c
a0   f  x  dx.
c 
1   2c n x
an   f  x  cos dx.
c  c
1  2c n x
bn   f  x  sin dx.
c  c

Note:
sin n  0.
sin 2n  0.
cosn    1
n

cos 2n  1
cos  n  1     1
n

sin  n  1   0.

General formula for Fourier series:

If the function f x  is a periodic function with period 2l defined in the interval c to c 2l and
satisfies Dirichlet’s condition then its Fourier series is given by

a0   n x    n x  , where
f ( x)    an cos    bn sin  
2 n1  l  n1  l 

1 c  2l 1 c  2l  n x 
a0   f ( x)dx , an   f ( x)cos   dx ,
l x c l x c  l 

1 c  2l  n x 
l xc
bn= bn  f ( x) Sin  l  dx
 

a02  2  2 1 c2l
  an   bn    f  x   dx
2
And its Parseval’s identity is
2 n1 l x  c
n 1

Case-1: If the function f x  is a periodic function with period 2l defined in 0, 2l then its Fourier
series is

a0   n x    n x 
f ( x)    an cos    bn sin  
2 n1  l  n1  l 

1 2l
l x0
a0  f ( x)dx ,

1 2l  n x 
an  
l x 0
f ( x)cos 
 l 
 dx ,

1 2l  n x 
bn  
l x 0
f ( x)sin 
 l 
 dx

And its Parseval’s identity is

a02  2  2 1 2l
  an   bn    f  x   dx
2

2 n1 l x  0
n 1

Case-2: If the function f x  is a periodic function with period 2l defined in l , l then its Fourier
series is

a0   n x    n x 
f ( x)    an cos    bn sin  
2 n1  l  n1  l 

1 l
l xl
a0  f ( x)dx ,

1 l  n x 
an  
l xl
f ( x)cos 
 l 
 dx ,

1 l  n x 
bn = bn  
l xl
f ( x)sin 
 l 
 dx

And its Parseval’s identity is

a02  2  2 1 l
  an   bn    f  x   dx
2

2 n1 n 1 l xl

Case-3: If the function f x  is a periodic function with period 2l defined in l , l and f x  is

even function then its Fourier series is

a0   n x  2 l 2 l  n x 
f ( x)    an cos   , a0   f ( x)dx , an   f ( x)cos   dx ,
2 n 1  l  l x 0 l x 0  l 

a02  2 2 l
  an    f  x   dx
2
And its Parseval’s identity is
2 n1 l x  0

Note: We use same formula for half range cosine series in (0, l)

Case-4: If the function f x  is a periodic function with period 2l defined in l , l and f x  is

odd function then its Fourier series is

 n x  ,  n x 
f ( x)   bn sin 
2 l
 bn   f ( x)sin   dx
n1  l  l x 0  l 


b
2 l
  f  x   dx
2
And its Parseval’s identity is 2
n 
n 1 l x 0

Note: We use same formula for half range sine series in (0, l)
Case-5: If the function f x  is a periodic function with period 2 defined in 0, 2 then its
Fourier series is

a0  
f  x    an cos nx   bn sin nx
2 n1 n1

2
f x dx
1
a0 
 
0

2
f xcos nxdx
1
an 
 
0

2
f xsin nxdx
1

a0 
0

a02  2  2 1 2
  an   bn    f  x   dx
2
And its Parseval’s identity is
2 n1 n 1  x 0

Case-6: If the function f x  is a periodic function with period 2 defined in , then its
Fourier series is

a0  
f ( x)    an cos  nx   bn sin  nx 
2 n1 n1

1 


a0  f ( x)dx ,
x 

1 
f ( x)cos  nx  dx ,

an 
x 

1 
f ( x)sin  nx  dx

bn= bn 
x 

a02  2  2 1 
  an   bn    f  x   dx
2
And its Parseval’s identity is
2 n1 n 1  x 

Case-7: If the function f x  is a periodic function with period 2 defined in , and f x 

is even function then its Fourier series is

a0 
f ( x)    an cos  nx 
2 n1

2 


a0  f ( x)dx ,
x 0
 2 
f ( x)cos  nx  dx ,

an 
x 0

a02  2 2 
  an    f  x   dx
2
And its Parseval’s identity is
2 n1  x  0

Note: We use same formula for half range cosine series in (0, π)

Case-8: If the function f x  is a periodic function with period 2 defined in , and f x 

is odd function then its Fourier series is

f ( x)  bn sin  nx 
n1

2 
f ( x)sin  nx  dx

bn 
x 0


 f  x 
2 
And its Parseval’s identity is b 
2
2
n  dx
x 0
n 1

Note: We use same formula for half range sine series in (0, π)

Orthogonality

A set of functions f1  x  , f 2  x  , f3  x  , ... , f n  x  , ... is said to be orthogonal on  a, b  if

 0, if m  n
 f m  x  f n  x  dx 
b
i.e.
a
 0, if m  n

 f m  x  f n  x  dx  0, if m  n and   f  x  f dx  0
b b 2

a a  m

Orthonormality

A set of functions f1  x  , f 2  x  , f3  x  , ... , f n  x  , ... is said to be orthonormal on  a, b  if

 0, if m  n
 f m  x  f n  x  dx 
b
i.e.
a
 1, if m  n

 f m  x  f n  x  dx  0, if m  n and   f  x  dx  1
b b 2

a a  m

Complex form of Fourier series

Complex form of Fourier series for function f ( x) in   ,   is given by

 
f ( x)   Cn einx
n 


1
where Cn 
2  f ( x) einx dx


Complex form of Fourier series for function f ( x) in  l , l  is given by

  n x 
i 
f ( x)   Cn e  l 
n 

 n x 
1 i 
l

where Cn   f ( x) e  l 
dx
2l l

Fourier Integral Theorem

If f ( x) satisfies Dirichlet’s conditions in each finite interval l  x  l and if f ( x) is integrable

in  to  then Fourier Integral Theorem states that

1
f ( x) 
 
0 
f (s)cos (s  x)d ds

Fourier Sine and Cosine Integrals

The above integral can be written as

1 1
f ( x)   f (s) cos s cos x d ds   f (s) sin s sin x d ds
 0   0 

1 
1 
i.e. f ( x) 
  cos x 
0 
f (s)cos sd ds 
  sin x 
0 
f (s)sin sd ds

Fourier Cosine Integral

When f ( x) is an even function, f (s) will be even but f (s)sin s will be odd function and
f (s)cos s will be even function. Hence, the second integral will be zero we will get

2 
f ( x) 
  cos x f (s)cos sd ds
0 0
This is called Fourier Cosine Integral.

Fourier Sine Integral

When f ( x) is an odd function, f (s) will be odd but f (s)sin s will be even function and
f (s)cos s will be odd function. Hence, the first integral will be zero we will get

2 
f ( x) 
  sin x f (s)sin sd ds
0 0

This is called Fourier Sine Integral.