Fourier series and transforms: a summary by Dr Colton

Fourier Series

 Any reasonably well-behaved periodic function (period = ) can be written as a sum of sines and
cosines, as:
2 2
cos sin

The and numbers are called the “Fourier coefficients” and represent the amount of each cosine and
sine term present in the original function.

 a0 represents the average value of the function, and is calculated by:

1

 The other an coefficients can be calculated by the formula:

2 2
cos

 The bn coefficients can be calculated by the formula:

2 2
sin

 All integrals can be done from /2 to /2, or for that matter over any full period, instead of from 0
to , if it makes things easier.

Symmetry Notes:
 If the function is even, only the cosine terms will be present. The coefficients will all be zero.
 If the function is odd, only the sine terms will be present. The coefficients will all be zero.

Notation Notes:
 Often the constant term in the series expansion is written as “ /2” instead of just “ ”. That makes
twice as big as in my definition. People do that so that the general formula will also work for .
 The equations are often written in terms of instead of in terms of , with 2 / . This is my
personal preference. That is done so that it’s apparent all terms in the series are multiples of the lowest
frequency, , called the “fundamental frequency”. The series can therefore be written like this:

cos sin

The formulas for the coefficients can be written like this:

2
cos
2
sin

 P&W write the fundamental frequency as Δ instead of . That’s not standard notation.

Fourier summary – pg 1
 Sometimes people write the expansion in terms of complex exponentials instead of sines and cosines,
using Euler’s identity cos sin to combine the and coefficients into a single (complex)
coefficient, typically called . P&W shows on page 14 that if you write the series as

then the coefficients are related to the and coefficients as follows:

for 0
for 0
for 0

The formula to obtain the coefficients is:

1

 In an exponential series like that, sometimes is expanded in terms of instead of .

In that case, the equations for would need to be modified accordingly.
 The same procedure can be done with functions of instead of functions of . In that case the spatial
period is used instead of the temporal period , and the symbol (rads/meter) is used in place of
(rads/second).

Example 1: Square wave (infinite, repeating)

1
As an example, consider this function, plotted as shown:

1, for 0
1
1, for 0
–1
(repeated with a period of 1)

In this case, the period is 1, so the fundamental frequency is 2 . All of the terms in the series will have
angular frequencies that are multiples of 2. The average value of the function is 0, so 0. Additionally,
the function is odd, so the expansion will contain only sine terms. A formula for the coefficients of the sine
terms for this specific case can be obtained by performing the integral:

2
sin

2
sin 2
1

2 1 sin 2 1 sin 2

cos 2 cos 2
2
2 2
4 1 cos

2

Fourier summary – pg 2
 2 1 cos

That expression is equal to 0 for even values of , and equal to for odd values of , so with the terms
explicitly written out the series looks like this:
4 4 4 4
sin 2 sin 6 sin 10 sin 14 ⋯
3 5 7

In terms of the complex exponential representation, the series is:

2 2 2 2 2 2
⋯ ⋯
5 3 3 5

It would be a good “exercise for the reader” to verify these coefficients using the integral formula above.
One can also verify that this equation and the sine equation are identical using the identity sin .

The set of Fourier coefficients can be thought of as a list like this:

2 2 2 2 2 2
…, , 0, , 0, , 0, , 0, , 0, ,…
5 3 3 5

It can also be thought of as a table of ordered pairs*, or even as a plot:

n = n0 cn
1.5
Imaginary part of Fourier coefficient, Im(cn)

… …
–10 –2i/(5)
1.0
–8 0
–6 –2i/(3)
–4 0 0.5

–2 –2i/
0 0 0.0

 2i/
 0 -0.5

 2i/(3)
8 0 -1.0
10 2i/(5)
… … -1.5
-40 -30 -20 -10 0 10 20 30 40
Frequency, n (rad/s)

*The values in the right hand column may initially seem to you to be the negative of what they should be. However these are correct,
because the way the complex series has been defined in terms of ∑ means that, for example, the term
has 10 , rather than 10 as would perhaps be more intuitive.

Fourier summary – pg 3
Fourier Transforms
If the period of a function increases, then the spacing between frequency components that form the x-axis of
the plot decreases. And in the limit of infinite period, where the function is not periodic at all, then an
amazing thing happens: the spacing between frequencies goes to zero and instead of a set of discrete
points we have a continuous function! That is called a Fourier transform.

In place of we now have simply as the x-axis. Similarly, in place of in the exponential, we have
just . And instead of a summation over in the series expansion equation, we have an integral over :
1
√2

Here the factor of has been arbitrarily added in to make this equation and the next one look symmetric. It
√
has no physical significance.

Instead of the previous integrals for and , it can be shown via the Fourier integral theorem (P&W pg
16) that the proper equation for is now:
1
√2

The function is called the “Fourier Transform” of . The function is called the “Inverse
Fourier Transform” of .

Symmetry Notes:
 In general, is a complex function. It’s perhaps unexpected to get complex numbers from the
transform of a real function. However, notice that with the way things are defined, that happens with the
coefficients of a Fourier series as well.
 If is purely real, then = the complex conjugate of .
 If is a purely real even function, then = a purely real even function. That’s the equivalent of an
even periodic function giving rise to only cosine terms in the Fourier series.
 If is a purely real odd function, then = a purely imaginary odd function. That’s the equivalent
of an odd periodic function giving rise to only sine terms in the Fourier series.

Notation Notes:
 Unfortunately “ ” is not the standard notation for the Fourier transform of . The Fourier
transform of is typically labeled . This is unfortunate in my opinion since the two functions
both called “ ”, namely and , are not the same function at all! Other ways of labeling the
Fourier transform of include , , , etc.
 Factors of √2 are not always included this way. Two alternate methods are:
o If 1/√2 is not included in the equation, the equation will need to have 1/ 2 in it.
o Sometimes a factor of 1/ 2 is included with the equation; in that case has no
leading constant at all.
 The equations to calculate the Fourier transform and the inverse Fourier transform differ only by the sign
of the exponent of the complex exponential. Many sources define the Fourier transform with , in
which case the equation has in it. Be careful.

Example 2: Square wave pulse (finite, nonrepeating)

Consider this function, plotted as shown:

Fourier summary – pg 4
 1
1, for 0
–0.5
1, for 0 0.5
–1
(non-repeating)

Just as the coefficients of the Fourier series in Example 1 represent how much of each frequency
component is present in , the function in this example represents how much of each frequency
component is present. The only difference is that for the periodic function in Example 1 there are only certain
discrete frequency components present, whereas here there are contributions from all frequencies—a
continuum of frequencies.

The Fourier transform function can be calculated using the formula:

1

√2
1
1 1
√2

1

√2

1 1 1

√2

1 2
1
√2 2

2
1 cos
2

That function can be plotted, and looks like this:

Many similarities between this plot and the plot of the Fourier series coefficients in Example 1 are apparent.

Fourier summary – pg 5