Lecturer Note Fourier Series

Fourier Series
1. Definition
We call the trigonometric series the series of the form
a0
+ a1 cos x + b1 sin x + a2 cos2 x+ b2 sin2x + L
2
or more briefly
a0 ∞
+ ∑ ( an cos nx + bn sin nx ) (1)
2 n =1
The constants a0 , an and bn , ( n = 1,2, K) are coefficients of the series (Fourier coefficients).
If the series (1) converges, its sum is a periodic function f ( x ) with the period 2π , given
that sin nx andcos nx are period functions with the period 2π . Then we
obtain f ( x ) = f ( x + 2π ) .

2. Computation of the coefficients

What conditions needed to impose on f ( x ) so that there exists a trigonometric series
converging to f ( x ) ?

Suppose that the periodic function f ( x ) with the period of 2π can be represented by a
trigonometric series which converges to f ( x ) in the interval ( −π , π ) ; that is,
a0 ∞
f ( x) =+ ∑ ( an cos nx + bn sin nx ) (2)
2 n =1
Integrating both sides from −π to π yields
π π ∞  π π

a0
∫ f ( x ) dx = ∫− π 2 dx + ∑ ∫ n a cos nxdx + ∫ bn sin nxdx 
−π n =1  −π −π 
Since,
π a0
∫−π 2
dx = π a0
π π
∫−π
an cos nxdx = an ∫ cos nxdx = 0 and
−π
π π
∫−π
bn sin nxdx = bn ∫ sin nxdx = 0
−π
then,
π
∫ f ( x ) dx = π a0
−π
1 π
a0 = ∫ f ( x ) dx
π −π

Before computing ak and bk , you need to recognize that for integer n and k,

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Lecturer Note Fourier Series

If n ≠ k , we obtain
π

∫ cos nx cos kxdx = 0
−π 
π 
∫ cos nx sin kxdx = 0  ( I)
−π 
π 

∫− π sin nx sin kxdx = 0

and if n = k , we obtain
π

∫− π cos kxdx = π 
2


π 
∫ sin kx cos kxdx = 0  ( II )
−π 
π 

∫ = π
2
sin kxdx
−π 
For k ≠ 0 , multiplying both sides of (2) by cos kx yields
∞
a
f ( x ) cos x = 0 cos kx + ∑ ( an cos nx cos kx + bn sin nx cos kx )
2 n =1
Integrating from −π to π yields
π π ∞  π π

a0
∫− π f ( x ) cos xdx =∫−π cos kxdx + ∑  an ∫ cos nx cos kxdx + bn ∫ sin nx cos kxdx 
2 n =1  −π −π 
Resulting from ( I ) and (II) we obtain
π π

∫ f ( x ) cos kxdx = ak ∫ cos

2
kxdx = ak π
−π −π
π
1
f ( x ) cos kxdx
π −∫π
ak =

Once again, multiplying both sides of (2) by sin kx yields

∞
a
f ( x ) sin kx = 0 sin kx + ∑ ( an cos nx sin kx + bn sin nx sin kx )
2 n =1
π π ∞  π π

a0
∫− π f ( x ) sin kxdx =
∫ sin kxdx + ∑  an ∫ cos nx sin kxdx + bn ∫ sin nx sin kxdx 
2 −π n =1  −π −π 
From (I) and (II) we obtain
π π

∫ f ( x ) sin kxdx = b ∫ sin kxdx = bk π

2
k
−π −π
π
1
f ( x ) sin kxdx
π −∫π
bk =

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Lecturer Note Fourier Series

3. Expanding functions into Fourier Series

Example1: Given the periodic function f ( x ) with the perio d 2π defined as

f ( x ) = x, −π < x ≤ π . Find its Fourier series.

Solution:
π π
1 1 x2
a0 = ∫ xdx = =0
π −π π 2 −π
π
1
ak =
π ∫ x cos kxdx
−π

 sin kx π
1 1
π

= x − ∫ sin kxdx = 0
π
 k −π k −π 
1  cos kx 
π π π
1 1 k +1 2
bk = ∫ x sin kxdx =  − x + ∫ cos kxdx = ( − 1)
π −π π  k − π k −π  k
Then we obtain
 sin x sin2 x sin3x k +1 sin kx 
f ( x) = 2  − + − L ( −1) +L
 1 2 3 k 

Example2: Given the periodic function with the period 2π defined as follow
− x ,for − π ≤ x ≤ 0
f ( x) = 
 x,for 0 < x ≤ π
Find its Fourier series.

Solution:
Determining coefficients of Fourier:
1 
π 0 π
1
a0 = ∫ f ( x ) dx = ∫ ( − x ) dx + ∫ xdx  = π
π −π π  −π 0 
π
1 
0

ak =  ∫ ( − x ) cos kxdx + ∫ x cos xdx 

π  −π 0 
1  x sin kx 
0 0 π π
1 x sin kx 1
= − + ∫ sin kxdx + − ∫ sin kxdx 
π  k −π k −π k 0 k0 
1  cos kx cos kx 
0 π

= − + 
π k  k −π k 0 
0 ,for k even
2 
= ( cos k π − 1 )  4
=
πk2 − π k 2 ,for k odd


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Lecturer Note Fourier Series

1 
0 π
bk =  ∫ ( − x ) sin kxdx + ∫ x sin kxdx  = 0
π − π 0 
Hence, we obtain the series
π 4  cos x cos3x cos5x cos ( 2 p +1) x 
f ( x) = −  2 + + +L+ + L
2 π  1 ( 2 p + 1)
2 2 2
3 5 

4. Remark on expanding functions into Fourier series

For any real λ and the periodic function ψ ( x ) with the period 2π , we have
π λ +2 π

∫ ψ ( x ) dx =
−π
∫ ψ ( x ) dx
λ
(The proof of this property is omitted)

Example: Expand into Fourier series the periodic ( 2π ) function f ( x ) = x over the
interval 0 ≤ x ≤ 2π .
solution:
2π 2π
1 1
a0 = ∫ f ( x )dx = ∫ xdx = 2π
π 0 π 0
2π
1
ak =
π ∫ f ( x ) cos nxdx
0
2π
1
=
π ∫ x cos nxdx
0
2π
1  x sin nx cos nx 
= +
π  n n 2  0
=0
2π
1
bk = ∫ f ( x ) sin nxdx
π 0
2π
1
=
π ∫ x sin nxdx
0
2π
1  x cos nx sin nx 
= − +
π n n 2  0
2
=−
n
Therefore,
∞
 2
f ( x ) = π + ∑  −  sin nx
n =1  n

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Lecturer Note Fourier Series

5. Fourier series of the even and odd functions

If ψ ( x ) is an even function, we obtain
π π

∫ ψ ( x ) dx = 2 ∫ψ ( x ) dx
−π 0
π

and if the functionϕ ( x ) is odd, then ∫ ϕ ( x ) dx = 0 .

−π

In the expansion of an odd function into Fourier series, the product f ( x ) cos kx is odd
and f ( x ) sin kx is an even function. Therefore,
π π
1 1
a0 = ∫ f (x ) dx = 0 ak = ∫ f ( x ) cos kxdx = 0
π −π π −π
π π
1 2
bk = ∫ f ( x ) sin kxdx = ∫ f ( x ) sin kxdx
π −π π 0

If we expand an even function the product f ( x ) sin kx is an odd function and

f ( x ) cos kx is an even function. Therefore,
π π π
2 2 1
f ( x ) dx f ( x ) cos kxdx f ( x ) sin kxdx = 0
π ∫0 ∫ π −∫π
a0 = ak = bk =
π 0

Example 1: Expand the periodic function with the period 2π defined by

f ( x) = x2 , − π ≤ x ≤ π
Solution:
We notice that the function is an even one. Then,
π
1
bk = ∫ f ( x ) sin kxdx = 0
π −π
π π π
2 2 2 x3 2π 2
a0 = ∫ f ( x ) dx = ∫ x2 dx = =
π 0 π 0 π 3 0
3
π π
2 2
ak = ∫ f ( x ) cos kxdx = ∫ x 2 cos kxdx
π 0 π 0
4cos π k ( −1) 4
π k
2  x2 sin kx 2 x cos kx 2 
=  + − 3 sin kx  = =
π k k 2
k 0 k2 k2
Therefore, we obtain
π 2 ∞ ( −1) 4
k

x =
2
+∑ cos kx
3 k =1 k 2

Example2: A periodic function with the period 2π is defined as

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Lecturer Note Fourier Series

−1if − π ≤ x < 0
f ( x) = 
1 if 0 ≤ x ≤ π
4  sin x sin3x sin5x 
Answer: f ( x ) =  + + + L
π 1 3 5 

6. Fourier series of the function with period 2l

Let f ( x ) be a period function with the period 2l , different from 2π in general. Let
expand this kind of function into Fourier series.
l
Taking x = t , we obtain
π
∞
l  a
f  t  = 0 + ∑ ( ak cos kt + bk sin kt )
 π  2 k =1
where

π π π
1 l  1 l  1 l 
a0 = ∫ f  t dt
π −π  π 
ak = ∫ f  t  cos ktdt
π −π  π 
bk =
π ∫
−π
f  t  sin ktdt
π 
Going back to the previous variable x:
l πx π
x = t, t = ⇒ dt = dx
π l l
then
π π
l l l
1 1 1
a0 = ∫ f ( x ) dx ak = ∫ f ( x ) cos k xdx bk = ∫ f ( x ) sin k xdx
l −l l −l l l −l l
Therefore,
a ∞
 kπ kπ 
f ( x ) = 0 + ∑  ak cos x + bk sin x
2 k =1  l l 

Example: Find the Fourier coefficients corresponding to the function

0, − 5 < x < 0
f ( x) = 
3,0 < x < 5
with period 10. Write the corresponding Fourier series.

Solution:
Since the period = 2l =10, then l=5. Therefore,
1 
l 5
1
a0 = ∫ f (x ) dx =  ∫ 3dx  = 3
l −l 5 0 

π 1 π 
l 5
1
ak = ∫ f ( x ) cos k xdx =  ∫ 3cos k xdx 
l −l l 5 0 5 

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Lecturer Note Fourier Series

kπ x kπ x
5 5
3 3 5
= ∫ cos dx = sin =0
50 5 5 kπ 5 0

1 kπ  35 nπ x
5
bk =  ∫ 3sin ldx  = ∫ sin dx
5 0 5  5 0 5
3 (1 − cos kπ )
5
3 5 kπ x 
= − cos  =
5  kπ 5 0 kπ
0,ifk iseven

= 6
π k ,ifkis odd
Thus,
3 6 πx 1 3π x 1 5π x 
f ( x) = +  sin + sin + sin + L
2 π 5 3 5 5 5 

Exercises
1.Expand f ( x ) = x 2 ,0 < x < 2π in a Fourier series if the period is 2π .
2.Expand f ( x ) = x (10 − x ) ,0 < x < 10 in a Fourier series if the period is 10.
3.Expand in Fourier series in the interval ( −π , π ) the function
 2 x, 0 ≤ x ≤ π
f ( x) = 
 x, − π < x ≤ 0
4.Expand the function f ( x ) = x in the interval [ 0,π ] in sine series.
5.Expand the function f ( x ) = x in the interval [ 0,π ] in cosine series.