Fourier Series Brief Review

Definition (Periodic function)

A function f (x) is called a periodic function if f (x) is defined for all real x,
except possibly at some points, and if there is some positive number p, called a
period of f (x) , such that

f (x + p) = f (x) for all x. (0.1)

Periodic functions: sin x, cos x and tanx. Find periods of each functions.
Non-periodic functions: x, x 2 , x 3 , e x , cosh x and ln x. Why?
If f (x) has period p, it also has the period 2p because
f (x + 2p) = f ([x + p] + p) = f (x + p) = f (x). Similarly, we say f (x) has
the period np, where n is any integer.
Suppose f (x) and g (x) have period p, then af (x) + bg (x) has the period
p, where a and b are any two constants.
Fourier Series Brief Review

Fourier series are infinite series that represent periodic functions in terms
of cosines and sines.
Fourier series are of greatest importance to the engineer and applied
mathematician.
The graph of a periodic function has the characteristic that it can be
obtained by periodic repetition of its graph in any interval of length p.
Fourier Series Brief Review

Fourier Series

Suppose that f (x) is a given function of period 2L and we write f (x) as

following convergent series
∞
X nπx nπx
f (x) = a0 + (an cos + bn sin ), (0.2)
n=1
L L

is the the Fourier series of f (x). We shall prove that in this case the
coefficients of (0.2) are the so-called Fourier coefficients of f (x), given by the
Euler formulas
Z L
1
a0 = f (x)dx, (0.3)
2L −L
Z L
1  nπx 
an = f (x) cos dx, n = 1, 2, 3, . . . (0.4)
L −L L
Z L
1  nπx 
bn = f (x) sin dx, n = 1, 2, 3, . . . . (0.5)
L −L L
Fourier Series Brief Review

Example to estimate the coefficients

Example
Find the Fourier series of the function

 0 if −2 < x < −1
f (x) = k if −1 < x < 1 p = 2L = 4, L = 2
0 if 1<x <2


Figure: Example 1
Fourier Series Brief Review

Solution: From (0.3), we calculate a0 , an and bn .

Z L
1
a0 = f (x)dx
2L −L
Z 2
1
= f (x)
4 −2

Z 1
1
= kdx
4 −1

1
= 2k
4

k
= dx.
2

(0.6)
Fourier Series Brief Review

Z L
1  nπx 
an = f (x) cos dx
L −L L
Z 2
1  nπx 
= f (x) cos dx
2 −2 2
Z 1
1  nπx 
= k cos dx
2 −1 2

2k  nπ 
= sin .
nπ 2
If n is even then
an = 0
and n is odd
−2k
an =
nπ
where n = 1, 5, 9, . . .. Therefore
−2k
an =
nπ
if n = 3, 7, 11, . . ..
Fourier Series Brief Review

Now, we calculate bn
Z L
1  nπx 
bn = f (x) sin dx
L −L L
Z 1
1  nπx 
= k sin dx
2 −1 2

= 0 (integrand is odd function)

Hence, the Fourier series is a Fourier cosine series (that is, it has no sine terms)
   
k 2k π  1 3π
f (x) = + cos x − cos + ··· .
2 π 2 3 2
Fourier Series Brief Review

Example
Find a Fourier series to represent f (x) = x − x 2 from −π to π where
f (x + 2π) = f (x)
Fourier Series Brief Review
Fourier Series Brief Review
Fourier Series Brief Review
Fourier Series Brief Review

Example
Find the Fourier series of the function

−k if −π < x < 0
f (x) =
k if 0 < x < π f (x + 2π) = f (x)

Further derive the following series

1 1 1
1− + − + ···
3 5 7

Remark

Functions of this kind occur as external forces acting on mechanical

systems, electromotive forces in electric circuits, etc
The value of f (x) at a single point does not affect the integral; hence we
can leave f (x) undefined at x = 0, ±π.
Fourier Series Brief Review
Fourier Series Brief Review
Fourier Series Brief Review
Fourier Series Brief Review
Fourier Series Brief Review

Example
Find the Fourier series of the function

−π if −π < x < 0
f (x) =
x if 0 < x < π f (x + 2π) = f (x)

Further derive the following series

1 1 1
1+ + 2 + 2 + ···
22 3 4

Remark
At a point of finite discontinuity x = c, there is a finite jump in the graph of
function. Both the limit on the left f (c−) and the limit on the right f (c+)
exist and are different. At such a point, Fourier series gives the value of f (x) as
the arithmetic mean of these two limits, that is, at x = c
f (c−) + f (c+)
f (x) = .
2
Fourier Series Brief Review
Fourier Series Brief Review
Fourier Series Brief Review
Fourier Series Brief Review
Fourier Series Brief Review

Even function

Remark
If f (x) is an even function, that is f (−x) = f (x), its Fourier series reduced as
∞
X  nπ 
f (x) = a0 + an cos x ,
n=1
L

where
Z L Z L
1 2  nπ 
a0 = f (x)dx, an = f (x) cos x dx, n = 1, 2, 3, . . .
L 0 L 0 L
Fourier Series Brief Review

Find a Fourier series to represent x 2 in the interval (−l, l).

Fourier Series Brief Review
Fourier Series Brief Review

Odd function

Remark
If f (x) is an odd function, that is f (−x) = −f (x) (See Figure ??), its Fourier
series reduced as
X ∞  nπ 
f (x) = bn sin x ,
n=1
L
where Z L
2  nπ 
bn = f (x) sin x dx, n = 1, 2, 3, . . .
L 0 L
Fourier Series Brief Review

x
Find a Fourier series to represent in (−pi, π).
2
Fourier Series Brief Review
Fourier Series Brief Review

Half-range Sine Series

Remark
If it is required to expand f (x) as a sine series in 0 < x < L then extend the
function reflecting it in the origin, so that f (−x) = −f (x). Then the extended
function is odd in (−L, L) and we get the Fourier sine series as
∞
X  nπ 
f (x) = bn sin x ,
n=1
L

where Z L
2  nπ 
bn = f (x) sin x dx, n = 1, 2, 3, . . .
L 0 L
Fourier Series Brief Review

Express f (x) = x as a half-range sine series in 0 < x < 2.

Fourier Series Brief Review
Fourier Series Brief Review

Half-range Cosine Series

Remark
If it is required to expand f (x) as a cosine series in 0 < x < L then extend the
function reflecting it in the origin, so that f (−x) = f (x). Then the extended
function is even in (−L, L) and we get the Fourier cosine series as
∞
X  nπ 
f (x) = a0 + an cos x ,
n=1
L
where
Z L Z L
1 2  nπ 
a0 = f (x)dx, an = f (x) cos x dx, n = 1, 2, 3, . . .
L 0 L 0 L
Fourier Series Brief Review

Obtain the Fourier expansion of x sin x as a cosine series in (0, π).

Fourier Series Brief Review