398 ● CHAPTER 11 ORTHOGONAL FUNCTIONS AND FOURIER SERIES

11.1 ORTHOGONAL FUNCTIONS

REVIEW MATERIAL
● The notions of generalized vectors and vector spaces can be found in any linear algebra text.

INTRODUCTION The concepts of geometric vectors in two and three dimensions, orthogonal
or perpendicular vectors, and the inner product of two vectors have been generalized. It is perfectly
routine in mathematics to think of a function as a vector. In this section we will examine an inner
product that is different from the one you studied in calculus. Using this new inner product, we
define orthogonal functions and sets of orthogonal functions. Another topic in a standard calculus
course is the expansion of a function f in a power series. In this section we will also see how to
expand a suitable function f in terms of an infinite set of orthogonal functions.

INNER PRODUCT Recall that if u and v are two vectors in 3-space, then the
inner product (u, v) (in calculus this is written as u
v) possesses the following
properties:
(i) (u, v)  (v, u),
(ii) (ku, v)  k(u, v), k a scalar,
(iii) (u, u)  0 if u  0 and (u, u)  0 if u  0,
(iv) (u  v, w)  (u, w)  (v, w).
We expect that any generalization of the inner product concept should have these
same properties.
Suppose that f 1 and f 2 are functions defined on an interval [a, b].* Since a definite
integral on [a, b] of the product f 1(x) f 2 (x) possesses the foregoing properties (i)–(iv)
whenever the integral exists, we are prompted to make the following definition.

DEFINITION 11.1.1 Inner Product of Functions

The inner product of two functions f 1 and f 2 on an interval [a, b] is the

number

( f1, f 2)   a
b
f 1 (x) f 2 (x) dx.

ORTHOGONAL FUNCTIONS Motivated by the fact that two geometric vectors

u and v are orthogonal whenever their inner product is zero, we define orthogonal
functions in a similar manner.

DEFINITION 11.1.2 Orthogonal Functions

Two functions f 1 and f 2 are orthogonal on an interval [a, b] if

( f1, f 2)  
a
b
f 1 (x) f 2 (x) dx  0. (1)

*
The interval could also be (
, ), [0, ), and so on.
 11.1 ORTHOGONAL FUNCTIONS ● 399

For example, the functions f 1(x)  x 2 and f 2 (x)  x 3 are orthogonal on the interval
[
1, 1], since

( f 1 , f 2)   1

1
x 2
x3 dx 
1 6
6
x 
1

1
 0.

Unlike in vector analysis, in which the word orthogonal is a synonym for perpendic-
ular, in this present context the term orthogonal and condition (1) have no geometric
significance.

ORTHOGONAL SETS We are primarily interested in infinite sets of orthogonal

functions.

DEFINITION 11.1.3 Orthogonal Set

A set of real-valued functions {f 0 (x), f 1 (x), f 2 (x), . . . } is said to be

orthogonal on an interval [a, b] if

(m , n )   b

a
m (x) n (x) dx  0, m Y n. (2)

ORTHONORMAL SETS The norm, or length u, of a vector u can be expressed

in terms of the inner product. The expression (u, u)  u 2 is called the square norm,
and so the norm is u  1(u, u). Similarly, the square norm of a function f n
is f n (x) 2  (f n , f n ), and so the norm, or its generalized length, is
f n (x)  1(n , n ). In other words, the square norm and norm of a function f n in
an orthogonal set {f n (x)} are, respectively,

f n (x) 2   a
b
n2 (x) dx and f n (x) 
B
 b

a
f2n(x) dx. (3)

If {f n (x)} is an orthogonal set of functions on the interval [a, b] with the property
that f n (x)  1 for n  0, 1, 2, . . . , then {f n (x)} is said to be an orthonormal set
on the interval.

EXAMPLE 1 Orthogonal Set of Functions

Show that the set {1, cos x, cos 2x, . . .} is orthogonal on the interval [
p, p].

SOLUTION If we make the identification f 0 (x)  1 and f n (x)  cos nx, we must
then show that 
 0 (x) n (x) dx  0, n  0, and 
 m (x) n (x) dx  0, m  n.
We have, in the first case,

( 0 , n )   


0 (x) n (x) dx   


cos nx dx



1
n
sin nx 



1
n
[sin n 
sin(
n )]  0, n  0,
400 ● CHAPTER 11 ORTHOGONAL FUNCTIONS AND FOURIER SERIES

and, in the second,

(m , n )  



m (x) n (x) dx

 



cos mx cos nx dx


1
2
 


[cos(m  n)x  cos(m
n)x] dx ; trig identity


1 sin (m  n)x sin (m
n)x
   0, m  n.
2 mn m
n


EXAMPLE 2 Norms

Find the norm of each function in the orthogonal set given in Example 1.

SOLUTION For f 0 (x)  1 we have, from (3),

f 0 (x) 2   


dx  2  ,

so f 0 (x)  12. For f n (x)  cos nx, n  0, it follows that

fn (x)2  


cos2 nx dx 
1
2
 


[1  cos 2nx] dx  .

Thus for n  0, f n (x)  1.

Any orthogonal set of nonzero functions {f n (x)}, n  0, 1, 2, . . . can be

normalized—that is, made into an orthonormal set — by dividing each function by
its norm. It follows from Examples 1 and 2 that the set

 121 , cos1x, cos12x, . . .

is orthonormal on the interval [
p, p].
We shall make one more analogy between vectors and functions. Suppose
v 1 , v 2 , and v 3 are three mutually orthogonal nonzero vectors in 3-space. Such an
orthogonal set can be used as a basis for 3-space; that is, any three-dimensional vec-
tor can be written as a linear combination

u  c1 v1  c2 v2  c3 v3 , (4)

where the c i , i  1, 2, 3, are scalars called the components of the vector. Each
component c i can be expressed in terms of u and the corresponding vector v i . To see
this, we take the inner product of (4) with v 1 :

(u, v 1 )  c1 (v 1 , v1 )  c2 (v 2 , v 1)  c3 (v 3, v 1 )  c1 v 1  2  c2
0  c3
0.

(u, v1)
Hence c1  .
'v1'2

In like manner we find that the components c 2 and c 3 are given by

(u, v2 ) (u, v3 )
c2  and c3  .
'v2'2 'v3'2
 11.1 ORTHOGONAL FUNCTIONS ● 401

Hence (4) can be expressed as

3
(u, v1 ) (u, v2 ) (u, v3 ) (u, vn )
u v1  v2  v3   vn . (5)
'v1' 2
'v2' 2
'v3' 2
n1 'vn'
2

ORTHOGONAL SERIES EXPANSION Suppose {f n (x)} is an infinite orthogo-

nal set of functions on an interval [a, b]. We ask: If y  f (x) is a function defined on
the interval [a, b], is it possible to determine a set of coefficients c n , n  0, 1, 2, . . . ,
for which
f (x)  c0  0 (x)  c1 1 (x)   cn n (x)  ? (6)
As in the foregoing discussion on finding components of a vector we can find the
coefficients c n by utilizing the inner product. Multiplying (6) by f m (x) and integrating
over the interval [a, b] gives


b

a
f (x)m (x) dx  c0 
b

a
 0 (x) m (x) dx  c1  b

a
 1 (x) m (x) dx   cn b

a
n (x) m (x) dx 

 c0 ( 0 , m )  c1 (1, m )   cn (n , m )  .

By orthogonality each term on the right-hand side of the last equation is zero except
when m  n. In this case we have

 a
b
f (x) n (x) dx  cn  b

a
2n (x) dx.

It follows that the required coefficients are

ba f (x) n (x) dx , n  0, 1, 2, . . . .
cn 
ba  2n (x)dx
In other words, f (x)   cn n (x),
n0
(7)

ba f (x) n (x) dx

where cn  . (8)
'n (x)'2
With inner product notation, (7) becomes
( f,  )
f (x)   n

n0 'n (x)'

2
n (x). (9)

Thus (9) is seen to be the function analogue of the vector result given in (5).

DEFINITION 11.1.4 Orthogonal Set/Weight Function

A set of real-valued functions {f 0 (x), f 1 (x), f 2 (x), . . .} is said to be

orthogonal with respect to a weight function w(x) on an interval [a, b] if

 b

a
w(x) m (x) n (x) dx  0, m  n.

The usual assumption is that w(x)  0 on the interval of orthogonality [a, b].
The set {1, cos x, cos 2x, . . .} in Example 1 is orthogonal with respect to the weight
function w(x)  1 on the interval [
p, p].
If {f n (x)} is orthogonal with respect to a weight function w(x) on the interval
[a, b], then multiplying (6) by w(x)f n (x) and integrating yields
ba f (x) w(x) n (x) dx
cn  , (10)
'n (x)'2
402 ● CHAPTER 11 ORTHOGONAL FUNCTIONS AND FOURIER SERIES

where f n (x) 2  
b

a
w(x) 2n (x) dx. (11)

The series (7) with coefficients given by either (8) or (10) is said to be an orthogonal
series expansion of f or a generalized Fourier series.

COMPLETE SETS The procedure outlined for determining the coefficients cn was
formal; that is, basic questions about whether or not an orthogonal series expansion
such as (7) is actually possible were ignored. Also, to expand f in a series of orthogo-
nal functions, it is certainly necessary that f not be orthogonal to each f n of the orthog-
onal set {f n (x)}. (If f were orthogonal to every f n , then cn  0, n  0, 1, 2, . . . .) To
avoid the latter problem, we shall assume, for the remainder of the discussion, that an
orthogonal set is complete. This means that the only function that is orthogonal to
each member of the set is the zero function.

EXERCISES 11.1 Answers to selected odd-numbered problems begin on page ANS-18.

In Problems 1 – 6 show that the given functions are orthog- 15. Let {f n (x)} be an orthogonal set of functions on [a, b]
such that f 0 (x)  1. Show that an (x) dx  0 for
b
onal on the indicated interval.
n  1, 2, . . . .
1. f 1(x)  x, f 2 (x)  x 2 ; [
2, 2]
16. Let {f n (x)} be an orthogonal set of functions on [a, b]
2. f 1(x)  x 3, f 2 (x)  x 2  1; [
1, 1] such that f 0 (x)  1 and f 1 (x)  x. Show that
3. f 1(x)  e x , f 2 (x)  xe
x
e
x ; [0, 2] ba ( x  ) n (x) dx  0 for n  2, 3, . . . and any
constants a and b.
4. f 1(x)  cos x, f 2 (x)  sin x;
2
[0, p]
17. Let {f n (x)} be an orthogonal set of functions on [a, b].
5. f 1(x)  x, f 2 (x)  cos 2x; [
p
2, p
2] Show that f m (x)  f n (x) 2  f m (x) 2  f n (x) 2,
6. f 1(x)  e x, f 2 (x)  sin x; [p
4, 5p
4] m  n.
18. From Problem 1 we know that f 1 (x)  x and f 2 (x)  x 2
In Problems 7 – 12 show that the given set of functions is are orthogonal on the interval [
2, 2]. Find constants c 1
orthogonal on the indicated interval. Find the norm of each and c 2 such that f 3 (x)  x  c 1 x 2  c 2 x 3 is orthogonal
function in the set. to both f 1 and f 2 on the same interval.
7. {sin x, sin 3x, sin 5x, . . .}; [0, p
2] 19. The set of functions {sin nx}, n  1, 2, 3, . . . , is
orthogonal on the interval [
p, p]. Show that the set
8. {cos x, cos 3x, cos 5x, . . .}; [0, p
2] is not complete.
9. {sin nx}, n  1, 2, 3, . . . ; [0, p] 20. Suppose f 1 , f 2 , and f 3 are functions continuous on the inter-
val [a, b]. Show that ( f1  f2 , f 3 )  ( f1, f 3 )  ( f2 , f 3 ).
10. sin np x, n  1, 2, 3, . . . ; [0, p]
Discussion Problems

11. 1, cos
n
p 
x , n  1, 2, 3, . . . ; [0, p] 21. A real-valued function f is said to be periodic with period
T if f (x  T )  f (x). For example, 4p is a period of sin x,
12. 1, cos np x, sin mpx, n  1, 2, 3, . . . , since sin(x  4p)  sin x. The smallest value of T for
which f (x  T )  f (x) holds is called the fundamental
period of f. For example, the fundamental period of
m  1, 2, 3, . . . ; [
p, p] f (x)  sin x is T  2p. What is the fundamental period
of each of the following functions?
In Problems 13 and 14 verify by direct integration that the
4
functions are orthogonal with respect to the indicated weight (a) f (x)  cos 2px (b) f (x)  sin x
function on the given interval. L
(c) f (x)  sin x  sin 2x (d) f (x)  sin 2x  cos 4x
13. H 0 (x)  1, H 1 (x)  2x, H 2 (x)  4x 2
2; (e) f (x)  sin 3x  cos 2x
w (x)  e
x , (
, )
 n n

2

(f) f (x)  A0   An cos x  Bn sin x ,

14. L 0 (x)  1, L 1 (x) 
x  1, L 2 (x)  12 x 2
2x  1; n1 p p
w(x)  e
x, [0, ) A n and B n depend only on n