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Week 7 Lecture 1
Fourier Series 1

3
Schedule
Week Lecture 1 Lecture 2 Tutorial
1 30 Sep – 4 Oct Complex Numbers 1 Complex Numbers 2 Sheet 1
2 7 Oct – 11 Oct Differentiation 1 Differentiation 2 Sheet 2 & 3
3 14 Oct – 18 Oct Integration 1 Integration 2 Sheet 4, 5 & 6
4 21 Oct – 25 Oct Integration 3 Series 1 Sheets 5, 6 & 7
5 28 Oct – 1 Nov Series 2 Series 3 Sheets 7 & 8
6 4 Nov – 8 Nov READING WEEK
7 11 Nov – 15 Nov Fourier Series 1 Fourier Series 2 Sheet 9
8 18 Nov – 22 Nov ODEs 1 ODEs 2 Sheets 10 & 11
9 25 Nov – 29 Nov ODEs 3 Vectors 1 Sheets 10, 11 & 11b
10 2 Dec – 6 Dec Vectors 2 Vectors 3 Sheet 12
11 9 Dec – 13 Dec Vectors 4 Revision Sheets 12 & 13
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Today’s Lecture
Today we will be covering the following:

1. Preliminary concepts
2. What is a periodic function?
3. Even and odd functions
4. Definition of Fourier series
5. Using Fourier series

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Introduction
Obligatory lame Maths joke

6
Preliminary concepts
▪ Fourier series is, in a way, similar to the principles of series that we’ve already looked at
▪ Essentially a way of representing a repeating function with a series of sums
▪ Useful in a range of engineering applications:
• Signal processing (filtering, data compression, harmonic analysis)
• AC circuit analysis
• Communication systems
• Vibration analysis
• Structural dynamics
• Modal analysis
• Control systems engineering
• Heat transfer and thermodynamics
• Solving partial differential equations
• Fluid dynamics
• Electromagnetics and optics
• Audio engineering
• ….. 7
Preliminary concepts
▪ Sines and cosines together can make other functions
▪ Here, two different sine waves add together to make a new wave
▪ You can try this yourself at Sound Beats and Function Grapher

Let’s try one together!

8
What is a periodic function?
▪ cos(𝑡) has a period of 2𝜋 and sin(2𝜋𝑡) has a period of 1
▪ This means the ‘time’ it takes for one complete cycle, which will then repeat
▪ So, cos(𝑡) and sin(2𝜋𝑡) repeat every interval of 2𝜋 and 1, respectively
▪ By contrast, functions like 𝑒 𝑡 , 𝑡 sin(𝑡) and 𝑡 2 are not periodic
▪ Therefore, if ℎ 𝑡 = ℎ(𝑡 + 𝑃), then ℎ(𝑡) has the period 𝑃

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Even and odd functions

Even, symmetric Odd, antisymmetric

▪ Important: Even x Even = Even Even x Odd = Odd Odd x Odd = Even
𝒃 𝒃 𝒃
‫׬‬−𝒃 𝑭(𝒕) 𝒅𝒕 = 𝟐 ‫𝒕𝒅 )𝒕(𝑭 𝟎׬‬ ‫׬‬−𝒃 𝑮(𝒕) 𝒅𝒕 = 𝟎
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The Fourier series
▪ when 𝑓 𝑡 = 𝑓 𝑡 + 𝑃 for all values of 𝑡, then its Fourier series is
𝟏 𝟐𝒏𝝅𝒕 𝟐𝒏𝝅𝒕
𝒇 𝒕 = 𝑨𝟎 + σ∞
𝒏=𝟏 𝑨𝒏 𝐜𝐨𝐬 + 𝑩𝒏 𝐬𝐢𝐧
𝟐 𝑷 𝑷
2𝜋𝑡
▪ Note: when 𝑛 = 1, then varies from 0 to 2𝜋 as 𝑡 varies from 0 to 𝑃
𝑃

▪ The coefficients, 𝐴𝑛 and 𝐵𝑛 , are given by

𝟐 𝒕 +𝑷 𝟐𝒏𝝅𝒕
𝑨𝒏 = ‫𝟎 𝒕׬‬ 𝒇(𝒕) 𝐜𝐨𝐬 𝒅𝒕 for 𝒏 = 𝟎, 𝟏, 𝟐, …
𝑷 𝟎 𝑷
𝟐 𝒕 +𝑷 𝟐𝒏𝝅𝒕
𝑩𝒏 = ‫𝟎 𝒕׬‬ 𝒇 𝒕 𝐬𝐢𝐧 𝒅𝒕 for 𝒏 = 𝟏, 𝟐, 𝟑, …
𝑷 𝟎 𝑷

▪ The 𝐴𝑛 coefficients are usually associated with cosines and 𝐵𝑛 with sine terms
𝑃
𝑃
▪ 𝑡0 is arbitrary. In practice we use: 2
‫׬‬𝑃 or ‫׬‬0 11
−2
Complex form of Fourier series
▪ Fourier series can be expressed more concisely if we introduce the complex number 𝑗
▪ Using Euler’s relation:
𝑒 𝑗𝜃 = cos 𝜃 + 𝑗 sin(𝜃)
▪ We can replace the trigonometric functions with complex exponential functions
▪ We can also combine the Fourier coefficients, 𝐴𝑛 and 𝐵𝑛 by a complex coefficient, 𝐶𝑛
𝒏𝝅𝒙
𝒋
𝒇 𝒙 = σ∞ 𝑪
−∞ 𝒏 𝒆 𝑳 in the range −𝑳 ≤ 𝒙 ≤ 𝑳
𝒏𝝅𝒙
𝟏 𝟏 𝑳 − 𝑳 𝒋
𝑪𝒏 = 𝑨𝒏 − 𝒋𝑩𝒏 = ‫𝒆 )𝒙(𝒇 ׬‬ 𝒅𝒙
𝟐 𝟐𝑳 −𝑳

∴ 𝑨𝒏 = 𝟐𝑹𝒆(𝑪𝒏 ) and 𝑩𝒏 = −𝟐𝑰𝒎 𝑪𝒏

▪ The complex form is an important precursor of the Fourier transform which attempts
to Fourier analyse non-periodic functions 12
Complex form of Fourier series -
Exercise
𝒏𝝅𝒙
𝒋
𝒇 𝒙 = σ∞ 𝑪
−∞ 𝒏 𝒆 𝑳 in the range −𝑳 ≤ 𝒙 ≤ 𝑳
𝒏𝝅𝒙
𝟏 𝟏 𝑳 − 𝑳 𝒋
𝑪𝒏 = 𝑨𝒏 − 𝒋𝑩𝒏 = ‫𝒆 )𝒙(𝒇 ׬‬ 𝒅𝒙
𝟐 𝟐𝑳 −𝑳

∴ 𝑨𝒏 = 𝟐𝑹𝒆(𝑪𝒏 ) and 𝑩𝒏 = −𝟐𝑰𝒎 𝑪𝒏

▪ Using the above, show that the Fourier series of 𝑓 𝑥 = 𝑒 𝑥 in −1 ≤ 𝑥 ≤ 1 is:

∞ 2 −1 𝑛 sinh(1)
𝐹 𝑥 = sinh 1 + σ𝑛=1 cos 𝑛𝜋𝑥 − 𝑛𝜋 sin(𝑛𝜋𝑥)
1+𝑛2 𝜋2

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Using Fourier series
▪ It is possible to use Fourier series to sum some other series! This is rather useful
▪ Remember that d’Alembert’s ratio test was inconclusive for some series in terms of
convergence and/or divergence?
▪ We can use Fourier series to get conclusive answers!
𝟏 𝟒 𝟐𝝅𝒕 𝟑𝝅𝒕 𝟒𝝅𝒕
𝒇 𝒕 = 𝒕𝟐 = + − 𝐜𝐨𝐬 𝝅𝒕 + 𝐜𝐨𝐬 − 𝐜𝐨𝐬 + 𝐜𝐨𝐬 ⋯ for −𝟏 ≤ 𝒕 ≤ 𝟏
𝟑 𝝅𝟐 𝟐𝟐 𝟑𝟐 𝟒𝟐

▪ Eg. a: let 𝑡 = 0 → 𝑓 𝑡 = 0

▪ Eg. b: let 𝑡 = 1 → 𝑓 𝑡 = 1

14
Using Fourier series
▪ It is possible to use Fourier series to sum some other series! This is rather useful
▪ Remember that d’Alembert’s ratio test was inconclusive for some series in terms of
convergence and/or divergence?
▪ We can use Fourier series to get conclusive answers!
𝟏 𝟒 cos(𝟐𝝅𝒕) cos 𝟑𝝅𝒕 cos(𝟒𝝅𝒕)
𝒇 𝒕 = 𝒕𝟐 = + − 𝐜𝐨𝐬 𝝅𝒕 + − + ⋯ for −𝟏 ≤ 𝒕 ≤ 𝟏
𝟑 𝝅𝟐 𝟐𝟐 𝟑𝟐 𝟒𝟐

▪ Eg. a: let 𝑡 = 0 → 𝑓 𝑡 = 0
𝜋2
→
12

▪ Eg. b: let 𝑡 = 1 → 𝑓 𝑡 = 1
𝜋2
→
6 15
Using Fourier series– Example 1, 2, 3 & 4
▪ Find the Fourier series representation for the following:

1. 𝑓 𝑡 = 𝑡 − 𝑡2 in 0 ≤ 𝑡 ≤ 1, 𝑓 𝑡 = 𝑓(𝑡 + 1) for all 𝑡

2. 𝑓 𝑡 = 𝑡2 in −1 ≤ 𝑡 ≤ 1, 𝑓 𝑡 = 𝑓(𝑡 + 2) for all 𝑡
3. 𝑓 𝑡 = 𝑡2 in 0 ≤ 𝑡 ≤ 2, 𝑓 𝑡 = 𝑓(𝑡 + 2) for all 𝑡
4. 𝑓 𝑡 = 𝑡 − 𝑡3 in −1 ≤ 𝑡 ≤ 1, 𝑓 𝑡 = 𝑓(𝑡 + 2) for all 𝑡

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Using Fourier series– Example 1, 2, 3 & 4
▪ Find the Fourier series representation for the following:

1. 𝑓 𝑡 = 𝑡 − 𝑡2 in 0 ≤ 𝑡 ≤ 1, 𝑓 𝑡 = 𝑓(𝑡 + 1) for all 𝑡

1 1
→ 𝑓 𝑡 = + σ∞
𝑛=1` − cos 2𝑛𝜋𝑡
6 𝜋 2 𝑛2

2. 𝑓 𝑡 = 𝑡2 in −1 ≤ 𝑡 ≤ 1, 𝑓 𝑡 = 𝑓(𝑡 + 2) for all 𝑡

1 ∞ 4 −1 𝑛
→𝑓 𝑡 = + σ𝑛=1` 2 2 cos 𝑛𝜋𝑡
3 𝜋 𝑛

3. 𝑓 𝑡 = 𝑡2 in 0 ≤ 𝑡 ≤ 2, 𝑓 𝑡 = 𝑓(𝑡 + 2) for all 𝑡

4 4 4
→ 𝑓 𝑡 = + σ∞
𝑛=1` cos 2𝑛𝜋𝑡 − sin 𝑛𝜋𝑡
3 𝜋 2 𝑛2 𝑛𝜋

4. 𝑓 𝑡 = 𝑡 − 𝑡3 in −1 ≤ 𝑡 ≤ 1, 𝑓 𝑡 = 𝑓(𝑡 + 2) for all 𝑡

12 −1 𝑛+1
→𝑓 𝑡 = σ∞
𝑛=1` sin 𝑛𝜋𝑡
𝑛3 𝜋 3
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Next Time
▪ Next time we’ll look at some more examples
▪ As well as rate of convergence
▪ And what happens at discontinuities

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