Fourier Series

2005-2006, Nadeem-ur-Rehman 07.05.2019

We will see that many important problems involving
partial differential equations can be solved,
provided a given function can be expressed as an
infinite sum of sines and cosines.
In this section and in the following two
sections, we explain in detail how this can
be done.
These trigonometric series are called
Fourier series, and are somewhat
analogous to Taylor series, in that both types
of series provide a means of expressing
complicated functions in terms of certain
familiar elementary functions.
2005-2006, Nadeem-ur-Rehman 07.05.2019
Periodic Function:
The function f(t) defined for all t is said to be
periodic provided that there exists a positive
number p such that

f (t  p )  f (t )
for all t. The number p is then called a period
of the function f.
Note: The period of a periodic function is
not unique, for example, if p is period of f(t),
then so are the numbers 2p, 3p, and so on
2005-2006, Nadeem-ur-Rehman 07.05.2019
 Example:
The period of the functions
g (t )  cos nt and h(t )  sin nt
(where n is a positive integer) is 2/n because
cos n(t  2 / n)  cos( nt  2 )  cos nt
and sin n(t  2 / n)  sin( nt  2 )  sin nt
Moreover, 2 itself is a period of the functions
g(t) and h(t).
2005-2006, Nadeem-ur-Rehman 07.05.2019
Fourier Series Representation of
Functions:
We begin that every function f(x) with period
2 can be represented by an infinite
trigonometric series of the form

a0   m x m x 
   am cos  bm sin 
2 m 1  L L 

2005-2006, Nadeem-ur-Rehman 07.05.2019

On the set of points where this series
converges, it defines a function f whose value
at each point x is the sum of the series for that
value of x.
In this case the series is said to be the
Fourier series of f.
Our immediate goals are to determine what
functions can be represented as a sum of
Fourier series, and to find some means of
computing the coefficients in the series
corresponding to a given function.
2005-2006, Nadeem-ur-Rehman 07.05.2019
Orthogonality of Sine and Cosine:
The functions sin(m x/L) and cos(m x/L),
m = 1, 2, …, form a mutually orthogonal set
of functions on -L  x  L, with
L m x n x  0, m  n,
 L cos L cos L dx  L, m  n ;
L m x m x
 L cos L sin L dx  0, all m, n ;
L m x n x  0, m  n,
 L sin L sin L dx  L, m  n.
2005-2006, Nadeem-ur-Rehman 07.05.2019
Finding Coefficients in Fourier Expansion:
Suppose the series converges, and call its sum f(x).
Let f(x) be defined on the closed interval - ≤ x ≤ 

a
f ( x)    a cos nx  b sin nx 

0

n n
(1)
2 n 1

The coefficients an, n = 1, 2, …, can be found

as follows.
Multiplying (1) by cosmx, where m is any
fixed +ve integer, and integrate from - to 
2005-2006, Nadeem-ur-Rehman 07.05.2019
 a
 f ( x) cos mxdx  2  cos mxdx
 
0

 

  a  cos mx cos nxdx



n 
n 1

  b  sin mx cos nxdx



n 
n 1

Integrating term by term, we see that the right

side becomes

a
cos mxdx  0



0


2
2005-2006, Nadeem-ur-Rehman 07.05.2019
We know that
 1 
 cos x cos y  cos( x  y )  cos( x  y )  and 
2
 
1
sin x cos y  (sin( x  y )  sin( x  y ) 
 2 

 1 1 
 cos mx cos nxdx   cos( n  m) xdx   cos( n  m) xdx
 2 2



 1  1 
 sin mx cos nxdx  2  sin( n  m) xdx  2  sin( n  m) xdx

 
2005-2006, Nadeem-ur-Rehman 07.05.2019
 
 cos mx cos nxdx  0 if m  n


 sin mx cos nxdx  0

These facts enable us to
  2 nxdx  a 
 f ( x ) cos nxdx  a  cos
 n  n
and hence
1 
a   f ( x) cos nxdx (2)
n  
2005-2006, Nadeem-ur-Rehman 07.05.2019
We get the corresponding formula for bn by
essentially the same procedure we multiply (1)
through by sinmx and integral term-by-term

1

n  
b  f ( x) sin nxdx (3)


Now the coefficient a0

 a    

 f ( x)dx  2  dx   a  cos nxdx   b  sin nxdx

0

 
n n
n 1 n 1

 

2005-2006, Nadeem-ur-Rehman 07.05.2019

  a
 f ( x)dx  2 2  0 and hence
0


1 
a   f ( x)dx (3)
0 

Thus the coefficients are given by the equations
1  
a   f ( x) cos nxdx b  1 f ( x) sin nxdx
n   n  

n  1, 2, ........ n  1, 2, ..........
which known as the Euler-Fourier formulas.
2005-2006, Nadeem-ur-Rehman 07.05.2019
A Fourier series is thus a special kind of
trigonometric series – one whose coefficients
are obtained by applying formulas (2) and (3) to
some given function f(x). In order to form this
series, it is necessary to assume that f(x) is
continuous, but only the integrals (2) and (3)
exist; and for this it suffices to assume that f(x)
is integrable on the interval - ≤ x ≤ .

2005-2006, Nadeem-ur-Rehman 07.05.2019

Problem 1. Find the Fourier Series for the
function defined by
 
   x 
f ( x)   2
0 
 x 
 2
Solution: We first find the coefficient a0, an, bn
1 
We know that a   f ( x ) dx
0 


2005-2006, Nadeem-ur-Rehman 07.05.2019

 1  / 2   1 3
a     dx   0 dx    ( / 2   )  
 / 2  
0   2
 

Now 1  / 2  
a     cos nx dx   0 dx 
n     / 2 
 /2
1 sin nx 1
   sin n / 2  sin n( )
 n  n
1
 sin n / 2
n
(1) n1
and hence a  0 and a 
2n 2n1 2n  1

2005-2006, Nadeem-ur-Rehman 07.05.2019

 1  / 2  
b     sin nx dx   0 dx 
n  
   / 2 
 /2
1 cos nx 1
    cos n / 2  cos n( )
 n  n
  cos n / 2  (1) n  bn  0, for n  4, 8,12, .........
1
n

b
2n1

1
2n  1
 
0  (1) 2n1  
1
2n  1
1 1
b   1  1  for n  2, 6,10, .......
2(2n1) 2(2n  1) 2n  1

2005-2006, Nadeem-ur-Rehman 07.05.2019

  (1) n1 
 cos( 2n  1) x 
 2n  1 
3   1 
f ( x)     sin( 2n  1) x 
4 n1 2n  1
 
 1 sin 2(2n  1) x 
 2n  1 
 

2005-2006, Nadeem-ur-Rehman 07.05.2019

Problem 5(d). Find the Fourier series for the
function f ( x)    cos x  sin x,   x 

Solution: We first find the coefficient a0, an, bn

1 
We know that a   f ( x ) dx
0 


1    
a    dx   sin x dx   cos x dx 
0   
    

a  2
0 2005-2006, Nadeem-ur-Rehman 07.05.2019
    cos nxdx  
  
1 
a    

n   
  sin x cos nx dx   cos x cos nx dx 

   


a  0, for n  1 For n = 1
n
   cos xdx  
  
1   
a 
1     
  sin x cos x dx   cos x cos x dx 

   


2005-2006, Nadeem-ur-Rehman 07.05.2019

   
a 
1
  (1  cos 2 x) dx  
1
x
  1
1 2 
  

2

Similarly, we can show bn  0, for n  1

and b 1
1
1 
f ( x)  a  a cos x  b sin x   (an cos nx  bn sin x)
2 0 1 1 n2
f ( x)    sin x  cos x

2005-2006, Nadeem-ur-Rehman 07.05.2019

The problem of convergence.
Recall that the function f is said to be
piecewise continuous on the interval [a, b]
provided that there is finite partition of [a, b]
with endpoints a  t  t  t  .......  t b
1 2 3 n1
Such that
1.f is continuous on each open interval ti-1<t<ti.
2. At each endpoint ti of such a subinterval the
limit of f(t), as t approaches ti from within the
subinterval, exists and is finite.

2005-2006, Nadeem-ur-Rehman 07.05.2019

It follows that a piecewise continuous function is
continuous except possibly at isolated points,
and that at each such point of discountinuity,
the one-sides limits f (t  )  f (t  )

Thus a piecewise continuous function has only

(isolated ) finite jump discontinuities like the
one shown in fig.

2005-2006, Nadeem-ur-Rehman 07.05.2019

Dirichlet Theorem:
Let f be a piecewise smooth function in [-, ].
That is f be a piecewise continuous first
derivative on [-, ]. Then the Fourier series
expansion for f converges pointwise
everywhere in [-, ], and has the value

f (x )  f (x )

0

0

2
2005-2006, Nadeem-ur-Rehman 07.05.2019
at each point x0 in the interior of the interval
and
f ( )  f ( )
 

2
at .

(i.e. the average of the right and left-hand

limits of f at x0 and is equal to f(x0), whenever
x0 is a point of continuity of f.)

2005-2006, Nadeem-ur-Rehman 07.05.2019

 1
-3 -2 -  2 3

-1

2005-2006, Nadeem-ur-Rehman 07.05.2019

Problem 3 page
Find the Fourier series for the periodic function
defined by
    x  0
f ( x)  
x 0 x 

Find what numerical sums are implied by the

convergence behavriour at point of
discontinuity x=0 and x=

2005-2006, Nadeem-ur-Rehman 07.05.2019

Solution: We first find the coefficient a0, an, bn
1  1 0  
a   f ( x)dx     dx   xdx
0     0 
 
a      Now
0 2 2
1 0  
an      cos nxdx   x cos nxdx
  0 
 0 
1 sin nx  sin nx cos nx 

an    x   
 n   n n 2 0 
 
2005-2006, Nadeem-ur-Rehman 07.05.2019
an 
1
2
cos nx  1 
1
2
(1) n  1 so
n  n 
2
a 0 & a 
2n 2n1  (2n  1) 2

1 0  
bn      sin nxdx   x sin nxdx
  0 

 0 
1 cos nx  cos nx sin nx 

bn     x   
 n   n n 2 0 
 

2005-2006, Nadeem-ur-Rehman 07.05.2019

 1   cos nx  1
bn   1  cos nx     1  (1)  (1) 
n n
 n n  n
1

bn  1  (1)
n
n1  (1) n1 1
 1  2(1)
n
n1   
1 1 1
1  2  3
b  1  2  b 
2n 2n 2n 2n1 (2n  1) 2n  1
and hence Fourier Series is
1     2 1 3 
f ( x)        cos( 2n  1) x  sin 2nx  sin( 2n  1) x 
2  2  1  (2n  1) 2 2n 2n  1 

By Dirichlets Theorem this equation isvalid at all

points of continuity; since f(x) is understood to be
periodic extension of the initially given point
2005-2006, Nadeem-ur-Rehman 07.05.2019
 At the point of discountity x = , the series
f ( x)   f ( )  f ( )       0 When x = , we get
 
1 1
2 2
2  cos( 2n  1) 
  1  2
0    
2
  
1
4  1 (2n  1) 2 4  1 (2n  1) 2 8 1 (2n  1) 2

At the point of discountity x = 0, the series

f (0)   f (0 )  f (0 )     0   When x = 0, we get
1   1 
2 2 2
  2 1 2  1
    
2 4  1 (2n  1) 2 8 1 (2n  1) 2

2005-2006, Nadeem-ur-Rehman 07.05.2019

 
-3 -2 -  2 3

-

2005-2006, Nadeem-ur-Rehman 07.05.2019