Section 5.

Dierential Equations: Applications of Fourier

Series
The application of Fourier series to represent a function can be very
helpful in solving dierential equations by simplifying any given forcing
functions (ODEs) or replacing boundary/initial conditions (pdes) by
expansions in terms of sine or cosine functions.
5.1 Fourier series applied to a function dened on a nite interval
It is sometimes useful to represent a given function f (x) dened on an
interval 0 < x < , say, in terms of a Fourier series. Since the function is
initially undened outside this interval we might
(i) choose it to be periodic with period 2 i.e. (f (x + 2) = f (x))
(ii) extend the denition into the interval < x < 0 by choosing
f to be even (f (x) = f (x))
or f to be odd (f (x) = f (x)).
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Choosing f to be even in x implies that f can be represented by a Fourier
cosine series so that
f (x) =
a
0
2
+

n=1
a
n
cos

nx
L

,
a
n
=
1
L

L
L
f (x) cos

nx
L

dx =
2
L

L
0
f (x) cos

nx
L

dx.
Alternatively choosing f to be odd in x leads to a Fourier sine series
representation
f (x) =

n=1
b
n
sin

nx
L

,
b
n
=
1
L

L
L
f (x) sin

nx
L

dx =
2
L

L
0
f (x) sin

nx
L

dx.
Note simplication of the integrals due to even/odd.
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5.2 Solutions to periodically forced ODEs using Fourier series
It is possible to solve ODEs of the form (or higher order)
C
2
d
2
y
dt
2
+ C
1
dy
dt
+ C
0
y = F(t), (1)
where F(t) is a periodic function in t.
Suppose that F has period 2 then we can write it in the form of a
Fourier series
F(t) =
a
0
2
+

n=1
a
n
cos (nt) + b
n
sin (nt)
We can nd a solution of (1) by writing y(t) in the form
y(t) =
A
0
2
+

n=1
A
n
cos(nt) + B
n
sin(nt), (2)
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and substituting this into (2) term by term. Equating coecients of
cos(nt) and sin(nt) gives
C
0
A
0
= a
0
,
C
2
n
2
A
n
+ C
1
nB
n
+ C
0
A
n
= a
n
C
2
n
2
B
n
C
1
nA
n
+ C
0
B
n
= b
n

for n 1.
We can solve these simultaneous equations for A
n
and B
n
to nd
A
0
=
a
0
C
0
, (3)
A
n
=
a
n
(C
0
C
2
n
2
) C
1
nb
n
(C
0
C
2
n
2
)
2
+ C
2
1
n
2
, (4)
B
n
=
b
n
(C
0
C
2
n
2
) C
1
na
n
(C
0
C
2
n
2
)
2
+ C
2
1
n
2
. (5)
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Of course the solution we have found is only a particular integral of
equation (1) and in order to nd the general solution we must solve the
homogenous version of (1) (ie with F = 0) to nd two independent
solutions. Linear combination of arbitrary multiples of these solutions with
the particular integral (2) gives the general solution.
In practice it is probably easier to see what is going on by looking at a
couple of examples.
Example
A weighted spring with natural frequency is forced by the 2 periodic
forcing function
F(t) =

(t + ) for t < 0
( t) for 0 t < .
The vertical displacement y of the weight satises the equation
d
2
y
dt
2
+
2
y = F(t). (6)
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Find y as a function of t.
We start by expressing F(t) as a Fourier series. Since F(t) is an even
function the Fourier coecients b
m
= 0 for all m and the coecients a
m
are given by
a
m
=
2

0
( t) cos(mt)dt then a
0
= ,
and a
m
=
2

m
sin(mt)
1
m
2
cos(mt) t sin(mt)

0
=
2
m
2

((1)
m
1), m 1.
Substituting the Fourier series for F(t) into (6) gives
d
2
y
dt
2
+
2
y =

2

n=1
2
n
2
((1)
n
1) cos(nt).
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A particular integral of this equation can be found by looking for a
solution of the form y = A
0
/2 +

n=1
A
n
cos(nt). Substitution into this
equation reveals
A
0
=

2
, A
n
=
2
n
2
(
2
n
2
)
(1 (1)
n
).
Two independent solutions to the homogeneous version of (6) (i.e. with
F = 0) are y
1
= cos(t) and y
2
= sin(t) and it follows that the general
solution to (6) is
y = C
1
cos(t) + C
2
sin(t) +

2
2
+

n=1
2
n
2
(
2
n
2
)
(1 (1)
n
) cos(nt). (7)
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4
2
2
4
6
6 4 2 2 4 6
t
y(t)
t
Figure 1: This picture shows y(t) for the three values of = 1.1, 1.2. 1.3.
The biggest response is for = 1.1 and the smallest is for = 1.3. When
n then large amplitudes occur (resonance).
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