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Fourier Series
6.1
Periodic functions
(1)
The graph of such a function can be obtained by periodic repetition of its graph in any interval of length
p.
From (1),
f (x + 2p) = f ((x + p) + p) = f (x + p) = f (x).
Trigonometric series
form
a0 + a1 cos x + b1 sin x + a2 cos 2x + b2 sin 2x +
= a0 +
+ bn sin nx)
(3)
6.2
Fourier Series
X
f (x) = a0 +
(an cos nx + bn sin nx).
(4)
n=1
That is, we assume that the series on the right converges and has f (x) as its sum.
We say the right hand side of (4) is the Fourier series
of f (x).
Given f (x), our task now is to determine the coefficients an and bn.
6.2.1
Determine a0
f (x)dx =
X
(a0 + (an cos nx+bn sin nx)) dx.
n=1
f (x)dx
Z
Z
Z
X
= a0
dx +
(an cos nx dx + bn sin nx dx)
n=1
X
cos nx
sin nx
= 2a0 +
an
+ bn
n
n
n=1
= 2a0
1
So a0 =
2
f (x)dx.
6.2.2
We multiply both sides of (4) by cos mx and integrate term by term from to :
Z
f (x) cos mx dx
=a0
cos mx dx +
X
n=1
Z
an
+ bn
cos nx cos mx dx
sin nx cos mx dx
(5)
Z
sin mx
(i)
cos mx dx =
= 0.
m
(ii)
sin nx cos mx dx = 0,
(iii)
cos nx cos mx dx
1
=
(cos(m + n)x + cos(m n)x) dx
2
1 sin(m + n)x sin(m n)x
+
m 6= n
=
2
m+n
mn
1
[mx + sin mx cos mx]
m=n
2m
0 m 6= n
=
m=n
Substituting the above results back in (5), we get
1
am =
6.2.3
f (x) sin mx dx
=a0
sin mx dx +
X
n=1
an
cos nx sin mx dx
n=1
Z
+ bn
sin nx sin mx dx
(6)
bn
sin nx sin mx dx
Z
1
(cos(n m)x cos(n + m)x)dx
=
2
i
( h
sin(n+m)x
sin(nm)x
1
n+m
m 6= n
2
nm
=
1
[mx
sin
mx
cos
mx]
m = n
2m
0 m 6= n
=
m=n
Z
1
Thus bm =
f (x) sin mx dx, m = 1, 2, .
9
10
6.2.4
Euler formulas
X
a0 +
(an cos nx + bn sin nx).
n=1
10
11
6.2.5
Example
f (x) =
k, if < x < 0
k, if 0 < x <
11
12
13
Z
1
f (x) sin nx dx
Z
2
2k
k sin nx dx =
(1 cos n)
0
n
2k
(1 (1)n).
n
4k
4k
, b2 = 0, b3 = ,
3
4k
0, b5 = , .
5
3
5
6.2.7
An approximation for
14
Setting x = 2 , we get
k=
i.e.
4k
1 1
(1 + )
3 5
= 1 13 + 15 (Leibniz).
x
L .
Then x =
vL
and at x = L, v =
.
We now view f as a function of v and put f (x) =
14
15
X
g(v) = a0 +
(an cos nv + bn sin nv)
n=1
with
Z
1
1
a0 =
g(v)dv =
2
2
Z L
1
=
f (x)dx
2L L
g(v) dx
L
L
and for n = 1, 2, 3,
Z
1
an =
g(v) cos nv dv
Z
1 L
nx
=
f (x) cos
dx,
L L
L
Z
nx
1 L
f (x) sin
dx.
bn =
L L
L
15
16
Example
0, if 2 < x < 1
f (x) = k, if 1 < x < 1
0, if 1 < x < 2
16
17
1
1 1
k
a0 =
f (x)dx =
kdx =
4 2
4 1
2
Z 2
Z 1
1
nx
1
nx
an =
f (x) cos
dx =
k cos
dx
2 2
2
2 1
2
2k
n
=
sin
n
2
17
18
2k if n = 1, 5, 9,
an = n2k
if n = 3, 7, 11,
n
Hence
k 2k
1
3
1
5
f (x) = + (cos x cos x+ cos x ).
2
2
3
2
5
2
Fourier cosine and sine series
6.2.10
Using
Z
f (x)dx =
L
if f is odd
RL
2 0 f (x)dx if f is even.
X
n=1
18
an cos
nx
,
L
19
with
Z
1 L
a0 =
f (x)dx,
L Z0
2 L
nx
an =
f (x) cos
dx, n = 1, 2, .
L 0
L
The Fourier series of an odd function f (x) of period
2L is a Fourier sine series
f (x) =
2
with bn =
L
6.2.11
bn sin
n=1
f (x) sin
0
nx
,
L
nx
dx.
L
20
6.2.12
Example
20
21
bn =
=
=
=
2
x sin nx dx
0
2
cos nx
cos nx
x
dx
n
n
0
0
2 (1)n
sin nx
n
n2
0
n+1
(1) 2
n
So
f (x) = f1(x) + f2(x)
=
X
(1)n+12
n=1
= +2
nx
sin
+
X
(1)n+1
n=1
21
sin nx
22
6.3
Half-range Expansions
Figure (a)
6.3.1
Extension of f (x)
22
23
Figure (b)
Also, we can extend f (x) from 0 x L as an
odd function on L x L as in figure (c) and
then extend this new function as a periodic function
of period 2L, and since it is odd, it is represented by
a Fourier sine series.
23
24
Figure (c)
6.3.2
Such two series are called the two half range expansions of the function f which is given only on half
the range.
The cosine half range expansion is
f (x) = a0 +
X
1
nx
an cos
L
with
Z
1 L
a0 =
f (x)dx,
L Z0
2 L
nx
an =
f (x) cos
dx, n = 1, 2,
L 0
L
24
25
X
1
bn sin
n
x
L
with
2
bn =
L
6.3.3
L
0
nx
f (x) sin
dx, n = 1, 2, .
L
Example
0, 0 < x < 2
f (x) =
1, 2 < x < .
For the cosine half range expansion, we have
(Z
)
Z
/2
1
1
a0 =
0dx +
1dx =
2
0
/2
25
26
and
an
(Z
)
Z
/2
2
0 cos nxdx +
1 cos nxdx
=
0
/2
2 sin n sin 12 n
= [
]
n
Thus an simplifies to
2
n
an =
sin
n
2
Indeed,
2
a1 =
,
2
a3 = ,
3
2
a5 =
,
5
X
1
(1)m
f (x) = + 2
cos(2m 1)x
2
(2m
1)
m=1
26
27
(Z
/2
0 sin nxdx +
1 sin nxdx
/2
2 cos n + cos 12 n
= [
]
n
Thus bn simplifies to
2 h
n i
n+1
bn =
(1)
+ cos
n
2
Indeed,
b1 = 2 ,
b5 =
2
5 ,
b2 =
4
2 ,
b6 =
4
6 ,
b3 =
2
3 ,
b7 =
b4 = 0,
2
7 ,
b8 = 0, .
P n sin(4m3)x
m=1
4m3
2 sin(4m2)x
4m2
27
sin(4m1)x
4m1