Handout 5 Handy Fourier tricks

Here are just a couple of things we can do with the Fourier series: the standard Fourier series for a
function with period 2L is
∞ n
1 X ³ nπx ´ ³ nπx ´o
f (x) = a0 + an cos + bn sin .
2 n=1
L L

Integration of a Fourier series

The Fourier series for f (x) can be integrated term by term provided that f (x) is piecewise continuous
in the period 2L (i.e. only a finite number of jumps):
Z β Z β ( Z )
∞ β Z β
1 X ³ nπx ´ ³ nπx ´
f (x) dx = a0 dx + an cos dx + bn sin dx .
α α 2 n=1 α L α L

Parseval’s identity
We can multiply f (x) by itself and integrate:
Z L Z L( ∞ ³
)
1 X nπx nπx ´
f (x)f (x) dx = a0 + an cos + bn sin f (x) dx
−L −L 2 n=1
L L
à Z !
a0 L L
Z ∞ Z L
X nπx nπx
= f (x) dx + an cos f (x) dx + bn sin f (x) dx
2 −L n=1 −L L −L L
∞
" ∞
#
a0 X a20 X 2
= La0 + (an Lan + bn Lbn ) = L + (an + b2n ) .
2 n=1
2 n=1

Rearranging gives Parseval’s identity:

1 L
∞
1
Z X
f (x)f (x) dx = a20 + (a2n + b2n ).
L −L 2 n=1

Example

Remember the square wave, of height 1 and period 2π:

s s s s -
−2π −π 0 π 2π 3π 4π

The Fourier series for this function was

 4

∞
X n odd
f (x) = bn sin nx with bn = nπ
0 n even.

1

Parseval’s identity gives

1 π 2
∞ · ¸
16 1 1 1
Z X
f (x) dx = b2n ; 2= 2 1+ + + + ···
π −π n=1
π 9 25 49
which tells us that
1 1 1 π2
1+ + + + ··· = .
9 25 49 8