Chapter 6

Fourier Series
I. Definitions

Learning
LearningObjective
Objective

At the end of this chapter, you should be able to

find the Fourier series of a periodic function.
What is periodic function?

A function f is said periodic if there exists a

smallest positive number T such that

f ( x  T )  f ( x) for all x in the domain.

period of f
Illustration

period = 2
 Introduction
• Let f be a periodic function of period T

• It can be proved that f can be expressed as the sum of

an infinite number of sine and/or cosine functions.
a0   2nt 2nt 
f (t )     an cos  bn sin 
2 n 1  T T 

• This infinite sum is known as a Fourier Series.

 Introduction
The coefficients a0 ,an ,bn , n  1,2 ,...
are known as Fourier coefficients.
They can be obtained by
2 T
a0   f (t )dt
T 0
2 T 2nt
an   f (t ) cos dt
T 0 T
2 T 2nt
bn   f (t ) sin dt
T 0 T
 Introduction

If we write out the first few terms of the infinite series

explicitly, we find:

a0 2t 2t 4t 4t

f (t )   a1 cos  b1 sin  a2 cos  b2 sin ....
2 T T T T
 Introduction

• an are the amplitudes of the cosine terms in the

series,
• bn are the amplitudes of the sine terms in the
series.
 Example1
0 5  t  0
f (t )   period T  10,
1 0t 5

2 T
Evaluate a0   f (t )dt
T 0
2 T 2nt
a n   f ( t ) cos( )dt
T 0 T

2 T 2nt
b n   f ( t ) sin( )dt
T 0 T
 Solution 1
0 5  t  0
f (t )   T  10,
1 0t 5
2 10
a0   f (t )dt
10 0
1 5
a0    f (t )dt   f (t )dt 
10

5 0 5 

1 5
a0    dt   0dt   1
10

5 0 5 
 Solution 1
0 5  t  0
f (t )   T  10,
1 0t 5
2 T 2nt
an   f (t ) cos( )dt
T 0 T
1 5 nt
an   cos( )dt
5 0 5
5
1 5 nt sin( n )
an  sin( )  0
5 n 5 0 n
 Solution 1
0 5  t  0
f (t )   T  10,
1 0t 5
2 T 2nt
bn   f (t ) sin( )dt
T 0 T
1 5 nt
bn   sin( )dt
5 0 5
5
1 5 nt 1  cos(n ) 1  (1) n
bn  - cos( )  
5 n 5 0 n n
 Fourier Series when T=2L
 Let f(x) be defined in the interval (c, c+2L).
 It can be represented in the given interval by
the following Fourier Series:
a0 
 n n 
f ( x)     an cos( x)  bn sin( x) 
2 1  L L 
C 2L
1
a0 
L  f ( x)dx 1
C 2L
n

C
bn  f ( x) sin( x)dx
C 2L L L
1 n C
an 
L 
C
f ( x) cos(
L
x)dx
 Exercise 2:

Find the Fourier Series of the function of

period 2 :

f(x) = x, -1<x<1.
 Solution 2
Here C = -1 and L = 1.

Thus the Fourier Series is

a0 
f ( x )    (a n cos nx  b n sin nx )
2 n 1
 Solution 2

1 1
a0   f ( x)dx   xdx
1 1

1
 x2  1 1
    0
2 2
2 1
 Solution 2
1 1 1
a n   x cos(nx )dx   x sin(nx )   sin(nx )dx
1 1
1  n  1 1 n

1
1 1
 0   sin(nx )dx   cos(nx ) 1
1

1
n (n) 2

cos(n)  cos(n)
 0
(n) 2
 Solution 2
1 1
1
 1  1
b n   x sin( nx )dx   x cos(nx )   cos(nx )dx
1
 n  1 1 n
1 1
 x   1 
  cos(nx )   sin(nx )
 n  1  (n)
2
 1

 cos(n)  cos(n)  2 cos(n)  2(1) n

 0 
(n) (n) (n)

2(1) n 1

(n)
 Solution 2
2
Thus, a 0  0, a n  0, b n  (1) n 1
n
When  1  x  1, the Fourier Series is

 2 
x   ( 1) n 1
sin( nx ) 
n 1  n 

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

2  sin 2x sin 3x 

 sin x     
  2 3 
Exercise 3:
Represent the following function by a Fourier Series:
f(x) = x2,    x   T  2

Solution 3:
C  , L  

a0
 f ( x )    (a n cos nx  b n sin nx )
2 n 1
Solution 3:


1

1 x 3
a 0   x dx 
2
 
  
3 

1 3 2  2
 [  (  )] 
3

3 3
Solution 3:

1
an   x 2 cos (nx) dx
 
1
x (1/ n) sin (nx) 
 
  2   2 x(1 / n) sin (nx) dx 
 
 

2

n  x sin (nx) dx


2 
 x(1 / n) cos (nx) 


    ( 1 / n) cos (nx) dx 
n  
 
 Solution 3:

 x(1 / n) cos (nx)


2   
    ( 1 / n) cos (nx) dx 
n  
 

2  2 11  


   cos n   sin nx  
n  n nn    

4 4
 2 cos n  (1) 2n
n n
Solution 3:

1
b n   x 2 sin nx dx
 

1 2
  
 
  x (1 / n) cos nx   2x (1 / n ) cos nx dx 
 
 

2

n x

cos nx dx  .......  0
 Solution 3:

2 2 n 4
a 0   , a n  ( 1) 2
and b n  0
3 n
Thus when - <x<  , the Fourier Series for x2 , is

1  2   n 4 
x        (1)
2 2
2
cos nx 
23  n 1  n 
2 
 n cos nx 
  4  (1) 2 
3 n 1  n 
2 cos 2 x cos 3x
  4(  cos x     )
3 4 9
Convergence and Sum of a Fourier Series

Not all periodic functions , defined over any type of

interval, can be represented by Fourier series.

For a function, defined over an interval, to be

represented by Fourier Series, it must satisfy
certain conditions, known as Dirichlet Conditions.
 Dirichlet Conditions

1. f must be well-defined at every x in the

interval.

2. f must be continuous or have a finite

number of finite discontinuities within the
interval.

3. f  must be continuous or piecewise

continuous within the interval
 Examples:
1. Both the functions
f(x) = x, -1<x<1 and
f(x) = x2, -2<x<2
satisfy Dirichlet’s conditions.
1
2. f (x)  ,    x  
x
infinite discontinuity at x = 0.
Dirichlet conditions not satisfied
 1
3. f ( x )  ,  x  
x 5

Although the function has an infinite

discontinuity at x = 5, this point is not in
the given interval. Conditions are satisfied.

4. f ( x )  tan x,    x  
 
Infinite discontinuities at x = - and x =
2 2
Conditions not satisfied.
Value of the FS at a point of continuity

If f satisfies Dirichlet conditions and let S be the

Fourier series of f at x = a.

If f is continuous at a then

S(a )  f (a )
Value of the FS at a point of discontinuity

If f is discontinuous at a:

Let f(a-) and f(a+) be the left and right limits respectively.
Then the value of the Fourier Series at x = a is:

 
f ( a )  f (a )
S(a ) 
2
 Exercise 4:

Find the Fourier Series for the following 2-periodic

function in the given interval:

 
0 , if    x  
2

  
f ( x )  4, if   x 
 2 2
 
 0, if 2  x  

 Solution 4:
C = - and L = 
a0 
f ( x)    (an cos nx  bn sin nx)
2 n 1


1 1

a0  
 
f ( x )dx an  
 
f ( x ) cos nxdx


1
bn  
 
f ( x ) sin nxdx
Since the function is defined in three pieces over the
interval (-Pi, Pi), each integral has to be evaluated
separately over the three pieces and the results
summed up

1
a0 
  f ( x )dx

  


1  2 2

 
  0dx   4dx   0dx 

 

2

2


1
 ( 0  4   0)  4

 
1
a n   f ( x ) cos nx dx
 
  2 
2 

1 
   0 cos(nx ) dx   4 cos (nx ) dx   0 cos(nx ) dx 
 
 

2

2


1 4 
 1 4 n 
 0   sin ( nx )    0 
2
 2 sin 
 n 
2   n  2 

8  n 
 sin  
n  2 
 
1
bn 
  f ( x ) sin nx dx


  2 
2 

1 
   0 sin nx dx   4 sin nx dx   0 sin nx dx 
 
 

2

2


 

1  cos ( nx )  2
 0  4   0
  n   
 2 

1
 [0  0  0]  0

Thus the Fourier Series representing the given
function is:
4 
8 n
f (x)    sin cosnx
2 n 1 n 2
n
sin cosnx
8 
 2  2
 n 1 n
 3 
8   sin  cos2 x
sin cos3 x 
 2   sin cosx   2  
 2 2 3 
 
 
8 cos 3x cos 5x cos 7 x 
 2  cos x      
 3 5 7 
 π π
The function is discontinuous at x   and x 
2 2
π
At x   , lim  f ( x )  0 and lim  f ( x )  4
2 x 

x 

2 2


At x  , lim f ( x )  4 and lim f ( x )  0
2 x  x

2 2

π 04 π 40
S( )  2 S( )  2
2 2 2 2
 We can plot the graphs of f(x) and its
representation by Fourier Series and see how
close the approximation is.
Let
y  f (x)
8
y1  2  ( ) cos x
π
8  cos(3x ) 
y 2  2  ( ) cos x  
π  3 
8  cos(3x ) cos(5x ) cos(7 x ) cos(9 x ) 
y 3  2  ( ) cos x     
π  3 5 7 9 
 Graph of y=f(x) and y=y1
5

2
f(x)

-1
-4 -3 -2 -1 0 1 2 3 4

x
 Graph of y=f(x) and y = y2
4.5
4
3.5
3
f(x)

2.5
2
1.5
1
0.5
0
-0.5
-4 -3 -2 -1 0
1 2 3 4
x
 Graph of y =f(x) and y = y3
4.5

3.5

2.5
f(x)

1.5

0.5

-0.5
-4 -3 -2 -1 0 1 2 3 4

x
End Chapter 6