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Fourier Series
Unit VIII
Fourier Series
Fourier series are series of cosine and sine terms. Since sine and
cosine are periodic functions we shall study Trigonometric
series representation of what we call periodic functions.
7.1
143
Unit VIII
Fourier Series
If x = , then 1 cos p = 0.
2
If x = , then cos p 1= 0.
Now cos p 1= 0 p = 2n, where n N.
Therefore 2n, where n N is a period of g and 2 is the
primitive period of g.
Example 3. Let f (x) = tan x.
Now dom. f =x x (2n + 1) , n Z.
2
144
Unit VIII
Fourier Series
tan x tan p
1 tan x tan p
= tan x x
dom. f.
tan x + tan p = tan x tan p tan 2 x
x dom. f.
tan p (1 + tan 2 x) = 0 x dom. f.
tan p = 0 x dom. f.
p = n, where n N.
Therefore n, where n N is a period of f and is the
primitive period of f.
.
If x =
, then 1 cos p = 0.
Prepared by Tekleyohannes Negussie
145
Unit VIII
Fourier Series
2n
is the
primitive period of f.
Graphs of Periodic Functions.
The graph of a periodic function of period p is obtained by
periodic representation of its graph in any interval of length p.
Example 1. Sketch the graph of f (x) = tan x.
Solution. The primitive period of f is .
146
Unit VIII
Fourier Series
sin x x .
= sin p cos x x .
where n N
p = n, where n N.
147
Unit VIII
Fourier Series
if 1 x 0
if 0 x 1
and f (x + 2) = f (x) x .
148
Unit VIII
Fourier Series
149
Unit VIII
Fourier Series
= h (x) x dom. h.
Therefore h is a periodic function with period p.
3. If f (x) is a periodic function with period p, then for any b
and b 0
a) f (b x) is periodic with period
p
b
Trigonometric Series.
150
Unit VIII
Fourier Series
where n N
form an
orthogonal set on , .
Solution. Let n, m N and n m.
n ( x ) =
sin nx.
n ( x)m ( x) dx
= sin nx sin mx dx
=1
2
sin (n m) x
sin (n m) x
nm
nm
151
Unit VIII
Fourier Series
= 0.
Therefore n ( x) : n ( x) sin nx,
where n N
, .
Example 2. Show that the trigonometric system 1, cos nx, sin
nx, , where n N,
form an orthogonal set on , .
Solution. We need to show that:
a) sin nx
= cos nx
dx
dx
and m = n.
1
cos nx
n
= sin nx
dx
= cos nx
1
sin 2nx dx
2
dx
1
sin nx
n
1
cos 2nx
4n
= 0,
= 0.
152
Unit VIII
Fourier Series
When m n.
1
sin (n m) x sin (n m) xdx
2
sin nx cos mx dx =
sin nx sin mx dx =
cos nx cos mx dx =
cos (n m) x
cos (n m) x
nm
nm
= 0.
1
cos (n m) x cos (n m) xdx
2
1
2
sin (n m) x
1 sin (n m) x
=
nm
2 nm
0.
1
cos (n m) x cos (n m) xdx
2
sin (n m) x
1 sin (n m) x
=
nm
2 nm
0.
Definition 1.4
1. A function f (x) is said to be normal or normalized
in a, b if and only if
b
f ( x)
a
dx
=1
153
Unit VIII
Fourier Series
f (x)
on a,
b is defined by:
b
f (x)
= f ( x) 2 dx
a
a n ( x)
dx =
1 n N.
sin nx, n
Nis an orthonormal
set on , .
Solution. Let m, n N and m n.
1
sin nx sin mx dx
1
cos (n m) x cos (n m) xdx
2
sin (n m) x
1 sin (n m) x
=
nm
2 nm
0.
set on , .
Prepared by Tekleyohannes Negussie
154
Unit VIII
Fourier Series
For m = n.
1
sin 2 nx dx
1
(1 cos 2nx) dx
2
1
sin 2nx
x
2
2n
set on , .
Exercises. 1.1
1. Show that the following functions are non-periodic
functions.
i) f (x) = x
ii) g ( x) = 2x2
iii) h (x) = e x
2. Sketch the graphs of the following functions, which are
assumed to be periodic of
period 2 and, for x , are given by the formulas:
1. f (x) = e x
2. f (x) = x2
3. f (x) = x
if x 0
4. f (x) =
5. f (x) =
if x 0
0
sin x if 0 x
if 0 x
155
Unit VIII
Fourier Series
(1)
i.e. the series converges and has f (x) as its sum.
Now we need to determine the coefficients a0, an and bn .
i) To determine a0 integrate (1) from to .
f ( x) dx = a0 dx + n1 an cos nx bn sin nx dx
f ( x) dx = 2 a0
a0 =
f ( x) dx
156
Unit VIII
Fourier Series
f ( x) cos mx dx = a0 cos mx dx +
n 1
If m n, then
If m = n, then
=
=
1
1 cos2 nx dx
2
1
x
1
sin 2nx
4n
= .
Therefore an =
1
f ( x) cos nx dx
n N.
157
Unit VIII
Fourier Series
f ( x) sin mx dx =
a0 sin mx dx
If m n, then
a0 sin mx dx
If m = n, then
a0 sin mx dx = 0,
sin nx cosmx dx
= sin nx cosnx dx = 0.
Therefore bn =
1
f ( x) sin nx dx
n N.
a0 =
f ( x) dx
158
Unit VIII
Fourier Series
an =
1
f ( x) cos nx dx
bn =
1
f ( x) sin nx dx
, where n N.
a0 + an cos nx bn sin nx
n 1
159
Unit VIII
Fourier Series
ii) f (x) =
x2
4
Solutions i) a0 =
if x 0
f ( x) dx
an =
1
f ( x) cos nx dx
k dx +
kx
=
2 0
k cosnx dx +
=
=
Thus bn =
1
f ( x) sin nx dx
4k
kx 0
2
=
and bn =
and f (x + 2) = f (x)
if 0 x
2k
n
0
k
sin nx
n
2 0
k dx
0,
1
k cosnxdx
0
k
sin nx
n
0
k sin nx dx
0
k
cosnx
n
= 0,
1
k sin nxdx
0
k
cos nx
n
0
( 1 cos n)
if n is odd
if n is even
160
Unit VIII
Fourier Series
ii) a0 =
an =
4k sin 2n 1x
n 1 2n 1
f ( x) dx =
x2
4 cos nx dx
0
x2
dx
0 4
1
2 n
x3 2
2 4 0
2
3
x sin nx dx =
1
n2
and bn =
x2
sin nx dx
0 4
Therefore f (x) =
2
3
1
2 n
+ ( 12 cosnx
n
n
n 1
x cos nx dx =
sin nx) .
f ( x) dx
an =
n N.
1
f ( x) cos nx dx
and bn =
1
f ( x) sin nx dx
n N.
(1)
161
Unit VIII
Fourier Series
162
Unit VIII
Fourier Series
i)
f (x) =
ii) g (x) =
0
4
x 1
x2 1
if 1 x 0
if 0 x 1
if 1 x 2
( ,
4
and
3
2
lim h ( x)
x
3
2
).
and
).
163
Unit VIII
Fourier Series
if x 0
if 0 x
and f (x + 2 ) = f (x).
Solution. The Fourier coefficients are:
a0 = an = 0 and bn =
4k
if n is even.
if n is odd .
n N
sin 2n 1 x
.
n 1
2n 1
4k
164
Unit VIII
Fourier Series
f ( x)
lim f ( x)
1
lim
x 0
x 0
2
and indeed at x = 0,
Therefore f (x) =
sin 2n 1 x
n 1
2n 1
4k
sin 2n 1 x
n 1
2n 1
4k
= 1 k + k = 0
= 0.
x ( , ) \ 0.
If x = , then f ( ) = k.
2
Hence k =
4k
1
1 n 2n 1
n0
1 n 2n 1 = 4 .
n0
Therefore
1
1 n 2n 1 =
n0
.
4
f (x) = x2 , x .
165
Unit VIII
Fourier Series
Solutions. i) a0 =
1
x 2 dx
x3
6
an =
1
2
x cos nx dx
2x
2
x
n
n
n
4
2 cos n .
n
bn =
1
2x
2
x
cosnx 2 sin nx 3 cosnx
n
n
2
x sin nx dx
= 0.
Therefore f (x) =
For x = ,
2
3
n 1 n
cosn cos nx
for x .
lim f ( x)
lim f ( x)
2 and
2
x
x
Hence 2 =
2
3
n 1 n
cos 2n
Therefore
n 1
n2
ii) a0 =
1
x sin x dx
2 0
2
6
2
1
x cos x sin x 1.
2
0
166
Unit VIII
Fourier Series
2
an =
x sin x cos nx dx
If n 1, then an =
1
bn =
1
x sin x nx sin x nx dx
2 0
and if n = 1, then a1 =
n 1
1
.
2
x cosx nx cos x nx dx
2 0
x sin x sin nx dx
2
2
1
2
cos x sin x 2
cosnx .
2
n
1
n2
If x = , then f () = 0.
n
Thus 21 =
n 1
n2
1
4
Therefore
1 n =
2
1
4
n2 n 1
iii) a0 =
an =
bn =
1
x x 2 dx
x x 2 cos nx dx
x3
2
x
3
3
1
2
x cos nx dx
cos nx dx
4
1 x
1
4
2 cos n 2 cos n .
sin nx 2 cos nx
n
n
n
n
x x 2 cos nx dx
x sin nx dx
sin nx dx
167
Unit VIII
Fourier Series
2
cos n
n
Therefore f (x) =
+ 2 1 n 1 2 cos2 nx
n
n 1
sin nx
n
x ,
If x = 0, then
n 1
n2
n 1
1
12
Therefore
n 1
n2
n 1
1
12
1
2L
f ( x) dx
168
Unit VIII
Fourier Series
an =
and bn =
1
L
1
L
f ( x) cos
L
L
f ( x) sin
n
x dx
L
n
x dx
L
n N,
n N.
if 2 x 1
2
0
and f (x + 4) = f (x)
if 1 x 1
if 1 x 2
Solution. p = 4 L = 2.
Now a0 =
1
f ( x ) dx
4 2
2
1
2 dx
4 1
1
1
x
=
2 1
1.
an = 1 f ( x) cos n x dx cos n x dx .
2 2
2
2
1
169
Unit VIII
Fourier Series
2
n
sin
n
2
4
1
n
x
sin
, nN ,
1 n
2
0
n 1 4
1
if n is even.
i f n is odd.
bn =
1
n
n
f ( x) sin
x dx sin
x dx .
2 2
2
2
1
2
n 1
cos
x
0, nN.
n
2 1
Therefore f (x) = 1 +
1 n 1
n 1 2n 1
cos 2n 1
x.
If x = 0, then f (0) = 2.
1 n 1
n 1 2n 1
= .
4
2.
170
Unit VIII
Fourier Series
1
an = 2 sin x cos2nx dx
0
1
1
cos2n 1x
2n 1
0
= sin 2n 1x dx sin 2n 1x dx
=
2
2n 1
1
1
cos2n 1x
2n 1
0
2
2n 1
4
1 4n 2
Thus an =
n N.
4
1 4n 2
= cos2n 1x dx cos 2n 1x dx
=
1
1
1
1
sin 2n 1x
sin 2n 1x
2n 1
2n 1
0
0
= 0.
Thus bn = 0 n N.
If x = 0, then
n 1
1
2
4 n 1
1
.
2
171
Unit VIII
Fourier Series
If x = 1 , then
2
1 n
n 1 1 4 n
2
4
172
Unit VIII
Fourier Series
Note that:
1. If f (x) is an even function, then
L
f ( x) dx = 2 f ( x) dx
g ( x) dx = 0
3. The product of
i) even and odd functions is odd.
ii) two odd functions is even.
iii) two even functions is even.
173
Unit VIII
Fourier Series
f (x) = a0 + an cos n x
L
n 1
a0 =
1
f ( x) dx
L 0
with coefficients
and an =
n
2
f ( x) cos
xdx
L
L 0
nN
f (x) = bn sin n x
L
n 1
bn =
n
2
f ( x) sin
xdx
L
L 0
with coefficients
n N.
174
Unit VIII
Fourier Series
coefficients of f.
2k
if 0 x
if x 0
dom. f.
Find the Fourier series of f (x).
Solution. Let f1 (x) =
if 0 x
if x 0
and f1 (x +2 ) = f1 (x)
x dom. f
and let f2 (x) = k x . Then (f1 + f2) (x) = f (x) x
dom. f.
But f1 (x) =
4k sin 2n 1x
n 1 2n 1
Therefore f (x) = k +
and f2 (x) = k.
4k sin 2n 1x
n 1 2n 1
x dom. f.
175
Unit VIII
Fourier Series
and bn =
= 1 n1 n2 n N
1
1 2
x3
2
x
dx
x
dx
2
0
3
2
3
2
1
2 cos nx dx x sin nx 2 x cosnx
x
cos nx dx
2
2
n
= 1 n
Thus f2 (x) =
2
3
4
n2
nN
+ 4 1 n
n 1
cosnx
n2
176
Unit VIII
Fourier Series
Therefore f (x) =
2
3
n 1
+ 1 n 42
n
cos nx
2
sin nx .
n
Note that:
If g (x) is defined x ,
then the function
P (x) = 12 g ( x) g ( x) is even
and q (x) = 12 g ( x) g ( x) is odd.
Hence g (x) = p (x) + q (x) and g (
x) = p (x) q (x).
Exercises 1.4
Represent the following functions as a sum of even and
odd functions.
i)
+
1
1 x
1
1 x
1
1 x2
x
1 x2
177
Unit VIII
Fourier Series
ii)
1 x 2
1 x 2
1 x2
1 x2
2x
1 x2 2
iii)
kx
kx
= cosh
kx + sinh kx.
1.5 Half-range Expansion.
Sometimes it is required to extend a function f (x) in the range
(0, L) in a Fourier series of period 2L, and it is immaterial what
the function may be outside the range 0 x L. We could
extend f (x) with period 2L and then represent the extended
function by a Fourier series.
i) If we extend the function f (x) by reflecting it in the
y-axis, then the Fourier series
expansion contains only the cosine terms.
ii) If we extend the function f (x) by reflecting it in the
origin, then the Fourier series
expansion contains only the sine terms.
178
Unit VIII
Fourier Series
f (x) = a0 + a
n 1
cos
n
x
L
where a0 =
1
f ( x ) dx
L 0
and an =
2
n
f ( x) cos
x dx
L0
L
nN
The sine halt-range expansion is:
2
n
f ( x) cos
x dx
L0
L
nN
f (x) =
2k
2k L x
L
if 0 x
L
2
L
if
x L
2
where k 0.
179
Unit VIII
Fourier Series
Now a0 =
1
f ( x) dx
L 0
L
2
1 2k
x dx
L 0 L
1 2k
L x dx
L L
L
2
k
2
L
1 2k
1 2
k
Lx x =
L L
2 L
4
k
4
k
2
L
an =
1
n
f ( x) cos
x dx
L L
L
L
2
n
x cos
x dx
2
L
L 0
4k
2
n
f ( x) cos
x dx
L
L
0
4k
( L x) cos
L2
L
2
n
x dx
L
xL
n
L2
n
(
sin
x
cos
x) 2
L
L
L2 n
(n )2
4k
180
Unit VIII
Fourier Series
L
L2
n
xL
n
L2
n
2 (
sin
x
sin
x
cos
x) L
2
L
n
L
L
L n
(n )
4k
2
cos
cosn 1
2
2
n
4k
Thus an =
2 n
cos
cos
2
n 2 2
8k
+ 8k 2 cos n
2
n 1 n
k
2
Therefore f (x) =
n N.
cos 2
n
2
x.
cos
L
1
n
f ( x) sin
x dx
L L
L
Now an =
L
2
n
x sin
x dx
2
L
L 0
4k
2
n
f ( x) sin
x dx
L
L
0
4k
2
( L x) sin
L L
n
x dx
L
xL
n
L2
n
(
cos
x
sin
x) 2
2
2
n
L
L
L
(n )
4k
L2
n
xL
n
L2
n
2 (
cos
x
cos
x
sin
x) L
2
n
L
n
L
L
L
(n )
4k
8k
sin
2
Thus bn =
n
2
8k
Therefore f (x) =
sin
8k
n
2
n N.
1
n 1 n
sin
n
n
sin
x.
2
L
181
Unit VIII
Fourier Series
lim f ( x)
x
lim f ( x)
L
x
= k.
n
sin 2
2
2
2
n 1 n
8k
Thus
=
2
n 1 2 n 1
= k, but
2
8
sin 2
0
n
2
1
if n is even
if n is odd
Therefore
2
n 0 2n 1
2
8
Exercises 1.5
1. Represent each of the following functions by a Fourier sine
and cosine series extensions,
where L + .
0 x L.
i) f (x) = x,
0 x L.
0 x L.
182
Unit VIII
Fourier Series
i) ex in 0 x 1.
ii) x2 x
in 0 x .
183