Fourier Series

MATH 461: Fourier Series and Boundary Value
Problems
Chapter III: Fourier Series
Greg Fasshauer
Department of Applied Mathematics

Illinois Institute of Technology
Fall 2015
fasshauer@iit.edu MATH 461 Chapter 3 1

Outline
1 Piecewise Smooth Functions and Periodic Extensions
2 Convergence of Fourier Series
3 Fourier Sine and Cosine Series
4 Term-by-Term Differentiation of Fourier Series
5 Integration of Fourier Series
6 Complex Form of Fourier Series

Piecewise Smooth Functions and Periodic Extensions
Outline

Definition
A function f , defined on [a, b], is piecewise continuous if it is
continuous on [a, b] except at finitely many points.
If both f and f 0 are piecewise continuous, then f is called piecewise
smooth.

Definition
A function f , defined on [a, b], is piecewise continuous if it is
continuous on [a, b] except at finitely many points.
If both f and f 0 are piecewise continuous, then f is called piecewise
smooth.
Remark
This means that the graphs of f and f 0 may have only finitely many
finite jumps.

Example
The function f (x) = |x| defined on
< x < is

Example
< x < is piecewise smooth
since
f is continuous throughout the
interval,
and f 0 is discontinuous only at
x = 0.

Example
since
interval,
x = 0.
Example
The function
(
x 2, < x < 0
f (x) = 2
x + 1, 0 x <
is

Example
since
interval,
x = 0.
Example
The function
(
x 2, < x < 0
f (x) = 2
x + 1, 0 x <
is piecewise smooth since both f

and f 0 are continuous except at
x = 0.
Example
The function
(
ln(1 x), 0 x < 1
f (x) =
1, 1x <2
is

Example
The function
(
ln(1 x), 0 x < 1
f (x) =
1, 1x <2
is not piecewise continuous (and

therefore also not piecewise
smooth) since
lim f (x) = lim ln(1 x) = ,

x1 x1
i.e., f has an infinite jump at x = 1.

Periodic Extension
If f is defined on [L, L], then its periodic extension, defined for all x, is
given by
..

.

f (x + 2L), 3L < x < L,

f (x), L < x < L,
f (x) =

f (x 2L), L < x < 3L,

f (x 4L), 3L < x < 5L,
...


Example
Figure: Plot of f (x) = 1 xL with x [L, L].


Example
Figure: Plot of f for f (x) = 1 xL .


Example
(
(x + L)2 , L x 0
Figure: Plot of f (x) = .
x 2 + 1, 0<x <L

Example
(
(x + L)2 , L x 0
Figure: Plot of f for f (x) = .
x 2 + 1, 0<x <L

Convergence of Fourier Series
Outline

Even though we have used Fourier series to represent a given function

f within our separation of variables approach, we have never made
sure that these series actually converge.


Moreover, even if we can assure convergence, how do we know that

they converge to the function f ?


Moreover, even if we can assure convergence, how do we know that

they converge to the function f ?
Remark
This should not come as a total surprise, since for power series we
also had to determine the interval (or radius) of convergence.

Using a more precise notation, all we can say is

h
X nx nx i
f (x) a0 + an cos + bn sin ,
L L
n=1
i.e., we can
associate with f this Fourier series,
but not f is equal to this Fourier series.

Using a more precise notation, all we can say is

h
X nx nx i
f (x) a0 + an cos + bn sin ,
L L
n=1
i.e., we can
associate with f this Fourier series,
but not f is equal to this Fourier series.
The Fourier coefficients of f , on the other hand, are never in doubt.
They are given by
Z L
1
a0 = f (x) dx
2L L
1 L
Z
nx
an = f (x) cos dx, n = 1, 2, . . .
L L L
1 L
Z
nx
bn = f (x) sin dx, n = 1, 2, . . .
L L L

What we need is
Theorem (Fourier Convergence Theorem)
If f is piecewise smooth on [L, L], then the Fourier series of f
converges.

What we need is
converges. Moreover,
1 at those points x where the periodic extension f of f is continuous,
the Fourier series of f converges to f (x) and

What we need is
2 at jump discontinuities of the periodic extension, the Fourier series
converges to
1h i
f (x) + f (x+) ,
2
i.e., the average of the left and right limits at the jump.

What we need is
converges to
1h i
f (x) + f (x+) ,
2
Remark
Note that (2) actually includes (1) since
1h i
f (x) + f (x+)
2
What we need is
converges to
1h i
f (x) + f (x+) ,
2
Remark
1h i 1h i
f (x) + f (x+) = f (x) + f (x)
2 2
What we need is
converges to
1h i
f (x) + f (x+) ,
2
Remark
1h i 1h i
f (x) + f (x+) = f (x) + f (x) = f (x)
2 2
Proof.
The proof of this theorem is not contained in [Haberman] and goes
beyond the scope of this course. It can be found in [Pinsky,
Section 1.2] or [Brown & Churchill, Section 19].
The proof requires the Dirichlet kernel

N
sin N + 12 x

1 X
DN (x) = + cos nx =
2 2 sin x2
n=1
as well as a careful analysis of one-sided derivatives.
The calculations for Gibbs phenomenon below gives a flavor of

this.

Remark
The theorem above is about pointwise convergence of Fourier series.
In classical harmonic analysis there are also theorems about other

kinds of convergence of Fourier series, such as
uniform convergence or
convergence in the mean.
For these see, e.g., [Brown & Churchill, Pinsky].
We will talk about convergence in the mean in Chapter 5, and the

Gibbs phenomenon below is evidence that uniform convergence is not
guaranteed for general functions f .

Example
(
1, L x < 0
Consider the function f (x) =
2, 0 < x L

Example
(
1, L x < 0
2, 0 < x L

Xh nx nx i
The Fourier series of f , a0 + an cos + bn sin , is
L L
n=1
represented by the following graph:

Example
(
1, L x < 0
2, 0 < x L

Xh nx nx i
The Fourier series of f , a0 + an cos + bn sin , is
L L
n=1
represented by the following graph:

Example (cont.)
Remark
Even if we know that the series converges, we have
f (x) = its Fourier series only for x (L, L) (and provided f is
continuous at x).

Example (cont.)
Remark
continuous at x).
At all other values of x the Fourier series equals the periodic
extension of f ,

Example (cont.)
Remark
continuous at x).
extension of f ,
except at jump discontinuities, where it equals the average jump.

Example (cont.)
Remark
continuous at x).
extension of f ,
except at jump discontinuities, where it equals the average jump.
What are the Fourier coefficients for this example?

Example (cont.)
Z L
1
a0 = f (x) dx
2L L

Example (cont.)
Z L
1
a0 = f (x) dx
2L L
"Z #
0 Z L
1
= 1 dx + 2 dx
2L L 0

Example (cont.)
Z L
1
a0 = f (x) dx
2L L
"Z #
0 Z L
1
= 1 dx + 2 dx
2L L 0
1
= [L + 2L]
2L

Example (cont.)
Z L
1
a0 = f (x) dx
2L L
"Z #
0 Z L
1
= 1 dx + 2 dx
2L L 0
1 3
= [L + 2L] =
2L 2

Example (cont.)
Z L
1 nx
an = f (x) cos dx
L L L

Example (cont.)
Z L
1 nx
an = f (x) cos dx
L L
"L #
Z 0 Z L
1 nx nx
= cos dx + 2 cos dx
L L L 0 L

Example (cont.)
Z L
1 nx
an = f (x) cos dx
L L
"L #
Z 0 Z L
1 nx nx
= cos dx + 2 cos dx
L L L 0 L
"Z #
L Z L
1 nx nx
= cos dx + cos dx
L L L 0 L

Example (cont.)
Z L
1 nx
an = f (x) cos dx
L L
"L #
Z 0 Z L
1 nx nx
= cos dx + 2 cos dx
L L L 0 L
"Z #
L Z L
1 nx nx
= cos dx + cos dx
L L L 0 L
| {z }
=0

Example (cont.)
Z L
1 nx
an = f (x) cos dx
L L
"L #
Z 0 Z L
1 nx nx
= cos dx + 2 cos dx
L L L 0 L
"Z #
L Z L
1 nx nx
= cos dx + cos dx
L L L 0 L
| {z }
=0
L h nx iL
= sin
nL L 0

Example (cont.)
Z L
1 nx
an = f (x) cos dx
L L
"L #
Z 0 Z L
1 nx nx
= cos dx + 2 cos dx
L L L 0 L
"Z #
L Z L
1 nx nx
= cos dx + cos dx
L L L 0 L
| {z }
=0
L h nx iL
= sin =0
nL L 0

Example ((cont.))
Z L
1 nx
bn = f (x) sin dx
L L L

Example ((cont.))
Z L
1 nx
bn = f (x) sin dx
L L
"L
Z 0 #
Z L
1 nx nx
= sin dx + 2 sin dx
L L L 0 L

Example ((cont.))
Z L
1 nx
bn = f (x) sin dx
L L
"L
Z 0 Z L #
1 nx nx
= sin dx + 2 sin dx
L L L 0 L
"Z #
L Z L
1 nx nx
= sin dx + sin dx
L L L 0 L

Example ((cont.))
Z L
1 nx
bn = f (x) sin dx
L L
"L
Z 0 Z L #
1 nx nx
= sin dx + 2 sin dx
L L L 0 L
"Z #
L Z L
1 nx nx
= sin dx + sin dx
L L L 0 L
| {z }
=0

Example ((cont.))
Z L
1 nx
bn = f (x) sin dx
L L
"L
Z 0 Z L #
1 nx nx
= sin dx + 2 sin dx
L L L 0 L
"Z #
L Z L
1 nx nx
= sin dx + sin dx
L L L 0 L
| {z }
=0
L h nx iL
= cos
nL L 0

Example ((cont.))
Z L
1 nx
bn = f (x) sin dx
L L
"L
Z 0 Z L #
1 nx nx
= sin dx + 2 sin dx
L L L 0 L
"Z #
L Z L
1 nx nx
= sin dx + sin dx
L L L 0 L
| {z }
=0
L h nx iL
= cos
nL L 0
cos n cos 0
= +
n n

Example ((cont.))
Z L
1 nx
bn = f (x) sin dx
L L
"L
Z 0 Z L #
1 nx nx
= sin dx + 2 sin dx
L L L 0 L
"Z #
L Z L
1 nx nx
= sin dx + sin dx
L L L 0 L
| {z }
=0
L h nx iL
= cos
nL L 0
cos n cos 0
= +
n n
1 (1)n
=
n
Example ((cont.))
Z L
1 nx
bn = f (x) sin dx
L L
"L
Z 0 Z L #
1 nx nx
= sin dx + 2 sin dx
L L L 0 L
"Z #
L Z L
1 nx nx
= sin dx + sin dx
L L L 0 L
| {z }
=0
L h nx iL
= cos
nL L 0
cos n cos 0
= +
n n
(
1 (1)n 0, n even
= = 2
n n , n odd

Example (cont.)
Summarizing, we have found that the function
(
1, L x < 0
f (x) =
2, 0 < x L
has Fourier series

3 X 1 (1)n nx
f (x) + sin
2 n L
n=1

Example (cont.)
Summarizing, we have found that the function
(
1, L x < 0
f (x) =
2, 0 < x L
has Fourier series

3 X 1 (1)n nx
f (x) + sin
2 n L
n=1

3 X 2 (2k 1)x
= + sin
2 (2k 1) L
k =1

Example (cont.)
3
Figure: Plot of 0-term Fourier series approximation f (x) = 2 (red) together
with graph of f (blue).

Example (cont.)
3 2
Figure: Plot of 1-term Fourier series approximation f (x) = 2 + sin x
L (red)
together with graph of f (blue).

Example (cont.)
Figure: Plot of 2-term Fourier series approximation

f (x) = 23 + 2 sin x 2 3x
L + 3 sin L (red) together with graph of f (blue).

Example (cont.)

f (x) = 23 + 2 sin x 2 3x 2 5x
L + 3 sin L + 5 sin L (red) together with graph of f
(blue).

Example (cont.)

10
X 2 (2k 1)x
f (x) = 23 + sin (red) together with graph of f (blue).
(2k 1) L
k =1

The Gibbs Phenomenon

In order to understand the oscillations of the previous plots, and in
particular the overshoot, we consider an almost identical function:
(
1, x < 0
f (x) =
1, 0<x
with truncated Fourier series
N N
X 2 (1 (1)n ) X 4 sin(2k 1)x
f2N (x) = f2N1 (x) = sin nx =
n 2k 1
n=1 k =1

The Gibbs Phenomenon

In order to understand the oscillations of the previous plots, and in
particular the overshoot, we consider an almost identical function:
(
1, x < 0
f (x) =
1, 0<x
with truncated Fourier series
N N
X 2 (1 (1)n ) X 4 sin(2k 1)x
f2N (x) = f2N1 (x) = sin nx =
n 2k 1
n=1 k =1
Remark
Compared to the previous example, the sines are simpler since L = ,
and we have a vertical shift by a0 = 0 and a vertical stretching so that
(
1 (1)n 0, n even
bn = 2 = 4 .
n n , n odd
Gibbs Phenomenon (cont.)

To find the overshoot at the jump discontinuity we look at the zeros of
the derivative of the truncated Fourier series (to locate its maxima), i.e.,
N
0 4X 4
f2N1 (x) = cos(2k 1)x = [cos x + cos 3x + . . . + cos(2N 1)x]

k =1


N
0 4X 4

k =1
To find the zeros of this function we multiply both sides by sin x, i.e.,
0 4
sin xf2N1 (x) = [sin x cos x + sin x cos 3x + . . . + sin x cos(2N 1)x]



N
0 4X 4

k =1
0 4

sin(k +1)xsin(k 1)x
Using the trigonometric identity sin x cos kx = 2 we get
0 2
sin xf2N1 (x) = [(sin 2x sin 0) + (sin 4x sin 2x) + . . . + (sin 2Nx sin(2N 2)x)]



N
0 4X 4

k =1
0 4

sin(k +1)xsin(k 1)x
Using the trigonometric identity sin x cos kx = 2 we get
0 2
sin xf2N1 (x) = [(sin 2x sin 0) + (sin 4x sin 2x) + . . . + (sin 2Nx sin(2N 2)x)]

2
= sin 2Nx.


Now,
sin 2Nx = 0 if 2Nx = , 2, . . . , 2N.

Now,
sin 2Nx = 0 if 2Nx = , 2, . . . , 2N.

The maximum overshoot occurs at x = 2N

Now,
sin 2Nx = 0 if 2Nx = , 2, . . . , 2N.

The maximum overshoot occurs at x = 2N and its value is
N (2k 1)
4 X sin 2N
f2N1 =
2N 2k 1
k =1

Now,
sin 2Nx = 0 if 2Nx = , 2, . . . , 2N.

N (2k 1)
4 X sin 2N
f2N1 =
2N 2k 1
k =1
N (2k 1)
2 2N X sin 2N
=
N 2k 1
k =1

Now,
sin 2Nx = 0 if 2Nx = , 2, . . . , 2N.

N (2k 1)
4 X sin 2N
f2N1 =
2N 2k 1
k =1
N (2k 1)
2 2N X sin 2N
=
N 2k 1
k =1
N 1)
2 X sin (2k2N
= (2k 1) N
.

k =1 2N

If we interpret
N 1)
X sin (2k2N
(2k 1) N
k =1 2N
as a partial Riemann sum with x = N and midpoints
x = 2N , 2N , . . . , (2N1)
3
2N for the partition 0, N , 2
N ,...,
(N1)
N , of [0, ]
then

If we interpret
N 1)
X sin (2k2N
(2k 1) N
k =1 2N
x = 2N , 2N , . . . , (2N1)
3
N ,...,
(N1)
N , of [0, ]
then
2 sin x
Z
f2N1 dx for N .
2N 0 x

If we interpret
N 1)
X sin (2k2N
(2k 1) N
k =1 2N
x = 2N , 2N , . . . , (2N1)
3
N ,...,
(N1)
N , of [0, ]
then
2 sin x
Z
f2N1 dx for N .
2N 0 x
This integral can be evaluated numerically to get

f2N1 1.178979744472167 . . . .
2N


Since the actual size of the jump discontinuity is 2, we have an
approximately 9% overshoot. This is true in general [Pinsky, p. 60]:


Theorem
If f is piecewise smooth on (, ) then the overshoot of the truncated
Fourier series of f at a discontinuity x0 (the Gibbs phenomenon) is
approximately 9% of the jump, i.e.,
0.09 [f (x0 +) f (x0 )] .


Theorem
If f is piecewise smooth on (, ) then the overshoot of the truncated
Fourier series of f at a discontinuity x0 (the Gibbs phenomenon) is
approximately 9% of the jump, i.e.,
0.09 [f (x0 +) f (x0 )] .
Remark
The Gibbs phenomenon was actually discovered by Henry
Wilbraham in 1848. Gibbs was just more famous, published in a better
journal (50 years later), and built in some mistakes perhaps drawing
more attention to his work (for further discussion see [Trefethen,
Chapter 9]).
Fourier Sine and Cosine Series
Outline

We begin by reviewing the concepts of odd and even functions:

Definition
f is an odd function if f (x) = f (x) for all x in the domain of f .


Definition
Remark
The graph of an odd function is symmetric about the origin.


Definition
Remark
RL
For an odd function we have L f (x) dx = 0.


Definition
Remark
RL
Z L Z 0 Z L
f (x) dx = f (x) dx + f (x) dx
L L 0


Definition
Remark
RL
Z L Z 0 Z L
L L | {z } 0
u = x
du = dx


Definition
Remark
RL
Z L Z 0 Z L
L L |{z} 0
u = x
du = dx
Z 0 Z L
= f (u) du + f (x) dx
L 0


Definition
Remark
RL
Z L Z 0 Z L
L L |{z} 0
u = x
du = dx
Z 0 Z L
= f (u) du + f (x) dx
L | {z } 0
=f (u)


Definition
Remark
RL
Z L Z 0 Z L
L L |{z} 0
u = x
du = dx
Z 0 Z L
= f (u) du + f (x) dx
L | {z } 0
=f (u)
Z L Z L
= f (u) du + f (x) dx
0 0


Definition
Remark
RL
Z L Z 0 Z L
L L |{z} 0
u = x
du = dx
Z 0 Z L
= f (u) du + f (x) dx
L | {z } 0
=f (u)
Z L Z L
= f (u) du + f (x) dx = 0
0 0

Definition
f is an even function if f (x) = f (x) for all x in the domain of f .

Definition
Remark
The graph of an even function is symmetric about the y -axis.

Definition
Remark
The graph of an even function is symmetric about the y -axis.
For an even function we have
Z L Z L
f (x) dx = 2 f (x) dx,
L 0
which can be shown similarly to the analogous property for odd

functions.

Lets consider the Fourier series of an odd function

h
X nx nx i
f (x) a0 + an cos + bn sin
L L
n=1
with
Z L Z L
1 1 nx
a0 = f (x) dx, an = f (x) cos dx
2L L L L L
1 L
Z
nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L Z L
1 1 nx
a0 = f (x) dx, an = f (x) cos dx
2L L |{z} L L L
odd
Z L
1 nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L Z L
1 1 nx
a0 = f (x) dx = 0, an = f (x) cos dx
2L L |{z} L L L
odd
Z L
1 nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L Z L
1 1 nx
a0 = f (x) dx = 0, an = f (x) cos dx
2L L |{z} L L |{z} | {z L }
odd odd
even
Z L
1 nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L Z L
1 1 nx
a0 = f (x) dx = 0, an = f (x) cos dx = 0
2L L |{z} L L |{z} | {z L }
odd odd
even
| {z }
odd
Z L
1 nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L Z L
1 1 nx
a0 = f (x) dx = 0, an = f (x) cos dx = 0
2L L |{z} L L |{z} | {z L }
odd odd
even
| {z }
odd
Z L
1 nx
bn = f (x) sin dx
L L |{z} | {zL }
odd
odd


h
X nx nx i
L L
n=1
with
Z L Z L
1 1 nx
a0 = f (x) dx = 0, an = f (x) cos dx = 0
2L L |{z} L L |{z} | {z L }
odd odd
even
| {z }
odd
Z L
1 nx
bn = f (x) sin dx
L L |{z} | {zL }
odd
odd
| {z }
even


h
X nx nx i
L L
n=1
with
Z L Z L
1 1 nx
a0 = f (x) dx = 0, an = f (x) cos dx = 0
2L L |{z} L L |{z} | {z L }
odd odd
even
| {z }
odd
Z L Z L
1 nx 2 nx
bn = f (x) sin dx = f (x) sin dx(= Bn )
L L |{z} | {z }L L 0 L
odd
odd
| {z }
even


h
X nx nx i
L L
n=1
with
Z L Z L
1 1 nx
a0 = f (x) dx = 0, an = f (x) cos dx = 0
2L L |{z} L L |{z} | {z L }
odd odd
even
| {z }
odd
Z L Z L
1 nx 2 nx
L L |{z} | {z }L L 0 L
odd
odd
| {z }
even
Therefore,

X nx
f (x) Bn sin ,
L
n=1


h
X nx nx i
L L
n=1
with
Z L Z L
1 1 nx
a0 = f (x) dx = 0, an = f (x) cos dx = 0
2L L |{z} L L |{z} | {z L }
odd odd
even
| {z }
odd
Z L Z L
1 nx 2 nx
L L |{z} | {z }L L 0 L
odd
odd
| {z }
even
Therefore,

X nx
f (x) Bn sin ,
L
n=1
i.e., the Fourier series is automatically a Fourier sine series.

What does the Fourier sine series of f converge to?

Theorem
If f is piecewise smooth on [0, L], then the Fourier sine series of f
converges.

Theorem
1 at those points x where the odd periodic extension of f is
continuous, the Fourier sine series converges to the odd periodic
extension and

Theorem
1 at those points x where the odd periodic extension of f is
continuous, the Fourier sine series converges to the odd periodic
extension and
2 at jump discontinuities of the odd periodic extension, the Fourier
sine series converges to the average of the left and right limits at
the jump.

Example
x
Figure: Plot of f (x) = 1 L with x [0, L].

Example
Figure: Plot of odd extension of f (x) = 1 xL .

Example
Figure: Plot of odd periodic extension of f (x) = 1 xL .

Remark
Even if f is not an odd function, it may still be necessary to represent it
by a Fourier sine series.

Remark
Even if f is not an odd function, it may still be necessary to represent it
by a Fourier sine series.
Example
The heat equation problem
u 2u
(x, t) = k 2 (x, t), 0 < x < L, t >0
t x
u(0, t) = u(L, t) = 0
x
u(x, 0) = cos
L
has sines as eigenfunctions, so we need to find the Fourier sine series
expansion of f (x) = cos x
L .

Example (cont.)
n 2

We know u(x, t) = (x)G(t), with eigenvalues n = L ,
n = 1, 2, 3, . . . and eigenfunctions
nx
n (x) = sin
L
as well as Gn (t) = en kt .

Example (cont.)
n 2

nx
n (x) = sin
L
Therefore

X nx k ( n )2 t
u(x, t) = Bn sin e L
L
n=1

Example (cont.)
n 2

nx
n (x) = sin
L
Therefore

X nx k ( n )2 t
L
n=1
and

X nx
u(x, 0) = Bn sin
L
n=1

Example (cont.)
n 2

nx
n (x) = sin
L
Therefore

X nx k ( n )2 t
L
n=1
and

X nx ! x
u(x, 0) = Bn sin = cos
L L
n=1

Example (cont.)
In HW 3.3.2a you should showa
(
Z L 0, n odd
2 x nx
Bn = cos sin dx = 4n
L 0 L L (n2 1)
, n even
a
Remember that we established the orthogonality of sine and cosine only
on [L, L], not on [0, L]
Example (cont.)
(
Z L 0, n odd
2 x nx
L 0 L L (n2 1)
, n even
Therefore, letting n = 2k (even), we have

x X 8k 2k x
cos = 2
sin
L (4k 1) L
k =1
and the equality is true for 0 < x < L (since the cosine equals its odd
periodic extension there).
a
Example (cont.)
(
Z L 0, n odd
2 x nx
L 0 L L (n2 1)
, n even
Therefore, letting n = 2k (even), we have

x X 8k 2k x
cos = 2
sin
L (4k 1) L
k =1
and the equality is true for 0 < x < L (since the cosine equals its odd
periodic extension there).
For x = 0 and x = L the series is zero (which is equal to the average
jump of the cosine function there).
a
Consider the Fourier series of an even function

h
X nx nx i
L L
n=1
with
Z L
1
a0 = f (x) dx
2L L
1 L
Z
nx
an = f (x) cos dx
L L L
1 L
Z
nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L
1
a0 = f (x) dx
2L L |{z}
even
Z L
1 nx
an = f (x) cos dx
L L L
Z L
1 nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L Z L
1 2
a0 = f (x) dx = f (x) dx
2L L |{z} 2L 0
even
Z L
1 nx
an = f (x) cos dx
L L L
Z L
1 nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L Z L
1 1
a0 = f (x) dx = f (x) dx(= A0 )
2L L |{z} L 0
even
Z L
1 nx
an = f (x) cos dx
L L L
Z L
1 nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L Z L
1 1
a0 = f (x) dx = f (x) dx(= A0 )
2L L |{z} L 0
even
Z L
1 nx
an = f (x) cos dx
L L |{z} | {z L}
even
even
Z L
1 nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L Z L
1 1
a0 = f (x) dx = f (x) dx(= A0 )
2L L |{z} L 0
even
Z L
1 nx
an = f (x) cos dx
L L | {z L }
even
Z L
1 nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L Z L
1 1
a0 = f (x) dx = f (x) dx(= A0 )
2L L |{z} L 0
even
Z L Z L
1 nx 2 nx
an = f (x) cos dx = f (x) cos dx(= An )
L L | {z L } L 0 L
even
Z L
1 nx
bn = f (x) sin dx
L L L


h
X nx nx i
L L
n=1
with
Z L Z L
1 1
a0 = f (x) dx = f (x) dx(= A0 )
2L L |{z} L 0
even
Z L Z L
1 nx 2 nx
L L | {z L } L 0 L
even
Z L
1 nx
bn = f (x) sin dx
L L |{z} | {zL}
even
odd


h
X nx nx i
L L
n=1
with
Z L Z L
1 1
a0 = f (x) dx = f (x) dx(= A0 )
2L L |{z} L 0
even
Z L Z L
1 nx 2 nx
L L | {z L } L 0 L
even
Z L
1 nx
bn = f (x) sin dx = 0
L L | {z L }
odd


h
X nx nx i
L L
n=1
with
Z L Z L
1 1
a0 = f (x) dx = f (x) dx(= A0 )
2L L |{z} L 0
even
Z L Z L
1 nx 2 nx
L L | {z L } L 0 L
even
Z L
1 nx
L L | {z L }
odd
Therefore,

X nx
f (x) A0 + An cos ,
L
n=1


h
X nx nx i
L L
n=1
with
Z L Z L
1 1
a0 = f (x) dx = f (x) dx(= A0 )
2L L |{z} L 0
even
Z L Z L
1 nx 2 nx
L L | {z L } L 0 L
even
Z L
1 nx
L L | {z L }
odd
Therefore,

X nx
f (x) A0 + An cos ,
L
n=1
i.e., the Fourier series is automatically a Fourier cosine series.

Theorem
If f is piecewise smooth on [0, L], then the Fourier cosine series of f
converges.

Theorem
1 at those points x where the even periodic extension of f is
continuous, the Fourier cosine series converges to the even
periodic extension and

Theorem
2 at jump discontinuities of the even periodic extension, the Fourier
cosine series converges to the average of the left and right limits
at the jump.

Theorem
2 at jump discontinuities of the even periodic extension, the Fourier
cosine series converges to the average of the left and right limits
at the jump.
Remark
Note that jump discontinuities are possible only for 0 < x < L, i.e., if f
itself had jump discontinuities. The even periodic extension cannot
have any jumps at x = 0 or x = L.

Example
Figure: Plot of f (x) = x 2 + 1 with x [0, L].

Example
Figure: Plot of even extension of f (x) = x 2 + 1.

Example
Figure: Plot of even periodic extension of f (x) = x 2 + 1.

Example
Find the Fourier cosine series expansion of the function
(
1, 0 x < L2
f (x) =
0, 2L x L
and sketch its graph.

Example
(
1, 0 x < L2
f (x) =
0, 2L x L

Example
(
1, 0 x < L2
f (x) =
0, 2L x L

Example
(
1, 0 x < L2
f (x) =
0, 2L x L

Example
(
1, 0 x < L2
f (x) =
0, 2L x L

fasshauer@iit.edu MATH 461 Chapter 3 X nx 40
Example (cont.)
Lets compute the Fourier cosine coefficients:
Z L
1
A0 = f (x) dx
L 0

Example (cont.)
Z L
1
A0 = f (x) dx
L
"0Z #
L/2 Z L
1
= 1 dx + 0 dx
L 0 L/2

Example (cont.)
Z L
1
A0 = f (x) dx
L
"0Z #
L/2 Z L
1
= 1 dx + 0 dx
L 0 L/2
1L
=
L2

Example (cont.)
Z L
1
A0 = f (x) dx
L
"0Z #
L/2 Z L
1
= 1 dx + 0 dx
L 0 L/2
1L 1
= =
L2 2

Example (cont.)
Z L
2 nx
An = f (x) cos dx
L 0 L

Example (cont.)
Z L
2 nx
An = f (x) cos dx
L L
"0Z #
L/2 Z L
2 nx nx
= 1 cos dx + 0 cos dx
L 0 L L/2 L

Example (cont.)
Z L
2 nx
An = f (x) cos dx
L L
"0Z #
L/2 Z L
2 nx nx
= cos dx + 0 cos dx
L 0 L L/2 L
2 L h nx iL/2
= sin
L n L 0

Example (cont.)
Z L
2 nx
An = f (x) cos dx
L L
"0Z #
L/2 Z L
2 nx nx
= cos dx + 0 cos dx
L 0 L L/2 L
2 L h nx iL/2
= sin
L n L 0
2 n
= sin
n 2

Example (cont.)
Z L
2 nx
An = f (x) cos dx
L L
"0Z #
L/2 Z L
2 nx nx
= cos dx + 0 cos dx
L 0 L L/2 L
2 L h nx iL/2
= sin
L n L 0
(
2 n 0, n = 2k even
= sin = 2 k +1
n 2 (2k 1) (1) , n = 2k 1 odd

Example (cont.)
Z L
2 nx
An = f (x) cos dx
L L
"0Z #
L/2 Z L
2 nx nx
= cos dx + 0 cos dx
L 0 L L/2 L
2 L h nx iL/2
= sin
L n L 0
(
2 n 0, n = 2k even
= sin = 2 k +1
n 2 (2k 1) (1) , n = 2k 1 odd
Therefore

1 X 2(1)k +1 (2k 1)x
f (x) + cos
2 (2k 1) L
k =1

Example (cont.)
Z L
2 nx
An = f (x) cos dx
L L
"0Z #
L/2 Z L
2 nx nx
= cos dx + 0 cos dx
L 0 L L/2 L
2 L h nx iL/2
= sin
L n L 0
(
2 n 0, n = 2k even
= sin = 2 k +1
n 2 (2k 1) (1) , n = 2k 1 odd
Therefore

1 X 2(1)k +1 (2k 1)x
f (x) + cos
2 (2k 1) L
k =1
Note that equals = for all x [0, L] except x = 2L .

Even and odd parts of functions


Theorem
Any function f can be written as the sum of an even and an odd
function:
1 1
f (x) = [f (x) + f (x)] + [f (x) f (x)]
|2 {z } |2 {z }
:=fe (x) :=fo (x)


Theorem
function:
1 1
f (x) = [f (x) + f (x)] + [f (x) f (x)]
|2 {z } |2 {z }
:=fe (x) :=fo (x)
Proof.
Indeed, fe is even
1
fe (x) = [f (x) + f (x)]
2


Theorem
function:
1 1
f (x) = [f (x) + f (x)] + [f (x) f (x)]
|2 {z } |2 {z }
:=fe (x) :=fo (x)
Proof.
Indeed, fe is even
1
fe (x) = [f (x) + f (x)] = fe (x),
2


Theorem
function:
1 1
f (x) = [f (x) + f (x)] + [f (x) f (x)]
|2 {z } |2 {z }
:=fe (x) :=fo (x)
Proof.
Indeed, fe is even
1
fe (x) = [f (x) + f (x)] = fe (x),
2
and fo is odd
1
fo (x) = [f (x) f (x)]
2


Theorem
function:
1 1
f (x) = [f (x) + f (x)] + [f (x) f (x)]
|2 {z } |2 {z }
:=fe (x) :=fo (x)
Proof.
Indeed, fe is even
1
fe (x) = [f (x) + f (x)] = fe (x),
2
and fo is odd
1 1
fo (x) = [f (x) f (x)] = [f (x) f (x)]
2 2


Theorem
function:
1 1
f (x) = [f (x) + f (x)] + [f (x) f (x)]
|2 {z } |2 {z }
:=fe (x) :=fo (x)
Proof.
Indeed, fe is even
1
fe (x) = [f (x) + f (x)] = fe (x),
2
and fo is odd
1 1
fo (x) = [f (x) f (x)] = [f (x) f (x)] = fo (x).
2 2

Now, the Fourier series for an arbitrary function f is given by

X nx X nx
L L
n=1
| {z } |n=1 {z }
even odd
with Fourier coefficients
Z L Z L Z L
1 1 nx 1 nx
a0 = f (x)dx, an = f (x) cos dx, bn = f (x) sin dx.
2L L L L L L L L


X nx X nx
L L
n=1
| {z } |n=1 {z }
even odd
Z L Z L Z L
1 1 nx 1 nx
2L L L L L L L L
On the other hand,

X nx
bn sin
L
n=1
is a Fourier sine series.


X nx X nx
L L
n=1
| {z } |n=1 {z }
even odd
Z L Z L Z L
1 1 nx 1 nx
2L L L L L L L L
On the other hand,

X nx
bn sin
L
n=1
However, it is the Fourier sine series of fo , not of f !


X nx X nx
L L
n=1
| {z } |n=1 {z }
even odd
Z L Z L Z L
1 1 nx 1 nx
2L L L L L L L L
On the other hand,

X nx
bn sin
L
n=1
However, it is the Fourier sine series of fo , not of f !
Note that the Fourier sine series of f has coefficients
2 L
Z
nx
Bn = f (x) sin dx.
L 0 L
We can make a similar observation for cosine.
Therefore,
h
X nx nx i
a0 + an cos + bn sin
L L
n=1
| {z }
Fourier series of f

X nx X nx
= a0 + an cos + bn sin
L L
n=1
| {z } |n=1 {z }
cosine series of fe sine series of fo

Summary: Convergence of Fourier series

Let f be piecewise smooth. Then
The Fourier series of f is continuous for all x


f is continuous on [L, L] (i.e., no jumps inside) and
f (L) = f (L) (i.e., no jumps at end).


f is continuous on [L, L] (i.e., no jumps inside) and
f (L) = f (L) (i.e., no jumps at end).

The Fourier cosine series of f is continuous for all x


f is continuous on [0, L].


f is continuous on [0, L].

The Fourier sine series of f is continuous for all x


f is continuous on [0, L] (i.e., no jumps inside) and
f (0) = f (L) = 0 (i.e., no jumps at end).


f is continuous on [0, L] (i.e., no jumps inside) and
f (0) = f (L) = 0 (i.e., no jumps at end).

Term-by-Term Differentiation of Fourier Series
Outline

Recall that in HW 2.5.5c we had to deal with the boundary condition
u
(1, ) = f (),
r
where

X
u(r , ) = Bn r 2n sin 2n.
n=1

u
(1, ) = f (),
r
where

X
n=1
In order to determine the coefficients Bn we needed to differentiate the

infinite series, i.e., find

u X
(r , ) = 2nBn r 2n1 sin 2n.
r
n=1

u
(1, ) = f (),
r
where

X
n=1
In order to determine the coefficients Bn we needed to differentiate the

infinite series, i.e., find

u X
(r , ) = 2nBn r 2n1 sin 2n.
r
n=1
Was this justified?

u
Does this new series converge? If so, does it converge to r (r , )?

Example
Consider the function f (x) = x, and find its Fourier sine series.
Then, compare the termwise derivative of the series with the correct
derivative f 0 (x) = 1.

Example
Consider the function f (x) = x, and find its Fourier sine series.
Then, compare the termwise derivative of the series with the correct
derivative f 0 (x) = 1.
We know

X nx
x Bn sin
L
n=1
with Z L
2 nx
Bn = x sin dx.
L 0 L

Example (cont.)
Using integration by parts we have
Z L
2 nx
Bn = x sin dx
L 0 L

Example (cont.)
Z L
2 nx
Bn = x sin dx
L L
"0 #
nx L
Z L
2 L L nx
= x cos + cos dx
L n L 0 n 0 L

Example (cont.)
Z L
2 nx
Bn = x sin dx
L L
"0 #
nx L
Z L
2 L L nx
= x cos + cos dx
L n L 0 n 0 L
L2 L2

2 nx L
= cos n + sin
L n (n)2 L 0


Example (cont.)
Z L
2 nx
Bn = x sin dx
L L
"0 #
nx L
Z L
2 L L nx
= x cos + cos dx
L n L 0 n 0 L
L2 L2

2 nx L
= cos n + sin
L n (n)2 L 0

L2

2
= cos n
L n

Example (cont.)
Z L
2 nx
Bn = x sin dx
L L
"0 #
nx L
Z L
2 L L nx
= x cos + cos dx
L n L 0 n 0 L
L2 L2

2 nx L
= cos n + sin
L n (n)2 L 0

L2

2 2L
= cos n = (1)n
L n n

Example (cont.)
Z L
2 nx
Bn = x sin dx
L L
"0 #
nx L
Z L
2 L L nx
= x cos + cos dx
L n L 0 n 0 L
L2 L2

2 nx L
= cos n + sin
L n (n)2 L 0

L2

2 2L
= cos n = (1)n
L n n
Therefore,

2L X (1)n+1 nx
x sin (1)
n L
n=1

Example (cont.)
Z L
2 nx
Bn = x sin dx
L L
"0 #
nx L
Z L
2 L L nx
= x cos + cos dx
L n L 0 n 0 L
L2 L2

2 nx L
= cos n + sin
L n (n)2 L 0

L2

2 2L
= cos n = (1)n
L n n
Therefore,

2L X (1)n+1 nx
x sin (1)
n L
n=1
for which we know that equals = for 0 x < L.

Example (cont.)
Now we consider the termwise derivative of the Fourier sine series

2L X (1)n+1 nx
x sin ,
n L
n=1

Example (cont.)

2L X (1)n+1 nx
x sin ,
n L
n=1
i.e.,

2L X (1)n+1 n nx
cos
n L L
n=1

Example (cont.)

2L X (1)n+1 nx
x sin ,
n L
n=1
i.e.,

2L X (1)n+1 n nx
cos
n L L
n=1

X nx
= 2 (1)n+1 cos .
L
n=1

Example (cont.)

2L X (1)n+1 nx
x sin ,
n L
n=1
i.e.,

2L X (1)n+1 n nx
cos
n L L
n=1

X nx
= 2 (1)n+1 cos .
L
n=1
Remark
Note that this is a divergent series since the terms in the sequence do
not approach zero for n , and therefore the series diverges by the
standard test for divergence from calculus.
Example (cont.)
Obviously, we must conclude that

X nx
1 6= 2 (1)n+1 cos .
L
n=1

Example (cont.)

X nx
1 6= 2 (1)n+1 cos .
L
n=1
In fact, the Fourier cosine series of f 0 (x) = 1 is given by
f 0 (x) = 1 1,
i.e.,
a0 = 1, an = 0 for n 1.

Example (cont.)

X nx
1 6= 2 (1)n+1 cos .
L
n=1
In fact, the Fourier cosine series of f 0 (x) = 1 is given by
f 0 (x) = 1 1,
i.e.,
a0 = 1, an = 0 for n 1.
Obviously, we could replace by =.

Example (cont.)
Why did this not work?
What caused the trouble?

Example (cont.)
Why did this not work?
What caused the trouble?
Figure: Plot of f (x) = x for 0 < x < L.

Example (cont.)
Figure: Plot of odd extension of f (x) = x.

Example (cont.)
Figure: Plot of odd periodic extension (actually, Fourier sine series) of

f (x) = x.

Example (cont.)
Figure: Plot of odd periodic extension (actually, Fourier sine series) of

f (x) = x.
The jumps in the Fourier sine series at odd multiples of L prevent the
series from being differentiable.
Theorem (Differentiation of Fourier Series)

A continuous Fourier series can be differentiated term-by-term
provided f 0 is piecewise smooth.


Remark
In other words, the Fourier series of a continuous function f which
satisfies f (L) = f (L) can be differentiated term-by-term provided
f 0 is piecewise smooth.


Remark
In other words, the Fourier series of a continuous function f which
satisfies f (L) = f (L) can be differentiated term-by-term provided
f 0 is piecewise smooth.
Piecewise smoothness of f 0 ensures that its Fourier series
converges.

Proof
The Fourier series of f is
h
X nx nx i
f (x) a0 + an cos + bn sin (2)
L L
n=1
with
Z L Z L Z L
1 1 nx 1 nx
2L L L L L L L L

Proof
The Fourier series of f is
h
X nx nx i
f (x) a0 + an cos + bn sin (2)
L L
n=1
with
Z L Z L Z L
1 1 nx 1 nx
2L L L L L L L L
Since f 0 is piecewise smooth, it has a convergent Fourier series of the

form
h
0
X nx nx i
f (x) A0 + An cos + Bn sin (3)
L L
n=1
with
Z L Z L Z L
1 0 1 0 nx 1 nx
A0 = f (x)dx, An = f (x) cos dx, Bn = f 0 (x) sin dx.
2L L L L L L L L

If allowed, term-by-term differentiation of the Fourier series (2), i.e.,

h
X nx nx i
L L
n=1
would yield


h
X nx nx i
L L
n=1
would yield
h
0
X n nx n nx i
f (x) an sin + bn cos .
L L L L
n=1


h
X nx nx i
L L
n=1
would yield
h
0
X n nx n nx i
f (x) an sin + bn cos .
L L L L
n=1
Therefore, comparing with (3), we need to show that

n n
A0 = 0, An = bn , Bn = an .
L L

Lets actually compute the Fourier coefficients of f 0 based on the

information we have:
Z L
1
A0 = f 0 (x) dx
2L L


Z L
1
A0 = f 0 (x) dx
2L L
1
= [f (x)]LL
2L


Z L
1
A0 = f 0 (x) dx
2L L
1
= [f (x)]LL
2L
1
= [f (L) f (L)]
2L


Z L
1
A0 = f 0 (x) dx
2L L
1
= [f (x)]LL
2L
1
= [f (L) f (L)]
2L
Since we assumed that the Fourier series of f is continuous,


Z L
1
A0 = f 0 (x) dx
2L L
1
= [f (x)]LL
2L
1
= [f (L) f (L)]
2L
Since we assumed that the Fourier series of f is continuous, i.e., in
particular, that f (L) = f (L), we have
A0 = 0.

Z L
1 nx
An = f 0 (x) cos dx
L L L

Z L
1 nx parts
h
u = cos nx , du = n sin nx
dx
i
An = f 0 (x) cos dx = L
dv = f 0 (x)dx, v = f (x)
L L
L L L

Z L
1 nx parts
h
u = cos nx , du = n sin nx dx
i
An = f 0 (x) cos
dx = 0
L
dv = f (x)dx, v = f (x)
L L
L L
"L Z L #
1 nx L n nx
= f (x) cos + f (x) sin dx
L L L L L L

Z L
1 nx parts
h
i
An = f 0 (x) cos
dx = 0
L
dv = f (x)dx, v = f (x)
L L
L L
" L Z L #
1 nx L n nx
L L L L L
| L {z }
=nbn

Z L
1 nx parts
h
i
An = f 0 (x) cos
dx = 0
L
dv = f (x)dx, v = f (x)
L L
L L
" L Z L #
1 nx L n nx
L L L L L
| L {z }
=nbn
1h i
= f (L) cos n f (L) cos(n) + nbn
L

Z L
1 nx parts
h
i
An = f 0 (x) cos
dx = 0
L
dv = f (x)dx, v = f (x)
L L
L L
" L Z L #
1 nx L n nx
L L L L L
| L {z }
=nbn
1h i
= f (L) cos n f (L) cos(n) +nbn
L | {z }
=cos n

Z L
1 nx parts
h
i
An = f 0 (x) cos
dx = 0
L
dv = f (x)dx, v = f (x)
L L
L L
" L Z L #
1 nx L n nx
L L L L L
| L {z }
=nbn
1h i
L | {z }
=cos n
1 h i
= f (L) f (L) cos n + nbn
L

Z L
1 nx parts
h
i
An = f 0 (x) cos
dx = 0
L
dv = f (x)dx, v = f (x)
L L
L L
" L Z L #
1 nx L n nx
L L L L L
| L {z }
=nbn
1h i
L | {z }
=cos n
1 h i
L | {z }
=0, since F.S. of f cont.

Z L
1 nx parts
h
i
An = f 0 (x) cos
dx = 0
L
dv = f (x)dx, v = f (x)
L L
L L
" L Z L #
1 nx L n nx
L L L L L
| L {z }
nbn
1h i
L | {z }
=cos n
1 h i
L | {z }
n
= bn .
L

Z L
1 nx parts
h
i
An = f 0 (x) cos
dx = 0
L
dv = f (x)dx, v = f (x)
L L
L L
" L Z L #
1 nx L n nx
L L L L L
| L {z }
nbn
1h i
L | {z }
=cos n
1 h i
L | {z }
n
= bn .
L
Bn is treated similarly.

If the Fourier series of f is not continuous, i.e., if f (L) 6= f (L), then the
proof above shows us that
1
A0 = [f (L) f (L)] ,
2L
1 n
An = (1)n [f (L) f (L)] + bn ,
L L
n
Bn = an .
L

If the Fourier series of f is not continuous, i.e., if f (L) 6= f (L), then the
proof above shows us that
1
A0 = [f (L) f (L)] ,
2L
1 n
An = (1)n [f (L) f (L)] + bn ,
L L
n
Bn = an .
L
Therefore, even if the Fourier series of f itself is not continuous, the
Fourier series of the derivative of a continuous function f is given by

(1)n

1 X n nx
f 0 (x) [f (L) f (L)] + [f (L) f (L)] + bn cos
2L L L L
n=1
n nx
an sin .
L L

Theorem (Differentiation of Fourier Cosine Series)

A continuous Fourier cosine series can be differentiated term-by-term


Remark
In other words, the Fourier cosine series of a continuous function f
can be differentiated term-by-term provided f 0 is piecewise
smooth.


Remark
smooth.
No additional end conditions are required for f since f (L) = f (L)
is automatically satisfied due to even extension.


Remark
smooth.
No additional end conditions are required for f since f (L) = f (L)
is automatically satisfied due to even extension.
Proof.
HW 3.4.4b

Example
Consider again the function f (x) = x, but now find its Fourier cosine
series.
Can we apply term-by-term differentiation?
If so, what is the derivative?

Example
series.
We know

X nx
x A0 + An cos
L
n=1
with
Z L
1
A0 = x dx
L 0

Example
series.
We know

X nx
x A0 + An cos
L
n=1
with
L
1 L2
Z
1
A0 = x dx =
L 0 L 2

Example
series.
We know

X nx
x A0 + An cos
L
n=1
with
L
1 L2
Z
1 L
A0 = x dx = = ,
L 0 L 2 2

Example
series.
We know

X nx
x A0 + An cos
L
n=1
with
L
1 L2
Z
1 L
A0 = x dx = = ,
L 0 L 2 2
Z L
2 nx
An = x cos dx.
L 0 L

Example (cont.)
Z L
2 nx
An = x cos dx
L 0 L

Example (cont.)
Z L
2 nx
An = x cosdx
L 0 L
" #
nx L
Z L
parts 2 L L nx
= x sin sin dx
L n L 0 n 0 L

Example (cont.)
Z L
2 nx
An = x cos dx
L 0 L
" #
nx L
Z L
parts 2 L L nx
= x sin sin dx
L n L 0 n 0 L
2 L nx L
= cos
n n L 0


Example (cont.)
Z L
2 nx
An = x cos dx
L 0 L
" #
nx L
Z L
parts 2 L L nx
= x sin sin dx
L n L 0 n 0 L
2 L nx L
= cos
n n L 0

2L
= [(1)n 1]
(n)2

Example (cont.)
Z L
2 nx
An = x cos dx
L 0 L
" #
nx L
Z L
parts 2 L L nx
= x sin sin dx
L n L 0 n 0 L
2 L nx L
= cos
n n L 0

(
2L 0, for n even
= 2
[(1)n 1] = 4L
(n) (n)2 , for n odd

Example (cont.)
Z L
2 nx
An = x cos dx
L 0 L
" #
nx L
Z L
parts 2 L L nx
= x sin sin dx
L n L 0 n 0 L
2 L nx L
= cos
n n L 0

(
2L 0, for n even
= 2
[(1)n 1] = 4L
(n) (n)2 , for n odd
Therefore, with n = 2k 1,

L 4L X 1 (2k 1)x
x 2 2
cos (4)
2 (2k 1) L
k =1

Example (cont.)
Figure: Plot of f (x) = x for 0 < x < L.

Example (cont.)
Figure: Plot of even extension of f (x) = x.

Example (cont.)
Figure: Plot of odd periodic extension (i.e., Fourier cosine series) of f (x) = x.

Example (cont.)
Figure: Plot of odd periodic extension (i.e., Fourier cosine series) of f (x) = x.
From the plots it is clear that equals = in (4) for 0 x L.

Example (cont.)
Since f and its Fourier cosine series are continuous we can now
perform the term-by-term derivative of the Fourier cosine series from
(4)

L 4L X 1 (2k 1)x
x 2 cos ,
2 (2k 1)2 L
k =1

Example (cont.)
(4)

L 4L X 1 (2k 1)x
x 2 cos ,
2 (2k 1)2 L
k =1
i.e.,

4L X (2k 1)x
1 2
sin
(2k 1)L L
k =1

Example (cont.)
(4)

L 4L X 1 (2k 1)x
x 2 cos ,
2 (2k 1)2 L
k =1
i.e.,

4L X (2k 1)x
1 2
sin
(2k 1)L L
k =1

4 X 1 (2k 1)x
= sin . (5)
(2k 1) L
k =1

Example (cont.)
(4)

L 4L X 1 (2k 1)x
x 2 cos ,
2 (2k 1)2 L
k =1
i.e.,

4L X (2k 1)x
1 2
sin
(2k 1)L L
k =1

4 X 1 (2k 1)x
= sin . (5)
(2k 1) L
k =1
Remark
Note that this is the Fourier sine series of f 0 (x) = 1, for 0 < x < L.

Example (cont.)
Figure: Plot of Fourier sine series of f 0 (x) = 1.
Note that due to the jumps in the graph of the Fourier sine series
equals = in (5) only for 0 < x < L.
Theorem (Differentiation of Fourier Sine Series)

A continuous Fourier sine series can be differentiated term-by-term


Remark
In other words, the Fourier sine series of a continuous function f which
satisfies f (0) = f (L) = 0 can be differentiated term-by-term provided f 0
is piecewise smooth.


Remark
In other words, the Fourier sine series of a continuous function f which
satisfies f (0) = f (L) = 0 can be differentiated term-by-term provided f 0
is piecewise smooth.
Proof.
See the textbook [Haberman] on pages 116117.

From the proof of the theorem we get that if f is continuous, but does
not satisfy f (0) = f (L) = 0, with Fourier sine series

X nx
f (x) Bn sin
L
n=1
then, provided f 0 is piecewise smooth, we get the Fourier cosine series

0 1 X n 2 n nx
f (x) [f (L) f (0)] + Bn + [(1) f (L) f (0)] cos .
L L L L
n=1
(6)

Example
We saw earlier that for the function f (x) = x we have

2L X (1)n+1 nx
x= sin , 0 < x < L.
n L
n=1

Example

2L X (1)n+1 nx
x= sin , 0 < x < L.
n L
n=1
Since f (0) = 0 6= f (L) = L we cant expect term-by-term differentiation
to yield f 0 (x) (and we observed this in the earlier example).

Example

2L X (1)n+1 nx
x= sin , 0 < x < L.
n L
n=1
However, (6) does provide the expected (and correct) answer

0 1 X n 2 n nx
f (x) [f (L) f (0)] + Bn + [(1) f (L) f (0)] cos
L L L L
n=1

Example

2L X (1)n+1 nx
x= sin , 0 < x < L.
n L
n=1

0 1 X n 2 n nx
f (x) [f (L) f (0)] + Bn + [(1) f (L) f (0)] cos
L L L L
n=1

X n 2L(1)n+1 2

1 nx
= [L 0] + + [(1)n L 0] cos
L L n L L
n=1

Example

2L X (1)n+1 nx
x= sin , 0 < x < L.
n L
n=1

0 1 X n 2 n nx
f (x) [f (L) f (0)] + Bn + [(1) f (L) f (0)] cos
L L L L
n=1

X n 2L(1)n+1 2

1 nx
= [L 0] + + [(1)n L 0] cos
L L n L L
n=1
h
X i nx
= 1+ 2(1)n+1 + 2(1)n cos
L
n=1

Example

2L X (1)n+1 nx
x= sin , 0 < x < L.
n L
n=1

0 1 X n 2 n nx
f (x) [f (L) f (0)] + Bn + [(1) f (L) f (0)] cos
L L L L
n=1

X n 2L(1)n+1 2

1 nx
= [L 0] + + [(1)n L 0] cos
L L n L L
n=1
h
X i nx
= 1+ 2(1)n+1 + 2(1)n cos
| {z } L
n=1
=0

Example

2L X (1)n+1 nx
x= sin , 0 < x < L.
n L
n=1

0 1 X n 2 n nx
f (x) [f (L) f (0)] + Bn + [(1) f (L) f (0)] cos
L L L L
n=1

X n 2L(1)n+1 2

1 nx
= [L 0] + + [(1)n L 0] cos
L L n L L
n=1
h
X i nx
= 1+ 2(1)n+1 + 2(1)n cos =1
| {z } L
n=1
=0

Another Look at Separation of Variables: The

Eigenfunction Perspective
By starting our discussion of the solution of the heat equation with an

eigenfunction expansion we are able to obtain a justification for why
the separation of variables approach works.

Another Look at Separation of Variables: The

Eigenfunction Perspective
By starting our discussion of the solution of the heat equation with an

eigenfunction expansion we are able to obtain a justification for why
the separation of variables approach works.
Remark
The main advantage of taking this different point of view is that it can
be applied to nonhomogeneous problems as well (see HW 3.4.9 and
3.4.12).

Example
Lets once more solve the 1D heat equation
u 2u
= k 2, 0 < x < L, t > 0
t x
u(0, t) = u(L, t) = 0
u(x, 0) = f (x).

Example
u 2u
= k 2, 0 < x < L, t > 0
t x
u(0, t) = u(L, t) = 0
u(x, 0) = f (x).
We know that the eigenfunctions for this problem are

x 2x 3x
sin , sin , sin ,...
L L L

Example
u 2u
= k 2, 0 < x < L, t > 0
t x
u(0, t) = u(L, t) = 0
u(x, 0) = f (x).

x 2x 3x
L L L
and therefore we make the Ansatz

X nx
u(x, t) = Bn (t) sin .
L
n=1

Example
u 2u
= k 2, 0 < x < L, t > 0
t x
u(0, t) = u(L, t) = 0
u(x, 0) = f (x).

x 2x 3x
L L L
and therefore we make the Ansatz

X nx
u(x, t) = Bn (t) sin .
L
n=1
Note the time-dependence of the Fourier sine coefficients.
Example (cont.)
The first thing to do is to enforce the initial condition u(x, 0) = f (x), i.e.,

X nx
f (x) Bn (0) sin
L
n=1
with Z L
2 nx
Bn (0) = f (x) sin dx, n = 1, 2, 3, . . .
L 0 L

Example (cont.)
The first thing to do is to enforce the initial condition u(x, 0) = f (x), i.e.,

X nx
f (x) Bn (0) sin
L
n=1
with Z L
2 nx
Bn (0) = f (x) sin dx, n = 1, 2, 3, . . .
L 0 L
Remark
Note that now we are approaching the problem from a different angle,
and so we dont know yet whether u satisfies the heat equation.

Example (cont.)
To check whether u satisfies the heat equation we compute all the
required partial derivatives using term-by-term differentiation:

Example (cont.)

X nx
u(x, t) Bn (t) sin
L
n=1

Example (cont.)

X nx
u(x, t) Bn (t) sin
L
n=1

u X n nx
= (x, t) Bn (t) cos (7)
x L L
n=1

Example (cont.)

X nx
u(x, t) Bn (t) sin
L
n=1

u X n nx
= (x, t) Bn (t) cos (7)
x L L
n=1

2u X n 2 nx
= (x, t) Bn (t) sin (8)
x 2 L L
n=1

Example (cont.)

X nx
u(x, t) Bn (t) sin
L
n=1

u X n nx
= (x, t) Bn (t) cos (7)
x L L
n=1

2u X n 2 nx
= (x, t) Bn (t) sin (8)
x 2 L L
n=1

u X nx
and (x, t) Bn0 (t) sin (9)
t L
n=1

Example (cont.)
Were all of these differentiations justified?

Example (cont.)
(7) was OK since we differentiated the sine series of a continuous
function (for fixed t) which satisfies u(0, t) = u(L, t) = 0.

Example (cont.)
(8) was OK since we differentiated the cosine series of a
continuous function (for fixed t).

Example (cont.)
(8) was OK since we differentiated the cosine series of a
continuous function (for fixed t).
(9) was questionable. So far we have no theorem covering this
case see below.

Example (cont.)
Using (8) and (9), u satisfies the heat equation if

X nx X n 2 nx
Bn0 (t) sin =k Bn (t) sin .
L L L
n=1 n=1

Example (cont.)

X nx X n 2 nx
L L L
n=1 n=1
Comparing coefficients of sines of like frequencies we get an ODE for

the coefficients Bn :

Example (cont.)

X nx X n 2 nx
L L L
n=1 n=1

n 2
Bn0 (t) = k Bn (t), n = 1, 2, 3, . . .
L

Example (cont.)

X nx X n 2 nx
L L L
n=1 n=1

n 2
Bn0 (t) = k Bn (t), n = 1, 2, 3, . . .
L
This ODE is easily solved and yields
n 2
Bn (t) = Bn (0)ek ( L ) t
which is the same answer we had earlier using separation of variables.

We close the section with the theorem that justifies the derivation of (9)
above.

We close the section with the theorem that justifies the derivation of (9)
above.
Theorem
If u = u(x, t) is a continuous function of t with time-dependent Fourier
series
h
X nx nx i
u(x, t) = a0 (t) + an (t) cos + bn (t) sin
L L
n=1
then

u Xh nx n i
(x, t) = a00 (t) + an0 (t) cos + bn0 (t) sin
t L L
n=1
u
provided t is piecewise smooth.

Integration of Fourier Series
Outline

Theorem
The Fourier series of a piecewise smooth function f can always be
integrated term-by-term.

Theorem
Moreover, the result is a continuous infinite series (but not necessarily
a Fourier series) which converges to the integral of f on the interval
[L, L],

Theorem
Moreover, the result is a continuous infinite series (but not necessarily
a Fourier series) which converges to the integral of f on the interval
[L, L], i.e., if f has the Fourier series
h
X nx nx i
f (x) a0 + an cos + bn sin , L x L
L L
n=1
then, for all x [L, L], we have

Z x
X an L nx bn L nx
f (t)dt = a0 (x + L) + sin + cos n cos . (10)
L n L n L
n=1

Remark
The integrals in the theorem need not be from L to x.

Remark
They can also be from a to b, a, b [L, L], since we can always write
Z b
... =
a

Remark
Z b Z L Z b
... = ... + ...
a a L

Remark
Z b Z L Z b Z a Z b
... = ... + ... = ... + ...,
a a L L L
and the latter two integrals are covered by the formula in the theorem.

Before we prove the theorem we note the following facts:

Z x x
a0 dt = a0 t = a0 (x + L)

L L


Z x x
a0 dt = a0 t = a0 (x + L)

L L
nt x
Z x
nt L L nx
cos dt = sin = sin
L L n L L n L


Z x x
a0 dt = a0 t = a0 (x + L)

L L
nt x
Z x
nt L L nx
cos dt = sin = sin
L L n L L n L
Z x x
nt L nt L nx
sin dt = cos = cos n cos
L L n L n L L


Z x x
a0 dt = a0 t = a0 (x + L)

L L
nt x
Z x
nt L L nx
cos dt = sin = sin
L L n L L n L
Z x x
nt L nt L nx
sin dt = cos = cos n cos
L L n L n L L
This shows that the coefficients in formula (10) indeed are likely
candidates for term-by-term integration of the Fourier series.

Proof.
We begin by defining the function F as
Z x
F (x) = f (t) dt.
L

Proof.
Z x
F (x) = f (t) dt.
L
Since we assumed f to be piecewise smooth, F is continuous.

Proof.
Z x
F (x) = f (t) dt.
L

Its Fourier series is continuous if and only if F (L) = F (L).

Proof.
Z x
F (x) = f (t) dt.
L

However,
Z L
F (L) = f (t) dt = 0
L

Proof.
Z x
F (x) = f (t) dt.
L

However,
Z L
F (L) = f (t) dt = 0
L
Z L
F (L) = f (t) dt
L

Proof.
Z x
F (x) = f (t) dt.
L

However,
Z L
F (L) = f (t) dt = 0
L
Z L
F (L) = f (t) dt = 2a0 L,
L
where a0 is one of the Fourier coefficients of f . These are in general

not the same.

Proof.
Z x
F (x) = f (t) dt.
L

However,
Z L
F (L) = f (t) dt = 0
L
Z L
F (L) = f (t) dt = 2a0 L,
L
where a0 is one of the Fourier coefficients of f . These are in general

not the same. Therefore, the Fourier series of F is not continuous in
general, and we cannot assume that F (x) equals its Fourier series for
L x L.
Proof (cont.)
Rx
In addition to F (x) = L f (t) dt we
now also define
H(x) = a0 (x + L)
and
G(x) = F (x) H(x).

Proof (cont.)
Rx
now also define
H(x) = a0 (x + L)
and
G(x) = F (x) H(x).
Clearly, H denotes the line passing

through (L, 0) and (L, 2a0 L).

Proof (cont.)
Rx
now also define
H(x) = a0 (x + L)
and
G(x) = F (x) H(x).

As a consequence we have
G(L) = G(L) = 0 (since F (L) = 0 and F (L) = 2a0 L),
G is continuous (since F and H are)

Proof (cont.)
Rx
now also define
H(x) = a0 (x + L)
and
G(x) = F (x) H(x).

As a consequence we have
G(L) = G(L) = 0 (since F (L) = 0 and F (L) = 2a0 L),
G is continuous (since F and H are)
so that G(x) equals its Fourier series on [L, L].

Proof (cont.)
Lets write the Fourier series of G in the form
h
X nx nx i
G(x) = A0 + An cos + Bn sin
L L
n=1
with (remember that G(x) = F (x) H(x) = F (x) a0 (x + L))

Z L
1
A0 = [F (x) a0 (x + L)] dx
2L L
1 L
Z
nx
An = [F (x) a0 (x + L)] cos dx
L L L
1 L
Z
nx
Bn = [F (x) a0 (x + L)] sin dx
L L L
and lets compute A0 , An and Bn .

Proof (cont.)
Z L
1 nx
L L L

Proof (cont.)
Z L
1 nx
An = [F (x) a0 (x + L)] cos
dx
L L L
1 L 1 L
Z Z
nx nx
= [F (x) a0 L] cos dx a0 x cos dx
L L L L L L

Proof (cont.)
Z L
1 nx
L L L
Z L Z L
1 nx 1 nx
L L | {z } | {z L } L L L
=u, du=f (x)dx L nx
| {z }
=dv , v = n sin L =0, odd

Proof (cont.)
Z L
1 nx
L L L
Z L Z L
1 nx 1 nx
L L | {z } | {z L } L L L
=u, du=f (x)dx L nx
| {z }
" #
nx L
Z L
1 L L nx
= (F (x) a0 L) sin f (x) sin dx
L n L L n L L

Proof (cont.)
Z L
1 nx
L L L
Z L Z L
1 nx 1 nx
L L | {z } | {z L } L L L
=u, du=f (x)dx L nx
| {z }
" L Z L #
1 L nx L nx
L n | {zL } n L L
L | {z }
0 =Lbn

Proof (cont.)
Z L
1 nx
L L L
Z L Z L
1 nx 1 nx
L L | {z } | {z L } L L L
=u, du=f (x)dx L nx
| {z }
" L Z L #
1 L nx L nx
L n | {zL } n L L
L | {z }
0 =Lbn
L
= bn
n

Proof (cont.)
Z L
1 nx
L L L
Z L Z L
1 nx 1 nx
L L | {z } | {z L } L L L
=u, du=f (x)dx L nx
| {z }
" L Z L #
1 L nx L nx
L n | {zL } n L L
L | {z }
0 =Lbn
L
= bn
n
L
Bn = an is computed similarly (see HW 3.5.5)
n
Proof (cont.)
To compute A0 we note that

X nL nL
G(L) = A0 + An cos + Bn sin
L L
n=1

Proof (cont.)

" #
X nL nL
G(L) = A0 + An cos + Bn sin
L | {zL }
n=1
=0

Proof (cont.)

" #
X nL nL
0 = G(L) = A0 + An cos + Bn sin
L | {zL }
n=1
=0

Proof (cont.)

" #
X nL nL
L | {zL }
n=1
=0
Therefore

X
A0 = An cos n
n=1

Proof (cont.)

" #
X nL nL
L | {zL }
n=1
=0
Therefore

X X L
A0 = An cos n = bn cos n.
n
n=1 n=1

Proof (cont.)

" #
X nL nL
L | {zL }
n=1
=0
Therefore

X X L
A0 = An cos n = bn cos n.
n
n=1 n=1
Putting everything together we get
F (x) = H(x) + G(x)

X nx nx
= a0 (x + L) + A0 + An cos + Bn sin
L L
n=1
which matches the claim of the theorem if we use the representations

of A0 , An and Bn .
Example
Integrate the following Fourier cosine series (see (4)) from 0 to x:

L 4L X 1 (2k 1)x
x= 2 2
cos
2 (2k 1) L
k =1

Example
Integrate the following Fourier cosine series (see (4)) from 0 to x:

L 4L X 1 (2k 1)x
x= 2 2
cos
2 (2k 1) L
k =1
Solution
We immediately have
x
x2
Z
t dt =
0 2
and Z x
L Lx
dt =
0 2 2

Solution (cont.)
The remaining part becomes
x
x
(2k 1)t 4L2 X (2k 1)t
Z
4L X 1 1
cos dt = 3 sin
2 (2k 1)2 L (2k 1)3 L

k =1 0 k =1

0

Solution (cont.)
x
x
(2k 1)t 4L2 X (2k 1)t
Z
4L X 1 1
cos dt = 3 sin
2 (2k 1)2 L (2k 1)3 L

k =1 0 k =1

0
2 X
4L 1 (2k 1)x
= sin
3 (2k 1)3 L
k =1

Solution (cont.)
x
x
(2k 1)t 4L2 X (2k 1)t
Z
4L X 1 1
cos dt = 3 sin
2 (2k 1)2 L (2k 1)3 L

k =1 0 k =1

0
2 X
4L 1 (2k 1)x
= sin
3 (2k 1)3 L
k =1
Putting all three parts together we have

2 8L2 X 1 (2k 1)x
x = Lx 3 3
sin .
(2k 1) L
k =1

Solution (cont.)
x
x
(2k 1)t 4L2 X (2k 1)t
Z
4L X 1 1
cos dt = 3 sin
2 (2k 1)2 L (2k 1)3 L

k =1 0 k =1

0
2 X
4L 1 (2k 1)x
= sin
3 (2k 1)3 L
k =1

2 8L2 X 1 (2k 1)x
x = Lx 3 3
sin .
(2k 1) L
k =1
Note that this is in agreement with the statement of the theorem.

Solution (cont.)
x
x
(2k 1)t 4L2 X (2k 1)t
Z
4L X 1 1
cos dt = 3 sin
2 (2k 1)2 L (2k 1)3 L

k =1 0 k =1

0
2 X
4L 1 (2k 1)x
= sin
3 (2k 1)3 L
k =1

2 8L2 X 1 (2k 1)x
x = Lx 3 3
sin .
(2k 1) L
k =1
Note that this is in agreement with the statement of the theorem. Due
to the presence of the linear term Lx this is not a Fourier (sine) series.

Solution (cont.)
We can interpret

2 8L2 X 1 (2k 1)x
x = Lx 3 3
sin
(2k 1) L
k =1
differently. Namely, we do have the following two sine series:

Solution (cont.)
We can interpret

2 8L2 X 1 (2k 1)x
x = Lx 3 3
sin
(2k 1) L
k =1

8L2 X 1 (2k 1)x
Lx x 2 = 3 3
sin
(2k 1) L
k =1

Solution (cont.)
We can interpret

2 8L2 X 1 (2k 1)x
x = Lx 3 3
sin
(2k 1) L
k =1

8L2 X 1 (2k 1)x
Lx x 2 = 3 3
sin
(2k 1) L
k =1
and, using the Fourier sine series of f (x) = x (see (1)),

2L X (1)n+1 nx 8L2 X 1 (2k 1)x
x2 = L sin 3 3
sin
k L (2k 1) L
n=1 k =1

Example
Use the fact established earlier (see (5)) that

4X 1 (2k 1)x
1= sin , 0<x <L
2k 1 L
k =1
to show that

X 1 1 1 2
= 1 + + + . . . = .
(2k 1)2 32 52 8
k =1

Solution
The main idea is to integrate the given identity from 0 to x.

Solution
The main idea is to integrate the given identity from 0 to x. For the
left-hand side we have Z x
1 dt = x,
0

Solution
1 dt = x,
0
while the right-hand side is
x
(2k 1)t
Z
4X 1
sin dt
0 2k 1 L
k =1

Solution
1 dt = x,
0
x Z x
(2k 1)t (2k 1)t
Z
4X 1 4X 1
sin dt = sin dt
0 2k 1 L 2k 1 0 L
k =1 k =1

Solution
1 dt = x,
0
x Z x
(2k 1)t (2k 1)t
Z
4X 1 4X 1
sin dt = sin dt
0 2k 1 L 2k 1 0 L
k =1 k =1
x
4L X 1 (2k 1)t
= 2 cos
(2k 1)2 L
0
k =1

Solution
1 dt = x,
0
x Z x
(2k 1)t (2k 1)t
Z
4X 1 4X 1
sin dt = sin dt
0 2k 1 L 2k 1 0 L
k =1 k =1
x
4L X 1 (2k 1)t
= 2 cos
(2k 1)2 L
0
k =1

4L X 1 1 (2k 1)x
= 2 2
2
cos
(2k 1) (2k 1) L
k =1

Solution (cont.)
Therefore, splitting into two series,

4L X 1 4L X 1 (2k 1)x
x= 2 2
2 2
cos .
(2k 1) (2k 1) L
k =1 k =1

Solution (cont.)

4L X 1 4L X 1 (2k 1)x
x= 2 2
2 2
cos .
(2k 1) (2k 1) L
k =1 k =1
This is a cosine series with constant term

4L X 1
A0 = 2
(2k 1)2
k =1

Solution (cont.)

4L X 1 4L X 1 (2k 1)x
x= 2 2
2 2
cos .
(2k 1) (2k 1) L
k =1 k =1

Z L
4L X 1 1
A0 = 2 2
= x dx
(2k 1) L 0
k =1

Solution (cont.)

4L X 1 4L X 1 (2k 1)x
x= 2 2
2 2
cos .
(2k 1) (2k 1) L
k =1 k =1

Z L
4L X 1 1 L
A0 = 2 2
= x dx = ,
(2k 1) L 0 2
k =1

Solution (cont.)

4L X 1 4L X 1 (2k 1)x
x= 2 2
2 2
cos .
(2k 1) (2k 1) L
k =1 k =1

Z L
4L X 1 1 L
A0 = 2 2
= x dx = ,
(2k 1) L 0 2
k =1
and we can now conclude that

X 1
(2k 1)2
k =1

Solution (cont.)

4L X 1 4L X 1 (2k 1)x
x= 2 2
2 2
cos .
(2k 1) (2k 1) L
k =1 k =1

Z L
4L X 1 1 L
A0 = 2 2
= x dx = ,
(2k 1) L 0 2
k =1

X 1 2 L
=
(2k 1)2 4L 2
k =1

Solution (cont.)

4L X 1 4L X 1 (2k 1)x
x= 2 2
2 2
cos .
(2k 1) (2k 1) L
k =1 k =1

Z L
4L X 1 1 L
A0 = 2 2
= x dx = ,
(2k 1) L 0 2
k =1

X 1 2 L 2
= = .
(2k 1)2 4L 2 8
k =1

Solution (cont.)
Alternatively, we could have evaluated the series expansion

4L X 1 4L X 1 (2k 1)x
x= 2 2
2 2
cos
(2k 1) (2k 1) L
k =1 k =1
for some special value of x. For example,

Solution (cont.)

4L X 1 4L X 1 (2k 1)x
x= 2 2
2 2
cos
(2k 1) (2k 1) L
k =1 k =1

for x = L we get

4L X 1 4L X 1 (2k 1)L
L = cos
2 (2k 1)2 2 (2k 1)2 L
k =1 k =1

Solution (cont.)

4L X 1 4L X 1 (2k 1)x
x= 2 2
2 2
cos
(2k 1) (2k 1) L
k =1 k =1

for x = L we get

4L X 1 4L X 1 (2k 1)L
L = cos
2 (2k 1)2 2 (2k 1)2 L
k =1 k =1

4L X 1 4L X 1
= 2 cos(2k 1)
2 (2k 1)2 (2k 1)2 | {z }
k =1 k =1
=1

Solution (cont.)

4L X 1 4L X 1 (2k 1)x
x= 2 2
2 2
cos
(2k 1) (2k 1) L
k =1 k =1

for x = L we get

4L X 1 4L X 1 (2k 1)L
L = cos
2 (2k 1)2 2 (2k 1)2 L
k =1 k =1

4L X 1 4L X 1
= 2 cos(2k 1)
2 (2k 1)2 (2k 1)2 | {z }
k =1 k =1
=1
so that
4L X 1 X 1 2
L=2 2
= .
(2k 1)2 (2k 1)2 8
k =1 k =1

Solution (cont.)
L
For x = 2 we get

L 4L X 1 4L X 1 (2k 1) L2
= cos
2 2 (2k 1)2 2 (2k 1)2 L
k =1 k =1

Solution (cont.)
L
For x = 2 we get

L 4L X 1 4L X 1 (2k 1) L2
= cos
2 2 (2k 1)2 2 (2k 1)2 L
k =1 k =1

4L X 1 4L X 1
= 2 cos(2k 1)
2 (2k 1)2 (2k 1)2 | 2}
k =1 k =1 {z
=0

Solution (cont.)
L
For x = 2 we get

L 4L X 1 4L X 1 (2k 1) L2
= cos
2 2 (2k 1)2 2 (2k 1)2 L
k =1 k =1

4L X 1 4L X 1
= 2 cos(2k 1)
2 (2k 1)2 (2k 1)2 | 2}
k =1 k =1 {z
=0
so that

L 4L X 1 X 1 2
= 2 = .
2 (2k 1)2 (2k 1)2 8
k =1 k =1

Example
The Basel problem, first proved by
Leonhard Euler in 1735:

Example

X 1 2
=
n2 6
n=1

Example

X 1 2
=
n2 6
n=1
One can prove this as we did for the

squares of odd integers above. Here we
evaluate the Fourier series of f (x) = x 2 ,

L2 4L2 X (1)n
2 nx
x = + 2 2
cos ,
3 n L
n=1

Example

X 1 2
=
n2 6
n=1
One can prove this as we did for the

squares of odd integers above. Here we
evaluate the Fourier series of f (x) = x 2 ,

L2 4L2 X (1)n
2 nx
x = + 2 2
cos ,
3 n L
n=1
at x = L.
See [Proofs from THE BOOK] for three different proofs.

Complex Form of Fourier Series
Outline

Fourier series are often expressed in terms of complex exponentials

instead of sines and cosines.


The main ingredient for understanding this translation in notation is
Eulers formula
ei = cos + i sin .


The main ingredient for understanding this translation in notation is
Eulers formula
ei = cos + i sin .
This, of course, implies
ei = cos i sin ,
and so
ei + ei
cos =
2
ei ei
sin = .
2i

We can therefore rewrite the Fourier series

h
X nx nx i
L L
n=1
as
nx nx nx nx
" #
X ei L + ei L ei L ei L
f (x) a0 + an + bn
2 2i
n=1

We can therefore rewrite the Fourier series

h
X nx nx i
L L
n=1
as
nx nx
nx nx
" #
+ ei L
X ei ei L ei L
L
f (x) a0 + an + bn
2 2i
n=1

1X bn i nx bn i nx
= a0 + an + e L + an e L
2 i i
n=1

1
We break this into two series and use i = i to arrive at

1X nx 1X nx
f (x) a0 + (an ibn ) ei L + (an + ibn ) ei L
2 2
n=1 n=1

1

1X nx 1X nx
2 2
n=1 n=1
Now we perform an index transformation, n n, on the first series to

get

1 X nx 1X nx
2 2
n=1 n=1

1

1X nx 1X nx
2 2
n=1 n=1

get

1 X nx 1X nx
2 2
n=1 n=1
Note that, using the symmetries of cosine and sine,

Z L
1 (n)x
an = f (x) cos dx
L L L

1

1X nx 1X nx
2 2
n=1 n=1

get

1 X nx 1X nx
2 2
n=1 n=1

Z L
1 (n)x
an = f (x) cos dx = an
L L L

1

1X nx 1X nx
2 2
n=1 n=1

get

1 X nx 1X nx
2 2
n=1 n=1

Z L
1 (n)x
L L L
Z L
1 (n)x
bn = f (x) sin dx
L L L

1

1X nx 1X nx
2 2
n=1 n=1

get

1 X nx 1X nx
2 2
n=1 n=1

Z L
1 (n)x
L L L
Z L
1 (n)x
bn = f (x) sin dx = bn
L L L

We can therefore rewrite

1 X i nx 1X nx
f (x) a0 + (an ibn ) e L + (an + ibn ) ei L
2 2
n=1 n=1
as

1 X nx 1X nx
f (x) a0 + (an + ibn ) ei L + (an + ibn ) ei L
2 2
n=1 n=1


1 X i nx 1X nx
2 2
n=1 n=1
as

1 X nx 1X nx
2 2
n=1 n=1
If we introduce new coefficients
an + ibn
c0 = a0 and cn =
2


1 X i nx 1X nx
2 2
n=1 n=1
as

1 X nx 1X nx
2 2
n=1 n=1
an + ibn
c0 = a0 and cn =
2
then we get the exponential form of the Fourier series

X nx
f (x) cn ei L
n=


1 X i nx 1X nx
2 2
n=1 n=1
as

1 X nx 1X nx
2 2
n=1 n=1
an + ibn
c0 = a0 and cn =
2
then we get the exponential form of the Fourier series

X nx
f (x) cn ei L
n=
with Fourier coefficients Z L
1
c0 = f (x) dx
2L L
and
an + ibn
cn =
2

and
an + ibn
cn =
2
" #
Z L Z L
1 nx nx
= f (x) cos dx + i f (x) sin dx
2L L L L L

and
an + ibn
cn =
2
" #
Z L Z L
1 nx nx
2L L L L L
Z L
1 h nx nx i
= f (x) cos + i sin dx
2L L L L

and
an + ibn
cn =
2
" #
Z L Z L
1 nx nx
2L L L L L
Z L
1 h nx nx i
2L L L L
Z L
1 nx
= f (x)ei L dx
2L L

and
an + ibn
cn =
2
" #
Z L Z L
1 nx nx
2L L L L L
Z L
1 h nx nx i
2L L L L
Z L
1 nx
= f (x)ei L dx
2L L
Note that this formula also gives the correct value for c0 .

and
an + ibn
cn =
2
" #
Z L Z L
1 nx nx
2L L L L L
Z L
1 h nx nx i
2L L L L
Z L
1 nx
= f (x)ei L dx
2L L
Note that this formula also gives the correct value for c0 .
Remark
Sometimes the formula for the Fourier coefficients cn is referred to as
the finite Fourier transform of f .

Appendix References
References I
Aigner, Martin, Gnter M. Ziegler, and Karl H. Hofmann.

Proofs from THE BOOK (4th Ed.).
Springer, 2009.
J. W. Brown and R. V. Churchill.
Fourier Series and Boundary Value Problems.
McGraw-Hill (5th ed.), New York, 1993.
R. Haberman.
Applied Partial Differential Equations.
Pearson (5th ed.), Upper Saddle River, NJ, 2012.
M. A. Pinsky.
Partial Differential Equations and Boundary-value Problems with Applications.
American Mathematical Society (reprint of 3rd ed.), Providence, RI, 2011.
L. N. Trefethen.
Approximation Theory and Approximation Practice.
Society of Industrial and Applied Mathematics, Philadelphia, PA, 2012.

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MATH 461: Fourier Series and Boundary Value

Department of Applied Mathematics

fasshauer@iit.edu MATH 461 Chapter 3 1

1 Piecewise Smooth Functions and Periodic Extensions

2 Convergence of Fourier Series

3 Fourier Sine and Cosine Series

4 Term-by-Term Differentiation of Fourier Series

5 Integration of Fourier Series

6 Complex Form of Fourier Series

fasshauer@iit.edu MATH 461 Chapter 3 2

1 Piecewise Smooth Functions and Periodic Extensions

2 Convergence of Fourier Series

3 Fourier Sine and Cosine Series

4 Term-by-Term Differentiation of Fourier Series

5 Integration of Fourier Series

6 Complex Form of Fourier Series

fasshauer@iit.edu MATH 461 Chapter 3 3

fasshauer@iit.edu MATH 461 Chapter 3 4

fasshauer@iit.edu MATH 461 Chapter 3 4

fasshauer@iit.edu MATH 461 Chapter 3 5

fasshauer@iit.edu MATH 461 Chapter 3 5

fasshauer@iit.edu MATH 461 Chapter 3 5

is piecewise smooth since both f

fasshauer@iit.edu MATH 461 Chapter 3 6

is not piecewise continuous (and

lim f (x) = lim ln(1 x) = ,

i.e., f has an infinite jump at x = 1.

fasshauer@iit.edu MATH 461 Chapter 3 6

fasshauer@iit.edu MATH 461 Chapter 3 7

Figure: Plot of f (x) = 1 xL with x [L, L].

fasshauer@iit.edu MATH 461 Chapter 3 8

Figure: Plot of f for f (x) = 1 xL .

fasshauer@iit.edu MATH 461 Chapter 3 8

fasshauer@iit.edu MATH 461 Chapter 3 9

fasshauer@iit.edu MATH 461 Chapter 3 9

1 Piecewise Smooth Functions and Periodic Extensions

2 Convergence of Fourier Series

3 Fourier Sine and Cosine Series

4 Term-by-Term Differentiation of Fourier Series

5 Integration of Fourier Series

6 Complex Form of Fourier Series

fasshauer@iit.edu MATH 461 Chapter 3 10

Even though we have used Fourier series to represent a given function

fasshauer@iit.edu MATH 461 Chapter 3 11

Even though we have used Fourier series to represent a given function

Moreover, even if we can assure convergence, how do we know that

fasshauer@iit.edu MATH 461 Chapter 3 11

Even though we have used Fourier series to represent a given function

Moreover, even if we can assure convergence, how do we know that

fasshauer@iit.edu MATH 461 Chapter 3 11

Using a more precise notation, all we can say is

fasshauer@iit.edu MATH 461 Chapter 3 12

Using a more precise notation, all we can say is

fasshauer@iit.edu MATH 461 Chapter 3 12

fasshauer@iit.edu MATH 461 Chapter 3 13

fasshauer@iit.edu MATH 461 Chapter 3 13

fasshauer@iit.edu MATH 461 Chapter 3 13

The proof requires the Dirichlet kernel

as well as a careful analysis of one-sided derivatives.

The calculations for Gibbs phenomenon below gives a flavor of

fasshauer@iit.edu MATH 461 Chapter 3 14

In classical harmonic analysis there are also theorems about other

We will talk about convergence in the mean in Chapter 5, and the

fasshauer@iit.edu MATH 461 Chapter 3 15