Periodic Functions and

Fourier Series

Periodic Functions
A function

is periodic

if it is defined for all real

and if there is some positive number,

such that

f T f

Fourier Series
f

be a periodic function with period

The function can be represented by a

trigonometric series as:

n 1

n 1

f a0 an cos n bn sin n

n 1

n 1

f a0 an cos n bn sin n
What kind of trigonometric (series) functions
are we talking about?

cos , cos 2 , cos 3 and

sin , sin 2 , sin 3

We want to determine the coefficients,

an

and

bn

Let us first remember some useful

integrations.

cos n cos m d

1
1
cos n m d cos n m d
2
2

cos n cos m d 0

cos n cos m d

nm

nm

sin n cos m d

1
1
sin n m d sin n m d
2
2

sin n cos m d 0

for all values of m.

sin n sin m d

1
1
cos n m d cos n m d
2
2

sin n sin m d 0

sin n sin m d

nm

nm

Determine

a0

Integrate both sides of (1) from

to

f d

a0 an cos n bn sin n d

n 1
n 1

f d

a0d

n 1

n 1

cos n d

sin n d

f d a0 d 0 0

f d 2a0 0 0

1
a0
2
a0

f d

is the average (dc) value of the

function,

You may integrate both sides of (1) from

to

instead.

f d
2

a0 an cos n bn sin n d
0
n 1
n 1

It is alright as long as the integration is

performed over one period.

f d
2

a0d
0
0

n 1

n 1

cos n d

sin n d

f d a0d 0 0
0

f d 2a0 0 0

1
a0
2

f d

Determine
Multiply (1) by

an

cos m

and then Integrate both sides from

to

f cos m d

a0 an cos n bn sin n cos m d

n1
n1

Let us do the integration on the right-hand-side

one term at a time.
First term,

a0 cos m d 0

Second term,

a cos n cos m d

n 1

Second term,

cos n cos m d am

n 1

Third term,

n 1

sin n cos m d 0

Therefore,

f cos m d a
m

1
am

f cos m d

m 1, 2,

Determine
Multiply (1) by

bn

sin m

and then Integrate both sides from

to

f sin m d

a0 a n cos n bn sin n sin m d

n 1
n 1

Let us do the integration on the right-hand-side

one term at a time.
First term,

sin m d 0

Second term,

n 1

cos n sin m d

Second term,

n 1

cos n sin m d 0

Third term,

n 1

sin n sin m d bm

Therefore,

f sin m d bm

1
bm

f sin md

m 1, 2 ,

The coefficients are:

1
a0
2

1
am

1
bm

f d

f cos m d

m 1, 2,

f sin m d

m 1, 2,

We can write n in place of m:

1
a0
2
1
an

1
bn

f d

f cos n d

f sin n d

n 1 , 2 ,

n 1 , 2 ,

The integrations can be performed from

to

1
a0
2
1
an

1
bn

instead.

f d

f cos n d

f sin n d

n 1, 2 ,

n 1 , 2 ,

Example 1. Find the Fourier series of

the following periodic function.

f A
A

when 0
when

f 2 f

1 2

a0
f

2 0
2
1

2
2
1

A d A d

2 0
0

1 2
a n f cos n d
0
2
1

A
cos
n

A
cos
n

0
1

sin n
A n

sin n
A n

1 2
bn f sin n d
0
2
1

A
sin
n

A
sin
n

cos n
1 cos n
A n A n

A
cos n cos 0 cos 2n cos n

n
1

A
cos n cos 0 cos 2n cos n
bn
n
A
1 1 1 1

n
4A

when n is odd
n

A
cos n cos 0 cos 2n cos n
bn
n
A
1 1 1 1

n
0 when n is even

Therefore, the corresponding Fourier series is

4A
1
1
1

sin sin 3 sin 5 sin 7

3
5
7

In writing the Fourier series we may not be

able to consider infinite number of terms for
practical reasons. The question therefore, is
how many terms to consider?

When we consider 4 terms as shown in the

previous slide, the function looks like the
following.
1.5

0.5
f()

0.5

1.5

When we consider 6 terms, the function looks

like the following.
1.5

0.5
f()

0.5

1.5

When we consider 8 terms, the function looks

like the following.
1.5
1
0.5
f ()

0
0.5
1
1.5

When we consider 12 terms, the function looks

like the following.
1.5

0.5
f()

0.5

1.5

The red curve was drawn with 12 terms and

the blue curve was drawn with 4 terms.
1.5

0.5

0.5

1.5

The red curve was drawn with 12 terms and

the blue curve was drawn with 4 terms.
1.5

0.5

0.5

1.5

10

The red curve was drawn with 20 terms and

the blue curve was drawn with 4 terms.
1.5

0.5

0.5

1.5

10

Even and Odd Functions

(We are not talking about even or
odd numbers.)

Even Functions

Mathematically speaking -

f f

The value of the

function would
be the same
when we walk
equal distances
along the X-axis
in opposite
directions.

Odd Functions

Mathematically speaking -

f f

The value of the

function would
change its sign
but with the
same magnitude
when we walk
equal distances
along the X-axis
in opposite
directions.

Even functions can solely be represented

by cosine waves because, cosine waves
are even functions. A sum of even
functions is another even function.
5

5
10

10

Odd functions can solely be represented by

sine waves because, sine waves are odd
functions. A sum of odd functions is another
odd function.
5

5
10

10

The Fourier series of an even function f

is expressed in terms of a cosine series.

f a0 an cos n
n 1

The Fourier series of an odd function f

is expressed in terms of a sine series.

f bn sin n
n 1

Example 2. Find the Fourier series of

the following periodic function.

f x x

when x

f 2 f

1
a0
2

1
f x dx
2

1 x

2 3
3

x dx

1
an f x cos nx dx

1 2

x
cos
nxdx

Use integration by parts. Details are shown
in your class note.

4
an 2 cos n
n
4
an 2
n

4
an 2
n

when n is odd

when n is even

This is an even function.

Therefore,

bn 0

The corresponding Fourier series is

cos 2 x cos 3 x cos 4 x

4 cos x

2
2
2
3
2
3
4

Functions Having Arbitrary Period

t
is the angular velocity in radians per
second.

 2 f
f is the frequency of the periodic function,

f t

2 f t
Therefore,

where

t
T

1
f
T

t
T

2
d
dt
T

Now change the limits of integration.

2

t
T

T
t
2

t
T

T
t
2

1
a0
2
1
a0
T

f d

T
2

f t dt
T

1
an

2
an
T

f cos n d

T
2

2 n
Tf t cos T t dt

n 1 , 2 ,

n 1, 2,

1
bn

2
bn
T

f sin n d

n 1 , 2 ,

2 n

f
t
sin
t
dt

T
T

n 1, 2,

T
2

Example 4. Find the Fourier series of

the following periodic function.

T
T
f t t when t
4
4
T
T
3T
t
when
t
2
4
4

f t T f t
This is an odd function. Therefore,
T

2
2n
bn f t sin
t dt
T 0
T
4

T
2

2n
f t sin
t dt
T

an 0

4
bn
T
4

T
4

2n
t
sin
t
dt

T
0
T
2

T
2n

sin
t
dt

T
2
T

Use integration by parts.

 T
n
sin

2.
2
2n
2T
n
2 2 sin

n
2

4
bn
T

bn 0

when n is even.

Therefore, the Fourier series is

2T
2

1
1
2
6
10
sin T t 2 sin T t 2 sin T t

The Complex Form of Fourier Series

n 1

n 1

f a0 an cos n bn sin n
Let us utilize the Euler formulae.
j
j

cos
sin

e
2

e
2i

th harmonic component of (1) can be

The
expressed as:

an cos n bn sin n
an

an

jn

jn

e
2

jn

e
2

jn

bn

ibn

jn

e
2i

jn

jn

e
2

jn

an cos n bn sin n
an jbn jn an jbn jn

e
e
2
2

Denoting

a n jb n
c n
2

and

c0 a0

cn

a n jbn

a n cos n bn sin n
cn e

jn

c n e

jn

The Fourier series for

can be expressed as:

f c0 c n e
n 1

c e
n

jn

jn

c ne

jn

The coefficients can be evaluated in

the following manner.

an jbn
cn

j
f cos nd
2

f sin n d

f cos n j sin n d

f e

jn

c n

an jbn

j
f cos nd
2

f sin n d

f cos n j sin n d

f e

jn

 an jbn
cn

Note that

cn .

cn

is the complex conjugate of

Hence we may write that

1
cn
2
.

c n

an jbn

f e

jn

n 0 , 1, 2 ,

The complex form of the Fourier series of

f with period

c e

is:

jn

Example 1. Find the Fourier series of

the following periodic function.

f A
A

when 0
when

f 2 f

A 5
f ( x)

A if 0 x
A if x 2
0 otherwise

1
A0

f ( x) dx
2 0
A0 0

n 1 8
2

1
An
f ( x) cos ( nx) dx
0
A1 0

A2 0

A3 0

A4 0

A5 0

A6 0

A7 0

A8 0

1
Bn
0

f ( x) sin( nx) dx

B1 6.366

B2 0

B3 2.122

B4 0

B5 1.273

B6 0

B7 0.909

B8 0

cne

1
cn
2

jn

f e

n 0 , 1, 2 ,
2

1
C ( n)

2 0

1i n x

f ( x) e

dx

jn

1
C ( n)

2 0

1i n x

f ( x) e

dx

C ( 0) 0

C ( 1) 3.183i

C ( 2) 0

C ( 3) 1.061i

C ( 4) 0

C ( 5) 0.637i

C ( 6) 0

C ( 7) 0.455i

C ( 1) 3.183i

C ( 2) 0

C ( 3) 1.061i

C ( 5) 0.637i

C ( 6) 0

C ( 7) 0.455i

C (4) 0