2.

Fourier Series
Many phenomena that are studied in engineering are
periodic in nature. For example the current and voltage in
an alternating current circuit, the displacement, velocity
and acceleration of the piston and many parameters in a
vibrating system are all periodic. In order to solve such
problems it is very often desirable that these functions are
represented in infinite trigonometric series.
We would hope that such a modeling would give adequate
representation over the whole cycle of periodicity rather
than the local nature of the Taylor series representation.
Many wave phenomena are also periodic and it is well
known, especially through acoustics that a wave can in
general be decomposed or analyzed into several distinct
waves of different frequencies.

Definition
A series of Sines and Cosines of the form
....... 2 ... 2
2
2 1 2 1
0
+ + + + + x Sin b Sinx b x Cos a Cosx a
a
=
Sinnx b Cosnx a
a
n
n
n
n

+ +
1 1
0
2

,where
,... , ,..., ,
2 1 1 0
b b a a
are constants is called a Fourier
series.
We can show that a periodic function can be represented as
a fourier series.
12
A periodic function f(x) whose period is 2

can be
represented in the form
f(x) =
) 1 ......( .......... .......... ) 2 ( ) (
2 2 1 0
+ + + + + x Sin c x Sin c c


approximately provided that
(i) f(x) is single- valued
(ii) f(x) is not infinite (i.e. infinite series is convergent).
Note:

A function f(x) is said to be periodic with period p if for all
x, f(x+p) = f(x), p is a positive constant. The least positive
value of p satisfying the above relationship is called the
period of f(x).

Second term of (1) can be written as
1 1 1 1 1 1
) ( SinxCos c CosxSin c x Sin c + +
=
Sinx b Cosx a
1 1
+
( where 1 1 1 1 1 1
, Cos c b Sin c a
)
Converting the remaining terms in a similar way f(x)
becomes

i.e. f(x) =
) 2 ...( .......... .......... )......... (
2
1
1
0
Sinkx b Coskx a a
k
k
k
+ +

where c 0 has been written as

2
0
a
.(which would be shown
later).
i.e. A periodic function can be represented as a fourier
series.
13
Consider the function A sin(nx), where A and n are
constants. This represents a wave where the amplitude of
the wave is A, and the period will be 2/n, where n is the
wavenumber. If we increase the wavenumber, then the
function oscillated more rapidly, so sin(10x) has ten peaks
and troughs between x=0 and x=2 whereas sin(x) only has
one peak and one trough.
So the terms of a Fourier series represent waves of different
periods (or wavelengths), with each successive term giving a
more rapidly oscillating contribution than the previous.
The fundamental idea is that the large-scale features of any
given periodic function can be roughly approximated by a
sine or cosine wave, with suitably chosen amplitude. The
shorter-scale features are more accurately captured by the
subsequent terms in the Fourier series. In this way we can
recreate the function as accurately as we choose, by taking
more and more terms, thus including shorter and shorter
scales.
Fourier Series is used in the analysis of signals in electronics.
We will see functions like the following, which approximates
a saw-tooth signal:
14
Taking one extra term in the series each time and drawing
separate graphs, we have:
f(t) = 1 (first term of the series):
f(t) = 1 + 2 sin t (first 2 terms of the series):
15
f(t) = 1 + 2 sin t - sin 2t (first 3 terms of the series):


16
We say that the infinite Fourier series converges to the saw
tooth curve.
That is, if we take more and more terms, the graph will look
more and more like a saw tooth. If we could take an infinite
number of terms, the graph would look like a set of saw
teeth...
Note:
(i) Whether the series converges or not will depend on the
value of x chosen and
the coefficients a
k
and b
k
.
(ii) If the series converges in any closed interval [c,c+2

],
the periodic nature of
the Cosine and Sine functions guarantees convergence
for all values of x.
(iii) We try to approximate a given function in the fourier
series. For that it is
17
necessary to know the values
a
0
,
n
a a ,........,
1
and
,......... ,
2 1
b b
which are
called the fourier coefficients.

Definition:

If f(x) is defined on an interval

x

with f(x)=f(x+2

).

We define the fourier series of f(x) on [-
] ,
as the
series

+ +
1
0
) (
2
k
k k
Sinkx b Coskx a
a
------------ (3)
where

dx x f a ) (
1
0

...... 2 , 1 , ) (
1
k Coskxdx x f a
k

....... 2 , 1 , ) (
1
k Sinkxdx x f b
k
and fourier series of
) (x f
is denoted by
). (x f
s
In otherwords
) (x f
=
). (x f
s approximately.
Proof is shown later.
That is, if the coefficients of the series (1) are determined in
the case where the representation of a given function in the
form (1) is valid then the series with these coefficients is
called Fourier series of the function.
i.e. we are approximating a periodic function by an infinite
trignometric series.
18
Integrals useful to calculate fourier coefficients:
(i)

0 Cosnxdx
and

0 Sinnxdx
(ii)

+ +

dx x n m Cos x n m Cos dx CosmxCosnx } ) ( ) ( {

2
1
=

'

n m
n m dx nx Cos
, 0
, ) 1 2 (
2
1

(iii)
dx n m Cos x n m Cos dx SinmxSinnx


+

)} ( ) ( {
2
1

=

'

n m
n m
,
, 0

(iv)

+ +

0 } ) ( ) ( {
2
1
dx x n m Sin x n m Sin SinmxCosnx

in all cases.
Same result holds for other limits provided they differ
by
2

.
Proof of equation (3)
Consider,
f(x) =

+ +
1
0
) (
2
1
k
k k
Sinkx b Coskx a a
(1)
Integrating both sides from

to

2 .
2
1
2
1
) (
0 0
a dx a dx x f


19

dx x f a ) (
1
0
To find 1
a
, multiply by Cos x and integrate,

1
2
1
) ( a dx x Cos a Cosxdx x f

Cosxdx x f a ) (
1
To find
n
a a a , .......... ,
3 2
multiply (1) by Cos 2x, Cos 3x,
and integrate between

to

and the general term is,

n n
a nxdx Cos a Cosnxdx x f


2
) (

Cosnxdx x f a
n
) (
1
To find
n
b
multiply by Sin nx and integrate,

n n
b nxdx Sin b Sinnxdx x f


2
) (

Sinnxdx x f b
n
) (
1
Note: n
a
and
n
b
may be written

2
0
) (
1
Cosnxdx x f a
n

2
0
) (
1
Sinnxdx x f b
n

Example:
Develop f(x) in a fourier series in the interval
[ ] ,
if

f(x) =

'

<
<
x 0 , 1
0 x , 0
20
Let f
) (
2
) (
1
0
Sinnx b Cosnx a
a
x
n
n
n s
+ +

Then, a
1 1 0
1
) (
1
0
0
0

1
]
1

dx dx dx x f

Cosnxdx x f a
n
) (
1
=
+

0
0
1
0
1
Cosnxdx Cosnxdx
=
0
1
0

1
]
1

n
Sinnx

Sinnxdx x f b
n
) (
1
=


0 0
1 1
1
]
1

n
Cosnx
Sinnxdx

( ) ,.... 2 , 1 , 1
1
n Cosn
n

[ ]
n
n
) 1 ( 1
1

2
1
b
,
, 0
2
b

3
2
3
b
,
0
4
b

,
_

+ + + + ....... 5
5
1
3
3
1 2
2
1
) ( x Sin x Sin Sinx x f
s

Note: The partial sums of the series are

2
1
1
s
,
Sinx s

2
2
1
2
+
,
) 3 sin
3
1
(
2
2
1
3
x Sinx s + +

The graphs of f(x) and partial sums are shown below.

21
It is evident from the graphs that the accuracy with which
n
S
represents
) (x f
increases with n.
Exercise 16
22
Find the fourier series for
(1) f(x) = x+2,
. x
.

(2) f(x) = Cos
< < x
x
,
2


Odd and even functions
Definition: Function
) (x f
is odd iff
) ( ) ( x f x f
and
Function
) (x f
is even iff
) ( ) ( x f x f
.
Note: (i) Graph of an odd function is symmetrical about the origin
whereas the graph of an even function is symmetrical about
the y-axis.
23
(ii) (a) A product of two even or odd functions is even.

(b)A product of an even and odd functions is odd.

( c) For an even function
) (x f

0
) ( 2 ) ( dx x f dx x f

(d) For an odd function
) (x f

0 ) ( dx x f

(e) Fourier series of an even function is,

nx a
a
n
n
cos
2
1
0

+
.
(f) Fourier series of an odd function is
nx b
n
n
sin
1

.


Examples: Find fourier series of the following functions.

(1) f(t) =

'

< <
< <

t
t
0 , 1
0 , 1
(2) f(t) =

'

< <
< <
< <

t
t
t
2
, 1
2 2
, 1
2
, 1


Dirichlets theorem :
If f(x) is single valued and bounded periodic function which in any
one period has a finite number of discontinuities and a finite
number of maxima and minima , then
24

) sin cos (
2
) (
1
0
nx b nx a
a
x S
n
p
n
n p
+ +

converges to f(x) as
p
at
values of x for which f(x) is continuous and to
[ ] ) 0 ( ) 0 (
2
1
+ + x f x f

(i.e. the average of the right hand and left- hand limits of f(x)
at points of discontinuity.)
Exercise 17
(i) Obtain Fourier series over the interval

to

for the
function
2
) ( x x f
and
also obtain the graph of the Fourier series over the interval
3
to 3

.
(ii) Given that
2
) ( x x x f +
for
< < x
with
). ( ) 2 ( x f x f +

Show that
........
3
1
2
1
1
6
2 2
2
+ + +

(iii) Find fourier series for

) (x f
, if

'

< <
< <

x x
x
x f
0 ,
0 ,
) (
.
Deduce that
.
8
........
5
1
3
1
1
1
2
2 2 2

+ + +
Graph the fourier series.

Half range series
We can often make use of the oddness or evenness of a function
giving rise to Sine series or a Cosine series respectively. In the
solution of some partial differential equations, the boundary
conditions may restrict us to a series which contains only Sine
terms. We shall therefore need to investigate how to manufacture
25
an odd function or an even function, given a function which may be
neither.
Suppose f(x) is defined on [0,

] , and we want a Cosine series. We

extend f(x) to a new function g(x) defined on [-
] ,
as follows
g(x) =

'

<

0 , ) (
0 , ) (
x x f
x x f

Then g(x) is even in [-

] ,
. Hence
) (x g
s =
Cosnx a
a
n
n

+
0
0
2
Where

0
0
) (
2
dx x g a

0
) (
2
Cosnxdx x g a
n
As g(x) = f(x) in (0,
),
therefore in this interval

f s (x) =
Cosnx a
a
n
n

+
1
0
2
..(1)

0
0
) (
2
dx x f a

0
) (
2
Cosnxdx x f a
n
This is called fourier half-range cosine series for
) , 0 ( x
. It is
denoted by
). (x f
cs
Therefore,
) ( ) ( x f x f
cs s

for
). , 0 ( x
Where,

0
0
) (
2
dx x f a
,

0
cos ) (
2
nxdx x f a
n .
) (x g
is called even periodic extension of
). (x f
Thus the series
converges to
) (x f
at all points on
) , 0 (
where
) (x f
is continuous
26
and at all points of discontinuity the series converges to the average
of its left and right hand limits.
Suppose we want a Sine series. We can extend f(x) to an odd
function h(x) on [-
] ,
.
h(x) =

'

<

0 , ) (
0 ) (
x x f
x x f

Sinnx b x h
n
n s

1
) (
Here bn =

0
) (
2
Sinnxdx x g
Since h(x) = f(x) in (0,
),
therefore in this interval

) (x f
s =
Sinnx b
n
n

1
(2)
where bn =

0
) (
2
Sinnxdx x f
This is called fourier half-range sine series and it is denoted by
). (x f
ss
i.e.
). ( ) ( x f x f
ss s


) (x h
is called odd periodic extension of
). (x f
Thus the series converges to
) (x f
at all points on
) , 0 (
where
) (x f

is continuous and at all points of discontinuity the series converges
to the average of its left and right hand limits.
Thus a function f(x) , whether even or odd or neither, defined over
the interval (0,
)
is capable of these two distinct expansions.
Series (1) and (2) with coefficients defined above are called Fourier
half range cosine series and sine series of f(x) respectively.
Exercise 18
1. Expand
x x f sin ) (
in a fourier cosine series in
< < x 0
. Graph
the fourier series of
the even periodic extension of
). (x f
27

2. Represent the following by a fourier sine series in the given
region and obtain the
graph of the fourier series of the odd periodic extension of the
function.

'

< <
<

t
t t
x f
2
,
2
2
0 ,
) (
2.5 Fourier series of general period
So far only functions with period 2

have been considered. In

practice it is often necessary to find a fourier series of
) (x f
defined
over the interval -L to L or 0 to 2L.
The fourier series of
) (x f
defined on (-L,L) with period 2L is,
) (
2
) (
1
0
L
x n
Sin b
L
x n
Cos a
a
x f
n
n
n s

+ +

Where

L
L
dx x f
L
a ) (
1
0 ,

L
L
n
dx
L
x n
Cos x f
L
a

) (
1
,

L
L
n
dx
L
x n
Cos x f
L
b

) (
1


The fourier series of
) (x f
defined on (0,2L) with period
2L is,
28
) (
2
) (
1
0
L
x n
Sin b
L
x n
Cos a
a
x f
n
n
n s

+ +

Where

L
dx x f
L
a
2
0
0
) (
1
,

L
n
dx
L
x n
Cos x f
L
a
2
0
) (
1
,

L
n
dx
L
x n
Cos x f
L
b
2
0
) (
1
Exercise 19
1. Find the fourier series expansion of the following periodic
function of period 1

'

< <
< +

2
1
0 ,
2
1
0
2
1
,
2
1
) (
x x
x x
x f
.
2. Expand
2
0 , ) (

< < x Cosx x f
in a fourier Sine series. Graph the
fourier expansion
of odd periodic extension of
). (x f

3. Find a fourier Cosine series for

'

<

1 , 2
1 ,
) (
x
x x
x f
on (o, 2).Graph
the fourier series of the even extension of the function function.

29
30