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Definition of Fourier Series and Typical Examples

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Definition of Fourier Series and Typical Examples

Baron Jean Baptiste Joseph Fourier (1768 1830) introduced the idea that any periodic function can be represented by a series of sines and cosines which are harmonically related.

To consider this idea in more detail, we should introduce some definitions and common terms.

Basic Definitions

A function f (x ) is said to have period P if f (x + P) = f (x ) for all x . Let the function f (x ) has period 2. In this case, it is enough to consider behavior of the function on the interval [, ]. 1. Suppose that the function f (x ) with period 2 is absolutely integrable on [, ] so that the following so-called Dirichlet integral is finite:

2. Suppose also that the function f (x ) is a single valued, piecewise continuous (must have a finite number of jump discontinuities), and piecewise monotonic (must have a finite number of maxima and minima). If the conditions 1 and 2 are satisfied, the Fourier series for the function f (x ) exists and converges to the given function (see also Convergence of Fourier Series about convergence conditions.) At a discontinuity x 0, the Fouries Series converges to

The Fourier series of the function f (x ) is given by

where the Fourier coefficients a0, an , and bn are defined by the integrals

Sometimes alternative forms of the Fourier series are used. Replacing an and bn by the new variables dn and n or dn and n , where

we can write:

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Definition of Fourier Series and Typical Examples

Fourier Series of Even and Odd Functions

The Fourier series expansion of an even function f (x ) with the period of 2 does not involve the terms with sines and has the form:

where the Fourier coefficients are given by the formulas

Accordingly, the Fourier series expansion of an odd 2-periodic function f (x ) consists of sine terms only and has the form:

where the coefficients bn are

Below we consider expansions of 2-periodic functions into their Fourier series, supposing that these expansions exist and are convergent.
Example 1

Let the function f (x ) be 2-periodic and suppose that it is presented by the Fourier series:

Calculate the coefficients a0, an , and bn .

Solution.

To define an , we integrate the Fourier series on the interval [, ]:

For all n > 0,

Therefore, all the terms on the right of the summation sign are zero, so we obtain

In order to find the coefficients an at m > 0, we multiply both sides of the Fourier series by cos mx and integrate term by term:

The first term on the right side is zero. Then, using the well-known trigonometric identities, we have

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Definition of Fourier Series and Typical Examples

if m n. In case when m = n, we can write:

Thus,

Similarly, multiplying the Fourier series by sin mx and integrating term by term, we obtain the expression for bm:

Rewriting the formulas for an , bn , we can write the final expressions for the Fourier coefficients:

Example 2

Find the Fourier series for the square 2-periodic wave defined on the interval [, ]:

Solution.

First we calculate the constant a0:

Find now the Fourier coefficients for n 0:

Since

, we can write:

Thus, the Fourier series for the square wave is

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Definition of Fourier Series and Typical Examples

We can easily find the first few terms of the series. By setting, for example, n = 5, we get

The graph of the function and the Fourier series expansion for n = 10 is shown in Figure 1.

Fig.1, n = 10

Fig.2, n = 5, n = 10

Example 3

Find the Fourier series for the sawtooth wave defined on the interval [, ] and having period 2.
Solution.

Calculate the Fourier coefficients for the sawtooth wave. Since this function is odd (Figure 2), then a0 = an = 0. Find the coefficients bn :

To calculate the latter integral we use integration by parts formula:

Let

. Then

so the integral becomes

Substituting

and

for all integer values of n, we obtain

Thus, the Fourier series expansion of the sawtooth wave is (Figure 2 above)
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Thus, the Fourier series expansion of the sawtooth wave is (Figure 2 above)

Definition of Fourier Series and Typical Examples

Example 4

Let f (x ) be a 2-periodic function such that

Solution.

for

. Find the Fourier series for the parabolic wave.

Since this function is even, the coefficients bn = 0. Then

Apply integration by parts twice to find:

Since

and

for integer n, we have

Then the Fourier series expansion for the parabolic wave is (Figure 3)

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Definition of Fourier Series and Typical Examples

Fig.3, n = 2, n = 5

Fig.4, n = 1, n = 2

Example 5

Find the Fourier series for the triangle wave

defined on the interval [, ].

Solution.

The constant a0 is

Determine the coefficients an :

Integrating by parts, we can write

Then

The values of sin nx at x = 0 or x = are zero. Therefore,

When n = 2k , then

. When n = 2k + 1, then

Since the function f (x ) is even, the Fourier coefficients bn are zero. Therefore, the complete Fourier expansion for the triangle wave (see Figure 4 above) is

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Definition of Fourier Series and Typical Examples

Example 6

Find the Fourier series for the function

defined on the interval [, ].

Solution.

First we find the constant a0:

Now we calculate the coefficients an :

Notice that

Since cos (n 1) = (1)n 1, we get the following expression for the coefficients an :

It's seen that an = 0 for odd n. For even n, when n = 2k (k = 1,2,3,...), we have

Calculate the coefficients bn . Start with b1:

The other coefficients bn for n > 1 are zero. Indeed,

Thus, the Fourier series of the given function is given by

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Definition of Fourier Series and Typical Examples

Graphs of the function and its Fourier expansions for n = 2 and n = 8 are shown in Figure 5.

Fig.5, n = 2, n = 8

Fig.6, n = 10

Example 7

Find the Fourier series for the function

defined on the interval [, ].

Solution.

Compute the coefficients an :

(These results are obvious since this function is odd.) Calculate the coefficients bn :

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Definition of Fourier Series and Typical Examples

Thus, the Fourier series expansion of the function is given by

The graph of the function and the Fourier series expansion for n = 10 are shown in Figure 6 above.

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