Fourier series

Wessel Bruinsma
April 24, 2013
Fourier series
Derivation
Let a function f(x), periodic by 2P, be dened by eq. 1.
f(x) =

n=0
(a
n
cos(
nx
P
) + b
n
sin(
nx
P
)) = a
0
+

n=1
(a
n
cos(
nx
P
) + b
n
sin(
nx
P
)) (1)
Using eq. 2 (Eulers formula) we can dene sin(x) and cos(x) by eq. 3 and eq. 4.
e
ix
= cos(x) + i sin(x) (2)
sin(x) =
cos(x) + i sin(x) cos(x) i sin(x)
2i
=
e
ix
e
ix
2i
(3)
cos(x) =
cos(x) + i sin(x) + cos(x) + i sin(x)
2
=
e
ix
+ e
ix
2
(4)
Substituting eq. 3 and eq. 4 in eq. 1 we get eq. 5 with c
n
dened by eq. 6.
f(x) = a
0
+

n=1
(a
n
e
i
nx
P
+ e
i
nx
P
2
+ b
n
e
i
nx
P
e
i
nx
P
2i
)
= a
0
+

n=1
(e
i
nx
P
(
a
n
2
+
b
n
2i
) + e
i
nx
P
(
a
n
2

b
n
2i
))
= a
0
+

n=1
(e
i
nx
P
(
a
n
ib
n
2
) + e
i
nx
P
(
a
n
+ ib
n
2
))
=

n=
c
n
e
i
nx
P
(5)
c
n
=
a
n
ib
n
2
c
n
=
a
n
+ib
n
2
c
o
= a
n
(6)
Now, if we multiply eq. 5 by e
i
mx
P
we obtain eq. 7.
f(x)e
i
mx
P
=

n=
c
n
e
i
nx
P
e
i
mx
P
(7)
Before we can express c
n
explicitly, we must rst make some remarks about orthogo-
nality. Lets evaluate the integral in eq. 8 assuming a = b and a, b Z.
1
1
2P

P
P
e
i
ax
P
e
i
bx
P
dx
=
1
2P

P
P
e
i
x
P
(ab)
dx
=
1
2P

P
i(a b)
e
i
x
P
(ab)

P
P
=
1
2i(a b)

e
i
P
P
(ab)
e
i
P
P
(ab)

=
1
(a b)
sin((a b))
= 0 (8)
However, if a = b and a, b Z, the integral in eq. 8 becomes eq. 9.
1
2P

P
P
e
i
ax
P
e
i
bx
P
dx
=
1
2P

P
P
e
i
ax
P
e
i
ax
P
dx
=
1
2P

P
P
e
0
dx
=
1
2P

P
P
dx
=
1
2P
2P
= 1 (9)
Combining the results acquired from eq. 8 and eq. 9, we get eq. 10, assuming a, b Z.
1
2P

P
P
e
i
ax
P
e
i
bx
P
dx =

1 if a = b
0 if a = b
(10)
Using this identity, we can write c
n
explicity. Eq. 11 shows that integrating eq. 7
results in c
m
. The sum in eq. 11 goes from n = to n = +. However, only when
m = n, the integral results in 1 (eq. 10), so all of the other terms of the sum will be
nullied, except for c
m
. Substituting m for n results in the desired equation (eq. 12).
1
2P

P
P
f(x)e
i
mx
P
dx
=
1
2P

P
P

n=
c
n
e
i
nx
P
e
i
mx
P
dx
=

n=
c
n
1
2P

P
P
e
i
nx
P
e
i
mx
P
dx
= c
m
(11)
2
1
2P

P
P
f(x)e
i
nx
P
dx = c
n
(12)
Using the integral in eq. 11, the complex coecients c
n
can be found. Then, by eq.
6, a
0
, a
n
and b
n
are dened by eq. 13, eq. 14 and eq. 15.
a
0
= c
0
=
1
2P

P
P
f(x)dx (13)
a
n
= c
n
+ c
n
=
1
2P

P
P
f(x)(e
i
nx
P
+ e
i
nx
P
)dx =
1
P

P
P
f(x) cos(
n
P
x)dx (14)
b
n
= i(c
n
c
n
) =
i
2P

P
P
f(x)(e
i
nx
P
e
i
nx
P
)dx =
1
P

P
P
f(x) sin(
n
P
x)dx (15)
3
Summary
f(x) =

n=
c
n
e
i
nx
P
= a
0
+

n=1
(a
n
cos(
nx
P
) + b
n
sin(
nx
P
))
a
0
= c
0
=
1
2P

P
P
f(x)dx
a
n
= c
n
+ c
n
=
1
P

P
P
f(x) cos(
n
P
x)dx
b
n
= i(c
n
c
n
) =
1
P

P
P
f(x) sin(
n
P
x)dx
c
n
=
1
2P

P
P
f(x)e
i
nx
P
dx
4
References
5