Fourier Series

Computations in most of the electrical circuits are based on the assumption that the wave form of the applied voltage to an electrical circuit is Sinusoidal. But, in practice, observed wave forms are not always sinusoidal. However, all non-sinusoidal waves can be represented by Fourier series as the sum of a number of sinusoidal waves and consequently, study of Fourier series, named after the French Mathematician and Physicist Jacques Fourier is relevant.

Periodic functions A function f x is said to be periodic if f x repeats itself at equal intervals of the abscisse x , i.e., if

f x = f  x  T where T is a positive constant. The least value of T>0 is called the least period or simply
the period of f x . Examples 1. The Trigonometric functions sin x and cos x are the simple periodic functions with period 2 since

sin x 2T = sin x and cos x 2T = cos x for every x .

2. The period of sin nx or cos nx where n is a positive integer, is 3. The period of tan x = 4. A constant has any positive number as a period. Continuous and Piecewise continuous Functions A function f x is said to be continuous for x=a, provided i.e.
Lim xp a 0 Lim xpa

If f x be continuous for every value of x in the interval ?a, b A it is said to be continuous throughout the , interval. A function is said to be piecewise continuous in an interval if (i) the interval can be divided into a finite number of sub intervals in each of which f x is continuous and (ii) the limits of f x as x approaches the endpoints of each subinterval are finite. A piecewise continuous function, thus, has atmost a finite number of discontinuities.

2T x

f x exists, is finite, and is equal to f a .

f x =

Lim xp a 0

f x = f a

Fourier Series A series of the form

a0 g  an cos nx  bn sin nx 2 n !1

(i)

is called a Fourier Series and a0 , an , bn are known as Fourier Coefficients for the periodic function f x We generally take the Fourier series expansion in the interval (T , T ) with period 2 .

It is to be noted that the series (i) only corresponds to f x and we do not know whether the series converges or even it does converge, whether it converges to f x . This problem was examined by Dirichlet, who developed conditions for convergence of a Fourier series.

Dirichlet s Conditions: The Function (i) (ii) (iii)

f x is periodic, single valued and bounded, f x has atmost a finite no. of maxima and minima f x has a finite number of discontinuities in any one period

Any function f x can be expanded as a Fourier series if it satisfies the Dirichlet s conditions.

Euler s Formulae We have f x =

g a0 g  an cos nx  bn sin nx 2 n !1 n !1

..

.(i)

In order to find the coefficients a0 , an , bn we integrate (i) between

T

and

and write

T

f  x dx =

a0 2 a0 2

T T

dx + an

T

cos nx dx + bn

sin nx dx ...
T

..

. ..(ii)

dx ,
T

(other integrals vanishing)

T a0 ? x AT = 2 T

Therefore, a0 !

1 f  x dx T  T

Multiplying both sides of (i) by cos nx , we find

T T

T

f x cos nx dx = an

cos
T

nx dx ,

(other integrals vanishing)

= anT Therefore,

1 an ! T

f x cos nx dx
T

Multiplying both sides of (i) by sin nx , we have

T n

T 2

f x sin nx dx = b sin
T T

nx dx ,

(other integral vanishing)

= bnT Therefore,

1 bn ! T

f x sin nx dx
T

The formulae for the coefficients a0 , an , bn found above are known as Euler s formulae. 3

Even and Odd functions A real function f x is called even, if for all x, f  x = f x , while it is odd if f  x =  f  x

cos nx is an even function, while sin nx is an odd function, xn is an odd function if n is odd, while it is
even if n is even. The product of two even functions is an even function and the product of two odd functions is an even function but the product of an odd function and an even function is an odd function. If f x is an even function,
a a

f x dx ! 2 f x dx
a 0 a

If f x is an odd function

f x dx = 0.
a

Fourier series of odd and even functions If f x is odd, f ( x) cos nx is also odd and f ( x)sin nx is even. Thus, if f x is odd,

1 a0 ! T 1 bn ! T

T T

f ( x) dx ! 0 ,

1 an ! f ( x ) cos nx dx ! 0, and T T
T

T

2 f ( x ) sin nx dx ! T

f (x ) sin nx dx
0

We observe from above, the series of odd function will contain only terms of sine If f x is even, f ( x) cos nx is even and f ( x)sin nx is odd. In this case,

1 a0 ! T

T

2 f ( x ) dx ! f ( x ) dx , T 0

1 an ! T
and

T

1 f ( x) dx ! T

T

2 f ( x) cos nx dx ! f ( x ) cos nx dx T 0

bn !

1 T

T

f ( x ) dx !

1 T

T

f ( x ) sin nx dx ! 0

Here, we observe that the series of even function will have terms of cosine only.

Working Rule:
Let f x be a periodic function with period 2 and the interval is (T , T ) Step:1 Verify whether f x is an even function or odd function. Step: 2 (a) If f x is an even function, f x sin x is an odd function; consequently, bn = 0 for all n u 0 and an !

1 T

T

f  x cos nx dx ! 0 !

2 T

f  x cos nx dx
0

for all n u 0

(b) If f x is an odd function, then a0 ! 0, an ! 0 , for all n u 0 and

bn !

1 T
T

f x sin nx dx
T

( Here f x sin x is even)

2 f  x sin nx dx T 0

Step3: If f x is neither even nor odd in (T , T ) or if the given interval is not (T , T ) , calculate Fourier coefficients by using Euler s formulae.

Few useful results

Conversion rule for Trigonometric Products:

2 sin A cos B ! sin( A  B )  sin( A  B ) 2 cos A cos B ! cos( A  B )  cos( A  B )  2 sin A sin B ! cos( A  B )  cos( A  B )
Rules on Integrals:
T T

(i)

sin nx dx ! 0
T T

(ii)

T 2T

cos nx dx ! 2T

for for
2T

n"0 n!0

(iii)

sin mx cos nx dx ! 0
T 2T

(iv)

sin nx dx ! 0 !
0 2T

cos nx dx
0

(v)

sin nx sin mx dx ! 0
0 2T 2T 2

(vi)

cos nx cos mx dx ! 0
0 2T

(vii)

sin
0

nx dx ! T !

cos
0

nx dx

(viii)

sin nx cos mx dx ! 0
0

(ix) General rule of integration by parts IF u , v be two functions of x and dashes denote differentiations and suffixes integrations with respect to x , then

uv dx

d d d ! uv1  u d  u d  u d4  ........................ v2 v3 v

(x) sin nT ! 0,

cos nT ! ( 1)n where n I

e ax (a sin bx  b cos bx ) a 2  b2 eax ( a cos bx  b sin bx ) a 2  b2

(Xi) e ax sin bx dx !

(Xii) e ax cos bx dx !

Example 1: Find the Fourier expansion of f  x ! x in Solution:

x T

f  x ! x is an odd function and so, a0 ! 0, an ! 0 for all n u 0

2 bn ! T
T

f ( x) sin nx dx
0 T

T 2  x cos nx 1 2 = x sin nx dx =  cos nx T n n T 0 0 T

2  x cos nx 1 =  2 sin nx T n n 0

2 2cos nT 2(1)n 2( 1) n 1 = = = ?T cos nT A = n nT n n x ! 2 (1) n 1 sin nx n n !1

g

= 2 sin nx  Example 2: Express f ( x ) ! Solution: Here, f ( x )

sin 2 x sin 3x   ... ... ... ... ... ... 2 3

x as a Fourier series in the interval T 2

x T

x 2

!  f ( x ) and so f ( x)

is an odd function and a0 ! 0 ! an

2 2 x bn ! f ( x ) sin nx dx ! sin nx dx T 0 T 02 1 ! T 1 ! T 1 ! T cos nx cos nx x  n  n dx 0 x cos nx 1 sin nx   n n n 0

2T T T

T cos nT  n 0 1 n !  1 n

1 1 1 b1 ! 1, b2 !  , b3 ! , b4 !  2 3 4 x ! 2

b
n !1

1 1 1 sin nx ! sin x  sin 2x  sin 3x  sin 4x  .................... 2 3 4

Example 3: Find a Fourier series expansion of

f ( x) ! x

in  T

x T

and deduce that

T2 1 1 1 !    ........................ 8 12 32 52
Solution:

f ( x) being an even function, bn ! 0.

a0 !
and

2 T

f ( x) dx !

2 T

x dx !

T 2 2 T 2 x dx ! ! T T T 2 0

2 an ! T

2 f ( x ) cos nx dx ! x cos nx dx T 0
T

2 x sin nx 1 !  sin nx dx n T n 0 2 x sin nx cos nx !  T n n2 0

T

2 cos nT 1 !  2 ! T n 2 n ! 0 ! 4 T n2 if n is even if n is odd

2 ! T

(1) n  1 2 n

@ f (x) ! x ! substituing 0!

T 4 cos x cos 3 x cos 5 x     ......................... 2 T 12 32 52 x ! 0, w e have

T 4 1 1 1     ......................... 2 T 12 3 2 5 2 T 4 1 1 1 !    ......................... or , 2 T 12 3 2 5 2

T2 1 1 1 !    ........................ 8 12 32 52

Example 4: Given that f ( x ) ! x 2  x for

x T

find the Fourier expansion of f ( x) .

Deduce that Solution:

1 1 1 T2 ! 1  2  2  2  ... 6 2 3 4

... ... ... ... ... ... ... ... ...

..

a0 !

1 f ( x ) dx T  T

1 = T

(x
T

 x ) dx
T

1 x3 x2 =  T 3 2 T
=

1 T 3 T 2 T 3 T 2    T 3 2 3 2

2 2 T 3
1 T
T

an !

(x
T

 x) cos nx dx
T

1 sin nx (2 x  1) = x 2  x sin nx dx  n n T T 1 = T 1 cos nx 2 0  n {(2 x  1)  n  n 2 cos nx dx T

T

11 2 sin nx n 2 (2 x  1) cos nx  n 3 n T T

11 2 1 2 n 2 (2T  1) cos nT  n 4 sin nT  n 2 (2T  1) cos nT  n 4 sin nT T

1 ?4T cos nT  0A T n2 4 n 1 . 2  n
T

1 bn= T 1 T

T T

f ( x) sin nx dx

(x
T

 x) sin nx dx
T

1 = T

cos nx 1 2 ( x  x ) n  n (2 x  1) cos nx T

10

1 = T
=

cos nT cos nT 1 sin nx 2 2 2 (T  T ) n  (T  T ) n  n {(2 x  1) n  n sin nx dx} T

1 cos nT 1 2 2   (T  T  T  T ) n  n 2 (2T  1) sin nT T 1 cos nT 2 2T =  cos nT = n T n 2  (1)n n

Thus, x2  x =

g T2 g 4 2  2 ( 1) n cos nx   ( 1) n sin nx n 3 n !1 n n !1

1 1 sin 2 x sin 3x T2  4( cos x  2 cos 2 x  2 sin 3x  ..............)  2( sin x   ....... .........)......(1) 3 2 3 2 3

Putting x ! T in (1),

1 1 T2 T T !  4 1  2  2  ................... ... ... ... ... ...(2) 3 2 3

2

Putting x ! T in (1),

T 2 T !

1 1 T2  4 1  2  2  ................... ... ... ... ... .....(3 ) 3 2 3

Adding (2) and (3) ,

2T 2 ! 4T 2 ! 3 T2 ! 6

2T 2 1 1  8 1  2  2  ................... 3 2 3 1 1 8 1  2  2  ................... 2 3 1 1 1 1  2  2  2  .................. 2 3 4

Or,

Or,

11

Example 5: 1. Obtain a Fourier series for the function f ( x ) ! x Hints:

3

in  T

x T

f ( x ) is an odd function and so a0 ! 0, an ! 0 2 2 bn ! f ( x ) sin nx dx ! x 3 sin nx dx T 0 T 0 2 ! T ! 2 T 3 cos nx sin nx cos nx sin nx 2 x n  3x  n 2  6 x n 3  6 n 4 0 T 3 cos nT 6T cos nT  n n3
T T T

2 6 n T ! 2 1   3 n n

T2 6 T2 6 T2 6 @ x3 ! 2   3 sin x   3 sin 2 x   3 sin 3 x  ....... 2 2 3 3 1 1

Example 6: Express cos hx as a Fourier series in T Solution:

x T

cos hx is an even function and so, bn ! 0 a0 ! 2 2 2 2 T f ( x ) dx ! T cos hx dx ! T ?sin hx A0 ! T sin hT T 0 0

T T

12

T T 2 2 e x  e x an ! f ( x ) cos nx dx ! cos nx dx T 0 T 0 2 T T 1 x ! e cos nx dx  e  x cos nx dx T 0 0

1 ! T ! ! ! ! !

ex e x (cos nx  n sin nx)  ( cos nx  n sin nx)  2 2 1 n 1 n 0

1 eT (cos nT  0  1)  e  T (  cos nT  1) 2 T n  1 1 eT ( 1) n  1a e T ( 1) n  1a 2 T n  1

1 n T T T T 2 (1) e  e  e  e T n  1 1 n 2 (1) 2sin hx  2sin hx T n  1 2 sin hT _(1)n  1 2 T n  1

a
( 1)n  1 n2  1 cos nx n !1
g

2 sin hT 2sin hT @ f ( x) !  T T
Example 7:

Express f ( x) ! cos x as a Fourier series in the interval (T , T ) Solution:

We find f (  x ) ! cos( x ) ! cos x ! f ( x ) , so f ( x ) is an even function and,
T 2

2 2 a0 ! cos x dx ! T cos x dx  T  cos x dx T 0 0

2

2 T /2 sin x 0  (sin x)T / 2 T T 2 2 4 ! 1  0  (0  1) ! v2 ! T T T !

[ cos x is ( ve)when

T 2

x T]

13

2 an ! cos x cos nx dx T 0 T T 2 2 ! cos x cos nx dx   cos x cos nx dx T 0 T 2 T T 1 2 ! _ n  1) x  cos(n  1) xa dx  _ n  1) x  cos(n  1) xa dx cos( cos( T 0 T 2 1 sin(n  1) x sin(n  1) x 2 1 sin(n  1) x sin(n  1) x !    n 1 0 T n  1 n 1 T T n 1
T T

T T T T sin( sin(n  1) n  1) sin( sin(n  1) n  1) 1 2 2  2 2 ! T n  1 n 1 n  1 n 1 nT nT nT 4 cos 1 cos 2 cos 2 2 [ for n { 1] ! .2  ! 2 1 1  1) T n T (n n

a1 ! 2 T
T 2 T

cos x cos x dx
0

T 2 2 2 ! cos x dx  cos x dx ! 0 T 0 T 2

nT cos 2 4 g cos x !  2 2 cos nx T T n!2 n  1 Thus, 2 4 1 1 !  cos 2 x  cos 4 x  .................... 3 15 T T

14

Example 8: Find the Fourier series for the function

x T f ( x) =  x T

if if

0e x eT T e x 0

and f ( x  2T ) ! f ( x) Solution:

1 a0 ! T

T

1 f ( x ) dx ! T
0

1 T  x  T dx  T 
T

x  T dx
0

1 x2 1 x2 !   T x   T x T 2 T T 2 0 ! 1 T 2 1 1 T 2  T 2   T 2 ! T 2 ! T 2 T T 2 T
1 T 1 T
T

an !

T 0

f ( x) cos nx dx
T

T 0

f ( x) cos nx dx 

1 T

f ( x ) cos nx dx
0 T

1 ! T

1 T  x  T cos nx dx  T 

x  T cos nx dx
0 T 0

1 sin nx sin nx 1 sin nx sin nx  x  T n  ( 1) n dx  T x  T n  ( 1) n dx T T 0

0 T

1 sin nx cos nx 1 sin nx cos nx !  x  T  2  T  x  T n  n2 n n T T 0 1 T 1 1 n 1  2  2  n T n 1 n 1 2  2 n n

15

2 ( 1)  ( 1) n 2 nT 4 if n is odd ! 2 nT !0 if n is even

1 f ( x) sin nx dx T  T 1 T
0 T

bn !

 x  T sin nx dx 
T

1 T

x  T sin nx dx
0 T 0

1 1 cos nx  cos nx cos nx cos nx dx !  x  T  ( 1)  dx  x  T   n n T T n n T 0 ! 1 1 cos nx sin nx cos nx sin nx  x  T n  n 2  T  x  T  n  n 2 T T 0

0 T

T 1 T 1 2T n n  T  n ( 1)  n T 1 ! 1  2( 1) n  1 n 2 ! 1  ( 1) n n 4 ! when n is odd n ! 0 when n is even !

Change of interval
Fourier series of a periodic function f ( x) is primarily defined on the interval (T , T ) If f ( x) is a periodic function with period 2 Fourier series for f ( x) may be found for any interval of length 2 . If the interval is taken as (c, c+2 ), i.e. c x c  2T , where c is any real number and f ( x  2T ) ! f ( x) for all values of x, i.e. f ( x) is periodic with period 2 , then

16

the Fourier coefficients are,

a0 !

1 T

c  2T

c c  2T

f ( x ) dx

1 an ! T 1 bn ! T

c c  2T

f ( x) cos nx dx;

f ( x ) sin nx dx

Fourier coefficients for the periodic function f ( x ) defined on 0, 2T , from above are therefore:

a0 !

1 T 1 T

2T

0 2T

f ( x ) dx ,

an !

0 2T

f ( x) cos nx dx;

1 bn ! T

f ( x ) sin nx dx

Example 9: Find the Fourier series representation of

f ( x) ! x

,0

2T

Sketch its graph from 4T Solution:

to 4T

The required expansion of f ( x) in the interval 0

2T is given by

f ( x) !
where

a0 g  (an cos nx  bn sin nx ) 2 n !1

17

1 a0 ! T
T

2T

1 f ( x) dx ! T

2T

x dx
0
T

1 x2 1 ! 2T 2 ! 2T ! T 2 0 T

2T

12 12 an ! f ( x ) cos nx dx ! x cos nx dx T 0 T 0 1 x sin nx 1 ! n  n sin nx dx T 0 ! 1 T 1 cos nx 0  n  n ! 0

2T 2T 2T 2T

1 (cos 2nT  1) ! n 2T

1 (1  1) ! 0 n 2T

1 bn ! T !

1 f ( x ) sin nx dx ! T

x sin nx dx
0 2T

1 cos nx 1  x n  n cos nx dx T 0
2T

1 2T 1 !   2 sin x T n n 0 ! 1 2T 2  n  0 !  n T

Thus,

f ( x) !

g 2 ! T  0.cos nx  sin nx n n !1

sin 2 x sin 3 x ! T  2 sin x    .................... 2 3

Example 10: Obtain the Fourier series for f ( x ) ! e x in the interval 0 e x Solution: The required series will be given by

2T

f ( x ) ! e x =

a0 g  (an cos nx  bn sin nx ) , 2 n !1

18

1 where, a0 ! T 1 T

2T

0 2T

f ( x ) dx

=
2T

e
0

x

dx !

2T 1 e  x 0 T

1 1  e 2T ; T
 x cos nx dx

an !

1 T

f ( x) cos nx dx

1 = T

2T

e
0

x

cos nx dx
2T

! e x cos nx  n e x sin nx dx ! e x cos nx  n[ e x sin nx  n e x cos nx dx] (1 n2) e x cos nx dx ! e x ( nsin nxcos nx)

1 e x (n sin nx  cos nx) = T 1  n 2 0

=

1 T 1 T

e 2 T 1 1  n 2 (  cos 2nT )  1  n 2  cos 0) 1  e 2T 1  n2

2T

1 bn ! T 1 T

f ( x ) sin nx dx
e
x

 x sin nx dx

2T

e
0

sin nx dx
2T

!  e x sin nx  n e  x cos nx dx !  e x sin nx  n [e x cos nx  n e  x sin nx dx ] (1n2) e  x sin nx dx !e x (sin nxn cos nx) ! e  x sin nx  n e x cos nx)

1 = T
1 T

e x  2 ( sin nx  n cos nx ) 1 n 0
e 2 T n 1  n2 (  n)  1  n2

n 1  e 2T . 1  n2 T
g a0 g  an cos nx  bn sin nx 2 n !1 n !1

Thus f ( x ) ! e x =

19

1 1  e 2 T (1  e2T )  2T T

cos x cos 2 x cos 3x 1 e .    ..............  2 2 2 1 2 1 3 T 11

2 T

sin x sin 2 x sin 3 x    .............. 2 2 2 1 3 11 1 2

(1  e 2T ) 1 cos x cos 2 x cos 3x sin x 2 sin 2x 3sin 3x   .............. 2  2  5  10  ..............  2  5 10 T

Example 11: Obtain Fourier series Expansion of f ( x ) ! x sin x from x ! 0 to 2T Solution: We know that the Fourier series expansion of f ( x ) is given by
g a0 g  an cos nx  bn sin nx 2 n !1 n !1 Here, x is always positive and sin x is positive when 0 x e T but is negative when T x e 2T ; consequently, the unction is neither even nor odd.

f ( x) !

1 a0 ! T !

2T

1 f ( x) dx ! T

2T

x sin x dx
0

2T 1 x  cos x  sin x 0 T

1 ?2T A ! 2; T
1 T
2T

an !

0 2T

f ( x ) cos nx dx 1 x sin x cos nx dx ! 2T

2T

1 ! T !

x.2 sin x cos nx dx

0

1 2T

2T

sin dx x _ n  1 x  sin(n  1) xa
0 2T

1 cos( n  1) x cos(n  1) x sin(n  1) x sin(n  1)x  x     2 2T n  1 n  1 n  1 2 n  1 1 2T cos 2(n  1)T cos 2( n  1)T  2T  ! ( n  1) ( n  1) 2 [For n { 1] n 1
2

20

For n ! 1, a1 ! 1 T
2T

x sin x cos x dx !

1 2T

2T

x sin 2x dx
0 2T 2T

cos 2 x cos 2 x 1 x cos 2x sin 2x  x  2  2 dx ! 2T  2 4 0 0  1 2 T cos 4T sin 4T 1 1 !   0 ! ?T A !  ;   2T 2 4 2T 2 1 ! 2T bn ! ! 1 T

2T

f ( x ) sin nx dx !

1 2T

2T

x sin x sin nx dx
0

1 2T

2T

x _cos(n  1) x  cos(n  1)xa dx

0 2T

 1 n  1) x sin(n  1) x cos(n  1)x cos(n  1)x sin( !  1  x 2 n  1 n  1 2 2T n  1 n  1 0 1 2(n  1)T cos 2(n  1)T 1 cos 1    2T  2 2 2 2T n  1 2 n  1 n  1 n  1 1 1 1 1 !    ! 0 [for n { 1] 2 2 2 2 n  1 n  1 n  1 n  1 !
For n=1

1 b1 ! T !

2T

0 2T

1 x sin x dx ! 2T
2 2T

2T

x(1  cos 2x ) dx
0

1 x dx  x cos 2 x dx 2T 0 0
2T 2T

1 x2 sin 2 x cos 2 x !   x 2T 2 0 2 4 0 1 2 1 1 ! 2T   ! T 2T 4 4

Thus the required series is

1 2 2 x sin x ! 1  T sin x  cos x  2 cos 2 x  2 cos 3x  ............... 2 2 1 3 1

21

To be Continued

..