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When the French mathematician Joseph Fourier (1768–1830) was trying to solve a prob-

lem in heat conduction, he needed to express a function f as an infinite series of sine and

cosine functions:

1 f x a 0 a

n1

n cos nx bn sin nx

b1 sin x b2 sin 2x b3 sin 3x

Earlier, Daniel Bernoulli and Leonard Euler had used such series while investigating prob-

lems concerning vibrating strings and astronomy.

The series in Equation 1 is called a trigonometric series or Fourier series and it turns

out that expressing a function as a Fourier series is sometimes more advantageous than

expanding it as a power series. In particular, astronomical phenomena are usually periodic,

as are heartbeats, tides, and vibrating strings, so it makes sense to express them in terms

of periodic functions.

We start by assuming that the trigonometric series converges and has a continuous func-

tion f x as its sum on the interval , , that is,

2 f x a 0 a

n1

n cos nx bn sin nx x

Our aim is to find formulas for the coefficients a n and bn in terms of f . Recall that for a

power series f x cnx a n we found a formula for the coefficients in terms of deriv-

n

atives: cn f an!. Here we use integrals.

If we integrate both sides of Equation 2 and assume that it’s permissible to integrate the

series term-by-term, we get

y

f x dx y

a 0 dx y

n1

a n cos nx bn sin nx dx

2 a 0 a y cos nx dx b y sin nx dx

n1

n

n1

n

But

1 1

y cos nx dx sin nx sin n sinn 0

n n

y f x dx 2 a0

1

2 ❙❙❙❙ FOURIER SERIES

the interval , . 3 a0 y f x dx

2

an integer and m 1) and integrate term-by-term from to :

y

f x cos mx dx y

a0

a

n1

n

cos nx bn sin nx cos mx dx

4 a0 y

cos mx dx a y cos nx cos mx dx b y sin nx cos mx dx

n1

n

n1

n

We’ve seen that the first integral is 0. With the help of Formulas 81, 80, and 64 in the Table

of Integrals, it’s not hard to show that

y sin nx cos mx dx 0

for all n and m

y cos nx cos mx dx

0

for n m

for n m

y f x cos mx dx am

1

5 an y f x cos nx dx n 1, 2, 3, . . .

we get

1

6 bn y f x sin nx dx n 1, 2, 3, . . .

Equation 2 holds and for which the term-by-term integration is legitimate. But we can still

consider the Fourier series of a wider class of functions: A piecewise continuous function

on a, b is continuous except perhaps for a finite number of removable or jump disconti-

nuities. (In other words, the function has no infinite discontinuities. See Section 2.5 for a

discussion of the different types of discontinuities.)

FOURIER SERIES ❙❙❙❙ 3

Fourier series of f is the series

a0 a

n1

n cos nx bn sin nx

1

a0 y f x dx

2

1 1

an y f x cos nx dx bn y f x sin nx dx

Notice in Definition 7 that we are not saying f x is equal to its Fourier series. Later we

will discuss conditions under which that is actually true. For now we are just saying that

associated with any piecewise continuous function f on , is a certain series called

a Fourier series.

EXAMPLE 1 Find the Fourier coefficients and Fourier series of the square-wave function

f defined by

f x

0 if x 0

1 if 0 x

and f x 2 f x

describing forces acting on a mechanical system

and electromotive forces in an electric circuit 1

(when a switch is turned on and off repeatedly).

Strictly speaking, the graph of f is as shown

in Figure 1(a), but it’s often represented as in _π 0 π 2π x

Figure 1(b), where you can see why it’s called a

square wave. (a)

_π 0 π 2π x

FIGURE 1

Square-wave function (b)

SOLUTION Using the formulas for the Fourier coefficients in Definition 7, we have

1 1 0 1 1 1

a0 y f x dx y 0 dx 2 y 1 dx 0

2 2 0 2 2

4 ❙❙❙❙ FOURIER SERIES

and, for n 1,

1 1 0 1

an y f x cos nx dx y 0 dx y cos nx dx

0

1 sin nx 1

0 sin n sin 0 0

n 0 n

1 1 0 1

bn y f x sin nx dx y 0 dx y sin x dx

0

1 cos nx 1

cos n cos 0

n 0 n

and 1 if n is odd.

0

2

n

if n is even

if n is odd

1

0 0 0

2

2 2 2

sin x 0 sin 2x sin 3x 0 sin 4x sin 5x

3 5

1 2 2 2 2

sin x sin 3x sin 5x sin 7x

2 3 5 7

Since odd integers can be written as n 2k 1, where k is an integer, we can write the

Fourier series in sigma notation as

1 2

sin2k 1x

2 k1 2k 1

In Example 1 we found the Fourier series of the square-wave function, but we don’t

know yet whether this function is equal to its Fourier series. Let’s investigate this question

graphically. Figure 2 shows the graphs of some of the partial sums

1 2 2 2

Snx sin x sin 3x sin nx

2 3 n

FOURIER SERIES ❙❙❙❙ 5

y y y

1 1 1

S£ S∞

S¡

_π π x _π π x _π π x

y y y

1 1 1

S¶ S¡¡ S¡∞

_π π x _π π x _π π x

FIGURE 2 Partial sums of the Fourier series for the square-wave function

function. It appears that the graph of Snx is approaching the graph of f x, except where

x 0 or x is an integer multiple of . In other words, it looks as if f is equal to the sum

of its Fourier series except at the points where f is discontinuous.

The following theorem, which we state without proof, says that this is typical of the

Fourier series of piecewise continuous functions. Recall that a piecewise continuous func-

tion has only a finite number of jump discontinuities on , . At a number a where f

has a jump discontinuity, the one-sided limits exist and we use the notation

xla x l a

f

are piecewise continuous on , , then the Fourier series (7) is convergent.

The sum of the Fourier series is equal to f x at all numbers x where f is continu-

ous. At the numbers x where f is discontinuous, the sum of the Fourier series is

the average of the right and left limits, that is

f x f x

1

2

Example 1, we get what we guessed from the graphs. Observe that

xl0 x l 0

and similarly for the other points at which f is discontinuous. The average of these left and

right limits is 12 , so for any integer n the Fourier Convergence Theorem says that

1

2

2 k1 2k 1

sin2k 1x

f x if n n

1

2 if x n

6 ❙❙❙❙ FOURIER SERIES

If a function f has period other than 2, we can find its Fourier series by making a change

of variable. Suppose f x has period 2L, that is f x 2L f x for all x. If we let

t xL and

then, as you can verify, t has period 2 and x L corresponds to t . The Fourier

series of t is

a0 a

n1

n cos nt bn sin nt

where

1

a0 y tt dt

2

1 1

an y tt cos nt dt bn y tt sin nt dt

If we now use the Substitution Rule with x Lt, then t xL, dt L dx, and

we have the following

a0

n1

a n cos

n x

L

bn sin
n x

L

where

|||| Notice that when L these formulas are 1 L

the same as those in (7). a0 y f x dx

2L L

and, for n 1,

an

1

L y

L

L

f x cos
n x

L

dx bn

1

L yL

L

f x sin

n x

L

dx

Of course, the Fourier Convergence Theorem (8) is also valid for functions with period

2L.

EXAMPLE 2 Find the Fourier series of the triangular wave function defined by f x x

for 1 x 1 and f x 2 f x for all x. (The graph of f is shown in Figure 3.)

For which values of x is f x equal to the sum of its Fourier series?

y

FIGURE 3 _1 0 1 2 x

The triangular wave function

FOURIER SERIES ❙❙❙❙ 7

x dx y

1 0 1

a 0 12 y x dx 12 y x dx

1

2

1 1 0

|||| Notice that a 0 is more easily calculated as

an area.

14 x 2 ] 0

1 14 x 2 ] 1

0 12

and for n 1,

x cosn x dx 2 y

1 1

an y x cosn x dx

1 0

because y x cosn x is an even function. Here we integrate by parts with u x

and dv cosn x dx. Thus,

an 2

x

n

sinn x 1

0

2

n

y

0

1

sinn x dx

0

2

n

cosn x

n

1

0

2

n2 2

cos n 1

Since y x sinn x is an odd function, we see that

x sinn x dx 0

1

bn y

1

1

2cos n 1

cosn x

2 n1 n2 2

an

2

n2 2

cos n 1

0

4

2 2

n

if n is even

if n is odd

1 4 4 4

2 cos x cos3 x cos5 x

2 9 2 25 2

1 4

cos2k 1 x

2 n1 2k 12 2

The triangular wave function is continuous everywhere and so, according to the Fourier

Convergence Theorem, we have

1 4

f x cos2k 1 x for all x

2 n1 2k 12 2

8 ❙❙❙❙ FOURIER SERIES

In particular,

1 4

x

2 k1 2k 12 2

cos2k 1 x for 1 x 1

One of the main uses of Fourier series is in solving some of the differential equations that

arise in mathematical physics, such as the wave equation and the heat equation. (This is

covered in more advanced courses.) Here we explain briefly how Fourier series play a role

in the analysis and synthesis of musical sounds.

We hear a sound when our eardrums vibrate because of variations in air pressure. If a

guitar string is plucked, or a bow is drawn across a violin string, or a piano string is struck,

the string starts to vibrate. These vibrations are amplified and transmitted to the air. The

resulting air pressure fluctuations arrive at our eardrums and are converted into electrical

impulses that are processed by the brain. How is it, then, that we can distinguish between

a note of a given pitch produced by two different musical instruments?

The graphs in Figure 4 show these fluctuations (deviations from average air pressure)

for a flute and a violin playing the same sustained note D (294 vibrations per second) as

functions of time. Such graphs are called waveforms and we see that the variations in air

pressure are quite different from each other. In particular, the violin waveform is more

complex than that of the flute.

t t

FIGURE 4

Waveforms (a) Flute (b) Violin

We gain insight into the differences between waveforms if we express them as sums of

Fourier series:

L

b1 sin

t

L

a2 cos

2 t

L

b2 sin

2 t

L

In doing so, we are expressing the sound as a sum of simple pure sounds. The difference

in sounds between two instruments can be attributed to the relative sizes of the Fourier

coefficients of the respective waveforms.

The n th term of the Fourier series, that is,

a n cos

n t

L

bn

n t

L

A n sa 2n b2n

and its square, A2n a 2n b2n , is sometimes called energy of the n th harmonic. (Notice that

FOURIER SERIES ❙❙❙❙ 9

for a Fourier series with only sine terms, as in Example 1, the amplitude is A n bn and

the energy is A2n b 2n.) The graph of the sequence A2n is called the energy spectrum of

P and shows at a glance the relative sizes of the harmonics.

Figure 5 shows the energy spectra for the flute and violin waveforms in Figure 4. Notice

that, for the flute, A2n tends to diminish rapidly as n increases whereas, for the violin, the

higher harmonics are fairly strong. This accounts for the relative simplicity of the flute

waveform in Figure 4 and the fact that the flute produces relatively pure sounds when

compared with the more complex violin tones.

A@n A@n

0 2 4 6 8 10 n 0 2 4 6 8 10 n

FIGURE 5

Energy spectra (a) Flute (b) Violin

enable us to synthesize sounds. The idea behind music synthesizers is that we can combine

various pure tones (harmonics) to create a richer sound through emphasizing certain

harmonics by assigning larger Fourier coefficients (and therefore higher corresponding

energies).

|||| Exercises

1–6 A function f is given on the interval , and f is 7–11 |||| Find the Fourier series of the function.

||||

periodic with period 2.

7. f x

1

if x 1

f x 4 f x

(a) Find the Fourier coefficients of f . 0 if 1 x 2

(b) Find the Fourier series of f . For what values of x is f x equal

to its Fourier series? 0 if 2 x 0

; (c) Graph f and the partial sums S2, S4, and S6 of the Fourier series. 8. f x 1 if 0 x 1 f x 4 f x

1. f x

1

1

if x 0

if 0 x

9. f x

0 if 1 x 2

x if 4 x 0

f x 8 f x

2. f x

0

x

if x 0

if 0 x 10. f x 1 x,

0 if 0 x 4

1 x 1 f x 2 f x

3. f x x 11. f t sin3 t, 1 t 1

4. f x x 2 ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■

5. f x

0 if x 0

cos x if 0 x

12. A voltage E sin t, where t represents time, is passed through a

so-called half-wave rectifier that clips the negative part of the

1 if x 2

0 if t 0

6. f x 1 if 2 x 0

f t f t 2 f t

0 if 0 x

E sin t if 0 t

■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■

10 ❙❙❙❙ FOURIER SERIES

13–16 |||| Sketch the graph of the sum of the Fourier series of f 18. Use the result of Example 2 to show that

without actually calculating the Fourier series.

2

1 1 1

1 if 4 x 0 1

13. f x 32 52 72 8

3 if 0 x 4

19. Use the result of Example 1 to show that

14. f x

x

if 1 x 0

1 x if 0 x 1 1

1

3

1

5

1

7

4

15. f x x 3, 1 x 1 20. Use the given graph of f and Simpson’s Rule with n 8 to

estimate the Fourier coefficients a 0, a1, a 2, b1, and b2. Then use

16. f x e x, 2 x 2 them to graph the second partial sum of the Fourier series and

■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ compare with the graph of f .

y

17. (a) Show that, if 1 x 1, then

1 4

x2 1 n 2 2 cosn x

3 n1 n

1

(b) By substituting a specific value of x, show that 0.25 x

1 2

n1 n 2

6

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