Fourier series

Preliminaries
Periodic functions:
A function f (t ) is said to be periodic with period

if there exists a positive

constant T such that f (t T ) f (t ) for all t.

Note: If f (t ) is period with period T , then f (t nT ) f (t ) for all integers n.
The smallest positive number T satisfying this property is called the primitive
period or simply the period of the function f (t ).
The graph of a period function f (t ) with period T periodically repeats in an
interval of width T . Hence it is sufficient to study the properties (nature) of the
function in an interval of length T , in particular in the interval [0, T ], which is
called one period of the function.
Example (1): The trigonometric functions f ( x) sin x and f ( x) cos x are
periodic with period T 2 .

Graph of f ( x) sin x

Page 1 of 39

Graph of f ( x) cos x

Example (2): The functions sin kt and cos kt have period T

2
f t
k

sin k (t
k

2
, since
k

sin(kt 2 ) sin kt.

Let f (t ) be a periodic function of t with the period T . Define a new variable x

as follows.

2
T
x
t
x
t i.e., t
or x
2
T
2 T

T
2

Then f (t ) f

x g ( x) is a function of x.

( x 2 ) f
x T ) f (t T ) f (t )
2

Consider g ( x 2 ) f

T
f
2

x g ( x)

Therefore g ( x) is a periodic function of x with period 2 .

Page 2 of 39

Note: If f ( x) and g ( x) are periodic functions of x with period T1 and T2

respectively, then c1 f ( x ) c2 g ( x ) is also periodic with period T lcm(T1 , T2 ).
Even an Odd functions:
A function f (t ) is said to be even if f (t ) f (t ) and odd if f (t ) f (t ).
Note that the graph of an even function is symmetric about y axis, whereas the
graph of an odd function is symmetric about the origin.
Exmple (1): f ( x) x , f ( x) x and f ( x) cos x are all even functions of
2

x.

Graph of f ( x) x

Graph of f ( x) x

Graph of f ( x) cos x

Example (2): f ( x) x, sin x, f ( x) x , f ( x) sin x, f ( x) tan x are all

odd functions of x.
3

Graph of f ( x) sin x

Graph of f ( x) x

Page 3 of 39

Products of two even and two odd functions are even and the product of an even
function with an odd function is odd.
a

Also,

a
2 f (t )dt , if f (t ) is even
f (t )dt 0
.
0,
if f (t ) is odd

Generalized formula for integration by parts

If u and v are functions of x, then

uvdx uv u ' v
1

where u '

u '' v3 u ''' v4 ...

du
du '
du ''
, u ''
, u '''
,... and
dx
dx
dx

v1 vdx, v2 v1dx, v3 v2 dx,...

Example:

sin 2 x
cos 2 x
2
2 cos 2 x
x
sin
2
x
dx

2
x

4
8

Orthogonality of trigonometric functions:

cos

0, n 0
2n
t dt
T
T , n 0

sin

2n
t dt 0 for all n
T

cos

2m
2n
t sin
t dt 0 for all m and n
T
T

c T

c T

c T

Page 4 of 39

c T

c T

0, m n
2m
2n

cos
t cos
t dt T
T
T
2 , m n
0, m n
2m
2n

sin
t sin
t dt T
T
T
2 , m n

Also,

cos n 1 , for all n

n

sin n 0, for all n

n 0, n even
n 0, n odd
, sin
cos

n1
n
2 1 2 , n odd
2 1 2 , n even

Definition: A function f (t ) is said to be piecewise continuous in an interval

[a, b] if it is discontinuous at finite number of points in the interval and wherever

it is discontinuous, it has finite left and right hand limits.
Fourier series:
In solving many boundary valued problems involving ordinary and partial
differential equations it is required to represent some functions as a sum of
trigonometric functions cosine and sine. Such a series representation of a function
f (t ) (which may be discontinuous); if exists, is called the trigonometric series
expansion of f (t ) .
Fourier introduced such an expansion of periodic functions in terms of sine and
cosine functions and hence it is called a Fourier series expansion. Many functions
including some discontinuous periodic functions can be expanded in a Fourier
series and hence are, in certain sense more universal than Taylor series expansions,
which cannot be established for discontinuous functions. Fourier series solution
method is a powerful tool in solving some ordinary and partial differential
equations given with the initial or boundary conditions.

Page 5 of 39

Definition:
Let f (t ) be a periodic function of t with period T , and is defined in an interval
[c, c T ] . Then the expansion of the form

2n
2n
f (t ) a0 an cos
t bn sin
t , if exists called the Fourier series or
T
T
n 1
Fourier expansion of f (t ) . Here a0 , an and bn are called Fourier coefficients.

Eulers formulae:
Given a periodic function f (t ) with period T , represented in [c, c T ] by a Fourier
series,

2n
2n
f (t ) a0 an cos
t bn sin
t (1) , to determine
T
T

n 1
the coefficients a0 , an and bn , we proceed as follows,

Integrating (1) we get,

c T

c T

f (t )dt

2n
2n
a

0 an cos T t bn sin T t dt

n 1

c T
cT
2n
2n
a0 dt an cos
t dt bn sin
t dt
T
T

1
c
c
c
a0T 0
c T

1
a0
T

c T

f (t )dt (2)

2m
t integrating, we get
Multiplying (1) by cos
T
c T

2m
f (t )cos
t dt
T

Page 6 of 39

c T

2m
a0 cos
t dt
T
c T
cT
2n 2m
2n 2m
a
cos
t
cos
t
dt

b
t cos
t dt
n

n sin

T
T
T
T

n 1
c
c
T
0 am 0
2
2n
f (t )cos
t dt (3)
T

2
an
T

c T

2m
t integrating, we get
Multiplying (1) by sin
T
c T

2m
f (t )sin
t dt
T

c T

an

n 1

c T

2m
t dt
T

a sin
0

2n 2m
cos
t sin
t dt bn
T
T

0 0 bm
2
bn
T

c T

c T

2n 2m
sin
t sin
t dt
T
T

T
2

2n
f (t )sin
t dt (4)
T

The Fourier coefficients a0 , an and bn are given by the formulae (2), (3) and (4).
These are called the Eulers formulae for Fourier coefficients.
Note:
(1) For c

a0

1
T

T
2

T
2

T
, the formulae for the Fourier coefficients a0 , an and bn becomes
2

0,
if f (t ) is odd

T
f (t )dt 2 2
f (t )dt , if f (t ) is even
T 0

Page 7 of 39

an

T
2

2
T T
2

bn

T
2

2
T T
2

0,
if f (t ) is odd

T
2n
f (t )cos
t dt 4 2
2n
T
t dt , if f (t ) is even
f (t )cos
T
T 0
T2
4 f (t )sin 2n t dt , if f (t ) is odd
2n

f (t )sin
t dt T
.
T

0
T

0,
if f (t ) is even

Thus if f (t ) is an even function of t , then Fourier series expansion of f (t ) in

T T
, is given by

2
2

T
2

T
2

2
4
2n
2n
t dt.
f (t ) a0 an cos
t where a0 f (t )dt and an f (t )cos
T0
T0
T
T
n 1

Such an expansion is called the Fourier Cosine series expansion of f (t ) . Thus an

even periodic function has Fourier Cosine series expansion.

T T
, is given by
If f (t ) is odd, then the Fourier series expansion of f (t ) in
2 2
T
2

4
2n
2n
f (t ) bn sin
t where bn f (t )sin
t dt.
T0
T
T
n 1

This expansion is called the Fourier Sine series expansion of f (t ) . Note that an
even periodic function has Fourier Sine series expansion.
2) For T 2 , the Fourier series expansion of f (t ) defined in c, c 2 is given
by

Page 8 of 39

f (t ) a0 an cos nt bn sin nt
n 1

1
a0
2

where

an
bn

and
For c

c2

f (t )dt ,

c2

f (t )cos ntdt

c2

f (t )sin ntdt.

if f(t) is even function of t , then Fourier series expansion of f(t) is

f (t ) a0 an cos nt where a0
n 1

If f (t) is odd function of

f (t ) bn sin nt where bn
n 1

f (t ) dt , a

f (t )cos nt dt.
0

t , then Fourier series expansion of

2

f(t)

is

f (t )sin nt dt.
0

2n t
2n t

bn sin
3) Let f(t) has Fourier series expansion f (t ) a0 an cos

T
T
n 1

2n t
2n t
bn sin
which is called the nth harmonic in
T
T
the
Fourier
series
expansion
of
f(t)
for
b
an rn cos n , bn rn sin n or rn an2 bn2 and n tan 1 n the nth harmonic
an
Consider the terms an cos

becomes

rn cos n cos

2n t
2n t
2n t

rn sin n sin
rn cos
n .
T
T
T

Then

b
rn an2 bn2 is called the amplitude of the nth harmonic and n tan 1 n is
an
called phase angle of the nth harmonic.

Page 9 of 39

Dirichlets condition for the convergence of the Fourier series

If a periodic function f (t) of period T, is piecewise continuous in the interval
[c, c + T ] and has left and right hand derivative at each point of that interval then

2n t
2n t

bn sin
The Fourier series expansion a0 an cos
is convergent.
T
T

n 1

Its sum is f(t) except at a point t0 at which f(t), is discontinuous and at t0, it
converges to the average of left and right hand limit of f(t) at t0. i.e., to

1
f(t 0 + 0) +f(t 0 - 0) .
2
f(t)
f (t0 +0)
f(t0 0)
t0

c+T

Parsevals identity:
If a periodic function f (t) has Fourier series expansion

2n t
2n t

f (t ) a0 an cos
bn sin
which is uniformly convergent in
T
T
n 1
2
[c, c + T ] then
T

c T

f (t ) dt 2a an2 bn2
2
0

n 1

Proof : Let f(t) has a Fourier series expansion

2n t
2n t

f (t ) a0 an cos
bn sin
which is uniformly convergent.
T
T
n 1
c T

Consider

f (t )
c

dt

c T

n 1

f (t ) a0 an cos

Page 10 of 39

2n t
2n t
bn sin
dt
T
T

c T
c T
2n t
2n t
a0 f (t ) dt an f (t ) cos
dt bn f (t ) sin
dt since Fourier
T
T
n

1
c
c
c

series is uniformly convergent

c T

T
T
a0 T a0 an an bn bn
2
2
n 1

T
2
2
2
2
a

0 an bn
2
n 1

2
Therefore,
T

c T

f (t ) dt 2a an2 bn2 which is called Parsevals identity.

2
0

n 1

Problems:

f ( x) x x 2 , x f(x+2)=f(x) , as a Fourier series.

1. Expand

Solution: Let
1
a0
2

f ( x) a0 (an cos nx bn sin nx)

n 1

. Then

2 2
( x x ) dx 2 0 x dx since, x is odd and x2 is even function.
2

1 x3
3 2

3 0 3
3
an

x x cos nx dx x
2

cos nx dx

sin nx
n

2x

cos nx
n

sin nx

2 2 sin n
sin n0
cos n
0
2

2

n
n
n

cos 0 2

0 2 3 sin n sin n0
n
n

Page 11 of 39

n
1

2
2
0 0 2 2 0 3 .0

n
n

4 1
n

bn

4
n 1
1 .
2
n

x x sin nxdx x sin nxdx

2

2 cos nx sin nx
=
x
1

2

n

2
cos n
1

=
0 2 sin n sin no

2
2
2
n
n 1
cos n
1 1 .
n
n
n

f x

2 4
2
n 1
n 1

2 1 cos nx 1 sin nx .
3
n

n 1 n
1
4

2. Obtain the Fourier series expansion of f x x , 0 x 2

1
f(x+2)=f(x) and hence obtain i 2
n

ii

Solution:

Here

f x is an even function.

Page 12 of 39

1
n

n 1

iii

2n 1

f x a0 an cos nx ,

where

n 1

a0

an

1
2

1
1
2
x dx
4
8

4 x

1
2
3 3
24
12

cos nxdx

1
=
4

sin nx

2 x

cos nx
n

2 1

0 2 cos 2n cos 0 0
n

1
4

1 2
1
2 2
2
4 n
n

f x

2
12

1
cos nx.
2
n 1 n

At x = 0, f 0

2
12

1
2
n 1 n

1 2 2 2

................. 1
2
4 12 6
n 1 n

At x , f x 0
0

2
12

n 1

n 1

1
cos n
2
n 1 n

1
n2

1
n2

2
12

n 1

2
12

..................... 2

(1) + (2) gives

Page 13 of 39

sin nx
n

2
n 1

2n 1

n 1

2n 1

2
6

2
8

2
12

2
4

x,
3. Expand f x 0,
x 2 ,

hence deduce that

0 x 1
x 1
1 x 2

f x 2 f x , as a Fourier series and

1 1 1
1 ..............
4
3 5 7

Solution:

-2

-1

f x is odd,

f x bn sin n x
n 1

2
Where bn f x sin n xdx
20
1

= x sin xdx x 2 sin xdx

cos n x
sin n x
cos n x
sin n x
= x
1
x 2
1

2 2
2 2
n
n

n
0

n


1

Page 14 of 39

 1
1 cos n
cos n 0 0 0 0

2 cos n
n

2
n
n 1
2
1 1

n
n

f x 2

n 1

n 1

sin n x

1
1
f 2
n
2 2
n 1

0
sin n
n 1
2 1 2

n 1

n 1

n 1

sin

n 1

sin

n
2

n is even

n is odd

n
2

n 1

1 1 1
1 .
2n 1
3 5 7

0,

t 0

,f
4. Expand f (t )

E sin t , 0 t

series.

2
t
f (t ), t as a Fourier

Solution:

f (t ) is neither even nor odd.

Page 15 of 39

f (t ) a0 an cos nt bn sin nt where

n 1

a0

1
T

T
2

T
2

f (t )dt

1
E sin tdt
2 0

E cos t E

.
2 0

an

T
2

2
E
f
(
t
)cos
n

tdt

sin(1 n)t sin(1 n)t dt

T T
2 0
2

E cos(1 n)t cos(1 n)t , n 1

2
(1 n)
(1 n) 0

sin 2tdt ,
n 1
2 0

E cos(1 n) cos(1 n)
1
1

, n 1
2

(1

n
)
(1

n
)
(1

n
)
1

E cos 2t
n 1

E 2
2
2E

2
, n is even

2 (1 n) 1 n n 1
.

0,
n is odd

Page 16 of 39

bn

2
T

Ew

f (t )sin wt dt sin wt sin nwt dt

Ew
2

cos(n 1)wt cos(n 1)wt dt

0

Ew sin(n 1) wt sin(n 1) wt w

n 1
2 (n 1) w
(n 1) w 0

0, n 1

b1
0

Ew

sin 2 wt dt

Ew
2

(1 cos 2wt ) dt
0

Ew sin 2wt w
t

2
2 w 0

Ew
E
( 0)
2 w
2
E E
2 E cos 2wt cos 4wt

f (t ) sin wt
2
.....
2
2
2 1
4 1

5. Expand f(x) = x 2 , 0 x 2, f(x+2) = f(x) as a Fourier series and hence

evaluate

n
n 1

.
f(x)
f (t0 +0)

-2

Page 17 of 39

Solution: Note that f(x) is neither even nor odd.

f ( x) a0 (an cos nx bn sin nx)

n 1

where
2

2
1 2
1 x3 4
a0 x dx
20
2 3 0 3

2
x 2 sin n x
2 2
4
cos n x sin n x
an x cos n x dx
2x
2
2 2
2 2
3 3
20
n
n
n
0 n

2
x 2 cos n x
2 2
sin n x
co s n x
bn x sin n x dx
2x
2 3 3
2 2
20
n
n

n 0

4
2
cos 2n 0 0 3 3 (cos 2n cos0)
n
n
4

.
n

4 4
4

f ( x) 2 2 cos n x
sin n x
3 n1 n
n

A x=0, f(x) is discontinuous

f (0) f (0) 4 4
4

2 2 cos0
sin 0
2
3 n1 n
n

40 4 4 1

2 2
2
3 n1 n
1
4 2 2

2
n
3
4
6

n 1

Page 18 of 39

Exercises : Expand the following functions as Fourier series

1. f ( x) x,0 x 2 , f ( x 2 ) f ( x)
2. f ( x) e ,0 x 2 , f ( x 2 ) f ( x)and hencededuce that
x

2sinh

n 1

n2 1

1
3

2
4
n 1 n 1

3. f ( x) x sin x,0 x 2 , f ( x 2 ) f ( x)and hencededuce that

0 x
x
4. f ( x)
f ( x 2 ) f ( x)
2

5. f ( x) sin x ,0 x 2 , f ( x 2 ) f ( x)
6. f ( x) sin x,0 x 1, f ( x 1) f ( x)
7. f ( x) 2 x x 2 ,0 x 2, f ( x 2) f ( x)
8. f ( x) 2 x 2 x 2, f ( x 4) f ( x)
t
t a
1
9. f (t ) a
f (t T ) f (t )
0
a t T

x
x
2
2
10. f ( x)
f ( x 2 ) f ( x)

x
x 3
2

Page 19 of 39

Half range Expansions

While solving various physical and engineering problems, there is a practical need
for expanding functions defined over a finite range. Such an expansion is possible
if functions under consideration can be extended to a periodic function which is
either even or odd.
Consider a piecewise continuous function f ( x), defined in a finite interval

(0, l ). Then it is possible to extend f ( x) to a periodic function, which is even or

odd.
Consider the function g ( x) defined as follows:

f ( x), 0 x l
g ( x)
; g ( x 2l ) g ( x).
f
(

x
),

Then g ( x) is called an even periodic extension of f ( x) .

y

Graph of f ( x)
y

-l

x
l

2l

Graph of even periodic extension of f(x).

Page 20 of 39

The function g ( x) can be expanded as Fourier cosine series

g ( x) a0 an cos
n1
l

n
x
l

2l
1
n
where a0 g ( x) dx and an g ( x) cos
x dx
l 0
l0
l
But for 0 x l , g ( x) f ( x). We have
2l
1l
n
a0 f ( x) dx and an f ( x) cos
x dx
l 0
l0
l

f ( x) g ( x) a0 an cos
n 1

n
x, for 0 x l.
l

Such an expansion of f ( x) is called the half range Fourier Cosine series

expansion of f ( x ).

f ( x), 0 x l
; g ( x 2l ) g ( x).

f
(

x
),

Also, if g ( x)

Then g ( x) is called an odd periodic extension of f ( x) .

y

Graph of f ( x)
y

-l

x
2l

Graph of odd periodic extension of f(x)

Page 21 of 39

The function g ( x) can be expanded as Fourier Sine series

g ( x) bn sin
n1

n
x
l

2l
n
x dx
where bn g ( x) sin
l 0
l
But for 0 x l , g ( x) f ( x). We have

2l
n
bn f ( x) sin
x dx
l 0
l

f ( x) g ( x) bn sin
n 1

n
x, for 0 x l.
l

Which is called the half range Fourier Sine series expansion of f ( x ).

Problems:
1. Expand f ( x) x,0 x as half range Fourier cosine and sine series. Also
draw the graph of the corresponding periodic extensions of f ( x).
Solution:

Graph of even periodic extension of f ( x) .

f ( x) a0 an cos nx , where
n 1

Page 22 of 39

1
1

a0 f ( x)dx xdx .
0
0
2

2
2
2 x sin nx
( cos nx)
an f ( x)cos nxdx x cos nxdx
(1)

0
0
n
n2
0
n even
0,
2 (1) n 1

.
4
n 2 2 , n odd
n
4 cos x cos3x

f ( x) x 2
.
2
2 1
3

Graph of odd periodic extension of f ( x) .

f ( x) bn sin nx , where
n 1

2
2
2 x( cos nx)
( sin nx)
an f ( x)sin nxdx x sin nxdx
(1)

0
0

n
n2
0
2 (1) n 0 2
n 1

(1) .

n
n

2
f ( x) x (1) n1 sin nx.
n 1 n

Page 23 of 39

l
x
,
0

l
2
2. Expand f ( x)
as half range Fourier cosine and sine
x
l
1 ,
xl
l
2
series. Also draw the graph of the corresponding periodic extensions of
f ( x).

Solution:
1

Graph of even periodic extension of f ( x) .

f ( x) a0 an cos
n1

n
x
l

2l

l
1
1 x
x
Where a0 f ( x) dx dx 1 dx
l0
l 0 l
l
l

2
l

2 l
x 2 1

1
2l
2l

l
1

l 4
2

2l

l
2
n
2 x
n
n
x
an f ( x) cos
x dx cos
x dx 1 cos
x dx
l 0
l
l 0l
l
l
l
l

2
l

2
n

2cos

cos
n

n2 2
2

Page 24 of 39

 0, n 2, 6, 10, 14, ...

8
n 2 2 , n 2, 6, 10, 14, ...

f ( x)

1 8 1
2
1
6
2 2 cos
x 2 cos
x
4 2
l
6
l

l
2
x

Graph of odd periodic extension of f ( x)

f ( x) bn sin
n1

n
x
l

2l
n
x dx
Where an f ( x) sin
l 0
l

2l

l
2 x
n
x
n

sin
x dx 1 sin
x dx
l 0l
l
l
l
l

2
0, n even

n 1
2 2 sin
x 4
n
2
n 2 2 1 2 , n odd
4

Page 25 of 39

 f ( x)

4 1

1
3
1
5
sin
x

sin
x

sin
x
2 12
l
32
l
52
l

x
Expand f ( x) 1 ,0 x l as a Fourier cosine and sine series. Also draw the
l
graph of the corresponding periodic extensions of f ( x).

Solution:

-l

Graph of even periodic extension of f ( x).

Let f ( x) a0 an cos
n 1

n
x.
l

2
1
Then a0 f ( x)dx .
l 0
2

2
n
2 x
n
an f ( x)cos xdx 1 cos xdx
l 0
l
l 0
l
l
l

n even
0,
2

n
2 2 1 (1) 4
.
n
,
n
odd
n 2 2

1
4
(2n 1)x
f ( x) 2
cos
.
2
2 n1 (2n 1)
l

Page 26 of 39

-l

2l

Graph of odd periodic extension of f ( x)

Let f ( x) bn sin
n 1

n
x.
l

2
n
2
x
n
2
Then bn f ( x)sin xdx (1 )sin xdx
l 0
l
l 0
l
l
n
l

2
n
sin x.
l
n 1 n

Thus f ( x)
Problems:

Obtain the half range Fourier Cosine and sine series expansions of the
functions. Also draw the graph of corresponding periodic extensions.
1) f ( x) x sin x,0 x .
2) f ( x) x( x),0 x .

3)

4)
5)
6)
7)

x
,
0

2
f ( x)
.

x,
x

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

f ( x) cos x,0 x l .
l

f ( x) sin x,0 x l .
l
If f ( x) is piecewise continuous for 0 x l , having half range expansions
Page 27 of 39

f ( x) a0 an cos
n 1

n
n
x & f x bn sin x then show that
l
l
n 1

2
2
2
f ( x) dx 2a0 an 2 &

l 0
n 1
l

2
2
f ( x) dx bn 2 .

l 0
n 1
l

Fourier integral representation:

Let f(x) be a piecewise continuous and absolutely integrable function of x in

(, ). i, e., f ( x) dx exists.

Then f(x) can be represented by an integral as

f ( x)

A(S ) cos sx B(s)sin nx ds

(1)

where A(s )

f (t )cos st dt , B (s ) f (t )sin st dt.

Such an integral representation is called the Fourier integral representation of f(x).

The integral on RHS of (1) converges to f(x0) if f(x) is continuous at x0 and to
average of left and right hand limits if f(x) is discontinuous at x0.
Proof: Consider a periodic function fl(x) defined in (-l, l) such that fl(x) =f(x) for
l x l

Then, fl(x) can be represented

n x
n x

fl ( x) a0 an cos
bn sin
(2)

l
l

n 1
Where
Page 28 of 39

by

Fourier

series

as

1
1
n t
1
n t
a0 fl (t ) dt , an fl (t )cos
dt , bn f l (t )sin
dt
2l l
l l
l
l l
l
l

Substituting in (2) we get,

l
l
l
1
1
n t
n x 1
n t n x
fl ( x) fl (t ) dt fl (t )cos
dt cos
fl (t )sin
dt sin

2l l
l
l
l
l
l
l
n1

1
1
n t
n x
n t
n x
fl ( x) fl (t ) dt fl (t )(cos
cos
sin
sin
) dt
2l l
l n1 l
l
l
l
l
l

Let sn

n
l

Then sn sn1 sn

or

1 sn

On substitution we get
1 sn
1
f
(
t
)
dt

f (t )(cos snt cos sn x sin snt sin sn x) dt sn

l
2 l
n1 l l
l

fl ( x)

1
f l ( x)
2

l
l

1
fl (t ) dt sn cos sn x fl (t )cos snt dt sin sn x f l (t )sin snt ) sn
n1
l
l

Let l ,then fl ( x) f ( x) .
l

fl (t ) dt sn 0
l

sn 0.

Now taking the limit as l , we get

Page 29 of 39

1
f ( x) cos sx f (t )cos stdt sin sx f (t )sin stdt ds
0

1
A( s)cos sx B( s)sin sx ds
0

Where A( s )

f (t ) cos st dt

B( s)

f (t )sin st dt

Note (1): The Fourier integral representation of f ( x) can also be expressed as

f ( x)

f (t ) cos st cos sx sin st sin sx dt ds

f (t ) cos s( x t ) dt ds (3)

cos s( x t ) is an even function of s.

1
Also,
2

f (t ) sin s( x t ) dt ds 0 (4)

sin s( x t ) is an odd function of s.

(3) i(4) gives
1
f ( x)
2
1

f (t ) cos s( x t ) i sin s ( x t dt ds

f (t ) eis ( xt ) dt ds

Page 30 of 39

Which is called the complex form of Fourier integral representation of f ( x ).

Note (2): If f ( x) is an even function of x, then

A( s )

f (t ) cos st dt 2 f (t ) cos st dt
0

B( s)

f (t )sin st dt 0

Therefore Fourier integral becomes

f ( x)

A(s) cos sx ds

f (t ) cos st

cos sx dt ds

0 0

Which is called the Fourier Cosine integral representation of f ( x ).

If f ( x) is an odd function of x, then

A( s )

f (t ) cos st dt 0

A( s )

f ( x)

f (t )sin st dt 2 f (t )sin st dt
0

B(s)sin sx ds
0

f (t ) sin st

sin sx dt ds

0 0

Which is called the Fourier Sine integral representation of f ( x ).

Page 31 of 39

Fourier transforms
Consider the Fourier integral representation of the function f ( x) given by

1
f ( x)
2

f (t ) eis ( xt ) dt ds

e
2
2
1

Let F ( s )

Then f ( x)

isx

1
2

f (t ) e ist ) dt ds

f (t )e ist dt (1)

1
2

F ( s )e

isx

ds (2)

The integral defined by (1) is called the Fourier transform of the function f ( x)
and is denoted by F f ( x). Given F (s) F f ( x) , the formula (2) defined

f ( x), which is called the inverse Fourier transform of F ( s ) and is denoted by

F 1 ( F ( s) .
Note (1): A function f ( x) is said to be self-reciprocal under Fourier transforms if

F f ( x) F (s).
Note (2): If F f ( x) F (s), then f ( x) F 1 F ( s) is called spectral
representation of F ( s ) and F ( s ) is called spectral density of f ( x ). Here s is
called the frequency of the transform. The graph of F (s) is called amplitude
2

spectrum of f ( x) and F ( s ) is called energy of the spectrum.

Properties of the Fourier transforms:
(1) Fourier transform is linear
i.e., if c1 and c2 are constants then

F c1 f ( x) c2 g ( x) c1F f ( x) c2 F g ( x)
Page 32 of 39

Proof: Follows from definition and linearity of the integral.

(2) If F f ( x) F (s) then F eiax f ( x) F ( s a)

Proof: Consider F ( s a)

2
1

f (t )e i ( sa )t dt

f (t )e ist eiat dt

f (t )e e
iat

ist

dt

F eiax f ( x)
(3) If F f ( x) F (s) then F f ( x a) e isa F ( s )
Proof: Exercise
(4) If F f ( x) F (s) then F f (ax)

1 s
F
a a

Proof: Exercise
(5) If F f ( x) F (s) then

(iii)

1
F ( s a) F ( s a)
2
i
F f ( x)sin ax F (s a) F (s a)
2
F f ( x) F ( s )

(iv)

F f ( x) F (s)

(v)

F f ( x) F ( s )

(i)
(ii)

F f ( x) cos ax

dn
(vi) F x f ( x) i
F (s)
ds n
( n)
n
(vii) F f ( x) (is) F f ( x)
n

Page 33 of 39

Convolution:
For functions f ( x) & g ( x), we define the convolution of f ( x) & g ( x), denoted by

1
f g ( x) as f g ( x)
f (t ) g ( x t )dt; provided the integral exists.
2

Note that f g g f .
Convolution Theorem:

F f g ( x) F f ( x) F g ( x).
Proof:
Consider

1
F f g ( x)
( f g )( x)e isx dx

1
isx
1

f
(
t
)
g
(
x

t
)
dt

e dx
2
2

1
ist
is ( x t )

f
(
t
)
e
g
(
x

t
)
e
dx

dt

2
2

Let x t u . Then

1
ist
is ( u )
F f g ( x)
f
(
t
)
e
g
(
u
)
e
du

dt

2
2

1
1

ist
is ( u )

f
(
t
)
e
dt
g
(
u
)
e
du

2
2

F f ( x) F g ( x).
Parsevals Identity:
If F f ( x) F (s) then

| f ( x) |

dx

| F (s) |

Proof:

Page 34 of 39

ds .

If F f ( x) F ( s), F{g ( x)} G ( s), then

F ( s)G ( s ) F f ( x) g ( x) or
f ( x) g ( x) F 1 F ( s)G ( s)

1
1
i.e.,
f
(
t
)
g
(
x

t
)
dt

F ( s )G ( s )eisx ds

2
2
For x 0, we get

f (t ) g (t )dt

F (s)G(s)ds

Let g ( x) f ( x) or g ( x) f ( x) .

ThenG ( s) F g ( x) F f ( x) F f ( x) F ( s).

f (t ) g (t )dt

f (t ) f (t )dt

F (s) F (s)ds

| f (t ) |2 dt | F ( s) |2 ds
Problems:
1, | x | a
1) Find the Fourier transform of f ( x)
. Hence deduce that
0, | x | a

sin t

t dt 2 and

sin t
t dt 2 .
2

Solution:

1
F f ( x)
f ( x)eisx dx

1
1 e
2 sin as
1eisx dx
F ( s)

s
2 a
2 is a
a

isx

Page 35 of 39

1
1
2 sin as
isx
f ( x)
F
(
s
)
e

s cos sx i sin sx ds
2
2

2 sin as
sin as

cos sxds
sin sx is an odd function of s
0 s
s

0,
| x | a

sin as

cos sxds f ( x) ,
| x | a
s
2
2
0

1

2 2 0 4 , | x | a

For x 0, f ( x) 1.

sin as

ds .
s
2
0

t
dt
Let as t or s . ds .
a
a
On substitution, we get

sin t dt
0 t / a a 2

or

sint

dt

.
0 t
2

By Parseval's identity,

| f ( x) |

dx

| F ( s) |

ds

2 sin as
4 sin as
i.e., 1dx
ds

ds
s
0 s
a

a
sin as
0 s ds 2
2

sin t
For a 1, we get
ds .
t
2
0
2

Page 36 of 39

2) Find the Fourier transform of e

a x

, a 0 and hence evaluate

F{xe

F{e

a x

a x

cos xt
dt and
2
t2

1
}
2

a x

isx

dx

a x

cos sxdx

e ax

a cos sx s sin sx 0
2
2
a s
2

e o
2 a

(0 2 2 (a))
F ( s)

a s
a2 s2
2

1
f ( x)
2

1
2

F ( s) e

isx

ds

a
(cos sx i sin sx)ds
a2 s2

2 a cos sx
2 2 ds
0 a s

cos sx
cos xt
f ( x) a x
2 2 ds 2 2 dt
e
a s
a t
2a
2a
0
0
Since

dn
F{x f ( x)} i
F ( s)
ds n
2 d
a
2 2as
1 d
a x
a x
for n 1, F{xe } i
F{e } i

i
ds
ds a 2 s 2
(a 2 s 2 )2
n

a2 x2

, a 0 and hence show that e

3) Find the Fourier transform of e
self-reciprocal under Fourier transform.

Page 37 of 39

x2
2

is

F{e

1
}
2

e
e

1
dx
2

(a x
e

2 2

isx )

dx

is
s2

ax 2

2a 4a

dx

is

ax

2a

dx

Let ax

a 2 x 2 isx

s2
2
4a

1
2

a2 x2

is
dt
t then dx
2a
a

s2
4 a2

t
e

s2
4 a2

dt
2e

a a 2

t
e dt
2

t 2 y or t y
Put

1 21
dt y dy
2

s2
4 a2

s2
4 a2

s2
4 a2

e y 12
e
1 e
2
y
dy

2 0 2
a 2 2 a 2
e

For a

1
or
2

F{e a x } F{e
2 2

s2
4 a2

e
a 2

2a 1
x

} e

is self-reciprocal under Fourier transform.

1 x
4) Find the Fourier transform of f ( x)
0

sin x
0 x dx

Page 38 of 39

x 1
and hence evaluate
x 1

1
F{ f ( x)}
2

f ( x) e

isx

1
dx
2

(1 x )(cos sx i sin sx) dx

(1 x)cos sx dx

(1 x )sin sx is an odd function of x.

2
sin sx cos sx
2 (1 cos s)

2
F ( s)
(1 x)

s
s 0

s2
1

1
f ( x)
2

F (s) e

isx

ds

(1 cos s)
(cos sx i sin sx)ds
s2

2 (1 cos s)

(1 x )

cos
sx
ds

f
(
x
)

2
0
s2
2

x 1
x 1

(1 cos sx)

ds (1 0)
2
0
s
2
2
2
2sin ( s / 2)

ds
2
0
s
2
Let s / 2 t or s 2t ds 2dt
For x 0,

2 sin 2 t

2
dt

or
4t 2
2

sin t
dt

2
t
2

Exercises:
1. Obtain the Fourier transform of

1 x 2 x 1
x cos x sin x
f ( x)
and hence evaluate
cos( x / 2)dx
3
0
x

1
x

0
x
2. Find the Fourier transform of f ( x)
0

x a
x a0

a 2 x 2
3. Find the Fourier transform of f ( x)
0
Page 39 of 39

x a
x a