Module 4: Fourier Series

Periodic functions occur frequently in engineering problems. Their representation in terms

of simple periodic functions, such as sine and cosine, which leads to Fourier series(FS).
Fourier series is a very powerful tool in connection with various problems involving partial
dierential equations. Applications of Fourier series in solving PDEs are discussed in the
subsequent module. In this module, we shall learn basic concepts, facts and techniques in
connection with Fourier series.
The Module 4 is organized as follows. While the rst lecture introduces the FS, the
convergence of FS and the properties of termwise dierentiation and integration of FS are
discussed in the second lecture. Third lecture is devoted to Fourier sine series (FSS) and
Fourier cosine series (FCS) of functions.

MODULE 4: FOURIER SERIES

Lecture 1

Introduction to Fourier Series

In this lecture, we shall discuss a class of expansions which are particularly useful in the
study of solution of PDEs. To begin with, we now review some function property that are
particularly relevant to this study.
DEFINITION 1. (Periodic function) A function is periodic of period L if f (x+L) = f (x)
for all x in the domain of f .
The smallest positive value of L is called the fundamental period. The trigonometric
functions sin x and cos x are examples of periodic functions with fundamental period 2
and tan x is periodic with fundamental period . A constant function is a periodic function
with arbitrary period L.
It is easy to verify that if the functions f1 , . . . , fn are periodic of period L, then any
linear combination
c1 f1 (x) + + cn fn (x)
is also periodic. Furthermore, if the innite series

1
nx
nx
a0 +
an cos(
) + bn sin(
)
2
L
L
n=1

consisting of 2L-periodic functions converges for all x, then the function to which it converges will be periodic of period 2L.
There are two symmetry properties of functions that will be useful in the study of
Fourier series.
DEFINITION 2. (Even function and Odd function) Let f : [L, L] R. Then f (x)
is called even, if f (x) = f (x) for all x [L, L]. f (x) is called odd, if f (x) = f (x),
for all x [L, L].
Note: The graph of an even function is symmetric with respect to the y-axis. Note that
if (x, f (x)) is on the graph of an even function f (x), then (x, f (x)) will also be on the
graph (i.e., the graph is invariant under reection in the y-axis), see Figure 4.1.
The graph of an odd function is symmetric with respect to the origin. If f (x) is odd,
then (x, f (x)) is on the graph if and only if (x, f (x)) is on the graph. That is, the
graph is invariant under reection through the origin, see Figure 4.2.
EXAMPLE 3. The functions f (x) = x2n , n = 0, 1, 2, . . . are even functions whereas f (x) =
x2n+1 , n = 0, 1, 2, . . . are odd functions. The functions sin x and tan x are odd functions
and cos x is an even function.

MODULE 4: FOURIER SERIES

We collect some facts concerning even and odd functions.

The product of two even functions is even.
The product of two odd functions is even.
The product of an odd function and an even function is odd.
L

If f (x) is odd (L x L), then

L f (x)dx

If f (x) is even (L x L), then

L f (x)dx

= 0, if the integral exists.

=2

L
0

f (x)dx, if the integral exists.

It is easy to verify that

nx
sin
dx = 0,
L
L

cos
L

nx
dx = 0,
L

n = 1, 2, . . . ,

For m. n = 1, 2, . . . , we have

mx
nx
cos
dx = 0
L
L
L
{
L
0,
nx
mx
sin
dx =
sin
L
L
L,
L
{
L
0,
nx
mx
cos
dx =
cos
L
L
L,
L
sin

(1)
m = n,
m = n.
m = n,
m = n.

(2)

(3)

Equations (1)-(3) express an orthogonality condition satised by the set of trigonometric

functions {cos x, sin x, cos 2x, sin 2x, . . .}, where L = .
DEFINITION 4. (Orthogonal functions) A set of functions {fn (x)}
n=1 is said to be an
orthogonal with respect to the nonnegative weight function w(x) on the interval [a, b] if

fm (x)fn (x)w(x)dx = 0,

whenever m = n.

We have already seen that the set of trigonometric functions

{1, cos x, sin x, cos 2x, sin 2x, . . .}
is orthogonal on [, ] with respect to the weight function w(x) = 1.
Dene the norm of f as
[
f :=

]1/2
f (x)w(x)dx
.
2

(4)

MODULE 4: FOURIER SERIES

We say that a set of functions {fn (x)}

n=1 is an orthonormal system with respect to w(x)
if (4) holds and fn = 1 for each n. That is,

fm (x)fn (x)w(x)dx =
a

0, m =
n,
1, m = n.

(5)

An innite series of the form

1
nx
nx
a0 +
) + bn sin(
),
an cos(
2
L
L

(6)

n=1

where
1
an =
L
and
1
bn =
L

f (x) cos(
L

nx
)dx, n = 0, 1, 2, 3 . . . ,
L

f (x) sin(
L

nx
)dx, n = 1, 2, 3 . . . ,
L

is called the Fourier series of f (x). This series is named after the outstanding French
mathematical physicist Joseph Fourier (1768-1830).
Suppose that f (x) is of the form

1
nx
nx
f (x) = a0 +
[an cos(
) + bn sin(
)].
2
L
L
N

(7)

n=1

Then, the coecients an and bn are uniquely determined by the formulas

1 L
nx
an =
f (x) cos(
) dx, n = 0, 1, . . . ,
L L
L

1 L
nx
bn =
f (x) sin(
) dx, n = 1, 2, . . . , .
L L
L

(8)
(9)

REMARK 5.
Not every function f (x) has the representation of the form (7). The right side of (7) is
smooth i.e., C (innitely dierentiable functions), but many functions have graphs
with jumps or corners. We will encounter functions f (x) for which the integral (8)
and (9) are not zero for innitely many values of n. In such cases, f (x) can not be
represented as a nite sum as in (7). Also, even if N , the sum (7) might not
converge to f (x), unless some additional assumptions are made (cf. [1])
DEFINITION 6. (Fourier series) Let f (x) : [L, L] R be such that the integrals

nx
1 L
f (x) cos(
)dx, n = 0, 1, 2, 3 . . . ,
(10)
an =
L L
L

MODULE 4: FOURIER SERIES

and

1
bn =
L

f (x) sin(
L

nx
)dx, n = 1, 2, 3 . . . ,
L

(11)

exists and are nite. Then the Fourier series(FS) of f on [L, L] is the expression
[
1
nx ]
nx
f (x) a0 +
) + bn sin(
) .
an cos(
2
L
L

(12)

n=1

The coecients a0 , an , bn (n = 1, 2, 3, . . .) are known as the Fourier coecients of f . The

symbol means has the Fourier series.
EXAMPLE 7. Find the FS of
{
f (x) =

1 < x < 0,
1,

0 < x < .

Solution. Here L = . Note that f (x) is an odd function. Since the product of an
odd function and an even function is odd, f (x) cos nx is also an odd function. Hence
an =

f (x) cos nxdx = 0,

n = 0, 1, 2, . . .

Since f (x) sin x is an even function (as the product of two odd functions), we have

1
2
f (x) cos nxdx =
sin nxdx

0
[
]
[
]
2 1 (1)n
2 cos nx 
, n = 1, 2, 3, . . . .
=
 = n n

n
0
{
0,
n even,
=
4
n , n odd.

bn =

Thus
f (x)

[
]

2 [1 (1)n ]
4
1
1
sin nx =
sin x + sin 3x + sin 5x + .

3
5
n=1

REMARK 8.
If f is any odd function, then its FS consists only of sine terms. (see, Example 7).
If f is an even function, then its FS consists only of cosine terms (including cos 0x).
EXAMPLE 9. Find the FS of the function f (x) = x for L x L.

MODULE 4: FOURIER SERIES

Solution. We rst compute the Fourier coecients an for n 1,

L
x
nx L
nx
1
nx
)dx =
sin(
)
)dx
sin(
L
n
L
n
L
L
L
L

L
nx L
cos(
)
= 0+
(n)2
L L
= 0, n = 1, 2, 3, . . . .
1
L

an =

x cos(

For n = 0, we get
1
a0 =
L

L
1 x2 
xdx =
= 0.
L 2 L
L

Thus, an = 0, for n = 0, 1, 2, 3, . . .. Next, to compute bn , we have

bn =
=
=


L
nx
x
nx L
nx
1
x sin(
)dx =
cos(
) +
cos(
)dx
L
n
L
n
L
L
L
L

2L
L
nx L
cos(n) +
)
sin(
(n)
(n)2
L L
2L
(1)n+1 , n = 1, 2, 3, . . . .,
n
1
L

where we have used the fact cos(n) = (1)n . Thus, the FS of f (x) is given by
f (x)

(1)

n=1

nx
2L
1
nx
sin(
)=
(1)n+1 sin(
).
n
L

n
L

n+1 2L

n=1

Practice Problems
1. Find the FS of the following function:
{
{
0 2 x 1,
x2
1 x 0,
(a) f (x) =
; (b) f (x) =
1, 1 < x 2.
1 + x, 0 < x 1.
(c) f (x) = | sin x|, < x < .
2. If the 2-periodic even function is given by f (x) = |x| for < x < , show that
f (x) =

4 cos(2n 1)x

.
2
(2n 1)2
n=1

3. Show that
1

1 1 1

+ + = .
3 5 7
4