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Fourier Series
When the French mathematician Joseph Fourier (17681830) was trying to solve a problem in heat conduction, he needed to express a function f as an infinite series of sine and
cosine functions:
a
f x a 0
n1
a
x
n1
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 derivn
atives: cn f an!. Here we use integrals.
If we integrate both sides of Equation 2 and assume that its permissible to integrate the
series term-by-term, we get
f x dx y
y
a 0 dx y
But
y
a y cos nx dx b y sin nx dx
1
sin nx
n
n1
cos nx dx
a
n1
2 a 0
n1
1
sin n sinn 0
n
y
f x dx 2 a0
FOURIER SERIES
a0
1
2
f x dx
y
y
f x cos mx dx
a0 y
a0
a
n1
cos mx dx
n1
n1
Weve seen that the first integral is 0. With the help of Formulas 81, 80, and 64 in the Table
of Integrals, its not hard to show that
y sin nx cos mx dx 0
y cos nx cos mx dx
0
for n m
for n m
y
an
1
y
f x cos nx dx
n 1, 2, 3, . . .
bn
1
y
f x sin nx dx
n 1, 2, 3, . . .
FOURIER SERIES
a0
a
n1
a0
an
1
y
y
f x cos nx dx
f x dx
1
bn
y
f x sin nx dx
f defined by
f x
0 if x 0
1 if 0 x
f x 2 f x
and
(a)
y
1
FIGURE 1
Square-wave function
(b)
SOLUTION Using the formulas for the Fourier coefficients in Definition 7, we have
a0
1
2
y
f x dx
1
2
y 0 dx 2 y
1 dx 0
1
1
2
2
FOURIER SERIES
and, for n 1,
an
1
y
1
y
0
2
n
1
y 0 dx y
cos nx dx
1
sin n sin 0 0
n
f x sin nx dx
1 cos nx
n
|||| Note that cos n equals 1 if n is even
and 1 if n is odd.
1 sin nx
n
0
bn
f x cos nx dx
1
y 0 dx y
sin x dx
1
cos n cos 0
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 dont
know yet whether this function is equal to its Fourier series. Lets investigate this question
graphically. Figure 2 shows the graphs of some of the partial sums
Snx
1
2
2
2
sin x
sin 3x
sin nx
2
3
n
FOURIER SERIES
1
S
1
S
S
_
FIGURE 2 Partial sums of the Fourier series for the square-wave function
xla
f x f x
and
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
sin2k 1x
2 k1 2k 1
f x if n n
1
if x n
2
FOURIER SERIES
a
a0
n1
where
1
2
a0
an
1
y tt dt
bn
y tt cos nt dt
1
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
9
a0
n x
L
a n cos
n1
bn sin
n x
L
where
|||| Notice that when L these formulas are
the same as those in (7).
1
2L
a0
and, for n 1,
an
1
L
L
f x cos
n x
L
f x dx
L
bn
dx
1
L
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
1
FIGURE 3
The triangular wave function
_1
FOURIER SERIES
a 0 12 y
1
x dx y
1
2
0
1
14 x 2
14 x 2
1
1
0
x dx 12 y x dx
0
12
and for n 1,
an y
1
x cosn x dx 2 y
x cosn x dx
x
an 2
sinn x
n
0
2
n
0
2
n
cosn x
n
sinn x dx
2
cos n 1
n2 2
1
x sinn x dx 0
an
0
2
cos
n
1
4
n2 2
2 2
n
if n is even
if n is odd
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
f x
1
4
cos2k 1 x
2 n1 2k 12 2
for all x
FOURIER SERIES
In particular,
x
1
4
cos2k 1 x
2 k1 2k 12 2
for 1 x 1
FIGURE 4
Waveforms
(a) Flute
(b) Violin
We gain insight into the differences between waveforms if we express them as sums of
Fourier series:
Pt a 0 a1 cos
t
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
FOURIER SERIES
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
FIGURE 5
Energy spectra
10
(a) Flute
10
(b) Violin
||||
Exercises
||||
1. f x
if x 0
if 0 x
1
0
if x 1
if 1 x 2
f x 4 f x
0
1
0
if 2 x 0
if 0 x 1
if 1 x 2
f x 4 f x
1 x 1
f x 2 f x
1 t 1
if x 2
if 2 x 0
if 0 x
f x 8 f x
0
if x 0
cos x if 0 x
x if 4 x 0
0
if 0 x 4
1
6. f x 1
0
8. f x
10. f x 1 x,
4. f x x 2
9. f x
3. f x x
5. f x
||||
7. f x
if x 0
if 0 x
1
1
0
2. f x
x
711
f t
E sin t
t 0
if 0 t
if
f t 2 f t
10
FOURIER SERIES
1316 |||| Sketch the graph of the sum of the Fourier series of f
without actually calculating the Fourier series.
13. f x
1
3
1
if 4 x 0
if 0 x 4
x
if 1 x 0
14. f x
1 x if 0 x 1
15. f x x 3,
1 x 1
16. f x e x,
2 x 2
1
1
1
1
3
5
7
4
x2
1
1
2
1
32
52
72
8
estimate the Fourier coefficients a 0, a1, a 2, b1, and b2. Then use
them to graph the second partial sum of the Fourier series and
compare with the graph of f .
y
1
4
1 n 2 2 cosn x
3
n
n1
n1
1
2
2
n
6
0.25