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Fourier Series: A A A A X A A B
Fourier Series: A A A A X A A B
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
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
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, . . .
1
6 bn y f x sin nx dx n 1, 2, 3, . . .
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
_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
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
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
f x f x
1
2
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
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
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:
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
|||| 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