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I Example: Using the Fourier Theorem.

I The Fourier Theorem: Piecewise continuous case.

I Example: Using the Fourier Theorem.

Theorem (Fourier Series)

If the function f : [−L, L] ⊂ R → R is continuous, then f can be

expressed as an infinite series

∞

a0 Xh nπx nπx i

f (x) = + an cos + bn sin (1)

2 L L

n=1

Z L

1 nπx

an = f (x) cos dx, n > 0,

L −L L

1 L

Z nπx

bn = f (x) sin dx, n > 1.

L −L L

extension of f from the domain [−L, L] ⊂ R to R.

The Fourier Theorem: Continuous case.

Sketch of the Proof:

I Define the partial sum functions

N

a0 Xh nπx nπx i

fN (x) = + an cos + bn sin

2 L L

n=1

with an and bn given by

1 L

Z nπx

an = f (x) cos dx, n > 0,

L −L L

1 L

Z nπx

bn = f (x) sin dx, n > 1.

L −L L

I Express fN as a convolution of Sine, Cosine, functions and the

original function f .

I Use the convolution properties to show that

lim fN (x) = f (x), x ∈ [−L, L].

N →∞

I Example: Using the Fourier Theorem.

I The Fourier Theorem: Piecewise continuous case.

I Example: Using the Fourier Theorem.

Example: Using the Fourier Theorem.

Example

Find the Fourier series expansion of the function

(

1 + x x ∈ [−1, 0),

f (x) =

1 − x x ∈ [0, 1].

∞

a0 X

f (x) = + an cos(nπx) + bn sin(nπx) ,

2

n=1

where the an , bn are given in the Theorem. We start with a0 ,

Z 1 Z 0 Z 1

a0 = f (x) dx = (1 + x) dx + (1 − x) dx.

−1 −1 0

x 2 0 x 2 1 1 1

a0 = x + + x− = 1− + 1−

2 −1 2 0 2 2

We obtain: a0 = 1.

Example

Find the Fourier series expansion of the function

(

1 + x x ∈ [−1, 0),

f (x) =

1 − x x ∈ [0, 1].

Z 1

an = f (x) cos(nπx) dx

Z 0 −1 Z 1

an = (1 + x) cos(nπx) dx + (1 − x) cos(nπx) dx.

−1 0

Z

1

Recall the integrals cos(nπx) dx = sin(nπx), and

nπ

Z

x 1

x cos(nπx) dx = sin(nπx) + 2 2 cos(nπx).

nπ n π

Example: Using the Fourier Theorem.

Example

Find the Fourier series expansion of the function

(

1 + x x ∈ [−1, 0),

f (x) =

1 − x x ∈ [0, 1].

1 0 h x 1 i 0

an = sin(nπx) + sin(nπx) + 2 2 cos(nπx)

nπ −1 nπ n π −1

1 1

h x 1 i

1

+ sin(nπx) − sin(nπx) + 2 2 cos(nπx)

nπ 0 nπ n π 0

h 1 1 i h 1 1 i

an = 2 2 − 2 2 cos(−nπ) − 2 2 cos(nπ) − 2 2 .

n π n π n π n π

2

We then conclude that an = 2 2 1 − cos(nπ) .

n π

Example

Find the Fourier series expansion of the function

(

1 + x x ∈ [−1, 0),

f (x) =

1 − x x ∈ [0, 1].

2

Solution: Recall: a0 = 1, and an = 1 − cos(nπ) .

n2 π 2

Finally, we must find the coefficients bn .

∞

1 X 2

f (x) = + 1 − cos(nπ) cos(nπx).

2 n2 π 2 C

n=1

Example: Using the Fourier Theorem.

Example

Find the Fourier series expansion of the function

(

1 + x x ∈ [−1, 0),

f (x) =

1 − x x ∈ [0, 1].

∞

1 X 2

Solution: Recall: f (x) = + 1 − cos(nπ) cos(nπx).

2 n2 π 2

n=1

We can obtain a simpler expression for the Fourier coefficients an .

Recall the relations cos(nπ) = (−1)n , then

∞

1 X 2 n

f (x) = + 1 − (−1) cos(nπx).

2 n2 π 2

n=1

∞

1 X 2 n+1

f (x) = + 1 + (−1) cos(nπx).

2 n2 π 2

n=1

Example

Find the Fourier series expansion of the function

(

1 + x x ∈ [−1, 0),

f (x) =

1 − x x ∈ [0, 1].

∞

1 X 2 n+1

Solution: Recall: f (x) = + 1 + (−1) cos(nπx).

2 n2 π 2

n=1

If n = 2k, so n is even, so n + 1 = 2k + 1 is odd, then

2

a2k = (1 − 1) ⇒ a2k = 0.

(2k)2 π 2

If n = 2k − 1, so n is odd, so n + 1 = 2k is even, then

2 4

a2k−1 = (1 + 1) ⇒ a 2k−1 = .

(2k − 1)2 π 2 (2k − 1)2 π 2

Example: Using the Fourier Theorem.

Example

Find the Fourier series expansion of the function

(

1 + x x ∈ [−1, 0),

f (x) =

1 − x x ∈ [0, 1].

Solution:

∞

1 X 2 n+1

Recall: f (x) = + 1 + (−1) cos(nπx), and

2 n2 π 2

n=1

4

a2k = 0, a2k−1 = .

(2k − 1)2 π 2

∞

1 X 4

We conclude: f (x) = + cos((2k − 1)πx). C

2 (2k − 1)2 π 2

k=1

I Example: Using the Fourier Theorem.

I The Fourier Theorem: Piecewise continuous case.

I Example: Using the Fourier Theorem.

The Fourier Theorem: Piecewise continuous case.

Recall:

Definition

A function f : [a, b] → R is called piecewise continuous iff holds,

(a) [a, b] can be partitioned in a finite number of sub-intervals

such that f is continuous on the interior of these sub-intervals.

(b) f has finite limits at the endpoints of all sub-intervals.

Theorem (Fourier Series)

If f : [−L, L] ⊂ R → R is piecewise continuous, then the function

∞

a0 Xh nπx nπx i

fF (x) = + an cos + bn sin

2 L L

n=1

where an and bn given by

1 L

Z nπx

an = f (x) cos dx, n > 0,

L −L L

1 L

Z nπx

bn = f (x) sin dx, n > 1.

L −L L

satisfies that:

(a) fF (x) = f (x) for all x where f is continuous;

1

(b) fF (x0 ) = lim+ f (x) + lim f (x) for all x0 where f is

2 x→x0 x→x0−

discontinuous.

Examples of the Fourier Theorem (Sect. 10.3).

I Example: Using the Fourier Theorem.

I The Fourier Theorem: Piecewise continuous case.

I Example: Using the Fourier Theorem.

Example (

− 1 x ∈ [−1, 0),

Find the Fourier series of f (x) =

1 x ∈ [0, 1).

and periodic with period T = 2.

1 L

Z nπx

bn = f (x) sin dx, L = 1,

L −L L

Z 0

Z 1

bn = (−1) sin nπx dx + (1) sin nπx dx,

−1 0

(−1) h 0 i 1 h 1 i

bn = − cos(nπx) + − cos(nπx) ,

nπ −1 nπ 0

(−1) 1

bn = −1 + cos(−nπ) + − cos(nπ) + 1 .

nπ nπ

Example: Using the Fourier Theorem.

Example (

− 1 x ∈ [−1, 0),

Find the Fourier series of f (x) =

1 x ∈ [0, 1).

and periodic with period T = 2.

(−1) 1

Solution: bn = −1 + cos(−nπ) + − cos(nπ) + 1 .

nπ nπ

1 2

bn = 1 − cos(−nπ) − cos(nπ) + 1 = 1 − cos(nπ) ,

nπ nπ

2

1 − (−1)n .

We obtain: bn =

nπ

2

1 − (−1)2k , hence b2k = 0.

If n = 2k, then b2k =

2kπ

2

1 − (−1)2k−1 ,

If n = 2k − 1, then b2k−1 =

(2k − 1)π

4

hence b2k = .

(2k − 1)π

Example (

− 1 x ∈ [−1, 0),

Find the Fourier series of f (x) =

1 x ∈ [0, 1).

and periodic with period T = 2.

4

Solution: Recall: b2k = 0, and b2k = .

(2k − 1)π

1 L

Z nπx

an = f (x) cos dx, L = 1,

L −L L

Z 0 Z 1

an = (−1) cos nπx dx + (1) cos nπx dx,

−1 0

(−1) h 0 i 1 h 1 i

an = sin(nπx) + sin(nπx) ,

nπ −1 nπ 0

(−1) 1

an = 0 − sin(−nπ) + sin(nπ) − 0 ⇒ an = 0.

nπ nπ

Example: Using the Fourier Theorem.

Example (

− 1 x ∈ [−1, 0),

Find the Fourier series of f (x) =

1 x ∈ [0, 1).

and periodic with period T = 2.

4

Solution: Recall: b2k = 0, b2k = , and an = 0.

(2k − 1)π

Therefore, we conclude that

∞

4 X 1

fF (x) = sin (2k − 1)π x .

π (2k − 1)

k=1

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