Fourier Series and their Applications

The functions 1, cos x, sin

 x, cos 2x, sin 2x, · · · are orthogonal over (−π, π).
Z π  0 m 6= n

cos mx cos nxdx =  π m = n 6= 0
−π 
2π m = n = 0
Z π
cos mx sin nxdx = 0 for all m, n
−π (
Z π 0 m 6= n
sin mx sin nxdx =
−π π m = n 6= 0
In fact the functions satisfy these relations over any interval (α, α + 2π).
Assuming that f (x), defined and integrable in (−π, π), has an expansion.
∞
1 X
a0 + (an cos mx + bn sin nx)
2 n=1
uniformly convergent over (−π, π)
Z π
f (x)dx = πa0
Z−π
π 1Zπ
f (x) cos nxdx = πan therefore an + ibn = f (x)einx dx
−π
Z π π −π

f (x) sin nxdx = πbn

−π
These coefficients exist irrespective of whether or not the series converges
and is equal to f (x), and they are called the Fourier coefficients.

Sufficient Conditions for convergence

¯ ¯
¯ f (x) − f (ξ) ¯
a) If f (x) is differentiable at ξ (or if ∃m, such that ¯¯
¯
¯ < m,
¯
x−ξ ¯
x²(ξ − h, ξ + h)) then the fourier series converges at ξ to f (ξ).

b) If f (x) is monotonic in ξ < x < ξ + h and in ξ − h < x < ξ for some

h > 0, then the fourier series converges at ξ to the value
1
2
{f (ξ − 0) + f (ξ + 0)}.

1
General Range ³ ´
a+b
π x− 2
The range a ≤ x ≤ b is standardised by substituting X = ³
b−a
´
2
then −π < X < π.
∞
1 X
The series a0 + an cos nX + bn sin nX
2 n=1 Ã ! Ã !
∞
1 X 2x − (a + b) 2x − (a + b)
becomes a0 + an cos 2nπ + bn sin 2nπ
2 n=1 b−a b−a
Periodicity of f (x)
We suppose that f (x) is represented by the series (when cgt.) for all x,
hence since the sum function of the series is periodic, with period 2π, we
have f (x + 2π) = f (x) which defines f (x) outside the original range.

Fourier Series for 12 − t (0 < t < 1)

First consider the identity
e(m+ 2 )ix − e− 2 ix
1 1
m
X
nix e(m+1)ix − 1
1+ e = =
n=1 ³
e ix − 1
´ ³
2i sin´ 21 x ³ ´
cos m + 21 x + i sin m + 12 x − cos 21 x − i sin 21 x
=
2i sin 12 x
Hence for x real (x 6= 0, ±2π, · · ·)³ taking´ real and imaginary parts:
1
Xm
1 1 sin m + 2 x
Re : 1 + cos nx = +
n=1 2 ³ 2 sin 1 x
´ 2
1
1 X m
1 sin m + 2 x
or + cos nx = (1)
2 n=1 2 sin 12 x ³ ´
1
1 1 Xm
1 cos m + 2 x
Im : − cot x + sin nx = − (2)
2 2 n=1 2 sin 12 x
Integrate (1) and (2) from x to π ³ ´
m Z π sin m + 1 t
1 X sin nx 1 2
(1): (π − x) − = 1 dt (3)
2 n=1 n 2 x sin 2 t ³ ´
¶¸π " m #π Z π cos m + 1 t
1 − cos nt 1
· µ X 2
(2): − log sin t + =− 1 dt (4)
2 x n=1 n x
2 x sin 2 t
Now suppose δ ≤ x ≤ 2π − δ.

2
Then using the Riemann Lebesgue theorem, we have, letting m → ∞ in (3)
and (4)
∞
1 X sin nx
(π − x) = (5)
2 n=1 n
1 X∞
(−1)n X ∞
cos nx
log sin x − + =0
2 n=1 n n=1 n
∞
1 X cos nx
Therefore log 2 sin x = − (6)
2 n=1 n
Alternative Proof of (5) and (6)
Z ξ
dt
log(1 − ξ) = −
0 1−t
where we take a cut along the positive real axis in the t-plane from 1 to ∞.
The branch of log(1 − ξ) chosen is that which is real when ξ is real, and is
one-valued in the cut plane. In particular this vanishes at ξ = 0
1 tm
= 1 + t + · · · + tm−1 +
1−t 1−t
m
Z ξ
dt X ξ n Z ξ tm
therefore = + dt
0 1−t n=1 n 0 1−t
where the path is taken along the radius 0 − ξ.
DIAGRAM
For all t on the radius through ξ
|1 − t| ≥ | sin θ| Re(ξ) > 0
≥ 1 otherwise
Hence in all¯Z cases |1 − ¯ t| ≥
¯Z sin δ when δ ≤¯ arg ξ ≤ 2π − δ (0 < δ < π)
¯ ξ tm ¯ ¯ r (peiθ )m eiθ ¯
Therefore ¯¯ dt¯¯ = ¯¯ dp¯¯
¯ ¯ ¯ ¯
0 1−t 0 1−t
Z r
pm 1 rm+1 1
≤ dp = ≤ 0≤r≤1
0 | sin δ| ¯ sin δ¯ m + 1 (m + 1) sin δ
¯Z ξ tm dt ¯
Hence m→∞lim ¯¯ ¯=0 δ ≤ arg ξ ≤ 2π − δ
¯ ¯
0 1 − t¯
0≤r≤1
When r = 1 the convergence is uniform with respect to θ. Hence we have
X∞
ξn
log(1 − ξ) = −
n=1 n
Where the series converges on |ξ| = 1 except at ξ = 1, uniformly in
δ ≤ arg ξ ≤ 2π − δ

3
log(1 − ξ) = log |1 −Ãξ| + i arg(1
! − ξ)
1 π θ
µ ¶
= log 2 sin θ − i −
2 2 2
Taking real and imaginary parts gives
∞
1 X sin nθ
π−θ =
2 1 n
∞
1 cos nθ
µ ¶ X
log 2 sin θ = − 0 < θ < 2π
2 1 n
Convergence being uniform in δ ≤ θ ≤ 2π − δ.

Fourier Expansion of the Bernoulli polynomials in 0 ≤ t ≤ 1. Values of the

Bernoulli numbers. ∞
1 X sin nx
Put x = 2πt in (π − x) =
2 1 n
∞
1 1 X sin 2πnt
Therefore t − = −
2 π 1 n
∞
X sin 2πnt
= −2 (1) 0<t<1
1 2πn
∞
X sin 2πnt
Therefore P1 (t) = −2
1 2πn
P20 (t) = P1 (t) P
Z 2
(0) = 0
t
Therefore P2 (t) = P1 (s)ds
0
The series (1) converges uniformly in ² ≤ t ≤ 1 − ²
∞ Z t
Z t X sin 2nπs
P1 (s)ds = −2 ds ²≤t≤1−²
² 1 ² 2nπ
∞
X cos 2nπ² − cos 2nπt
= −2
1 (2nπ)2
The
¯ series ¯on the right converges absolutely and uniformly since
¯ cos(2nπt) ¯ 1 X 1
¯
¯ (2nπ)2 ¯
¯
≤ and converges.
(2nπ)2 n2
¯ ¯
∞
Z t X 1 − cos 2nπt
Hence P1 (s)ds = −2 0≤t≤1
0 1 (2nπ)2
(using continuity)
∞
cos 2nπt
Hence P2 (t) = P¯2 + 2
X
(2)
1 (2nπ)2

4
 ∞
1 −2
P¯2 = −2
X
2
= S2
1 (2nπ) (2π)2
Next P30 (t) = P2 (t) − P¯2
∞
X sin 2nπt
Therefore P3 (t) = 2 3
1 (2nπ)
and generally we have
∞
cos 2nπt
P2m (t) − P¯2m = (−1)m−1 2
X
2m
m=1 (2nπ)
∞
X sin 2nπt
P2m+1 (t) = (−1)m−1 2 2m+1
m=1 (2nπ)
2S2m
P¯2m = (−1)m
(2π)2m
We also have
φm (t)
= Pm (t) m = 2, 3, · · ·
m!
Bm
= (−1)m P¯2m
(2m)!
For k ≥ 2 it can be shown that
1
1 ≤ Sk ≤ 1 + k−2 (S2 − 1)
2
Therefore Sk = 1 + o(k)
2
Also P2m+1 (t) ∼ (−1)m−1 sin 2πt
(2π)2m+1
2
P2m (t) ∼ (−1)m−1 (1 − cos 2πt)
(2π)m
Fourier Series of the Square Wave
∞
1 X sin nx
We have (π − x) = 0 < x < 2π
2 n=1 n
Write y = x − π
∞
1 sin ny
(−1)n
X
− y= −π <y <π
2 n=1 n
∞
sin nx
(−1)n−1
X
x=2 −π <x<π
n=1 n
∞
sin nx
(−1)n−1
X
Write f (x) = 2
n=1 n

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qqqqqqqqqq qqqqqqqqqq qqqqqqqqqq
­
­ ­ ­
­ ­ ­ ­
­ ­ ­
­ ­ ­
­ ­ ­
­ ­
­ ­ ­
­ ­ ­ ­
­ ­
­ ­ ­ ­
­ ­
­ qqqqqqqqqq­
­ q­q q q q q q q q q

Graph of f (x) is shown by solid lines.

Graph of f (x + π) is shown by broken lines.
Graph of f (x) − f (x + π) is shown by dotted lines.
The fourier series of f (x) − f (x + π) is then
∞ ∞
sin nx sin nx
(−1)n (−1)n−1 (−1)n
X X
2 −2
n=1 n n=1 n
∞
X sin(2n + 1)x
=4
n=0 2n + 1 (
∞
4 X sin(2n + 1)x +1 0<x<π
=
π n=0 2n + 1 −1 −π < x < 0
Find coefficients by direct integration.

Gibbs’ Phenomenon m
4X sin(2n + 1)x
Write Sm (x) =
π n=0 2n + 1
m
π d X sin(2m + 2)x
Sm (x) = cos(2n + 1)x =
4 dx n=0 2 sin x
π (2m + 1)π
This vanishes in o < x < π at x = ···
2m + 2 2m + 2
Sm (x) is symmetrical about π2 .
Hence consider the value of Sm for 0 < x < π2 , and in particular at
π
x= , the first max.
2m
µ +2 ¶ Z π
π π 2m+2 sin(2m + 2)t
Sm = dt
4 2m + 2 0 2 sin t
s
Put t = then we have
2m + 2

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π π 1Z π sin sds 1 Z π sins s
µ ¶ µ ¶
sin = s = φ ds
4 2m + 2 2 0 (2m + 2) sin 2m+2 2 0 s 2m + 2
u
where φ(u) = .
sin u
s
Now 1 ≤ φ(u) ≤ φ(δ) 0 ≤ u ≤ δ < π and 0 ≤ ≤ π2m + 2
2m + 2
s π
µ ¶ µ ¶
So 1 ≤ φ ≤φ
2m + 2 2m + 2
sin s
1≥ ≥0 in 0 ≤ s ≤ π
sZ
π sin s Z π
sin s
µ
s
¶
Hence ds ≤ φ ds
µ 0 s¶ Z 0 s 2m + 2
π π sin s
≤φ ds
2m + 2µ 0 s ¶
π
Since m→∞lim φ = 1 we have
2m
µ +2 ¶
Z π
sin s s Z π
sin s
lim φ ds = ds
s µ2m + 2 ¶ Z 0π s
m→∞ 0
π 2 sin s
Hence m→∞ lim Sm = ds ≈ 1.179 > 1
2m + 2 π 0 s
Dirichlet’s Formula (sufficient conditions for convergence)
Assume that f (x) is bounded and integrable over [−π, π], and
f (x + 2π) = f (x)
m
1 X
Write Sm (x) = a0 + (an cos nx + bn sin nx)
2 n=1
m
" #
1Zπ 1 X
= f (t) + (cos nt cos nx + sin nt sin nx) dt
π −π 2 n=1
m
" #
1Zπ 1 X
= f (t) + cos n(t − x) dt
π −π 2 ³ n=1 ´
1 Zπ sin m + 21 (t − x)
= f (t) dt
2π −π sin 12 (t³− x) ´
1 Z π−x sin m + 12 s
= f (x + s) ds
2π −π−x ³
sin 12 ´s
1 Zπ sin m + 21 s
= f (x + s) ds by periodicity
2π −π sin 21 s ³ ´ ³ ´
1 Zπ sin m + 12 t sin m + 21 t
= [f (x + t) + f (x − t)] dt as is even.
2π 0 sin 12 t sin 21 t

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 ³ ´
1 X m sin m + 21 x
Since + cos nx = 1 ,
2 n=1³ ´
2 sin 2
x
Z π sin m + 1 x
1 2
π= dx
2 0 2 sin 21 x ³ ´
1 1 Zπ sin m + 21 t
Therefore [f (x + 0) + f (x − 0)] = [f (x + 0) + f (x − 0)]
2 2π 0 sin 12 t
1
Therefore Sm (x) − [f (x + 0) + f (x − 0)]
2 ³ ´
1 Z π sin m + 12 t
= [f (x + t) − f (x + 0)] dt
2π 0 sin³ 12 t ´
1 Zπ sin m + 12 t
+ [f (x − t) − f (x − 0)] dt (1)
2π 0 sin 21 t
When f (x + 0) = f (x − 0) = f (x) (1) becomes ³ ´
1 Z π sin m + 21 t
Sm (x) − f (x) = [f (x + t) + f (x − t) − 2f (x)] dt (1a)
2π 0 sin 12 t
The integrals appearing in (1) and (1a) are all of the form
Z b
1
φ(t) sin λtdt where a = 0, b = π, λ = m + 2
a
f (x + t) − f (x + 0) f (x − t) − f (x − 0)
φ(t) = , , or
sin 12 t sin 12 t
f (x + t) + f (x − t) − 2f (x)
sin 12 t
Hence if φ(t) is bounded and integrable over [0, π], then by the Riemann
Z π
Lebesgue theorem, φ(t) sin λt → 0 as λ → ∞.
0
In fact in the above cases φ(t) is bounded and integrable over [h, π] h > 0
and so the convergence depends only on the behaviour of the function in a
sufficiently small interval [0, h].

Integration of a Fourier Series Z π

1
µ ¶
If f (x) is bounded and integrable in [−π, π] and F (x) = f (t) − a0 dt
−π 2
Where 12 a0 = f¯ is the constant term in the Fourier series for f , then F (x)
has a Fourier series, convergent everywhere to F (x), obtained by integrating
the Fourier series for f (x) − 12 a0 term by term. [This holds even if the Fourier
series for f does not converge.]

8
F (x) is an absolutely continuous function and hence possesses a Fourier series
converging everywhere to F (x).
∞
1 X
F (x) = A0 + (An cos nx + Bn sin nx)
2 n=1
Assuming that f is continuous on (−π, π) ensures the existence of F 0 (x), and
1 Z π
An = F (x) cos nxdx n = 1, 2, · · ·
π ·π ¸π
1 sin nx 11 Z π
= F (x) − F 0 (x) sin nxdx
π nµ −π n π¶ −π
1 Zπ 1
=0− f (x) − a0 sin nxdx [F (π) = F (−π) = 0]
nπ
Z π −π 2
1 bn
=− f (x) sin nxdx = −
nπ −π n
an
Similarly Bn =
n ∞
1 X bn an
Therefore F (x) = A0 + − cos nx + sin nx
2 n=1 n n
∞
1 bn
(−1)n
X
Putting x = π gives (a0 ) =
2 n=1 n
X∞
an sin nx + bn ((−1)n − cos nx)
Therefore F (x) =
n=1 n
∞ Z
X x
= {an cos nt + bn sin nt}dt
n=1 −π

Differentiation of a Fourier Series

This is not always valid.
∞
X sin nx 1
e.g. = (π − x) 0 ≤ x ≤ 2π
n=1 n 2
∞ ∞
X d sin nx X
= cos nx which does not converge.
n=1 dx n n=1

Sufficient Conditions
If f (x) is continuous and f 0 (x) exists except at a finite number of points,
and both f (x) and f 0 (x) have Fourier series which converge, then the series
for f 0 (x) is obtained by term by term differentiation of the Fourier series for
f (x).
∞
1 X
i.e. f (x) = a0 + an cos nx + bn sin nx
2 n=1

9
 ∞
1 X
⇒ [f 0 (x + 0) + f 0 (x − 0)] = nbn cos nx − nan sin nx
2 n=1
[This is really just the same as the result for integration, with slightly weaker
conditions.]

Half-Range Series
Let f (x) be bounded and integrable in [0, π]

(1) Cosine Series

(
f (x) 0≤x≤π
define fc (x) =
f (−x) −π ≤ x ≤ 0
Then fc (x) is an even function, which has a Fourier series in which
bn ≡ 0
1Zπ
an = fc (x) cos nxdx
π −π
2Zπ 2Zπ
= fc (x) cos nxdx = f (x) cos nxdx
π 0 π 0
(2) Sine Series
(
f (x) 0<x<π
define fs (x) =
−f (−x) −π < x < 0
If f (0) 6= 0 fs is discontinuous at 0.
If f (π) 6= 0 fs is discontinuous at π.
Then fs (x) is an odd function, and has a Fourier series in which an ≡ 0
1Zπ
bn = fs (x) sin nxdx
π −π
2Zπ 2Zπ
= fs (x) sin nxdx = f (x) sin nxdx
π 0 π 0

Order of magnitude of Fourier coefficients

1Zπ
an − ibn = f (x)e−inx dx = cn (1)
π −π
Suppose f (x) and all its derivatives are bounded and continuous in
(−π, α1 ), (α1 , αZ2 ) · · · (αk , π)
1 π (m)
Write cm
n = f (x)e−inx dx
π −π

10
 k Z αr+1
1X
= f (m) (x)e−inx dx (2)
π 0 −αr
Integrating (1) by parts gives#
k
" α
0 f (x) −inx r+1 1 Z αr+1 0
f (x)einx dx
X
πcn = πcn = − e +
in in α r
" k r=0 αr #
1 X −inαr −inαr+1
Z αr+1
0 −inx
= f (αr + 0)e − f (αr+1 − 0)e + f (x)e dx
in r=0 αr
1
·
= f (−π + 0)e−inπ − f (π − 0)e−inπ
in
k
#
{f (αr + 0) − f (αr − 0)}e−inαr + πc(1)
X
+ n
r=1
f (−π + 0) = f (π + 0) by periodicity
Therefore f (−π + 0)einπ − f (π − 0)e−inπ
= [f (π + 0) − f (π − 0)]e−inπ = [f (αk+1 + 0) − f (αk+1 − 0)]einαk+1
Hence we have
πc(1) 1 k+1
πc(0) n
X
n = + {f (αr + 0) − f (αr − 0)}e−inαr
ni ni r=1
1 k+1
Write Jn(m) = {f (m) (αr + 0) − f (m) (αr − 0)}e−inαr
X
π r=1
c(1) Jn(0)
Therefore c(0)n = n
+
ni ni
(2) (1)
c J
Similarly c(1)
n = n
+ n
ni ni
(0)
J Jn(1) c(2)
Therefore c(0)n = n
+ 2
+ n
2
ni (ni) (ni)
1 Z π
Since c(2)
n = f 00 (x)e−inx dx is bounded,
π −π ³ ´
1
if Jn(0) = 0 for all n ≥ m then cn = c(0) n is O n2 as n → ∞
³ ´
1
If also Jn(1) = 0 for all n ≥ m then cn = c(0) n is O n3 as n → ∞
(1) (r)
In particular
³ ´if f, f , · · · f are continuous but f (r+1) is not continuous then
1
cn = O nr+2 as n → ∞
(0)
In fact Jn vanishes only if f is continuous for if we write
k+1
f (αr + 0) − f (αr − 0) = jr then πJn(0) =
X
jr e−inαr .
r=1
If Jn(0) = 0 for n ≥ m then

11
k+1
X
jr e−inαr = 0 n = m, m + 1, · · ·
r=1
−iαr
Taking n =m, m + 1, · · · , m + k, we write  e = zr
m m m
z1 z2 · · · zk+1 j1
.
.
 . 
  ..  = 0

Therefore  .    

z1m+k z2m+k · · · zk+1 m+k

jk+1
The determinant ¯ of the matrix ¯is
¯ 1 ··· 1 ¯¯
¯
¯ z1 · · · zk+1 ¯
¯ ¯
(z1 z2 · · · zk+1 )m ¯¯ .. ¯ = (z1 z2 · · · zk+1 )m
Y
(zr − zs )
¯ .
¯
¯ k
¯ r>s
k
¯
¯ z
1 · · · zk+1 ¯
zr − zs 6= 0 for r 6= s
Therefore the determinant is non zero.
Therefore j1 = j2 = · · · = jk+1 = 0
Therefore f is continuous.

Parseval’s Theorem
If f (x) is bounded and integrable in (−π, π)
∞
1Zπ 1
(f (x))2 dx = a20 + (a2n + b2n ).
X
then
π −π 2 n=1
[Note that this is true even though f (x) does not equal the sum of its Fourier
series.]
If we assume that f (x) is continuous
" and the Fourier series #converges to f (x),
∞
1Zπ 2 1Zπ 1 X
f (x) = f (x) a0 + (an cos nx + bn sin nx) dx
n −π π −π 2 n=1
Since uniformity of convergence is not affected by multiplying by f (x) we
can integrate term by term
∞
1 1Zπ 1X Z π Z π
RHS= a0 f (x)dx + an f (x) cos nxdx + bn f (x) sin nxdx
2 π −π π n=1 −π −π
∞
1
= a20 + a2n + b2n
X
2 n=1

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