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Applications of Derivative
Integration Definition of Fourier Series and Typical Examples
Sequences and Series
Double Integrals
Triple Integrals
Line Integrals Baron Jean Baptiste Joseph Fourier (1768 − 1830) introduced
Surface Integrals the idea that any periodic function can be represented by a
Fourier Series series of sines and cosines which are harmonically related.
Differential Equations
1st Order Equations To consider this idea in more detail, we should introduce some
2nd Order Equations definitions and common terms.
Nth Order Equations
Systems of Equations
Formulas and Tables
Basic Definitions
A function f (x) is said to have period P if f (x + P ) = f (x) for all x. Let the function f (x) has period 2π. In this
case, it is enough to consider behavior of the function on the interval [−π, π] .
∫ |f (x)| dx < ∞;
−π
If the conditions 1 and 2 are satisfied, the Fourier series for the function f (x) exists and converges to the given
function (see also the Convergence of Fourier Series page about convergence conditions.)
At a discontinuity x , the Fouries Series converges to
0
1
lim [f (x0 − ε) − f (x0 + ε)] .
ε→0
2
The Fourier series of the function f (x) is given by
∞
a0
f (x) = + ∑ {an cos nx + bn sin nx},
2
n=1
π π π
1 1 1
a0 = ∫ f (x) dx, an = ∫ f (x) cos nxdx, bn = ∫ f (x) sin nxdx.
π π π
−π −π −π
and θ , where
n
an bn
2 2
dn = √an + bn , tan φn = , tan θn = ,
bn an
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we can write:
∞ ∞
a0 a0
f (x) = + ∑ dn sin(nx + φn ) or f (x) = + ∑ dn cos(nx + θn ).
2 2
n=1 n=1
Fourier Series of Even and Odd Functions
The Fourier series expansion of an even function f (x) with the period of 2π does not involve the terms with sines
and has the form:
∞
a0
f (x) = + ∑ an cos nx,
2
n=1
where the Fourier coefficients are given by the formulas
π π
2 2
a0 = ∫ f (x) dx, an = ∫ f (x) cos nxdx.
π π
0 0
Accordingly, the Fourier series expansion of an odd 2πperiodic function f (x) consists of sine terms only and has the
form:
∞
n=1
where the coefficients b are n
2
bn = ∫ f (x) sin nxdx.
π
0
Below we consider expansions of 2πperiodic functions into their Fourier series, supposing that these expansions
exist and are convergent.
Example 1
Let the function f (x) be 2πperiodic and suppose that it is presented by the Fourier series:
∞
a0
f (x) = + ∑ {an cos nx + bn sin nx}.
2
n=1
Solution.
To define a , we integrate the Fourier series on the interval [−π, π] :
0
π π π
∞
⎡ ⎤
∫ f (x) dx = πa0 + ∑ ⎢an ∫ cos nxdx + bn ∫ sin nxdx⎥.
n=1 ⎣ ⎦
−π −π −π
For all n > 0,
π π
π
π
sin nx ∣ cos nx ∣
∫ cos nxdx = ( )∣ = 0 and ∫ sin nxdx = (− ) = 0.
n ∣ n ∣
−π
−π
−π −π
Therefore, all the terms on the right of the summation sign are zero, so we obtain
π π
1
∫ f (x) dx = πa0 or a0 = ∫ f (x) dx.
π
−π −π
term:
π π π π
∞
a0 ⎡ ⎤
∫ f (x) cos mxdx = ∫ cos mxdx + ∑ ⎢an ∫ cos nx cos mxdx + bn ∫ sin nx cos mxdx⎥.
2
n=1 ⎣ ⎦
−π −π −π −π
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The first term on the right side is zero. Then, using the wellknown trigonometric identities, we have
π π
1
∫ sin nx cos mxdx = ∫ [sin(n + m)x + sin(n − m)x] dx = 0,
2
−π −π
π π
1
∫ cos nx cos mxdx = ∫ [cos(n + m)x + cos(n − m)x] dx = 0,
2
−π −π
if m ≠ n.
In case when m = n, we can write:
π π π
π
1 2
1 cos 2mx ∣
∫ sin nx cos mxdx = ∫ [sin 2mx + sin 0] dx, ⇒ ∫ sin mxdx = [ (− )∣ ]
2 2 2m ∣
−π
−π −π −π
1
= [− cos(2mπ) + cos(2m (−π)) ] = 0;
4m
π π π
π
1 2
1 sin 2mx ∣
∫ cos nx cos mxdx = ∫ [cos 2mx + cos 0] dx, ⇒ ∫ cos mxdx = [( )∣ + 2π]
2 2 2m ∣
−π
−π −π −π
1
= [sin(2mπ) − sin(2m (−π))] + π = π.
4m
Thus,
π π
1
∫ f (x) cos mxdx = am π, ⇒ am = ∫ f (x) cos mxdx, m = 1, 2, 3, …
π
−π −π
Similarly, multiplying the Fourier series by sin mx and integrating term by term, we obtain the expression for b m :
1
bm = ∫ f (x) sin mxdx, m = 1, 2, 3, …
π
−π
π π
1 1
an = ∫ f (x) cos nxdx, bn = ∫ f (x) sin nxdx.
π π
−π −π
Example 2
Find the Fourier series for the square 2πperiodic wave defined on the interval [−π, π] :
0, if −π ≤ x ≤ 0
f (x) = { .
1, if 0 < x ≤ π
Solution.
First we calculate the constant a 0
:
π π
1 1 1
a0 = ∫ f (x) dx = ∫ 1dx = ⋅ π = 1.
π π π
−π 0
Find now the Fourier coefficients for n ≠ 0 :
π π
π
1 1 1 sin nx ∣ 1
an = ∫ f (x) cos nxdx = ∫ 1 ⋅ cos nxdx = [( )∣ ] = ⋅ 0 = 0,
π π π n ∣ πn
0
−π 0
π π
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π π
π
1 1 1 cos nx 1
∣
bn = ∫ f (x) sin nxdx = ∫ 1 ⋅ sin nxdx = [ (− ) ] = − ⋅ (cos nπ − cos 0)
π π π n ∣ πn
0
−π 0
1 − cos nπ
= .
πn
n
1 − (−1)
bn = .
πn
Thus, the Fourier series for the square wave is
∞ n
1 1 − (−1)
f (x) = + ∑ sin nx.
2 πn
n=1
We can easily find the first few terms of the series. By setting, for example, n = 5, we get
2 3 4
1 1 − (−1) 1 − (−1) 1 − (−1) 1 − (−1)
f (x) = + sin x + sin 2x + sin 3x + sin 4x
2 π 2π 3π 4π
5
1 − (−1) 1 2 2 2
+ sin 5x + … = + sin x + sin 3x + sin 5x + …
5π 2 π 3π 5π
The graph of the function and the Fourier series expansion for n = 10 is shown in Figure 1.
Fig.1, n = 10 Fig.2, n = 5, n = 10
Example 3
Find the Fourier series for the sawtooth wave defined on the interval [−π, π] and having period 2π.
Solution.
Calculate the Fourier coefficients for the sawtooth wave. Since this function is odd (Figure 2), then a 0
= an = 0.
Find the coefficients b : n
π π
1 1
bn = ∫ f (x) sin nxdx = ∫ x sin nxdx.
π π
−π −π
To calculate the latter integral we use integration by parts formula:
π π
π
∫ udv = (uv)| − ∫ vdu.
−π
−π −π
cos nx
Let u = x, dv = sin nxdx. Then du = dx, v = ∫ sin nxdx = −
n
, so the integral becomes
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π π
1 1 ⎡ cos nx
π
cos nx
⎤
∣
bn = ∫ x sin nxdx = ⎢ (− ) − ∫ (− ) dx⎥
π π n ∣ n
−π
⎣ ⎦
−π −π
π
π
1 ⎡ π cos nπ (−π) cos(−nπ) 1 ⎤ 1 sin nx ∣
= ⎢(− + ) + ∫ cos nxdx⎥ = [−2π cos nπ + ( )∣ ]
π n n n nπ n ∣
⎣ ⎦ −π
−π
1 1 1 2 sin nπ
= [−2π cos nπ + (sin nπ − sin(−nπ))] = [−2π cos nπ + ]
nπ n nπ n
2 sin nπ
= [ − π cos nπ] .
nπ n
2 n
2 n
2 n+1
bn = (−π(−1) ) = − (−1) = (−1) .
nπ n n
Thus, the Fourier series expansion of the sawtooth wave is (Figure 2 above)
∞
2 n+1
x = ∑ (−1) sin nx.
n
n=1
Example 4
wave.
Solution.
Since this function is even, the coefficients b n
= 0. Then
π π π
π
3 3 2
1 1 2 2 x ∣ 2 π 2π
2 2
a0 = ∫ f (x) dx = ∫ x dx = ∫ x dx = ⋅ [( )∣ ] = ⋅ = ,
π π π π 3 ∣ π 3 3
0
−π −π 0
π π π
1 2 2
2
an = ∫ f (x) cos nxdx = ∫ f (x) cos nxdx = ∫ x cos nxdx.
π π π
−π 0 0
Apply integration by parts twice to find:
2
u = x
π ⎡ ⎤ π
π
dv = cos nxdx ⎡ 2
x sin nx ∣ ⎤
2 2 ⎢ ⎥ 2 sin nx
an = ∫ x cos nxdx = ⎢ ⎥ = ⎢( )∣ − ∫ 2x dx⎥
⎢ du = 2xdx ⎥
π ⎢ ⎥ π n ∣0 n
⎣ ⎦
0 0
sin nx
⎣ v = ∫ cos nxdx = ⎦
n
π π
⎡ ⎤ ⎡ ⎤
2 2
2
2 2
= ⎢π sin nπ − (−π) sin(−nπ) − 2 ∫ x sin nxdx⎥ = ⎢2π sin nπ − 2 ∫ x sin nxdx⎥
πn πn
⎣ ⎦ ⎣ ⎦
0 0
u = x
π ⎡ ⎤
4 ⎢ dv = sin nxdx ⎥
= − ∫ x sin nxdx = ⎢ ⎥
⎢ ⎥
πn ⎢ du = dx ⎥
0
cos nx
⎣ v = ∫ sin nxdx = − ⎦
n
π π
4 ⎡ π ⎤ 4 ⎡ ⎤
x cos nx ∣ cos nx
= − ⎢ (− ) − ∫ (− ) dx⎥ = ⎢π cos nπ − ∫ cos nxdx⎥
πn n ∣ n 2
⎣ 0
⎦ πn ⎣ ⎦
0 0
π
4 sin nx ∣ 4 sin nπ
= [π cos nπ − ( )∣ ] = [π cos nπ − ].
2 2
πn n ∣ πn n
0
4 n
4 n
an = ⋅ π(−1) = (−1) .
πn2 n2
Then the Fourier series expansion for the parabolic wave is (Figure 3)
2 ∞
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2 ∞
π 4 n
2
x = + ∑ (−1) cos nx.
3 n2
n=1
Fig.3, n = 2, n = 5 Fig.4, n = 1, n = 2
Example 5
Find the Fourier series for the triangle wave
π
+ x, if −π ≤ x ≤ 0
2
f (x) = { π ,
− x, if 0 < x ≤ π
2
defined on the interval [−π, π] .
Solution.
The constant a is 0
π 0 π
⎡ π π ⎤
1 1
a0 = ∫ f (x) dx = ⎢ ∫ ( + x) dx + ∫ ( − x) dx⎥
π π 2 2
⎣ ⎦
−π −π 0
0 π
2 2
1 π x ∣ π x ∣
= [( x + )∣ + ( x − )∣ ]
π 2 2 ∣ 2 2 ∣
−π 0
2
2 2 2
1 ⎡ ⎛ π (−π) ⎞ π π ⎤
= 0 − − + + ( − ) − 0 = 0.
π ⎣ ⎝ 2 2 ⎠ 2 2 ⎦
Determine the coefficients a n
:
π 0 π
1 1 ⎡ π π ⎤
an = ∫ f (x) cos nxdx = ⎢ ∫ ( + x) cos nxdx + ∫ ( − x) cos nxdx⎥
π π 2 2
⎣ ⎦
−π −π 0
0 0 π π
⎡ π π ⎤
1
= ⎢ ∫ cos nxdx + ∫ x cos nxdx + ∫ cos nxdx − ∫ x cos nxdx⎥ .
π 2 2
⎣ ⎦
−π −π 0 0
Integrating by parts, we can write
Then
0 0 π π
1 π sin nx ∣ x sin nx cos nx ∣ π sin nx ∣ x sin nx cos nx ∣
an = [ ( )∣ + ( + )∣ + ( )∣ − ( + )∣ ] .
π 2 n ∣ n n2 ∣ 2 n ∣ n n2 ∣
−π −π 0 0
1 1 2
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1 0 π
1 2
an = [ (cos nx)| − (cos nx)| ] = [cos 0 − cos(−πn) − cos πn + cos 0] = [1 − cos πn]
2 −π 0 2 2
πn πn πn
2 n
= [1 − (−1) ] .
2
πn
4
When n = 2k, then a 2k
= 0. When n = 2k + 1, then a 2k+1
= 2
, k = 0, 1, 2, 3, …
πn
the triangle wave (see Figure 4 above) is
∞
4 cos(2k + 1)x
f (x) = ∑ .
2
π
k=0
(2k + 1)
Example 6
Find the Fourier series for the function
0, if −π ≤ x ≤ 0
f (x) = { ,
sin x, if 0 < x ≤ π
defined on the interval [−π, π] .
Solution.
First we find the constant a 0
:
π π
1 1 1 π
1 2
a0 = ∫ f (x) dx = ∫ sin xdx = [ (− cos x)| ] = (− cos π + cos 0) = .
0
π π π π π
−π 0
Now we calculate the coefficients a n
:
π π π
1 1 1
an = ∫ f (x) cos nxdx = ∫ sin x cos nxdx = ∫ [sin(x + nx) + sin(x − nx)] dx
π π 2π
−π 0 0
π
π
1 1 cos(n + 1)x cos(n − 1)x ∣
= ∫ [sin(n + 1)x + sin(n − 1)x] dx = [ (− + )∣ ]
2π 2π n + 1 n − 1 ∣
0
0
Notice that
1 2 n−1
an = ⋅ ⋅ [(−1) − 1] .
2
2π n − 1
It can be seen that a n
= 0 for odd n. For even n, when n = 2k (k = 1, 2, 3, …) , we have
1 4 1 2
a2k = ⋅ (− ) = − ⋅ .
2 2
2π k − 1 π k − 1
Calculate the coefficients b . Start with b n 1
:
π π π π
1 1 1 2
1
b1 = ∫ f (x) sin xdx = ∫ sin x sin xdx = ∫ sin xdx = ∫ (1 − cos 2x) dx
π π π 2π
−π 0 0 0
π
1 sin 2x ∣ 1 1
= [ (x − )∣ ] = ⋅ π = .
2π 2 ∣ 2π 2
0
π π π
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π π π
1 1 1
bn = ∫ f (x) sin nxdx = ∫ sin x sin nxdx = ∫ [cos(x − nx) − cos(x + nx)] dx
π π 2π
−π 0 0
π
π
1 1 sin(n − 1)x sin(n + 1)x ∣
= ∫ [cos(n − 1)x − cos(n + 1)x] dx = [( − )∣ ] = 0
2π 2π n − 1 n + 1 ∣
0
0
Thus, the Fourier series of the given function is given by
∞
1 1 2 1
f (x) = + sin x − ∑ cos(2kx).
2
π 2 π 4k − 1
k=1
Fig.5, n = 2, n = 8 Fig.6, n = 10
Example 7
Find the Fourier series for the function
π
⎧ −1, if −π ≤ x ≤ −
⎪ 2
π π
f (x) = ⎨ 0, if −
2
< x ≤
2
,
⎩
⎪ π
1, if < x ≤ π
2
defined on the interval [−π, π] .
Solution.
π π
−
π ⎡ 2 2 π ⎤
1 1 1 π π
⎢ ⎥
a0 = ∫ f (x) dx = ⎢ ∫ (−1) dx + ∫ 0dx + ∫ 1dx⎥ = (− + 0 + ) = 0.
π π ⎢ ⎥ π 2 2
π π
−π ⎣−π − ⎦
2 2
Compute the coefficients a n
:
π
−
π ⎡ 2 π ⎤
1 1
⎢ ⎥
an = ∫ f (x) cos nxdx = ⎢ ∫ (− cos nx) dx + ∫ cos nxdx⎥
π π ⎢ ⎥
π
−π ⎣−π ⎦
2
π
− π
1 sin nx ∣ 2 sin nx ∣ 1 nπ nπ
= [ (− )∣ + ( )∣ ] = [− sin(− ) + sin(−nπ) + sin nπ − sin ]
π n ∣ n ∣ π πn 2 2
−π
2
1 nπ nπ
= [ sin − sin nπ + sin nπ − sin ] = 0.
πn 2 2
(These results are obvious since this function is odd.)
Calculate the coefficients b n
:
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π
−
π ⎡ 2 π ⎤
1 1
⎢ ⎥
bn = ∫ f (x) sin nxdx = ⎢ ∫ (− sin nx) dx + ∫ sin nxdx⎥
π π ⎢ ⎥
π
−π ⎣−π ⎦
2
π
− π
1 cos nx cos nx 1 nπ nπ
∣ 2 ∣
= [( ) − ( ) ] = [cos(− ) − cos(−nπ) − cos nπ + cos ]
π n ∣ n ∣ π
πn 2 2
−π
2
1 nπ nπ 2 nπ
= [cos − cos nπ − cos nπ + cos ] = (cos − cos nπ) .
πn 2 2 πn 2
Thus, the Fourier series expansion of the function is given by
∞
2 1 nπ
f (x) = ∑ (cos − cos nπ) sin nx.
π n 2
n=1
The graph of the function and the Fourier series expansion for n = 10 are shown in Figure 6 above.
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