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Institute for NET/JRF, GATE, IIT-JAM, M.Sc. Entrance, JEST, TIFR and GRE in Physics
4. Fourier Series
4.1 Periodic Functions and Trignometric Series
4.1.1 Periodic Functions
A function f  x  is called periodic if it is defined for all (except tan x at   / 2 ,
 3 / 2 ……, whose period is  ) real x and if there is some positive number p such that
f  x  p   f  x  for all x .
The number p is called period of f  x  . The graph of such function is obtained by
periodic repetition of its graph in any interval of length p .

NOTE:
(i) Familiar periodic functions are sine and cosine functions.
(ii) The function f  constant is also a periodic function.
(iii) The functions that are not periodic are x , x 2 , x 3 , e x , cosh x , ln x etc.
(iv)  f  x  2 p   f  x  p   p   f  x  p   f  x  .
Thus for any integer n , f  x  np   f  x  . Hence 2 p , 3 p ,…… are also period of f  x  .
(v) If f  x  and g  x  have period p , then the function
h  x   af  x   bg  x  ( a , b constants)
has also period p .

Fundamental Period
If a periodic function f  x  has a smallest period p   0  , this is often called the
fundamental period of f  x  .
Example:
(i) For sin x and cos x the fundamental period is 2 .
(ii) For sin 2x and cos 2x the fundamental period is  .
(iii) For tan x and cot x the fundamental period is  .
(iv) A functions without fundamental period is f  constant .
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4.1.2 Trignometric Series

Let’s represent various functions of period p  2 in terms of simple functions
1, cos x , sin x , cos 2x , sin 2x ,…….. cos nx , sin nx ,……..
These functions have period 2 . Figure below shows the first few of them.
0  2 0  2 0  2
cos x cos 2x cos 3x
0  2 0  2 0  2
sin x
sin 2x cos 3x
Figure: Cosine and sine functions having the period 2
The series that will arise in this connection will be of the form
a0  a1 cos x  b1 sin x  a2 cos 2 x  b2 sin 2 x  ..........
Where a0 , a1 , a2 ...b1 , b2 ... are real constants. Such a series is called trigonometric seris and
the an and bn are called the coefficient of the series. Thus we may write series

a0    an cos nx  bn sin nx 
n 1
We see that each term of the series has the period 2 . Hence if the series converges, its
sum will be a function of period 2 .
NOTE:
The trignometric series can be used for representing any practically important periodic
function f , simple or complicated, of any period p . This series will then be called the
Fourier series of f .
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4.2 Fourier Series

Fourier series arise from the practical task of representing a given periodic function f  x 
in terms of cosine and sine functions. These series are trigonometric series whose
coefficients are determined from f  x  by the “Euler Formulas”.
4.2.1 Euler Formulas for the Fourier Coefficients

Let us assume that f  x  is periodic function of period 2 and is integrable over a
period. Let us further assume that f  x  can be represented by a trigonometric series,
(assume that this series converges and has f  x  as its sum)


f  x   a0    an cos nx  bn sin nx  ………….(1)
n 1
Determination of constant a0 :
From equation (1), we have
  
 
 f  x  dx    a0    an cos nx  bn sin nx  dx
 
 n 1 





 
f  x  dx  a0  dx   an  cos nxdx  bn  sin nxdx

n 1


 
  
 f  x  dx  2 a0   cos nxdx  0,  sin nxdx  0
  
1 
Thus a0   f  x  dx …………….(2)
2 
Determination of constant an :
Multiply equation (1) by cos mx , where m is any fixed positive integer, then
  
 
 f  x  cos mxdx    a0    an cos nx  bn sin nx   cos mxdx
 
 n 1 





 
f  x  cos mxdx  a0  cos mxdx   an  cos nx cos mxdx  bn  sin nx cos mxdx

n 1


 
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
  cos mxdx  0 ,

 1  1 
 sin nx cos mxdx  sin  n  m  xdx  sin  n  m  xdx  0 , alwyas
 2  2 
 1  1  0, m  n
     .
2  2 
cos nx cos mxdx  cos n  m xdx  cos n  m xdx  

 , m  n

 f  x  cos nxdx  an when n  m

Thus 1  …………….(3)
an   f  x  cos nxdx
 
Determination of constant bn :
Multiply equation (1) by sin mx , where m is any fixed positive integer, then
  
 
 f  x  sin mxdx    a0    an cos nx  bn sin nx   sin mxdx
 
 n 1 



 
  
f  x  sin mxdx  a0  sin mxdx   an  cos nx sin mxdx  bn  sin nx sin mxdx

n 1
  

  sin mxdx  0 ,

 1  1 
 cos nx sin mxdx   sin  n  m  xdx   sin  m  n  xdx  0 , always.
 2  2 
 1  1  0, m  n
 sin nx sin mxdx   cos  n  m  xdx   cos  n  m  xdx   .
 2  2   , m  n

 f  x  sin nxdx  bn when n  m

Thus 1  …………….(4)
bn   f  x  sin nxdx
 
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Example: Find the Fourier coefficient of the periodic function f  x  as shown in figure:
f x
k
x
 0  2
k
k if   x  0
f  x   and f  x  2   f  x 
 k if 0 x 
1 1 1 
Hence show that: 1     ... 
3 5 7 4
Solution:

Let f  x   a0    an cos nx  bn sin nx 
n 1
1 
 a0   f  x dx
2 
1  1  0  1 
 k  dx    k  dx  
0 
 a0   f  x dx     kx    kx 0   0
2  2   0  2  
This can also be seen without integration, since the area under the curve of f  x  between
 to  is zero.
1 
 an   f  x  cos nxdx
 
0 
1 0 
 1   sin nx   sin nx  
 an   k  cos nxdx  0  k  cos nxdx   k       0
      n   n 0 
1 
 bn   f  x  sin nxdx
 
1 0 
 bn     k  sin nxdx    k  sin nxdx 
   0 
0  n n n
1   cos nx   cos nx   1  1  1  1 1  1  2 2 1 
 bn  k        k      k  
   n   n 0    n n n n  n n 
4k
If n is even bn  0 and If n is odd bn  .
n
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4k  1 1 
Thus Fourier series is f  x   sin x  sin 3x  sin 5 x  ...
  3 5 
4k 4k  1 
The partial sums are S1  sin x , S 2   sin x  sin 3 x  , etc
   3 
f  x
k
 x
 0 2
k
Figure(a): The given function f  x   Period square wave 
S1
k
x
 
k
S1 S2
k
x
 
k 4k
sin 3x
3
S2 S3
k
x
 
k 4k
sin 5x
5
Figure(b): The first three partial sums of the corresponding Fourier series
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NOTE:
The above graph seems to indicate that the series is convergent and has the sum f  x  ,
the given function. Notice that at x  0 and x   , the points of discontinuity of f  x  , all
partial sums have the value zero, the arithmetic mean of the values  k and  k of our
function.

Assuming that f  x  is the sum of the series and setting x  , we have
2
  4k   1 3 1 5 
f  k  sin  sin  sin  ...
2   2 3 2 5 2 
4 1 1 1  4 1 1 1 
1 1   1  1   1  ...  1     ...
 3 5 7   3 5 7 
 1 1 1
  1     ...
4 3 5 7
4.2.2 Orthogonality of the Trignometric System
The trigonometric system
1 , cos x , sin x , cos 2x , sin 2x ,…….. cos nx , sin nx ,……..
is orthogonal on the interval   x   (hence on any interval of length 2 , because of
periodicity). Thus for any integer m and n we have

 cos mx cos nxdx  0 m  n



and  sin mx sin nxdx  0 m  n

and for any integer m and n (including m  n ) we have


 cos mx sin nxdx  0


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4.2.3 Convergence and Sum of Fourier Series

If a periodic function f  x  with period 2 is piecewise continuous in the interval
  x   and has left hand and right hand derivative at each point of that interval, then
the Fourier series of f  x  with coefficient a0 , an , bn is convergent.
Its sum is f  x  , except at a point x0 at which f  x  is discontinuous and the sum of the
series is the average of the left- and right-hand limit of f  x  at x0 .
NOTE:
(i) The left-hand limit of f  x  at x0 is f  x0  0   lim f  x0  h  .
h0
The right-hand limit of f  x  at x0 is f  x0  0   lim f  x0  h  .

h 0
(ii) The left-hand derivative of f  x  at x0 is
f  x0  h   f  x0  0 
lim .
h 0 h
The right-hand derivative of f  x  at x0 is
f  x0  h   f  x0  0 
lim .
h 0 h
(iii) If f  x  is continuous at x0 , then
f  x0  h   f  x0  0  f  x0  h   f  x0  0 
lim  lim  f  x0 
h 0 h h 0 h
Example: The square wave in previous example has a jump at x  0 . Its left-hand limit
there is  k and its left-hand limit there is  k . Hence average of these limits is 0 . Thus
Fourier series converge to this value at x  0 because then all its terms are 0 . Similarly
for the other jump we can verify this.
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4.3 Function of Any Period p = 2L

The functions considered so far had period 2 , for simplicity. The transition from p  2
to p  2 L is quite simple. It amounts to a stretch (or contraction) of scale on the axis.
Fourier series of a function f  x  of period p  2 L , is given by


 n n 
f  x   a0    an cos x  bn sin x .................... 1
n 1  L L 
where Fourier coefficients of f  x  are
1 L ...............  2 
a0  f  x  dx
2 L  L
1 L n x ...............  3 
an   f  x  cos dx
L L L
1 L n x ...............  4 
bn   f  x  sin dx
L  L L
x Lv  dx
Let v  x and dv  . Also x   L corresponds to v    .
L  L
Thus f  x   g  v  has period 2 .
Hence we can verify that


g  v   a0    an cos nv  bn sin nv 
n 1
where
1  1  1 
a0   g  v  dv , an   g  v  cos nvdv and bn   g  v  sin nvdv
2     
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Example: Find the Fourier series of the function f  x  as shown in figure:
f x
k
x
2 1 0 1 2
0 if  2  x  1

f  x   k if 1  x  1 p  2 L  4, L  2
0 if 1 x  2


 n n 
Solution: Let f  x   a0    an cos x  bn sin x
n 1  L L 
1 L
 a0  f  x  dx
2L  L
1 2 1 1 k
 a0   f  x  dx   kdx 
4 2 4 1 2
1 L n x
 an   f  x  cos dx
L L L
1 2 n x 1 1 n x
 an   f  x  cos dx   k cos dx
2 2 2 2  1 2

 0, n  2, 4, 6.....
1 
k 2 n x  2k n  2k
 an   sin  sin   , n  1,5,9.....
2  n 2  1 n 2  n
 2k
 n , n  3, 7,11.....
1 L n x
 bn   f  x  sin dx
L L L
1
1 2 n x 1 1 n x k 2 n x 
 bn   f  x  sin dx   k sin dx    cos 0
2 2 2 2 1 2 2  n 2  1
k 2k   1 3 1 5 
Thus Fourier series is f  x     cos x  cos x  cos x  .... 
2   2 3 2 5 2 
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Example: A sinusoidal voltage E0 sin  t where t is time is passed through half-wave
rectifier that clips the negative portion of the wave. Find the Fourier series of the
resulting periodic function
f t 
t
 /  0  /
 
 0 if  t0
  
f t    p  2L  2 , L
 E sin  t   
if 0t 
 0 

 n n 
Solution: Let f  x   a0    an cos x  bn sin x
n 1  L L 
1 L
 a0  f  t  dt
2L  L
  /   /
 a0   f  t  dt   E0 sin tdt
2  /  2 0
 /
  E0  E0
 a0 
2   cos t  

 0
1 L n t
 an   f  t  cos dt
L  L L
  /   / E   /
 an   f  t  cos ntdt   E0 sin t cos ntdt  0  2 sin t cos ntdt
  /   0 2 0
E0  / 
 an  sin 1  n  t  sin 1  n  t  dt
2 0 
For n  1
 /
E   / E    cos 2t 
a1  0  sin 2 tdt  0  0
2 0 2  2  0
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For n  2,3, 4....

 /
E   cos 1  n  t cos 1  n  t 
 an  0    
2  1  n   1  n    0
 0 n  3, 5, 7...
E0   cos 1  n    1  cos 1  n    1  
 an       2 E0 n  2, 4, 6....
2  1  n  1  n    1  n 2 

1 L n x
 bn   f  x  sin dx
L L L
  /   / E0  / 
 bn  f  t  sin n tdt  E sin  t sin n tdt  2 sin t sin ntdt
  /   0 2 0
0
E0  / 
 bn    cos 1  n  t  cos 1  n  t  dt
2 0 
For n  1
 /
E   / E   /   sin 2t  E0  E0
b1  0  1  cos 2t  dt  0  t   
2 0 2 0  2  0 2  2
For n  2,3, 4....
 /
E   sin 1  n  t sin 1  n  t  E0   sin 1  n   sin 1  n   
 bn  0        0
2  1  n   1  n    0 2  1  n  1  n  
Thus Fourier series
 
2 E0
f  t   a0  b1 sin t   an cos nt  a0  b1 sin  t    1  n  cos nt
2
n  2,4... n  2,4...
E0 E0 2 E  cos 2t cos 4t 

 f t    sin t  0    ...
 2   3 15 
E0 E0 2E  1 1 
 f t    sin t  0  cos 2t  cos 4t  ...
 2  1.3 3.5 
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4.4 Even and Odd functions and Half-Range Expansion

4.4.1 Even and Odd function
A function g  x  is said to be even if g   x   g  x  , so that its graph is symmetrical with
respect to vertical axis.

A function h  x  is said to be even if h   x    h  x  .
y y
x x
(a) E ven function (b) O dd function

Since the definite integral of a function gives the area under the curve of the function
between the limits of integration, we have
L L
 g  x  dx  2  g  x  dx for even g  x 
L 0
L
 h  x  dx  0
L
for odd h  x 
Fourier Cosine Series and Fourier Sine Series

Fourier series of an even function of period 2L , is a “Fourier cosine series”

n
f  x   a0   an cos x .................... 1
n 1 L
with coefficients( note integration from 0 to L )
1 L , 2 L n x ...............  2 
a0  f  x  dx f  x  cos
L 0
an   dx
L 0 L
Fourier series of an odd function of period 2L , is a “Fourier sine series”


n
f  x    bn sin x ....................  3
n 1 L
with coefficients 2 L n x
bn  f  x  sin dx ...............  4 

L 0 L
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NOTE:
(i) For even function f  x  ;
1 L 1 L 1 L n x 2 L n x
a0   f  x  dx   f  x  dx , an   f  x  cos dx   f  x  cos dx
2L  L L 0 L  L L L 0 L
1 L n x
and bn   f  x  sin dx  0 .
L L L
(ii) For odd function f  x  ;
1 L 1 L n x
a0   f  x  dx  0 , an   f  x  cos dx  0
2L  L L L L
1 L n x 2 L n x
and bn   f  x  sin dx   f  x  sin dx .
L  L L L 0 L
The Case of Period 2π
If L   , and f  x  is even function then

f  x   a0   an cos nx .................... 1 
n 1
with coefficients
1 
, 2  ...............  2 
a0   f  x  dx an  f  x  cos nxdx
 0  0
If f  x  is odd function then


f  x    bn sin nx ....................  3 
n 1
with coefficients
2  ...............  4 
bn  f  x  sin nxdx
 0
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Sum and Scalar Multiple

(a) The Fourier coefficients of a sum f1  f 2 are the sums of the corresponding Fourier
coefficients of f1 and f 2 .
(b) The Fourier coefficients of cf are c times the corresponding Fourier coefficients of f .
Example: Find the Fourier series of the periodic function f  x  as shown in figure:
f x
2k
x
 0  2
Solution:
We have already calculated the Fourier series of the periodic function f  x  as shown in
figure: f x
k
 0  2
k
4k  1 1 
The Fourier series is f  x    sin x  sin 3x  sin 5 x  ... .
  3 5 
The function given in the problem can be obtained by adding k to the above function.
Thus the Fourier series of a sum k  f  x  are the sums of the corresponding Fourier
series of k and f  x  .
4k  1 1 
The Fourier series is f  x   k   sin x  sin 3 x  sin 5 x  ... .
  3 5 
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Example: Find the Fourier series of the periodic function

f  x  x   ;    x    having period 2
Solution:
Let f  x   f1  f 2 , where f1  x and f 2   .
The Fourier coefficient of f 2   is a0   , an  0 and bn  0 .
The Fourier coefficient of f1  x is

n
a0  0 , an  0 and bn  2
 1 ; n  1, 2,3.... .
n
Thus the Fourier series of f  x  is
 1 1 1 
f  x     2 sin x  sin 2 x  sin 3 x  sin 4 x... .
 2 3 4 
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4.4.2 Half-Range Expansion

Half-range expansions are Fourier series. The idea is simple and useful. We could extend
f  x  as a function of period L and develop the extended function into a Fourier series.
But this series would in general contain both cosine and sine terms.
We can do better and get simpler series. For our given function f  x  we can calculate
Fourier cosine series coefficient  a0 and an  . This is the even periodic extension f1  x 
of f  x  in figure  b  .
For our given function f  x  we can calculate Fourier sine series coefficient  bn  . This
is the odd periodic extension f 2  x  of f  x  in figure  c  .
Both extensions have period 2L . Note that f  x  is given only on half the range, half the
interval of periodicity of length 2L .

f x
L x
(a) T he given function
f1  x 
x
L L
(b ) f  x  ex tend ed as an even p erio dic fu n ctio n o f p eriod 2 L
f2  x 
x
L L
(c) f  x  ex tend ed as an o dd p erio d ic fu n ctio n o f perio d 2 L
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Example: Find the two half-range expansion of the function f  x  as shown in figure
below.
f x 
 2k L k
 L x if 0x
2
f  x  
 2k  L  x  if
L
xL
 L 2 x
0 L/2 L
Solution:
Even periodic extension
f x 
k
x
L 0 L
1 L
 a0  f  x  dx
L 0
1  2k L2 2k L  k
 a0    xdx 
L L 0 L   L  x  dx   2
L
2 
2 L n x
 an   f  x  cos dx
L 0 L
1  2k L2 n x 2k L n x 
 an   0 x cos
L L L
dx 
L   L  x  cos L dx 
L
2
Let us calculate the integral

L L/2 2 L/2
2
n x L  n x   L   n x 
 x cos dx   x sin     cos
0 L n  L 0  n   L  0
L
n x L2 n L2  n 
  2 x cos dx  sin  2 2  cos  1
0 L 2n 2 n  2 
L 2 L
L n x L  n x   L   n x 
and L / 2  L  x  cos L dx  n  L  x  sin L  L / 2   n  cos L  L / 2
L n x L2 n L2  n 
  L  x  cos dx   sin  2 2  cos n  cos 
L/2 L 2n 2 n  2 
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1  2k L2 n x 2k L n x  4k  n 
 an   0 x cos dx   L  L  x  cos dx   2 2  2 cos  cos n  1
L L L L 2 L  n  2 
16k 16k 16k
 a2   2 2
, a6   2 2 , a10   2 2 ,……….. and an  0 if n  2, 6,10.....
2 6 10 
Hence the first half-range expansion of f  x  is
k 16k  1 2 x 1 6 x 1 10 x 
f  x   2  2 cos  2 cos  2 cos  ..... 
2  2 L 6 L 10 L 
This Fourier cosine series represents the even periodic extension of the given
function f  x  , of period 2L as shown in figure.
Odd periodic extension

f x 
k
x
L 0 L
2 L n x
 bn   f  x  sin dx
L 0 L
2 L2 n x 2 L n x
 bn   f  x  sin dx  L f  x  sin dx
L 0 L L 2 L
2  2k L2 n x 2k L n x 
 bn   0 x sin dx   L  L  x  sin dx 
L L L L 2 L 
Let us calculate the integral
L L/2 2 L/2
2
n x L  n x   L   n x 
 x sin dx    x cos    sin
0 L n  L 0  n   L  0
L
n x L2 n L2 n
  2 x cos dx   cos  2 2 sin
0 L 2n 2 n 2
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L 2 L
L n x L  n x   L   n x 
and L / 2  L  x  sin L dx  n   L  x  cos L  L / 2   n  sin L  L / 2
L n x L2 n L2 n
  L  x  sin dx  cos  2 2 sin
L/2 L 2n 2 n 2
2  2k L2 n x 2k L n x  8k n
 bn   0 x sin dx   L  L  x  sin dx   2 2 sin
L L L L 2 L  n 2
Hence the other half-range expansion of f  x  is
8k  1 x 1 3 x 1 5 x 
f  x  2  2
sin  2 sin  2 sin  ..... 
 1 L 3 L 5 L 
This Fourier sine series represents the odd periodic extension of the given function f  x  ,
of period 2L as shown in figure.

4.5 Complex Fourier series
The Fourier series

f  x   a0    an cos nx  bn sin nx  ………….(1)
n 1
can be written in complex form, which sometimes simplifies calculations.

 einx  cos nx  i sin nx and e inx  cos nx  i sin nx
1 inx inx 1
 cos nx 
2
 e  e  and sin nx   einx  e inx 
2i
1 1
Thus an cos nx  bn sin nx  an  einx  e  inx   bn  einx  e  inx 
2 2i
1 1
 an cos nx  bn sin nx   an  ibn  einx   an  ibn  e  inx
2 2
1 1
Lets take a0  c0 ,  an  ibn   cn and  an  ibn   k n , then (1) becomes
2 2

f  x   c0    cn einx  kn e inx  ………….(2)
n 1
where coefficients c0 , cn and k n are given by
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1 
c0   f  x  dx
2 
1 1  1 
cn   an  ibn    f  x  cos nx  i sin nx  dx   f  x  e  inx dx
2 2  2 
1 1  1 
kn   an  ibn    f  x  cos nx  i sin nx  dx   f  x  einx dx
2 2  2 
We can also write (2) as (take kn  c n )


inx 1 
f  x  ce n where cn   f  x  e inx dx ; n  0, 1, 2.......
n  2 
This is so called complex form of the Fourier series or, complex Fourier series of f  x  .
The cn are called complex Fourier series coefficients of f  x  .
For a function of period 2L
 n x n x
i 1 L i
f  x  ce L
where cn  f  x  e L dx ; n  0, 1, 2.......
2 L  L
n
n 
Example: Find the complex Fourier series of the periodic function

f  x   ex ;    x    , having period 2 .

inx
Solution: Let Fourier series is f  x   ce n
n 
1 
 cn   f  x  e inx dx
2 
1  1  1 1  1in  x  1 1  1in 
 cn   e x e inx dx   e1in  x dx   e    e  e 1in  
2  2  2 1  in    2 1  in 
1 1 1  1  in   n
 cn  e ein  e ein    e  e   1
2 
n
 e in   1
2 1  in  2  1  n 
 1  in  sinh  e  e 
 cn   2   1
n
 sinh  
 1 n   2

sinh  n  1  in  inx
Thus Fourier series is f  x    1  2 
e ............. 1
 n   1 n 
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Let us derive the real Fourier series

 1  in  einx  1  in  cos nx  i sin nx    cos nx  n sin nx   i  cos nx  sin nx 
 n varies from  to   , equation (1) has corresponding term with  n instead of n .

Thus
 1  in  e inx  1  in  cos nx  i sin nx    cos nx  n sin nx   i  cos nx  sin nx 
Let’s add these two expressions;

1  in  einx  1  in  e  inx  2  cos nx  n sin nx  , n  1, 2,3......
n  1  in  inx
For n  0 ,  1  2 
e 1
1 n 
Thus
sinh  sinh  
n  cos nx  n sin nx 
f  x  2   1
  n 1 1  n2
2sinh  1 1 1 
f  x   2  1  12  cos x  sin x   1  2 2  cos 2 x  2sin 2 x   ...

Example: Consider the periodic function f  t  with time period T as shown in the
f t 
figure below.
t
3 2 1 1 2 3
1
The spikes, located at t   2n  1 , where n  0, 1, 2,..., are Dirac-delta function of
2
strength 1 . Find the amplitudes an in the Fourier expansion of


f t   ae
n 
n
2 int/T
.
Solution:
 n x n x
i 1 L i
f  x   cn e L
where cn   f  x  e L
dx ; n  0, 1, 2.......
n  2L  L
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and Range:  1,1 hence 2 L  2 .


T
Comparing with f  t   ae
n 
n
2 int/T
, L
2
1 T  2 .

1 L
 f t    a e
n 
n
i nt
 an 
2L  L
f  t  e i nt dt
1 1 1 1   1  1 
 an   f  t  e  i nt dt     t      t    e i nt dt
2 1 2 1   2   2 
1  i n  1/ 2  i n 1/ 2   1 i n / 2 i n / 2 n
 an   e e   e e   i sin
2 2 2
4.6 Approximation by Trignometric Polynomials
Fourier series have major applications in approximation theory, that is, the approximation
of functions by simpler functions.
Let f  x  be a periodic function, of period 2 for simplicity that can be represented by a
Fourier series. Then the N th partial sum of the series is an approximation to f  x  :

N
f  x   a0    an cos nx  bn sin nx  ………….(1)
n 1
We have to see whether (1) is the “best” approximation to f by a trignometric

polynomial of degree N , that is , by a function of the form
N
F  x   A0    An cos nx  Bn sin nx  ………….(2),
n 1
where “best” means that the “error” of approximation is minimum.

The total square error of F relative to f on the interval   x   is given by

2
E

  f  F  dx clearly E  0 .
The function F is a good approximation to f but f  F is large at a point of
discontinuity x0 .
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4.6.1 Minimum square error

The total square error of F relative to f on the interval   x   is minimum if and
only if the coefficients of F  x  are the Fourier coefficients of f  x  . This minimum
value E * is given by
 N
 
*
E   
f 2 dx    2a02   an2  bn2  ………….(3), 
  n 1 
From (3) we can see that E * cannot increase as N increases, but may decrease. Hence
with increasing N the partial sums of the Fourier series of f yields better and better
approximations to f .
4.6.2 Parseval’s Identity

Since E *  0 and equation (3) holds for every N , we obtain
N 
1

2a02   an2  bn2     f
2
dx .
n 1 
Now Parseval’s Identity is

N 
1
2
2a   a  b
0  2
n
2
n  
  f
2
dx
n 1 
Example: Compute the total square error of F with N  3 relative to

f  x  x      x   
on the interval   x   .
Solution:
2
Fourier coefficients are a0   , an  0 and bn   cos n .
n
Its Fourier series is given by
2
F  x     2sin x  sin 2 x  sin 3 x .
3
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Hence
  2
 2 N 2 2  2  2 2 
*
E  
2
  2 2
f dx    2a0   an  bn     x    dx    2  2  1    
 3  
  n 1   
8  49 
E *   3    2 2    3.567
3  9
Although f  x   F  x  is large at x   , where f is discontinuous, F approximates f
quite well on the whole interval.
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The number p is called period of f  x  . The graph of such function is obtained by

periodic repetition of its graph in any interval of length p .

Thus for any integer n , f  x  np   f  x  . Hence 2 p , 3 p ,…… are also period of f  x  .

(v) If f  x  and g  x  have period p , then the function

has also period p .

4.1.2 Trignometric Series

Figure: Cosine and sine functions having the period 2

4.2 Fourier Series

4.2.1 Euler Formulas for the Fourier Coefficients

period. Let us further assume that f  x  can be represented by a trigonometric series,

(assume that this series converges and has f  x  as its sum)

 cos mx cos nxdx  0 m  n

and for any integer m and n (including m  n ) we have

 cos mx sin nxdx  0

4.2.3 Convergence and Sum of Fourier Series

series is the average of the left- and right-hand limit of f  x  at x0 .

The right-hand limit of f  x  at x0 is f  x0  0   lim f  x0  h  .

(ii) The left-hand derivative of f  x  at x0 is

4.3 Function of Any Period p = 2L

Fourier series of a function f  x  of period p  2 L , is given by

Hence we can verify that

Example: Find the Fourier series of the function f  x  as shown in figure:

Example: A sinusoidal voltage E0 sin  t where t is time is passed through half-wave

For n  2,3, 4....

E0 E0 2 E  cos 2t cos 4t 

4.4 Even and Odd functions and Half-Range Expansion

respect to vertical axis.

(a) E ven function (b) O dd function

Fourier Cosine Series and Fourier Sine Series

Fourier series of an odd function of period 2L , is a “Fourier sine series”

If f  x  is odd function then

Sum and Scalar Multiple

Example: Find the Fourier series of the periodic function

The Fourier coefficient of f 2   is a0   , an  0 and bn  0 .

The Fourier coefficient of f1  x is

4.4.2 Half-Range Expansion

is the odd periodic extension f 2  x  of f  x  in figure  c  .

interval of periodicity of length 2L .

(c) f  x  ex tend ed as an o dd p erio d ic fu n ctio n o f perio d 2 L

Let us calculate the integral

Odd periodic extension

Hence the other half-range expansion of f  x  is

of period 2L as shown in figure.

can be written in complex form, which sometimes simplifies calculations.

where coefficients c0 , cn and k n are given by

We can also write (2) as (take kn  c n )

The cn are called complex Fourier series coefficients of f  x  .

For a function of period 2L

Example: Find the complex Fourier series of the periodic function

Let us derive the real Fourier series

 n varies from  to   , equation (1) has corresponding term with  n instead of n .

Let’s add these two expressions;

strength 1 . Find the amplitudes an in the Fourier expansion of

and Range:  1,1 hence 2 L  2 .

Fourier series. Then the N th partial sum of the series is an approximation to f  x  :

We have to see whether (1) is the “best” approximation to f by a trignometric

where “best” means that the “error” of approximation is minimum.

The function F is a good approximation to f but f  F is large at a point of

4.6.1 Minimum square error

only if the coefficients of F  x  are the Fourier coefficients of f  x  . This minimum

4.6.2 Parseval’s Identity

Now Parseval’s Identity is