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Module 4: Fourier Series
Module 4: Fourier Series
The Module 4 is organized as follows. While the first lecture introduces the FS, the
convergence of FS and the properties of termwise differentiation and integration of FS are
discussed in the second lecture. Third lecture is devoted to Fourier sine series (FSS) and
Fourier cosine series (FCS) of functions.
1
MODULE 4: FOURIER SERIES 2
In this lecture, we shall discuss a class of expansions which are particularly useful in the
study of solution of PDEs. To begin with, we now review some function property that are
particularly relevant to this study.
DEFINITION 1. (Periodic function) A function is periodic of period L if f (x+L) = f (x)
for all x in the domain of f .
The smallest positive value of L is called the fundamental period. The trigonometric
functions sin x and cos x are examples of periodic functions with fundamental period 2π
and tan x is periodic with fundamental period π. A constant function is a periodic function
with arbitrary period L.
It is easy to verify that if the functions f1 , . . . , fn are periodic of period L, then any
linear combination
c1 f1 (x) + · · · + cn fn (x)
consisting of 2L-periodic functions converges for all x, then the function to which it con-
verges will be periodic of period 2L.
There are two symmetry properties of functions that will be useful in the study of
Fourier series.
DEFINITION 2. (Even function and Odd function) Let f : [−L, L] → R. Then f (x)
is called even, if f (−x) = f (x) for all x ∈ [−L, L]. f (x) is called odd, if f (−x) = −f (x),
for all x ∈ [−L, L].
Note: The graph of an even function is symmetric with respect to the y-axis. Note that
if (x, f (x)) is on the graph of an even function f (x), then (−x, f (x)) will also be on the
graph (i.e., the graph is invariant under reflection in the y-axis), see Figure 4.1.
The graph of an odd function is symmetric with respect to the origin. If f (x) is odd,
then (x, f (x)) is on the graph if and only if (−x, −f (x)) is on the graph. That is, the
graph is invariant under reflection through the origin, see Figure 4.2.
EXAMPLE 3. The functions f (x) = x2n , n = 0, 1, 2, . . . are even functions whereas f (x) =
x2n+1 , n = 0, 1, 2, . . . are odd functions. The functions sin x and tan x are odd functions
and cos x is an even function.
MODULE 4: FOURIER SERIES 3
For m. n = 1, 2, . . . , we have
∫ L
mπx nπx
sin cos dx = 0 (1)
−L L L
∫ L {
mπx nπx 0, m ̸= n,
sin sin dx = (2)
−L L L L, m = n.
∫ L {
mπx nπx 0, m ̸= n,
cos cos dx = (3)
−L L L L, m = n.
where ∫ L
1 nπx
an = f (x) cos( )dx, n = 0, 1, 2, 3 . . . ,
L −L L
and ∫ −L
1 nπx
bn = f (x) sin( )dx, n = 1, 2, 3 . . . ,
L L L
is called the Fourier series of f (x). This series is named after the outstanding French
mathematical physicist Joseph Fourier (1768-1830).
1 ∑ nπx
N
nπx
f (x) = a0 + [an cos( ) + bn sin( )]. (7)
2 L L
n=1
• Not every function f (x) has the representation of the form (7). The right side of (7) is
smooth i.e., C ∞ (infinitely differentiable functions), but many functions have graphs
with jumps or corners. We will encounter functions f (x) for which the integral (8)
and (9) are not zero for infinitely many values of n. In such cases, f (x) can not be
represented as a finite sum as in (7). Also, even if N → ∞, the sum (7) might not
converge to f (x), unless some additional assumptions are made (cf. [1])
DEFINITION 6. (Fourier series) Let f (x) : [−L, L] → R be such that the integrals
∫
1 L nπx
an = f (x) cos( )dx, n = 0, 1, 2, 3 . . . , (10)
L −L L
MODULE 4: FOURIER SERIES 5
and ∫ L
1 nπx
bn = f (x) sin( )dx, n = 1, 2, 3 . . . , (11)
L −L L
exists and are finite. Then the Fourier series(FS) of f on [−L, L] is the expression
1 ∑[ ∞
nπx nπx ]
f (x) ∼ a0 + an cos( ) + bn sin( ) . (12)
2 L L
n=1
Solution. Here L = π. Note that f (x) is an odd function. Since the product of an
odd function and an even function is odd, f (x) cos nx is also an odd function. Hence
∫ π
1
an = f (x) cos nxdx = 0, n = 0, 1, 2, . . .
π −π
Since f (x) sin x is an even function (as the product of two odd functions), we have
∫ ∫
1 π 2 π
bn = f (x) cos nxdx = sin nxdx
π −π π 0
[ ] [ ]
2 − cos nx π 2 1 (−1)n
=
π n =π n− n , n = 1, 2, 3, . . . .
0
{
0, n even,
= 4
nπ , n odd.
Thus
∞ [ ]
2 ∑ [1 − (−1)n ] 4 1 1
f (x) ∼ sin nx = sin x + sin 3x + sin 5x + · · · .
π n π 3 5
n=1
REMARK 8.
• If f is any odd function, then its FS consists only of sine terms. (see, Example 7).
• If f is an even function, then its FS consists only of cosine terms (including cos 0πx).
For n = 0, we get
∫ L
1 L
1 x2
a0 = xdx = = 0.
L −L L 2 −L
Thus, an = 0, for n = 0, 1, 2, 3, . . .. Next, to compute bn , we have
∫ ∫ L
1 L
nπx −x nπx L 1 nπx
bn = x sin( )dx = cos( ) + cos( )dx
L −L L nπ L −L nπ −L L
−2L L nπx L
= cos(nπ) + sin( )
(nπ) (nπ)2 L −L
2L
= (−1)n+1 , n = 1, 2, 3, . . . .,
nπ
where we have used the fact cos(nπ) = (−1)n . Thus, the FS of f (x) is given by
∞
∑ ∞
n+1 2L nπx 2L ∑ 1 nπx
f (x) ∼ (−1) sin( )= (−1)n+1 sin( ).
nπ L π n L
n=1 n=1
Practice Problems
2. If the 2π-periodic even function is given by f (x) = |x| for −π < x < π, show that
∞
π 4 ∑ cos(2n − 1)x
f (x) = − .
2 π (2n − 1)2
n=1
3. Show that
1 1 1 π
1− + − + ··· = .
3 5 7 4