Four

ierser
ies

Pr
eli
minar
ies
Per
iodi
cfunct
ions:
Af
unct
ion i
ssai
dtobeper
iodi
cwi
thper
iod i
fther
eexi
stsaposi
ti
ve
const
antTsucht
hat f
oral
l

Not
e:I
f i
sper
iodwi
thper
iod ,
then f
oral
li
nteger
s

Thesmal l
estposi
ti
venumber sat
isf
yingthi
spr
oper
tyi
scal
l
edt
he
pri
mit
iveperi
odorsi
mpl
ytheper
iodoft
hefunct
ion

Thegraphofaper iodf
uncti
on wi
thper i
od per i
odical
l
yrepeat
si n
anint
ervalofwidt
h Hencei ti
ssuffi
cienttostudytheproper
ti
es(nat
ure)
oft
hef uncti
oninanint
erv
aloflength , inpart
icul
arintheint
erval
whi
chiscal l
edoneperi
odofthefuncti
on.
Example(1):Thetr
igonomet
ri
cfunct
ions and
areper
iodi
cwi t
hper
iod

Gr
aphof

Page1of1
 Gr
aphof

Exampl
e(2)
:Thef
unct
ions and hav
eper
iod si
nce

Let beaperi
odi
cfunct
ionof wi
tht
heper
iod Def
ineanew
var
iabl
e asf
oll
ows.

or i
.e.
,

Then i
saf
unct
ionof

Consi
der

Ther
efor
e i
saper
iodi
cfunct
ionof wi
thper
iod

Page2of2
Not
e:I
f and ar
eper
iodi
cfunct
ionsof wi
thper
iod and
r
espect
ivel
y,t
hen i
s al
so per
iodi
c wi
th per
iod

Ev
enanOddf
unct
ions:
Af
unct
ion i
s sai
dto be ev
en i
f and odd i
f

Notet hatt
hegraphofanev enfunct
ioni
ssymmetri
cabout axi
s,
whereasthegr
aphofanoddf
uncti
onissymmet
ri
caboutt
heor
igi
n.

Exmpl
e(1)
: and
ar
eal
lev
enf
unct
ionsof

Gr
aphof Gr
aphof Gr
aphof

Exampl
e( 2)
: ar
e
al
loddfunct
ionsof

Page3of3
 x

Gr
aphof Gr
aphof

Product
softwoevenandtwooddfunct
ionsar
e ev
enandt
hepr
oductof
anevenfunct
ionwi
thanoddf
unct
ioni
sodd.

Al
so, .

Gener
ali
zedf
ormul
afori
ntegr
ati
onbypar
ts
I
f and ar
efunct
ionsof t
hen

wher
e and

Exampl
e:

Or
thogonal
i
tyoft
ri
gonomet
ri
cfunct
ions:

Page4of4
Al
so,

f
oral
l , f
oral
l

Def
ini
ti
on:Af
unct
ion i
ssai
dtobepi
ecewi
secont
inuousi
nani
nter
val
ifi
tisdiscont
inuousatfi
nit
enumberofpointsint
hei
nter
valand
wher
everi
tisdi
sconti
nuous,i
thasfi
nit
elef
tandr
ighthandl
i
mit
s.
Four
ierser
ies:
I
nsol vi
ngmanyboundar yval
uedpr obl
emsi nvolvi
ngordinar
yandpar t
ial
di
fferenti
alequati
onsitisr
equiredtorepresentsomef uncti
onsasasum
oftri
gonomet r
icfuncti
onscosineandsine.Suchaser i
esrepresent
ati
onof
afunction (whichmaybedi sconti
nuous);ifexi
sts,i
scall
edt he
tr
igonomet r
icseri
esexpansionof .

Page5of5
Four i
erintroducedsuchanexpansi onofperiodi
cfunctionsintermsofsine
andcosi nef uncti
onsandhencei tiscalledaFourierseriesexpansi
on.
Manyf unctionsincl
udingsomedi scontinuousperi
odicf unct
ionscanbe
expandedi naFour i
erseriesandhencear e,incer
tainsensemor euniver
sal
thanTay l
orseriesexpansions,whichcannotbeest abli
shedf or
discontinuousf unct
ions.Fouri
erser i
essoluti
onmet hodi sapowerful
tool
i
nsol vingsomeor di
nar yandparti
al di
ff
erenti
alequati
onsgi venwit
hthe
i
nitialorboundar yconditi
ons.

Def
ini
ti
on:
Let beaperi
odi
cfuncti
onof wit
hperi
od ,andi
sdef
inedi
nan
i
nter
val .Thentheexpansi
onoft
hefor
m

,
ifexi
stscal
l
edt
heFour
ier

seri
esorFour
ierexpansi
onof .Her
e ar
ecal
l
edFour
ier
coeff
ici
ent
s.
Eul
er’
sfor
mul
ae:
Givenaperi
odicf
unct
ion wi
thper
iod ,
repr
esent
edi
n bya
Fouri
erser
ies,

,
todet
ermi
ne

t
hecoef
fi
cient
s ,
wepr
oceedasf
oll
ows,

I
ntegr
ati
ng(
1)weget
,

Page6of6
Mul
ti
ply
ing(
1)by i
ntegr
ati
ng,
weget

Mul
ti
ply
ing(
1)by i
ntegr
ati
ng,
weget

TheFouri
ercoeff
ici
ents ar
egi
venbytheformulae(
2),
(3)and
(4)
.Thesearecal
ledtheEul
er’
sfor
mulaef
orFour
iercoeff
ici
ent
s.
Not
e:

Page7of7
 (
1)For ,
thef
ormul
aef
ort
heFour
iercoef
fi
ci
ent
s
becomes

Thusi
f i
sanev
enf
unct
ionof ,
thenFour
ierser
iesexpansi
onof

i
n i
sgi
venby

wher
e

Suchanexpansi
oniscal
ledtheFour
ierCosineser
iesexpansionof .
Thusanevenperi
odi
cfuncti
onhasFourierCosi
neseriesexpansi
on.

I
f i
sodd,
thent
heFour
ierser
iesexpansi
onof i
n i
sgi
ven

by

Page8of8
 wher
e

Thi
sexpansi
oniscall
edtheFour
ierSi
neser
iesexpansi
onof .Not
ethat
anevenperi
odi
cfuncti
onhasFouri
erSi
neseri
esexpansi
on.
2)For ,
theFour
ierser
iesexpansi
onof def
inedi
n i
s
gi
venby

For i
ff(
t)i
sev
enf
unct
ionoft,
thenFour
ierser
iesexpansi
onoff
(t)

i
s wher
e

I
ff(
t)i
soddf
unct
ionof t,t
henFour
ierser
iesexpansi
onof f
(t)i
s

wher
e

3) Let f
(t) has Four
ier ser
ies expansi
on

Consi
dert
he t
erms whi
chi
scal
l
ed henth
t
har
moni
c i
n t
he Four
ier ser
ies expansi
on of f
(t) f
or

Page9of9
 henth har
t moni
c

becomes . Then

i
scal
l
edt
heampl
i
t henthhar
udeoft moni
cand

i
scal
l
edphaseangl henthhar
eoft moni
c.

Di
ri
chl
et’
scondi
ti
onf
ort
heconv
ergenceoft
heFour
ierser
ies
I
faperi
odi
cfunct
ion f(
t)ofper
iodT,i
s pi
ecewi
se cont
inuous i
nthe
int
erv
al
[
c,c+T]andhasl
eftandr
ighthandder
ivat
iveateachpoi
ntoft
hati
nter
val
t
hen

The Four
ier ser
ies ex
pansi
on i
s

conv
ergent
.
I
tssum i
sf(
t)exceptatapoi
ntt
0atwhi
chf
(t)
,isdi
scont
inuousandatt
0,i
t
conv
ergest
otheav
erageofl
eftandr
ighthandl
i
mitoff
(t)att
0.i
.e.
,to

f
(t

f(
t0+0)

f
(t0

c t c+ t

Par
sev
alsi
dent
it
y:
I
faper
iodi
cfunct
ionf(
t)hasFour
ierser
iesexpansi
on

Page10of10
 whi
chi
suni
for
mlyconv
ergent

i
n

[
c,c+T]t
hen

Pr
oof:
Letf
(t)hasaFour
ierser
iesexpansi
on

whi
chi
suni
for
mlyconv
ergent
.

Consi
der

si
nceFour
ier

ser
iesi
suni
for
mlyconv
ergent

Ther
efor
e, whi
chi
scal
l
edPar
sev
al’
sident
it
y.

Pr
obl
ems:

1.Expand f
(x+2π)
=f(
x),
asaFour
ierser
ies.

Sol
uti
on:
Let .Then

si
nce,
xisoddandx2i
sev
enf
unct
ion.

Page11of11
=

= .

2.Obt
aint
heFour
ierser
iesexpansi
onof

f
(x+2π)
=f(
x)andhenceobt
ain

Page12of12
Sol
uti
on:

Her
e i
sanev
enf
unct
ion.

, wher
e

Atx=0,

Page13of13
At

(
1)+(
2)gi
ves

3.Expand ,
asaFour
ierser
ies

andhencededucet
hat

Sol
uti
on:

-
2 -
1 1 2

i
sodd,

Page14of14
 Wher
e

4.Expand asaFour
ier

ser
ies.

Page15of15
Sol
uti
on:

i
snei
therev
ennorodd.

wher
e

Page16of16
Page17of17
 5.Expand asaFour
ierser
iesand

henceev
aluat
e .
f
(x

f(
t0+0)

Sol
uti
on:
Not
ethatf
(x)i
s-
nei
therev
enn
2
orodd
4
.
x

wher
e

Page18of18
Ax=0,
f(x)i
sdi
scont
inuous

Exer
cises:
Expandt
hef
oll
owi
ngf
unct
ionsasFour
ierser
ies

Page19of19
 Hal
frangeExpansi
ons
Whi
l
e sol
vi
ng v
ari
ous phy
sicaland engi
neer
ing pr
obl
ems,t
her
eisa
Page20of20
pract
icalneedforexpandi
ngfunct
ionsdefi
nedoverafi
nit
erange.Suchan
expansionispossi
bleiff
unct
ionsunderconsi
der
ati
oncanbeextendedtoa
peri
odicfuncti
onwhichisei
therevenorodd.
Consi
derapi
ecewi
secont
inuousf
unct
ion def
inedi
naf
ini
tei
nter
val
Theniti
spossi
blet
oext
end t
oaper
iodi
cfunct
ion,whi
chi
s
ev
enorodd.
Consi
dert
hef
unct
ion def
inedasf
oll
ows:

Then i
scal
l
edanev
enper
iodi
cext
ensi
onof .

x
O l

Gr
aphof
y

x
O l 2l
-
l

Gr
aphofev
enper
iodi
cext
ensi
onoff
(x)
.
Thef
unct
ion canbeex
pandedasFour
iercosi
neser
ies

Page21of21
wher
e and

Butf
or Wehav
e

and

f
or

Suchanexpansi
onof i
scal
l
edt
hehal
frangeFour
ierCosi
neser
ies
expansi
onof

Al
so,
if

Then i
scal
l
edanoddper
iodi
cext
ensi
onof .
y

x
O l

Gr
aphof
y

x
O l 2l
-
l

Gr
aphofoddper
iodi
cext
ensi
onoff
(x)

Page22of22
Thef
unct
ion canbeex
pandedasFour
ierSi
neser
ies

wher
e

Butf
or Wehav
e

f
or

Whi
chi
scal
l
edt
hehal
frangeFour
ierSi
neser
iesexpansi
onof

Pr
obl
ems:
1.Expand ashal
frangeFour
iercosi
neandsi
neser
ies.
Alsodr
awt
hegr
aphoft
hecorr
espondi
ngperiodi
cext
ensi
onsof

Sol
uti
on:

Page23of23
Gr
aphofev
enper
iodi
cext
ensi
onof .

,
wher
e

Gr
aphofoddper
iodi
cext
ensi
onof .

,
wher
e

Page24of24
2.Expand ashal
frangeFour
iercosi
neandsi
ne

ser
ies.Al
sodr
awt
hegr
aphoft
hecor
respondi
ngper
iodi
cext
ensi
ons
of

Sol
uti
on:

Gr
aphofev
enper
iodi
cext
ensi
onof .

Page25of25
Wher
e

x
O

Page26of26
 Gr
aphofoddper
iodi
cext
ensi
onof

Wher
e

Expand asaFour
iercosi
neandsi
neser
ies.Al
sodr
aw

t
hegr
aphoft
hecor
respondi
ngper
iodi
cext
ensi
onsof

Sol
uti
on:

l
- l

Page27of27
 Gr
aphofev
enper
iodi
cext
ensi
onof

Let .

Then

-
l l 2l

Gr
aphofoddper
iodi
cext
ensi
onof

Let

Then

Page28of28
Thus

Pr
obl
ems:
Obtai
nt hehal
frangeFour
ierCosi
neandsineser
iesexpansi
onsofthe
funct
ions.Al
sodrawthegraphofcor
respondi
ngperi
odicextensi
ons.
1) .

2) .

3) .

4) .

5) .

6) .

7)If i
spi
ecewi
secont
inuousf
or hav
inghal
frange
expansi
ons

t
henshowt
hat

Four
ieri
ntegr
alr
epr
esent
ati
on:

Page29of29
Letf
(x)beapi
ecewi
secont
inuousandabsol
utel
yint
egr
abl
efunct
ionofx

i
n Thenf
(x)canber
epr
esent
edbyani
ntegr
al

as

Suchani
ntegr
alr
epr
esent
ati
oni
scal
l
edt
heFour
ieri
ntegr
alr
epr
esent
ati
on

off
(x)
.Thei
ntegr
alonRHSof(
1)conv
ergest
of(
x0)i
ff(
x)i
scont
inuousat

x0andt
oav
erageofl
eftandr
ighthandl
i
mit
siff
(x)i
sdi
scont
inuousatx0.

Pr
oof
:Consi
deraper
iodi
cfunct
ionf
l(
x)def
inedi
n(-
l,l
)sucht
hatf
l(
x)=f
(x)

f
or

Then, f
l(
x) can be r
epr
esent
ed by a Four
ier ser
ies as

Wher
e

Page30of30
Subst
it
uti
ngi
n(2)weget
,

Then

Onsubst
it
uti
onweget

Let .

Nowt
aki
ngt
hel
i
mitas

Page31of31
Wher
e

Note(1)
:TheFour
ieri
ntegr
alr
epr
esent
ati
onof canal
sobe
expr
essedas

Al
so,

gi
ves

Page32of32
Whi
chi
scal
l
edt
hecompl
exf
orm ofFour
ieri
ntegr
alr
epr
esent
ati
onof

Not
e(2)
:If i
sanev
enf
unct
ionof t
hen

Ther
efor
eFour
ieri
ntegr
albecomes

Whi
chi
scal
l
edt
heFour
ierCosi
nei
ntegr
alr
epr
esent
ati
onof

I
f i
sanoddf
unct
ionof t
hen

Page33of33
Whi
chi
scal
l
edt
heFour
ierSi
nei
ntegr
alr
epr
esent
ati
onof

Four
iert
ransf
orms
Consi
dert
heFour
ieri
ntegr
alr
epr
esent
ati
onoft
hef
unct
ion gi
venby

Let

Then

Thei
ntegr
aldef
inedby(
1)i
scal
l
edt
heFour
iert
ransf
orm oft
hef
unct
ion
andi
sdenot
edby Gi
ven t
hef
ormul
a(2)
def
ined whi
chi
scal
l
edt
hei
nver
seFour
iert
ransf
orm of andi
s
denot
edby .

Not
e(1)
:A f
unct
ion i
ssai
dto besel
f-
reci
procalunderFour
ier
t
ransf
ormsi
f

Not
e(2)
:If t
hen i
scal
l
edspect
ral
r
epr
esent
ati
onof and i
scal
l
edspect
raldensi
tyof Her
e
i
scal
l
edt
hef
requencyoft
het
ransf
orm.Thegr
aphof i
scal
l
ed

Page34of34
ampl
i
tudespect
rum of and i
scal
l
edener
gyoft
hespect
rum.

Pr
oper
ti
esoft
heFour
iert
ransf
orms:
(
1)Four
iert
ransf
ormi
sli
near
i
.e.
,i
f ar
econst
ant
sthen

Pr
oof
:Fol
l
owsf
rom def
ini
ti
onandl
i
near
it
yoft
hei
ntegr
al.

(
2)I
f t
hen

Pr
oof
:Consi
der

(
3)I
f t
hen

Pr
oof
:Exer
cise

(
4)I
f t
hen

Pr
oof
:Exer
cise

(
5)I
f t
hen

(
i)

Page35of35
 (
ii
)

(
ii
i)

(
iv)

(
v)

(
vi)

(
vii
)

Conv
olut
ion:
Forf
unct
ions wedef
inet
heconv
olut
ionof

denot
edby as pr
ovi
dedt
he

i
ntegr
alexi
sts.
Not
ethat

Conv
olut
ionTheor
em:

Pr
oof
:
Consi
der

Page36of36
Let .Then

Par
sev
al’
sIdent
it
y:

I
f t
hen .

Pr
oof
:

For weget

Page37of37
Pr
obl
ems:

1)Fi
ndt
heFour
iert
ransf
orm of .Hencededucet
hat

Sol
uti
on:

Page38of38
2)Fi
ndt
heFour
iert
ransf
orm of andhenceev
aluat
e

and

Page39of39
Si
nce

3)Fi
ndt
heFour
iert
ransf
orm of and henceshowt
hat

i
ssel
f-
reci
procal
underFour
iert
ransf
orm.

Page40of40
Let t
hen

Put

For or

i
ssel
f-
reci
procal
underFour
iert
ransf
orm.

4)Fi
ndt
heFour
iert
ransf
orm of andhence

ev
aluat
e

Page41of41
Exer
cises:
1.Obt
aint
heFour
iert
ransf
orm of

2.Fi
ndt
heFour
iert
ransf
orm of

Page42of42
 3.Fi
ndt
heFour
iert
ransf
orm of

Four
ierCosi
neandSi
net
ransf
orms

Consi
dert
heFour
iercosi
nei
ntegr
alr
epr
esent
ati
onofaf
unct
ionf
(x)

Thetr
ansfor
m def
inedby(1)i
scal
ledt
heFouriercosi
netransf
orm
off
(x)
.Theformul
a(2)i
scalledthei
nver
seFour
iercosi
netransfor
m of
andisdenotedby Si
mi l
arl
y,usi
ngthe
Four
iersi
nei
ntegr
alr
epr
esent
ati
onoff
(x)gi
venby

wecandef
inet
heFour
iersi
net
ransf
orm of

f
(x)denot
edby as

Thent
hei
nver
seFour
iersi
net
ransf
orm of i
sdef
inedas

Defi
nit
ion:Af uncti
onf
(x)i
ssai
dtobesel
freci
procal
underFour
iercosi
ne
(si
ne)transf
ormi f

Page43of43
Pr
oper
ti
esofFour
iercosi
ne/si
net
ransf
orms
(
1)Bot
hFour
iercosi
neandsi
net
ransf
ormsar
eli
near
.

Thepr
oofof(
2)and(
3)f
oll
owsdi
rect
lyf
rom t
ri
gonomet
ri
cident
it
ies.

I
ntegr
ati
ngbypar
ts,
weget

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 pr
ovi
ded

Al
so,

I
ntegr
ati
ngbypar
ts,
weget

(
6)

pr
ovi
ded

(
7)

(
8)

t
hen

Page45of45
and

whi
chi
scal
l
edPar
siv
al’
sident
it
y.

Pr
obl
ems:

(
1)Fi
nd andhencef
ind

Sol
uti
on:
Bydef
ini
ti
on,

Ther
efor
e,

2)
. Fi
nd .

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Sol
uti
on:Wehav
efr
om def
ini
ti
on,

Not
ethat

3) Fi
nd

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Not
e:

Not
e:

Page48of48
4) Fi
nd

Exer
cises:

1)Fi
ndt
heFour
iercosi
net
ransf
orm of andhence

f
indt
heFour
iercosi
net
ransf
ormsof

2)Fi
ndt
heFour
iersi
net
ransf
orm of

Page49of49