UNIT 1: FOURIER SERIES

LECTURE 1: INTRODUCTION TO FOURIER SERIES

1. MOTIVATION
a. While previously solving differential equations of the form: y ' ' + a y' +by =f (t ), where, f(t) was the
input, and the solution to the equation, y(t), was the output / response
i. Usually, inputs, were of the form: f ( t )= { exponential ,sin ( t ) , cos ( t ) }
ii. While these inputs seem “special”, Fourier series tell us they are not
b. FOURIER SERIES
i. Suppose we have a function, f(t), which is periodic, with period 2π, and continuous, then the
function may be represented as an infinite sum of sines and cosines, i.e., a Fourier series
∞
1. f ( t )=c0 + ∑ an cos ( nt )+ bn sin ( nt ) , where, c 0 , an , bn are real constants, and n
n =1
is the frequency
ii. Note that the period may be 2π or some fraction or multiple of 2π
c. WHY DOES THIS WORK?

i.
1. Essentially, we have an inhomogeneous linear ODE of the form: P ( D ) y =f ( t), and
suppose we apply ERF to every term in the series, then, inputs will have responses as
shown
2. The sum of all the input terms gives us an approximation f(t)
ii. Now, since our ODE is linear, via superposition, we can say that our output / response will be the
sum of the response terms on the right, i.e.
∞ ∞
1. f ( t )=c0 + ∑ an cos ( nt )+ bn sin ( nt ) ⇝ c 1 + ∑ a n y (nc ) ( t )+ bn y (ns ) (t)
n =1 n=1
d. PROGRAM FOR SOLVING INHOMOGENEOUS DEs WITH PERIODIC INPUT
1. Find a Fourier series approximation to the input signal
2. The system response is the sum of the response to each sin(nt) and cos(nt) input
ii. The program is useful if we can determine which sums in the terms in the sum are dominant

2. REVIEW THE EXPONENTIAL RESPONSE FORMULA

a. The ERF is a method to find the particular solution to any linear, constant coefficient, differential equations
whose input can be expressed in terms of an exponential function
b. More specifically, we have that the particular solution to the inhomogeneous differential equation
e rt , and
i. P ( D ) y =e rt, is given as, y p= P (r )≠ 0
P(r )
1. Here, P is a polynomial with real and constant coefficients
d
2. D= is the differential operator
dt
3. And r is either a real or complex number
ii. Recall the caveat that if P ( r )=P' ( r )=…=P( k−1 ) ( r ) =0, but P( k ) ( r ) ≠ 0, then a particular
solution to the ODEP ( D ) y =e rt is given as
t k e rt
1. y p= (k) , i.e. we multiply the numerator by t k , and the polynomial is
P (r )
differentiated k times, and as usual, we input r in place of D
c. EXAMPLE
 i.
ii. ( D3 + D+3 ) z=ei 2 t, then by ERF, complex solution is of the form
1.
ei 2 t e2 it 6 i+ 3 cos ( 2 t )+isin (2t )(3+6 i) 3 cos ( 2 t ) −6 sin ⁡(2 t)
=
P (2i) −6 i +3 6 i+ 3 ( = ) 45
=¿ x (t )=
45
2. ( a+ib ) ( a−ib ) =a2 +aib−aib+ b2=a 2+ b2

3. PERIODIC FUNCTION
a. A function, f(t) defined for all real t, is periodic with period P if f(t + P) = f(t), for all t
i. Consider for example, the sine and cosine functions, wherein
1. sin ( t+ 2 π ) =sin ( t ) ,∧cos (t +2 π ) =cos ⁡(t)
2. Thus, the functions sin(t) and cos(t) are periodic with period 2π

b.
i. To construct a periodic function with period P, we divide the real line into intervals of length P
1. We start with any function defined on one interval: [ t 0 , t 0 + P ), and its value is then
copied onto other intervals
2. Thus, the graph consists of copies of the horizontally shifted, width P, graph
c. BASE PERIOD
i. This is the smallest common period of a collection of functions
1.
2π
((
cos ( x ) , cos ( 3 x ) , cos ( 5 x )=cos ( x +2 π ) , cos 3 x +
3 )) ,cos (5( x + 25π ))
2.
π π
( ( )) ( ( ))
cos ( 2 x ) , cos ( 4 x ) ,cos ( 8 x )=cos ( 2 ( x+ π ) ) , cos 4 x+
2
, cos 8 x+
4
3.

cos ( x ) , cos ( 2x ) , cos( 4x )=cos ( x+ 2 π ) , cos( 12 ( x +4 π ) ) , cos( 14 ( x +8 π ))

4. cos ( πx ) ,cos (2 πx ) , cos ( 3 πx )=cos ( π ( x +2) ) ,cos ¿ ¿
ii. The smallest common period is the P with the largest integer coefficient associated with it, since it
is a linear combination of the other periods in the collection

4. FOURIER SERIES
a.
i. The above function is the linear combination 2 sin ( 3t )−4 sin ( 7 t ), and is periodic with period
2π
ii. FOURIER SERIES
1. This is a linear combination of infinitely many functions cos(nt) and sin(nt) as for n = {1,
2, 3, …}, i.e.
a0 ∞
a. f ( t )= + ∑ a cos ⁡(nt )+ bn sin ( nt )
2 n=1 n
2. Notice, that terms of the form: cos ⁡(−nt ) are redundant, and the term sin ( 0 t ) =0
iii. EXAMPLE
∞
1. For a function, g ( t ) =∑ bn sin ( nt ), the definition amounts to saying we have the
n=1
sum of a series, whose nth term is obtained by plugging in the integer n≥1 into the
above expression, i.e.
❑
a. g ( t ) =∑ bn sin ( nt )=b1 sin ( t )+ b2 sin ( 2 t )+ b3 sin (3 t ) +…
n ≥1
❑
b. Notice, that for t = 0, we have: g ( 0 )=∑ bn sin ( n ( 0 ) ) =0
n ≥1
a0 ∞
2. For a function, f ( t ) = + ∑ cos ⁡(nt) , we have
2 i=1
a.
a0 ∞ a0 ∞ n a
f ( π )= + ∑ cos ⁡(nπ)= + ∑ an (−1 ) = 0 −a1 +a 2−a3 + …
2 i=1 2 n=1 2
3. FOURIER COEFFICIENTS
a. The numbers a n ,∧bn , are the Fourier coefficients of f
4. FOURIER COMPONENTS
a0
a. The summands, i.e. ,a cos ( nt ) , bn sin ( nt ), are Fourier components of
2 n
f
iv. EXAMPLE
 1.
b. FOURIER’S THEOREM
i. “Every” periodic function of period 2π “is” a Fourier series, and the Fourier components are
uniquely determined by f
ii. Here, by “every” function, we mean
1. The function is reasonable
a. Piecewise differentiable functions which jump discontinuities are reasonable
b. So too are functions which arise in physical applications
iii. By “is” we mean
1. Suppose f has a jump discontinuity at τ , then the Fourier series may disagree with f at
the point
2. Then, the value of the Fourier series at τ is always the average of the left limit f ¿ , and
the right limit f ¿ , regardless of the actual value of f (τ)
iv. More succinctly, the Fourier series tells us that the functions
1 , cos ( t ) , cos ( 2 t ) , … , sin ( t ) , sin ( 2t ) ,… , form a basis for the vector space of “all”
periodic functions of period 2π

5. CONNECTING TO LINEAR ALGEBRA

a. Suppose we have two vectors v ,∧w ,∈ Rn, then
n
i. v . w=∑ v k wk , this is the dot product, wherein, v k , w k are the k th components of the
k=1
vectors v and w
b. It is possible to similarly define the dot products of two functions
i. Suppose the vectors v ,∧w , are functions from the finite sets

1.
{ 2nπ ,−π + 4nπ , … ,−π + 2nnπ =π }→ R
v : −π +

2π 4π 2 nπ
2. w : {−π + ,−π + , … ,−π + =π }→ R
n n n
ii. Then, the inner product of the functions may be written as
n
2 kπ 2kπ
1. ¿ v , w> ¿ ∑ v −π +
k=1
( n )(
w −π +
n )
2. When we take the continuous limit as n → ∞, then v and w are continuous, real valued
functions defined on the interval ( −π , π ], and the infinite sum becomes an integral
c. INNER PRODUCT
i. Thus, if u(t) and v(t) are real – valued periodic functions with period 2π, then their inner product is
defined as
π
1. ¿ u ( t ) , v ( t )>≔ ∫ u ( t ) v ( t ) dt
−π
ii. The above is the continuous analogue of the dot product for vectors
d. ORTHOGONALITY
 i. Two periodic functions, u(t) and v(t), of period 2π are orthogonal if
π
1. ∫ u ( t ) v ( t ) dt=0
−π
2. The dot product will always be 0 if u(t) and v(t) are distinct
3. The only time we do not get a 0 is when then are identical and then we are essentially
integrating u2(t), and a square is always >0
ii. Per Fourier’s theorem, { 1 , cos ( t ) , cos ( 2 t ) , … , sin ( t ) , sin ( 2t ) , … } is a basis, and hence
every periodic function can be represented as a Fourier series
1. Moreover, distinct functions in the basis are orthogonal
2. This property will enable us to find the Fourier coefficients
π
iii. Notice, that ¿ 1 ,1>≔ ∫ 1 dt =2 π , then we have
−π
π
a. ¿ sin ( t ) , sin ( t )>≔ ∫ sin2 ( t ) dt=?
−π
π
b. ¿ cos ( t ) ,cos ( t ) >≔ ∫ cos2 t dt=?
−π
π π
2 2
2. Adding the two, we obtain: ∫ sin ( t ) +cos (t)dt =∫ 1 dt=2 π , thus, we have
−π −π
a. ¿ sin ( n t ) , sin ( n t )> ¿<cos ⁡(nt ), cos ( nt )> ¿ π , for any positive
integer n
b. The answers are the same because cosines and sines are just horizontal shifts

6. PROOF OF ORTHOGONALITY
a. A

7. FOURIER COEFFICIENT FORMULAS

a. A
b. IDENTIFY THE COEFFICIENTS

i.
1. A

8. MEANING OF THE CONSTANT TERM

a. A

9. THE FOURIER SERIES OF THE SQUARE WAVE

a.