Module 4: Fourier Series

Periodic functions occur frequently in engineering problems. Their representation in terms

of simple periodic functions, such as sine and cosine, which leads to Fourier series(FS).
Fourier series is a very powerful tool in connection with various problems involving partial
differential equations. Applications of Fourier series in solving PDEs are discussed in the
subsequent module. In this module, we shall learn basic concepts, facts and techniques in
connection with 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

Lecture 1 Introduction to Fourier Series

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)

is also periodic. Furthermore, if the infinite series

∑∞
1 nπx nπx
a0 + an cos( ) + bn sin( )
2 L L
n=1

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

We collect some facts concerning even and odd functions.

• The product of two even functions is even.

• The product of two odd functions is even.

• The product of an odd function and an even function is odd.

∫L
• If f (x) is odd (−L ≤ x ≤ L), then −L f (x)dx = 0, if the integral exists.
∫L ∫L
• If f (x) is even (−L ≤ x ≤ L), then −L f (x)dx =2 0 f (x)dx, if the integral exists.

It is easy to verify that

∫ L ∫ L
nπx nπx
sin dx = 0, cos dx = 0, n = 1, 2, . . . ,
−L L −L L

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.

Equations (1)-(3) express an orthogonality condition satisfied by the set of trigonometric

functions {cos x, sin x, cos 2x, sin 2x, . . .}, where L = π.
DEFINITION 4. (Orthogonal functions) A set of functions {fn (x)}∞
n=1 is said to be an
orthogonal with respect to the nonnegative weight function w(x) on the interval [a, b] if
∫ b
fm (x)fn (x)w(x)dx = 0, whenever m ̸= n. (4)
a

We have already seen that the set of trigonometric functions

{1, cos x, sin x, cos 2x, sin 2x, . . .}

is orthogonal on [−π, π] with respect to the weight function w(x) = 1.

Define the norm of f as

[∫ b ]1/2
∥f ∥ := 2
f (x)w(x)dx .
a
MODULE 4: FOURIER SERIES 4

We say that a set of functions {fn (x)}∞

n=1 is an orthonormal system with respect to w(x)
if (4) holds and ∥fn ∥ = 1 for each n. That is,
∫ {
b ̸ n,
0, m =
fm (x)fn (x)w(x)dx = (5)
a 1, m = n.

An infinite series of the form

∑ ∞
1 nπx nπx
a0 + an cos( ) + bn sin( ), (6)
2 L L
n=1

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).

Suppose that f (x) is of the form

1 ∑ nπx
N
nπx
f (x) = a0 + [an cos( ) + bn sin( )]. (7)
2 L L
n=1

Then, the coefficients an and bn are uniquely determined by the formulas

∫
1 L nπx
an = f (x) cos( ) dx, n = 0, 1, . . . , (8)
L −L L
∫
1 L nπx
bn = f (x) sin( ) dx, n = 1, 2, . . . , . (9)
L −L L
REMARK 5.

• 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

The coefficients a0 , an , bn (n = 1, 2, 3, . . .) are known as the Fourier coefficients of f . The

symbol “∼” means “has the Fourier series”.
EXAMPLE 7. Find the FS of
{
−1 −π < x < 0,
f (x) =
1, 0 < x < π.

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).

EXAMPLE 9. Find the FS of the function f (x) = x for −L ≤ x ≤ L.

MODULE 4: FOURIER SERIES 6

Solution. We first compute the Fourier coefficients an for n ≥ 1,

∫ ∫ L
1 L
nπx x nπx L 1 nπx
an = x cos()dx = sin( ) − sin( )dx
L
−L L nπ L −L nπ −L L

L nπx L
= 0+ cos( )
(nπ)2 L −L
= 0, n = 1, 2, 3, . . . .

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

1. Find the FS of the following function:

{ {
0 −2 ≤ x ≤ −1, x2 −1 ≤ x ≤ 0,
(a) f (x) = ; (b) f (x) =
1, −1 < x ≤ 2. 1 + x, 0 < x ≤ 1.

(c) f (x) = | sin x|, −π < x < π.

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