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ADVANCED ENGINEERING MATH

TOPIC: FOURIER SERIES

After completing this course, the student must be able:

1. To understand the Fourier Series/Integral/Transform.
2. To familiarize the different parameters or theorems in Fourier Series.
3. To familiarize the different methods of solutions in Fourier series.
4. To determine the Fourier Transform of the given function.
5. To develop their abilities on how to apply this methods and theorems in particular problems.

I. REVIEW/ HELPFUL REVISION FOR FOURIER SERIES

(This page contains some background information that will help you to better understand this topic on Fourier Series.)
 Properties of Sine and Cosine Graphs
 Periodic Functions
 Continuity Split Functions
 Summation Notation
 Useful Integrals

I.A. Properties of Sine and Cosine Functions

 The Cosine Function
 The function f(x) = cos x is an even function. That is, it is symmetrical about the vertical axis.
 We have: cos(-x) = cos(x)
π

∫ cos θ dθ=0
−π

 The Sine Function

 The function f(x) = sin x is an odd function. That is, it is symmetrical about the origin.
 We have: sin(-x) = -sin(x)
π
 ∫ sin θ dθ=0
−π

 Multiples of π for Sine and Cosine Curves

 Consider the function y = sin x
 From the graph (or using our calculator), we can observe that:
 sin ( nx )=0 for n=0 , 1, 2 ,3 ,… (¿ ,!all integers)
(2 n−1) π
 sin =(−1)n+1 for n=0 , 1 ,2 , 3 , …(¿ ,!all integers)
2
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 Consider the function y = cos x

 cos (2 nπ)=1 for n=0 , 1, 2 , 3 ,...(¿ ,!all integers )
 cos ( 2 n−1 ) π=−1 for n=0 ,1 , 2 ,3 , ...(¿ ,!all integers)
 cos ( nπ )=(−1 )n for n=0 , 1 ,2 , 3 , ...(¿ ,!all integers)

 Periodic Functions
 A function f(t) is said to be periodic with period p if f (t+ p)=f ( t ) for all values of t and if p > 0.
 The period of the function f(t) is the interval between two successive repetitions.
 Examples of Periodic Functions:
(a)f ( t)=sin t .

For f (t)=sint ,
f (t)=f (t +2 π ). The period is 2π.

(b) Saw tooth waveform, period = 2:

For this function, we have:

f (t)=3 t (for−1≤ t<1)
f (t)=f (t +2)[This indicatesit is periodic with period 2.]

(c) Parabolic, period = 2.

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For this function, we have:

f (t)=t 2 ( for 0 ≤t <2)
f (t)=f (t +2)[Indicating it is periodic with period 2.]

(d) Square wave, period = 4.

Period = p = 2L = 4
For this function, we have:
f (t)=−3 for−1≤ t <1∧3 for 1≤ t<3
f (t)=f (t +4 )[The period is 4.]
NOTE: In this example, the period p = 4. We can write this as 2L = 4.
In the diagram we are thinking of one cycle starting at −2 and finishing at 2. For convenience when
integrating later, we let L = 2 and the cycle goes from -L to L.
 Continuity
If a graph of a function has no sudden jumps or breaks, it is called a continuous function.
Examples: sine functions, cosine functions, exponential functions, parabolic functions
Finite discontinuity - a function makes a finite jump at some point or points in the interval.
Examples: square wave function, saw tooth functions
 Split Functions
Much of the behaviour of current, charge and voltage in an AC circuit can be described using split
functions.
Examples of Split Functions
Sketch the following functions:

a . f ( t )={−t if −π ≤ t< 0
t if 0 ≤t < π

t if 0 ≤ t< π
b . f ( t )={
t−π if π ≤t <2 π

2
c. f ( t )={(t + π) if −π ≤ t< 0
¿
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d. f ( t )=¿

I.B SUMMATON NOTATION

 It is important to understand summation notation when dealing with Fourier series.
 Examples
Expand the following and simplify where possible:
3
n
1. ∑ ( n+1 )
n =1
Solution:
3
n 1 2 3 23
∑ ( n+1 )= + + =
2 3 4 12
n =1

5
2. ∑ (2 n−1)
n =1
Solution:
5

∑ (2 n−1)=1+3+5+ 7+9=25
n =1
Notice that (2n – 1) generates odd numbers.
If we want to generate even numbers, we would use 2n.
To generate alternate positive and negative number, use (-1)n+1
(−1)n
So generates ½ , -1/4, 1/6, -1/8,…
2n

5
3. ∑ n2 an
n =1
Solution:
5

∑ n2 an=a 1+ 4 a 2+ 9 a3 +16 a4 + 25 a5
n =1

5
4. ∑ nπt
L
n =1
Solution:
5

∑ nπt
L
πt 2 πt 3 πt 4 πt πt
= +
L L
+
L
+
L
= ( 1+2+3+ 4 )=10
L
πt
L
n =1

I.C. SOME USEFUL INTEGRALS

 These are obtained from integration by parts:
1
∫ t sin nt dt= n2 (sin nt −nt cos nt )
1
∫ t cos nt dt= n2 (cos nt +nt sin nt )
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I.D. INFINITE SERIES - NUMBERS

 A geometric progression is a set of numbers with a common ratio.
Example: 1, 2, 4, 8, 16
 A series is the sum of a sequence of numbers.
Example: 1 + 2 + 4 + 8 + 16
 An infinite series that converges to a particular value has a common ratio less than 1.
Example: 1 + 1/3 + 1/9 + 1/27 + ... = 3/2
 When we expand functions in terms of some infinite series, the series will converge to the function as we
take more and more terms.

I.E. INFINITE SERIES EXPANSIONS OF FUNCTIONS

 We learned before in the Infinite Series Expansions chapter how to re-express many functions (like sin x,
log x, ex, etc.) as a polynomial with an infinite number of terms.
 We saw how our polynomial was a good approximation near some value x = a (in the case of Taylor
Series) or x = 0 (in the case of Maclaurin Series). To get a better approximation, we needed to add more
terms of the polynomial.

II. INTRODUCTION:
 Fourier series are used in the analysis of periodic functions.

Figure 1. A periodic function

 Many of the phenomena studied in engineering and science are periodic in nature e.g. the current and voltage in
an alternating current circuit. These periodic functions can be analyzed into their constituent components
(fundamentals and harmonics) by a process called Fourier analysis.
 Fourier analysis allows us to model periodic phenomena which appear frequently in engineering and elsewhere
—think of rotating parts of machines, alternating electric currents or the motion of planets. Related period
functions may be complicated. Now, the ingenious idea of Fourier analysis is to represent complicated functions
in terms of simple periodic functions, namely cosines and sines. The representations will be infinite series called
Fourier series. This idea can be generalized to more general series and to integral representations.
 We are aiming to find an approximation using trigonometric functions for various square, saw tooth, etc
waveforms that occur in electronics. We do this by adding more and more trigonometric functions together. The
sum of these special trigonometric functions is called the Fourier Series.
 Jean Baptiste Joseph Fourier (1768-1830)
 French physicist and mathematician, lived and taught in Paris, accompanied
Napoléon in the Egyptian War, and was later made prefect of Grenoble.
 The beginnings on Fourier series can be found in works by Euler and by Daniel
Bernoulli, but it was Fourier who employed them in a systematic and general
manner in his main work, Théorie analytique de la chaleur (Analytic Theory of
Heat, Paris, 1822), in which he developed the theory of heat conduction (heat
equation), making these series a most important tool in applied mathematics.
 Fourier was a French mathematician, who was taught by Lagrange and Laplace.
 He almost died on the guillotine in the French Revolution. Fourier was a buddy of
Jean Baptiste Joseph Fourier
Napoleon and worked as scientific adviser for Napoleon's army. (1768 - 1830).
 He worked on theories of heat and expansions of functions as trigonometric series... but these were
controversial at the time. Like many scientists, he had to battle to get his ideas accepted.

III. FOURIER ANALYSIS

 Fourier analysis covers three broad areas:
1. Fourier series
2. Sturm–Liouville expansions (more general orthonormal series), and
3. Fourier integrals and transforms
 The central starting point of Fourier analysis is Fourier series. They are infinite series designed to represent
general periodic functions in terms of simple ones, namely, cosines and sines. This trigonometric system is
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orthogonal, allowing the computation of the coefficients of the Fourier series by use of the well-known Euler
formulas.
 Fourier series are very important to the engineer and physicist because they allow the solution of ODEs in
connection with forced oscillations and the approximation of periodic functions.
 Fourier series are, in a certain sense, more universal than the familiar Taylor series in calculus because many
discontinuous periodic functions that come up in applications can be developed in Fourier series but do not have
Taylor series expansions.
 The underlying idea of the Fourier series can be extended in two important ways. We can replace the
trigonometric system by other families of orthogonal functions, e.g., Bessel functions and obtain the Sturm–
Liouville expansions.
 The second expansion is applying Fourier series to nonperiodic phenomena and obtaining Fourier integrals and
Fourier transforms.
 In a digital age, the discrete Fourier transform plays an important role. Signals, such as voice or music, are
sampled and analyzed for frequencies. An important algorithm, in this context, is the fast Fourier transform. Note
that the two extensions of Fourier series are independent of each other and may be studied in the order
suggested in this chapter or by studying Fourier integrals and transforms first and then Sturm–Liouville
expansions.
 Prerequisite: Elementary integral calculus (needed for Fourier coefficients).

IV. FOURIER SERIES

 Fourier series are infinite series that represent periodic functions in terms of cosines and sines. As such, Fourier
series are of greatest importance to the engineer and applied mathematician. To define Fourier series, we first
need some background material. A function is called a periodic function if is defined for all real x, except possibly
at some points, and if there is some positive number p, called a period of, such that
f ( x + p )=f ( x ) for all x.

Figure III. Periodic function of period p

 The function f ( x )=tan xis a periodic function that is not defined for all real x but undefined for some points
π 3π
(more precisely, countably many points), that is x=± ,± , ⋯ .)
2 2
 The graph of a periodic function has the characteristic that it can be obtained by periodic repetition of its graph in
any interval of length p (Figure III).
 The smallest positive period is often called the fundamental period.
 Familiar periodic functions are the cosine, sine, tangent, and cotangent. Examples of functions that are not
periodic are x , x 2 , x 3 , e x , cosh x ,∧ln x ,to mention just a few.
 Iff (x) has period p, it also has the period of 2p because implies f ( x +2 p )=f ( [ x + p ] + p )=f ( x+ p ) =f ( x ) ,etc.;
thus for any integer n = 1, 2, 3,⋯ ,
f ( x +np )=f ( x ) for all x.
Furthermore, if f (x) and g( x ) have period p, then af ( x ) + bg ( x) with any constant a andb also has period p.
 Our problem in the first few sections will be the representation of various functions of period in terms of the
simple functions
1 , cos x , sin x , cos 2 x ,sin 2 x , ⋯ ,cos nx , sin nx , ⋯ .
 All these functions have the period 2 π . They form the so-called trigonometric system. Figure IIIb shows the
first few of them (except for the constant 1, which is periodic with any period).
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Figure IIIb. Cosine and sine functions having the period 2π

(the first few members of the trigonometric system, except for the constant 1).
 The series to be obtained will be a trigonometric series, that is, a series of the form

(4)a 0+ a1 cos x+ b1 sin x +a2 cos 2 x+ b2 sin2 x +⋯=a0 + ∑ ¿¿

n=1

a 0 , a1 , a2 , b2 , ⋯are constants, called the coefficients of the series.

We see that each term has the period 2π. Hence if the coefficients are such that the series converges, its
sum will be a function of period 2π.
 Expressions such as (4) will occur frequently in Fourier analysis. To compare the expression on the right with that
on the left, simply write the terms in the summation. Convergence of one side implies convergence of the other
and the sums will be the same.
 Now suppose that is a given function of period and is such that it can be represented by a series (4), that is, (4)
converges and, moreover, has the sum f(x). Then, using the equality sign, we write
∞
f ( x )=a0 + ∑ ¿ ¿ (5)
n=1

and call (5) the Fourier series of f ( x) . We shall prove that in this case the coefficients of (5) are the so-called
Fourier coefficients of f (x) , given by the Euler formulas.
π
1
(0) a 0= ∫ f ( x ) dx
2 π −π
π
(6) 1
(a) a n= ∫ f ( x ) cos nx dx n=1 ,2 , ⋯
π −π
π
1
(b) b n= ∫ f ( x ) sin nx dx n=1 ,2 , ⋯
π −π
 The name “Fourier series” is sometimes also used in the exceptional case that (5) with coefficients (6) does not
converge or does not have the sum —this may happen but is merely of theoretical interest.
EXAMPLE 1: Periodic Rectangular Wave
Find the Fourier coefficients of the periodic function in
Fig. 260. The formula is

f ( x )={−k if π < x <0∧f ( x+ 2 π )=f ( x )

k if 0< x < π
Given function f(x)
(Periodic rectangular wave)
(Note: Functions of this kind occur as external forces acting on mechanical systems, electromotive forces in
electric circuits, etc. (The value of f(x) at a single point does not affect the integral; hence we can leave f (x)
undefined at x=0 and x=± π .)
Solution:
 a 0=0
π 0 π
 a n=
1
∫ f ( x ) cos nx dx= 1π
π −π [ ∫ (−k ) cos nx dx +∫ ( k ) cos nx dx
−π 0
]
1 sin nx 0 sin nx π
 a n= −k
π [n −π
+k
n 0 ]
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 a n=0
π 0 π

1
b n= ∫ f ( x ) sin nx dx=
π −π
1
π [∫
−π
(−k ) sin nx dx+∫ ( k ) sin nx dx
0
]
1 cos nx 0 cos nx π
 b n=
π [
k
n −π
+−k
n 0 ]
 Sincecos (−α ) =cos α ∧cos 0=1
k
 b n= ¿
nπ
 Now , cos π =−1 , cos 2 π =1, cos 3 π=−1, etc . ;∈general ,
−1 for odd n ,∧thus 1−cos nπ= 2 for odd n ,
 cos nπ={
1 for even n 0 for even n .
 Hence the Fourier coefficient b n
of our functions are
4k
b 1=
, b =0 ,
π 2
4k 4k
b 3= ,b 4=0, b 5= ,⋯ .
3π 5π
 Since the a n are zero, the Fourier series
of is
4k
¿
π
 The partial sums are
4k
S1 = sin x ,
π
4k
¿ S2= ¿
π
 Their graphs in Fig. IIIc seem to indicate
that the series is convergent and has the
sum f(x), the given function. We notice
that at x=0 and x=π , the points of
discontinuity of f(x) , all partial sums have
the value zero, the arithmetic mean of
the limits of -k and k of our function, at
these points. This is typical. Furthermore, assuming that is the sum of the series and setting, we have
Fig. IIIc. First three partial sums of the corresponding Fourier series

 Furthermore, assuming that f(x) is the sum of the series and setting x= π/2, we have

f ( π2 )=k = 4πk (1− 13 + 15 −+…) .

1 1 1 π
1− + − +−…=
3 5 7 4
 This is a famous result obtained by Leibniz in 1673 from geometric considerations. It illustrates that the values of
various series with constant terms can be obtained by evaluating Fourier series at specific points.

EXAMPLE 2: We will see functions like the following, which approximates a saw-tooth signal:
2 1 2
f ( x )=1+2 sin t−sin 2 t+ sin 3 t− sin 4 t + sin 5 t+ …
3 2 5
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How does it work? As we add more terms to the series, we find that it converges to a particular shape.
Taking one extra term in the series each time and drawing separate graphs, we have:
f (t)=1( first term of the series):

f (t)=1+2 sin t (first 2terms of the series):

f (t)=1+2 sin t−sin 2 t( first 3 terms of the series) :

2
f ( t )=1+2 sin t−sin 2t + sin 3 t
3

2 1
f ( t )=1+2 sin t−sin 2t + sin 3 t − sin 4 t
3 2
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2 1 2
f ( t )=1+2 sin t−sin 2t + sin 3 t− sin 4 t + sin 5 t
3 2 5

 We say that the infinite Fourier series converges to the saw tooth curve.
 That is, if we take more and more terms, the graph will look more and more like a saw tooth. If we could
take an infinite number of terms, the graph would look like a set of saw teeth...

IV.1. FULL RANGE FOURIER SERIES

 The Fourier Series is an infinite series expansion involving trigonometric functions.
 A periodic waveform f(t) of period p = 2L has a Fourier Series given by:
a0 ∞ nπt
∞
nπt
f ( t )= + ∑ a n cos + ∑ bn sin
2 n=1 L n =1 L
a0 πt 2 πt 3 πt πt 2 πt 3 πt
f ( t )= +a1 cos + a2 cos +a3 cos + …+b1 sin +¿ b2 sin +b3 sin +… ¿
2 L L L L L L
where
a nand b n are the Fourier coefficients,
a0
is the mean value, sometimes referred to as the dc level
2

IV.2 FOURIER COEFFICIENTS FOR FULL RANGE SERIES OVER ANY RANGE -L TO L
 If f(t) is expanded in the range -L to L (period = 2L) so that the range of integration is 2L, i.e. half the range of
integration is L, then the Fourier coefficients are given by
L
1
a 0= ∫ f ( t ) dt
L −L
L
1 nπt
a n= ∫ f ( t ) cos dt
L −L L
L
1 nπt
b n= ∫ f ( t ) sin dt
L −L L
where n = 1, 2, 3 …
 NOTE: Some textbooks use
L
1
a 0= ∫ f ( t ) dt
2 L −L
and then modify the series appropriately. It gives us the same final result.

 DIRICHLET CONDITIONS
o Any periodic waveform of period p = 2L, can be expressed in a Fourier series provided that
(a) it has a finite number of discontinuities within the period 2L;
(b) it has a finite average value in the period 2L;
(c) it has a finite number of positive and negative maxima and minima.
o When these conditions, called the Dirichlet conditions, are satisfied, the Fourier series for the function f(t)
exists.
o Each of the examples in this chapter obey the Dirichlet Conditions and so the Fourier Series exists.

EXAMPLE

Sketch the function for 3 cycles:

0 if −4 ≤ t<0
f ( t )={
5 if 0 ≤ t< 4
f ( t )=f (t +8)
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Find the Fourier series for the function.

Solution:
o The sketch of the function:

o We need to find the Fourier coefficients a0, an and bn before we can determine the series.
L
a0 1
¿ ∫ f ( t ) dt
L −L
4
1
¿ ∫ f ( t ) dt
4 −4
0 4
1
¿ ∫ ( 0 ) dt+∫ (5)dt
4 −4 0
1
¿ ¿
4
1
¿ (20)
4
a0 =5
o Note 1: We could have found this value easily by observing that the graph is totally above the t-axis and
finding the area under the curve from t = 4 to t = 4. It is just 2 rectangles, one with height 0 so the area
is 0, and the other rectangle has dimensions 4 by 5, so the area is 20. So, the integral part has value 20;
and 1/4 of 20 = 5.
o Note 2: The mean value of our function is given by a 0/2. Our function has value 5 for half of the time and
value 0 for the other half, so the value of a0/2 must be 2.5. So a0 will have value 5.
o These points can help us check our work and help us understand what is going on. However, it is good to
see how the integration works for a split function like this.
L
an 1 nπt
¿ ∫ f ( t ) cos dt
L −L L
4
1 nπt
¿ ∫ f ( t ) cos dt
4 −4 4
0 4
1 nπt nπt
¿ ∫ ( 0 ) cos dt+∫ (5) cos dt
4 −4 4 0 4
1
¿ ¿
4
1 4
¿ x5 x ¿¿
4 nπ
5
¿ ¿
nπ
5
¿ (sin nπ−0)
nπ
an ¿0

L
bn 1 nπt
¿ ∫ f ( t ) sin dt
L −L L
4
1 nπt
¿ ∫ f ( t ) sin dt
4 −4 4
0 4
1 nπt nπt
¿ ∫ ( 0 ) sin dt +∫ (5)sin dt
4 −4 4 0 4
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1
¿ ¿
4
1 4
¿− x 5 x ¿ ¿
4 nπ
5
¿− ¿
nπ
5
bn ¿− (cos nπ−1)
nπ

At this point, we can substitute this into our Fourier Series formula:
a0 ∞ nπt
∞
nπt
f (t ) ¿ + ∑ an cos +¿ ∑ b n sin ¿
2 n=1 L n=1 L
∞ ∞
5 nπt −5 nπt
¿ + ∑ (0)cos + ¿∑ ( cos nπ −1 ) sin ¿
2 n =1 4 n=1 nπ 4
∞
5 1 nπt
¿ 2.5− ∑ ( cos nπ−1 ) sin
π n=1 n 4

o Now, we substitute n = 1, 2, 3,... into the expression inside the series:

1
n ¿
n
1
1 ¿
1
1
2 ¿
2
1
3 ¿
3
1
4 ¿
4
1
5 ¿
5
1
6 ¿
6
1
7 ¿
7
o Now we can write out the first few terms of the required Fourier Series:

a0 ∞ nπt
∞
nπt
f (t ) ¿ + ∑ an cos +¿ ∑ b n sin ¿
2 n=1 L n=1 L
∞ ∞
5 nπt −5 nπt
f (t ) ¿ + ∑ (0)cos + ¿∑ ( cos nπ −1 ) sin ¿
2 n =1 4 n=1 nπ 4
5
f (t ) ¿ 2.5− ¿
π
10
¿ 2.5+ ¿
π

Alternative approach:
 Alternatively, we could observe that every even term is 0, so we only need to generate odd terms. We could have
expressed the bn term as:
5
b n ¿− ¿
nπ
5
¿− ( (−1 )n−1)
nπ
10
¿− n odd ,(0 if n is even)
nπ
 To generate odd numbers for our series, we need to use:
10
bn ¿ n=1 , 2 ,3
( 2n−1 ) π
 We also need to generate only odd numbers for the sine terms in the series, since the
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even ones will be 0.
 So the required series this time is:
a0 ∞ nπt
∞
nπt
f (t)
¿ + ∑ an cos + ∑ b n sin
2 n=1 L n=1 L
∞ ∞
5 nπt
¿ + ∑ (0)cos +∑ ¿ ¿ ¿ ¿
2 n =1 4 n=1
∞
10
¿ 2.5+ ∑¿¿
π n=1
 The first four terms series are once again:
10
f (t) ¿ 2.5+ ¿
π
[NOTE: Whichever method we choose, n must take values 1, 2, 3, ... when we are writing out the series using
sigma notation.]

What have we done?

 We are adding a series of sine terms (with decreasing amplitudes and decreasing periods) together.
The combined signal, as we take more and more terms, starts to look like our original square wave

 If we graph many terms, we see that our series is producing the required function. We graph the first 20 terms:
20
10 1 ( 2 n−1 ) πt
2.5+ ∑ sin
π n=1 2 n−1 4
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IV.3. FOURIER SERIES OF EVEN AND ODD FUNCTIONS

 In some of the problems that we encounter, the Fourier coefficients a o, an or bn become zero after integration.
 Finding zero coefficients in such problems is time consuming and can be avoided. With knowledge of even and
odd functions, a zero coefficient may be predicted without performing the integration.

VI.3.A. EVEN FUNCTIONS

 Recall: A function y = f(t) is said to be even if f(-t) = f(t) for all values of t. The graph of an even
function is always symmetrical about the y-axis (i.e. it is a mirror image).
 Example of an Even Function
f (t)=2 cos πt

 Fourier Series for Even Functions

o For an even function f(t), defined over the range -L to L (i.e. period = 2L), we have the following
handy short cut.
o Since
L
1 nπt
b n= ∫ f ( t ) sin dt
L −L L
and
f (t) is even,
it means the integral will have value 0. (See Properties of Sine and Cosine Graphs.)
o So, for the Fourier Series for an even function, the coefficient bn has zero value:
bn = 0
o So, we only need to calculate a0 and an when finding the Fourier Series expansion for an even
function f(t):
L L
1 1 nπt
a 0= ∫ f ( t ) dt a n= ∫ f ( t ) cos dt
L −L L −L L
o An even function has only cosine terms in its Fourier expansion:
a0 ∞ nπt
f ( t )= + ∑ a n cos
2 n=1 L
VI.3.B ODD FUNCTIONS
o Recall: A function y = f(t) is said to be odd if f(-t) = - f(t) for all values of t. The graph of an odd function
is always symmetrical about the origin.
o Example of an Odd Function
f (t)=sint
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o Fourier Series of Odd Function

o For an odd function f(t) defined over the range -L to L (i.e. period = 2L), we find that an = 0 for
all n.
o Since
L
1
a n= ∫ f ( t ) cos nπt
L −L L
dt

o The zero coefficients in this case are: a0 = 0 and an = 0.

L
1 nπt
b n= ∫ f ( t ) sin dt
L −L L
∞
nπt
f ( t )=∑ bn sin
n =1 L
o An odd function has only sine terms in its Fourier expansion

o Exercise 1
o Find the Fourier Series for the function for which the graph is given by:

o First, we need to define the function:

f ( t )= −3 if −π ≤ t< 0
{ 3 if 0 ≤t < π }
o We can see from the graph that it is periodic, with period 2 π . So f (t)=f (t +2 π ).
o Also, L=π .
o We can also see that it is an odd function, so we know a0 = 0 and an = 0. So, we will only need
to find bn.
o Since L = π, the necessary formulae become:

∞
f (t)
= ∑ bn sin nt
n =1
bn 1
π

= ∫ f ( t ) sin nt dt
π −π
Now
π
bn 1
= ∫ f ( t ) sin nt dt
π −π
1
= ¿
π
3
= ¿
π
3
¿ ¿
πn
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3
¿ ¿
πn
6
¿ ¿
πn
12
= n odd
πn
¿ 0 n even
o We could write this as:
12
bn ¿ n=1 , 2 ,3. .
π (2n−1)
o So the Fourier series for our odd function is given by:
∞
f (t) ¿ ∑ b n sin nt
n=1
∞
12
¿∑ sin(2 n−1)t
n=1 π (2 n−1)
∞
12 sin ( 2 n−1 ) t
¿ ∑
π n=1 (2 n−1)
o NOTE: Since bn is non-zero for n odd, we must also have odd multiples of t within the sine expression (the
even ones are multiplied by 0, so will be 0).
o Checking, we take the first 5 terms:
∞
12 sin ( 2 n−1 ) t
∑
π n=1 (2n−1)
12
¿ ¿
π

 We see that the graph of the first 5 terms is certainly approaching the shape of the graph that was in the
question. We can be confident we have the correct answer.

VI.4. HALF RANGE FOURIER SERIES

 If a function is defined over half the range, say 0 to L, instead of the full range from -L to L, it may be expanded
in a series of sine terms only or of cosine terms only. The series produced is then called a half range Fourier
series.
 Conversely, the Fourier Series of an even or odd function can be analysed using the half range definition.
 Even Function and Half Range Cosine Series
o An even function can be expanded using half its range from
• 0 to L or
• -L to 0 or
• L to 2L
o That is, the range of integration = L. The Fourier series of the half range even function is given by:
ao ∞ nπt
f ( t )= + ∑ a cos
2 n=1 n L
for n = 1, 2, 3, …, where
L
2
a 0= ∫ f ( t ) dt
L 0
b n=0
 In the figure below, f(t) = t is sketched from t = 0 to t = π.
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 An even function means that it must be symmetrical about the f (t) axis and this is shown in the following
figure by the broken line between t=−π and t=0 .

 It is then assumed that the "triangular wave form" produced is periodic with period 2π outside of this
range as shown by the red dotted lines.

Example

f ( t )={−t if −π ≤ t< 0
t if 0 ≤t < π
and f(t) is periodic with period 2π.
a) Sketch the function for 3 cycles.
b) Find the Fourier trigonometric series for f(t), using half-range series.
Solution:
a. Sketch

b. Since the function is even, we have bn = 0.

In this example, L = π.
a0 2
L
¿ ∫ f ( t ) dt
L 0
π
2
¿ ∫ t dt
L 0
2 t2 π
¿ [ ]
L 2 0
2 π2
¿
L 2
¿π
To find an, we use a result from before:
1
∫ t cos nt dt= n2 ¿ ¿¿
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we have
L
a n ¿ 2 ∫ f ( t ) cos nπt dt
L 0 L
π
2
¿ ∫ t cos nt dt
π 0
2
¿ ¿
π
2
¿ 2¿
πn
2
¿ 2¿
πn
2
¿ 2¿
πn
When n is odd, the last line gives us
−4
π n2
When n is even, the last line equals 0.
For the series, we need to generate odd values for n. We need to use (2n - 1) for n = 1, 2,
3,...
So we have:
f (t) a0 ∞ nπt
¿ + ∑ a cos
2 n=1 n L
∞
π 4 cos ( 2 n−1 ) t
¿ − ∑
2 π n=1 (2n−1)2
π 4
¿ − ¿
2 π
Check: The graph for the first 40 terms:

IV.5. HARMONIC ANALYSIS

 Recall the Fourier series (that we met in Full Range Fourier Series):
a0 ∞ ∞
f ( t ) ¿ + ∑ an cos nt +¿ ∑ bn sin nt ¿
2 n=1 n=1
a0
¿ + a1 cos t+ a2 cos 2t +a3 cos 3 t+ …+¿ b1 sin t+ b2 sin 2 t+ b3 sin3 t +… ¿
2

 We can re-arrange this series and write it as:

a0
f (t ) ¿ +¿¿
2

 The term (a 1 cos t +b1 sin t) is known as the fundamental.

 The term (a 2 cos 2 t+ b2 sin 2t) is called the second harmonic.
 The term(a 3 cos 3 t +b3 sin 3 t) is called the third harmonic, etc.

VII.5.A. ODD HARMONICS

 The Fourier series will contain odd harmonics if f (t+ π )=−f (t ).
 Example
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VII.5.B. EVEN HARMONICS

 The Fourier series will contain even harmonics if f (t+ π )=f (t).
 (That is, it has period π .)

 Example
Determine the existence of odd or even harmonics for the following functions.
π
−t− if −π ≤t <0
2
f ( t )={
π
t− if 0 ≤ t< π
2

f ( t )=f (t +2 π )
Solution

We can see from the graph that f (t+ π )=−f (t ).

For example, we notice that f(2) = 0.4, approximately. If we now move π units to the right (or about 2 +
3.14 = 5.14),
we see that the function value is
f(5.14) = -0.4.
That is, f(t + π) = - f(t).
This same behaviour will occur for any value of t that we choose.
So the Fourier Series will have odd harmonics.

Music Examples
1. Harmonics and Sound
 When we listen to different musical instruments playing the same note, they sound different to us
because of the different combinations of harmonics contained in the note.
 For example, if a flute and a violin both play G above middle C, the harmonic spectrum is quite different.
 G has a frequency of 392 Hz and the harmonics are all multiples of this fundamental frequency (or about
800 Hz, 1200 Hz, 1600 Hz, etc).
 Harmony (2 or more notes sounding at the same time) works because of harmonics (look for the chord
GBD contained within the harmonics of the note G).
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 You can see the relative values of the harmonics in the following sound spectrum images of a flute and a
violin playing G4.

V. FOURIER INTEGRAL:
 Fourier series are powerful tools for problems involving functions that are periodic or are of interest on a finite
interval only.
 Many problems involve functions that are nonperiodic and are of interest on the whole x-axis, we ask what can
be done to extend the method of Fourier series to such functions. This idea will lead to “Fourier integrals.”
 In Example 1 we start from a special function of period 2L and see what happens to its Fourier series if we let
Then we do the same for an arbitrary function of period 2L. This will motivate and suggest the main result of this
section, which is an integral representation given in Theorem 1 below.
 Example 1: Rectangular Wave
o Consider the periodic rectangular wave of period given by
0 if −L< x ←1
f L ( x )={ 1 if −1< x <1
0 if 1< x < L
o The left part of Fig. below shows this function for as well as the nonperiodic function f(x), which we
obtain from if we let L →∞
f ( x )= lim f L ( x )={1 if −1< x <1
L→ ∞ 0 otherwise

o We now explore what happens to the Fourier coefficients of f L as L increases. Since fL is even, for all n.
For the Euler formulas (6), Sec. 11.2, give
nπ
1 1 1 ) sin(
1 1 1 nπx 2 nπx 2 L
a 0= ∫ dx= , an= ∫ cos dx= ∫ cos dx=
2 L −1 L L −1 L L0 L L nπ / L
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o This sequence of Fourier coefficients is called the amplitude spectrum of f L because ¿ a n∨¿ is the

maximum amplitude of the wave a n cos ( nπxL ).

o Figure shows this spectrum for the periods 2L = 4, 8, 16.
o We see that for increasing L these amplitudes become more and more dense on the positive w n-axis,
nπ
where w n=
L
2sin wn
o Indeed, for 2L = 4, 8, 16, we have 1, 3, 7 amplitudes per “half-wave” of the function (dashed in
L wn
the figure).
o Hence for 2L = 2k we have 2k-1 – 1 amplitudes per half-wave, so that these amplitudes will eventually be
everywhere dense on the positive w n-axis (and will decrease to zero).
o The outcome of this example gives an intuitive impression of what about to expect if we turn from our
special function to an arbitrary one.

Waveforms and amplitude spectra

V. FOURIER TRANSFORM:
 we’ll be interested in signals defined for all t
 the Fourier transform of a signal f is the function
∞
F ( ω )= ∫ f ( t ) e− jωt dt
−∞

 F is a function of a real variable ω; the function value F (ω) is(in general) a complex number
∞ ∞
F ( ω )= ∫ f ( t ) cos ωt dt− j ∫ f (t ) sin ωt dt
−∞ −∞
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 ¿ F (ω)∨¿ is called the amplitude spectrum of f; ∠ F (ω) is the phase spectrum of f
 notation: F=F (f ) means F is the Fourier transform of f; as for Laplace transforms we usually use upper case
letters for the transforms (e.g., x(t) and X(ω), h(t) and H(ω),etc.)
 Laplace transform of f
∞
F ( s ) =∫ f ( t ) e− st dt
0
 Fourier transform of f
∞
G ( ω ) =∫ f ( t ) e− jωt dt
−∞
 Very similar definitions, with two differences:
• Laplace transform integral is over 0≤ t<∞; Fourier transform integral is over −∞ <t<∞
• Laplace transform: s can be any complex number in the region of convergence (ROC); Fourier
transform: jω lies on the imaginary axis therefore,
• if f(t)=0 for t<0,
– if the imaginary axis lies in the ROC of L(f), then
G(ω)=F( jω) ,
i.e., the Fourier transform is the Laplace transform evaluated on the imaginary axis
– if the imaginary axis is not in the ROC of L(f), then the Fourier transform doesn’t exist, but the
Laplace transform does (at least, for all s in the ROC)
• if f(t) ≠ 0 for t<0, then the Fourier and Laplace transforms can be very different

V.1. Fourier Cosine and Sine Transforms

 An integral transform is a transformation in the form of an integral that produces from given functions
new functions depending on a different variable.
 One is mainly interested in these transforms because they can be used as tools in solving ODEs, PDEs,
and integral equations and can often be of help in handling and applying special functions.
V.1.A Fourier Cosine Transform
o The Fourier cosine transform concerns even functions
∞ ∞
2
f ( x )=∫ A ( w ) cos wx dw , where A ( w )= ∫ f ( v ) cos wv dv .
0 π 0
2
o Namely, we set,

for A(w) , we have

A ( w )=
√ f (w)where c suggests “cosine.” Then, writing v=x in the formula
π c

∞
2
f c ( w )=

and
√ ∫ f ( x ) cos wx dx (1 a)
π 0

∞
2
√
f ( x )= ∫ f c ( w ) cos wx dw(1b)
π 0

o Formula (1a) gives from f (x) a new function f c ( w ), called the Fourier cosine transform of
f(x). Formula (1b) gives us back f ( x ) from f c ( w )and we therefore call f ( x )the inverse Fourier
cosine transform of f c ( w ) .
o The process of obtaining the transform f c from a given f is also called the Fourier cosine
transform or the Fourier cosine transform method.
V.1.B Fourier Sine Transform
2
o we set, B (w)=
transform, of given by
√ f ( w)where s suggests “sine.” Then, writing v=x , the Fourier sine
π S

∞
2
f s (w)=
√ ∫ f ( x ) sin wx dx (2 a)
π 0
o and the inverse Fourier sine transform of f s ( w ) ,given by
∞
2
f ( x )=
√ ∫ f ( w ) sin wx dw (2 a)
π 0 s
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o The process of obtaining from is also called the Fourier sine transform or the Fourier sine
transform method.
o Other notations are

and for the inverses of , respectively.

Example: Fourier Cosine and Fourier Sine Transforms

Find the Fourier cosine and Fourier sine transforms of the function
k if 0< x< a
f ( x )={
0 if x >a
Solution:
a
2 2 sin aw
f c ( w )=
√ k ∫ cos wx dx=
π 0
a
π
k(
√
w
)

2 2 1−cos aw
f s (w)=
√ k ∫ sin wx dx=
π 0 π√k(
w
)

This agrees with formulas 1 in the first two tables where k=1.
Note that for f (x)=k=const (0< x ∞ ¿ ,these transforms do not exist. Why?

Tables of Transforms
Table I. Fourier Cosine Transforms

Table II. Fourier Sine Transforms

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V.1.B Linearity, Transforms of Derivatives

o If is absolutely integrable on the positive x-axis and piecewise continuous on every finite
interval, then the Fourier cosine and sine transforms of f exist.
o Furthermore, if f and g have Fourier cosine and sine transforms, so does for any constants a
and b, and by (1a)
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References:
o Kreyszig, Erwin, Advanced Engineering Mathematics, 10th Edition, John Wiley and
Sons,Inc.,2011(pdf)
o O’Neil, Peter V, Advanced Engineering Mathematics, 7th Edition, Cengage Learning, © 2012