TT FourierSeries PDF

Fourier Series
Ching-Han Hsu
© 2012, Ching-Han Hsu, Ph.D.

Periodic Function
• A function f(x) is called periodic, if it is
defined for every x in the domain of f and if
there is some positive number p such that
f(x+p)= f(x)
• The number p is called a period of f(x).
• If a periodic function f has a smallest
period p, this is often called the
fundamental period of f(x).

Periodic Function
f(x)
x
p

Periodic Function
• For any integer n,
f(x+np) = f(x), for all x
• If f(x) and g(x) have period p, then so does
h(x) = af(x) + bg(x),
a and b are constants.

Trigonometric Functions
• Consider the following periodic functions
with period 2π: 1, sin x, cos x, sin2x,
cos2x, …, sin nx, cos nx, …

Trigonometric Series
• The trigonometric series is of the form
a0 1  a1 cos x  b1 sin x  a2 cos 2 x  b2 sin 2 x 

 a0 1   an cos nx  bn sin nx
n 1
a0, a1, a2, a3, …, b1, b2, b3, … are real

constants and are called the coefficients of
the series.
• If the series converges, its sum will be a
function of period 2π.
Fourier Series
• Assume f(x) is a periodic function of
period 2π that can be represented by the
trigonometric series:

f x   a0 1   an cos nx  bn sin nx
n 1
That is, we assume that the series

converges and has f(x) as its sum.
• Question: how to compute the coefficients?
Properties of Trigonometric
Functions
• Recall some basic properties of
trigonometric functions
 
 cos nxdx    1 cos nxdx  0
 
 
 sin nxdx    1 sin nxdx  0
 

 cos mx sin nxdx

1  1 
  sin n  mxdx   sin n  mxdx  0
2  2 
Properties of Trigonometric
Functions

 sin mx sin nxdx

1  1   nm
  cosn  m xdx   cosn  m xdx  
2  2  0 nm

 cos mx cos nxdx

1  1   nm
  cosn  m xdx   cosn  m xdx  
2  2  0 nm

Determination of the Constant
Term a0
• Integrating both sides from – to :
  
  f x dx    a   a
 
0
n 1
n cos nx  bn sin nxdx
 2a0

  f xdx
1
a0 
2 

Determination of the Coefficients an
of the Cosine Term
• Multiply by cosmx with fixed positive integer
and then integrate both sides from – to :

  f x cos mxdx

 

  a0   an cos nx  bn sin nx cos mxdx

 n 1 
 am
1 
am   f x cos mxdx
 
Determination of the Coefficients bn
of the Sine Term
• Multiply by sinmx with fixed positive integer
and then integrate both sides from – to :

  f x sin mxdx

 

  a0   an cos nx  bn sin nx sin mxdx

 n 1 
 bm
1 
bm   f x sin mxdx
 
Summary

f x   a0   an cos nx  bn sin nx
n 1
1 
a0   f x dx
2 
1 
an   f x cos nxdx
 

f x sin nxdx
1
bn 
  
Fourier Series: Square Wave
• Ex. Find the Fourier coefficients of the
periodic function f(x)
 k   x  0
f x    , f x  2   f x 
k 0  x  

1  1  0 

 
2  2   0 
a0  f x dx   kdx  kdx

1
 k  k   0
2 Q: Is f(x) even or odd?!
1 
an   f x  cos nxdx
 
1 0 

 
  
 k cos nxdx   k cos nxdx
0 

1  k 
0
k
  sin nx  sin nx   0
  n  n 0
 © 2012, Ching-Han Hsu, Ph.D.

f  x sin nxdx
1
bn  
  
1 0 

   0
  k sin nxdx  k sin nxdx


1 k 0
k 
  cos nx  cos nx 
  n  n 0 cos n   cosn 
1 k 
  1  cos n   cos n  1
k
 n n 
2 n  1,3, 

2k
1  cos n  1  cos n  
n 0 n  2,4, 
4k 4k 4k
b1  , b2  0, b3  , b4  0, b5  ,
 3 5

f ( x)  a0   an cos nx  bn sin nx
n 1


2k
1  cos n sin nx
n 1 n
4k  1 1 
  sin x  sin 3 x  sin 5 x  
  3 5 
• Consider the series expansion of finite
sine terms:
4k
S1  sin x

4k  1 
S2   sin x  sin 3x 
  3 
4k  1 1 
S3   sin x  sin 3 x  sin 5 x 
  3 5 
Representation by Fourier Series
• Thm. If a periodic function f(x) with period
2 is peicewise continuous in the interval
-≦x≦ and has a left-hand derivative and
right-hand derivative at each point of that
interval, then Fourier series of f(x) is
convergent. Its sum is f(x), except at a
point of x0 at which f(x) is discontinuous
and the sum of the series is the average of
the left- and right-hand limits of f(x) at x0.
Representation by Fourier Series
1
 f 1  0  f 1  0
2

Functions of Any Period p=2L
• A function f(x) of period p=2L has a Fourier
series 
 2 2 
f x   a0    an cos nx  bn sin nx 
n 1  2L 2L 

 n n 
 a0    an cos x  bn sin x
n 1  L L 
f x dx
1 L
a0  
2L L
n  1,2,3,
nx nx
an   f x  cos bn   f x sin
1 L 1 L
dx dx
L L L L L L
Fourier Series: Periodic Square Wave
• Ex. Find the Fourier series of the function
0  2  x  1

f x   k  1  x  1 , p  2 L  4, L  2
0 1  x  2


a0   f x dx   kdx 
1 2 1 1 k
4 2 4 1 2
nx nx
an   f x  cos
1 2 1 1
dx   k cos dx
2 2 2 2 1 2
n n
1
k 2k
 sin x  sin
n 2 1 n 2
2k 2k
an  , n  1,5,9, an   , n  3,7,11,
n n
nx nx
bn   f x sin
1 2 1 1
dx   k sin dx
2 2 2 2 1 2
k n k n n
1
k
 cos x  cos  cos 
n 2 1 n 2 n 2
k n k n
 cos  cos 0
n 2 n 2
k 2k   1 3 1 5 
f ( x)    cos x  cos x  cos x  
2   2 3 2 5 2 
k=5

Fourier Series: Half-wave Rectifier
• Ex. A sinusoidal voltage Esinwt, is passed
through a half-wave rectifier that clips the
negative portion of the wave. Find the
Fourier series of the resulting periodic
function:
 0 Lt 0 2 
u t    , p  2L  ,L 
 E sin wt 0  t  L w w

w w w w
bn    u t sin nwtdt   E sin wt sin nwtdt
 w  0
Ew w
  cos1  n wt  cos1  n wt dt
2 0

Ew  sin 1  n wt sin 1  n wt  w
  
2  1  n w 1  n w  0
E  sin 1  n  sin 1  n  
  
2  1  n  1  n  
E
 n 1 sin 1  n    cos1  n 
2 lim  lim 
 0 n  2,3,4, 
n 1 1  n n 1 1
sin 1  n    cos1  n 
d
dn © 2012, Ching-Han Hsu, Ph.D.
Fourier

Series: Half-wave

Rectifier
w w
a0  
w
 u t dt   w E sin wtdt
2 
w 2 0

E E w
 cos wt  cos   cos 0  E
2 0 2 
w w w w
an    u t  cos nwtdt   E sin wt cos nwtdt
 w  0

Ew
  sin 1  n wt  sin 1  n wt dt
w
2 0

Ew  cos1  n wt cos1  n wt  w
    
2  1  n w 1  n w  0 © 2012, Ching-Han Hsu, Ph.D.
E 1  cos1  n  1  cos1  n  
an    
2  1  n  1  n  
 0 n  1,3,5, 
E  2 2 

   n  2,4,6, 
 2  1  n  1  n  
 0 n  1,3,5, 
  2E

n  2,4,6, 
 n  1n  1
2E  1 
ut    sin wt 
E E 1
 cos 2wt  cos 4wt 
 2   1 3 3 5 
k=5  =1

Even and Odd Functions
• A function e(x) is even, if e(-x)=e(x).
• A function o(x) is odd, if o(-x)=-o(x).
e x  o x 

Even and Odd Functions: Facts
• If e(x) is an even function, then
 exdx  2 exdx
L L
L 0
• If o(x) is an odd function, then
 ox dx  0
L
L
• The product of an even and an odd

function is odd
e x o x   ex ox 
Fourier Cosine Series
• Thm. The Fourier series of an even
function of period 2L is a Fourier cosine
series 
n
f x   a0   an cos x
n 1 L
with coefficients
f x dx   f x dx
1 L 1 L
a0  
2L L L 0
nx nx
an   f x  cos dx   f x cos
1 L 2 L
dx
L L L L 0 L
Fourier Sine Series
• Thm. The Fourier series of an odd
function of period 2L is a Fourier sine
series 
n
f  x    bn sin x
n 1 L
with coefficients
nx nx
bn   f x sin dx   f x sin
1 L 2 L
dx
L L L L 0 L

Fourier Series: Sum of Functions
• Thm. The Fourier coefficients of a sum
f1+f2 are the sums of the corresponding
Fourier coefficients of f1 and f2.

4k  1 1 
f ( x)   sin x  sin 3x  sin 5 x  
  3 5 
4k  1 1 
f ( x)  k   sin x  sin 3x  sin 5 x  
*
  3 5 

Sawtooth Wave
f x   x   ,    x   , f x  2   f x 
f  f1  f 2  f1 x   x, f 2 x   
Sawtooth Wave
• Since f1 is odd, an=0 for n=1,2,3,… and
nx
f  x sin
2 L
bn 
L  0
1
L
dx
 
xd  cos nx
2 2
 
 x sin nxdx 
0 n 0


x cos nx    cos nxdx
2 2

n 0 n 0

2 2 2
  cos n  2 sin nx   cos n
n n 0 n
 
f1 x    bn sin nx    cos n sin nx
2
n 1 n 1 n © 2012, Ching-Han Hsu, Ph.D.
Sawtooth Wave
 
f x     2 sin x  sin 2 x  sin 3x   
1 1
 2 3 
 f1 x   f 2 x 

Half-Range Expansion
• In some applications, we often need to
employ a Fourier series for a function f(x)
that is given only on some interval, say
0≦x≦L.
Suppose that we have a choice!! We can

use even or odd periodic expansion.
Half-Range Expansion
• If we apply even periodic extension, we
obtain a Fourier cosine series:
• If we apply odd periodic extension, we

obtain a Fourier sine series:

Triangle Function: Half-Range Expansion
• Ex. Find the two half-range expansion of
the triangle function
 2k L
 L x 0 x
f x    2
 L  x 
2k L
xL
L 2

Triangle Function: Half-Range Expansion
Even Expansion
Odd Expansion

Triangle Function: Even Periodic Expansion
 2k L
e f  x dx  e f  x dx
1 L 2 L  
 
 L x 0 x
a0  f x    2
 L  x 
2k L
2L L 2L 0 L 2
xL
1  2k L / 2 
   xdx 
2k L
  L  x dx
L L 0 L L/2 
1 k L k L  k
 2 2
       
L  L  2  L  2   2
nx nx
an   e f x  cos dx   e f x  cos
1 L 2 L
dx
L L L L 0 L
2  2k L / 2 nx nx 
   x cos dx 
2k L
  L  x  cos dx
L L 0 L L L/2 L 
nx nx nx
L/2
L/2 L L L/2
0 x cos L dx  n x sin L 0  n 0 sin L dx
L2 n L2  n 
 sin  2 2  cos  1
2n 2 n  2 
nx
L / 2 L  x cos L dx
L
nx nx
L
L
L  x sin L L

n L L/2

n L / 2 sin L dx
 L2 n  L2  n 
  sin   2 2  cos n  cos 
 2 n 2  n  2 
4k  n 
an  2 2  2 cos  cos n  1
n  2 
 16 k
a1  0, a2  2 2 , a3  0, a4  0, a5  0
2
 16 k  16 k
a6  2 2 , a10  2 2 ,
6 10 
an  0, n  2,6,10,14,
k  16k  1 2 6 10 
f x  
1 1
 2  2 cos x  2 cos x  2 cos x  
2  2 L 6 L 10 L 

Triangle Function: Odd Periodic Expansion
nx nx
bn   o f  x sin dx   o f x sin
1 L 2 L
dx
L L L L 0 L
8k n
 2 2 sin
n 2
8k  1  3 5 
f x   2  2 sin x  2 sin
1 1
x  2 sin x   
 1 L 3 L 5 L 

Triangle Function: Odd Periodic Expansion

Forced Oscillations
• Consider the forced oscillation of
a body of mass m on spring of
modulus are governed by the
equation
myt   cyt   kyt   r t 
where y(t) is the displacement
from rest, c the damping
constant, and r(t) the external
force depending on time t.

Forced Oscillations
• The electric analog to the spring is RLC-
circuit:
LI t   RI t   I t   Et 
1
C

Forced Oscillations
• Ex. Let m=1(g), c=0.02(g/s), k=25(g/s2), so
yt   0.02 yt   25 y t   r t 
that
where r(t) is measured in g‧㎝/s2. Let

 
 t  2   t  0
r t    , r t  2   r t 

 t  0t 
 2
Find the steady-state solution y(t).
yh t   Ae 0.01t
cos 5t  Be 0.01t
sin 5t
t    yh t   0
Forced Oscillations
The Fourier series of r(t) is
41 
r t    2 cos t  2 cos 3t  2 cos 5t  
1 1
 1 3 5 
Now we the following linear differential

equation yt   0.02 yt   25 yt 

 r t    cos2k  1t
4
k 1 2k  1 
2
Forced Oscillations
The steady-state (particular) solution yn(t)
corresponding to the sinusoidal input
cos(2k-1)t=cosnt can be computed using
the method of undetermined coefficients
yn t   An cos nt  Bn sin nt
An 

4 25  n
, Bn 
2

0.08
n D
2
nD
 
D  25  n  0.02 n 
2 2 2
y p t   y1 t   y2 t   y3 t   
Forced Oscillations
Let us find the amplitude Cn  A B
2
n
2
n
We have
C1  0.0530
C3  0.0088
C5  0.5100
C7  0.0011
C9  0.0003
Parseval’s Theorem

Fourier Series Formulae

 n n 
f x   a0    an cos x  bn sin x
n 1  L L 
1 L
 
2 L  L
a0  f x dx
nx
an   f x  cos
1 L ,
dx
L L L
nx
bn   f x sin
1 L
dx
L L L
Parseval’s Theorem
• Show that:
 

1 L
  f x  dx  2a0   an  bn
2 2 2 2
L L n 1
 
 m m 
f x   a0    am cos
2
x  bm sin x 
 m 1  L L 
 
 n n 
 a0    an cos x  bn sin x 
 n 1  L L 
L  m   n 
 L ambn cos L x  sin  L x dx

1  L  n  m  n  m  
  ambn   sin x  sin x  dx
2  L  L L 
 0, m, n
L
 a0 a0 dx  2La 2
0
L

m  1, n  1
L  m   n 
 L am an cos L x  cos L x dx  0, m  n
L  n   n 
 L an an cos L x  cos L x dx
L  n  L 1   2n 
 a  cos 
2
n
2
x dx  an 
2
1  cos x  dx
L
 L  L 2
  L 
 La n2 , m  n

m  1, n  1
L  m   n 
 L bmbn sin  L x  sin  L x dx  0, m  n
L  n   n 
 L bnbn sin  L x  sin  L x dx
L  n  L 1   2n 
 b  sin 
2
n
2
x dx  bn 
2
1  cos x  dx
L
 L  L 2
  L 
 Lbn2 , m  n

 
 m m 
f  x   a0    am cos
2
x  bm sin x 
 n 1  L L 
 
 n n  
 a0    an cos x  bn sin x 
 n 1  L L 
2 n 2 n

 2 
 a0    an cos
2
x  bn sin
2
x
n 1  L L 
 m   n 
 2   am cos x    bn sin x
m n  L   L 
 m   n 
   am cos x    an cos x
m  n , m 1, n 1  L   L 
 m   n 
   bm sin x    bn sin x
m  n , m 1, n 1  L   L 
2 n 2 n

 2 
f x dx   a    an cos
L L
 x  bn sin x dx
2 2 2
0
n 1  L 
L L L
 2  2 2 

 L 2a0   an  bn  
 n 1 
 

1 L 2

f  x dx  2 a0
2
  a 2
n  bn
2
L L
n 1
 

f x dx  a0   an  bn
1 L 2 1

2 2 2
2L  L 2 n1

Complex Fourier Series

series

 n n 
n 1  L L 
f x dx
1 L
a0  
2L L
n  1,2,3,
nx nx
f x  cos bn   f x sin
1 L 1 L
an   dx dx
L L L L L L
Euler Formulae
ei  cos   i sin 
1 i
 i
cos   e  e , sin  
2

1 i
2i

e  e i 
nx nx
an cos  bn sin
L L
nx nx nx nx
1 i i 1 i i
 an (e L  e L )  bn (e L  e L )
2 2i
nx nx

 an  ibn e  an  ibn e L
1 i
L
1 i
2 2
 nx nx 
1
an  ibn    L f x  cos
1 L
 i sin dx
2 2L  L L 
nx
i

1 L
 f  x e L
dx  cn
2L L
 nx nx 
1
an  ibn    L f x  cos
1 L
 i sin dx
2 2L  L L 
(  n )x
i
f  x e
1 L
 
2L L
L
dx  c n
( 0 )x
i
a0 
1 L
 f  x e L
dx  c0
2L L © 2012, Ching-Han Hsu, Ph.D.

nx nx
f  x   a0   an cos  bn sin
n 1 L L
 nx  nx
i
 a0   an  ibn e   an  ibn e
1 i
L
1 L
n 1 2 n 1 2
 nx  nx  nx  (  n )x
i
 c0   cn e   c n e  c0   cn e   c n e
i i i
L L L L
n 1 n 1 n 1 n 1
 nx  nx
 c0   cn e   cn e
i i
L L
n 1 n  1
 nx
c e
i
 L nx
i
1 L
  
n
n   cn  f x e L
dx
2L L
Let Us Play Fourier Series!!

series

 n n 
n 1  L L 
f x dx
1 L
a0  
2L L
n  1,2,3,
nx nx
f x  cos bn   f x sin
1 L 1 L
an   dx dx
L L L L L L
Periodic Square Wave (I)
1 0 x L
f x   
 1  L  x  0
Since the function f(x) is odd, there are no
constant and cosine terms in the Fourier's
series, i.e., a0=a1=a2=…=0!!

Periodic Square Wave (I)
nx
bn   f  x sin
1 L
dx
L L L
1 0 nx 1 L nx
 
L L
1  sin
L
dx   1  sin
L 0 L
dx
L
2 L nx 2L  nx 
  1  sin dx    cos 
L 0 L Ln   L 0

2
1  cos n 
n

 21  cos n  n 
f x      sin x
n 1  n L 
Periodic Square Wave (II)
1 0  x  L
g x   
0  L  x  0

 1  cos n  n 
g x   1  f x     
1 1
 sin x
2 2 n1  n L 

Periodic Square Wave (III)
0 L/2 x  L

hx   1  L / 2  x  L / 2
0  L  x   L / 2


Periodic Square Wave (III)
 L
h x   g  x  
 2
1   1  cos n  n  L 
   sin  x  
2 n 1  n L  2 
1   1  cos n   n nL n nL 
    sin x cos  cos x sin 
2 n 1  n  L 2L L 2 L 
1   1  cos n  n n 
   sin  cos x
2 n 1  n 2 L 

Triangle Wave (I)
f  x   x,  L  x  L
series, i.e., a0=a1=a2=…=0!!

nx nx
bn   f  x sin
1 L 1 L
dx   x sin dx
L L L L L L
2 L nx 2 L L nx
  x sin dx      xd cos
L 0 L L n 0 L
nx nx
L
2 2 L

n
x cos 
L 0 n 0
cos
L
dx
nx
L
2L 2 L
 cos n   sin
n n n L 0
2L
 cos n
n

  2L n 
f x     cos n sin x
n 1  n L  © 2012, Ching-Han Hsu, Ph.D.
Triangle Wave (I)

Triangle Wave (II)
g x   f  x    x,  L  x  L
series, i.e., a0=a1=a2=…=0!!

 2L n 
g x     cos n sin x
n 1  n L 
Triangle Wave (II)

Triangle Wave (III)
hx   f x   L  x  L,  L  x  L

  2L n 
hx   L    cos n sin x
n 1  n L 

Triangle Wave (III)

Triangle Wave (IV)
p  x   h  x  L   x,
 L  x  L  L  0  x  2L

p  x   h x  L 
  2L

n 
 L cos n sin x  L 
n 1  n L 
n
sin x  L 
L
nx nL nL nx
 sin cos  sin cos
L L L L
nx
 cos n sin
L 
  2L n 
p x   L    sin x
n 1  n L 
Triangle Wave (IV)

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Fourier Series

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

a0, a1, a2, a3, …, b1, b2, b3, … are real

That is, we assume that the series

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

• If o(x) is an odd function, then

• The product of an even and an odd

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

Suppose that we have a choice!! We can

• If we apply odd periodic extension, we

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

where r(t) is measured in g‧㎝/s2. Let

Now we the following linear differential

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

© 2012, Ching-Han Hsu, Ph.D.

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