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Series de Fourier
Series de Fourier
When the French mathematician Joseph Fourier (1768–1830) was trying to solve a prob-
lem in heat conduction, he needed to express a function f as an infinite series of sine and
cosine functions:
1 f x a 0 a
n1
n cos nx bn sin nx
Earlier, Daniel Bernoulli and Leonard Euler had used such series while investigating prob-
lems concerning vibrating strings and astronomy.
The series in Equation 1 is called a trigonometric series or Fourier series and it turns
out that expressing a function as a Fourier series is sometimes more advantageous than
expanding it as a power series. In particular, astronomical phenomena are usually periodic,
as are heartbeats, tides, and vibrating strings, so it makes sense to express them in terms
of periodic functions.
We start by assuming that the trigonometric series converges and has a continuous func-
tion f x as its sum on the interval , , that is,
2 f x a 0 a
n1
n cos nx bn sin nx x
Our aim is to find formulas for the coefficients a n and bn in terms of f . Recall that for a
power series f x cnx a n we found a formula for the coefficients in terms of deriv-
n
atives: cn f an!. Here we use integrals.
If we integrate both sides of Equation 2 and assume that it’s permissible to integrate the
series term-by-term, we get
y
f x dx y
a 0 dx y
n1
a n cos nx bn sin nx dx
2 a 0 a y cos nx dx b y sin nx dx
n1
n
n1
n
But
1 1
y cos nx dx sin nx sin n sinn 0
n n
y f x dx 2 a0
Thomson Brooks-Cole copyright 2007
1
2 ■ FOURIER SERIES
y
f x cos mx dx y
a0
a
n1
n
cos nx bn sin nx cos mx dx
4 a0 y
cos mx dx a y cos nx cos mx dx b y sin nx cos mx dx
n1
n
n1
n
We’ve seen that the first integral is 0. With the help of Formulas 81, 80, and 64 in the Table
of Integrals, it’s not hard to show that
y sin nx cos mx dx 0
for all n and m
y cos nx cos mx dx
0
for n m
for n m
y f x cos mx dx am
1
5 an y f x cos nx dx n 1, 2, 3, . . .
1
6 bn y f x sin nx dx n 1, 2, 3, . . .
1
a0 y f x dx
2
1 1
an y f x cos nx dx bn y f x sin nx dx
Notice in Definition 7 that we are not saying f x is equal to its Fourier series. Later we
will discuss conditions under which that is actually true. For now we are just saying that
associated with any piecewise continuous function f on , is a certain series called
a Fourier series.
EXAMPLE 1 Find the Fourier coefficients and Fourier series of the square-wave function
f defined by
f x 0
1
if x 0
if 0 x
and f x 2 f x
_π 0 π 2π x
FIGURE 1
Square-wave function (b)
SOLUTION Using the formulas for the Fourier coefficients in Definition 7, we have
1 1 0 1 1 1
a0 y f x dx y 0 dx 2 y 1 dx 0
2 2 0 2 2
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4 ■ FOURIER SERIES
and, for n 1,
1 1 0 1
an y f x cos nx dx y 0 dx y cos nx dx
0
1 sin nx 1
0 sin n sin 0 0
n 0 n
1 1 0 1
bn y f x sin nx dx y 0 dx y sin x dx
0
1 cos nx 1
cos n cos 0
n 0 n
if n is odd
1
0 0 0
2
2 2 2
sin x 0 sin 2x sin 3x 0 sin 4x sin 5x
3 5
1 2 2 2 2
sin x sin 3x sin 5x sin 7x
2 3 5 7
Since odd integers can be written as n 2k 1, where k is an integer, we can write the
Fourier series in sigma notation as
1 2
sin2k 1x
2 k1 2k 1
In Example 1 we found the Fourier series of the square-wave function, but we don’t
know yet whether this function is equal to its Fourier series. Let’s investigate this question
graphically. Figure 2 shows the graphs of some of the partial sums
1 2 2 2
Snx sin x sin 3x sin nx
2 3 n
y y y
1 1 1
S£ S∞
S¡
_π π x _π π x _π π x
y y y
1 1 1
S¶ S¡¡ S¡∞
_π π x _π π x _π π x
FIGURE 2 Partial sums of the Fourier series for the square-wave function
f x f x
1
2
and similarly for the other points at which f is discontinuous. The average of these left and
right limits is 12 , so for any integer n the Fourier Convergence Theorem says that
1
2
2 k1 2k 1
sin2k 1x f x if n n
1
2 if x n
If a function f has period other than 2, we can find its Fourier series by making a change
of variable. Suppose f x has period 2L, that is f x 2L f x for all x. If we let
t xL and
where
1
a0 y tt dt
2
1 1
an y tt cos nt dt bn y tt sin nt dt
If we now use the Substitution Rule with x Lt, then t xL, dt L dx, and
we have the following
a0
n1
a n cos
n x
L
bn sin
n x
L
where
■ ■ Notice that when L these formulas 1 L
are the same as those in (7). a0 y f x dx
2L L
and, for n 1,
an
1
L y
L
L
f x cos
n x
L
dx bn
1
L yL
L
f x sin
n x
L
dx
Of course, the Fourier Convergence Theorem (8) is also valid for functions with
period 2L.
EXAMPLE 2 Find the Fourier series of the triangular wave function defined by f x x
for 1 x 1 and f x 2 f x for all x. (The graph of f is shown in Figure 3.)
For which values of x is f x equal to the sum of its Fourier series?
y
FIGURE 3 _1 0 1 2 x
The triangular wave function
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FOURIER SERIES ■ 7
x dx y
1 0 1
a 0 12 y x dx 12 y x dx
1
2
1 1 0
■ ■ Notice that a is more easily calculated as
0
an area.
14 x 2 ] 0
1 14 x 2 ] 1
0 12
and for n 1,
x cosn x dx 2 y
1 1
an y x cosn x dx
1 0
because y x cosn x is an even function. Here we integrate by parts with u x
and dv cosn x dx. Thus,
an 2
x
n
sinn x 1
0
2
n
y
0
1
sinn x dx
0
2
n
cosn x
n
1
0
2
n2 2
cos n 1
Since y x sinn x is an odd function, we see that
x sinn x dx 0
1
bn y
1
1
2cos n 1
cosn x
2 n1 n2 2
an
2
n2 2
cos n 1
0
4
2 2
n
if n is even
if n is odd
1 4 4 4
2 cos x 2 cos3 x cos5 x
2 9 25 2
1 4
cos2k 1 x
2 n1 2k 12 2
The triangular wave function is continuous everywhere and so, according to the Fourier
Convergence Theorem, we have
1 4
f x cos2k 1 x for all x
2 n1 2k 12 2
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8 ■ FOURIER SERIES
In particular,
1 4
x 2 k1 2k 12 2
cos2k 1 x for 1 x 1
One of the main uses of Fourier series is in solving some of the differential equations that
arise in mathematical physics, such as the wave equation and the heat equation. (This is
covered in more advanced courses.) Here we explain briefly how Fourier series play a role
in the analysis and synthesis of musical sounds.
We hear a sound when our eardrums vibrate because of variations in air pressure. If a
guitar string is plucked, or a bow is drawn across a violin string, or a piano string is struck,
the string starts to vibrate. These vibrations are amplified and transmitted to the air. The
resulting air pressure fluctuations arrive at our eardrums and are converted into electrical
impulses that are processed by the brain. How is it, then, that we can distinguish between
a note of a given pitch produced by two different musical instruments?
The graphs in Figure 4 show these fluctuations (deviations from average air pressure)
for a flute and a violin playing the same sustained note D (294 vibrations per second) as
functions of time. Such graphs are called waveforms and we see that the variations in air
pressure are quite different from each other. In particular, the violin waveform is more
complex than that of the flute.
t t
FIGURE 4
Waveforms (a) Flute (b) Violin
We gain insight into the differences between waveforms if we express them as sums of
Fourier series:
Pt a 0 a1 cos
t
L
b1 sin
t
L
a2 cos
2 t
L
b2 sin
2 t
L
In doing so, we are expressing the sound as a sum of simple pure sounds. The difference
in sounds between two instruments can be attributed to the relative sizes of the Fourier
coefficients of the respective waveforms.
The n th term of the Fourier series, that is,
a n cos
n t
L
bn
n t
L
A n sa 2n b2n
and its square, A2n a 2n b2n , is sometimes called energy of the n th harmonic. (Notice that
Thomson Brooks-Cole copyright 2007
FOURIER SERIES ■ 9
for a Fourier series with only sine terms, as in Example 1, the amplitude is A n bn and
the energy is A2n b 2n.) The graph of the sequence A2n is called the energy spectrum of
P and shows at a glance the relative sizes of the harmonics.
Figure 5 shows the energy spectra for the flute and violin waveforms in Figure 4. Notice
that, for the flute, A2n tends to diminish rapidly as n increases whereas, for the violin, the
higher harmonics are fairly strong. This accounts for the relative simplicity of the flute
waveform in Figure 4 and the fact that the flute produces relatively pure sounds when
compared with the more complex violin tones.
A@n A@n
0 2 4 6 8 10 n 0 2 4 6 8 10 n
FIGURE 5
Energy spectra (a) Flute (b) Violin
EXERCISES
7. f x
1
if x 1
f x 4 f x
A function f is given on the interval , and f is
0
if 1 x 2
1–6
periodic with period 2.
0 if 2 x 0
(a) Find the Fourier coefficients of f .
(b) Find the Fourier series of f . For what values of x is f x equal 8. f x 1 if 0 x 1 f x 4 f x
to its Fourier series? 0 if 1 x 2
; (c) Graph f and the partial sums S2, S4, and S6 of the Fourier series.
x if 4 x 0
1 if x 0 9. f x f x 8 f x
1. f x 0 if 0 x 4
1 if 0 x
2. f x 0
x
if x 0
if 0 x
10. f x 1 x,
1 t 1
f x 2 f x
3. f x x
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
4. f x x 2
12. A voltage E sin t, where t represents time, is passed through a
0 if x 0 so-called half-wave rectifier that clips the negative part of the
5. f x
cos x if 0 x
wave. Find the Fourier series of the resulting periodic function
1 if x 2
0 if t0
6. f x 1 if 2 x 0
f t f t 2 f t
0 if 0 x
E sin t if 0 t
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■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
10 ■ FOURIER SERIES
13–16 Sketch the graph of the sum of the Fourier series of f 18. Use the result of Example 2 to show that
without actually calculating the Fourier series.
2
1 1 1
1 if 4 x 0 1 2
2 2
13. f x 3 5 7 8
3 if 0 x 4
19. Use the result of Example 1 to show that
14. f x
x
1x
if 1 x 0
if 0 x 1 1
1
3
1 1
5 7
4
15. f x x 3, 1 x 1 20. Use the given graph of f and Simpson’s Rule with n 8 to
estimate the Fourier coefficients a 0, a1, a 2, b1, and b2. Then use
16. f x e , x
2 x 2 them to graph the second partial sum of the Fourier series and
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
compare with the graph of f .
y
17. (a) Show that, if 1 x 1, then
1 4
x2 1 n 2 2 cosn x
3 n1 n
1
(b) By substituting a specific value of x, show that 0.25 x
1 2
n1 n2
6
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FOURIER SERIES ■ 11
SOLUTIONS
1 π 1 0 π
1. (a) a0 = f (x) dx = dx − 0 dx = 0.
2π −π 2π −π
1 π π 1 0 1 π
an = f(x) cos nx dx = cos nx dx − cos nx dx = 0 [since cos nx is even].
π −π −π π −π π 0
1 π π 1 0 1 π 2 0
bn = f (x) sin nx dx = sin nx dx − sin nx dx = sin nx dx [since sin nx is odd]
π −π −π π −π π 0 π −π
2 0 if n even
= − [1 − cos(−nπ)] =
nπ − 4 if n odd
nπ
∞ 4
(b) f (x) = − sin(2k + 1)x when −π < x < 0 and 0 < x < π.
k=0 (2k + 1)π
(c) y
0.5
0
-2.5 -1.25 0 1.25 2.5
x
-0.5
-1
1 π 1 π
3. (a) a0 = f (x) dx = x dx = 0.
2π −π 2π −π
1 π 1 π
an = f (x) cos nx dx = x cos nx dx = 0 [because x cos nx is odd]
π −π π −π
1 π 1 π 2 π
bn = −π
f (x) sin nx dx = −π
x sin nx dx = x sin nx dx [since x sin nx is odd]
π π π 0
2 −(2/n) if n even
= − cos nπ [using integration by parts] =
n (2/n) if n odd
∞ 2 y
(b) f (x) = (−1)n+1 sin nx (c)
n=1 n
2.5
1.25
0
-2.5 -1.25 0 1.25 2.5
-1.25
-2.5
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12 ■ FOURIER SERIES
1 π 1 π
5. (a) a0 = f (x) dx = cos x dx = 0
2π −π 2π 0 1
1 π 1 π 2 if n = 1 π
an = −π
f (x) cos nx dx = 0
cos x cos nx dx = [by symmetry about x = 2
]
π π 0 if n = 1
1 π 1 π
bn = f (x) sin nx dx = cos x sin nx dx
π −π π 0
2n
1
∞ 4k
(b) f (x) = 2
cos x + sin(2k) when −π < x < 0, 0 < x < π.
k=1 π (4k2 − 1)
(c) y 1
0.5
0
-2.5 -1.25 0 1.25 2.5
x
-0.5
-1
0 if − 2 ≤ x ≤ −1
7. Use f (x) = 1 if − 1 < x < 1, L = 2.
0 if 1 ≤ x ≤ 2
1 L 1
1 1
a0 = f (x) dx = 4
dx = 2
2L −L −1
0 if n even
1 L nπx 1 nπx 2 π
1
an = f (x) cos dx = cos dx = sin n = 2/nπ if n = 4n + 1
L −L L 2 −1 2 nπ 2
−2/nπ if n = 4n + 3
1 L nπx 1 nπx
1
bn = f (x) sin dx = 2 sin dx = 0
L −L L −1 2
πx
1 2 2 3πx 2 5πx
Fourier Series: 2
+ cos − cos + cos −···
π 2 3π 2 5π 2
∞ 2 π 2 π
1
2
+ sin (4k + 1) − sin (4k + 3)
k=1 (4k + 1) π 2 (4k + 3) π 2
y
1
0.75
0.5
0.25
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0
-5 -2.5 0 2.5 5
x
FOURIER SERIES ■ 13
−x if − 4 ≤ x < 0
9. Use f (x) = , L = 4.
0 if 0 ≤ x ≤ 4
1 L 1
0
a0 = f (x) dx = 8
−x dx = 1
2L −L −4
1 L nπx 0 nπx 4
1
an = f (x) cos dx = −x cos dx = (cos (nπ) − 1) =
L −L L 4 −4 4 (nπ)2
0 if n is even
2
−8/(nπ) if n is odd
1 L nπx 0 nπx 4 4/nπ if n is even
1
bn = f(x) sin dx = 4
−x sin dx = cos (nπ) =
L −L L −4 4 nπ −4/nπ if n is odd
Fourier Series:
∞ 4 π 8 π 4 π
1+ − sin (2k − 1)x − cos (2k − 1) x + sin (2k)x
k=1 (2k − 1)π 4 (2k − 1) π
2 2 4 (2k)π 4
y 4
0
-5 -2.5 0 2.5 5
is an integer multiple of 23 . Therefore f (x) is the same as sin(3πt) for all t, and its Fourier series is therefore
sin(3πt).
1 L 1
1
We can get this result using the standard coefficient formulas: a0 = f (x) dx = 2
sin(3πx) dx = 0
2L −L −1
1 1 nπx 1
an = f (x) cos dx = −1 sin(3πx) cos(nπx) dx
L −1 L
= 0 [applying change of variables to a formula in the section]
1 L nπx 1
bn = −L
f (x) sin dx = −1 sin(3πx) sin(nπx) dx
L L
sin nπ
6 if n = 3 0 if n = 3
Thomson Brooks-Cole copyright 2007
= π (−9 + n2)
[using integral table and addition formula =
1 if n = 3
1 if n = 3
14 ■ FOURIER SERIES
0.5
0
-5 -2.5 0 2.5 5
x
-0.5
-1
y 3
2
3 if −5 ≤ x < −4
−1 if −4 ≤ x < 0
13. 1
3 if 0 ≤ x < 4
−1 if 4 ≤ x < 5 0
-5 -2.5 0 2.5 5
-1
15. y 1
0.5
0
-1.25 0 1.25 2.5 3.75
-0.5
-1
4
if n even
1 1 nπx 4 (nπ) 2
1 2
an = f (x) cos dx = −1 x cos(nπx) dx = cos nπ =
L −1 L (nπ)2
4
− if n odd
(nπ)2
1 L nπx 1
bn = −L
f (x) sin dx = −1 x2 sin(nπx) dx = 0 because x2 sin(nπx) is odd.
L L
∞ 4
So we have x2 = 1
+ (−1)n cos(nπx) for −1 ≤ x ≤ 1.
3
n=1 (nπ)2
∞ 4
∞ 4 π2 ∞ 1
1= 1
3
+ (−1)n cos(nπ) 2
3
= =
n=1 (nπ)2 n=1 n2 π2 6 n=1 n
2
FOURIER SERIES ■ 15
1
∞ 2
19. Example 1 says that, for 0 ≤ x < π, 1 = 2 + k=1 sin((2k − 1)x).
(2k − 1)π
π
Let x = 2
to obtain
∞ 2 π
1
1= 2
+ sin (2k − 1)
k=1 (2k − 1)π 2
π ∞ 1
= sin((2k − 1))
4 k=1 (2k − 1)
π 1 1 1
=1− 3
+ 5
− 7
+ ···
4
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