Chapter 11: Fourier Series: December 13, 2013

Orthogonal Functions
Fourier Series
Summary
Chapter 11: Fourier Series
王奕翔
Department of Electrical Engineering
National Taiwan University
ihwang@ntu.edu.tw
December 13, 2013
1 / 44 王奕翔 DE Lecture 13
Fourier Series
Summary
Fourier Series is invented by Joseph Fourier, which basically asserts that

most periodic functions can be represented by infinite sums of sine and
cosine functions.
Jean Baptiste Joseph Fourier, (1768 - 1830).
Fourier Series
Summary
REVIEW MATERIA
● Section 12.1
A rereading of Exa
Fourier’s Motivation: Solving the Heat Equation
●
INTRODUCTION
and whose ends are h
2
∂ u ∂u satisfies the assumpti
Solve u(x, t) : k 2
= , 0 < x < L, t>0 from the boundary-va
∂x ∂t
Boundary
subject to : u(0, t) = 0, u(L, t) = 0, t>0 condition
u(x, 0) = f(x), 0<x<L Initial
condition
In this section we sha
The above is called the Heat Equation, which can
be derived from heat transfer theory.
u=0 u=0
Prior to Fourier, there is no known solution to the
BVP if f(x) (initial temperature distribution over 0 L x
the space) is general. FIGURE 12.3.1 Temperatures in

a rod of length L
Below, let’s try to follow Fourier’s steps in solving this problem and see
how Fourier Series is motivated.
Fourier Series
Summary

∂2u ∂u
Solve u(x, t) : k 2
= , 0 < x < L, t>0
∂x ∂t
Boundary
subject to : u(0, t) = 0, u(L, t) = 0, t>0 condition
condition
Step 1: Assume that the solution takes the form u(x, t) = X(x)T(t) .
(This approach was also taken by other predecessors like D. Bernoulli.)
Step 2: Convert the original PDE into the following:

{
′′ ′ X ′′ T′ X ′′ + λX =0
kX T = XT =⇒ = = −λ =⇒
X kT T ′ + λkT = 0.
Boundary condition becomes X(0)T(t) = X(L)T(t) = 0.

Since we want non-trivial solutions, T(t) ̸= 0 =⇒ X(0) = X(L) = 0.
Fourier Series
Summary

{
X ′′ + λX =0
Solve u(x, t) = X(x)T(t) :
T ′ + λkT = 0.
Boundary
subject to : X(0) = X(L) = 0, condition
condition
Step 3: λ remains to be determined. What values should λ take?

1 λ = 0: X(x) = c1 + c2 x. X(0) = X(L) = 0 =⇒ c1 = c2 = 0.
2 λ = −α2 < 0: X(x) = c1 e−αx + c2 eαx .

Plug in X(0) = X(L) = 0, we get c1 = c2 = 0.
3 λ = α2 > 0: X(x) = c1 cos(αx) + c2 sin(αx).
Plug in X(0) = X(L) = 0, we get c1 = 0, and c2 sin(αL) = 0.
Hence, c2 ̸= 0 only if αL = nπ.
n2 π 2
To obtain a non-trivial solution, pick λ = , n = 1, 2, . . . .
L2
Fourier Series
Summary

{
X ′′ + λX =0
T ′ + λkT = 0.
Boundary
condition
n2 π 2
Step 4: Once we fix λ = L2 , n = 1, 2, . . ., we obtain
( nπ ) ( )
n2 π 2
X(x) = c2 sin x , T(t) = c3 exp −k 2 t
L L
( nπ ) ( )
n2 π 2
=⇒ un (x, t) = An sin x exp −k 2 t , (An := c2 c3 )
L L
( nπ )
Step 5: Plug in the initial condition =⇒ f(x) = An sin x
L
not true for general f(x)!
Fourier Series
Summary

{
X ′′ + λX =0
T ′ + λkT = 0.
Boundary
condition
Step 6: By the superposition principle, below satisfies the PDE.
∑
N ( nπ ) ( )
n2 π 2
An sin x exp −k 2 t for any N
n=1
L L
∑
N ( nπ )
The question is, can it satisfy u(x, 0) = An sin x = f(x)?
n=1
L
Not likely
Fourier Series
Summary
Key Observation: f(x) is arbitrary and hence not necessarily a finite sum
of sine functions.
Fourier’s Idea: How about an infinite series? If we can represent
arbitrary f(x) by the infinite series (for 0 < x < L)
∞
∑ ( nπ )
f(x) = An sin x ,
n=1
L
and we can find the values of {An }, the problem is solved.
This motivates the theory of Fourier Series.
Fourier Series
Summary
1 Orthogonal Functions
2 Fourier Series
3 Summary
Fourier Series
Summary
Functions as Vectors: Inner Product
Definition (Inner Product of Functions)

The inner product of f1 (x) and f2 (x) on an interval [a, b] is defined as
∫ b
⟨f1 , f2 ⟩ := f1 (x)f2 (x) dx
a
Once inner product is defined, we can accordingly define norm.

Definition (Norm of a Function)
The norm of a function f(x) on an interval [a, b] is
√
√ ∫ b
2
||f(x)|| := ⟨f, f⟩ = (f(x)) dx
a
.
Fourier Series
Summary
Orthogonality of Functions
Definition (Orthogonal Functions)

f1 (x) and f2 (x) are orthogonal on an interval [a, b] if ⟨f1 , f2 ⟩ = 0.
Definition (Orthogonal Set)

{ϕ0 (x), ϕ1 (x), · · · } are orthogonal on an interval [a, b] if
∫ b
⟨ϕm , ϕn ⟩ = ϕm (x)ϕn (x) dx = 0, m ̸= n.
a
Definition (Orthonormal Set)

{ϕ0 (x), ϕ1 (x), · · · } are orthonomal on an interval [a, b] if they are
orthogonal and ||ϕn (x)|| = 1 for all n.
Fourier Series
Summary
Examples
Example (Orthogonal or Not Depends on the Inverval)

The functions f1 (x) = x and f2 (x) = x2 are orthogonal on the interval
[a, b], a < b, only if a = −b.
Proof: When a < b,

∫ [ ]b
b
1 4 1( 4 )
⟨x, x ⟩ =
2 3
x dx = x = a − b4 = 0 ⇐⇒ a + b = 0
a 4 a 4
Fourier Series
Summary
Examples
Example (Exponential Functions are Not Orthogonal)

For λ1 , λ2 ∈ R, f1 (x) = eλ1 x and f2 (x) = eλ2 x are not orthogonal on any
interval [a, b], a < b.
Proof: If λ1 = −λ2 ,
∫ b
λ1 x λ2 x
⟨e ,e ⟩= e(λ1 +λ2 )x dx = b − a ̸= 0.
a
If λ1 ̸= −λ2 ,
∫ b
λ1 x λ2 x e(λ1 +λ2 )b − e(λ1 +λ2 )a
⟨e ,e ⟩= e(λ1 +λ2 )x dx = ̸= 0,
a λ1 + λ2
since an exponential function is strictly monotone.
Fourier Series
Summary
Examples
Example
{ ( ) }
The set of functions sin nπ L x | n = 1, 2, . . . are orthogonal on [0, L].
( )
Proof: Let ϕn (x) := sin nπ L x . For m ̸= n,
∫ L ( mπ ) ( nπ )
⟨ϕm , ϕn ⟩ = sin x sin x dx
0 L L
∫ L { ( ) ( )}
1 (m − n)π (m + n)π
= cos x − cos x dx
0 2 L L
[ ( )]L
L (m − n)π
= sin x
2(m − n)π L 0
[ ( )]L
L (m + n)π
− sin x
2(m + n)π L 0
= 0 − 0 = 0.
Fourier Series
Summary
Orthogonal Series Expansion

Question: For a infinite orthogonal set {ϕn (x) | n = 0, 1, . . .} on some
interval [a, b], can we expand an arbitrary function f(x) as
∞
∑
f(x) = cn ϕn (x) ?
n=0
If so, how to find the coefficients {cn }?

We answer the former question later with a particular set of orthogonal
functions.
For the latter, simply take the inner product ⟨f, ϕm ⟩ to find the
coefficient cm !
∞
∑ ⟨f, ϕm ⟩
⟨f, ϕm ⟩ = cn ⟨ϕn , ϕm ⟩ = cm ||ϕm ||2 =⇒ cm = .
n=0
||ϕm ||2
Fourier Series
Summary
Coefficients in the Solution of the Heat Equation

Recall in solving the Heat equation, the last step is to determine
∑∞ ( nπ )
{An | n = 1, 2, . . .} such that f(x) = An sin x .
n=1
L
⟨f,ϕn ⟩
Based on the principle developed above, we obtain An = ||ϕn ||2 , where
( )
ϕn (x) := sin nπ
L x .
∫ L ( ( nπ ))2 ∫ { ( )}
1 L 2nπ L
||ϕn ||2 = sin x dx = 1 − cos x dx = .
0 L 2 0 L 2
∫ L ( nπ )
2
Hence, An = f(x) sin x dx, and
L 0 L
∞
∑ ( nπ ) ( )
n2 π 2
u(x, t) = An sin x exp −k 2 t
n=1
L L
Fourier Series
Summary
Remaining question:
∞
∑ ( nπ )
f(x) = An sin x
n=1
L
Will the infinite series converge for x ∈ [0, L]?

Does it converge to the function f(x) for x ∈ [0, L]?
Fourier Series
Summary
Complete Set
For an arbitrary (infinite) set of orthogonal functions {ϕn (x)}, it is not
true that any function f(x) in a space S of functions, can be truthfully
represented by its orthogonal series expansion.
Only when the set of orthogonal functions is complete in S, the
orthogonal series expansion will (essentially) converge to any f(x) in S.
Example
{sin(nx) | n = 1, 2, . . .} is orthogonal on [−π, π] but not complete in the
set of all continuous functions defined on [−π, π].
It is quite straightforward to show that ⟨sin(mx), sin(nx)⟩ = 0 for any

n ̸= m on [−π, π].
note that any even function (like 1, x2 ,
To show that it is not complete,∑
cos x) cannot be represented by cn sin(nx) when x < 0, because the
series is an odd function.
Fourier Series
Summary
2 Fourier Series
3 Summary
Fourier Series
Summary
A Orthogonal Set of Functions
Lemma
The following set of functions are orthogonal on [−p, p] (in fact,
[a, a + 2p] for any a ∈ R).
{ ( ) ( ) }
nπ nπ
1, cos x , sin x n = 1, 2, . . . .
p p
If we expand a function using the above orthogonal set of functions, we

obtain the Fourier series of the function.
Later we will see, this set is complete in the set of all continuous
functions with continuous derivatives defined on [a, a + 2π].
Fourier Series
Summary
Definition of Fourier Series
Definition
The Fourier series of a function f(x) defined on the interval (−p, p) is
∞ { ( ) ( )}
a0 ∑ nπ nπ
+ an cos x + bn sin x ,
2 n=1
p p
∫ p ∫ p ( ) ∫ p ( )
1 1 nπ 1 nπ
a0 = f(x) dx, an = f(x) cos x dx, bn = f(x) sin x dx.
p −p p −p p p −p p
These coefficients are called Fourier coefficients.

Note: In the textbook, Fourier series is defined over the interval (−p, p).
In fact, we can also define it over the interval (a, a + 2p) for any a ∈ R.
The formulas for the Fourier series and Fourier coefficients are the same
except that the integral is taken from a to a + 2p.
Fourier Series
Summary
Convergence of Fourier Series
Theorem
f (x ) Let f and f ′ be piecewise continuous on [−p, p].
f (x+)
On (−p, p), its Fourier series converges to
f(x) at a point where f(x) is continuous

x
1
(f(x+) + f(x−)) where f(x) is discontinuous.
Question: 2
How about the end Here
points ±p ?
f(x+) := lim f(x + h), f(x−) := lim f(x − h).
h↓0 h↓0
Answered later
through periodic
extension. Note: Again, the interval of interest can be
changed from [−p, p] to [a, a + 2p] for any a ∈ R.
Fourier Series
Summary
Periodic Extension
Note that a Fourier series consists of periodic functions:
Function Fundamental Period

( )
nπ 2p
cos x
p n
( )
nπ 2p
sin x
p n
Hence, if a Fourier series converges for x ∈ [−p, p] (or [a, a + 2p]), it also
converges for any x ∈ R.
Moreover, it is a periodic function with fundamental period 2p (the
largest fundamental period of its components).
What does it converge to? It converges to the 2p-periodic extension of
f(x), except the discontinuities.
Fourier Series
Summary
Periodic extension of f (x)

f (x)
3p p p 3p
At x = ±p, ±3p, ±5p, . . ., the Foruier series of f(x) converges to
f(−p+) + f(p−)
, where f(−p+) := lim f(x), f(p−) := lim f(x)
2 x↓−p x↑p
Fourier Series
Summary
Periodic extension of f (x)

f (x)
3p p p 3p
Fourier series of f (x)
3p p p 3p
Fourier Series
Summary
In other words,
The Fourier series of a piecewise continuous periodic function f(x) with
fundamental period 2p that has piecewise continuous f ′ (x) is
∞ { ( ) ( )}
a0 ∑ nπ nπ
2 n=1
p p
where
∫ p ( ) ∫ p ( )
1 nπ 1 nπ
an = f(x) cos x dx, bn = f(x) sin x dx,
p −p p p −p p
and on R it converges to
f(x) at a point where f(x) is continuous
1
(f(x+) + f(x−)) at a point where f(x) is discontinuous.
2
Fourier Series
Summary
Examples
Example
{
0, −π < x < 0
Expand f(x) = into a Fourier series. What does
π − x, 0 ≤ x < π
the Fourier series converge to at x = 0 and x = π?
Fourier Series
Summary
Complex Form
∞ { ( ) ( )}
a0 ∑ nπ nπ
For a Fourier series + an cos x + bn sin x , since
2 n=1
p p
( ) ( )
nπ 1 ( i nπ nπ
) nπ 1 ( i nπ nπ
)
cos x = e p x + e−i p x , sin x = e p x − e−i p x
p 2 p 2i
it can be rewritten as follows:

∞ { )}
a0 ∑ 1 ( i nπ nπ
) 1 ( i nπ nπ
+ an e p x + e−i p x + bn e p x − e−i p x
2 n=1
2 2i
∞ { }
a0 ∑ an − ibn i nπ an + ibn −inπ
= + e px+ e p x
2 n=1
2 2
∞
∑ inπ
p x
a0 an − ibn an + ibn
= cn e , c0 = , cn = , c−n =
n=−∞
2 2 2
Fourier Series
Summary
Complex Form
a0 an −ibn an +ibn
From the fact that c0 = 2 , cn = 2 , c−n = 2 , and
∫ a+2p ( ) ∫ a+2p ( )
1 nπ 1 nπ
an = f(x) cos x dx, bn = f(x) sin x dx,
p a p p a p
one can verify that the Fourier series of a function f(x) can be
represented in the complex form
∞
∑ ∫ a+2p
inπ 1 inπ
cn e p x , where cn = f(x)e− p x dx .
n=−∞
2p a
Fourier Series
Summary
Complex Form
On the other hand, if we extend the definition of inner product to
complex-valued functions:
Definition (Inner Product of Complex-Valued Functions)
The inner product of f1 (x) and f2 (x) on an interval [a, b] is defined as
∫ b
⟨f1 , f2 ⟩ := f1 (x)f∗2 (x) dx
a
{ inπ }
Then, it is easy to verify that e p x | n ∈ Z is an orthogonal set on
any [a, a + 2p], and the coefficients in the expansion are exactly the same
as above.
Fourier Series
Summary
Even and Odd Functions

f(x) is an Odd Function if f(x) = −f(−x).
f(x) is an Even Function if f(x) = f(−x).
Property
Both f1 (x) and f2 (x) are even (odd) =⇒ f1 (x)f2 (x) is even.
f1 (x) is odd but f2 (x) is even =⇒ f1 (x)f2 (x) is odd.
Both f1 (x) and f2 (x) are even (odd) =⇒ f1 (x) ± f2 (x) is even (odd).
∫ a ∫ a
f(x) is even =⇒ f(x) dx = 2 f(x) dx.
−a 0
∫ a
f(x) is odd =⇒ f(x) dx = 0.
−a
Fourier Series
Summary
Fourier Series of Even and Odd Functions

Recall: Fourier series of a function f(x) on (−p, p) is
∞ { ( ) ( )}
a0 ∑ nπ nπ
2 n=1
p p
with Fourier coefficients

∫ {
1 p 0 f is odd
a0 = f(x) dx = 2
∫p
p −p p 0
f(x) dx f is even
∫ ( ) {
1 p nπ 0 ( ) f is odd
an = f(x) cos x dx = 2
∫p nπ
p −p p p 0
f(x) cos p x
dx f is even
∫ ( ) { ∫p ( )
p
1 nπ 2
p 0
f(x) sin nπ
p x dx f is odd
bn = f(x) sin x dx =
p −p p 0 f is even
Fourier Series
Summary
Fourier Series of Even and Odd Functions

Fourier Series of an Even Function f(x) on (−p, p):
∞ ( ) ∫ ( )
a0 ∑ nπ 2 p
nπ
+ an cos x , an = f(x) cos x dx
2 n=1
p p 0 p
Constant + a Series of Cosine Functions
Fourier Series of an Odd Function f(x) on (−p, p):
∞
∑ ( ) ∫ p ( )
nπ 2 nπ
bn sin x , bn = f(x) sin x dx
n=1
p p 0 p
a Series of Sine Functions
Fourier Series
Summary
Fourier Cosine and Sine Series
Definition
The Fourier cosine series of a function f(x) defined on (0, p) is
∞ ( ) ∫ ( )
a0 ∑ nπ 2 p
nπ
+ an cos x , an = f(x) cos x dx.
2 n=1
p p 0 p
Definition
The Fourier sine series of a function f(x) defined on (0, p) is
∞
∑ ( ) ∫ p ( )
nπ 2 nπ
bn sin x , bn = f(x) sin x dx.
n=1
p p 0 p
Fourier Series
Summary
Half-Range Expansions
3 options to expand a function f(x) defined on the interval (0, L):
1 Fourier Cosine Series: Take p := L, and expand it as
∞ ( nπ ) ∫ ( nπ )
a0 ∑ 2 L
+ an cos x , an = f(x) cos x dx.
2 n=1
L L 0 L
2 Fourier Sine Series: Take p := L, and expand it as

∞
∑ ( nπ ) ∫ L ( nπ )
2
bn sin x , bn = f(x) sin x dx.
n=1
L L 0 L
3 Fourier Series: Take a := 0, 2p := L, and expand it as

∞
∑ ∫ L
1
i 2nπ
f(x)e−i
2nπ
cn e L x , where cn = L x dx.
n=−∞
L 0
Fourier Series
Summary
f (x)
Fourier Series
Summary
Expansion in Fourier cosine series
L L
Fourier Series
Summary
Expansion in Fourier sine series
L L
Fourier Series
Summary
Expansion in Fourier series
L L
Fourier Series
Summary
Example
Example
Expand the function f(x) = 1 on (0, π)
(a) in a cosine series, (b) in a sine series, and (c) in a Fourier series.
ior of Sremains
but
sums aNFourier series
fairly
from the nearOrthogonal
a values
constant,
functional point
evenat which
when
near f isvalue
a the
point discontinuous
N is takenistoknown
of discontinuity be large.
does ThisGibbs
notassmooth
the behav-
out
butof remains
phenomenon. fairly constant, a even when
Functions
the fvalue N is taken toisbe large.asThis behav-
Gibbs
butiorremains
a Fourier
fairlyseries neareven
constant, point
when
FourieratSeries
which
the value is discontinuous
N is taken to be known
large. This the
behav-
ior of aperiodic
iorphenomenon.
ofThe Fourier
a Fourier series near
extension
series near a point
of at
Summary
which
f inatExample
a point which f isf2is discontinuous
onto the entire
discontinuous is is known
x-axis
known isasaas the Gibbs
meander
the Gibbs
phenomenon.
function The
phenomenon. periodic
(see extension of f in Example 2 onto the entire x-axis is a meander
page 310).
Gibbs Phenomenon The
function
The periodic
(see
periodicpage extension
310). of of
extension f inf in Example
Example 2 onto
2 onto thethe entire
entire is is
x-axis
x-axis a meander
a meander
function (see page
function (see page 310).y 310). y
y y
1 1
1 y y 1 y y
0.5 0.5
10.51 10.51
x x
0.50.5 0.50.5
x x
-0.5 -0.5
-0.5 x x -0.5 x x
-1
--
0.5
-0.51 --
0.50.5
--
-1 - 13 3--
2 -1 1 2 3 -3 -2 -1 1 2 3
2 -1 1 2 3 -3 -2 -1 1 2 3
(a) S1(x) (b) S2(x)
-- 3 -
3 - 2 - 1 1(a) S1(x)
2 - 1 1 2 2 3 3 -- 3 -
3 - 1 1(b) S2(x)
2 -
2 - 1 1 2 2 3 3
(a)(a)
yS1(x)
S1(x) (b)(b)
yS2(x)
S2(x)
y y
1 1 y y 1 1 y y
0.510.5 0.510.5
1 1
0.50.5 xx 0.50.5 xx
--
0.50.5 x x --
0.50.5 x x
-- 1 1
-
0.5
- 0.5 -- 0.5
-
1 1
-0.5
--1--13 3--
2 2--
1 1 1 1 2 2 3 3 -- 1--13 3-- 2 2--1 1 1 1 2 2 3 3
--
3 - 2 - (c)
1 1(c)S 3(x)
S3(x)
1 1 2 2 3 3 -- 3 - 2 - (d)
1 1(d)
S S
15(x)
151(x)1 2 2 3 3
3 - 2 - 3 - 2 -
41 / 44 FIGURE
FIGURE (c)
11.3.6 Partial
11.3.6 Partial (x)
(c)S3sums
S sums
(x)of of sine
sine (7)(7)DE Lecture 13 (d)(d)S15S(x)(x)
series
series
王奕翔
Fourier Series
Summary
2 Fourier Series
3 Summary
Fourier Series
Summary
Short Recap
Heat Equation: Origin of Fourier Series
Inner Product of Functions, Norm of a Function, Orthogonality
Orthogonal Series Expansion: Projection on Subspace Spanned by

the Orthogonal Set of Functions
Fourier Series and Fourier Coefficients
Periodic Extension
Fourier Cosine and Sine Series
Convergence of Fourier Series
Fourier Series
Summary
Self-Practice Exercises
11-1: 3, 5, 7, 17, 22
11-2: 5, 7, 9, 13, 19, 21, 23
11-3: 7, 13, 19, 23, 27, 31, 37, 45

Chapter 11: Fourier Series: December 13, 2013

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Chapter 11: Fourier Series: December 13, 2013

Uploaded by

Copyright:

Available Formats

Orthogonal Functions

Chapter 11: Fourier Series

December 13, 2013

Fourier Series is invented by Joseph Fourier, which basically asserts that

Jean Baptiste Joseph Fourier, (1768 - 1830).

the space) is general. FIGURE 12.3.1 Temperatures in

Fourier’s Motivation: Solving the Heat Equation

Step 2: Convert the original PDE into the following:

Boundary condition becomes X(0)T(t) = X(L)T(t) = 0.

Fourier’s Motivation: Solving the Heat Equation

Step 3: λ remains to be determined. What values should λ take?

2 λ = −α2 < 0: X(x) = c1 e−αx + c2 eαx .

Fourier’s Motivation: Solving the Heat Equation

Fourier’s Motivation: Solving the Heat Equation

Step 6: By the superposition principle, below satisﬁes the PDE.

and we can ﬁnd the values of {An }, the problem is solved.

This motivates the theory of Fourier Series.

Functions as Vectors: Inner Product

Deﬁnition (Inner Product of Functions)

Once inner product is deﬁned, we can accordingly deﬁne norm.

Deﬁnition (Orthogonal Functions)

Deﬁnition (Orthogonal Set)

Deﬁnition (Orthonormal Set)

Example (Orthogonal or Not Depends on the Inverval)

Proof: When a < b,

Example (Exponential Functions are Not Orthogonal)

since an exponential function is strictly monotone.

Orthogonal Series Expansion

If so, how to ﬁnd the coeﬃcients {cn }?

Coeﬃcients in the Solution of the Heat Equation

Will the inﬁnite series converge for x ∈ [0, L]?

It is quite straightforward to show that ⟨sin(mx), sin(nx)⟩ = 0 for any

A Orthogonal Set of Functions

If we expand a function using the above orthogonal set of functions, we

Deﬁnition of Fourier Series

These coeﬃcients are called Fourier coeﬃcients.

Convergence of Fourier Series

f(x) at a point where f(x) is continuous

Function Fundamental Period

Periodic extension of f (x)

At x = ±p, ±3p, ±5p, . . ., the Foruier series of f(x) converges to

Periodic extension of f (x)

Fourier series of f (x)

it can be rewritten as follows:

Even and Odd Functions

Fourier Series of Even and Odd Functions

with Fourier coeﬃcients

Fourier Series of Even and Odd Functions

Constant + a Series of Cosine Functions

Fourier Series of an Odd Function f(x) on (−p, p):

a Series of Sine Functions

Fourier Cosine and Sine Series

2 Fourier Sine Series: Take p := L, and expand it as

3 Fourier Series: Take a := 0, 2p := L, and expand it as

Expansion in Fourier cosine series

Expansion in Fourier sine series

Expansion in Fourier series

Heat Equation: Origin of Fourier Series

Inner Product of Functions, Norm of a Function, Orthogonality

Orthogonal Series Expansion: Projection on Subspace Spanned by

Fourier Series and Fourier Coeﬃcients

Fourier Cosine and Sine Series