UNESCO/ANSTI ECONTENT DEVELOPMENT

PROGRAMME

Mathematical Methods for Scientists and Engineers

Jack Andrew Urombo

Harare Institute of Technology
Contents

List of Figures ii

List of Tables 1

1 Fourier Analysis 2
1.1 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.2 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.3 Derivation of Fourier coefficients . . . . . . . . . . . . . . . . . . . . . . 10
1.1.4 Odd and Even Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.1.5 Fourier Sine Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.1.6 Fourier Cosine Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.1.7 Dirichlet’s Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.1.8 Differentiation and Integration of Fourier Series . . . . . . . . . . . . . . 18

i
List of Figures

1.1.1 A Periodic Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

1.1.1 Partial Sums for the Series of the Square Function . . . . . . . . . . . . . . . . 8
1.1.2 Partial Sums Plot on the Same Axes . . . . . . . . . . . . . . . . . . . . . . . . 9
1.1.1 An Odd Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.1.2 An Even Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

ii
List of Tables

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1
Module 1

Fourier Analysis

2
Math. Meth. for Sci.&Eng. 3

- -

Figure 1.1.1 A Periodic Function

1.1 Fourier Series

1.1.1 Introduction
Joseph Fourier was a French scientist who worked on the theory of heat. One of his major
contributions is a way of representing functions in terms of trigonometric functions. These
series bear his name.
First, we introduce some properties of functions that we will in the subsequent work.
A function f (t) is said to be periodic with period p if the function replicates itself after an
interval of length p. Mathematical this can be expressed as
f (t + p) = f (t) (1.1.1)
The sketch below is an example of a periodic function.
A function is sectionally continuous on the interval [a, b] if, for points a = t0 ≤ t1 ≤ · · · ≤
tn = b, the function is continuous on each interval (t0 , t1 ), (t, t2 ), · · · , (tn−1 , tn ). So a function
is sectionally continuous if it is discontinuous at a finite number of points. The sketch below is
an example of a sectionally continuous function.
A function is said to be odd if f (−t) = −f (t), and it is said to be even if f (−t) = f (t). For
the trigonometric functions sin t is odd and cos t is even.
Two functions f (t) and g(t) are said to be orthogonal on the interval [a, b] with respect to the
weight w(t) if
Z b
w(t)f (t)g(t)dt. (1.1.2)
a
Usually the weight w(t) is taken to be 1. For this case, we can define the inner product < f, g >
by
Z b
< f, g >= f (t)g(t)dt. (1.1.3)
a
The inner product has the following properties
Let f (t), g(t) and h(t) are functions on [a, b] and λ is a real or complex constant.

1. < f, g >=< g, f >

4 Module 4: Four. Anal.

2. < f, g + h >=< f, g > + < f, h >

3. < λf, g >= λ < f, g >

4. < f, f >≥ 0

5. < f, f >= 0 if and only if f = 0 for all t.

The norm of a function f (t), is denoted by ||f ||, and is defined by

1
||f (t)|| =< f, f > 2 . (1.1.4)

A function with norm equal to one is said to be normalised. So f (t) is normalised if ||f (t)|| = 1.
The norm has the following properties.

1. ||f || ≥ 0

2. ||f || = 0 if and only if f = 0 for all values of t.

3. ||λf || = |λ|||f ||

4. ||f + g|| ≤ ||f || + ||g||

Two functions f (t) and g(t) are said to be orthogonal to each other if < f, g >= 0. In the
generalised case the functions f and g are said to be orthogonal with respect to the weight w(t)
if < wf, g >= 0.
Let
{ψk (t), k = 1, 2, 3, · · ·} (1.1.5)

be the set of functions defined on some interval [a, b]. Then then set is said to be orthogonal if
< ψk , ψl >= 0 when k 6= l.

Example 1.1.1.1 Show that the sets of functions with ψk (t) = cos kt is orthogonal on the
interval [−π, π] for k 6= l.

Solution 1.1.1.1
Z π
< ψk , ψl > = cos kt cos ltdt
−π
Z π
1
= [cos(k + l)t + cos(k − l)t]
−π 2
 π
1 sin ((l − k) t) sin ((k + l) t) 
=
2 l−k k+l 
−π
−k sin (π k) cos (π l) + l cos (π k) sin (π l)
=
l2 − k 2
= 0

The last result is a consequence of the fact that sin nπ = 0 for all integers n.

Example 1.1.1.2 What happens if k = l in the last example?

Math. Meth. for Sci.&Eng. 5

Solution 1.1.1.2 If k = l, then we have < ψk , ψk >, which is the norm of the function ψk (t).
So
Z π
< ψk , ψk > = cos2 ktdt
−π
1
= [1 + cos 2kt]dt
2  π
1 1 
= t+ sin 2kt 
2 2k −π
1
= [π − (−π) + 0]
2
= π

Now define a new set of functions by

ψ( t)
φk (t) = .
||ψk (t)||
Then, taking a cue from the last two examples,

0 when k 6= l
< φk , φl >= (1.1.6)
1 when k = l.

1.1.2 Definition
We now give the definition of the Fourier series of a periodic function.

Definition 1.1.2.1 Let f (t) be a periodic function with period 2`. Then the Fourier series
representation of f (t) is
∞    
a0 X rπt rπt
f (t) ∼ S(t) = + ar cos + br sin (1.1.7)
2 r=1
` `

where ar and br are the Fourier coefficients given by

Z `
1
a0 = f (t)dt (1.1.8)
` −`

Z `  
1 rπt
ar = f (t) cos dt (1.1.9)
` −` `
and
Z `  
1 rπt
br = f (t) sin dt (1.1.10)
` −` `

Before demonstrating the derivation of the coefficients, let us look at a few example. The
derivation of the coefficients can be ignored for some courses, but it is better if the it is at least
appreciated.

Example 1.1.2.1 Find the Fourier series of the function defined by


−1 if − 1 ≤ t < 0
f (t) = ,
1 if 0 < t ≤ 1
6 Module 4: Four. Anal.

and
f (t + 2) = f (t).
This function is the Square Function.

Solution 1.1.2.1 Here ` = 1, and hence we proceed to find the coefficients a0 , ar and br from
the formulas (1.1.8),(1.1.9) and (1.1.10). Therefore
Z 1
1
a0 = f (t)
1 −1
Z 0 Z 1
= −dt + dt
−1 0
0 1
= −t|−1 + t|0
= −1 + 1 = 0.

And
Z 1
1 rπt
ar = f (t) cos( )dt
1 −1 1
Z 0 Z 1
= cos(rπt)dt + cos(rπt)dt
−1 0
0 1
sin (rπ t)  sin (rπ t) 
= −  +
rπ −1 rπ 
0
1 1
= sin(−rπ) + sin(rπ)
rπ rπ
= 0.

Finally
Z 1
1 rπt
br = f (t) sin( )dt
1 −1 1
Z 0 Z 1
= sin(rπt)dt + sin(rπt)dt
−1 0
0 1
cos (rπ t)  cos (rπ t) 
= −
rπ 
−1 rπ 
0
1 1
= (1 − cos(−rπ)) − (cos(rπ) − 1)
rπ rπ
2
= (1 − cos(rπ)).
π
The values of cos(rπ) alternate between -1 and 1. So the expression 1 − cos(rπ) is zero for r
even and 2 for r odd. So the expression for br becomes
4
br = .
(2r − 1)π

Note that for the function in this example a0 = 0 and ar = 0. This is no coincidence! The
Fourier series of the function is
∞
X 4
f (t) ∼ S(t) = sin(rπt). (1.1.11)
r=1
(2r − 1)π
Math. Meth. for Sci.&Eng. 7

To demonstrate that the Fourier indeed converges, we make use of partial sums. Define the
nth partial by

n    
a0 X rπt rπt
Sn (t) = + ar cos + br sin . (1.1.12)
2 r=1
` `

We plot below the partial sums for some values of n. It should be be noted that as n increases,
Sn (t) gets closer to the actual function. At the of each interval the series has a larger or more
pronounced fluctuation or jump. This phenomena is called Gibb’s phenomena.
The diagram below display some partial of the same function on the same axes.

Example 1.1.2.2 Find the Fourier series of the function defined by

f (t) = |t| for − 1 ≤ t ≤ 1

and
f (t + 2) = f (t).

Solution 1.1.2.2 We have that ` = 1, and hence we proceed to find the coefficients a0 ,a1 and
br from the formulas (1.1.8),(1.1.9) and (1.1.10). Therefore
Z 1
1
a0 = f (t)
1 −1
Z 0 Z t
= −tdt + dt
−1 0
0 1
t2  t2 
= − +
2 −1 2 0
1 1
= + = 1.
2 2
And
Z 1
1 rπt
ar = f (t) cos(
)dt
1 −1 1
Z 0 Z 1
= −t cos(rπt)dt + t cos(rπt)dt
−1 )
0 0 1 1
t sin (rπt)  cos (rπt)  t sin (rπt)  cos (rπt) 
= − − + +
rπ 
−1 r2 π 2 −1 rπ 
0 r 2 π 2 0
1 1 1 1
= sin(−rπ) − 2 2 (1 − cos(−rπ)) + sin(rπ) + 2 2 (cos(−rπ) − 1)
rπ r π rπ r π
2
= (1 − cos(−rπ)).
r2 π2
This last expression is zero for even terms and can be reduced to an expression of only odd
terms of the form
4
ar = − .
(2r − 1)2 π 2

Finally
Z 1
1 rπt
br = f (t) sin( )dt
1 −1 1
8 Module 4: Four. Anal.

Figure 1.1.1 Partial Sums for the Series of the Square Function
Math. Meth. for Sci.&Eng. 9

Figure 1.1.2 Partial Sums Plot on the Same Axes

10 Module 4: Four. Anal.

Z 0 Z 1
= −t sin(rπt)dt + t sin(rπt)dt
−1 )
0 0 1 1
t cos (rπt)  sin (rπt)  t cos (rπt)  sin (rπt) 
= − + +
rπ 
−1 r2 π 2 −1 rπ 
0 r 2 π 2 0
1 1 1 1
= cos(−rπ) − 2 2 (− sin(−rπ)) − cos(rπ) + 2 2 (cos(−rπ) − 1)
rπ r π rπ r π
2
= (sin(rπ))
r2 π2
= 0.

Note that for the function in this example and br = 0. This is again is no coincidence! The
Fourier series of the function is
∞
1 X 4
f (t) ∼ S(t) = − cos(2r − 1)πt. (1.1.13)
2 r=1 (2r − 1)2 π 2

1.1.3 Derivation of Fourier coefficients

To derive
 the coefficients
 of the Fourier series we need to use the orthogonality of the functions
rπt rπt
cos and sin on the interval [−`, `].
` `

   
rπt rπt
Theorem 1.1.3.1 Let φr (t) = cos and ψr (t) = sin .
` `
Then

1.
Z `
φr (t)dt = 0
−`

2.
Z `
ψr (t)dt = 0
−`

3.
Z `
φr (t)ψp (t)dt = 0.
−`

4.
Z ` 
0 if r 6= p
φr (t)φp (t)dt =
−` ` if r = p

5.
Z ` 
0 if r 6= p
ψr (t)ψp (t)dt =
−` ` if r = p
Math. Meth. for Sci.&Eng. 11

Proof 1.1.3.1 1. This can be shown easily as follows.

Z `    `
rπt ` rπt 
cos dt = sin
` ` rπ ` −`
`
= (2 sin rπ)
rπ
= 0.

2. This can be shown as in the previous proof.

3. We compute the integral directly, making use of some trigonometric identity.
Z ` Z `    
rπt rπt
φr (t)ψp (t)dt = cos sin dt
−` −` ` `
1 `
   
(r − p)πt
Z
(r + p)πt
= sin − sin dt
2 −` ` `
    `
1 ` (r + p) πt ` (r − p) πt
= cos + cos
2 (r + p)π ` (r − p)π ` −`
= 0.

4. We need to evaluate the integral for the two cases r 6= p and r = p.

If r 6= p, then
Z ` Z `   
rπt πt
φr (t)φp (t)dt = cos cos dt
−` −` ` `
1 `
   
(r − p)πt
Z
(r + p)πt
= cos + cos dt
2 −ell ` `
    `
1 ` (r + p) πt ` (r − p) πt
= sin + sin
2 (r + p)π ` (r − p)π ` −`
 
1 (` `
= (sin(r + p)π − sin(−(r + p)π) + (sin(r − p)π − sin(−(r − p)π)
2 (p + r)π r−p
 
1 ` `
= .2 sin(r + p)π + .2 sin(r − p)π
2 (r + p)π (r − p)π
= 0.

Since sin kπ = 0 for all integers k.

If r = p, then
Z `
φr (t)φp (t)dt
−`
Z `
= [φr (t)]2 dt
−`
Z `  
rπt
= cos2 dt
−` `
Z `   
1 2rπt
= 1 + cos
−` 2 `
  `
1 2rπt
= t + sin
2 ` −`
12 Module 4: Four. Anal.

1
= [2` + sin(2rπ) − sin(−2rπ)]
2
= `

5. We leave the proof of the last item as an exercise for the reader.

To derive the coefficients of Fourier we make use the orthogonality properties of the trigono-
metric functions on the interval [−`, `].
To accomplish this we use the method of least squares. We define the partial sums Sn (t) of the
Fourier series by

n    
a0 X rπt rπt
Sn (t) = + ar cos + br sin . (1.1.14)
2 r=1
` `

The method of least squares minimises

Z `
En = ||f (t) − Sn (t)||2 = (f (t) − Sn (t))2 dt. (1.1.15)
−`
Now

(f (t) − Sn (t))2 = [f (t)]2 − 2f (t)Sn (t) + [Sn (t)]2

( n    )
2 a0 X rπt rπt
= [f (t)] − 2f (t) + ar cos + br sin
2 r=1
` `
( n     ) 2
a0 X rπt rπt
+ + ar cos + br sin
2 r=1
` `
n
a2
    
X rπt rπt
= [f (t)]2 − 2a0 f (t) − 2 f (t) ar cos + br sin − 0
r=1
` ` 4
n           
X rπt rπt rπt rπt rπt
+ a2r cos2 + b2r sin2 + 2ar br cos sin + b2r sin
r=1
` ` ` ` `

We integrate the expression for En (t) over the interval [−`, `], keeping in mind the results on
orthogonality stated above, and assuming that it is possible to interchange integration and
summation.

` ` n Z `
a2
Z Z     
X rπt rπt
En = [f (t)]2 dt − 2a0 f (t)dt − 2
f (t) ar cos + br sin dt − 0 `
−` −` r=1 −`
` ` 2
n Z ` n
X `Z     
X rπt rπt
a2r + b2r −

+ ` a0 f (t)dt − 2 f (t) ar cos + br sin
r=1 −` r=1 −`
` `

The coefficients are chosen so that the minimises En (t). This done by differentiating with
respect to the coefficients and setting the derivatives to zero.
First Z `
∂En
= 0 ⇒ a0 ` − f (t)dt = 0.
∂a0 −ell
This gives us
Z `
1
a0 = f (t)dt.
` −`
Math. Meth. for Sci.&Eng. 13

Figure 1.1.1 An Odd Function

Differentiating with respect to ar , and setting the derivative to zero.

n
( Z `   )
∂En X rπt
=0⇒ 2ar ` − 2 f (t) cos dt = 0.
∂ar r=1 −` `

This leads to the coefficient,

Z `  
1 rπt
ar = cos dt.
` −` `
Differentiating with respect to br , and setting the derivative to zero.
n
( Z `   )
∂En X rπt
=0⇒ 2br ` − 2 f (t) sin dt = 0.
∂br r=1 −ell `

This leads to the coefficient,

Z `  
1 rπt
br = sin dt.
` −` `

1.1.4 Odd and Even Functions

In the examples in the lest section, that is example (1.1.2.1) and (1.1.2.2) the coefficients ar
and br were, respectively equal to zero. This is an intrinsic property of odd and even functions.
For odd functions ar = 0 for all r and for even functions br = 0 for all r. This means that odd
functions can be represented in terms of a pure cosine and even functions can be expressed in
terms of a pure cosine series.
14 Module 4: Four. Anal.

Figure 1.1.2 An Even Function

Math. Meth. for Sci.&Eng. 15

We will prove this for odd functions and the proof for even functions is similar.
Now "Z #
Z ` 0 Z `
1 1
a0 = f (t)dt = f (t)dt + f (t)dt. (1.1.16)
` −` ` −` 0

Let u = −t in the first integral, then du = −dt, and we proceed as follows.

"Z #
0 Z `
1
a0 = f (−u)du + f (t)dt
` −` 0
"Z #
` Z `
1
= f (−u)du + f (t)dt
` 0 0
" Z #
` Z `
1
= − f (u)du + f (t)dt
` 0 0
= 0

We do similar calculation for ar , with the same change of variable, namely u = −t.

Z `  
1 rπt
ar = f (t) cos dt
` −` `
"Z  #
0   Z ` 
1 rπt rπt
= f (t) cos dt + f (t) cos dt
` −` ` 0 `
"Z  #
0 Z ` 
1  rπu  rπt
= −f (−u) cos − du + f (t) cos dt
` −` ` 0 `
"Z  #
` Z ` 
1  rπu  rπt
= f (−u) cos du + f (t) cos dt
` 0 ` 0 `
" Z  #
` Z ` 
1  rπu  rπt
= − f (u) cos du + f (t) cos dt
` 0 ` 0 `
= 0

The same approach works for br .

Z `  
1 rπt
br = f (t) sin dt
` −` `
"Z  #
0   Z ` 
1 rπt rπt
= f (t) sin dt + f (t) sin dt
` −` ` 0 `
"Z  #
0 Z ` 
1  rπu  rπt
= −f (−u) sin − du + f (t) sin dt
` −` ` 0 `
" Z  #
` Z ` 
1  rπu  rπt
= − f (u) sin − du + f (t) sin dt
` 0 ` 0 `
"Z  #
` Z ` 
1  rπu  rπt
= f (u) sin du + f (t) cos dt
` 0 ` 0 `
16 Module 4: Four. Anal.

Z `  
2 rπt
= f (t) sin dt
` 0 `

For even functions we obtain the result that br = 0 for all r, and

Z `
2
a0 = f (t)dt, (1.1.17)
` 0

and
Z `  
2 rπt
ar = f (t) cos dt (1.1.18)
` 0 `

The last immediate results show that it is possible to express a periodic function in terms of
a Fourier cosine series or Fourier sine series. It should also be observed that a function on the
half interval (0, `) can extended to the interval (−`, `) in such a way that it is either odd or
even.
We now give the Fourier Cosine and Fourier Sine representation on the half interval (0, `).

1.1.5 Fourier Sine Series

the Fourier sine representation of f (t) is

∞  
X rπt
f (t) ∼ SS (t) = br sin (1.1.19)
r=1
`

where
Z `  
2 rπt
br = f (t) sin dt. (1.1.20)
` 0 `

Example 1.1.5.1 Find the Fourier Sine series of f (t) = t on −π ≤ t ≤ π and f (t+2π) = f (t).

Solution 1.1.5.1 The function is odd, so we can use a Fourier Sine series. The coefficients
ar are all equal to zero. In this case ` = π.

2 `
Z  
rπt
br = f (t) sin dt
π 0 π
2 π
Z
= t sin rtdt
π 0
 π
2 1 t
= sin rt − cos rt
π r2 r 0
2
= − cos rπ
r
2
= (−1)r+1 .
r
The series, therefore is
∞
X 2
SS (t) = (−1)r+1 sin rt.
r=1
r
Math. Meth. for Sci.&Eng. 17

1.1.6 Fourier Cosine Series

The Fourier Cosine representation of f (t) is

∞  
a0 X rπt
SC (t) = + ar cos (1.1.21)
2 r=1
`

where Z `
2
a0 = f (t)dt, (1.1.22)
` 0
Z `  
2 rπt
ar = f (t) cos dt. (1.1.23)
` 0 `

Example 1.1.6.1 Find the Fourier cosine series of f (t) = cos t on (0, π).

Solution 1.1.6.1 We find the Fourier cosine coefficients.

2 π
Z
ar = sin tdt
π 0
2 π
= [− cos t]0
π
2
= − (cos π + 1)
π
4
= −
π
And
Z π  
rπt
ar = sin t cos dt
0 π
Z π
2 1
= [sin(r + 1)t + sin(r − 1)t]dt
π 2
0
 π
1 1 1
= − cos(r + 1)t + cos(r − 1)t
π r+1 r−1 0

1 1 1
= − (cos(r + 1)π − 1) + (cos(r − 1)π − 1) ]
π r+1 r−1

The terms cos(r + 1)π and cos(r − 1)π is zero for even r + 1 and r − 1. For odd r + 1 and r − 1,
the same terms are -1.
So for odd terms,

 
1 −2 −2
ar = − +
π (2r − 1) + 1 (2r − 1) − 2
 
1 1 1
= −
π r r−1
1
= − .
r(r − 1)π
Therefore
∞
2 X 1
sin t = − − cos rt.
π r=1 r(r − 1)π
18 Module 4: Four. Anal.

1.1.7 Dirichlet’s Conditions

The convergence of Fourier conditions is enshrined in the conditions due to Dirichlet. We make
a few definitions before we state the conditions. et f (t) be sectionally continuous function.

Definition 1.1.7.1 The left limit of a function f (t) at t0 is defined as

f (t−
0 ) = lim f (t0 + h). (1.1.24)
t0 →0−

Definition 1.1.7.2 The right limit of a function f (t) at t0 is defined as

f (t+
0 ) = lim+ f (t0 − h). (1.1.25)
t0 →0

Definition 1.1.7.3 The leftt hand limit of f (t) at t0 is defined as

f (t0 + h) − f (t−
0)
fL0 (t0 ) = lim , (1.1.26)
h→0− h
if it exists.

Definition 1.1.7.4 The right hand limit of f (t) at t0 is defined as

f (t0 + h) − f (t+
0)
fR0 (t0 ) = lim+ , (1.1.27)
h→0 h
if it exists.

We now give the conditions.

Theorem 1.1.7.1 Let f (t) be sectionally continuous on [−`, `]. Then

1. if −` < t < `, and fL0 (t0 ) and fR0 (t0 ) both exist, then at t0 , the Fourier series of f (t) on
[−`, `] converges to

1
[f (t− +
0 ) + f (t0 )]. (1.1.28)
2
2. at −` and `, if fL0 (`) and fR0 (`) both exist, then the Fourier series convrges to

1
[f (`− ) + f (−`+ )]. (1.1.29)
2

1.1.8 Differentiation and Integration of Fourier Series

Theorem 1.1.8.1 Let f (t) satisfy Dirichlet’s conditions, then for −` ≤ t ≤ `

Z t ∞       
1 X ` rπt rπt
f (x)dx = a0 (t + `) + ar sin − br cos − cos rπ (1.1.30)
−` 2 r=1
rπ ` `

Note that this theorem is just what you would obtain if you integrate the Fourier series term
by term.
Math. Meth. for Sci.&Eng. 19

Proof 1.1.8.1 To prove this theorem we define the function

Z `
1
F (t) = f (x)dx − a0 . (1.1.31)
−` 2

This function satisfies Dirichlet conditions and hence has convergent Fourier series represen-
tation. The series is

∞    
A0 X rπt rπt
F (t) ∼ + Ar cos + Br sin (1.1.32)
2 r=1
` `

We will find the coefficients of the series Ar , Br and A0 .

Z `  
1 rπt
Ar = F (t) cos . (1.1.33)
` −` `

Integrate by parts
"  ` Z `   #
1 ` rπt  ` 1 rπt
Ar = F (t). sin − (f (t) − ) sin dt
` rπ ` ` −` rπ 2 `
" Z `   #
1 ` 1 rπt
= 0− (f (t) − a0 ) sin dt
` rπ −` 2 `
Z `   Z `  
` rπt 1 1 rπt
= − f (t) sin dt + a0 . sin dt
rπ −` ` 2 rπ −` `
1
= − br .
rπ

For Br the computation is

Z `  
1 rπt
Br = sin dt
` −` `
"   ` Z `    #
1 −` rπt  −` rπt 1
= f (t) cos  − cos f (t) − a0 dt

` rπ ` −` −` rπ ` 2
"   ` Z `    #
1 rπt 
 − rπt 1
= f (t) cos cos f (t) − a0 dt
rπ ` 
−` −` ` 2
" Z `   Z `   #
1 rπt 1 rπt
= −F (`) cos rπ + F (−`) cos rπ + cos dt − a0 cos dt
rπ −` ` 2 −` `
 
1 1 1
= − a0 ` cos(rπ) + − a0 ` cos(rπ) + `ar − 0
rπ 2 2
`
= ar
rπ

From the definition of F (t) we have that

1
F (`) = a0 `,
2
and from the Fourier series of
20 Module 4: Four. Anal.

∞
A0 X
f (`) = + Ar cos rπ (1.1.34)
2 r=1
∞
A0 X `
= − br cos rπ (1.1.35)
2 r=1 rπ

This imples that

∞
1 A0 X `
a0 ` = − br cos rπ, (1.1.36)
2 2 r=1
rπ

leading to

∞
X `
A0 = a0 ` + 2 − br cos rπ (1.1.37)
r=1
rπ

This gives the result of the theorem.

Theorem 1.1.8.2 Let f (t) and f 0 (t) satisfy Dirichlet’s conditions on ` ≤ t ≤ `, then the
Fourier series of f 0 (t) on (−`, `) is given by

∞     
X rπ rπt rπt
S(t) = −ar sin + br cos (1.1.38)
r=1
` ` `

Proof 1.1.8.2