Fourier Series

Chapter 10
Fourier Series
Contents
10.1 Orthogonal Functions 3
10.2 Fourier Series 4

10.2.1 Fourier series of functions with period 2π . . . . . . . . . . . . . . . . . . . . . . . . . 4
10.2.2 Fourier series of arbitrary period P = 2L . . . . . . . . . . . . . . . . . . . . . . . . . 11
10.2.3 Fourier series of odd and even functions . . . . . . . . . . . . . . . . . . . . . . . . 15
10.3 Half Range Expansion 18
10.4 Fourier Integrals 20
10.5 Exercise 23
Fourier series is a way to represent a wave like function as the sum of simple sine waves. More
formally, it decomposes any periodic function or periodic signal into the sum of a possibly infinite set of
simple oscillating functions namely sines and cosines.
10.1 Orthogonal Functions

Definition 10.1.1 Functions y1 , y2 , y3 , · · · defined on some interval are called orthogonal on a ≤ x ≤ b
with respect to the weight function ρ(x) > 0 if ab ρ(x)ym (x)yn (x) dx = 0 for m 6= n. ab ρ(x)y2n (x) dx
R R
is called the square of the norm of yn (x) and written as kyn (x)k2 .
1. If kyn (x)k2 = 1, then the set is an orthonormal set.
2. If ρ(x) = 1, then the set is orthogonal on a ≤ x ≤ b.
Remark 10.1.1 • cos nx cos mx = 21 [cos(n + m)x + cos(n − m)x]

• sin nx sin mx = 12 [cos(n − m)x − cos(n + m)x]
• sin nx cos mx = 12 [sin(n + m)x + sin(n − m)x]
Rπ
Example 10.1 Consider −π cos 3x cos 2x dx, such that
1 π
Z π Z
cos 3x cos 2x dx = (cos 5x + cos x) dx
−π 2 −π
1 1
= sin 5x |π−π + sin x |π−π
10 2
= 0
Therefore cos 3x and cos 2x are orthogonal on −π ≤ x ≤ π.
Any one can get this soft-copy from Google site Exodus4Wisdom Natnael
c Nigussie
natnaelnigussie@gmail.com
natnael.nigussie@aastu.edu.et
2 Fourier Series
π
R
Example 10.2 • −π cos nx cos mx dx = 0 (m 6= n).
Therefore
Rπ
cos nx and cos mx are orthogonal on −π ≤ x ≤ π, where m 6= n.
• −π sin nx sin mx dx = 0 (m 6= n)
Therefore
Rπ
sin nx and sin mx are orthogonal on −π ≤ x ≤ π, where m 6= n.
• −π sin nx cos mx dx = 0 (m 6= n) or (m = n)
Therefore sin nx and cos mx are orthogonal on −π ≤ x ≤ π.

Example 10.3 In general, the set of functions 1, cos(nx), where n = 1, 2, 3, · · · or 1, sin(nx), where
n = 1, 2, 3, · · · or 1, cos(nx), sin(nx), where n = 1, 2, 3, · · · in the interval a ≤ x ≤ a + 2π with weight
functions ρ(x) = 1 for any real constant a are orthogonal functions.
10.2 Fourier Series

Definition 10.2.1 Let y0 , y1 , y2 , · · · be an orthogonal set with respect to the weight function ρ(x) on
an interval a ≤ x ≤ b. Let f (x) be a given function that can be represented in terms of yn (x) by a
convergent series,
∞
f (x) = ∑ am ym (x) = c0 y0 + c1 y1 + c2 y2 + · · ·
m=0
This is called an orthogonal expansion or the generalized Fourier series, where c0 , c1 , c2 , · · · is Fourier
coefficients of f (x) respect to y0 , y1 , y2 , · · · .
10.2.1 Fourier series of functions with period 2π

Definition 10.2.2 A function f is said to be a periodic function with period p if p is the least positive
numbers such that f (x + p) = f (x) for all x in the domain of f .
Example 10.4 f (x) = sin x and g(x) = cos x are the familiar periodic functions with period p = 2π but
x, x2 , x3 , ex , cosh x and ln x are examples of non−periodic function.
Proposition 10.2.1 The constant function h(x) = c is a periodic function, since h(x + p) = c = h(x)
for all p ∈ (0, ∞).
Proposition 10.2.2 If f (x) are periodic of p, it also has the period of 2p because
f (x + 2p) = f (x + p + p)
= f ((x + p) + p)
= f (x + p)
It follows that f (x + np) = f (x) for all x in the domain of f and all integers n.
Proposition 10.2.3 If f and g are periodic functions with period p, then h(x) = a f (x) + bg(x), for
some constants a and b, is a periodic function with period p. Since f (x + p) = f (x) and g(x + p) = g(x)
h(x + p) = a f (x + p) + bg(x + b)
= a f (x) + bg(x)
= h(x)
Therefore, h(x) is a periodic function with period p.
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Definition 10.2.3 A functional series of the form

a0
g(x) = + a1 cos x + b1 sin x + a2 cos 2x + b2 sin 2x + · · ·
2
+an cos nx + bn sin nx + · · ·
∞
a0
= + ∑ an cos nx + bn sin nx
2 n=1
is called a trigonometric series: where a0 , an , bn (n = 1, 2, 3, · · · ) are real constants, are called the
coefficients of the trigonometric series.
∞
a0
If the series converges, say to a function f (x); that is, 2 + ∑ (an cos nx + bn sin nx) = f (x). Then f is a
n=1
period function with period p = 2π, by the above proposition. Thus f (x + 2π) = f (x) for all x in the
∞
a0
domain of f , where f (x) = 2 + ∑ (an cos nx + bn sin nx).
n=1
Definition 10.2.4 The Fourier series for the periodic function f (x) in an interval a < x < a + 2π is
given by
∞
a0
f (x) = + ∑ (an cos nx + bn sin nx)
2 n=1
and the coefficients a0 , an , bn (n = 1, 2, 3, · · · ) are called the Fourier coefficients.
Basic Rules
Basic rules of integrationR involving sine and cosine functions.
1. aa+2π cos nx dx = aa+2π sin nx dx = 0, n = 1, 2, 3, · · ·
R
2. aa+2π sin nx sin mx dx = 0 (n 6= m)

R
3. aa+2π cos nx cos mx dx = 0 (n 6= m)

R
4. aa+2π cos mx sin nx dx = 0 (n 6= m or n = m)

R
5. aa+2π cos2 nx dx = aa+2π sin2 nx dx = π, n 6= 0

R R
Z a+2π Z a+2π
1 + cos 2nx
cos2 nx dx = dx
a a 2
1 1
= (x + sin 2nx)|aa+2π
2 2n
1
= (a + 2π − a)
2
= π
6. sin(2n + 1) π2 = cos nπ = (−1)n , where n = 1, 2, 3, · · · and cos(2n + 1) π2 = sin nπ = 0, where

n = 1, 2, 3, · · ·
Theorem 10.2.4 Euler’s Formula

∞
a0
The Fourier coefficients in f (x) = 2 + ∑ (an cos nx + bn sin nx) are given by
n=1
1 R a+2π
• a0 = π Ra f (x) dx
1 a+2π
• an = π Ra f (x) cos nx dx, where n = 1, 2, 3, · · · and
1 a+2π
• bn = π a f (x) sin nx dx, where n = 1, 2, 3, · · ·
Corollary 10.2.5 1. If a = 0, the interval becomes 0 < x < 2π, and Euler’s formula are given by
1 R 2π
• a0 = π R0 f (x) dx
1 2π
• an = π 0 f (x) cos nx dx and
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4 Fourier Series
• bn = π1 02π f (x) sin nx dx

R
2. If a = −π, the interval becomes −π < x < π, and the Euler’s Formula are given by
• a0 = π1 −π
Rπ
f (x) dx
• an = π1 −π
Rπ
f (x) cos nx dx and
1 Rπ
• bn = π −π f (x) sin nx dx
When f (x) has finite number of discontinuities in any one period, for instance if c is a point of discontinuity
in an interval (a, a + 2π), f (x) is defined by

φ (x) for a < x < c
f (x) =
ψ(x) for c < x < a + 2π
then
1 Rc 1 R a+2π
• a0 = π Ra φ (x) dx + π c ψ(x) dx
1 c 1 R a+2π
• an = π Ra φ (x) cos nx dx + π R c ψ(x) cos nx dx and
1 c 1 a+2π
• bn = π a φ (x) sin nx dx + π c ψ(x) sin nx dx
Example 10.5 Find the Fourier coefficients of the periodic function f (x). The formula is f (x) = ( π−x 2

2 ) ,
∞
π2 cos nx
where 0 ≤ x ≤ 2π and f (x + 2π) = f (x), and show that f (x) = 12 +∑ 2
.
n=1 n
∞
a0
Solution: The Fourier serves for f in (0, 2π) is f (x) = 2 + ∑ an cos nx + bn sin nx, where
n=1
1 2π
Z
a0 = f (x) dx
π 0
1 2π π − x 2
Z
= ( ) dx
π 0 2
Z 2π
1
= (π 2 x − 2πx + x2 ) dx
4π 0
1 2 1
= (π x − πx2 + x3 ) |2π 0
4π 3
π 2
=
6
1 2π
Z
an = f (x) cos nx dx
π 0
1 2π π − x 2
Z
= ( ) cos nx dx
π 0 2
Z 2π
1
= (π − x)2 cos nx dx
4π 0
1 (π − x)2 − cos nx sin nx
= ( sin nx + 2(π − x)( ) + 2( 3 )) |2π
0
4π n n2 n
1 2π 2π
= ( + 3)
4π n2 n
1
= and
n2
1 2π
Z
bn = f (x) sin nx dx
π 0
1 2π π − x 2
Z
= ( ) sin nx dx
π 0 2
1 (π − x)2 − cos nx − sin nx cos nx
= ( ( 2
) 2
+ 2(π − x)( 2
) + 2( 3 )) |2π
0
4π n n n n
= 0
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∞
π2 cos nx
Therefore, f (x) = 12 +∑ 2
.
n=1 n
Example 10.6 Find the Fourier coefficients of the periodic function f (x) in the figure. The formula is

−k for − π < x < 0
f (x) = and f (x + 2π) = f (x)
k for 0 < x < π
and show that 1 − 13 + 15 − 17 + · · · = π4 .
Figure 10.1:
∞
a0
Solution: The Fourier serves for f in (0, 2π) is f (x) = 2 + ∑ an cos nx + bn sin nx, where
n=1
1 2π
Z
a0 = f (x) dx
π 0
Z 0
1 1 π
Z
= f (x)dx + f (x) dx
π −π π 0
1 0 1 π
Z Z
= −kdx + k dx
π −π π 0
1 0 1 π
Z Z
= − kdx + k dx
π −π π 0
= 0
1 0 1 π
Z Z
an = f (x) cos nxdx + f (x) cos nx dx
π π π 0
Z 0
1 1
Z π
= −k cos nxdx + k cos nx dx
π π π 0
1 0 1 π
Z Z
= − k cos nxdx + k cos nx dx
π π π 0
= 0 and
1 0 1 π
Z Z
bn = f (x) sin nxdx + f (x) sin nx dx
π −π π 0
Z 0
1 1
Z π
= −k sin nxdx + k sin nx dx
π −π π 0
1 0 1 π
Z Z
= − k sin nxdx + k sin nx dx
π −π π 0
2k
= [1 − cos nθ ]
nπ
4k
nπ for odd n
=
0 for even n
4k 4k 4k
that is, b1 = , b2 = 0, b3 = , b4 = 0, b5 = ···
π 3π 5π
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6 Fourier Series
4k 1
Therefore, f (x) = π (sin x + 3 sin 3x + 15 sin 5x + · · · ).
Here s1 = 4k
π sin x
4k
Figure 10.2: s1 = π sin x
4k 1
s2 = π (sin x + 3 sin 3x)
4k 1
Figure 10.3: s2 = π (sin x + 3 sin 3x)
4k 1
s3 = π (sin x + 3 sin 3x + 15 sin 5x)
4k 1
Figure 10.4: s3 = π (sin x + 3 sin 3x + 15 sin 5x)
Let x = π2 , then
π 4k π 1 π 1 π
f( ) = (sin( ) + sin 3( ) + sin 5( ) + · · · )
2 π 2 3 2 5 2
4k 1 1 1 π
k = (1 − + − + · · · ) since f (x) = k at x =
π 3 5 7 2
π 1 1 1
⇒ = 1− + − +···
4 3 5 7

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The value of f (x) at a single point does not affect the integral, hence we can leave f (x) undefined at the
end points and at the point of discontinuity if there is.
Dirichlet’s Conditions
Suppose that:
1. f (x) is defined and single–valued except possibly at a finite number of points in (a, a + 2π).
2. f (x) is periodic outside (a, a + 2π) with period 2π.
3. f (x) and f 0 (x) are sectionally(piecewise) continuous in (a, a + 2π).
∞
a0
Then, the series 2 + ∑ (an cos nx + bn sin nx) with coefficients
n=1
1 R a+2π
• a0 = π Ra f (x) dx
1 a+2π
• an = π Ra f (x) cos nx dx and
1 a+2π
• bn = π a f (x) sin nx dx
converges to
• f (x) if x is a point of continuity
• f (c) if c is a point of discontinuity, where
lim f (x) + lim f (x)

x→c− x→c+
= f (c)
2
∞
a0
= + ∑ (an cos nc + bn sin nc)
2 n=1
Example 10.7 Find the Fourier Series expansion for

−π for − π < x < 0
f (x) = and f (x + 2π) = f (x)
x for 0 < x < π
∞
1 1 1 π2
1 1
and show that ∑ (2n + 1)2 = 12 + 32 + 52 + 72 + · · · = 8
.
n=0
Solution: The Fourier series expansion in the interval (−π, π) is
∞
a0
2 n=1
Where
1 π
Z
a0 = f (x) dx
π −π
Z 0
1
Z π
= [ f (x)dx + f (x) dx]
π −π 0
1 0
Z Z π
= [ −πdx + x dx]
π −π 0
1 1
= [−πx|0−π + x2 |π0 ]
π 2
1 1 2
= [− π ]
π 2
1
= − π
2
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8 Fourier Series
1 π
Z
an = f (x) cos nx dx
π −π
Z 0
1
Z π
= [ f (x) cos nxdx + f (x) cos nx dx]
π −π 0
1 0
Z Z π
= [ −π cos nxdx + x cos nx dx]
π −π 0
1 π x 1
= [− sin nx|0−π + ( sin nx + 2 cos nx)|π0 ]
π n n n
1 π π 1 1
= [− sin nπ + ( sin nπ + 2 cos nπ − 2 )]
π n n n n
1
= [cos nπ − 1]
πn2
1
= [(−1)n − 1]
πn2
1 π
Z
bn = f (x) sin nx dx
π −π
1 0
Z Z π
= [ f (x) sin nxdx + f (x) sin nx dx]
π −π 0
1 0
Z Z π
= [ −π sin nxdx + x sin nx dx]
π −π 0
1 π x 1
= [ cos nx|0−π + (− cos nx + 2 sin nx)|π0 ]
π n n n
1 π π
= [ (1 − cos nπ) − cos nπ]
π n n
1 π
= [ (1 − cos nπ − cos nπ)]
π n
1
= [1 − 2 cos nπ]
n
1
= [1 − 2(−1)n ]
n
So
∞
a0
2 n=1
∞
π 1 1
= − + ∑ ( 2 [(−1)n − 1] cos nx + [1 − 2(−1)n ] sin nx)
4 n=1 πn n
π 2 2 2
= − + (− cos x − cos 3x − cos 5x − · · · ) +
4 π 9π 25π
1 1 3
(3 sin x − sin 2x + sin 3x − sin 4x + sin 5x − · · · )
2 4 5
At x = 0, by dirichelet’s condition
lim f (x) = lim −π

x→0− x→0−
= −π
lim f (x) = lim x
x→0+ x→0−
= 0 and
π 1
f (0) = − + ( 2 [(−1)n − 1])
4 πn
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Therefore,

x→c− x→c+
= f (c)
2
∞
a0
= + ∑ (an cos nc + bn sin nc)
2 n=1
−π + 0 π 1
= − + ( 2 [(−1)n − 1])
2 4 πn
−π π 1
⇒ + = [(−1)n − 1]
2 4 πn2
−π 1
⇒ = [(−1)n − 1]
4 πn2
−π 2 1
⇒ = [(−1)n − 1]
4 n2
−π 2 2 2 2 2
⇒ = −2 − − 2 − 2 − 2 − · · ·
4 3 5 7 9
−π 2 1 1 1 1
⇒ = −2(1 + + 2 + 2 + 2 + · · · )
4 3 5 7 9
π2 1 1 1 1
⇒ = 1+ + 2 + 2 + 2 +···
8 3 5 7 9
π2 ∞
1
⇒ = ∑ (2n + 1)2
8 n=0
∞
π2 1
Therefore, 8 = ∑ (2n + 1)2 .
n=0
10.2.2 Fourier series of arbitrary period P = 2L

The Fourier series Expansion of f (x) in the interval (a, a + 2L) is given by
∞
a0 nπ nπ
f (x) = + ∑ (an cos( )x + bn sin( )x)
2 n=1 L L
are given by
• a0 = L1 aa+2L f (x) dx
R
• an = L1 aa+2L f (x) cos( nπ

R
L )x dx and
• bn = L1 aa+2L f (x) sin( nπ
R
L )x dx
Corollary 10.2.6 1. Putting a = 0 in these formula, we get the corresponding Fourier Coefficients
for the interval (0, 2L) are
• a0 = L1 02L f (x) dx
R
• an = L1 02L f (x) cos( nπ

R
L )x dx and
• bn = L1 02L f (x) sin( nπ
R
L )x dx
2. Putting a = −LRL
in the above formula, we get the results
• a0 = L1 −L f (x) dx
RL
• an = L1 −L f (x) cos( nπ
L )x dx and
1 RL
• bn = L −L f (x) sin( nπ L )x dx
for the Fourier coefficients in the interval (−L, L).
Example 10.8 Find the Fourier series of the periodic function f (x) of period 2, where

−1 for − 1 < x < 0
f (x) = and f (x + 2L) = f (x)
2x for 0 < x < 1
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10 Fourier Series
2
and show that 112 + 312 + 512 + 712 + · · · = π8 and 112 − 312 + 512 − 712 + · · · = π4
Solution: The Fourier series for f (x) in (−1, 1) in the period P = 2L = 2; that is, L = 1 is given by
∞
a0
f (x) = + ∑ (an cos(nπ)x + bn sin(nπ)x
2 n=1
where
Z 1
1
a0 = f (x) dx
1 −1
Z 0 Z 1
= f (x)dx + f (x) dx
−1 0
Z 0 Z 1
= −1dx + 2x dx
−1 0
Z 0 Z 1
= − dx + 2x dx
−1 0
= −1|0−1 + x2 |10
= −1 + 1
= 0
Z 1
1
an = f (x) cos(nπ)x dx
1 −1
Z 0 Z 1
= f (x) cos(nπ)xdx + f (x) cos(nπ)x dx
−1 0
Z 0 Z 1
= −1 cos(nπ)xdx + 2x cos(nπ)x dx
−1 0
Z 0 Z 1
= − cos(nπ)xdx + 2x cos(nπ)x dx
−1 0
1 x 1
= − sin(nπ)x|0−1 + 2( sin(nπ)x + cos(nπ)x)|10
nπ nπ (nπ)2
1 1
= 2[ 2
cos nπ − ]
(nπ) (nπ)2
2
= [cos nπ − 1]
(nπ)2
2
= [(−1)n − 1] and
(nπ)2
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Z 1
1
bn = f (x) sin(nπ)x dx
1 −1
Z 0 Z 1
= f (x) sin(nπ)xdx + f (x) sin(nπ)x dx
−1 0
Z 0 Z 1
= −1 sin(nπ)xdx + 2x sin(nπ)x dx
−1 0
Z 0 Z 1
= − sin(nπ)xdx + 2x sin(nπ)x dx
−1 0
1 x 1
= cos(nπ)x|0−1 + 2(− cos(nπ)x + sin(nπ)x)|10
nπ nπ (nπ)2
1 1
= [1 − (−1)n ] + 2[− (−1)n ]
nπ nπ
1 1 2
= − (−1)n − (−1)n
nπ nπ nπ
1
= [1 − (−1)n − 2(−1)n ]
nπ
1
= [1 − 3(−1)n ]
nπ
∞
2 1
Therefore, f (x) = ∑ ( (nπ)2 [(−1)n − 1] cos(nπ)x + nπ [1 − 3(−1)n ] sin(nπ)x).
n=1
At x = 0, by dirichelet’s condition
lim f (x) = lim −1

x→0− x→0−
= −1
lim f (x) = lim 2x
x→0+ x→0−
= 0 and
2 ∞ 1
f (0) = ∑ n2 [(−1)n − 1]
π 2 n=1
Therefore,

x→0− x→0+
= f (0)
2
∞
a0
= + ∑ (an cos n0 + bn sin n0)
2 n=1
−1 + 0 2 ∞ 1
2
= ∑ n2 [(−1)n − 1]
π 2 n=1
−1 2 ∞ 1
⇒
2
= ∑ n2 [(−1)n − 1]
π 2 n=1
−π 2 2 2 2 2
⇒ = −2 − 2
− 2 − 2 − 2 −···
4 3 5 7 9
−π 2 1 1 1 1
⇒ = −2(1 + 2 + 2 + 2 + 2 + · · · )
4 3 5 7 9
π2 1 1 1 1
⇒ = 1+ 2 + 2 + 2 + 2 +···
8 3 5 7 9
π2 ∞
1
⇒ = ∑ 2
8 n=0 (2n + 1)
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12 Fourier Series
At x = 21 , since f (x) is continuous at x = 1

2
∞
2 1
f (x) = ∑ ( nπ 2 [(−1)n − 1] cos(nπ)x + nπ [1 − 3(−1)n ] sin(nπ)x)
n=1
∞
1 2 1 1 1
f( ) =
2 ∑ ( nπ 2 [(−1)n − 1] cos(nπ) 2 + nπ [1 − 3(−1)n ] sin(nπ) 2 )
n=1
1 4 4 4 1
1 = 2
[4 − + − + · · · ] since f ( ) = 1
π 3 5 7 2
π 1 1 1
= 1− + − +···
4 3 5 7
Example 10.9 Find the Fourier series of the function f (x) having p = 4 is given by

 0 for − 2 < x < −1
f (x) = k for − 1 < x < 1 and f (x + 2L) = f (x)
0 for 1 < x < 2

Solution: The Fourier series f (x) in (−2, 2) in the period P = 2L = 4; that is, L = 2 is given by
∞
a0 nπ nπ
f (x) = + ∑ (an cos( )x + bn sin( )x)
2 n=1 2 2
where
1 2
Z
a0 = f (x) dx
2 −2
1 −1
Z Z 1 Z 2
= [ f (x)dx + f (x)dx + f (x) dx]
2 −2 −1 1
Z −1 Z 0 Z 2
1
= [ 0dx + kdx + 0 dx]
2 −2 −1 0
= k
1 2 nπ
Z
an = f (x) cos( )x dx
2 −2 2
1 −1
Z 1 Z 2
nπ nπ nπ
Z
= [ f (x) cos( )x dx + f (x) cos( )x dx + f (x) cos( )x dx]
2 −2 2 −1 2 1 2
Z −1 Z 1 Z 2
1 nπ nπ nπ
= [ 0 cos( )x dx + k cos( )x dx + 0 cos( )x dx]
2 −2 2 −1 2 1 2
1 1 nπ
Z
= [ k cos( )x dx]
2 −1 2
k 1 nπ
Z
= cos( )x dx
2 −1 2
k nπ 1
= sin( )x|−1
nπ 2
2k nπ
= sin( )
nπ 2
2k

 nπ if n = 1, 5, 9, · · ·
= 0 if n is even and
 2k
− nπ if n = 3, 7, 11, · · ·
c Nigussie
1 2 nπ
Z
bn = f (x) sin( )x dx
2 −2 2
1 −1
Z 1 Z 2
nπ nπ nπ
Z
= [ f (x) sin( )x dx + f (x) sin( )x dx + f (x) sin( )x dx]
2 −2 2 −1 2 1 2
Z −1 Z 1 Z 2
1 nπ nπ nπ
= [ 0 sin( )x dx + k sin( )x dx + 0 sin( )x dx]
2 −2 2 −1 2 1 2
Z 1
1 nπ
= k sin( )x dx
2 −1 2
−k nπ 1
= cos( )x|−1
nπ 2
= 0
Therefore,
∞
a0 nπ nπ
f (x) = + ∑ (an cos( )x + bn sin( )x)
2 n=1 2 2
∞
k 2k nπ nπ nπ
= + ∑ ( sin( ) cos( )x + 0 sin( )x)
2 n=1 nπ 2 2 2
∞
k 2k nπ nπ
= + ∑ ( sin( ) cos( )x)
2 n=1 nπ 2 2
k 2k π 1 3π 1 5π 1 7π
= + [cos( )x − cos( )x + cos( )x − cos( )x + · · · ]
2 π 2 3 2 5 2 7 2

10.2.3 Fourier series of odd and even functions

Definition 10.2.5 A function f (x) is said to be odd if and only if f (−x) = − f (x) and a function is
said to be even if and only if f (−x) = f (x).
Example 10.10 The functions sin(nx) and tan(nx) are odd functions. Graph of odd function is symmet-
ric about the origin.
Example 10.11 The functions cos(nx), x2 , csc(nx) are even functions. Graphs of even functions are
symmetric about y-axis.
Proposition 10.2.7 If f (x) is a periodic function with period p = 2L, then

Z L RL
2 0 f (x)dx if f is even
f (x)dx =
−L 0 if f is odd
Recall that a periodic function f (x) defined in (−L, L) can be represented by the Fourier series
∞
a0 nπ nπ
f (x) = + ∑ (an cos x + bn sin x)
2 n=1 L L
where
RL
• a0 = L1 −L f (x) dx
1 RL
• an = L −L f (x) cos( nπ L )x dx and
RL
• bn = L1 −L f (x) sin( nπ
L )x dx
When f (x) is even function
L
• a0 = L1 −L f (x) dx = L2 0L f (x) dx
R R
L 2 RL
• an = L1 −L f (x) cos( nπ nπ nπ
R
L )x dx = L 0 f (x) cos( L )x dx since f (x) cos( L )x is even and
1 L
R nπ nπ
• bn = L −L f (x)( L )x dx = 0 since f (x) sin( L )x is odd.
c Nigussie
14 Fourier Series
Figure 10.5: Even function
Therefore,
Z L ∞ Z L
1 2 nπ nπ
f (x) = f (x) dx + ∑ [ f (x) cos( )x dx] cos( )x
L 0 n=1 L 0 L L
is fourier cosine series.
When f (x) is odd function
Figure 10.6: Odd function
L
• a0 = L1 −L
R
f (x) dx = 0
1 RL
• an = L −L f (x) cos( nπ nπ
L )x dx = 0 Rsince f (x) cos( L )x is odd and
L
• bn = L1 −L f (x) sin( nπ )x dx = L2 0L f (x) sin( nπ nπ
R
Z LL L )xdx since f (x) sin( L )x is even.
∞
2 nπ nπ
Therefore, f (x) = ∑ [ f (x) sin( )xdx] sin( )x is Fourier sine series.
n=1 L 0 L L
Theorem 10.2.8 Sum and Scalar multiple

• The Fourier coefficients of sums f1 + f2 are the sum of the corresponding Fourier coefficients of
f1 and f2 .
• The Fourier coefficients of c · f are c times the corresponding Fourier coefficients of f .
Example 10.12 Find a series representation of f (x) = x2 in the interval (−`, `) and f (x + 2L) = f (x).
2 2
Show that π12 = 112 − 212 + 312 − 412 + · · · and π6 = 112 + 212 + 312 + 412 + · · · .
Solution: The Fourier series representation in the interval (−`, `); that is, in the period P = 2l is given by
∞
a0 nπ nπ
f (x) = + ∑ (an cos( )x + bn sin( )x)
2 n=1 ` `
Where R`
• a0 = 1` −` f (x) dx
1 R`
• an = ` −` f (x) cos( nπ ` )x dx and
R`
• bn = 1` −` f (x) sin( nπ
` )x dx
c Nigussie
Here our function f (x) = x2 is even function because of this bn = 0. Now
1 `
Z
a0 = f (x) dx
` −`
Z `
2
= f (x) dx
` 0
2 ` 2
Z
= x dx
` 0
21 3 `
= x |
`3 0
2 2
= `
3
1 ` nπ
Z
` −` `
Z `
2 nπ
= x2 cos( )x dx
` 0 `
2 2 ` nπ `2 nπ 2`3 nπ
= [x sin( )x + 2x 2 2 cos( )x − 3 3 sin( )x]|`0
` nπ ` n π ` n π `
2 2`3
= [ ((−1)n )]
` n2 π 2
4`2 (−1)n
= [ ]
π 2 n2
∞
4`2 (−1)n nπ
Therefore, f (x) = 13 `2 + ∑ 2
[ 2 ] cos( )x.
n=1 π n `
At x = 0, we have
`2 ∞
4`2 (−1)n nπ
f (0) = + ∑ 2 [ 2 ] cos( )(0)
3 n=1 π n `
1 2 ∞ 4`2 (−1)n nπ
0 = ` + ∑ 2 [ 2 ] cos( )(0) since f (0) = 02
3 n=1 π n `
1 ∞
4`2 (−1)n
⇒ − `2 = ∑ 2 [ n2 ]
3 n=1 π
π2 ∞
(−1)n+1
⇒ = ∑
12 n=1 n2
π2 1 1 1 1 1
⇒ = 1− + − + − +···
12 22 32 42 52 62
At x = `, we have
lim f (x) = lim x2

x→`− x→`−
2
= `
lim f (x) = lim x2
x→`+ x→`−
2
= ` and
1 2 ∞ 4`2 (−1)n nπ
f (`) = l + ∑ 2 [ 2 ] cos( )`
3 n=1 π n `
c Nigussie
16 Fourier Series
Therefore,
x→`− x→`+
= f (`)
2
1 2 ∞ 4`2 (−1)n nπ
= ` + ∑ 2 [ 2 ] cos( )`
3 n=1 π n `
`2 + `2 1 2 ∞ 4`2 (−1)n
= ` + ∑ 2 [ 2 ](−1)n
2 3 n=1 π n
1 2 ∞ 4`2 (−1)n
`2 = ` + ∑ 2 [ 2 ](−1)n
3 n=1 π n
2 2 4`2 ∞ 1
` = ∑ n2
3 π 2 n=1
π2 ∞
1
= ∑ n2
6 n=1

10.3 Half Range Expansion

In many problems of physics and engineering there is a practical need to apply a Fourier series to non–
periodic function f (x) on the interval 0 < x < T . Because of physical or mathematical consideration,
it may be possible to extend f (x) over the interval −T < x < T , making it periodic of period P = 2T .
The following figures illustrate the odd and even extensions of f (x) which have Fourier sine and Fourier
cosine series, respectively.
1. The figure of the f (x)
Figure 10.7: f (x)
2. The odd extensions of the function f (x)
Figure 10.8: Odd extensions of the function f (x)
3. The even extension of the function f (x)
Example 10.13 Express f (x) = x as a half range sine series in 0 < x < 2 and cosine series in 0 < x < 2.
Solution: First we have to find for sine series. Let us extend the function f (x) in the interval 0 < x < 2,
c Nigussie
10.3 Half Range Expansion 17
Figure 10.9: Even extension of the function f (x)
so that the new function is symmetric about the origin and, therefore, represent an odd function in
−2 < x < 2.
Hence, the Fourier series for f (x) over the full period (−2, 2) will contain only sine series terms given by
∞
nπ
f (x) = ∑ bn sin( )x
n=1 2
Where
2 2 nπ
Z
bn = f (x) sin( )x dx
2 0 2
2 2 nπ
Z
= x sin( )x dx
2 0 2
2 nπ 2 4 nπ
= x cos( )x|0 + 2 2 sin( )x|20
nπ 2 n π 2
−4(−1)n
= +0
nπ
4(−1)n+1
=
nπ
Therefore,
4(−1)n+1
∞
nπ
f (x) = ∑ sin( )x
n=1 nπ 2
4 π 1 π 1 3π
= [sin( )x − sin( )x + sin( )x − · · · ]
π 2 2 1 3 2
Next, let us extend the function f (x) in the interval 0 < x < 2 for cosine series, so that the new function is
symmetric about the y-axis and, therefore, represent an even function in −2 < x < 2.
Hence, the Fourier series for f (x) over the full period (−2, 2) will contain only cosine series terms given
by
∞
a0 nπ
f (x) = + ∑ an cos( )x
2 n=1 2
Where
2 2
Z
a0 = f (x) dx
2 0
Z 2
2
= x dx
2 0
= 2
2 2 nπ
Z
2 0 2
Z 2
2 nπ
= x cos( )x dx
2 0 2
2 nπ 2 4 nπ
= x sin( )x|0 − 2 2 cos( )x|20
nπ 2 n π 2
−4((−1)n − 1)
=
n2 π 2
c Nigussie
18 Fourier Series
Therefore,
∞
a0 nπ
f (x) = + ∑ an cos( )x
2 n=1 2
4 2 π 2 3π 2 5π
= 1+ [− cos( )x − 2 cos( )x − 2 cos( )x − · · · ]
π 2 12 2 3 2 5 2
8 1 π 1 3π 1 5π
= 1 − 2 [ 2 cos( )x + 2 cos( )x + 2 cos( )x + · · · ]
π 1 2 3 2 5 2
10.4 Fourier Integrals
Fourier series are powerful tools for problems involving functions that are periodic or are of interests on a
finite interval only, but many problems involve functions that are non periodic and are of interest on the
whole x-axis. So, we can extend the method of Fourier series to such functions. This idea will lead to
Fourier integrals.
Consider a function f (x) which satisfies the Dirichlet’s conditions in the interval (−L, L) so that
∞
a0 nπx nπx
f (x) = + ∑ (an cos + bn sin )
2 n=1 L L
Where
L
• a0 = L1 −L
R
f (t) dt
1 L
• an = L −L f (t) cos( nπ
R
RL L )t dt and
• bn = L1 −L f (t) sin( nπ
L )t dt
Substituting the values of a0 , an and bn in the Fourier series expansion, we get the form
Z L ∞ Z L
1 1 nπ nπ
fL (x) = f (t) dt + ∑ ( f (t) cos( )t dt cos( )x
2L −L n=1 L −L L L
1 L nπ nπ
Z
+ f (t) sin( )t dt sin( )x)
L −L L L
1 L ∞
1 L nπ
Z Z
= f (t) dt + ∑ ( f (t) cos( )(t − x) dt)
2L −L n=1 L −L L
nπ π 1 4λ
Let λn = L , then 4λ = λ − n + 1 − λn = L ⇒ L = π .
So,
f (x) = lim fL f (x)

L→∞
Z L ∞ Z L
1 1 nπ
= lim f (t) dt + ∑ ( f (t) cos( )(t − x) dt)
L→∞ 2L −L L −L L
n=1
c Nigussie
10.4 Fourier Integrals 19
∞
| f (t)| dt converges; that is, f (x) is absolutely integrable in (−∞, ∞), then 1st term on the right side
R
If −∞
1 R∞ R∞
of the above equation approaches to 0 as L → ∞, since 2L −∞ f (t) dt| ≤ −∞ | f (t)| dt. Hence
∞ Z L
1 nπ
f (x) = ∑ ( f (t) cos( )(t − x) dt)
n=1 L −L L
∞
4L
Z ∞
= lim ∑ f (t) cos λn (t − x) dt)
4L→0 n=1 π −∞
∞
1
Z ∞
= lim ∑ 4L f (t) cos λn (t − x) dt)
π 4L→0 n=1 −∞
1 ∞ ∞
Z Z
= ( f (t) cos λ (t − x) dt)dλ
π 0 −∞
1
Z ∞ Z ∞
= ( f (t) cos(λt − λ x) dt)dλ
π 0 −∞
1 ∞ ∞
Z Z
= ( f (t)(cos λt cos λ x + sin λt sin λ x) dt) dλ
π 0 −∞
1
Z ∞ Z ∞
= ( ( f (t) cos λt cos λ x + f (t) sin λt sin λ x) dt) dλ
π 0 −∞
1 1 ∞
Z ∞ Z ∞ Z
= ( ( f (t) cos λt cos λ x + f (t) sin λt sin λ x) dt) dλ
0 π −∞ π −∞
1
Z ∞ Z ∞
= ( ( f (t) cos λt dt) cos λ x dx +
π
0
| −∞ {z }
A(λ )
1 ∞
Z ∞ Z
( f (t) sin λt dt) sin λ x dλ
0 π −∞
| {z }
B(λ )
Z ∞ Z ∞
= A(λ ) cos λ x + B(λ ) sin λ x dλ
Z0 ∞ 0
= (A(λ ) cos λ x + B(λ ) sin λ x) dλ

0
Therefore, the Fourier integral of f (x) is represented by

Z ∞
f (x) = (A(λ ) cos λ x + B(λ ) sin λ x) dλ
0
1 R∞ 1 R∞
Where A(λ ) = π −∞ f (x) cos λ x dx and B(λ ) = π −∞ f (x) sin λ x dx.
Remark 10.4.1 If function f is continuous at x, then

Z ∞
f (x) = (A(λ ) cos λ x + B(λ ) sin λ x) dλ
0
If function is not continuous at c, then

lim f (x) + lim f (c)
x→c+ x→c−
= f (c)
2 Z ∞
= (A(λ ) cos λ c + B(λ ) sin λ c) dλ
0
Fourier Sine and Cosine Integral

• If f (x) is an odd function, then f (t) cos λt is also an odd function while f (t) sin λt is even. Then
A(λ ) on the right side of the above equation vanishes and
Z ∞
f (x) = B(λ ) sin λ x dλ
0
c Nigussie
20 Fourier Series
Which is known as the Fourier Sine integrals.

• If f (x) is an even function, then B(λ ) = 0 the above integrals takes the form of
Z ∞
f (x) = A(λ ) cos λ x dλ
0
Which is known as the Fourier Cosine integrals.

Example 10.14 Express
1 if |x| < 1
f (x) =
0 if |x| > 1
R ∞ sin λ cos λ x
as a Fourier sine integral and hence evaluate 0 λ dλ .
Solution: From the Fourier integral
1 ∞
Z
A(λ ) = f (x) cos λ x dx
π −∞
Z −1 Z 1
1
Z ∞
= [ 0 cos λ x dx + 1 cos λ x dx + 0 cos λ x dx]
π −∞ −1 1
1 1
Z
= cos λ x dx
π −1
sin λ x 1
= |
πλ −1
2 sin λ
= and
πλ
1
Z ∞
B(λ ) = f (x) sin λ x dx
π −∞
1 −1
Z Z 1 Z ∞
= [ 0 sin λ x dx + 1 sin λ x dx + 0 sin λ x dx]
π −∞ −1 1
1 1
Z
= sin λ x dx
π −1
= 0
Therefore, the Fourier integral is f (x) = 0∞ sin λ λcos λ x dλ .

R
• Case I: If |x| = 1; that is, at x = 1 and x = −1, then

x→1+ x→1−
= f (1)
2
2 ∞ sin λ cos λ x
Z
= dλ
π 0 λ
1 2 ∞ sin λ cos λ x
Z
⇒ = dλ
2 π 0 λ
sin λ cos λ x
Z ∞
π
⇒ = dλ
4 0 λ
• Case II: If |x| > 1; that is, for x > 1 and x < −1, then
sin λ cos λ x
Z ∞
dλ = 0
0 λ
• Case III: If |x| < 1; that is, for −1 < x < 1, then
2 sin λ cos λ x
Z ∞
1 = dλ
π λ 0
sin λ cos λ x
Z ∞
π
⇒ = dλ
2 0 λ

c Nigussie
10.5 Exercise 21
10.5 Exercise
RL kπx RL kπx
1. Prove −L sin L dx = −L cos L dx = 0 if k = 1, 2, 3, ·
··.
RL mπx nπx R L mπx nπx 0 m 6= n
2. Prove −L sin L sin L dx = −L cos L cos L dx = L m=n
.
RL
3. Prove −L sin mπx nπx
L cos L dx = 0, where m and n can assume any of the values 1, 2, 3, · · · .
4. For the periodic function f (x) with period=10 is given by

0 for − 5 < x < 0
f (x) = and f (x + 2L) = f (x)
3 for 0 < x < 5
(a) Find the Fourier coefficients.
(b) Write the corresponding Fourier series.
(c) How should f (x) be defined at x = −5, x = 0 and x = 5 in order that the Fourier series will
converge to f (x) for −5 ≤ x ≤ 5?
Ans.
(a) a0 = 3, an = 0 and bn = 3(1−cosnπ
nπ)
∞
3(1 − cos nπ) nπx
(b) 32 + ∑ sin
n=1  nπ 5
3

 2 for x =5
 0 for − 5 < x < 0


3
(c) f (x) = 2 for x = 0 and f (x + 2(5)) = f (x)
3 for 0 <x<5




 3
2 for x=5
5. Expand f (x) = x2 , 0 < x < 2π and f (x + 2π) = f (x) in a Fourier series if the period is 2π and
show that
1 1 1 π2
2
+ 2 + 2 +··· =
1 2 3 6
∞
4π 2 4 4π
Ans. f (x) = 3 +∑ 2
cos nx − sin nx
n=1 n n
6. Classify eachof the following functions according as they are even, odd or neither even nor odd
−2 for − 3 < x < 0
(a) f (x) = and f (x + 2(3)) = f (x)
2 for 0 < x < 3
cos x for 0 < x < π
(b) f (x) = and f (x + 2π) = f (x)
0 for π < x < 2π
(c) f (x) = x(10 − x), 0 < x < 10 and f (x + 2(5)) = f (x)
Ans. Odd, Neither even nor odd, Even
7. Prove that for −π ≤ x ≤ π
π2 cos x cos 2x cos 3x
x2 = − 4( 2 − 2 + 2 − · · · )
3 1 2 3
8. Prove that for −π ≤ x ≤ π
sin x sin 2x sin 3x
x(π − x)(π + x) = 12( − 3 + 3 −···)
13 2 3
9. Show that for −π ≤ x ≤ π,
1 2 sin 2x 3 sin 3x 4 sin 4x
x cos x = − sin x + 2( − + −···)
2 1·3 2·4 3·5
10. Show that for −π ≤ x ≤ π,
1 cos 2x cos 3x cos 4x
x sin x = 1 − cos x − 2( − + −···)
2 1·3 2·4 3·5
c Nigussie
22 Fourier Series
11. Find a Fourier series coefficients x − x2 from x = −π to x = π and hence show that
π2 1 1 1 1
= − + − +···
12 12 22 32 42
2 n n
Ans. a0 = − 2π3 , an = − 4(−1)
n2
, bn = − 2(−1)
n
12. Find a Fourier series coefficients x + x2 from x = −π to x = π and hence show that
π2 1 1 1 1
= 2 + 2 + 2 + 2 +···
12 1 2 3 4
2π 2 4(−1)n n
Ans. a0 = 3 , an = n2
, bn = − 2(−1)
n
2
13. Find a Fourier series representation of f (x) = x + x4 from x = −π to x = π.
2 n n
π2 (−1) cos nx
Ans. x + x4 = 12 + ∑∞
n=1 ( n2
− 2(−1)n sin nx )
14. Find a Fourier series representation of f (x) = |x| from x = −π to x = π.
Ans. |x| = π
2 − π4 [cos x + cos323x + cos525x + · · · ]
15. Expand f (x) = sin x, 0 < x < π in a Fourier series.
2
Ans. f (x) = π − 4( cos 2x
22 −1
+ cos 4x
42 −1
+ cos 6x
62 −1
+···)
16. Prove that for 0 ≤ x ≤ π
π2 cos 2x cos 4x cos 6x

x(π − x) = −( 2 + 2 + 2 +···)
6 1 2 3
17. Prove that for 0 ≤ x ≤ π
8 sin x sin 3x sin 5x
x(π − x) = ( + 3 + 3 +···)
π 13 3 5
18. Show that for 0 ≤ x ≤ π
sin x sin 2x sin 3x
x = 2( − + −···)
1 2 3

2x for 0 < x < 1
19. Find the Fourier half range cosine series of the function f (x) =
2(2 − x) for 1 < x < 2
Ans. f (x) = 1 − π82 cos 2πx 8 cos 6πx

2 − 9π 2 + · · ·
20. Find the periodic function

2 for − 2 < x < 0
f (x) = and f (x + 4) = f (x)
x for 0 < x < 2
∞
1 π2 (−1)n π
and show that ∑ (2n + 1)2 = and ∑∞
n=0 2n+1 = 4
n=0 8
c Nigussie

Fourier Series

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Chapter 10

10.2 Fourier Series 4

10.3 Half Range Expansion 18

10.4 Fourier Integrals 20

10.1 Orthogonal Functions

Remark 10.1.1 • cos nx cos mx = 21 [cos(n + m)x + cos(n − m)x]

Therefore cos 3x and cos 2x are orthogonal on −π ≤ x ≤ π.

10.2 Fourier Series

10.2.1 Fourier series of functions with period 2π

x, x2 , x3 , ex , cosh x and ln x are examples of non−periodic function.

Therefore, h(x) is a periodic function with period p.

Definition 10.2.3 A functional series of the form

2. aa+2π sin nx sin mx dx = 0 (n 6= m)

3. aa+2π cos nx cos mx dx = 0 (n 6= m)

4. aa+2π cos mx sin nx dx = 0 (n 6= m or n = m)

5. aa+2π cos2 nx dx = aa+2π sin2 nx dx = π, n 6= 0

6. sin(2n + 1) π2 = cos nπ = (−1)n , where n = 1, 2, 3, · · · and cos(2n + 1) π2 = sin nπ = 0, where

Theorem 10.2.4 Euler’s Formula

• bn = π1 02π f (x) sin nx dx

and show that 1 − 13 + 15 − 17 + · · · = π4 .

lim f (x) + lim f (x)

Example 10.7 Find the Fourier Series expansion for

lim f (x) = lim −π

lim f (x) + lim f (x)

10.2.2 Fourier series of arbitrary period P = 2L

• an = L1 aa+2L f (x) cos( nπ

• an = L1 02L f (x) cos( nπ

lim f (x) = lim −1

lim f (x) + lim f (x)

At x = 21 , since f (x) is continuous at x = 1

10.2.3 Fourier series of odd and even functions

Proposition 10.2.7 If f (x) is a periodic function with period p = 2L, then

Figure 10.5: Even function

Figure 10.6: Odd function

Theorem 10.2.8 Sum and Scalar multiple

Here our function f (x) = x2 is even function because of this bn = 0. Now

lim f (x) = lim x2

10.3 Half Range Expansion

Figure 10.7: f (x)

2. The odd extensions of the function f (x)

Figure 10.8: Odd extensions of the function f (x)

3. The even extension of the function f (x)

Figure 10.9: Even extension of the function f (x)

10.4 Fourier Integrals

f (x) = lim fL f (x)

= (A(λ ) cos λ x + B(λ ) sin λ x) dλ

Therefore, the Fourier integral of f (x) is represented by

Remark 10.4.1 If function f is continuous at x, then

If function is not continuous at c, then

Fourier Sine and Cosine Integral

Which is known as the Fourier Sine integrals.

Which is known as the Fourier Cosine integrals.

Therefore, the Fourier integral is f (x) = 0∞ sin λ λcos λ x dλ .

• Case I: If |x| = 1; that is, at x = 1 and x = −1, then

lim f (x) + lim f (x)

16. Prove that for 0 ≤ x ≤ π

π2 cos 2x cos 4x cos 6x

Ans. f (x) = 1 − π82 cos 2πx 8 cos 6πx

20. Find the periodic function

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