MATH220-OL

Advanced Engineering
Mathematics
Fourier Series Analysis
Lesson 1
ENGR. RICHARD T. EARNHART
Department of Mathematics
School of Graduate Studies

1
COURSE OUTCOMES

• At the end of this chapter, you should be able to:

• determine the Fourier series representation of a function of
one variable.
• solve the wave, diffusion and Laplace equations using Fourier
series.
• Determine the Fourier or Hilbert transform of a function of
real variable.

2
INTRODUCTION

• Fourier series is one important aspect of Fourier

analysis.
• These are infinite series which represent periodic
functions in terms of cosine and sine functions.
• Fourier series are used to solve ordinary differential
equations (ODE) in connection with forced oscillations
and the approximation of periodic functions.

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INTRODUCTION

• It provides a precise method that will describe

complex mathematical structures found in
designing antennas and signal processing.
• It is also a powerful tool in solving linear partial
differential equations such as heat conduction
and wave equations.

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Fourier Series

Fourier series is an infinite series that represents a periodic function in

terms of cosine and/or sine functions.
+
/0" /0"
! " = $% + ' $( cos + 2( sin
1 1
()*
Where,
1 9
$% = 7 ! " :"
21 89
1 9 /0"
$( = 7 ! " cos :" / = 1,2. .
1 89 1

1 9 /0"
2( = 7 ! " sin :" / = 1,2 …
1 89 1
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Fourier Series

• The coefficients !" and #" are called the Fourier

coefficients.
• Fourier series converges to the value of the function
$(&) at every point in the interval [−*, *] except
possibly at the endpoints and the points of
discontinuity.
• The sum of the series obviously has a period of 2*.

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Convergence of Fourier Series: Dirichlet’s Conditions

• If any arbitrary function is finite over a given period then

according to Dirichlet, the Fourier series converges.
• Convergence Theorem:
• Let !(#) be piecewise continuous in [−', '] and is periodic
outside [−', '] with period 2L.
• Then the Fourier series of !(#) converges at each point # of
[−', '] to
• !(#) itself
*
• ! # , + !(# . )
+

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Convergence of Fourier Series: Dirichlet’s Conditions

• This means that at each value of x

between –L and L, the Fourier
series converges to the average of
the left and right limits of f(x) at x.
• If f is continuous at x, then the
Fourier series converges to f(x)
itself.
• If f has a jump discontinuity at x ,
then the series converges to the
point midway in this gap.

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EXAMPLE 1
• Let
2, " = −1
", −1 < " < 1
! " = .
1 + " *, 1 ≤ " < 2
6, 2≤"≤4

Find the convergence of the Fourier series on −1,4 .

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EXAMPLE 1
Solution
2, " = −1
", −1 < " < 1
! " = * .
1+" , 1≤" <2
6, 2≤"≤4

We compute for the limits at the points

of discontinuity within (-1,4).
At " = 1. , lim5 ! " = 1
2→4
At " = 16 , lim7 ! " = 1 + 1* = 2
2→4

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EXAMPLE 1
Solution
2, " = −1
", −1 < " < 1
! " = * .
1+" , 1≤" <2
6, 2≤"≤4
At " = 2. , lim4 ! " = 1 + 2* = 5
2→*
At " = 26 , lim8 ! " = 6
2→7

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EXAMPLE 1
Solution
On (-1,1), f(x) is continuous. At each x on (-1,1), the Fourier series
converges to ! " = ".
At " = 1, f(x) has a jump discontinuity. Hence, the series converges to
% %
&
! 1' + !(1*) = &
1 + 2 = 1.5
On (1,2), f(x) is continuous. At each x on (1,2), the Fourier series converges
to the parabola ! " = 1 + " &.
But the f(x) has a jump discontinuity " = 2. Hence, the series should
converge to
% %
! 2' + !(2*) = 5 + 6 = 5.5
& &
Finally, f(x) is continuous on [2,4] and therefore the series must converge
to f(x)=6. Richard Earnhart @2020

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EXAMPLE 1
Solution
Thus, the Fourier series converges to

!, −1 < ! < 1
1.5, !=1
1 + ! *, 1<!<2
5.5, !=2
6 2<!<4

Note that the solution here does not consider the convergence of the
Fourier series at the endpoints.
The second convergence series theorem will compute the convergence at
the endpoints. Richard Earnhart @2020

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EXAMPLE 2

Find the Fourier series of

! " = 4", 0 ≤ " ≤ 10.
Sketch also the graph.

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EXAMPLE 2
Solution:
• For a period of ! = 10, the graph of the corresponding periodic function
is shown below.

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EXAMPLE 2
Solution:
• Take c = 0, % + ' = 10, ) = 5
• The Fourier coefficients are obtained as follows.
1 /01 1 7,
+, = . 2 3 43 = . 4343
2) / 2(5) ,
1 43 9 10
= :
10 2 0
+, = 20
1 /01 >?3
+; = . 2 3 cos 43
) / )
1 7, >?3
+; = . 43 cos 43
5 , 5
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EXAMPLE 2
Solution:
1 (' ./*
!" = & 4* cos 0*
5 ' 5
• Integrating by parts, ∫ 203 = 23 − ∫ 302
"9:
• 2 = x, dv = cos 0*
;
; "9:
• 02 = 0*, 3 = sin
"9 ;
1 ./* 4 5 ./* 5 ./*
23 − & 302 = & 4* cos 0* = * sin −& sin 0*
5 5 5 ./ 5 ./ 5
4* ./* 4 5 5 ./* 10
!" = sin − −?@A >
./ 5 5 ./ ./ 5 0
40 20 20
!" = AC.2/. + F F ?@A2/. − 0 − F F ?@A2/.
./ . / . /

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EXAMPLE 2
Solution:
40 20 20
!" = ()&2'& + , , -.(2'& − 0 − , , -.(2'&
&' & ' & '
• ()&2&' = 0, & = 1,2,3, …
• !" = 0
1 789 &';
4" = 6 : ; sin ?;
5 7 5
1 BA &';
4" = 6 4; sin ?;
5 A 5

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EXAMPLE 2
Solution:
• Integrating by parts, ∫ "#$ = "$ − ∫ $#"
./0 31 ./0
• " = x, dv = sin à #" = #2, $ = cos
1 ./ 1
10
37 ./0 9: ./0
• 6. = 2 cos + sin <
./ 1 .; / ; 1 0
• ?@A2AC = 0, DE?2AC = 1, A = 1,2,3, …
7:
• 6. = −
./
• H: = 20, H. = 0
37: ./0
• I 2 ~20 + ∑N
.LM sin
./ 1
7: /0 M 9/0 M O/0
• I 2 ~20 − sin + sin + sin +⋯
/ 1 9 1 O 1

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EXAMPLE 3

Find the Fourier series of

−4, −( ≤ " ≤ 0
! " =$ .
4, 0≤"≤(

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EXAMPLE 3
Solution:
• Since P = 2$, & = $
• The Fourier coefficients are as follows.
1 , 1 ( 1 0
'( = * - . /. = * −4/. + * 4/.
2& +, 2$ +0 2$ (
'( = 0

1 , 9$.
'5 = * - . cos /.
& +, &
1 ( 9$. 1 0 9$.
'5 = * −4 cos /. + * 4 cos /. = 0
$ +0 $ $ ( $

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EXAMPLE 3
Solution:
1 ( ./*
!" = & ) * sin 0*
% '( %
1 2 ./* 1 1 ./*
!" = & −4 sin 0* + & 4 sin 0*
/ '1 / / 2 /
4 0 −4 /
!" = 678.* 9 + 678.* ;
./ −/ ./ 0
8
!" = 1 − 678./
./

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EXAMPLE 3

Solution:

( )
•! " ~ ∑%&' %* 1 − cos 01 sin(0")
% 1, 0 = <=<0
• Since, 67801 = −1 =: .
−1, 0 = 7>>
• ?7@ 0 = 1,2,3, …
'D ' '
• !(")~ *
8E0" + G 8E03" + H 8E05" + ⋯

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