MT 226:partial Differential Equations

MT 226:Partial Differential Equations
DR. ISDORY A
E-mail: isdorya@maths.udsm.ac.tz
Office: Room #306, Department of Mathematics
Lecture #1
November 9, 2021
Fourier Series
Topics:
1 Fourier Series
Introduction
Fourier Series
Convergence of Fourier Series
DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

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Fourier Series
Introduction
Fourier series has its origin from the theory of oscillations and
the theory of heat conductions.
The development of the techniques of Fourier Series has a long

history involving a great many individuals. For example,
in 1748 Euler examined the motion of a vibrating string using
Fourier analysis.
Jean Pabtiste Joseph Fourier, a Freanch mathematician made
a substantial contribution to the development of the Fourier
Series.
Joseph Fourier was born on March 21, 1768, in Auxerre, France
and dies on May 16, 1830.

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Figure 1: Jean-Baptiste Joseph Fourier

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List of things named after Joseph Fourier:

In Mathematics
Budan–Fourier theorem.
Fourier’s theorem.
Fourier–Motzkin elimination.
Fourier algebra.
Fourier division.
Analysis
Fourier analysis.
Fourier series (generalized Fourier series).
Fourier–Bessel series
Laplace–Fourier series
Legendre–Fourier series

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List of things named after Joseph Fourier continues:

Fourier transform (List of Fourier-related transforms):
Discrete-time Fourier transform (DTFT), the reverse of the
Fourier series, a special case of the Z-transform around the
unit circle in the complex plane.
Discrete Fourier transform (DFT), occasionally called the
finite Fourier transform, the Fourier transform of a discrete
periodic sequence (yielding discrete periodic frequencies),
which can also be thought of as the DTFT of a finite-length
sequence evaluated at discrete frequencies.
Fast Fourier transform (FFT), a fast algorithm for
computing a Discrete Fourier transform.
Finite Fourier transform, etc.

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List of things named after Joseph Fourier continues:

In physics and engineering :
Fourier’s law of heat conduction.
Fourier number (Fo) (also known as the Fourier modulus), a
ratio αt/d 2 of the rate of heat conduction αt to the rate of
thermal energy storage d 2 .
Fourier optics.
Fourier transform spectroscopy, a measurement technique
whereby spectra are collected based on measurements of the
temporal coherence of a radiative source.

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The physical motivation of Fourier’s work was the phenomenon

of heat propagation and diffusion.
By 1807, Fourier had completed a substantial portion of his
work on heat diffusion.
In his work, Fourier had found series of harmonically related
sinusoids to be useful in representing the temperature
distribution through a body.

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Important definitions
Definition (Periodic functions)

A function f (x) is said to have a peroid T if for all x
f (x + T ) = f (x),
where T is a positive constant.
The least value of T > 0 is called the period of f (x)
In other words: A function f (x) is said to be periodic if its function

values repeat at regular intervals of the independent variable.

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Figure 2: A Periodic function with period T

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Example 1
It is clearly known that if f (x) = sin x then,
f (x) = sin x = sin(x + 2π) = sin(x + 4π) = ...
Therefore, the function has periods 2π, 4π, 6π, etc.

However, 2π is the least value and therefore it is the period of f (x).
Similarly:
cos x is a periodic function with the period 2π and tan x has a
period π

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Example 2
The period of sin nx and cos nx where n ∈ Z+ (is a positive integer)
is
2π
,
n
2π
that is a period of sin 2x is π, sin 3x is , etc.
3

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Important definitions cont...
Definition (Limit of a function)

A function f (x) is said to tend to a limit L as x tends to 0 a0 if for
each given > 0, there exists a positive number δ such that
|f (x) − L| <
when
0 < |x − a| < δ.
This is denoted by
lim f (x) = L.
x→a

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Figure 3: The − δ definition of the function f (x) as x approaches a.

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One-Sided Limits:
Definition (Left-hand and Right -hand Limits )

A function f (x) is said to tend to a limit L as x tends to 0 a0 if for
each > 0, there exists δ > 0 such that
|f (x) − L| <
when
a − δ < x < a + δ.
This is denoted by
lim f (x) = L.
x→a−
is called the left-hand limit.

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Figure 4: limx→a− f (x) = L Left-hand limit
We say that the left-hand limit of f (x) as x approaches a from the

left is equal to L if we can make the values of f (x) arbitrarily close
to L by taking x to be sufficiently close to 0 a0 and x less than a.

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Similarly, if we require that x be greater than a, we get the

right-hand limit f (x) as x approaches 0 a0 of f (x) is equal to L and
we write
lim+ f (x) = L.
x→a
Figure 5:

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Definition
lim f (x) = L if and only if

x→a
lim f (x) = lim f (x)
x→a+ x→a−

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Example 1
1
If f (x) = x sin , find lim+ f (x) and lim− f (x). Hence show that
x x→0 x→0
1
the limit of f (x) = x sin as x approaches 0 is 0.
x

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1
lim f (x) = lim (0 + h)) sin
x→0+ h→0 0+h
1
= lim h sin
= 0 also
h→0 h
1
lim f (x) = lim (0 − h)) sin
x→0− h→0 0−h
1
= lim h sin = 0
h→0 h
1
Therefore, the limit of f (x) = x sin as x approaches 0 is 0.
x

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Example 2
Use the − δ definition of limits to prove that
lim (3x − 2) = 4
x→2

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We must show that for each > 0 there exists a δ > 0 such that
| (3x − 2) − 4| < whenever 0 < x − 2 < δ.
The choice of δ depends on , we need to establish a condition

between the absolute values
| (3x − 2) − 4| and |x − 2|.

⇒ | (3x − 2) − 4| = |3x − 6| = 3|x − 2|

So for a given > 0 we can choose δ =
3
This choice works because

0 < |x − 2| <implies that
3

| (3x − 2) − 4| = 3|x − 2| < 3. =
3
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Figure 6: The limit of f (x) as x approaches 2 is 4.

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Note:
Definition (Continuous Function)
A function f (x) is said to be continuous at x = a if given > 0,
however small, we can find a number δ such that |f (x) − f (a)| <
when |x − a| < δ and is denoted by lim f (x) = f (a).
x→a
That is lim f (x) exists if lim− f (x) and lim+ f (x) exists and are
x→a x→a x→a
equal.
A function f (x) is said to be continuous in an interval (a, b) if it is

continuous at every point of the interval.

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In other words: If a graph of a function has no sudden jumps or
breaks it is called a continuous function, examples being the
graphs of sine and cosine functions.
Figure 7: A continuous periodic function.

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Definition (Discontinuous Function)

A function f (x) is said to be discontinous at a point if it is not
continuous at that point.
Definition (Piecewise Continuous)

A function f (x) is said to be piecewise continuous in an interval if
(i) The interval can be divided into finite number of sub-intervals
in each of which f (x) is continuous.
(ii) The limit of f (x) as x approaches the end points of sub-interval
are finite.

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In other words: If a graph of a function has sudden jumps or

breaks it is called a discontinuous function at the points
π π
Figure 8: A discontinuous periodic function at x = −π, − , , π
2 2

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Definition (Harmonics)
A function f (x) is sometimes expressed as a series of numbers of
different sine components. The component with the largest period is
the first harmonic or fundamental of f (x).
For instance,
y = A1 sin x is the first harmonic or fundamental

y = A2 sin 2x is the second harmonic
y = A3 sin 3x is the third harmonic and in gereral:
y = An sin nx is the nth harmonic,with amplitude An

2π
and Period = .
n
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Sinusoidal functions
A Sinusoidal function is a one with smooth, repititive oscillation...
Sinusoidal comes from sine, because the sine function is smooth.
Figure 9: A Sinusoidal periodic function.

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Non-Sinusoidal Periodic functions

A function can be periodic without being obviously sinusoidal in
apperance.
For instance
4 if 0 < x < 6
f (x) = .
0 if 6 ≤ x < 8
Figure 10: A periodic non sinusoidal function.

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Definition (Dirichlet Conditions)

Suppose that
(i) f (x) is defined and single valued except at finite number of
points in (−L, L).
(ii) f (x) is periodic with period 2L.
(iii) f (x) and f 0 (x) are piecewise continuous in (−L, L)
Then the Fourier series converges to
(a) f (x) if x is a point of continuity.
limx→a+ f (x) + limx→a− f (x)
(b) if x is a point of discontinuity.
2

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The above conditions (i), (ii) and (iii) imposed on f (x) are
sufficient but not necessary because there are functions that do not
satisfy these conditions which still possess a convergent Fourier
series. However, The conditions above are generally satisfied in
cases which arise in science and engineering.

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Fourier Series
If f (x) is a periodic function of period 2π, that satisfies Dirichlet

conditions, then it can be represented by an infinite series called
Fourier Series as
a0
f (x) = + a1 cos x + a2 cos 2x + a3 cos 3x + ... + an cos nx
2
+b1 sin x + b2 sin 2x + b3 sin 3x + ... + bn sin nx
∞
a0 X
= + (an cos nx + bn sin nx)
2 n=1
where a0 , a2 and bn are called Fourier Coefficients.

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Advantages of Fourier Series

(1) Discontinuous functions can be represented by Fourier Series.
Although derivatives of discontinuous functions do not exist
(This is not true for Taylor0 s Series).
(2) The Fourier series is useful in expanding the periodic functions
since outside the closed interval, there exists a periodic
extension of the function.

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Advantages of Fourier Series cont...

(3) Expansion of oscillating functions by Fourier series gives all
models of oscillation (Fundamental and over tones) which is
useful in physics.
Figure 11: Harmonics and Overtones in a standing wave.
(4) Term by term integration of a convegent Fourier Series is

always valid, and it may be valid if the series is not convergent.
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Determining the Fourier coefficients a0, a2 and bn
The Fourier series of the function f (x) in the interval

c < x < c + 2π is given by
∞ ∞
a0 X X
f (x) = + an cos nx + bn sin nx (1)
2 n=1 n=1
were
1 c+2π
Z
a0 = f (x)dx
π c
1 c+2π
Z
an = f (x) cos nxdx
π c
1 c+2π
Z
bn = f (x) sin nxdx
π c
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Derivation of the Fourier coefficients a0, a2 and bn
Recall the following integrals:

Z π
(a) sin nxdx
−π
Z π
(b) cos nxdx
−π
Z π
(c) sin mx sin nxdx
−π
Z π
(d) cos mx cos nxdx
−π
Z π
(e) sin mx cos nxdx
−π
where m and n integers.

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The integral in part (a):

Z π h cos nx iπ
sin nxdx = −
−π n −π
1
= − [cos nπ − cos(−nπ)]
n
1
= − (cos nπ − cos nπ)
n
= 0
The above result can be obtained from the fact that the integral of
a sine or cosine function over a complete period is zero.
Similarly,it follows that
Z π
cos nxdx = 0
−π

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The integral in part (c):

Recall:
sin(A + B) = sin A cos B + cos A sin B

sin(A − B) = sin A cos B − cos A sin B
cos(A + B) = cos A cos B − sin A sin B
cos(A − B) = cos A cos B + sin A sin B
π
1 π
Z Z
∴ sin mx sin nxdx = [cos(m − n)x − cos(m + n)x] dx
−π 2 −π
= 0 if m 6= n
since both the cosines are integrated over complete periods.

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If m = n, we have
Z π Z π
sin mx sin nxdx = sin2 nxdx
−π
Z−π
π
= sin nx sin nxdx
−π
1 π
Z
= [cos(nx − nx) − cos(nx + nx)] dx
2 −π
Z π
1 − cos 2nx
= dx
−π 2
Z π
1 cos 2nx
= − dx
−π 2 2
π
1 sin 2nx
= x− =π
2 2 −π

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Z π
0 if m 6= n
Hence , we have sin mx sin nxdx =
−π π if m = n
Similarly,Z
π
0 if m 6= n
cos mx cos nxdx =
−π π if m=n
Finally,
Z π
1 π
Z
sin mx cos nxdx = [sin(m + n)x + sin(m − n)x] dx
−π 2 −π
= 0, for all m and n.

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Calculation of the coefficients
Integrating both sides of equation (1) from −π to π, we get

Z π Z π Z π ∞ Z π ∞
a0 X X
f (x)dx = dx + an cos nxdx + bn sin nxdx
−π −π 2 −π n=1 −π n=1
Z π
a0
= dx + 0 + 0
−π 2
1
= a0 · (π − (−π)
2
1
= a0 · 2π = a0 π
2Z
1 π
whence a0 = f (x)dx.
π −π

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Calculation of the coefficients...

Multiplying equation (1) by cos mx,we get
∞
a0 X
f (x) cos mx = cos mx + an cos nx cos mx +
2 n=1
∞
X
bn sin nx cos mx (2)
n=1
Integrating both sides of equation (2), we get

Z π Z π Z π ∞
a0 X
f (x) cos mxdx = cos mxdx + an cos nx cos mxdx
−π −π 2 −π n=1
Z π ∞
X
+ bn sin nx cos mxdx
−π n=1
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Z π Z π ∞
X
f (x) cos mxdx = an cos nx cos mxdx
−π −π n=1
∞ Z π
X
= an cos nx cos mxdx.
n=1 −π
∞
X
= an πδn,m
n=1
= an π
1 π
Z
⇒ an = f (x) cos mxdx
π −π
1 π
Z
an = f (x) cos nxdx as m = n.
π −π

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Similarly, Multiplying equation (1) by sin mx,we get

∞
a0 X
f (x) sin mx = sin mx + an cos nx sin mx +
2 n=1
∞
X
bn sin nx sin mx (3)
n=1
Integrating both sides of equation (3), we get

Z π Z π Z π ∞
a0 X
f (x) sin mxdx = sin mxdx + an cos nx sin mxdx
−π −π 2 −π n=1
Z π ∞
X
+ bn sin nx sin mxdx
−π n=1

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Z π Z π ∞
X
f (x) sin mxdx = bn cos nx sin mxdx
−π −π n=1
∞ Z π
X
= bn sin nx sin mxdx.
n=1 −π
∞
X
= bn πδn,m
n=1
= an π
1 π
Z
⇒ bn = f (x) sin mxdx
π −π
1 π
Z
bn = f (x) sin nxdx as n = m.
π −π

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Fourier Series
Example 1:
Expand
f (x) = (π − x)2
in
(−π, π)

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Example 1:
We know that a Fourier series for the function f (x) in the interval
(−π, π) is given by
∞ ∞
a0 X X
2 n=1 n=1
Here, f (x) = (π − x)2 in (−π, π)

Z π
1
Now, a0 = f (x)dx
π −π
3 π
" #
1 π −
Z
1 (π x)
= (π − x)2 =
π −π π −3
−π
3 2

1 (2π) 8π
= 0− =
π −3 3

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1 π 1 π
Z Z
an = f (x) cos nxdx = (π − x)2 cos nxdx
π −π π −π
π
1 2 sin nx − cos nx − sin nx
= (π − x) − 2(π − x)(−1) +2
π n n2 n3 −

1 − cos nπ
= (0 + 0 + 0) − 0 − 2(2π)(−1) +0
π n2

1 −4π cos nπ
= 0−
π n2

1 4π cos nπ
=
π n2
4
= 2
(−1)n Note cos nπ = (−1)n
n

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1 π 1 π
Z Z
bn = f (x) sin nxdx = (π − x)2 sin nxdx
π −π π −π
cos nx π
1 2 − cos nx − sin nx
= (π − x) − 2(π − x)(−1) +2
π n n2 n3
2
−π
1 2 cos nx −(2π) cos nπ 2 cos nπ
= 0−0+ 3
− 2
−0+
π n n n3
−4π 2 cos nπ 2 cos nπ

1 2 cos nπ
= − +
π n3 n n3
2
1 4π cos nπ
=
π n
4π
= (−1)n Note cos nπ = (−1)n
n

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Fourier Series
Substituting the values of the coefficients into equation (4), we get

∞ ∞
4π 2 X 4(−1)n X 4π(−1)n
f (x) = + cos nx + sin nx
3 n=1
n2 n=1
n
∞ ∞
4π 2 X (−1)n X (−1)n
= +4 cos nx + 4π sin nx
3 n=1
n2 n=1
n

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Fourier Series
Example 2
Express
f (x) = x sin x
as a Fourier Series in 0 ≤ x ≤ 2π.

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Solution example 2
We know that a Fourier series for the function f (x) in the interval
[0, 2π] is given by
∞ ∞
a0 X X
2 n=1 n=1
Here f (x)
x sin x =
1 2π 1 2π
Z Z
Now a0 = f (x)dx = x sin xdx
π 0 π 0
Z Z
Itegration by parts i.e udv = uv − vdu gives
1
a0 = [x(− cos x) − 1 · (−sinx)]2π
0
π
1
= (−2π) = −2 [∵ sin 2π = 0, cos 2π = 1]
π
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Fourier Series
1 2π
Z Z 2π
1
an = f (x) cos nxdx = x sin x cos nxdx
π 0 2π 0
Z 2π
1
= x [sin(n + 1)x − sin(n − 1)x] dx
2π 0
1
∵ cos A sin B = [sin(A + B) − sin(A − B)]
2
1 cos(n + 1)x cos(n − 1)x
∴ an = x − + −
2π n+1 n−1
2π
sin(n + 1)x sin(n − 1)x
− +
(n + 1)2 (n − 1)2 0

1 cos 2(n + 1)π cos(2(n − 1))π
= 2π − +
2π n+1 n−1

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Fourier Series
Since sin 2(n + 1)π = 0, sin 2(n − 1)π = 0 and

cos 2(n + 1)π = 1, cos 2(n − 1)π = 1, when n is odd or even.
1 1 2
∴ an = − + = 2 provided n 6= 1.
n+1 n−1 n −1
when n = 1, we have
1 2π
Z Z 2π
1
a1 = x sin x cos xdx = x sin 2xdx
π 0 2π 0
∵ sin 2x = 2 sin x cos x.
2π
1 cos 2x sin 2x
∴ a1 = x − −1· −
2π 2 4 0
1 1
= [−π] = −
2π 2

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Fourier Series
1 2π
Z Z 2π
1
bn = f (x) sin nxdx = x sin x sin nxdx
π 0 2π 0
Z 2π
1
= x [cos(n − 1)x − cos(n + 1)x] dx
2π 0
∵ 2 sin A sin B = [cos(A − B) − cos(A + B)]

1 sin(n − 1)x sin(n + 1)x
∴ bn = x − − −
2π n−1 n+1
2π
cos(n − 1)x cos(n + 1)x
− +
(n − 1)2 (n + 1)2 0

1 cos 2(n − 1)π cos(2(n + 1))π
= − −
2π (n − 1)2 (n + 1)2

1 1
+ .
(n − 1)2 (n + 1)2
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Fourier Series

1 1 1 1 1
bn = − − +
2π (n − 1)2 (n + 1)2 (n − 1)2 (n + 1)2
= 0 provided n 6= 1.
when n = 1,
Z 2π
1
b1 = x sin x sin xdx
2π 0
Z 2π
1
= x(1 − cos 2x)dx
2π 0
2 2π
1 sin 2x x cos 2x
= x x− −1· +
2π 2 2 4 0
2

1 4π 1 1
= 2π (2π) − − + =π
2π 2 4 4

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Fourier Series
The Fourier representation of the function f (x) = x sin x is

∞ ∞
a0 X X
f (x) = + an cos nx + bn sin nx
2 n=1 n=1
2
a0 = −2, an = for n 6= 1,
−1 n2
1
a1 = − , bn = 0 for n 6= 1, b1 = π
2
∞
1 X 2
∴ f (x) = −1 − cos x + π sin x + 2
cos nx
2 n=2
n − 1
1 2 2
x sin x = −1 + π sin x − cos x + 2 cos 2x + 2 cos 3x + ..
2 2 −1 3 −1

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Fourier Series
Convergence of Fourier Series
We are now in a position where we can write a Fourier repsentation

of a function. The main question is this
Does the Fourier series of a function actually represent that
function?
In other words: If a value of x is chosen, the numbers cos nx
and sin nx are computed for each n and inserted into the
Fourier series of f , and the sum of the series is calculated, is
that sum equal to the functional value f (x) ?

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
Convergence of Fourier Series cont...

Define the right hand limit
f (x0 +) = lim f (x0 + h) = lim f (x0 + h) and the left limit

h→0+
h→0
h>0
f (x0 −) = lim f (x0 + h) = lim f (x0 + h) = lim+ f (x0 − h)
h→0− h→0
h→0
h<0
Note: Note that f (x0 +) and f (x0 −) need not be values of the
function f .
If both Left and the right hand limit exist and are equal, the
ordinary limit exists and is equal to one hand limits.

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
It is quite possible that the left- and right-handed limits exist

but are different.This is called Jump discontinuity.
If the limits exist and agree, but the function is not defined at
that point or its value is not equal to the limit, This limit is
called Removable discontinuity
Types of continuity behavior at x0
Name Criterion
Continuity (Ordinary) f (x0 +) = f (x0 −) = f (x0 )
Removable discontinuity f (x0 +) = f (x0 −) 6= f (x0 )
Jump discontinuity f (x0 +) 6= f (x0 −)

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
Figure 12: Typical sectionally continuous function made up of four

continuous “sections.”

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
A function is sectionally continuous (also called piecewise

continuous) on an interval a < x < b if it is bounded and
continuous, except possibly for a finite number of jumps and
removable discontinuities.
A function is sectionally continuous if it is sectionally
continuous on every interval of finite length.
(1) For example, the square wave, defined by

1 if 0 < x < a
f (x) =
−1 if −a<x <0
f (x + 2a) = f (x)
is sectinally continuous. There are jump discontinuities at

x = 0, ±a, ±2a etc.

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
1
(2) For example, the function f (x) = can not be sectionally
x
continuous on any interval that contain x = 0 or even has as an
end point, because the function is not bounded at x = 0.
(3) For instance, the function f (x) = x , in the interval

−1 < x < 1, the function f is continuous on that interval.
But its periodic extension is sectionally continuous but not
continuous.
Figure 13: Periodic extention of f (x) = x in −1 < x < 1

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
Sectionally Smooth Function
Definition
A function is sectionally smooth (also, piecewise smooth) in an
interval a < x < b if: f is sectionally continuous; f 0 (x) exists,
except perhaps at a finite number of points; and f 0 (x) is sectionally
continuous.
Examples
1
(1) f (x) = |x| 2 is continuous but not sectionally smooth in any
0

interval that contains 0, because f (x) −→ ∞ as x −→ 0.

(2) The square wave is sectionally smooth but not continuous.
Most of the functions useful in mathematical modeling are
sectionally smooth. Fortunately, we can also give a positive
statement about the Fourier series of such functions.
MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
Theorem
If f (x) is sectionally smooth and periodic with period 2π, then at
each point x the Fourier series corresponding to f (x) converges, and
its sum is
∞
a0 X f (x+) + f (x−)
+ an cos nx + bn sin nx =
2 n=1
2
This theorem gives an answer to the question at the beginning of

the section

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
Recall that a sectionally smooth function has only a finite

number of jumps and no bad discontinuities in every finite
interval. Hence
f (x+) + f (x−)
f (x−) = f (x+) = = f (x)
2
except perhaps at a finite number of points on any finite
interval.

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
Sum of a Fourier series at a point of discontinuity
∞
1 X
f (x) = a0 + {an cos nx + bn sin nx}
2 n=1
Figure 14: As x → x1 , the expression f (x) approaches y1 or y2 depending

on the direction of approach.
MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
Figure 15: (a) If we approach x = x1 , from below x1 , the limiting value of

f (x) is y1 .(b) If we approach x = x1 , from above x1 , the limiting value of
f (x) is y2 .

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
To distinguish between these values we write
y1 = f (x0 +)
y2 = f (x0 −)
In fact, if we subsitute x = x1 in the Fourier series for f (x) it can

be shown that the series convegerges to the value
f (x0 +) + f (x0 −)
2

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
In other words this condition states that: If f (x) is discontinuous at

at a point x, then the series converges to a value that is half-way
between the two possible function values.

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
Example 1

0 if − π < x < 0
Consider the function f (x) =
a if 0 < x < π
f (x + 2π) = f (x).
Determine the Fourier series representing this function. Find the
sum of series at the the point of discontinuity.
Figure 17:

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
1 π 1 π
Z Z
1
a0 = f (x)dx = adx = [ax]π0 = a
π −π π 0 π
Z π Z π
1 1
an = f (x) cos nxdx = a cos nxdx
π −π π 0
π
a sin nx
= =0
π n 0
1 π 1 π
Z Z
bn = f (x) sin nxdx = a sin nxdx
π −π π 0
π
a − cos nx a a
= = (1 − cosnπ) = (1 − (−1)n )
π n 0 nπ nπ
= 0 if n even and
2a
= if n odd.
nπ

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
∞
1 X
∴ f (x) = a0 + bn sin nx
2 n=1

a 2a 1 1
= + sin x + sin3x + sin 5x + ...
2 π 3 5
A finite discontinuity, or jump, occurs at x = 0.

If we substitute x = 0 in the series obtained, all the sine terms
a
vanish and we get f (x) = , which is, in fact, the average of
2
the two function values at x = 0.

MT Department
of Mathematics
Equations
Lecture #1
Fourier Series
Figure 18: Note that at x = π, or x = −π, another finite discontinuity

occurs and substituting x = π or x = −π, in the series gives the same
result.

MT Department
of Mathematics
Equations
Lecture #1

MT 226:partial Differential Equations

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MT 226:partial Differential Equations

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MT 226:Partial Differential Equations

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

The development of the techniques of Fourier Series has a long

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

Figure 1: Jean-Baptiste Joseph Fourier

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

List of things named after Joseph Fourier:

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

List of things named after Joseph Fourier continues:

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

List of things named after Joseph Fourier continues:

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

The physical motivation of Fourier’s work was the phenomenon

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

Definition (Periodic functions)

where T is a positive constant.

The least value of T > 0 is called the period of f (x)

In other words: A function f (x) is said to be periodic if its function

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

Figure 2: A Periodic function with period T

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

f (x) = sin x = sin(x + 2π) = sin(x + 4π) = ...

Therefore, the function has periods 2π, 4π, 6π, etc.

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

Important definitions cont...

Definition (Limit of a function)

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

Figure 3: The  − δ definition of the function f (x) as x approaches a.

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

Important definitions cont...

Definition (Left-hand and Right -hand Limits )

is called the left-hand limit.

Figure 4: limx→a− f (x) = L Left-hand limit

We say that the left-hand limit of f (x) as x approaches a from the

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

Similarly, if we require that x be greater than a, we get the

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

lim f (x) = L if and only if

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

| (3x − 2) − 4| <  whenever 0 < x − 2 < δ.

The choice of δ depends on , we need to establish a condition

| (3x − 2) − 4| and |x − 2|.

Figure 6: The limit of f (x) as x approaches 2 is 4.

Important definitions cont...

A function f (x) is said to be continuous in an interval (a, b) if it is

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

Important definitions cont...

Figure 7: A continuous periodic function.

Important definitions cont...

Definition (Discontinuous Function)

Definition (Piecewise Continuous)

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

In other words: If a graph of a function has sudden jumps or

DR. ISDORY A E-mail: isdorya@maths.udsm.ac.tzOffice: Room #306,

Important definitions cont...

y = A1 sin x is the first harmonic or fundamental

y = An sin nx is the nth harmonic,with amplitude An

Figure 9: A Sinusoidal periodic function.

Figure 3: The − δ definition of the function f (x) as x approaches a.

| (3x − 2) − 4| < whenever 0 < x − 2 < δ.

The choice of δ depends on , we need to establish a condition