8.

8) Fourier Analysis
Last update: 2020-07-27

Example 8.1: Fourier Series

Expand in a Fourier series

f ( x )= 0 ,−π < x <0

{
π−x , 0 ≤ x < π

Solution:
Now the Fourier series is given by
∞
nπx nπx
f ( x )=a0 + ∑ an cos
n=1
( l
+b n sin
l )
For the given function:

Period = 2 π = 2l ⇒l=π
So now we have,
∞
f ( x )=a0 + ∑ ( a n cos nx+ bn sin nx )
n=1

And
l π
1
a 0= ∫ f ( x ) dx= 21π ∫ f ( x ) dx
2l −l −π

0 π
1 1
¿ ∫ ( 0 ) dx+ ∫ ( π −x ) dx
2 π −π 2π 0

π
2
¿
1
2π (1
πx− x
2 )]
0
 8.2

1 1 π
¿
2π (
π × π − π2 =
2 4 )
l π
1 nπx 1
a n ≡ ∫ f ( x ) cos
l −l l ( )
dx= ∫ f ( x ) cos nx dx
π −π

0 π
1 1
¿ ∫ ( 0 ) cos nx dx + ∫ ( π −x ) cos nx dx
π −π π 0

π π
1
¿ ∫ cos nx dx− ∫ x cos nx dx
0 π 0

The first integral:

π π

∫ cos nx dx = sinnnx( )] = 1n ( sin nπ−sin 0 )=0

0 0

∵ n=1,2,3 , ⋯

The second integral use integration-by-parts:

∫ udv=uv−∫ vdu
1
dv =cos nx dx ⇒ v= sin nx
n

u=x ⇒du=dx

π π π
x 1
∫ x cos nx dx=
0
( n
sin nx )] 0
−∫
−π n
sin nx dx

π
−cos nx 1
¿ 0−
(
n2 )] 0
=
n2
( cos nπ −1 ) n=1,2,3 , ⋯

But,
n=1⇒ cos nπ =cos π=−1
n=2⇒ cos nπ =cos 2 π =+1
 8.3

n=3 ⇒ cos nπ =cos 3 π=−1

n=4 ⇒ cos nπ =cos 4 π =+1
Therefore,
∴ cos nπ =(−1 )n

π π n
1 1 (−1 ) −1
a n=∫ cos nx dx− ∫ x cos nx dx=0−¿ ¿
0 π 0 π n2

1−(−1 )n
∴ an=
n2 π
Now
l π
1 nπx 1
l −l ( )
b n= ∫ f ( x ) sin
l
dx= ∫ f ( x ) sin nx dx
π −π

0 π
1 1
¿ ∫ ( 0 ) sin nx dx+ ∫ ( π−x ) sin nx dx
π −π π 0

π π π
1 1
¿ ∫ ( π −x ) sin nx dx=∫ sin nx dx− ∫ x sin nx dx
π 0 0 π 0

−1
dv =sin nx dx ⇒ v = cos nx
n

u=π −x ⇒ du=−dx

π π
1 1 1 −1
π {
¿ −( π−x ) cos nx
n }] 0
− ∫
π 0 n
cos nx (−dx)

π
1
{ 1 1
¿ −( π −π ) cos ( nπ ) + ( π −0 ) cos ( 0 ) −
π n n π n { ( )] }
1 1 sin nx
} n 0

1 1 1
¿ − 2 [ sin nx−sin 0 ] =
n n π n

∵ n=1,2,3 , ⋯ ⇒ sin nx=0

 8.4

1
∴ bn=
n

And finally we have,

∞
π 1−(−1 )n
f ( x )= + ∑{
4 n=1 2
n π
1
cos nx+ sin nx
n }
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 8.5

Example 8.2: Fourier Series

Expand in a Fourier series

f ( x )=x 2 ,−π < x < π

Solution:
Now the Fourier series is given by
∞
nπx nπx
n=1
(
f ( x ) ≡a 0+ ∑ a n cos
l
+ bn sin
l )
For the given function:

Period=2 π=2l ⇒l=π

So now we have,
∞
f ( x )=a0 + ∑ ( a n cos nx+ bn sin nx )
n=1

But
f ( x )=f (−x )

Therefore, the function is even and

b n=0
And so
∞
f ( x )=a0 + ∑ ( a n cos nx )
n=1

l π
1 1
a 0 ≡ ∫ f ( x ) dx= ∫ x 2 dx
2 l −l 2 π −π

π
1 1 3
¿ ( )]
2π 3
x
−π
 8.6

3
1 π 3 (−π ) π2
¿
2π 3
−[ 3
=
3 ]
l π
1 nπx 1
a n ≡ ∫ f ( x ) cos
l −l l ( )
dx= ∫ x 2 cos nx dx
π −π

Use table:
2x x2 2
2
∫ x cos ax dx= a 2 cos ax+ a − a3 sin ax ( )
So
π
π
x2 2
1
a n= ∫ x 2 cos nx dx=
π −π
1 2x
π n2
cos nx+
[ −
n n3
sin nx ( ) ]
−π

π2 2
¿
[
1 2π
π n2
cos ( nπ ) + (
− sin nπ
n n3 ) ]
(−π )2 2
π [
−1 2 (−π )
n2
cos [ n (−π ) ] +
n ( − 3 sin [ n (−π ) ]
n ) ]
2 2
¿ 2
cos nπ + 2 cos nx
n n

4
¿ cos nx
n2
But
n
cos nπ=(−1 )

Therefore,
(−1 )n 4
a n=
n2

So we now have
∞
π2 n cos nx
f ( x )= + 4 ∑ (−1 )
3 n=1 n2
 8.7

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 8.8

Example 8.3: Fourier Series

Expand in a Fourier series

f ( x )=sin x ,−π < x < π

Solution:
Now the Fourier series is given by
∞
nπx nπx
f ( x )=a0 + ∑ an cos
n=1
( l
+b n sin
l )
For the given function:

Period=2 π=2l ⇒l=π

So now we have,
∞
f ( x )=a0 + ∑ ( a n cos nx+ bn sin nx )
n=1

But
sin (−x )=−sin x

Therefore, the function is odd and

a n=0

∞
f ( x )=∑ ( bn sin nx )
n=1

But let’s work out the a’s as well:

l π
1 1
a 0 ≡ ∫ f ( x ) dx= ∫ sin x dx
2 l −l 2 π −π

1 π
¿ (cos x) ]− π
2π
 8.9

1
¿ [ cos π −cos (−π ) ] =0
2π

l
1 nπ nπ
an≡ ∫ sin x cos x dx
l −l l l

π
1
¿ ∫ sin nx cos nx dx
π −π

Use tables:
sin2 ax
∫ sin ax cos bx dx= 2 a

π π
sin 2 nx
∴ ∫ sin nx cos nx dx=¿
−π
2n [ ]] −π
=0 ¿

∴ an=0

Now (check this):

l π
1 nπ 1
b n ≡ ∫ sin x sin x dx= ∫ sin x sin nx dx
l −l l π −π

[Skip: Use tables:

x sin2 ax
∫ sin 2 ax= 2 − 4a

π π
x sin 2nx
∴ ∫ sin nx dx=¿ −
−π 2
2
4n [ ]]
−π
¿

π sin ( 2nπ ) −π sin (−2 nπ )

¿ ( 2
−
4n
−
2
−)( 4n )
Skip]
L

∫ sin ( mπx mπx

L ) ( L )
sin dx= {L 0, m=n
, m≠ n
≠0
−L
 8.10

π
∴ ∫ sin x sin nx dx= π ,n=1
{
−π 0,n≠1

So therefore,

n=1⇒ π b 1=L=π ⇒ b1=1

n ≠ 1⇒ π b n=0

So we now have:
∞
f ( x )=sin x=∑ ( bn sin nx )=sin x
n=1

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 8.11

Example 8.4: Fourier Series

Expand in a complex Fourier series

f ( x )=e−x ,−3< x <3

Solution:
The coefficients are given by
L
1
cn ≡ ∫ f ( x ) e−inπ / L dx
2 L −L

3
1
¿ ∫ e−x e−inπ / L dx
2× 3 −3

3
1 1
¿
6 −( inπ /3+1 ) ]
[ e−(inπ/ 3+1 ) x ]
−3

1 3
¿ ( e−3 e−inπ −e 3 einπ )
6 −( inπ +3 )

1 1 ( inπ −3 ) −3 −inπ 3 inπ

¿ × ( e e −e e )
2 − (inπ +3 ) ( inπ −3 )

1 3−inπ −3 −inπ 3 inπ

¿ ( e e −e e )
2 ( 9+n2 π 2)

But
−inπ n
e =cos nπ−i sin nπ =cos nπ =(−1 )

inπ n
e =cos nπ +isin nπ =cos nπ =(−1 )

1 3−inπ
∴ c n= (−1 )n ( e−3−e 3 )
2 ( 9+n π )
2 2

But
 8.12

e x −e−2
sinh x=
2

∴ e−3−e 3=2 sinh 3

3−inπ
∴ c n= 2 2
(−1 )n sinh 3
( 9+n π )

Now
∞ ∞
n 3−inπ inπ /3
f ( x )= ∑ c n e inπ/ L =sinh 3 ∑ (−1 ) e
n =−∞ n=−∞ ( 9+n 2 π 2 )

**********************************************************************
 8.13

Example 8.5: Find the half-range cosine sine series for the
following function:

f ( x )=5 x , 0< x< 4

Solution:
Cosine:
L 4 4
1
a 0= ∫ f ( x ) dx = 14 ∫ 5 xdx= 54 12 x 2
L 0 [ ]] =
5 × 16
4 ×2
=10
0 0

L 4
2 nπ 2 nπ
a n ≡ ∫ f ( x ) cos x dx=¿ ∫ 5 x cos x dx ¿
L0 L 4 0 4

From Tables:

cos ax xsin ax
∫ x cos x dx= a2
+
a

4
nπ nπ
a n=
5
2
cos
4
nπ 2
4
[( )
x xsin
+
nπ
4
4
x

]
0

nπ nπ nπ nπ
¿
5
2
{[ cos

( )
4
nπ 2
4
4 4 sin
+
nπ
4
4
4
−
][( )
cos 0 0 ×sin
4
nπ 2
4
+
nπ
4
4
0

]}
4 2 4 2
¿
5
2 {[( nπ )
(−1 )n +0 −
] [ ( ) ]}
nπ
40
+0 = 2 2 ( (−1 )n−1 )
n π

∞ n
40 (−1 ) −1 nπx
∴ f ( x )=10+ 2∑ 2
cos
π n=1 n 4
 8.14

Sine:
L 4
2 nπ 2 nπ
b n ≡ ∫ f ( x ) sin dx=¿ ∫ 5 x sin dx ¿
L0 L 4 0 4

From Tables:

sin ax x cos ax
∫ x sin ax dx= a2
−
a

4
nπ nπ
b n=
1
2
sin
4

[( )
nπ 2
4
x x cos
−
nπ
4
4
x

] 0

nπ nπ nπ nπ
¿
5
2
{[ sin

nπ
( )
4
4
2
4 x cos 4
−
nπ
4
4
−
] [( )
sin

nπ
4
4
2
0 0 cos 0
−
nπ
4
4

]}
nπ
¿
5
2
0−
{[ 4 cos
nπ
4
4
4

] }
− [ 0−0 ]

5 −16 cos nπ −40

¿ × = (−1 )n
2 nπ nπ

∞ n
−40 (−1 ) nπx
∴ f ( x )= ∑ sin
π n=1 n 4

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8.15