WEEK9 CHAPTER2 MAT485/565

Review

1. The orthogonality of sine and cosine.

For all integers m and n,

L
a)  sin mLx dx = 0
−L

L
b)  cos mLx dx = 0
−L

L
c)  sin mLx cos nLx dx = 0
−L

L
 0 if mn
d)  sin mLx sin nLx dx = 
L if m=n
−L


L 0 if mn

e)  sin mx
L
sin nx
L
dx = 
0 L if m=n
 2

L
 0 if mn
f)  cos mLx cos nLx dx = 
L if m=n
−L


L 0 if mn

g)  cos mLx cos nLx dx = 
0 L if m=n
 2

2. Trigonometric identities.

a) 2 sin A cos B = sin( A − B ) + sin( A + B )

b) 2 cos A cos B = cos( A − B ) + cos( A + B )

c) 2 sin A sin B = cos( A − B ) − cos( A + B )

Rusyah/Norma Fourier series

WEEK9 CHAPTER2 MAT485/565

2.0 Introduction

Fourier series introduced in 1807 by Fourier (after the work by Euler and Daniel
Bernoulli) was one of the most important developments in applied mathematics.
It is very useful in the study of heat conduction, mechanics, concentration of
chemicals and pollutants, electrostatics, acoustics and in areas unheard of in
Fourier’s day such as computing and CAT scan (computer assisted tomography).

Fourier series is an infinite series representation of periodic functions in terms

of the trigonometric sine and cosine functions. Fourier series is a very powerful
method to solve ODEs and PDEs particularly with periodic functions appearing
as nonhomogeneous terms. While Taylor’s series expansion is valid only for
functions which are continuous and differentiable, Fourier series is possible not
only for continuous functions but for periodic functions, functions discontinuous
in their values and derivatives. Furthermore, because of the periodic nature,
Fourier series constructed for one period is valid for all values.

2.1 Fourier Series

Definition 2.1 Periodic Function

A function f(x) is a periodic function if there exist a positive number p such

that f ( x + p) = f ( x) for all x in the domain of f. The least value of p is called
the period of f(x) or f(x) has a period p.

Example 2.1

Figure 1 is the graph of f ( x ) = sin x .

f(x)

-4π -2π 2π 4π
x
0

Figure 1
f ( x ) = sin x has a period of
i) 2 since sin(x + 2) = sin x
ii) 4 since sin(x + 4) = sin x
iii) 6 since sin(x + 6) = sin x

Rusyah/Norma Fourier series

WEEK9 CHAPTER2 MAT485/565

Since 2 is the least period, 2 is the period of f ( x ) = sin x .

A periodic function normally defined by specifying its values over a single period
and the length of its period.

Example 2.2

Define the periodic function f(x) shown in Figure 2.

f(x)
2

| |
x
-3 0 2

-2

Figure 2

Solution
This function can be expressed as
 −2 if −3  x  0
f(x) =  with period 5.
2 − x if 0x2

Example 2.3

A periodic function f ( x ) = x for − 1  x  1 and f(x) has period 2. Sketch the

graph for f in the interval [-4, 3].

Solution

f(x)

-1

| | | | | | |
x
-4 -3 -2 -1 1 2 3

- -1

Rusyah/Norma Fourier series

WEEK9 CHAPTER2 MAT485/565

Example 2.4

Sketch the graph for g(x) in the interval (-2π, 1.5π) if g( x ) = cos x for
− 0.5  x  0.5 and g( x +  ) = g( x ) .

Solution

f(x)

| | | | |
x
-2.5π -1.5π -0.5π 0.5π 1.5π

Definition 2.2 Fourier Series

A function f(x) is defined in the interval (-L, L) and f ( x + 2L ) = f ( x ) , that is

f(x) has a period of 2L, then the Fourier series of f(x) is defined as

( )
a
f(x) = 0 + an cos nLx + bn sin nLx
2 n =1
where the Fourier coefficients are
L
1
a0 =
L  f ( x ) dx
−L

L
1
an =
L  f ( x ) cos nLx dx
−L

L
1
bn =
L  f ( x ) sin nLx dx
−L

Rusyah/Norma Fourier series

WEEK9 CHAPTER2 MAT485/565

But this definition can be extended to a function f(x) defined in the interval
(c, c + 2L) and f ( x + 2L ) = f ( x ) , that is f(x) has a period of 2L, then the
Fourier series of f(x) is defined as

( )
a
f(x) = 0 + an cos nLx + bn sin nLx
2 n =1
where
c + 2L
1
a0 =
L  f ( x ) dx
c

c + 2L
1
an =
L  f ( x ) cos nLx dx
c

c + 2L
1
bn =
L  f ( x ) sin nLx dx
c
Example 2.5

Sketch several period of the graph for f(x) and find its Fourier series.

 + x if − x 0

a) f ( x ) =  , period 2
 − x 0x
 if

 
 0 if − x0
 2
b) f ( x ) =  , f ( x +  ) = f ( x)
sin 2 x if 
 0x
 2

 x if 0  x 1

c) f ( x) =  , period 2
1 if 1 x  2


Solution
a)

f(x)

-π

| | | | | |
x
-3π -2π -π 0 π 2π 3π

Rusyah/Norma Fourier series

WEEK9 CHAPTER2 MAT485/565

Given period = 2L = 2  L =  .

a0
Hence f ( x ) = + 
2 n =1
(an cos nx + bn sin nx )
where

1
a0 =
  f ( x) dx
−

1 
0
=   ( + x) dx +  ( − x) dx 
  − 0 

1 x 2 
0
x2
=  x + + x − =
 2 − 2 0
 


1
an =
  f ( x) cos nx dx
−

1 
0
=   ( + x) cos nx dx +  ( − x) cos nx dx 
  − 0 

u1 v u2

−x
+ x cos nx
+ +
1 -1
1 sin nx
n
- -
1 0
0 − cos nx
2
n

1   + x  
0
1  − x  1
=   sin nx + 2 cos nx +   sin nx − 2 cos nx 
   n  n −  n  n 0


1  1 1   1 1 
=   2 − 2 cos n  + − 2 cos n + 2  
 n n   n n 

= 2 (1 − cos n )
2
n


1
bn =
  f ( x) sin nx dx
−

1 
0
=   ( + x) sin nx dx +  ( − x) sin nx dx 

  − 0 

Rusyah/Norma Fourier series

WEEK9 CHAPTER2 MAT485/565

u1 v u2

−x
+ x sin nx
+ +
1 -1
1 − cos nx
n
- -
1
0 − sin nx 0
n2


1   + x  
0
1  − x  1
= −   cos nx + 2 sin nx −   cos nx − 2 sin nx 

  n  n  n  n 
− 0 
1      
=  − − 0 + 0 +   = 0
  n   n 


  2(1 − cos n ) 
Therefore, f ( x) = +  cos nx 
2 n=1  n 2 

b)

f(x)
- 1

| | | | | |
x
3 -π  0  π 3
− −
2 2 2 2


Given period = 2 L =  L= .
2
a0 
Hence f ( x) = +  ( an cos 2nx + bn sin 2 nx )
2 n =1
where

2
2
a0 =
 
− 2
f ( x) dx

2 

0 2

  −2 0
=  0 dx + sin 2 x dx 



Rusyah/Norma Fourier series

WEEK9 CHAPTER2 MAT485/565


2
2
=
  sin 2x dx
0
 /2
2 1  2
=  − cos 2 x  =
  2 0  


2
an =
 −
 f ( x) cos 2 nx dx
2 

0 2

  −2 0
=  (0) cos 2 nx dx + sin 2 x cos 2 nx dx 



2
2
=
  sin 2 x cos 2nx dx
0

221
( sin 2(1 − n) x + sin 2(1 + n) x ) dx
 0 2
=

For n = 1

221
a1 =  ( sin 4 x ) dx
 02
1 1 

2

=  − cos 4 x =0
  4 
0 

For n  1

2
1
an =
  ( sin 2(1 − n) x + sin 2(1 + n) x ) dx
0

1 2 


1 1
= − cos 2(1 − n) x − cos 2(1 + n) x 
  2(1 − n) 2(1 + n) 
 0 

1   1 1   1 1 
=−   cos(1 − n) + cos(1 + n)  −  +  
2   1 − n 1+ n   1− n 1+ n 
1  1 1 2 
=− − cos n − cos n − 
2  1 − n 1+ n 1 − n2 
1
= ( cos n + 1)
(1 − n 2 )


2
2
bn =
 
− 2
f ( x) sin 2nx dx

2 

0 2

  −2 0
=  (0) sin nx dx + sin 2 x sin 2 nx dx 



Rusyah/Norma Fourier series

WEEK9 CHAPTER2 MAT485/565


2
2
=
  sin 2 x sin 2nx dx
0

 
0 if n 1  0 if n 1
2 
=  =
   1 if
if n =1 n =1
2 
2 2


1 1 1
Therefore f ( x) = + sin 2 x +  cos(n + 1) cos 2nx
 2 2 (1 − n )
2

c)

f(x)

| | | | | | |
-2 -1 0 1 2 3 4
x

Given period = 2L = 2  L = 1 .

a
Hence f ( x) = 0 +  ( an cos n x + bn sin n x )
2 n =1
where
2
a0 =  f ( x) dx
0
1 2 1
x2 3
=  x dx +  dx = + x1 =
2

0 1
2 0 2

2
an =  f ( x) cos n x dx
0
1 2
=  x cos n x dx +  cos n x dx
0 1

Rusyah/Norma Fourier series

WEEK9 CHAPTER2 MAT485/565

u v

x cos n x
+
1
1 sin n x
n
-
1
0 − cos n x
(n ) 2
1 2
x 1 1
= sin n x + cos n x + sin n x
n (n ) 2
0
n 1

1
= (cos n − 1)
(n )2

2
bn =  f ( x) sin n x dx
0
1 2
=  x sin n x dx +  sin n x dx
0 1

u v

x sin n x
+
1
1 − cos n x
n
-
1
0 − sin n x
(n ) 2
1 2
x 1 1 1
=− cos n x + sin n x − cos n x =−
n (n ) 2
0
n 1 n
3  1
1 
Therefore f ( x) = +  (cos n − 1) cos n x − sin n x 
4 n =1  (n ) 2
n 

Rusyah/Norma Fourier series