Unit 1 Fourier Series

MA2111/ MA2302 Engineering Mathematics III
Ms.Jayani Gamage
Email: jayani.g@sliit.lk
Unit 01 - - Fourier Series
Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

MA2111/
01 - - MA2302
Fourier Series
Engineering
) Mathematics III 1 / 45
Objective
The Fourier series is named in honour of Jean-Baptiste Joseph Fourier

(1768–1830).
It is basically asserts that most periodic functions can be represented by

infinite sums of sine and cosine functions.

MA2111/
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Fourier Series
Engineering
The above is called the Heat Equation, which can be derived from heat
transfer theory.
Prior to Fourier, there is no known solution to the heat equation in the
general case.

MA2111/
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Fourier Series
Engineering
Outline
At the end of this lesson student will know

Periodic functions, Fourier series, Fourier coefficients and orthogonal
functions.
Complex exponential form, Half range expansion.
Applications of Fourier series

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Fourier Series
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Periodic functions
A function f (x ) is said to be a periodic function if there exists a positive
real number P such that f (x + P) = f (x ) for all x ∈ R.
Examples
1 sin (x + 2π) = sin (x ) for all x ∈ R
2 cos x + 2π) = cos (x ) for all x ∈ R
3 Using complex variables, e ikx = cos (kx ) + i sin (kx ) is the common
period function.

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Properties of periodic functions
If a function f is periodic with period P, then for all x in the domain

of f and all positive integer n.
f(x + nP) = f (x )
If f (x ) is a function with period P, then f (ax ), where a is non – zero
P
real number, is periodic with period |a| .
Example: f (x ) = sin (x ) has period 2π, therefore sin (6x ) will have
period 2π
6 .

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Fourier Series
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In general, for a function
y = a sin (bx − c) + d
Amplitude = |a|
2π
Period = b
c
Phase shift = b
Vertical shift = d
Exercise: Determine the period, amplitude, phase shift, and frequency of

f (x ) = 2 sin (3x − π3 ).

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Fourier Series
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Fourier series
Definition:
A function f (x ) defined on an interval −L ≤ x ≤ L has a convergent series
∞
a0 P mπx
mπx

f (x ) = 2 + am cos L + bm sin L
m=1
then the coefficients are related to f by

Z L
1
a0 = L f (x )dx
−L
Z L
mπx

1
am = L f (x ) cos dx , m = 0, 1, 2, ...
−L L
Z L
mπx

1
bm = L f (x ) sin dx , m = 1, 2, 3, ...
−L L

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Fourier Series
Engineering
Note: Fourier series is defined over the interval (−L, L) In fact, we can
also define it over the interval (a, a + 2L) for any a ∈ R.
The formulas for the Fourier series and Fourier coefficients are the same
except that the integral is taken from a to a + 2L.

MA2111/
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Fourier Series
Engineering
Example: Determine the Fourier series for the function f (x ) = x on the
interval −1 ≤ x ≤ 1.
Solution: Since the function is defined in the interval −1 ≤ x ≤ 1 it

follows that L = 1.
Now we need to determine the coefficients of the Fourier series.
Z 1
am = x cos (mπx )
−1
x sin (mπx ) 1

1
1 Z
= − sin (mπx )dx
mπ −1 mπ −1
1 1
= 0 − 2 2 [− cos (mπx )]

m π −1
1
= − 2 2 [− cos (mπ) + cos (−mπ)]
m π
=0

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For m = 0; " #
x 2 1
Z 1
a0 = x dx = =0
−1 2 −1
Z 1
bm = x sin (mπx )dx
−1
Z 1
x cos (mπx ) 1 1

= − ++ cos (mπx )dx
mπ −1 mπ −1
cos (mπ) cos (−mπ)

= − −
mπ mπ
2 cos (mπ)
=−
mπ
2(−1)m+1
=
mπ

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Fourier Series
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Hence the Fourier series for f (x ) = x on the interval −1 ≤ x ≤ 1 is
∞
P 2(−1)m+1
f (x ) = mπ sin (mπx )
m=1
When we consider the partial sums of the Fourier series of f (x ) = x with a
finite number of terms
∞
P 2(−1)m+1
Sn = mπ sin (mπx )
m=1

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Fourier Series
Engineering
Since the Fourier series is the sum of periodic sine and cosine functions,
the Fourier series is also periodic.

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Fourier Series
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Convergence of Fourier series
Suppose f (x ) is a piece-wise continuous on the interval −L ≤ x ≤ L. The
Fourier series of f (x ) will then converge to:
1 f (x ) at all point where f is continuous
2 the average of the two one-sided limits, 12 [f (x +) + f (x −)] at all
points where f is discontinuous.

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Fourier Series
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Exercise:
Determine the Fourier series of the functions:
(
0, if − π ≤ x < 0
f (x ) =
x , if ≤ x < π
Sketch the graph of the function to which the series converges for three
periods.

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Fourier Series
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Gibbs Phenomenon
When a function has a finite discontinuity (like a square wave shown

above-left) its Fourier series shows a ’ripple’ and ’wiggles’ near the
discontinuity (as the figure in the middle shows).
This behavior persists even if we increase the number of terms in the
Fourier series (as shown in the figure above-right).

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Fourier Series
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The ripple narrows and moves toward the discontinuity but does not
shorten.
Even if we add infinitely many terms these spike exits whenever a function
has a jump discontinuity and it its height never decrease below 9% of the
height of the jump at the discontinuity.
This is known as Gibbs phenomenon. (However, as we add infinitely many
terms the area under such ripple will tend to zero. This means energy of
such ripple tends to zero.)

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Fourier Series
Engineering
Half Range Fourier Series
Recall: ODD functions and EVEN functions

A function is ”even” when: f (x ) = f (−x ) for all x
A function is ”Odd” when:f (−x ) = −f (x )for all x

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Fourier Series
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Properties of Even and Odd functions
1 Sum of two even functions is an even function.

2 Sum of two odd functions is an odd function.
3 Product of two even functions is an even function.
4 Product of two odd functions is an even function.
5 Product of an even function and an odd function is an odd function.

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Exercise: Prove the above properties:
Suppose f is even and g is odd.
1
(f1 + f2 )(−x ) = f1 (−x ) + f2 (−x )

= f1 (x ) + f2 (x )
= (f1 + f2 )(x )
(g1 + g2 )(−x ) = g1 (−x ) + g2 (−x )

= −g1 (x ) − g2 (x )
= −(g1 + g2 )(x )

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3
(f1 f2 )(−x ) = f1 (−x )f2 (−x )

= f1 (x )f2 (x )
= (f1 f2 )(x )
4
(g1 g2 )(−x ) = g1 (−x )g2 (−x )

= −g1 (x ) × −g2 (x )
= g1 (x )g1 (x )
= (g1 g2 )(x )
5
(fg)(−x ) = f (−x )g(−x )

= f (x ) × −g(x )
= −f (x ) × g(x )
= −(fg)(x )
MA2111/
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Fourier Series
Engineering
Any function can be expressed as a sum of an even function and an odd
function.
f (x ) + f (−x ) f (x ) − f (−x )
f (x ) = +
2 2
= feven + fodd
Exercise: Express f (x ) = e x as a sum of an even function and an odd

function.
e x +e −x e x −e −x
ex = 2 + 2 = cosh x + sinh x

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Fourier Series
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Definite integral:
Z a (
0, if f is odd
f (x )dx =
2 0a f (x )dx , if f is even
R
−a
Exercise: Evaluate
Z π
1 |x | sin x dx
−π
Z π
2 |x | cos x dx
−π

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Fourier Series
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The Even/Odd properties of Fourier series are
1 If f (x ) is an even function then its Fourier series coefficients are given
by
Z L
2
a0 = L f (x )dx
0
Z L
mπx

2
am = f (x ) cos
L dx , m = 1, 3, ...
0 L
bm = 0, m = 1, 2, 3, ...
2 If f (x ) is an odd function then its Fourier series coefficients are given
by
a0 = 0
am = 0
Z L
mπx

2
bm = L f (x ) sin dx , m = 1, 3, ...
0 L

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Fourier Series
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Exercise: Determine the Fourier series of the function defined by
f (x ) = |x | on −1 ≤ x < 1.

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Fourier Series
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Important:
If a function is defined over half the range, say 0 to L, instead of the full
range from −L to L, it may be expanded in a series of sine terms only
(odd extension by defining f (x ) = −f (−x )) or of cosine terms only
(even extension by defining f (x ) = f (−x )). The series produced is then
called a half range Fourier series.

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Example: Determine the Fourier cosine and Fourier sine series of
f (x ) = x 2 ; 0 ≤ x < 2. sketch the graph of the functions to which each
series converges for three periods.

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Orthogonal functions
Two functions f1 (x ) and f2 (x ) are orthogonal on an interval [a, b] if
Z b
(f1 , f2 ) = f1 (x )f2 (x )dx = 0
a
Example 1: The functions f1 (x ) = x 2 and f2 (x ) = x 6 are orthogonal on

the interval [−1, 1]

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Fourier Series
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Example 02: The functions f1 (x ) = x and f2 (x ) = x 2 are orthogonal on
the interval [a, b], a < b, only if a = −b.
Proof:
Z b
(f1 , f2 ) = x × x 2 dx
a
" #
x 4 b
=
4 a
1
= (b 4 − a4 )
4
When a = −b (f1 , f2 ) = 0

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Fourier Series
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mπx

Example 03: The set of functions {sin L }, m = 1, 2, 3, ... are
orthogonal on [0, L].

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Fourier Series
Engineering
Complex exponential form
For Fourier series of a function f (x )

∞
a0 P mπx mπx
f (x ) = 2
+ am cos L
+ bm sin L
,
m=1
can be represented in the complex form

∞
imπ
x
X
cm e L , where
m=−∞
Z L
imπ
cm = 1
2L
f (x )e − L
x
dx
−L

MA2111/
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Fourier Series
Engineering
Exercise:( Let
4, if 0 < x < π
f (x ) =
0, if π < x < 2π
and f (x + 2πk) = f (x ) for all x ∈ R, k ∈ Z. Find the Fourier series of f .
(In exponential form)

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Fourier Series
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Parseval’s Identity
This is essentially a mathematical theorem but has, as we shall see, an

important engineering interpretation particularly in electrical engineering.
Parseval’s theorem states that if f (x ) is a periodic function with period 2L
and cm (m = 0; ±1, ±2, ...) denote the complex Fourier coefficients of
f (x ),then
∞ ∞
a02 1 X
Z L X
1 2 2 2 2
2L |f (x )| dx = |cm | = + (am + bm )
−L m=−∞
4 2 m=1
In words the theorem states that the mean square value of the signal f (x )
over one period equals the sum of the squared magnitudes of all the
complex Fourier coefficients.

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Fourier Series
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Example: Let f (t) = |t|, −π < t < π and f (t + 2πk) = f (t)
∞
π 4
X cos mt
1 Show that f (t) = 2 − π
m=1
m2
∞
X 1 π4
2 Show that =
m=1
m4 96

MA2111/
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Fourier Series
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Fourier Integral Formula
Let f be defined on R and be non-periodic. Then,

Z ∞
f (x ) = [a(ω) cos (ωx ) + b(ω) sin (ωx )]dω
0
Where, Z ∞
1
a(ω) = π f (x ) cos (ωx )dx
Z−∞
∞
1
b(ω) = π f (x ) sin (ωx )dx
−∞

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Theorem: Convergence of Fourier Integral
0
Suppose f (x ) is defined onZ R and is f and f piece-wise continuous on the
∞
[−L, L] for any L > 0 and |f (x )|dx is convergent. Then Fourier
−∞
Integral of f converges
1 To f at every point x at which f continuous
f (x +)+f (x −)
2 To 2 at every point x at which f is discontinuous.

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Fourier Series
Engineering
Example: Given that f (x ) = 1 if −1 < x < 1 and 0 otherwise. Find
Fourier series of f .

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Fourier Cosine and Sine integrals
Cosine Integral
Assume f (x ) and even function.
Therefore,
b(ω) = 0 Z
∞
2
a(ω) = π f (x ) cos (ωx )dx
0
Sine Integral
Assume f (x ) is an odd function.
Therefore,
a(ω) = 0 Z
∞
2
b(ω) = π f (x ) sin (ωx )dx
0

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Fourier Series
Engineering
Example: Find the Fourier Cosine and Sine integral of
f (x ) = e −kx , x > 0 and k > 0.

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Fourier Series
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Fourier Transform
Fourier Transform is a mathematical tool used for frequency analysis of

signals.Fourier Transform can exist for energy signals, power signals, and
impulse related signals.
Fourier transform of f (x ):
Z ∞
F [f (x )] = fˆ(ω) = f (x )e −iωx dx and
−∞ Z ∞
F −1 [fˆ(ω)] = f (x ) 1
= 2π fˆ(ω)e iωx dω
−∞

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Example:Find fˆ(ω) if f (x ) = H(x + 1) − H(x − 1) where H is the
Heaviside function.
Z ∞
fˆ(ω) = f (x )e −iωx dx
−∞
Z ∞
= [H(x + 1) − H(x − 1)]e −iωx dx
−∞
Z 1
= e −iωx dx
−1
e −iωx 1
=
−iω −1

2 sin ω
=
ω

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Fourier Series
Engineering
Example:Find the Fourier transform of f (x ) = H(x )e −ax , a > 0.

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Fourier Series
Engineering
Properties of Fourier Transform
1 Linearity of F
F [αf + βg] = αF (f ) + βF (g), where α, β are constants.
2 Linearity of F −1
F −1 [αfˆ + β ĝ] = αF −1 (fˆ) + βF −1 (ĝ), where α, β are constants.
3 Transform of nth derivative
(j)
Z f (x ), f (x ) → 0 as x → ±∞ for all j = 1, 2, ..., n − 1 and
If
∞
|f (j) (x )|dx < ∞ for all j = 1, 2, .., n then
−∞
F [f n (x )] = (iω)n fˆ(ω), (n = 0, 1, 2, ...)

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4 Fourier Convolution
F [f ? g] Z= fˆ(ω)ĝ(ω) or F −1 [fˆĝ] = f ? g where
∞
f ?g = f (x − ξ)g(ξ)dξ
−∞
5 Shifts
F [f (x − a)] = e −iaω fˆ(ω) and F −1 [fˆ(ω − a)] = e iax f (x )
ibω
1 −ibx
h i
F [f (ax + b)] = 1a e fˆ ω x
= fˆ(aω + b).a > 0

6 a
a and F ae
a f
a
d ˆ n
7 F [(x n f (x )] = i n dω n f (ω)
8 F [e −a|x | ] = 2a
ω 2 +a2

MA2111/
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Engineering
Example: Find F [4e |−x | − 5e −3|x +2|]
2 √ ω2 2
Example: Give that F [e −x ] = πe − 4 . Find F [e −4x ]
1
Example: Given that F [ x 2 +a π −a|ω|
2] = ae and fˆ(ω) = e −2|ω| . Find f (x )
h i
Example: Find F −1 1
ω 2 +4ω+13

MA2111/
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Fourier Series
Engineering

Unit 1 Fourier Series

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MA2111/ MA2302 Engineering Mathematics III

Unit 01 - - Fourier Series

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

The Fourier series is named in honour of Jean-Baptiste Joseph Fourier

It is basically asserts that most periodic functions can be represented by

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

At the end of this lesson student will know

Complex exponential form, Half range expansion.

Applications of Fourier series

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

If a function f is periodic with period P, then for all x in the domain

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Exercise: Determine the period, amplitude, phase shift, and frequency of

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

then the coefficients are related to f by

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Solution: Since the function is defined in the interval −1 ≤ x ≤ 1 it

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

When a function has a finite discontinuity (like a square wave shown

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Recall: ODD functions and EVEN functions

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

1 Sum of two even functions is an even function.

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

(f1 + f2 )(−x ) = f1 (−x ) + f2 (−x )

(g1 + g2 )(−x ) = g1 (−x ) + g2 (−x )

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

(f1 f2 )(−x ) = f1 (−x )f2 (−x )

(g1 g2 )(−x ) = g1 (−x )g2 (−x )

(fg)(−x ) = f (−x )g(−x )

Exercise: Express f (x ) = e x as a sum of an even function and an odd

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Two functions f1 (x ) and f2 (x ) are orthogonal on an interval [a, b] if

Example 1: The functions f1 (x ) = x 2 and f2 (x ) = x 6 are orthogonal on

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

For Fourier series of a function f (x )

can be represented in the complex form

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

This is essentially a mathematical theorem but has, as we shall see, an

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Let f be defined on R and be non-periodic. Then,

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit

Ms.Jayani Gamage Email: jayani.g@sliit.lk (Unit