Introduction Representation by Fourier Series

Chapter Five
Fourier Series

Hussein J. Zekri

AUK, College of Engineering

November 15, 2022

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Motivation Definitions

Why Fourier Series

As a motivation if we take the heat equation as an example in an
initial-boundary value problem:

ut = uxx , u(x, 0) = f (x), u(0, t) = u(π, t) = 0.

Where f (x) is any given function. Then the solution to this prob-
lem (using the separable method, which will be studied in the next
chapter) will be some function u(x, t) in terms of the infinite series
of sine function and exponential function such that:
∞
X
u(x, 0) = f (x) = cn sin(nx), cn ∈ R, n ∈ N.
n=0

The question is that: can we find the values of the constants cn ? the
answer to this question is yes, thanks to JEAN-BAPTISTE JOSEPH
FOURIER (1768–1830), French physicist and mathematician.
Hussein J. Zekri Chapter Five Fourier Series
 Introduction Representation by Fourier Series Motivation Definitions

Why Fourier Series

1 Fourier analysis has its most important applications in model-

ing and solving partial differential equations (PDEs) related to
boundary and initial value problems of mechanics, heat flow,
electrostatics, and other fields.
2 Fourier analysis allows us to model periodic phenomena which
appear frequently in engineering and elsewhere; think of ro-
tating parts of machines, alternating electric currents or the
motion of planets. Related period functions may be compli-
cated.
3 Fourier series are, in a certain sense, more universal than the
familiar Taylor series in calculus because many discontinuous
periodic functions that come up in applications can be devel-
oped in Fourier series but do not have Taylor series expansions.

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Motivation Definitions

Even & Odd Functions

Even and odd functions: A function f : R −→ R is said to be an

even function if

f (x) = f (−x) ∀ x ∈ R,

and a function g : R −→ R is said to be an odd function if

g (x) = −g (−x) ∀ x ∈ R.

The functions cos(x) and x n (n = 0, ±2, ±4, ...) are even and sin(x)
and x n (n = ±1, ±3, ...) are odd.

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Motivation Definitions

Even & Odd Functions

Note: For functions f1 &f2 (even) and g1 &g2 (odd) we have:

RL
g1 (x) dx = 0
−L
RL RL
f1 (x) dx = 2 f1 (x) dx
−L 0
The product of f1 × f2 , f1 × g1 , g1 × g2 are even, odd, and even,
respectively. These results are the same for division
The combination of f1 ± f2 , f1 ± g1 , g1 ± g2 are even, neither,
and odd, respectively.

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Motivation Definitions

Periodic Functions

Periodic function: A function f is said to be periodic if there is

some L ∈ R such that

f (x + L) = f (x) ∀x ∈ R.

It is said to be periodic of period L or L-periodic.

The functions cos(x) and sin(x) are 2π-periodic and x n (±1, ±2, ...)
are non-periodic.

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Motivation Definitions

Orthogonality

Consider the system:

1, cos x, sin x, cos 2x, sin 2x, · · · , cos nx, sin nx, · · ·

This trigonometric system is orthogonal on the interval −π ≤ x ≤ π

(hence also on −0 ≤ x ≤ 2π or any other interval of length 2π
because of periodicity); that is, the integral of the product of any
two functions in this system over that interval is 0, so that for any
integers n and m,
Rπ
sin(nx) cos(mx) = 0 (n 6= m or n = m),
−π
Rπ
cos(nx) cos(mx) = 0 (n 6= m),
−π
Rπ
sin(nx) sin(mx) = 0 (n 6= m).
−π

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Theorem Examples

Theorem

Suppose f is a periodic function with a period T = 2L. Then the

Fourier series representation of f is a trigonometric series (that is,
it is an infinite series consists of sine and cosine terms) of the form:
∞ ∞
X nπx X nπx
f (x) = a0 + an cos( )+ bn sin( ), (1)
L L
n=1 n=1

where a0 , an &bn are constant coefficients. The coefficients a’s are

called the Fourier cosine coefficients (including a0 , the constant
term, which is in reality the first cosine term), and b’s are called
the Fourier sine coefficients.

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Theorem Examples

Theorem

The Fourier coefficients of the Fourier series representation are de-

fined to be:
ZL
1
a0 = f (x) dx, (2)
2L
−L
ZL
1 nπx
an = f (x) cos( ) dx, (3)
L L
−L
ZL
1 nπx
bn = f (x) sin( ) dx, (4)
L L
−L

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Theorem Examples

Example 1
Find the Fourier series expansion for the function
f (x) = x on − 1 < x < 1.
Using the formulae (2–4) we find the Fourier series’s coefficients to
be (with L=1):
Z1
1
a0 = xdx = 0 (The integrand is odd).
2
−1

Z1
an = x cos(nπx)dx = 0 (The integrand is odd).
−1

Z1
2(−1)n+1
bn = x sin(nπx)dx = (Using udv method for integration).
nπ
−1

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Theorem Examples

Example 1

Therefore from the equation (1) and the above results the Fourier
series expansion for the function f (x) = x on the given domain is
∞
2 X (−1)n+1
x= sin(nπx)
π n
n=1
 
2 1 1 1
= sin(πx) − sin(2πx) + sin(3πx) − sin(4πx) + · · ·
π 2 3 4

The series is called a Fourier sine series, (an = a0 = 0), as the

function is an odd function. If the function is even then the result
will be a Fourier cosine series, (bn = 0).

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Theorem Examples

Example 1, line y = x

Figure: The graph of the function f (x) = x versus its Fourier series
representation with the first 1, 2, 3, 10, 20, and 200 terms, respectively.
Hussein J. Zekri Chapter Five Fourier Series
 Introduction Representation by Fourier Series Theorem Examples

Example 2, Periodic Rectangular Wave

(
−1 ; −π < x < 0,
Find the Fourier series expansion for the function f (x) =
1 ; 0 < x < π.

(
−1 ; −π < x < 0,
Figure: The graph of the function f (x) =
1 ; 0 < x < π.
versus its Fourier series representation

with the first 2, 3, 4, 9, 20, and 50 terms, respectively.

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Theorem Examples

Example 3, absolute value function

(
−1 ; −2 < x < 0,
Find the Fourier series expansion for the function f (x) =
1 ; 0 < x < 2.

Figure: The graph of the function f (x) = |x| versus its Fourier series representation with the first 2, 3, 4, 5, 8,
and 10 terms, respectively.

Hussein J. Zekri Chapter Five Fourier Series

 Introduction Representation by Fourier Series Theorem Examples

Example 4, Half-Wave Rectifier

Find the Fourier series of the function obtained by passing the volt-
age v (t) = V0 cos(100πt) through a half-wave rectifier that clips
the negative half-waves.

Note: Look at example 3 on page 485 from the text book then do
this one.

Hussein J. Zekri Chapter Five Fourier Series