MTH165

Lecture-42

Fourier Series of Discontinuous functions

And
Parseval’s Identity
Unit 6: Fourier Series

(Book: Advanced Engineering Mathematics By Jain and Iyengar, Chapter-9)

Learning Outcomes:

1. Dirichlet’s conditions for Fourier series

2. Parseval’s identity.

3. Fourier series of discontinuous functions.

Dirichlet’s Conditions for Fourier Series Expansion of a function 𝒇(𝒙)

1. 𝑓(𝑥) must be single valued and absolutely integrable over a period.

2. 𝑓(𝑥) must have a finite number of extrema in any given interval, i.e.
there must be a finite number of maxima and minima in the interval.

3. 𝑓(𝑥) must have a finite number of discontinues in any given interval,

however the discontinuity cannot be infinite.

4. 𝑓(𝑥) must be bounded.

 Parseval’s Identity
If Fourier series for a function 𝑓(𝑥) converges uniformly in (−𝑙, 𝑙), then
𝑙 ∞
2 𝑑𝑥
1 2
න 𝑓(𝑥) = 𝑙 𝑎0 + ෍ 𝑎𝑛2 + 𝑏𝑛2
2
−𝑙 𝑛=1

This result is known as Parseval’s identity.

 Polling Quiz

In the Fourier series expansion of a periodic function 𝑓 𝑥 = cos 𝑥 in

the interval [−𝜋, 𝜋], the value of 𝑏𝑛 is given by:

(A) 𝑏𝑛 = 0

(B) 𝑏𝑛 = 𝜋

(C) 𝑏𝑛 = 2𝜋

2 𝜋
(D) 𝑏𝑛 = ‫׬‬0
𝑥𝑑𝑥
𝜋
 Fourier Series at a Point of Discontinuity

Let 𝑓(𝑥) and 𝑓 ′ (𝑥) be piecewise continuous on the interval −𝑙, 𝑙 .

Then, Fourier series of 𝑓(𝑥) on this interval converges to 𝑓(𝑥) at a

point of continuity.

At a point of discontinuity, the Fourier series converges to:

1
𝑓 𝑥 + + 𝑓(𝑥−)
2
where 𝑓 𝑥 + and 𝑓 𝑥 − are the right and left hand limits respectively.
Problem 1. Find the Fourier series expansion of the function if:

−𝜋, −𝜋 < 𝑥 < 0

𝑓 𝑥 =ቊ
𝑥, 0<𝑥<𝜋

−𝜋, −𝜋 < 𝑥 < 0

Solution. Here𝑓 𝑥 = ቊ
𝑥, 0 < 𝑥 < 𝜋

𝑙
1
𝑎0 = න 𝑓 𝑥 𝑑𝑥
𝑙
−𝑙

𝜋
1
= න 𝑓 𝑥 𝑑𝑥
𝜋
−𝜋
 0 𝜋
1
𝑎0 = න 𝑓(𝑥)𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥
𝜋
−𝜋 0

0 𝜋
1
= න −𝜋𝑑𝑥 + න 𝑥𝑑𝑥
𝜋
−𝜋 0

2
1 2
𝜋 𝜋
= −𝜋 + =−
𝜋 2 2
 𝑙
1 𝑛𝜋𝑥
𝑎𝑛 = න 𝑓 𝑥 cos 𝑑𝑥
𝑙 𝑙
−𝑙

𝜋
1 𝑛𝜋𝑥
= න 𝑓 𝑥 cos 𝑑𝑥
𝜋 𝜋
−𝜋

0 𝜋
1
= න 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥 + න 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥
𝜋
−𝜋 0
 0 𝜋
1
𝑎𝑛 = න −𝜋 cos 𝑛𝑥 𝑑𝑥 + න 𝑥 cos 𝑛𝑥 𝑑𝑥
𝜋
−𝜋 0

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

1
= 2 (−1)𝑛 −1
𝑛 𝜋
 𝑙
1 𝑛𝜋𝑥
𝑏𝑛 = න 𝑓 𝑥 sin 𝑑𝑥
𝑙 𝑙
−𝑙

𝜋
1 𝑛𝜋𝑥
= න 𝑓 𝑥 sin 𝑑𝑥
𝜋 𝜋
−𝜋

0 𝜋
1
= න 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥 + න 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋
−𝜋 0
 0 𝜋
1
𝑎𝑛 = න −𝜋 sin 𝑛𝑥 𝑑𝑥 + න 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋
−𝜋 0

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

1
= 1 − 2(−1)𝑛
𝑛
The required Fourier series is:

𝑎0 𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓 𝑥 = + σ∞
𝑛=1 𝑎𝑛 𝑐𝑜𝑠 + 𝑏𝑛 𝑠𝑖𝑛
2 𝑙 𝑙

−𝜋/2 1 𝑛𝜋𝑥 1 𝑛𝜋𝑥

𝑓 𝑥 = + σ∞
𝑛=1 (−1)𝑛 −1 𝑐𝑜𝑠 + 1 − 2(−1)𝑛 𝑠𝑖𝑛
2 𝑛2 𝜋 𝑙 𝑛 𝑙

Which is the required Fourier series.

 Polling Quiz
The Fourier coefficient 𝑎2 of 𝑓 𝑥 = 𝑥 in the interval [−2,2]is:
(A) −2𝜋

(B) 𝜋

(C) 1

(D) 0
Problem 2. Find the Fourier series expansion of the function if:

0 −𝜋 <𝑥 <0
𝑓 𝑥 =ቊ
sin 𝑥 , 0 < 𝑥 < 𝜋

Solution. Try it yourself.