Chapter 2

Fourier series and Integral Transforms

2.1 Historical Background

In mathematics, a FOURIER SERIES is a way to represent a (wave-like) function as the
sum of simple sine waves.

More formally, it decomposes any PERIODIC FUNCTION or PERIODIC SIGNAL
into the sum of a set of simple oscillating functions, namely SINES and COSINES

The Fourier series is named in honor of Jean-Baptiste Joseph Fourier(1768–1830), who
made important contributions to the study of trigonometric series, after preliminary
investigations by Leonhard Euler, Jean le Rondd'Alembert, and Daniel Bernoulli.

Fourier introduced the series for the purpose of solving the heat equation in a metal plate,
publishing his initial results in his 1807 (Treatise on the propagation of heat in solid
bodies), and publishing his (Analytical theory of heat) in 1822.

The heat equation is a partial differential equation.

Prior to Fourier's work, no solution to the heat equation was known in the general case.

Although particular solutions were known if the heat source behaved in a simple way.

In particular, if the heat source was a sine or cosine wave. These simple solutions are now
sometimes called Eigen solutions.

Fourier's idea was to model a complicated heat source as a superposition (or linear
combination) of simple sine and cosine waves, and to write the solution as a
superposition of the corresponding Eigen solutions.

This superposition or linear combination is called the Fourier series.

2.2 Importance
The Fourier series has many such applications in-
i. Electrical Engineering
ii. Vibration Analysis
iii. Acoustics
iv. Optics
v. Signal Processing
vi. Image Processing
vii. Quantum Mechanics
viii. Econometrics
ix. Thin-Walled Shell Theory, etc.

2.3 Fourier Series

Definition 2.3.1(General form):Let satisfy the following conditions:
a) is defined in the interval
b) and are sectionally continuous in
c) , i.e. is periodic with period .
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Then at every point of continuity, we have
(1)

where (2)

and (3)

The series (1) with coefficients (2) and (3) is called the Fourier Series of . The above
conditions are often called Dirichlet conditions and are sufficient ( but not necessary) conditions
for convergence of Fourier Series.

Definition 2.3.2(Complex form of Fourier Series).In complex notation, the Fourier series (1)
and coefficients (2) can be written as
where,

Definition 2.3.3 (Parseval’s Identity). Parseval’s identity states that

where and

Example 2.3.4.Find the Fourier series of

Solution: Given
We have, the Fourier series

……….(i)
Here, …..(ii)

……(iii)

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 ……(iv)

Now from(ii) using (iii) and (iv) we get,

2.4ODD and EVEN Functions

Definition 2.4.1(Odd Function).A function is said to be anodd function if
.
Example: are odd functions.
Definition 2.4.2(Even Function).A function is said to be an even function if
.
Example: are even functions.
Definition 2.4.3 (Fourier series of Even Function). If is even function of period , then
(4)
where (i) (ii) (iii)

Definition 2.4.4 (Fourier series of Odd Function). If is odd function of period , then
(5)
where (i) ; (ii) (iii)

Example 2.4. 5 Find the Fourier Series of the followings:

(i)
(ii)

Solution:
(i) Given ; Here,
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Therefore is an odd function. We have, the Fourier series of odd function
……….(i)
Here,

Now from(i) we get,

.
Which is the required series.

Solution(ii):
Given ; Here,
Therefore is an even function. We have, the Fourier series of even function
……….(i)
Here, ……..(ii)

……(iii)

Now from (i) we get,

2.5 Half Range Sine and Cosine Series

A half range Fourier sine or cosine series is a series in which only sine terms or only
cosine terms are present respectively. When a half range series corresponding to a given
function is desired,

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 i. the function is generally defined in the interval [which is half of the interval ]
ii. then the function is specified as odd or even, so that it is clearly defined in the other half of
the interval, namely .
In such case, we have
for half range sine series
for half range cosine series

Example 2.5.1: Expand in a half range sine series.

Solution: Given ; Here,

We have, the half range Fourier sine series, ……….(i)
Where,

Now from(i) we get,

.
Which is the required series.

Example 2.5.2: Expand in a half range cosine series.

Solution:
We have, the half range Fourier cosine series, with is
……….(i)

Where,

and

Now from(i) we get,

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which is the required series.

2.7 Exercise

(i) Find the Fourier series of the followings

(a) (d)
(b) (e)
(c)

(ii) Find the half range Fourier series of the followings

(a) (c)
(b) (d)

2.8 Fourier Transforms

Definition 4.8.1(Finite Fourier Sine transform). The finite Fourier sine transform of
, is defined as
where is an integer

The function is then called the inverse finite Fourier sine transform of , and is given
by

Definition 2.8.2 (Finite Fourier Cosine transform):

The finite Fourier cosine transform of , is defined as
where is an integer.
The function is then called the inverse finite Fourier cosine transform of , and is given
by

Finite Fourier Transforms are used to solve partial differential equations.

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Definition 2.8.3(Infinite Finite Fourier Sine Transform):
The Infinite Fourier Sine transform of , is defined as
;where is an integer.
The function is then called the inverse infinite Fourier sine transform of , and is
given by
; where is an integer.

Definition 2.8.4(Infinite Finite Fourier Cosine Transforms):

The infinite Fourier cosine transform of , is defined as
where is an integer.
The function is then called the inverse infinite Fourier cosine transform of ,
and is given by
; where is an integer

Example 2.8.5.Find the Fourier Cosine Transform of .

Solution: By the definition of Fourier sine Transform of for , we have

;[

Example 2.8.6. Find the Fourier Sine Transform of .

Solution: By the definition of Fourier sine Transform of for , we have

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Hence the Fourier Sine transform of is .

Example 2.8.7. Find the Fourier Cosine Transform of .

Solution:
By the definition of Fourier Cosine Transform of for , we have

Hence the Fourier cosine transform of is .

Example 2.8.8. Find the Fourier Cosine Transform of .

Solution:
By the definition of Fourier cosine Transform of for , we have

Differentiating with respect to n we have,

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Putting n=0 we get,

,
which is the required Fourier cosine transform of .

Example 2.8.9.Find the Fourier sine transform of where and .

Solution. By the definition of Fourier sine Transform of for , we have

(i)
Differentiating with respect to n we have,

(ii)
Putting in (i) we get,
(ii) implies ,
which is the required Fourier sine transform of .

Definition 2.8.10 (Complex Fourier Transform)

The complex Fourier transform of is defined by

Example 2.8.11. Find the complex Fourier transform of where .

Solution. We have

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2.9 Exercise
1. Find the following Fourier transforms(sine/cosine):
(a)
(b)
(c)
(d)
(e) Find the Fourier cosine transform of
(f) Find the Fourier sine transform of
(g) Find the complex transform of

2.10 Solution of one dimensional heat equation using Fourier Transform.

(i) One dimensional heat equation: whose solution is

(ii) Two dimensional heat equation: whose solution is

(iii) Two dimensional heat equation: whose solution is .

where k is called the thermal diffusivity.

In heat transfer analysis, thermal diffusivity is the thermal conductivity divided by density
and specific heat capacity at constant pressure. It measures the rate of transfer of heat of a
material from the hot side to the cold side. It has the SI unit of m²/s. Thermal diffusivity is
usually denoted α but a, κ, K, and D are also used. The formula is:

where
• is thermal conductivity (W/(m· K))
• is density (kg/m³)
• is specific heat capacity (J/(kg·K))
Together, can be considered the volumetric heat capacity (J/(m³· K)).

As seen in the heat equation,

,

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thermal diffusivity is the ratio of the time derivative of temperature to its curvature, quantifying
the rate at which temperature concavity is "smoothed out". In a sense, thermal diffusivity is the
measure of thermal inertia. In a substance with high thermal diffusivity, heat moves rapidly
through it because the substance conducts heat quickly relative to its volumetric heat capacity or
'thermal bulk'.

The heat equation is of fundamental importance in diverse scientific fields. In mathematics, it is

the prototypical parabolic partial differential equation. In probability theory, the heat equation is
connected with the study of Brownian motion via the Fokker–Planck equation. In financial
mathematics it is used to solve the Black–Scholes partial differential equation. The diffusion
equation, a more general version of the heat equation, arises in connection with the study of
chemical diffusion and other related processes.

i. The behaviour of temperature when the sides of a 1D rod are at fixed temperatures (in this
case, 0.8 and 0 with initial Gaussian distribution). The temperature becomes linear function,
because that is the stable solution of the equation: wherever temperature has a nonzero
second spatial derivative, the time derivative is nonzero as well.

ii. Solution of a 1D heat partial differential equation. The temperature (U) is initially distributed
over a one-dimensional, one-unit-long interval (x = [0,1]) with insulated endpoints. The
distribution approaches equilibrium over time.

Solving steps are indicated by bold arrow on the left

Example 2.10.1 Use finite Fourier transforms to solve

.
Solution: The given partial differential equation is (1)
Taking the finite Fourier sine transform (with ) of both sides of(1), we get
(2)
Let
Then,

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 ;[ Since ]
; [ Since ]

[ is integrating constant]

When
Now

Putting the value we get, .

Now by the inverse finite Fourier sine transform, of we get

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 Which is the required solution.

Example 2.10.2 Use finite Fourier Transforms to solve

where .

Solution:
The given partial differential equation is (1)
Taking the finite Fourier sine transform (with ) of both sides of(1), we get
(2)
Let

Then,

; [Since ]
; [Since ]

[ is integrating constant]

Now taking the inverse Fourier sine transform we get,

Now, in order to satisfy ,

we use super position rule.
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This is possible only if
, ,
Therefore,
.

2.11 Exercises
1. Use finite Fourier Transforms to solve
.

2. Use finite Fourier Transforms to solve

.

3. Use finite Fourier Transforms to solve

.

1. Solution:

2. Solution:

3. Solution:

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