CH 6 Fourier Series

Why Fourier series? First recall Power Series

 degree = 4

 degree = 26

Fourier Series
Gives good approximations on wider intervals
Often works for discontinuous functions
(Taylor series fails to apply)
Uses sin x & cos x (instead of powers of x)
Good tool for solving problems such as heat
transfer problems & many others in
Engineering & Science

Joseph Fourier (1768 1830)

French mathematician
initiating the investigation of
Fourier series and their
application to problems of
heat transfer.

6.1. Periodic functions

6.1.1 Definition, Graph,
Examples
f : R R is periodic if
f(x + p) = f(x) for all x in R
p the period of f

(1)

f ( x)

p
6

Examples

sin(x + 2) = sin x
cos(x + 2) = cos x
f(x) = k (a constant, any period)
{ 1, sin x, sin 2x, , sin nx, ,
cos x, cos 2x, , cos nx, , }
all have period 2

6.1.2 Properties of periodic functions

If f is of period p, then
f(x + np) = f(x), for all x in R,
i.e. f is also of period 2p, 3p, .
If f & g are of period p, then for any constants
a & b, the function
af + bg
is also periodic of period p.
8

6.1.3 Trigonometric Series

Objective:

Let f be a periodic function of

period 2. To express f in terms of
1, cos x, cos 2x, , cos nx, ,
sin x, sin 2x, , sin nx, ,
that is,

6.2. Fourier Series

Let f be a periodic function of period 2
(from to as shown).

Suppose f(x) =
To determine

in terms of f
10

SOME USEFUL FACTS

(1) Piecewise continuous

(2) 2 periodic
function

11

(3) Odd function: symmetric w.r.t. origin

f ( x) f ( x)

Even function: symmetric w.r.t.

f ( x) f ( x)
y-axis

12

 sin nx odd function

cos nx even function

13

 Product of 2 even functions is even

Product of 2 odd functions is even
Product of an even fn & an odd fn is odd
They are different from numbers

Product of 2 even numbers is even

Product of 2 odd numbers is odd
Product of an even fn & an odd fn is even
14

(4) How to write even numbers

2n

n=1,2,3,

2,4,6,..
(5) How to write odd
numbers
2n-1
n=1,2,3,..
1,3,5,..
(6) How to write even terms
n=1,2,3,
2n
(7) How to write odd terms
a2 n 1 n=1,2,3,

15

(8)

cos n (1)

cos(2n 1) 0
2

n 1, 2,3,...
n 1, 2,3,...

16

(9)

sin(2n 1) ( 1) n 1 n 1, 2,3,...
2

sin n 0

n 1, 2,3,...

17

(10) Some special integrals

0 if n m
1 L n m
L L sin L x sin L x dx
1 if n m
where m, n are positive integers

1 L
n m

cos
x cos
x dx

L L L
L

if

nm

1 if n m
where m, n are positive integers

1 L
n
m

sin
x cos
x dx 0

L L L
L

for any positive

integers m, n
18

19

f ( x)sin(nx)dx 0 if f is even

f ( x)cos(nx)dx 0 if f is odd
20

21

very often

22

cos( x) x sin( x)
x cos( x)dx 2
2 2
2
x
cos(

x)
(

x 2)sin( x)
2

x cos( x)dx 2
3
23

(11)

24

Recall
coefficient

We shall use

to determine
25

6.2.1 Determine

26

6.2.2 Determine

m1

odd
27

2cosA cosB = cos(A+B) + cos(AB)

28

29

6.2.3 Determine

m1

30

2sinA sinB = cos(AB) cos(A+B)

31

6.2.4 Euler Formulas

Let f be a periodic function of
period 2 (from to ) with
Fourier series
(1707 1783)

Then

32

an 0 for all n, if f is odd

bn 0 for all n ,if f is even
33

6.2.5 Representation by Fourier series

A piecewise continuous fn on [a, b] is a fn
which is continuous except at a finite number
of points where it has jumps (one-side limits
exist from each side).

34

Let f be a fn s.t. f & f are piecewise continuous

on [-, ]. Then
(1) at any point x where f is continuous, f(x)
equals to its Fourier series;
(2) at c where f is discontinuous, the Fourier
series converges to 1 ( f (c ) f (c ))
2

f (c ) & f (c )

where
are respectively the RH
& LH limits of f at c

y
1

-1
35

6.2.6 Example

36

 By Euler formulas,

37

1 ( f (c ) f (c ))
2
38

39

6.2.7 An approximation for

Let x we get
2
4k
1
f ( / 2)
(sin( / 2) sin(3( / 2) ...)

3
4k
1 1
Hence k
(1 ...)

3 5

1 1
1 ...
4
3 5

40

6.2.8 Periodic functions of period

2L
f (x): a periodic fn of period 2L (from L to L).
(x)
L
0
x L
(v)
Set

x v

or

x
v
L

v
&

g(v) = f(x).

Then g is a periodic fn of period 2.

41

g(v)=f(x) & g: periodic from to

x
v
L

42

For n 1,

x
v
L

43

44

an 0 for all n, if f is odd

bn 0 for all n ,if f is even

45

6.2.9 Example

46

0 n even
1 n =1,5,9,
1 n =3,7,11,

47

Euler Formulas
Let f be a periodic function of
period 2 (from to ) with
Fourier series
(1707 1783)

Then

48

49

6.2.10 Fourier cosine & sine series

Fourier cosine series
f : periodic, period 2L (from L to L)
f even then

50

Fourier sine series

f odd then

51

6.2.11 Sum & Scalar Multiplication

52

Example
Saw tooth function :
f(x) = x + , < x <
f(x) = f(x + 2)

53

54

(odd)

Check x = !

55

56

6.3. Half-range Expansions

6.3.1 & 6.3.2 Extension of f(x)
Given f as shown below:
To expand it in
a Fourier series.
Extend f to [L, L] s.t.
(1) f is even on [L, L] or
(2) f is odd on [L, L]
57

(1) f is even on [L, L]

Represent it by Fourier cosine series.

(2) f is odd on [L, L]

Represent it by Fourier sine series.

58

6.3.3 Example (self study). Give another example

Triangle function

(1) Cosine half-range expansion

59

60

61

Check:
The cosine half-range
expansion of f is

62

(2) Sine half-range expansion

63

The sine half-range expansion is

Write n = 2m -1,
the above is

64

Appendix

Sum & Scalar Multiplication

65

(odd)

f 2 ( x)

Check x = !

66

(2005)

Note that

x =

67

(2008)

68

69

Fourier sine series

f odd then

70


(2007)

71

72


(2005)

73