Periodic Functions and

Fourier Series
 Periodic Functions
A function f   is periodic
if it is defined for all real 
and if there is some positive number,

T such that f   T   f   .
 f  

0


T
 f  

0


T
 f  

0


T
 Fourier Series
f   be a periodic function with period 2
The function can be represented by
a trigonometric series as:
 
f    a0   an cos n   bn sin n
n 1 n 1
  
f    a0   an cos n   bn sin n
n 1 n 1

What kind of trigonometric (series) functions

are we talking about?

cos  , cos 2 , cos 3  and

sin , sin 2 , sin 3 
0

0  2

cos  cos 2 cos 3

0

0  2

sin  sin 2 sin 3

We want to determine the coefficients,

an and bn .

Let us first remember some useful

integrations.
 
  cos n cos m d


1  1 
  cosn  m  d   cosn  m  d
2  2 



cos n cos md  0 nm



cos n cos md   nm
 
  sin n cos m d


1  1 
  sinn  m  d   sinn  m  d
2  2 


sin n cos md  0

for all values of m.

 
  sin n sin m d


1  1 
  cosn  m  d   cosn  m  d
2  2 


 sin n sin md  0 nm



 sin n sin md   nm


 Determine a0
Integrate both sides of (1) from
 to 

  f  d

  

  a0   an cos n   bn sin n  d

 n1 n 1 
 
  f   d

   

  a0d     an cos n  d
 
 n1 
  

    bn sin n  d

 n 1 
 
  f  d    a d  0  0
 
0
 



f d  2a0  0  0

 f d
1
a0 
2 

a0 is the average (dc) value of the

function, f   .
You may integrate both sides of (1) from

0 to 2 instead.
2
 f   d
0

2   

 a0   an cos n   bn sin n  d
0
 n1 n1 

It is alright as long as the integration is

performed over one period.
 2
 f   d
0

2 2  

  a0d     an cos n  d
0 0
 n 1 
2  

   bn sin n  d
0
 n1 
2 2
 f   d   a0d  0  0
0 0
 2
 f   d  2a0  0  0
0

2
f   d
1
a0 
2 0
 Determine an
Multiply (1) by cos m
and then Integrate both sides from
 to 

  f   cos m d

  

  a0   an cos n   bn sin n  cos m d

 n1 n 1 
Let us do the integration on the right-hand-side
one term at a time.

First term,



a0 cos m d  0
Second term,
 


  n 1
an cos n cos m d
Second term,
 

  a

n1
n cos n cos m d  am

Third term,

 



 b
n 1
n sin n cos m d  0
Therefore,

 f   cos m d  am



f   cos m d
1
am  
  
m  1, 2, 
 Determine bn
Multiply (1) by sin m
and then Integrate both sides from
 to 

  f   sin m d

  

  a0   an cos n   bn sin n  sin m  d

 n 1 n 1 
Let us do the integration on the right-hand-side
one term at a time.

First term,



a0 sin m d  0
Second term,

 

  a

n 1
n cos n sin m d
Second term,

 

  a

n 1
n cos n sin m d  0

Third term,

 



 b
n1
n sin n sin m d  bm
Therefore,

 f   sin md  bm



f   sin md
1
bm  
  
m  1, 2 ,
The coefficients are:


 f d
1
a0 
2 


f   cos m d
1
am  
  
m  1, 2, 


f   sin m d
1
bm  
  
m  1, 2, 
We can write n in place of m:


 f d
1
a0 
2 

f   cos n d
1
an  
  
n  1, 2 ,


f   sin n d
1
bn  
  
n  1, 2 ,
The integrations can be performed from

0 to 2 instead.
2
f   d
1
a0 
2  0

2
f   cos n d
1

an  n  1, 2 ,
0

2
f   sin n d
1
bn 
  0
n  1, 2 ,
Example 1. Find the Fourier series of
the following periodic function.
f  
A

0


-A
 2 3 4 5

f   A when 0    
  A when     2
f   2   f  
 1 2
a0   f   d 
2 0
1   2


  f   d   f   d 
2  0 

1   2


2 
  0
A d   
 A d  
0
 2
f   cos n d
1
an 
  0

1  2


  A cos n  d     A  cos n  d 
  0 
 2
1  sin n  1 sin n 
 A    A  0
 n 0   n 
 2
f   sin n d
1

bn 
0

1  2

 
  0 
 A sin n  d    A sin n  d 
 2
1 cos n  1  cos n 
  A  A
 n  0   n  


A
 cos n  cos 0  cos 2n  cos n 
n
bn 
A
 cos n  cos 0  cos 2n  cos n 
n

A
1  1  1  1
n
4A
 when n is odd
n
bn 
A
 cos n  cos 0  cos 2n  cos n 
n

A
 1  1  1  1
n
 0 when n is even
Therefore, the corresponding Fourier series is

4A  1 1 1 
 sin  sin 3  sin 5  sin 7  
  3 5 7 

In writing the Fourier series we may not be

able to consider infinite number of terms for
practical reasons. The question therefore, is
– how many terms to consider?
When we consider 4 terms as shown in the
previous slide, the function looks like the
following.
1.5

0.5

f() 0

0.5

1.5


When we consider 6 terms, the function looks
like the following.
1.5

0.5

f() 0

0.5

1.5


When we consider 8 terms, the function looks
like the following.
1.5

0.5

f ( ) 0

0.5

1.5


When we consider 12 terms, the function looks
like the following.
1.5

0.5

f() 0

0.5

1.5


The red curve was drawn with 12 terms and
the blue curve was drawn with 4 terms.

1.5

0.5

0.5

1.5


The red curve was drawn with 12 terms and
the blue curve was drawn with 4 terms.
1.5

0.5

0.5

1.5
0 2 4 6 8 10

The red curve was drawn with 20 terms and
the blue curve was drawn with 4 terms.
1.5

0.5

0.5

1.5
0 2 4 6 8 10

Even and Odd Functions
(We are not talking about even or
odd numbers.)
Even Functions The value of the
function would
f( be the same
when we walk
equal distances
along the X-axis

in opposite
directions.

Mathematically speaking -
f     f  
Odd Functions The value of the
f( function would
change its sign
but with the
same magnitude

when we walk
equal distances
along the X-axis
in opposite
directions.
Mathematically speaking -
f      f  
Even functions can solely be represented
by cosine waves because, cosine waves
are even functions. A sum of even
functions is another even function.
5

5
10 0 10


 Odd functions can solely be represented by
sine waves because, sine waves are odd
functions. A sum of odd functions is another
odd function.
5

10 0 10


The Fourier series of an even function f  
is expressed in terms of a cosine series.

f    a0   an cos n
n 1

The Fourier series of an odd function f  

is expressed in terms of a sine series.

f     bn sin n
n 1
Example 2. Find the Fourier series of
the following periodic function.
f(x)

x
 0  3 5 7 9

f x  x 2
when    x  
f   2   f  
  
f  x  dx 
1 1
a0   
2
x dx
2  2 
x 
1 x  3
 2
 3 
2   x   3
 
f  x  cos nx dx
1
an  
  

1  2 

 
  
x cos nxdx

Use integration by parts. Details are shown
in your class note.
 4
an  2 cos n
n
4
an   2 when n is odd
n

4
an  2 when n is even
n
This is an even function.
Therefore, bn  0
The corresponding Fourier series is

 2
 cos 2 x cos 3 x cos 4 x 
 4 cos x     
 
2 2 2
3 2 3 4
Functions Having Arbitrary Period

Assume that a function f t  has

period, T . We can relate angle
(  ) with time ( t ) in the following
manner.
  t
 is the angular velocity in radians per
second.
  2 f
f is the frequency of the periodic function,

f t 
1
  2 f t where f 
T
2
Therefore,  t
T
 2 2
 t d  dt
T T
Now change the limits of integration.

2 T
     t t
T 2
2 T
   t t
T 2
 

 f d
1
a0 
2 

T
2
f t dt
1
a0 
T  T

2
 
f   cos n d
1
an  
  
n  1, 2 ,

 2 n 
2

Tf t cos T t dt

2
an  n  1, 2, 
T

2
 
f   sin n d
1
bn  
  
n  1, 2 ,

 2 n 
2

 Tf t sin T t dt
2
bn  n  1, 2, 
T

2
 Example 4. Find the Fourier series of
the following periodic function.
f(t)

3T/4

0 t
T/4

-T/2 T/2 T 2T

f t   t when   t 
T T
4 4
T T 3T
 t  when t
2 4 4
f t  T   f t 
This is an odd function. Therefore, an  0
 2n 
T
bn   f t  sin
2
t dt
T 0  T 
T

 2n 
2
f t  sin
4

T 
0  T 
t dt
 T

 2n 
4
4
bn 
T  T 
t sin t  dt
0
T

T   2n 
2
4 

T T 
  t   sin
2  T 
t  dt
4

Use integration by parts.

   T 
4
2
 n 
bn   2.  sin 
  2n 
T  2 
2T  n 
 2 2 sin 
n  2 

bn  0 when n is even.
Therefore, the Fourier series is

2T   2  1  6  1  10  
sin  T t   2 sin  T t   2 sin  T t   
 2
   3   5   
The Complex Form of Fourier Series
 
f    a0   an cos n   bn sin n
n 1 n 1
Let us utilize the Euler formulae.
j  j
e e
cos  
2
j  j
e e
sin 
2i
The n th harmonic component of (1) can be
expressed as:

an cos n  bn sin n
jn  jn jn  jn
e e e e
 an  bn
2 2i
jn  jn jn  jn
e e e e
 an  ibn
2 2
an cos n  bn sin n
 an  jbn  jn  an  jbn   jn
 e   e
 2   2 
Denoting

 a n  jb n   a n  jb n 
c n    , cn  
 2   2 
and c0  a0
an cos n  bn sin n
jn  jn
 cn e  c n e
 The Fourier series for f  
can be expressed as:

 

f    c0   cne jn
 c ne  jn

n 1

 c e
n 
n
jn
The coefficients can be evaluated in
the following manner.
 an  jbn 
cn   
 2 
1  
f   cos nd    f  sin n d
j

2  2 


f  cos n  j sin n d
1

2 



f   e
1

 jn
 d
2 
  an  jbn 
c n   
 2 
1  
f   cos nd    f  sin n d
j
 
2  2 

  f  cos n  j sin n d

1

2 


  f   e
1 jn
 d
2 
  an  jbn   an  jbn 
cn    c n   
 2   2 
Note that cn is the complex conjugate of
cn . Hence we may write that


 f e
1  jn
cn  d
2 
.

n  0 ,  1,  2 , 
The complex form of the Fourier series of
f   with period 2 is:


f    c e n
jn

n 
Example 1. Find the Fourier series of
the following periodic function.
f  
A

0


-A
 2 3 4 5

f   A when 0    
  A when     2
f   2   f  
A  5

f ( x)  A if 0  x  
A if   x  2 
0 otherwise

2
1 
A0   f ( x) dx
2 0

A0  0
n  1  8

2
1 
An   f ( x) cos ( nx) dx
 0

A1  0 A2  0 A3  0 A4  0
A5  0 A6  0 A7  0 A8  0
 2
1 
Bn   f ( x) sin( nx) dx
 0

B1  6.366 B2  0 B3  2.122 B4  0

B5  1.273 B6  0 B7  0.909 B8  0
 Complex Form
 

  f e
1
f  
 jn
cne jn cn  d
2 
n  

n  0,  1,  2,

2
1   1i n  x
C ( n)   f ( x) e dx
2  0
 2
1   1i n  x
C ( n)   f ( x) e dx
2  0

C (0)  0 C (1)  3.183i C (2)  0 C (3)  1.061i

C (4)  0 C (5)  0.637i C (6)  0 C (7)  0.455i

C (1)  3.183i C (2)  0 C (3)  1.061i

C (4)  0 C (5)  0.637i C (6)  0 C (7)  0.455i