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Series Fourier

Fourier series represent periodic functions as an infinite sum of sines and cosines. The coefficients of the Fourier series (a0, an, bn) can be found using Euler's formulas, which involve integrating the function over one period and multiplying by appropriate trigonometric terms. Once the coefficients are known, the Fourier series provides an exact representation of the original periodic function.

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Puneet Bahri
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45 views15 pages

Series Fourier

Fourier series represent periodic functions as an infinite sum of sines and cosines. The coefficients of the Fourier series (a0, an, bn) can be found using Euler's formulas, which involve integrating the function over one period and multiplying by appropriate trigonometric terms. Once the coefficients are known, the Fourier series provides an exact representation of the original periodic function.

Uploaded by

Puneet Bahri
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Mathematical Methods: Fourier Series Fourier Series: The Basics


Fourier series are a method of representing periodic functions. It is a very useful and powerful tool in many situations. It is suciently useful that when some non-periodic problems arise transformations are used to make such problems periodic so the Fourier series can be used.

A function with period P means that f (x) = f (x + P ) for all x. Some well known periodic functions are listed below: Function Period Function Period

Note: If a function is periodic with period P then it also has periods 2P , 3P , 4P , and so on. If we set 2/a = P , or a = 2/P , we see from the above table that cos(2x/P ) and sin(2x/P ) both have period P . Similarly, cos(2nx/P ) and sin(2nx/P ), n = 1, 2, 3, . . ., both have period P/n and hence also have period P .

A function with period P means that f (x) = f (x + P ) for all x. Some well known periodic functions are listed below: Function Period Function Period sin x 2 cos x 2 sec x 2 tan x Note: If a function is periodic with period P then it also has periods 2P , 3P , 4P , and so on. If we set 2/a = P , or a = 2/P , we see from the above table that cos(2x/P ) and sin(2x/P ) both have period P . Similarly, cos(2nx/P ) and sin(2nx/P ), n = 1, 2, 3, . . ., both have period P/n and hence also have period P .

A function with period P means that f (x) = f (x + P ) for all x. Some well known periodic functions are listed below: Function Period Function Period sin x 2 sin ax 2/a cos x 2 cos ax 2/a sec x 2 tan x Note: If a function is periodic with period P then it also has periods 2P , 3P , 4P , and so on. If we set 2/a = P , or a = 2/P , we see from the above table that cos(2x/P ) and sin(2x/P ) both have period P . Similarly, cos(2nx/P ) and sin(2nx/P ), n = 1, 2, 3, . . ., both have period P/n and hence also have period P .

The essential idea behind Fourier series is to represent periodic functions in terms of a sum of well known periodic functions. Sines and cosines are chosen as they are smooth. If f (x) has period P we write 2nx 2nx f (x) = a0 + an cos + bn sin . P P n=1 Some people use a convention where in stead of a0 they have a0/2. Always check to see which convetion an author is using. This leaves the problem of how to nd a0, an and bn for a given function . . .

To nd a0 we integrate f (x) over any interval of length P , say from 0 to P :


P P

f (x) dx =
0 0

2nx 2nx + bn sin a0 + an cos P P n=1

dx

To nd a0 we integrate f (x) over any interval of length P , say from 0 to P :


P P

f (x) dx =
0 0

2nx 2nx + bn sin a0 + an cos P P n=1

dx

Assuming you can swap the order of integration and the summations we get
P P

f (x) dx =
0 0

a0 dx
P

+
n=1

an
0

2nx dx + bn cos P

P 0

2nx sin dx . P

But
P 0

P 2nx 2nx dx = sin cos P 2n P

P 0

P (sin 2n sin 0) = 0, = 2n

and
P 0

2nx P 2nx sin dx = cos P 2n P

P 0

P (cos 2n cos 0) = 0, = 2n

giving
P

f (x) dx = P a0
0

or

1 a0 = P

f (x) dx.
0

(1)

So a0 is just the average value of f (x).

To nd all the other an and bn we need to use the trigonometrical relations 1 cos A cos B = (cos(A + B ) + cos(A B )) , 2 1 sin A sin B = (cos(A B ) cos(A + B )) , 2 1 sin A cos B = (sin(A + B ) + sin(A B )) . 2

To nd an consider
P 0

2mx f (x) dx cos P


P

=
0

2mx cos P

2nx 2nx an cos a0 + + bn sin P P n=1

dx.

Again, assuming we can swap the order of integration and summation, we obtain
P 0

2mx f (x) dx = a0 cos P


P

P 0

2mx cos dx P
P 0

+
n=1

an
0

2nx 2mx cos dx + bn cos P P

2mx 2nx cos sin dx, P P

2mx = a0 cos dx P 0 an P 2(m + n)x 2(m n)x + cos + cos dx 2 0 P P n=1 2(m + n)x 2(m n)x + bn sin sin dx. P P 0 Since m and n are both positive integers we have seen already that all these integrals are zero except for the cases where m = n. In the case m = n the sine integral is obviously 0, but cos(2(m n)x/P ) = 1 and so that integral gives P . Hence
P 0 P

2mx amP cos f (x) dx = , P 2

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or 2 an = P Similarly we nd 2 bn = P
0

2nx cos f (x) dx. P

(2)

P 0

2nx sin f (x) dx. P

(3)

The integrals for a0, an and bn given above are all over the interval from 0 to P . However as all the functions involved are periodic with period P they can be taken over any interval of length P . You are free to choose the interval to make the calculations involved easier for youself.

11

Equations (1), (2) and (3) are called the Euler formulas for the Fourier coecients.

11

Equations (1), (2) and (3) are called the Euler formulas for the Fourier coecients.

Example: Sketch the periodic function with period 2 given by f (x) = Find its Fourier series. 1 < x 0 +1 0 < x

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