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FS Notes 1 PDF

This document discusses Fourier series and their motivation from solving the heat equation. The heat equation models how heat diffuses over time along a wire with fixed temperature endpoints. Solving the heat equation using separation of variables leads to Fourier series representations of periodic functions as infinite sums of sines and cosines. Fourier showed any periodic function can be approximated by Fourier series, providing a way to solve the heat equation for arbitrary initial temperature distributions along the wire.

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0% found this document useful (0 votes)
132 views16 pages

FS Notes 1 PDF

This document discusses Fourier series and their motivation from solving the heat equation. The heat equation models how heat diffuses over time along a wire with fixed temperature endpoints. Solving the heat equation using separation of variables leads to Fourier series representations of periodic functions as infinite sums of sines and cosines. Fourier showed any periodic function can be approximated by Fourier series, providing a way to solve the heat equation for arbitrary initial temperature distributions along the wire.

Uploaded by

Arkadev Ghosh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Topics in Fourier Analysis-I1

M.T.Nair
Department of Mathematics, IIT Madras

Contents

1 Fourier Series 2

1.1 Motivation through heat equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

1.2 Fourier Series of 2π-Periodic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.3 Fourier Series for Even and Odd Functions . . . . . . . . . . . . . . . . . . . . . . . . 8

1.4 Sine and Cosine Series Expansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

1.5 Fourier Series of 2`-Periodic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

1.6 Fourier Series on Arbitrary Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

1.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

1 Lectures for the course MA 6080, July-November 2014.


1 Fourier Series

1.1 Motivation through heat equation

The consideration of Fourier Series can be traced back to the situation which Fourier encountered in
the beginning of last century while solving heat equation:

Consider a thin metallic wire of length `. Suppose an initial temperature is supplied to it, and sup-
pose the temperature at both the end points kept at 0. Then one would like to know the temperature
at each point of the string at a particular time.

Let us represent the string as an interval [0, `]. Let u(x, t) be the temperature at the point x ∈ [0, `]
at time t. It is known that u(·, ·) satisfies the partial equation
∂u ∂2u
= c2 2 , 0 < x < `, (1.1)
∂t ∂t
where c > 0 is the heat conductivity of the material. Since the temperature at both the end points
kept at 0, we have
u(0, t) = 0 = u(`, t), t > 0. (1.2)

Let the initial temperature at the point x be f ()x), i.e.,

u(x, 0) = f (x), 0 ≤ x ≤ `. (1.3)

Exercise 1.1. Equation (1.1) satisfying (1.2) and (1.3) cannot have more than one solution. ♦

In order to find u(x, t), we use a procedure called method of separation of variables. In this method,
we assume first that u(x, t) is of the form:

u(x, t) = φ(x)ψ(t).

Then we have
∂u ∂2u
= φ(x)ψ 0 (t), = φ00 (x)ψ(t).
∂t ∂t2
Hence, from (1.1),
φ(x)ψ 0 (t) = c2 φ00 (x)ψ(t).

Hence,
ψ 0 (t) φ00 (x)
= = K, const.
c2 ψ(t) φ(x)
Hence,
ψ 0 (t) = Kc2 ψ(t), φ00 (x) = Kφ(x). (1.4)

Let us consider different cases:

Case(i): K = 0: In this case, φ00 (x) = 0 so that φ is of the form

φ(x) = ax + b.

2
By (1.2), φ(0)ψ(t) = 0 = φ(`)ψ(t).

bψ(t) = 0 = (a` + b)ψ(t).

Thus, we arrive at either ψ = 0 or φ = 0.

Case(ii): K > 0: In this case, K = α2 for some α 6= 0. Then we have

φ00 (x) − α2 φ(x) = 0

so that φ is of the form


φ(x) = aeαx + be−αx .

Again, by (1.2), φ(0)ψ(t) = 0 = φ(`)ψ(t) so that

(a + b)ψ(t) = 0 = (aeα` + be−α` )ψ(t).

This again lead to u(x, t) = 0.

Case(iii): K < 0: In this case, K = −α2 for some α 6= 0. Then we have

φ00 (x) + α2 φ(x) = 0

so that φ is of the form


φ(x) = a cos αx + b sin αx.

By (1.2), φ(0)ψ(t) = 0 = φ(`)ψ(t) so that if ψ 6= 0, we obtain a = 0 and b sin α` = 0. Assuming b 6= 0


(otherwise φ = 0), we have α` = nπ, n ∈ Z. Thus, α ∈ {nπ/` : n ∈ Z}.

Now, from (1.4),


ψ 0 (t) = −α2 c2 ψ(t)

with α ∈ {nπ/` : n ∈ Z}. Hence,


2 2
ψ(t) = ae−α c t
,

and hence, u is of the form


2 2
u(x, t) = ae−α c t
sin αx, α ∈ {nπ/` : n ∈ Z}.

Thus, for each n ∈ Z,


2 2 nπ
un (x, t) = an e−λn c t sin λn x, , λn :=
`
with an ∈ R satisfies (1.1) and (1.2). But, this un need not satisfy (1.3), unless f (x) = an sin(nπx/`)
for some n ∈ Z. If f is of the form
k
X
f (x) = an sin(nπx/`) (1.5)
n=1

for some k ∈ N, then we see that


k
X 2 2
u(x, t) := an e−λn c t sin(nπx/`)
n=1

3
satisfies (1.1), (1.2) and (1.3).

What can we say if f is, in some sense, arbitrary? The consideration of the functions of the form
in (1.5) suggests the following query:


X
If f is of the form f (x) = an sin(nπx/`), can we say that
n=1

X 2 2
u(x, t) := an e−λn c t sin(nπx/`)
n=1
is a solution of (1.1) satisfying (1.2) and (1.3) with appropriate notion of convergence?

As a first step, let us assume that f is of the form



X nπx
f (x) = an sin( ). (1.6)
n=1
`

Assume further that, term by term integration of the above series is possible. Then, we have
Z ` ∞ Z `
mπx X nπx mπx
f (x) sin( )dx = an sin( ) sin( )dx.
0 ` n=1 0 ` `

Since Z `
nπx mπx
sin( ) sin( )dx = 0 for m 6= n,
0 ` `
and
` `
1 − cos 2( nπx
` )
Z Z
nπx `
sin2 ( )dx = dx = ,
0 ` 0 2 2
we obtain Z `
2 nπx
an = f (x) sin( )dx. (1.7)
` 0 `
Note that, if f has the form as in (1.6), then f is 2`-periodic, i.e.,

f (x + 2`) = f (x) for all x∈R

and f is an odd function, i.e.,

f (−x) = −f (x) for all x ∈ R.

If f is as in (1.6), we we may define



X 2 2
u(x, t) := an e−λn c t sin(nπx/`), λn := nπ/`.
n=1

Assuming that the above series is convergent and can be differentiated term by term, we see that
u(·, ·) is a solution of (1.1) satisfying (1.2) and (1.3).
d2
Exercise 1.2. Show that each λn := nπ/` is an eigenvalue of the operator wit corresponding
dx2
eigenvector sin λn x. ♦

4
1.2 Fourier Series of 2π-Periodic functions

In the last section, we assumed that the function f can be represented as



X mπx
f (x) = an sin( ).
n=1
`

If ` = π, then the above series takes the form


∞ Z π
X 2
f (x) = An sin nx, An := f (x) sin nxdx.
n=1
π 0

The above series is a special case of the Fourier series that we are going to introduce. Let us consider
a few definitions.

Definition 1.3. A function of the form


k
X
c0 + (an cos nx + bn sin nx) .
n=1

where c0 , an , bn ∈ R, is called a trigonometric polynomial, and a series of the form



X
c0 + (an cos nx + bn sin nx)
n=1

with c0 , an , bn ∈ R is called a trigonometric series. ♦

Note that a trigonometric polynomial is a special case of a trigonometric series.

We observe that trigonometric polynomials are 2π-periodic on R, i.e., if f (x) is a trigonometric


polynomial, then
f (x + 2π) = f (x) ∀ x ∈ R.

From this, we can infer that, if the trigonometric series



X
c0 + (an cos nx + bn sin nx)
n=1

converges at a point x ∈ R, then it has to converge at x + 2π as well; and hence at x + 2nπ for all
integers n. This shows that we can restrict the discussion of convergence of a trigonometric series
to an interval of length 2π. Hence, we cannot expect to have a trigonometric series expansion for a
function f : R → R if it is not a 2π-periodic function.

We know that a convergent trigonometric series is 2π-periodic. What about the converse?

Suppose that f is a 2π-periodic function. Is it possible to represent f as a trigonometric


series?

5
Suppose, for a moment, that we can write

X
f (x) = c0 + (an cos nx + bn sin nx)
n=1

for all x ∈ R. Then what should be the coefficients c0 , an , bn ? To answer this question, let us further
assume that

f is integrable on [−π, π] and the series can be integrated term by term.

For instance if the above series is uniformly convergent to f in [−π, π], then term by term integration
is possible. By Weierstrass test,we have the following result:

P∞ P∞
If n=0 (|an | + |bn |) converges, then c0 + n=1 (an cos nx + bn sin nx) is a dominated series
on R and hence it is uniformly convergent.

For n, m ∈ N ∩ {0}, we observe the following orthogonality relations:



Z π  0,
 if n 6= m
cos nx cos mxdx = π, if n = m 6= 0,
−π 
2π, if n = m = 0,

(
π
if n 6= m
Z
0,
sin nx sin mxdx =
−π π, if n = m,
Z π
cos nx sin mxdx = 0.
−π

Thus, under the assumption that f is integrable on [−π, π] and the series can be integrated term by
term, we obtain Z π
1
c0 = f (x)dx,
2π −π
Z π Z π
1 1
an = f (x) cos nxdx, bn = f (x) sin nxdx.
π −π π −π

Definition 1.4. The Fourier series of a 2π-periodic function f is the trigonometric series

a0 X
+ (an cos nx + bn sin nx) ,
2 n=1
Z π Z π
1 1
where an = f (x) cos nxdx and bn = f (x) sin nxdx and this fact is written as
π −π π −π


a0 X
f (x) ∼ + (an cos nx + bn sin nx) .
2 n=1

The numbers an and bn are called the Fourier coefficients of f . ♦

6
If f is a trigonometric polynomial, then its Fourier series is itself.

Writing
1 inx 1 inx
cos nx = [e + e−inx ], sin nx = [e − e−inx ],
2 2i
we have
an inx bn
an cos nx + bn sin nx = [e + e−inx ] + [einx − e−inx ]
2  2i 
an bn an bn
= + e inx
+ − e−inx .
2 2i 2 2i
Thus, writing
an bn an bn
cn := + , c−n := − ,
2 2i 2 2i
we have

a0 X X
+ (an cos nx + bn sin nx) = cn einx .
2 n=1 n∈Z
inx
P
Now, suppose f (x) = n∈Z cn e with cn ∈ C, and this series can be integrated term by term. Then,
we have Z π Z π
X
f (x)e−imx dx = cn ei(n−m)x dx.
−π n∈Z −π

But, (
Z π
i(n−m) 0 if m = m,
e dx =
−π 2π if m 6= m.
Z π
Hence, ei(n−m) dx = 2πcm , i.e.,
−π
Z π
1
cn = f (x)e−inx dx, n ∈ Z.
2π −2π

The following theorem show that there is a large class of functions which can be represented by their
Fourier series (see Bhatia [1]). We shall come back to this theorem at a later stage.

THEOREM 1.5. (Dirichlet’s theorem) Suppose f : R → R is a 2π-periodic function which is


piecewise differentiable on (−π, π). Then the Fourier series of f converges, and the limit function
f˜(x) is given by
(
f (x) if f is continuous at x,
f˜(x) = 1
2 [f (x−) + f (x+)] if f is not continuous at x.

In Theorem 1.5 we used the terminology piecewise differentiable as per the following definition.

Definition 1.6. A function f : [a, b] → R is said to be piecewise differentiable if f 0 exists and is


piecewise continuous on [a, b] except possibly at a finite number of points. ♦

7
Remark 1.7. It is known that there are continuous functions f defined on [−π, π] whose Fourier
series does not converge pointwise to f . Its proof relies on UBP (see [2]). We shall consider this at a
later occasion. ♦

Although each term and the partial sums of a Fourier series are infinitely differentiable, the sum
function need not be even continuous at certain points. This fact is illustrated by the following
example.
(
0, −π ≤ x ≤ 0,
Example 1.8. Let f (x) = By Dirichlet’s theorem (Theorem 1.5), the Fourier
1, 0 < x ≤ π.
series of f converges to f (x) for every x 6= 0, and at the point 0, the series converges to 1/2. Note
that (
Z π
1 1, n = 0,
an = cos nxdx =
π 0 0, n 6= 0,
and for n ∈ N,
2

π   n
 
 , n odd,
1 1 − cos nπ 1 1 − (−1) πn
Z
1 
bn = sin nxdx = = =
π 0 π n π n 

0, n even.

Thus, Fourier series of f is



1 2 X sin(2n + 1)x
+ .
2 π n=0 (2n + 1)
In particular, for x = π/2,
∞ ∞
1 2 X sin[(2n + 1)π/2] 1 2 X (−1)n
1= + = +
2 π n=0 (2n + 1) 2 π n=0 (2n + 1)

which leads to the Madhava–Nilakaṅtha series



π X (−1)n
= . ♦
4 n=0
(2n + 1)

1.3 Fourier Series for Even and Odd Functions

The following can be verified easily:

• Suppose f is an even function, i.e.,

f (−x) = f (x) ∀ x ∈ X.

Then f (x) cos nx is an even function and f (x) sin nx is an odd function, so that
1 π 2 π
Z Z
an = f (x) cos nxdx = f (x) cos nxdx,
π −π π 0
1 π
Z
bn = f (x) sin nxdx.
π −π

8
• Suppose f is an odd function, i.e.,

f (−x) = −f (x) ∀ x ∈ X.

Then f (x) cos nx is an odd function and f (x) sin nx is an even function, so that
1 π
Z
an = f (x) cos nxdx = 0,
π −π
1 π 2 π
Z Z
bn = f (x) sin nxdx = f (x) sin nxdx.
π −π π 0

Thus, we have the following:

(1) Suppose f is an even function. Then the Fourier series of f is



2 π
Z
a0 X
+ an cos nx with an := f (x) cos nxdx.
2 n=1
π 0

In particular,
∞ ∞
a0 X a0 X
f (0) = + an , f (π) = + (−1)n an ,
2 n=0
2 n=1
respectively.

(2) Suppose f is an odd function. Then the Fourier series of f is



2 π
X Z
bn sin nx with bn := f (x) sin nxdx,
n=1
π 0

In particular,

X
f (π/2) = (−1)n b2n+1 .
n=0

Example 1.9. Consider the function f defined by

f (x) = |x|, x ∈ [−π, π].

In this case, f is an even function. Hence, the Fourier series is



a0 X
+ an cos nx, x ∈ [−π, π]
2 n=1

with Z π
2
a0 = x dx = π
π 0
and for n = 1, 2, . . .,
π Z π
2 π
Z  
2 sin nx sin nx
an = x cos nxdx = x − dx
π 0 π n 0 0 n
n
 
2 cos nx
h i π 2 (−1) − 1
= =
π n2 0 π n2

9
Thus,
−4
a2n = 0, a2n+1 = , n = 1, 2, . . .
π(2n + 1)2
so that

π 4 X cos(2n + 1)x
|x| ∼ − , x ∈ [−π, π].
2 π n=0 (2n + 1)2

Taking x = 0 (using Dirichlet’s theorem), we obtain



π2 X 1
= . ♦
8 n=0
(2n + 1)2

Example 1.10. Let f (x) = x, x ∈ [−π, π]. In this case, f is an odd function. Hence, the Fourier
series is

X
bn sin nx, x ∈ [−π, π]
n=1

with
2 π
Z  Z π 
2 h cos nx iπ cos nx
bn = x sin nx dx = −x + dx
π 0 π n 0 0 n
2n cos nπ o (−1)n+1 2
= −π = .
π n n
Thus the Fourier series is

X (−1)n+1
2 sin nx.
n=1
n

In particular (using Dirichlet’s theorem), with x = π/2 we obtain the Madhava-Nīlakaṅtha series
∞ ∞
π X (−1)n+1 nπ X (−1)n
= sin = . ♦
4 n=1
n 2 n=0
2n + 1

(
−1, −π ≤ x < 0,
Example 1.11. Let f (x) = In this case, f is an odd function. Hence, the
1, 0 ≤ x ≤ π.
Fourier series is

X
bn sin nx,
n=1

with Z π
2 2 2
bn = sin nx dx = (1 − cos nπ) = [1 − (−1)n ].
π 0 π π
Thus

4 X sin(2n + 1)x
f (x) ∼ .
π n=0 2n + 1

Taking x = π/2, again we obtain the Madhava-Nīlakaṅtha series



π X (−1)n
= . ♦
4 n=0
2n + 1

10
Example 1.12. Let f (x) = x2 , x ∈ [−π, π]. Since f is an even function, its Fourier series is

2 π 2
Z
a0 X
+ an cos nx, x ∈ [−π, π], an = x cos nx dx.
2 n=1
π 0

It can be see that a0 = 2π 2 /3, and an = (−1)n 4/n2 . Thus



π2 X (−1)n cos nx
x2 ∼ +4 , x ∈ [−π, π].
3 n=1
n2

Taking x = 0 and x = π (using Dirichlet’s theorem), we have


∞ ∞
π2 X (−1)n+1 π2 X 1
= , =
12 n=1 n2 6 n=1
n2

respectively. ♦

1.4 Sine and Cosine Series Expansions

Suppose a function f is defined on [0, π]. By extending it to [−π, π] so that the extended function is
an odd function, we obtain Forier sine series of f , and by extending it to [−π, π] so that the extended
function is an even function, we obtain Fourier cosine series of f .

The odd extension and even extension of f , denoted by fodd and feven are defined by
(
f (x) if 0 ≤ x < π,
fodd (x) = ,
−f (−x) if − π ≤ x < 0,
(
f (x) if 0 ≤ x < π,
feven (x) =
f (−x) if − π ≤ x < 0,
respectively. Therefore,

X
f (x) = fodd (x) ∼ bn sin nx, x ∈ [0, π]
n=1
and

a0 X
f (x) = feven (x) ∼ + an cos nx, x ∈ [0, π]
2 n=1
with Z π Z π
2 2
an = f (x) cos nx dx, bn = f (x) sin nx dx.
π 0 π 0

Example 1.13. Let f (x) = x2 , x ∈ [0, π]. The even extension of f is itself. Its odd extension is:
(
x2 , if 0 ≤ x < π,
fodd (x) = 2
,
−x , if − π ≤ x < 0.

Hence,

X
f (x) = fodd (x) ∼ bn sin nx, x ∈ [0, π],
n=1

11
with Z π h iπ Z π 
2 2 2 2 cos nx cos nx
bn = x sin nx dx = −x + 2x dx .
π 0 π n 0 0 n
Note that h cos nx iπ cos nπ (−1)n+1
−x2 = −π 2 = π2 ,
n 0 n n
Z π π Z π
(−1)n − 1
  h cos nx iπ  
cos nx sin nx sin nx
2x dx = 2x − 2 dx = 2 =2 .
0 n n 0 0 n n2 0 n2
Thus,
n+1
(−1)n − 1 (−1)n+1 4 (−1)n − 1
    
2 2 (−1)
bn = π +2 = 2π + .
π n n2 n π n2

Example 1.14. Let f (x) = x, x ∈ [0, π]. Its odd extension is itself, and

feven (x) = |x|, x ∈ [−π, π].

From Examples 1.10 and 1.9, we obtain



X (−1)n+1
x∼2 sin nx, x ∈ [0, π]
n=1
n

and

π 4 X cos(2n + 1)x
x∼ − , x ∈ [0, π]. ♦
2 π n=0 (2n + 1)2

Example 1.15. Let us find the sine series expansion of the function
(
0, if 0 ≤ x < π/2,
f (x) =
1, if π/2 ≤ x < π.
The sine series of f is given by

X
f (x) ∼ bn sin nx, x ∈ [0, π],
n=1

where π  
2 cos nπ/2 − cos nπ
Z
2 2 h cos nx iπ
bn = sin nx dx = − = .
π π/2 π n π/2 π n
2
Note that b2n−1 = and
(2n − 1)π
(
2
2 − nπ if n odd,
b2n = [(−1)n − 1] =
2nπ 0 if n even.
Thus, for x ∈ [0, π], we have
π sin x sin 2x sin 3x sin 5x sin(4n − 3)x
f (x) ∼ − + + + ··· +
2 1 1 3 5 4n − 3
sin(4n − 2)x sin(4n − 1)x sin(4n + 1)x
− + + + ··· .
4n − 2 4n − 1 4n + 1

12
1.5 Fourier Series of 2`-Periodic Functions

Suppose f is a T -periodic function. We may write T = 2`. Then we may consider the change of
variable t = πx/` so that the function

f (x) := f (`t/π),

as a function of t is 2π-periodic. Hence, its Fourier series is



a0 X
+ (an cos nt + bn sin nt)
2 n=1

where Z π   Z `
1 `t 1 nπx
an = f cos ntdt = f (x) cos dx,
π −π π ` −` `
Z π   Z `
1 `t 1 nπx
bn = f sin ntdt = f (x) sin dx.
π −π π ` −` `
In particular,
Z `
2 nπx
f even =⇒ bn = 0 and an = f (x) cos dx,
` 0 `
Z `
2 nπx
f odd =⇒ an = 0 and bn = f (x) sin dx.
` 0 `

Example 1.16. Let f (x) = 1 − |x|, −1 ≤ x ≤ 1. Taking ` = 1, we have


Z 1 Z 1
an = (1 − |x|) cos nπx dx = 2 (1 − |x|) cos nπx dx
−1 0

and Z 1
bn = (1 − |x|) sin nπx dx = 0.
−1

Now,
Z 1 1 
sin nπx
cos nπx dx = = 0,
0 n 0
Z 1 1 Z 1
(−1)n − 1
 h cos nπx i1
sin nπx sin nπx
x cos nπx dx = x − dx = = .
0 n 0 0 n n 0 n
Hence, (
Z 1
2 0, neven,
an = 2 (1 − |x|) cos nπx dx = [1 − (−1)n ] =
0 n 4/n, n odd.
Thus,

X 4
f (x) ∼ cos nπx. ♦
n=0
2n +1

13
1.6 Fourier Series on Arbitrary Intervals

Suppose a function f is defined in an interval [a, b]. We can obtain Fourier expansion of it on [a, b] as
follows:

a+b
Method 1: Let us consider a change of variable as y = x − 2 . Let
a+b
ϕ(y) := f (x) = f (y + ), where −`≤y ≤`
2
with ` = (b − a)/2. We can extend ϕ as a 2`-periodic function and obtain its Fourier series as

a0 X  nπ nπ 
ϕ(y) ∼ + an cos y + bn sin y
2 n=1
` `

where Z ` Z `
1 nπy 1 nπy
an = ϕ(y) cos dy, bn = ϕ(y) sin dy.
` −` ` ` −` `
Thus,

a0 X  nπ nπ 
f (x) ∼ + an cos y + bn sin y
2 n=1
` `
where Z ` Z `
1 nπy 1 nπy
an = f (x) cos dx, bn = f (x) sin dx
` −` ` ` −` `
a+b
with ` = (b − a)/2 and y = x − 2 .

Method 2: Considering the change of variable as y = x − a and ` := b − a, we define ϕ(y) := f (x) =


f (y + a) where 0 ≤ y < `. We can extend ϕ as a 2`-periodic function in any manner and obtain its
Fourier series. Here are two specific cases:

(a) For y ∈ [−`, 0], define f˜e (y) = ϕf (−y). Thus f˜e on [−`, `] is an even function. In this case,

a0 X nπ
ϕ(y) ∼ + an cos y
2 n=1
`

where ` = (b − a)/2 and


Z `
1 nπy
an = ϕ(y) cos dy.
` −` `

(b) For y ∈ [−`, 0], define f˜o (y) = −ϕ(−y). Thus f˜o on [−`, `] is an odd function. In this case,

X nπ
ϕ(y) ∼ bn sin y
n=1
`

where Z `
1 nπy
bn = ϕ(y) sin dy.
` −` `

From the series of ϕ we can recover the corresponding series of f on [a, b] by writing y = x − a.

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1.7 Exercises

The following are taken from [3].

1. Find the Fourier series of the 2π- period function f such that:
(
1, −π 2 ≤x< 2
π
(a) f (x) = π 3π
0, 2 < x < 2 .
(
−π π
x, 2 ≤x< 2
(b) f (x) =
π − x, π2 < x < 3π 2 .
(
1 + 2x
π , −π ≤ x ≤ 0
(c) f (x) = 2x
1− π , 0 ≤ x ≤ π.
x2
(d) f (x) = 4 , −π ≤ x ≤ π.

2. Using the Fourier series in Exercise 1, find the sum of the following series:
1 1 1 1 1 1
(a) 1 − + − + . . ., (b) 1 + + + + . . ..
3 5 7 4 9 16
1 1 1 1 1 1
(c) 1 − + − + . . ., (d) 1 + 2 + 2 + 2 + . . ..
4 9 16 3 5 7
(
π
sin x, 0 ≤ x ≤ 4
3. If f (x) = , then show that
cos x, π4 ≤ x < π2
 
8 π sin x sin 3x sin 10x
f (x) ∼ cos + + + ... .
π 4 1.3 5.7 9.11

4. Show that for 0 < x < 1,


 
8 sin xπ sin 3πx sin 5πx
2
x−x = 2 + + + ... .
π 13 33 53

5. Show that for 0 < x < π,


sin 3x sin 5x π
sin x + + + ... = .
3 5 4
6. Show that for −π < x < π,
1 2 2 2
x sin x = 1 − cos x − cos 2x + cos 3x − cos 4x + . . . ,
2 1.3 2.4 3.5
and find the sum of the series
1 1 1 1
− + − + ....
1.3 3.5 5.7 7.9
7. Show that for 0 ≤ x ≤ π,
π2
 
cos 2x cos 4x cos 6x
x(π − x) = − + + + . . . ,
6 12 22 32
 
8 sin x sin 3x sin 5x
x(π − x) = + + + ... .
π 13 33 53

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8. Assuming that the Fourier series of f converges uniformly on [−π, π), show that
π ∞
a20 X 2
Z
1
[f (x)]2 dx = + (an + b2n ).
π −π 2 n=1

9. Using Exercises 7 and 8 show that


∞ ∞
X 1 π4 X (−1)n−1 π2
(a) 4
= , (b) 2
=
n=1
n 90 n=1
n 12
∞ ∞
X 1 π6 X (−1)n−1 π3
(c) = (d) =
n=1
n6 945 n=1
(2n − 1)3 32

10. Write down the Fourier series of f (x) = x for x ∈ [1, 2) so that it converges to 1/2 at x = 1.

References

[1] R. Bhatia, Fourier Series, TRIM series,

[2] Nair, M. T. (2002) (Fourth Print: 2014): Functional Analysis: A First Course, New Delhi:
Printice-Hall of India.

[3] Nair, M. T. (2014): Calculus of One Variable, Ane Books, Pvt Ltd.

[4] M.T. Nair, Measure and Integration, Notes for the MSc. Course, Jan-may, 2014.

[5] R. Radha and S. Thangavelu (2013): Fourier Analysis, NPTEL Notes, IIT Madras.

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