FOURIER SERIES

A function which satisfies functional equation

f x     f x is known as periodic function. E.g sine and
cosine have a period of 2 .
For a series corresponding to f x is defined as

a0  nx  nx
f x     an cos   bn sin
2 n1 L n1 L
Where

nx
L
an   f x cos dx
1
L L L
nx
L
bn   f x sin
1
dx
L L L
L

 f x dx
1
a0 
L L

Fourier series corresponding to f x  for period 2

i.e 2  2L  L  
1
 a0  
f x     an cos nx   bn sin nx
2 n1 n1

Where


 f xcos nxdx
1
an 
 

 f x sin nxdx
1
bn 
 

 f x  cos nxdx
1
an 
 

a0 , an & bn
Where are known as Fourier
coefficients.
EVEN AND ODD FUNCTIONS
A function is said to be an odd function if and if only;

f  x    f x 

f x   sin x
e.g

2
 f  x  sin( x)   sin x
f x   sin x
Hence is an odd function.
L

 f x dx  0
L
For odd functions
EVEN FUNCTIONS
A function is said to be an even function if and if only;

f  x   f x 
f x   cos x
e.g

f  x  cos( x)  cos x
f x   cos x
Hence is an even function.
L L

 f xdx  2 f xdx
For even functions L 0

3
EXAMPLE

a) Expand f x   x 2 in a Fourier series in the interval

  x   .
b) Use your results to prove that
2 1 1 1 1
2

 2
 2
 2
 ...
12 1 2 3 4
SOLUTION
a)
Fourier series corresponding to f x

a0  
f x     an cos nx   bn sin nx
2 n 1 n 1

Where
 

 f x dx    f x dx
1 2
a0 
  0

 f x  cos nxdx
1
an 
 

4
 

 f x sin nxdx
1
bn 
 

 f x  cos nxdx
1
an 
 


1
an   x
2
cos nxdx
 

Test whether x 2 cos nx is even or odd function.

x 2 cos nx is even therefore we integrate using

integration by part method. Identify ux 2
and
dv  cos nx

5
  ux 2
dv  cos nx

 2x 1
n
sin nx

 2 1
 2 cos nx


n
0 1
 3 sin nx
n


1 x2
2x 2 
a n   sin nx  2 cos nx  3 sin nx
n n n  


1  2x 
an   2 cos nx 
 n  

6
 
1  2  2 
an   2 cos n  2 cos n 
 n n  

1  4 
an   2 cos n 
 n  
4
an  2 cos n
n


1
bn   sin nxdx
2
x
 

Test whether x 2 sin nx is even or odd function.

x 2 sin nx is odd function therefore

7
 
1
bn   x sin nxdx  0
2

 

 f x dx
1
a0 
 


1
a0   x
2
dx
 


1 x  3
a0   
  3  


1  3

 
3

a0  
  3 3 
1  2 
3
a0   
  3 

8
 2
a0   2

3
a0  
f x     a n cos nx   bn sin nx
2 n1 n 1

 2
4 
x    2 cos n cos nx
2

3 n1 n
 2
1 
x   4 2 cos n cos nx
2

3 n1 n

9
 1 1
 cos x  cos 2 x
 2
12
2 2
x   4
2

3  1 cos 3x  1 cos 4 x 
 3 2
4 2

x 0
b) Let

  1 1 1 1
2

0   4 2  2  2  2  ...
2

3 1 2 3 4 

 2
1 1 1 1 
 4 2  2  2  2  ...
3 1 2 3 4 
10
EXERCISE

a) Expand f x   x 2  2 x in a Fourier series in the

interval    x   .
b) Expand the Fourier series expansion for

 x,  x  0
f x    
 x,0  x    hence deduce that

2 1 1 1
 2  2  2  ...
8 1 3 5
c) Find the Fourier series of the triangular wave
function defined by f x   x for 1  x  1 and
f x  2  f x for all

HALF RANGE FOURIER SERIES

If a function is defined over half range say

0 to L . It may be expressed in series of
sine or cosine terms only. The series
produced is then called half range Fourier
series.

11
HALF RANGE SINE SERIES (ODD
FUNCTIONS)
Fourier series corresponding to f x

nx

f  x    bn sin
n 1 L
Where

a0 bn
and are equal to zero

 nx 
L
f  x  sin 
2
bn 
L 
0  L
dx


HALF RANGE COSINE SERIES

(EVEN FUNCTIONS)

bn  0

 nx 
f x  
2
L
 
n 1
an cos 
 L



Where

12
 L
a0 
2
 f  x dx
L 0

nx
 x  cos 
L
2
an 
L 0
f 
 L
dx


EXAMPLE

Find half range sine series and half range

cosine series of the function f x  x in the
interval 0  x  2 .

SOLUTION

For half range sine series


nx
f x    bn sin
n 1 L

Where
a0 bn
and are equal to zero

 nx 
L
f  x sin 
2
bn 
L  0  L 
dx

13
  nx 
2
2
bn   x sin  dx
20  2 

 ux dv  sin
nx
2


1 2 nx
 cos
n 2
 0 
n 2
4
 2
sin
nx
2

nx nx 
2
 2x 4
bn   cos  2 2 sin
 n 2 n  2  0

 22 n2 4 n2   20 n0 4 n0 

bn   cos  2 2 sin    cos  2 2 sin
 n 2 n 2   n 2 n 2 

 4 4 
bn   cos n  2 sin n 
 n n  
2


nx
f x    bn sin
n 1 L

 4 4  nx
x   n
n 1
cos n 
n  2 2
sin n  sin
 2

EXERCISE
a) Find the Fourier series for the function defined by
f x  
x
2
at 0  x  2 when f x  2   f x.
b) Find the Fourier series for the function defined by
f x   x at 0  x  2 when f x  2   f x
14
DOUBLE INTERGRATION
If f x, y  is continuous on R  a, b c, d  then,
b d d b

 f x, y dA    f x, y dydx    f x, y dxdy

R a c c a

These integrals are called iterated integrals.

Note that there are two ways of computing a double
integral over a rectangle and also notice that the inner
differential matches up with the limits on the inner
integral and similarly for the outer differential and
limits.
Double integrals work in the same way as partial
derivatives. We hold all the x' s as constants and
integrate with respect to y or we hold all y' s as
constants and integrate with respect to x .

EXAMPLE
Evaluate the following iterated integral:
1 2

a)   xy
2
dydx
0 0

SOLUTION
2
1
 xy 3 
0  3  dx
0

15
 1
8
0 3 xdx
1
8 2  8 4
6 x   6  3
 0
1 x
b)   dydx
0 x2

0 3y
c)   x  y dxdy
1 y

2 3
d)   e x y
dydx
1 2

16