Fourier Series and Some Applications
Fourier Series and Some Applications
FOURIER SERIES
1- Piecewise Continuous
[𝑎, 𝑏] if this interval can be subdivided into a finite number of subintervals in each
of which the function 𝑓(𝑥) is continuous and has finite right and left hand limits.
2- Periodic Function
A function 𝑓(𝑥) is said to be periodic with period 𝑙 if for all 𝑥, 𝑓(𝑥 + 𝑙) = 𝑓(𝑥),
𝑙 is positive constant.
For example the functions 𝑠𝑖𝑛𝑥 and 𝑐𝑜𝑠𝑥 are periodic functions with period 2𝜋.
1
3- Fourier Series
Let 𝑓(𝑥) be a piecewise continuous on an interval [𝐶, 𝐶 + 2𝐿] and periodic with
1 𝐶+2𝐿
𝑎0 = ∫ 𝑓(𝑥) 𝑑𝑥
𝐿 𝐶
1 𝐶+2𝐿 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑥) 𝑐𝑜𝑠 𝑥 𝑑𝑥
𝐿 𝐶 𝐿
2
1 𝐶+2𝐿 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛 𝑥 𝑑𝑥
𝐿 𝐶 𝐿
1 𝐿
𝑎0 = ∫ 𝑓(𝑥) 𝑑𝑥
𝐿 −𝐿
1 𝐿 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑥) 𝑐𝑜𝑠 𝑥 𝑑𝑥
𝐿 −𝐿 𝐿
1 𝐿 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛 𝑥 𝑑𝑥
𝐿 −𝐿 𝐿
Note that:
given by
𝑓(𝑥0 + 𝜀) + 𝑓(𝑥0 − 𝜀)
𝑓(𝑥0 ) = lim
𝜀→0 2
2 𝐿
𝑎0 = ∫ 𝑓(𝑥) 𝑑𝑥
𝐿 0
2 𝐿 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑥) 𝑐𝑜𝑠 𝑥 𝑑𝑥
𝐿 0 𝐿
𝑏𝑛 = 0
3
Hence, Fourier series of an even function contains only cosine terms.
𝑎0 = 0
𝑎𝑛 = 0
4
2 𝐿 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛 𝑥 𝑑𝑥
𝐿 0 𝐿
If the function 𝑓(𝑥) is defined on a half range (0, 𝐿), we can complete the
definition of this function in the remaining range (−𝐿, 0) to be even function and
hence it has Fourier cosine series or to be odd function and hence it will have
Proof
If
∞
𝑎0 𝑛𝜋 𝑛𝜋
𝑓(𝑥) ≈ + ∑ (𝑎𝑛 𝑐𝑜𝑠 𝑥 + 𝑏𝑛 𝑠𝑖𝑛 𝑥)
2 𝐿 𝐿
𝑛=1
Multiplying both sides by 𝑓(𝑥) and integrating term by term with respect to 𝑥
from 𝑥 = −𝐿 to 𝑥 = 𝐿, we get
5
𝐿
2 𝑎0 𝐿
∫ (𝑓(𝑥)) 𝑑𝑥 = ∫ 𝑓(𝑥)𝑑𝑥 +
−𝐿 2 −𝐿
𝐿 𝑛𝜋 𝐿 𝑛𝜋
+ ∑∞
𝑛=1 (𝑎𝑛 ∫−𝐿 𝑓(𝑥) 𝑐𝑜𝑠 𝑥𝑑𝑥) + 𝑏𝑛 ∫−𝐿 𝑓(𝑥) 𝑠𝑖𝑛 𝑥𝑑𝑥
𝐿 𝐿
Since,
1 𝐿
𝑎0 = ∫ 𝑓(𝑥) 𝑑𝑥
𝐿 −𝐿
1 𝐿 𝑛𝜋 1 𝐿 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑥) 𝑐𝑜𝑠 𝑥 𝑑𝑥, 𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛 𝑥 𝑑𝑥
𝐿 −𝐿 𝐿 𝐿 −𝐿 𝐿
Then
∞
1 𝐿 2
(𝑎0 )2
∫ (𝑓(𝑥)) 𝑑𝑥 = + ∑ ((𝑎𝑛 )2 + (𝑏𝑛 )2 )
𝐿 −𝐿 2
𝑛=1
Example (1)
0 −5<𝑥 <0
𝑓(𝑥) = { , with period 10
3 0<𝑥<5
How should 𝑓(𝑥) be defined at ±5 and 𝑥 = 0 in order that the Fourier series will
Solution:
Period 2𝐿 = 10 ⟹ 𝐿 = 5
1 5 1 0 5
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥 = {∫ 0 𝑑𝑥 + ∫ 3 𝑑𝑥 } = 3
5 −5 5 −5 0
1 5 𝑛𝜋 1 0 𝑛𝜋 5
𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑥)𝑐𝑜𝑠 𝑥𝑑𝑥 = {∫ 0𝑐𝑜𝑠 𝑥 𝑑𝑥 + ∫ 3𝑐𝑜𝑠 𝑥 𝑑𝑥 }
5 −5 5 5 −5 5 0 5
6
3 5 𝑛𝜋 5 3
= ( ) ( ) (𝑠𝑖𝑛 𝑥| = (𝑠𝑖𝑛𝑛𝜋 − 𝑠𝑖𝑛0) = 0
5 𝑛𝜋 5 0 𝑛𝜋
1 5 𝑛𝜋 1 0 𝑛𝜋 5
𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛 𝑥𝑑𝑥 = {∫ 0𝑠𝑖𝑛 𝑥 𝑑𝑥 + ∫ 3𝑠𝑖𝑛 𝑥 𝑑𝑥 }
5 −5 5 5 −5 5 0 5
3 5 𝑛𝜋 5 −3
= ( ) ( ) (−𝑐𝑜𝑠 𝑥| = (𝑐𝑜𝑠𝑛𝜋 − 𝑐𝑜𝑠0)
5 𝑛𝜋 5 0 𝑛𝜋
3 0 𝑛 𝑒𝑣𝑒𝑛
= (1 − (−1) ) = { 6
𝑛
𝑛𝜋 𝑛 𝑜𝑑𝑑
𝑛𝜋
Hence, Fourier series corresponding to the function 𝑓(𝑥) is given by
∞
3 𝑛𝜋
𝑓(𝑥) ≈ + ∑ 𝑏𝑛 𝑠𝑖𝑛 𝑥
2 5
𝑛=1
3 𝜋 3𝜋
𝑓(𝑥) ≈ + 𝑏1 𝑠𝑖𝑛 𝑥 + 𝑏3 𝑠𝑖𝑛 𝑥 + ⋯ … ..
2 5 5
3 6 𝜋 1 3𝜋 1 5𝜋
𝑓(𝑥) ≈ + [𝑠𝑖𝑛 𝑥 + 𝑠𝑖𝑛 𝑥 + 𝑠𝑖𝑛 𝑥 + ⋯….]
2 𝜋 5 3 5 5 5
∞
3 6 1 𝜋
𝑓(𝑥) ≈ + ∑ 𝑠𝑖𝑛(2𝑛 − 1) 𝑥
2 𝜋 (2𝑛 − 1) 5
𝑛=1
7
1 1 3
𝑓(−5) = lim [𝑓(−5 − 𝜀) + 𝑓(−5 + 𝜀)] = (3 + 0) =
𝜀→0 2 2 2
1 1 3
𝑓(5) = lim[𝑓(5 − 𝜀) + 𝑓(5 + 𝜀)] = (3 + 0) =
2 𝜀→0 2 2
1 1 3
𝑓(0) = lim[𝑓(0 − 𝜀) + 𝑓(0 + 𝜀)] = (0 + 3) =
2 𝜀→0 2 2
Example (2)
deduce that
∞
1 𝜋2
∑ 2=
𝑛 6
𝑛=1
Solution:
1 2𝜋 2
𝑎𝑛 = ∫ 𝑥 𝑐𝑜𝑠𝑛𝑥 𝑑𝑥
𝜋 0
8
Integrating by parts twice, we get
𝑥2 𝑐𝑜𝑠𝑛𝑥
1
2𝑥 𝑠𝑖𝑛𝑛𝑥
𝑛
1
2 − 𝑐𝑜𝑠𝑛𝑥
𝑛2
1
0 − 𝑠𝑖𝑛𝑛𝑥
𝑛3
2𝜋
1 𝑥2 2𝑥 2 4
𝑎𝑛 = [ 𝑠𝑖𝑛𝑥 + 2 𝑐𝑜𝑠𝑛𝑥 − 3 𝑠𝑖𝑛𝑛𝑥| ] = 2 , 𝑛 ≠ 0
𝜋 𝑛 𝑛 𝑛 𝑥=0
𝑛
And
1 2𝜋 2
𝑏𝑛 = ∫ 𝑥 𝑠𝑖𝑛𝑛𝑥 𝑑𝑥
𝜋 0
𝑥2 𝑠𝑖𝑛𝑛𝑥
1
2𝑥 − 𝑐𝑜𝑠𝑛𝑥
𝑛
1
2 − 𝑠𝑖𝑛𝑛𝑥
𝑛2
1
0 𝑐𝑜𝑠𝑛𝑥
𝑛3
2𝜋
1 𝑥2 2𝑥 2 4𝜋
𝑏𝑛 = [− 𝑐𝑜𝑠𝑛𝑥 + 2 𝑠𝑖𝑛𝑥 + 3 𝑐𝑜𝑠𝑛𝑥| ] = −
𝜋 𝑛 𝑛 𝑛 𝑥=0
𝑛
Hence
∞
4𝜋 2 1 𝜋
𝑓(𝑥) ≈ + 4 ∑ ( 2 𝑐𝑜𝑠𝑛𝑥 − 𝑠𝑖𝑛𝑛𝑥)
3 𝑛 𝑛
𝑛=1
9
At 𝑥 = 0, we have
𝑓(0 + 𝜀) + 𝑓(0 − 𝜀)
𝑓(0) = lim
𝜀→0 2
1
= (0 + 4𝜋 2 ) = 2𝜋 2
2
Hence
∞
2
4𝜋 2 1
2𝜋 = +4∑ 2
3 𝑛
𝑛=1
∞
1 𝜋2
∑ 2=
𝑛 6
𝑛=1
Example (3)
Expand the function 𝑓(𝑥) = 𝑥 2 , −𝜋 < 𝑥 < 𝜋, in Fourier series, with period 2𝜋.
Solution:
Since the function 𝑓(𝑥) = 𝑥 2 , −𝜋 < 𝑥 < 𝜋, is even, with period 2𝜋, then 𝐿 = 𝜋.
Hence,
2 𝜋
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝜋 0
2 𝜋 2𝜋2
𝑎0 = ∫0 𝑥 2 𝑑𝑥 = ,
𝜋 3
2 𝜋
𝑎𝑛 = ∫ 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥 𝑑𝑥
𝜋 0
10
2 𝜋 2
𝑎𝑛 = ∫ 𝑥 𝑐𝑜𝑠𝑛𝑥 𝑑𝑥
𝜋 0
𝑥2 𝑐𝑜𝑠𝑛𝑥
1
2𝑥 𝑠𝑖𝑛𝑛𝑥
𝑛
1
2 − 𝑐𝑜𝑠𝑛𝑥
𝑛2
1
0 − 𝑠𝑖𝑛𝑛𝑥
𝑛3
Then
𝑥=𝜋
2 𝑥2 2𝑥 2
𝑎𝑛 = [ 𝑠𝑖𝑛𝑛𝑥 + 2 𝑐𝑜𝑠𝑛𝑥 − 3 𝑠𝑖𝑛𝑛𝑥|
𝜋 𝑛 𝑛 𝑛 𝑥=0
4
= (−1)𝑛
𝑛2
And
𝑏𝑛 = 0
11
∞
𝑎0
𝑓(𝑥) ≈ + ∑ (𝑎𝑛 𝑐𝑜𝑠𝑛𝑥 + 𝑏𝑛 𝑠𝑖𝑛𝑛𝑥)
2
𝑛=1
∞
2
𝜋2 (−1)𝑛
𝑥 = + 4 ∑ ( 2 𝑐𝑜𝑠𝑛𝑥)
3 𝑛
𝑛=1
2
𝜋2 1 1 1 1
𝑥 = + 4 [−𝑐𝑜𝑠𝑥 + 2 𝑐𝑜𝑠2𝑥 − 2 𝑐𝑜𝑠3𝑥 + 2 𝑐𝑜𝑠4𝑥 − 2 𝑐𝑜𝑠5𝑥 + ⋯ … … . ]
3 2 3 4 5
𝜋
At = , we get
2
𝜋2 𝜋2 1 1 1 1
= + 4 [− 2 + 2 − 2 + 2 − ⋯ … … . ]
4 3 2 4 6 8
𝜋2 1 1 1
= [1 − 2 + 2 − 2 + ⋯ … … . ]
12 2 3 4
i.e.
∞
(−1)𝑛+1 𝜋 2
∑ =
𝑛2 12
𝑛=1
Example (4)
𝑓(𝑥) = 𝑥 , 0<𝑥<𝜋
Solution:
a) In order expand the function 𝑓(𝑥) = 𝑥 , 0 < 𝑥 < 𝜋 in Fourier cosine series, we
12
have to complete the definition of this function to be even in (−𝐿, 𝐿).
Hence
2 𝜋
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝜋 0
2 𝜋
𝑎0 = ∫0 𝑥 𝑑𝑥 = 𝜋 ,
𝜋
2 𝜋
𝑎𝑛 = ∫ 𝑓(𝑥)𝑐𝑜𝑠𝑛𝑥 𝑑𝑥
𝜋 0
2 𝜋
𝑎𝑛 = ∫ 𝑥 𝑐𝑜𝑠𝑛𝑥 𝑑𝑥
𝜋 0
𝑥 𝑐𝑜𝑠𝑛𝑥
1
1 𝑠𝑖𝑛𝑛𝑥
𝑛
1
0 − 𝑐𝑜𝑠𝑛𝑥
𝑛2
Then
13
𝑥=𝜋
2 𝑥 1
𝑎𝑛 = [ 𝑠𝑖𝑛𝑛𝑥 + 2 𝑐𝑜𝑠𝑛𝑥|
𝜋 𝑛 𝑛 𝑥=0
2 0 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
= ((−1)𝑛 − 1) = { −4
𝑛2 𝜋 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑛2 𝜋
And
𝑏𝑛 = 0
∞
𝑎0
𝑓(𝑥) ≈ + ∑ (𝑎𝑛 𝑐𝑜𝑠𝑛𝑥)
2
𝑛=1
At 𝑥 = 0 , we have
1
𝑓(0) = lim(𝑓(0 − 𝜀) + 𝑓(0 + 𝜀)) = 0
2 𝜀→0
Hence,
∞
𝜋 4 1
0= − ∑
2 𝜋 (2𝑛 + 1)2
𝑛=0
∞
1 𝜋2
∑ =
(2𝑛 + 1)2 8
𝑛=0
b) In order expand the function 𝑓(𝑥) = 𝑥 , 0 < 𝑥 < 𝜋 in Fourier sine series, we
14
Hence
𝑎0 = 0 , 𝑎𝑛 = 0
and
2 𝐿
𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛𝑛𝑥 𝑑𝑥
𝜋 0
2 𝜋
= ∫ 𝑥 𝑠𝑖𝑛𝑛𝑥 𝑑𝑥
𝜋 0
𝑥 𝑠𝑖𝑛𝑛𝑥
1
1 − 𝑐𝑜𝑠𝑛𝑥
𝑛
1
0 − 𝑠𝑖𝑛𝑛𝑥
𝑛2
Then
𝑥=𝜋
2 𝑥 1 2
𝑏𝑛 = [− 𝑐𝑜𝑠𝑛𝑥 + 2 𝑠𝑖𝑛𝑛𝑥| = (−1)𝑛+1
𝜋 𝑛 𝑛 𝑥=0 𝑛
15
Hence,
∞
𝑓(𝑥) ≈ ∑ 𝑏𝑛 𝑠𝑖𝑛𝑛𝑥
𝑛=1
∞
(−1)𝑛+1
𝑥 = 2∑ 𝑠𝑖𝑛𝑛𝑥
𝑛
𝑛=1
𝜋
At 𝑥 = , we have
2
𝜋 𝜋
𝑓( ) =
2 2
Then
∞
𝜋 (−1)𝑛+1 𝑛𝜋
= 2∑ 𝑠𝑖𝑛
2 𝑛 2
𝑛=1
𝜋 1 1 1
= 1 − 0 + (−1) − 0 + (1) − 0 + (−1) + ⋯ … … …
4 3 5 7
𝜋 1 1 1
= 1 − + − + ⋯………
4 3 5 7
∞
𝜋 (−1)𝑛
=∑
4 (2𝑛 + 1)
𝑛=0
16
Exercises
4- Expand the periodic function 𝑓(𝑥) = 𝑠𝑖𝑛𝑥 , −𝜋 < 𝑥 < 𝜋 , with period 2𝜋 .
5- Find the Fourier sine and cosine series for the function (𝑥) = 𝑥 2 , 0 < 𝑥 < 2 .
6- Find the Fourier sine and cosine series for the function 𝑓(𝑥) = 𝑠𝑖𝑛𝑥, 0 < 𝑥 < 𝜋
7- Find the Fourier sine and cosine series for the function 𝑓(𝑥) = 𝑐𝑜𝑠𝑥, 0 < 𝑥 < 𝜋
9- By integrating the Fourier sine series of the function 𝑓(𝑥) = 𝑥 , 0 < 𝑥 < 2,
find the Fourier cosine series for the function 𝑓(𝑥) = 𝑥 2 , 0 < 𝑥 < 2, then
(−1)𝑛−1 𝜋2
deduce that ∑∞
𝑛=1 = .
𝑛2 𝑛2
10- Find the Fourier series for the function 𝑓(𝑥) = 𝑐𝑜𝑠2𝑥 , −𝜋 ≤ 𝑥 ≤ 𝜋
11- Find the Fourier series for each of the following functions:
8 0<𝑥<2
a) 𝑓(𝑥) = { , period 4
−8 2<𝑥<4
−𝑥 −4<𝑥 <0
b) 𝑓(𝑥) = { , period 8
𝑥 0<𝑥<4
c) 𝑓(𝑥) = 4𝑥 , 0 < 𝑥 < 10 , period 10
0 −3<𝑥 <0
d) 𝑓(𝑥) = { , period 6
2𝑥 0<𝑥<3
12- Prove for 0 ≤ 𝑥 ≤ 𝜋that
17
𝜋2 𝑐𝑜𝑠2𝑥 𝑐𝑜𝑠4𝑥 𝑐𝑜𝑠6𝑥
a) 𝑥(𝜋 − 𝑥) = −( + + + ⋯…..)
6 12 22 32
8 𝑠𝑖𝑛𝑥 𝑠𝑖𝑛3𝑥 𝑠𝑖𝑛5𝑥
b) 𝑥(𝜋 − 𝑥) = ( + + + ⋯….)
𝜋 13 33 53
18