Maths 6
Maths 6
CHAPTER 6
FOURIER SERIES
Introduction
Fourier series were discovered by J.Fourier (21 March 1768 - 16 May 1830), a French man who
was a mathematician among other things. In fact, Fourier was Napoleon’s scientific advisor
during France’s invasion of Egypt in the 1800’s. Fourier series arose in the study of two simple
physical problems, the motion of a vibrating string and heat conduction in solids. Fourier, sine
series, and cosine series are all expansions for a function ( ), much in the same way that a
Taylor series + ( − ) + ( − ) + … is an expansion. Both Fourier and Taylor
series can be used to approximate ( ).There are at least three important differences between the
two types of series. (1) For a function to have a Taylor series it must be differentiable, whereas
for a Fourier series it does not even have to be continuous. (2) Another difference is that the
Taylor series is typically not periodic (though it can be in some cases), where as a Fourier series
is always periodic. (3) Finally, the Taylor series (when it converges) always converges to the
function ( ), but the Fourier series may not.
Objectives
Introduction
In physical world around us, we encounter many phenomena which repeat after certain interval
of time. Any activity that repeats on a regular time interval can be described as periodic. In
mathematics, the notion becomes the same. The periodicity of a function is not limited to time.
We look for repetition of function values with respect to independent variable.
Periodic functions appear in a variety of real life situations, alternating currents, the vibrations of
a spring, sound waves, heartbeat, and the motion of a pendulum are examples of periodic
functions.
Definition 6.1.1 A function ( ) in its domain is called periodic if there is some positive
number such that ( + ) = ( ). This number is called a
period of ( ). The least number possessing this property is often
called the primitive period or the smallest period or the
fundamental period of the function f ( ) .
Note: If P is the period of f(x), then np for n=2,3,4,… are also periods of f(x).
Example 6.1.1 sin is periodic with period 2 , 4 , 6 , … but 2 is the smallest period.
Example 6.1.2
Example 6.1.3 A constant function is a periodic function where any positive number is its
period and no smallest period.
Theorem 6.1.1 If and are periodic functions with period , then for any , ∈ ℜ,
Proof: ℎ( + )= ( + )( + )
= ( + )+ ( + )
= ( )+ ( ) (∴ )
= ℎ( )
⇒ is the period of ℎ.
fundamental period
| |
Solution: a) b) 2 c) d) e) f) 4
= sin 2
∴ period =
Multiples of are { , 2 , 3 , 4 , … }
Multiples of are , , 2 , , …
+ ( cos + sin ) = + cos + sin
n 1
1. ∫ cos = ( ≠ 0)
( )
= −
= +
= 0 ( sin = 0)
2. ∫ sin = ( ≠ 0)
( )
= +
= + (∵ cos(− ) = cos )
= 0
3. ∫ cos = ∫ cos =
= + ( ≠ 0)
( )
= + − +
= + + +
= (∵ sin 2 = 0)
4. ∫ sin = ∫ ∵ sin =
= − , ≠0
−
( )
= − − − +
= (sin 2 = 0)
( ) –
= + , ( ≠ )
1 ( ) ( ) ( )( ) ( )( )
= + − −
2
= 0
– ( )
= − ( ≠ )
1 ( ) ( ) ( )( ) ( )( )
= − − +
2
= 0
1
cos sin = [sin( + ) − sin( − )]
2
( ) –
= + ,( ≠ )
( ) ( ) ( )( ) ( )( )
= + + −
= 0
( )
= +
= 0
Summary
1. ∫ cos = 0
2. ∫ sin = 0
1 =
3. ∫ cos cos = where =
0 ≠
( ℎ )
4. ∫ sin sin =
5. ∫ cos sin = 0
Orthogonal on [ , ] iff ∫ ( ) ( ) = 0
Note: g1, g2, g3,… is an orthogonal system on [ , ]if and only if ∫ g ( ) g ( ) = 0 for m ≠ n.
The trigonometric system 1, cos , sin , cos 2 , sin 2 , cos 3 , sin 3 , … is orthogonal on
the interval – , (hence on any interval of length 2 ). By the above definition, the integral of
the product of any two different of these functions over – , is zero. i.e for any integers
where ≠
3. ∫ cos sin = 0
Exercise 6.1.3
1. ( ) = cos 4
2. ( ) = sec 8 + tan 2
4. ( ) = cos
5. ( ) = |sin |
Introduction:
Let f(x) be defined in the interval (-L, L) and outside of the interval by f(x + 2L) = f(x),
that is f(x) is 2L periodic. It is through this avenue that a new function on an infinite set
of real numbers is created from the image on [-L, L]
Objectives:
At the end of this section you will be able to:
define a Fourier series
find the Fourier coefficients
state the Euler formulas
find the sum of the Fourier series
draw the graph of periodic functions
find the Fourier series of a periodic function of any period P = 2L
identify the Fourier series of even and odd functions
define half- range expansions
identify even and odd half- range expansions
Given that certain conditions are satisfied then it is possible to write a periodic function of period
2 as a series expansion of the orthogonal periodic function discussed. That is, if ( ) is
defined on the interval – ≤ ≤ where ( + 2 )= ( ) then
( )= + ( cos + sin ) … (1) .
n 1
This is the Fourier series expansion of ( ) where the and are constants called the
Fourier coefficients. The question is how do we find the value of these constants?
∫ ( ) = ∫ + ( cos + sin
n 1
∫ ( ) = ∫ +∫ [( cos + sin )]
n 1
= [ ] + ∫ ( cos + sin )
n 1
= [ − (− )] + ∫ cos + ∫ sin
n 1
= 2 ∴ ∫ cos = 0 = ∫ sin
1
= ( )
2
= ∫
= +
Hence
= ∫ ( ) cos
In a similar way, can be obtained by multiplying (1) by cos 2 and then integrate from –
to with respect to .
= ∫
= +
Hence
= ∫ ( ) cos 2
∫ ( ) cos = ∫ + ( cos + sin ) cos
n 1
= ∫ cos +
n 1
∫ cos cos +
n 1
∫ sin cos
= (0) + + (0)
n 1 n 1
Hence
= ∫ ( ) cos
∫ ( ) sin = ∫ + ( cos + sin ) sin
n 1
= ∫ sin +
n 1
∫ cos sin +
n 1
∫ sin sin
= (0) + (0) + (0)
n 1 n 1
= ∫ ( ) sin
Hence
(a) = ∫ ( )
(b) = ∫ ( ) cos = 1, 2, 3, …
(c) = ∫ ( ) sin = 1, 2, 3, …
+ ( cos + sin )
n 1
Definition 6.2.1 A function f is said to be pecewise continous on the interval [ , ] if f (a+) and f (b-)
exist, and f is defined and continous on (a , b) except at a finit number of points in
Remark: ( ) = lim x
( ); ( ) = lim
( )
x x 0 x x 0
Example 6.2.1
( ), − < <−
Let: f(x) = ( ), − < <
( ), < <
f 1 ( x)
)
(x
f2
q
f 3 ( x)
Theorem 6.2.1 Let ( ) be a periodic function with period 2 and such that ( ) and ’( ) are
piecewise continuous on the interval− ≤ ≤ . Then ( ) has a Fourier series.
( )= + ( cos + sin ) …………………………… (2)
n 1
= ∫ ( )
= ∫ ( ) cos
1
= ( ) sin
The Fourier series (2) converges to ( ) at all points where is continuous, and to
−1 , − < < 0
Example 6.2.2 Let ( )= ; ( +2 )= ( )
1, 0< <
Solution a)
y
0 x
4 3 2 2 3 4
-1
b) = ∫ ( )
= ∫ ( ) + ∫ ( )
= ∫ − + ∫ 1
= {− | + | }
= {− + }
= 0
= ∫ ( ) cos
= ∫ ( ) cos +∫ ( ) cos
= ∫ −cos +∫ cos
= | + |
= {0}
= 0
= ∫ ( ) sin
= ∫ ( ) sin +∫ ( ) sin
= ∫ −sin + ∫ sin
= | − |
( )
= − − +
= {1 − cos }
= (1 − (−1) )
0 , =
=
, =
c) ( )= + ( cos + sin )
n 0
0, =
but = 0 , = 0, =
, =
Thus ( ) = sin
n 1
=
n 1 , 3 , 5 , ...
sin
( )
=
n 1
( )
=
n 1
= + + + …
Hence = + + + …
⇒ 1 = 1 − + − + …
∴ = 1 − + − + …
Example 6.2.3 Find the Fourier series of the function ( ) with period 2 where
0,− < ≤ 0
( ) = ; ( +2 )= ( )
, 0 < ≤
And finally deduce that =
n 1
( )
Solution
5 4 3 2 2 3 4 5
Figure 6.3
A sketch of the function ( ) over the interval [−5 , 5 ] is shown in fig 6.3
= ∫ ( )
= ∫ ( ) + ∫ ( )
= ∫ ( )
= ∫
= ∫ ( ) cos
= ∫ ( ) cos + ∫ ( ) cos
= ∫ cos
= + cos |
= 0 + −
= [(−1) − 1]
0 , =
=
, =
= ∫ ( ) sin
= ∫ ( ) sin + ∫ ( ) sin
= ∫ sin
= | + ∫ cos
π
= + |
= +0
= −
( )
= −
− , =
=
, =
∴ ( )= + ( cos + sin )
n 1
= +
n 1
cos +
n 1
sin
= − + (−1)
n 1, 3 ,5 n 1
( )
= − + (−1)
( )
n 1 n 1
Put = 0 , then (0) = − (∴ cos 0 = 1 , sin 0 = 0)
( )
n 1
⇒ 0 = −
n 1
( )
⇒
n 1
( )
=
⇒
n 1
( )
=
Proof: ∫ ( ) = ∫ ( ) + ∫ ( ) + ∫ ( )
= ∫ ( ) + ∫ ( ) + ∫ ( )
= ∫ ( )
∫ ( ) = ∫ ( ) = ∫ ( )
∫ ( ) = ∫ ( )
From the remark it follows that when computing Fourier coefficients we can replace the interval
of integration – , by the interval of integration [ , + 2 ] , that is we can put
+2
= ∫ ( )
+2
= ∫ ( ) cos , = 1, 2, 3, …
+2
= ∫ ( ) sin , = 1, 2, 3, …
Example: 6.2.4 Expand in a Fourier series the function f(x) with period 2 π, which is given on
the interval 0 < x < 2 π by the equation f(x) = x.
Solution: set =0
= ∫ ( )
= ∫
λ π
= π ∫λ f(x) cos nx dx
π
= ∫ x cos nx dx ; put u = x , dv = cosnx dx , du = dx, V =
π
= −∫ dx
π
= 0
bn = ∫ ( )
= ∫ ; = , = sin , = , =
–
= + ∫
–
= +
∴ ( )= + (a n cos nx b n sin nx )
n 1
sin nx
= −2
n 1 n
0, − ≤ <
( )= ; ( +2 )= ( )
1, ≤ <
Solution = ∫ ( )
= ∫ ( ) + ∫ ( )
= ∫ ( )
= ∫
= [ ]|
= [ − ]
= [ ]
= ∫ ( ) cos
= ∫ ( ) cos + ∫ ( ) cos
= ∫ ( ) cos
= ∫ cos
= |
= –
= ∫ ( ) sin
= ∫ ( ) sin + ∫ ( ) sin
= ∫ sin
= |
= cos − cos
( )
=
( ) = + ( cos + sin )
n 1
( )
= +
n 1
cos + sin
( )
= +
n 1
Exercises 6.2.2.1
2, − < < 0
2. ( ) = 7. ( ) = ex, | | <
1, 0 ≤ <
1, 0 ≤ <
4. ( )= 9. ( )= ,− < <π
0, < < 2
0 ,− ≤ ≤ 0
5. ( ) = Coshx, − ≤ 10. ( )=
2 − , 0< ≤
Theorem 6.2.2 Let ( ) be a periodic function with period 2 and such that ( ) and
’( ) are piecewise continuous on the interval – ≤ ≤ . Then ( ) has
a Fourier series
( ) = + + . . . (1)
n 1
= ∫ ( )
= ∫ ( ) , = 1, 2, 3, …
= ∫ ( ) , = 1, 2, 3, …
−1< ≤0
( ) = ; ( + 2) = ( )
+2 0< ≤1
Solution Here 2 =2 ⇒ = 1
= ∫ ( )
= ∫ ( )
= ∫ ( ) + ∫ ( )
= ∫ + ∫ ( + 2)
= | + +2 |
= + +2
= 1
= ∫ ( ) cos
= ∫ ( ) cos
= ∫ ( ) cos + ∫ ( ) cos
= ∫ cos + ∫ ( + 2) cos
= | − ∫ + |
= | + |
( )
= − + −
= 0
= ∫ ( ) sin
= ∫ ( ) sin ( )
= ∫ ( ) sin ( ) + ∫ ( ) sin ( )
= ∫ sin ( ) + ∫ ( + 2) sin ( )
( )
= | + ∫ + ∫ sin + 2 ∫ sin ( )
( ) ( ) ( )
= + | + |
( ) ( )
+ ∫ + |
( ) ( ) ( ) ( )
= − + | − +
( )
= − +
( )
= −
= [1 − 2(−1) ]
; =
=
; =
( ) = + cos + sin
n 1
f(x) = 1 + [1 − 2(−1) ] sin .
n 1
, 0< <
( ) = ; ( +2 )= ( )
0 , < <2
Solution 2 = 2 ⇒ =
= ∫ ( )
= ∫ ( )
= ∫ cos + ∫ (0)
= [sin ] |
= 0
= ∫ ( ) cos
= ∫ ( ) cos
= ∫ cos cos ∵ ( )= 0 ( , 2 )
= ∫ [cos ( + 1) + cos(1 − ) ]
( ) ( )
= + |
= 0 ≠1
= ∫ =
Again = ∫ ( ) sin
= ∫ ( ) sin ( )
= ∫ cos sin ( ) ∵ ( )= 0 ( , 2 )
= ∫ [sin( + 1) + sin ( − 1) ]
( ) ( )
= − |
( )
= ( )
≠ 1
( ( ) )
= ( )
≠ 1
=
= ( )
0 =
( )
( )= cos + sin
( )
n 2
0 , −5 < < 0
( ) = ; ( + 10) = ( )
1 , 0 < < 5
Solution 2 = 10 ⇒ = 5
= ∫ ( )
= ∫ ( )
= ∫ (∵ ( ) = 0 (−5, 0))
= [ ]|
= ∫ ( ) cos
= ∫ ( ) cos
= sin |
= 0
= ∫ ( ) sin
= ∫ sin
= cos |
( )
=
, =
=
0 , =
( )
( )= + sin
n 1
Exercises 6.2.3.1
1. =0
0 ≠
2. =
=
0 ≠
3. =
=
4. ( )= ,0 < <2, = 1
5. ( )= ,| | < 1, =1
,0 < <1
6. ( ) , =1
1, 1 < <2
7. ( )= , −3 ≤ ≤3, =3
−4 , − ≤ ≤ 0
8. ( )= , =
4,0 < ≤
9. ( )= − x + 3, −2 ≤ x ≤ 2 , L = 2
1,− ≤ < 0
10. ( ) = ; =
2,0 ≤ ≤
Example 6.2.10 The following are examples of odd function , sin , tan ,
( ) (− ) = (− ) (− ) = ( ) ( ) = ( )( )
∵ is even .
( )(− ) = (− ) (− ) = − ( ). – ( )
= ( ) ( ) = ( )( )
∵ is even .
( )(− ) = (− ) (− ) = ( ). – ( ) = −( )( )
∵ is odd .
Exercise 6.2.4.1
State whether each of the following is an odd function, an even function or neither.
a) sin 2
b) cos 2 sin
c)
d) ( + 1) sin
e) +
f) ℓ
Let ( ) be an even function. Then for any number L
( ) = ( ) + ( )
Let y = -x , dy = -dx
( ) = (− )(− )
= − (− )
= − ( ) ,
= − ( )
( ) = ( ) + ( )
=− ( ) + ( )
= ( ) + ( )
=2 ( )
To have, ∫ ( ) = 2∫ ( )
( ) = ( ) + ( )
= − , = −
( ) = (− )(− )=− (− )
= − (− )
= − (− )
= − − ( ) ,
= ( )
= ( )
= − ( )
( ) = ( ) + ( )
=− ( ) + ( )
= 0
To have, ∫ ( ) = 0
= ∫ ( ) and = ∫ ( ) cos , 1, 2, 3, … .
= ∫ ( ) sin
−2 ; − < < 0
( ) = ; ( +2 )= ( )
2 ; 0 < <
x
4 3 2 2 3 4
-2
Figure 6.4
Since the graph is symmetrical about the origin, the function is an odd function. There fore
= = 0.
but 2 = 2 ⇒ =
= ∫ ( ) sin
= ∫ 2 sin
= |
= +
= [ 1 − cos( )]
= [ 1 − (−1) ]
0 , =
=
, =
Thus ( ) = sin
n 1
= [1 − (−1) ] sin( )
n 1
=
n 1, 3 , 5 , ...
sin
=
n 1, 3 , 5 , ...
( )
=
n 1
Example 6.2.12 Find the Fourier series of ( ) = | | for ∈ [−1, 1] with a period of 2 or
( + 2) = ( )
y
Solution
2
x
-6
-6 -4
-4 -2
-2 2 4 6
-2
-2
= ∫ ( ) , but 2 = 2 ⇒ = 1
= ∫
= |
= ∫ ( ) cos
= 2 ∫ cos ( )
( )
= | − ∫ sin( ) (Using integration by parts)
= [cos ( ) − 1]
= ((−1) − 1)
Example: 6.2.13 The charge q(t) on the plates of a capacitor at time t is as shown in fig. 6.6
Express q(t) as a Fourier series expansion.
2 2 3 4
Figure 6.6
Solution: Since q(t) is an even function, its Fourier expansion is
( )= + a n cos nt
n 1
With 0 = ∫ =
n = ∫
= +
= (cos n - 1)
0 , n = even
=
, n = odd
Exercise 6.2.4.2
Find the Fourier series of the given functions, assuming that they are periodic. Pay particular
+ 3 , −3 < <0
2. f(x) = ; Period = 6
− +3,0 < <3
( + 1) , −1 < < 0
3. f(x)= ; Period = 2
( − 1) , 0 < < 1
x
L
Figure 6.7
(a) original function
x
-3 L -2 L L L 2L 3L
figure 6.8
(b) Odd extension
x
-3 L -2 L L L 2L 3L
Figure 6.9
(c) Even extension
Example 6.2.14 Let ( )= (0, ) y
x
4 3 2 2 3 4
Figure 6.10 Figure 6.11
x
3 2 0 2 3
Figure 6.12
(b) Even extension
where = ∫ ( )
= ∫ ( ) cos
And an odd half-range expansion is given by ( )= sin
n 1
where = ∫ ( ) sin
Example 6.2.15 Obtain the half-range sine series for ( ) = 2 in 0 < < .
Solution Given =
= ∫ ( ) sin
= ∫ 2 sin( )
= ∫ sin( )
( )
= |
0 , =
=
, =
= sin( )
n 1 , 3 , 5 , ...
( )
=
n 1
( )
b) =
n 1
c) =
n 1
( )
Solution Given =
= ∫ ( )
= ∫
= |
= ∫ ( ) cos
= ∫ cos
= ∫ sin
= cos
( )
=
( ) = + cos
n 1
( )
+ 4 cos
n 1
( )
i.e = + 4 cos … (∗)
n 1
( )
⇒ − = 4 (−1)
n 1
( )
⇒ = 4
n 1
⇒ = … (∗∗)
n 1
( )
0= + 4 cos 0
n 1
( )
⇒ = −4
n 1
( ) ( )
⇒ = 4
n 1
( )
⇒ = … (∗ ∗ ∗ )
n 1
Adding (∗ ∗ ) and (∗ ∗ ∗ ) it follows that =
n 1
( )
Example 6.2.17 A tightly stretched flexible uniform string has its ends fixed at the point
= 0 and = ℓ . The midpoint of the string is displaced a distance , as
shown in Figure 6.13. If ( ) denotes the displaced profile of the string,
express ( ) as a Fourier series expansion consisting only of sine terms.
f (x)
x
0 1
2
Figure 6.13
ℓ
, 0< <
ℓ
Solution: ( ) = (ℓ ) ℓ
, < <
ℓ
Fourier sine series expansion is ( ) = sin ℓ
n 1
with
ℓ ℓ
= ∙ ∫ sin + ∫ℓ (ℓ − ) sin
ℓ ℓ ℓ ℓ
ℓ ℓ ℓ
= cos + ( )
sin
ℓ ℓ ℓ
ℓ
ℓ ℓ
+ (ℓ − ) cos − sin
ℓ ( ) ℓ ℓ
ℓ
= ( )
sin
ℓ
= ( )
sin
Hence ( ) = sin sin
( ) ℓ
n 1
Exercise 6.2.5.1
Write the Fourier cosine series and the Fourier sine series of the function on the given interval.
1. f(x) = 4, 0 ≤ ≤ 3
2. f(x) = x , 0 < x <
3. A function f(x) is defined by f(x) = x – x3, for 0 x . show that f(x) can be
2
cos 2n
represented by the Fourier cosine series given by f(x) =
6
n 1 n2
valid for the
interval 0 x .
4. For the function defined in exercise 3 above, show that the Fourier sine series, valid for
8 sin( 2n 1) x
the interval 0 x , is given by f(x) =
n 1 ( 2n 1) 3
2 1 1 1
Deduce that 1 3 3 3 ........
12 3 5 7
+ ( cos + sin ) = + cos + sin
n 1
Let ( ) be a periodic function with period 2 and such that ( ) and ’( ) are
piecewise continuous on the interval− ≤ ≤ . Then ( ) has a Fourier series.
( )= + ( cos + sin ) …………………………… (2)
n 1
= ∫ ( )
= ∫ ( ) cos
1
= ( ) sin
The Fourier series (2) converges to ( ) at all points where is continuous, and to
Let ( ) be a periodic function with period 2 and such that ( ) and ’( ) are
piecewise continuous on the interval – ≤ ≤ . Then ( ) has a Fourier series
( ) = + + . . . (1)
n 1
= ∫ ( )
= ∫ ( ) , = 1, 2, 3, …
= ∫ ( ) , = 1, 2, 3, …
The Fourier series (1) converges to ( ) at all points where is continuous, and to
[ ( ) + ( ) ] at all points of jump discontinuity of .
Where = ∫ ( )
= ∫ ( ) cos
and an odd half-range expansion is given by ( )= sin
n 1
Where = ∫ ( ) sin
h. cos x i. 1 x x2 - 1 x x2
1 x
j. n k. x3cos 2x l. x2e2x
1 x
m. (x+5) cos2x n. sin2 x cosx o. sin2x sin3x
3. Sketch the graph and find the Fourier series of the given functions, assuming that they are
periodic.
+ 4, − 4 < <0
a. f(x) =
− + 4, 0< <4
1, 0≤ <
b. f(x) =
0, ≤ <2
4. Extend each of the functions as both an even and an odd periodic functions, and compute
their corresponding Fourier cosine or sine series.
a. f(x) =3, 0 < x < 1
b. f(x) = x3, 0 < x < 1
1, 0< <1
c. f(x) =
0, 1< <2
5. A function f(x) is defined by f(x)= − ,0 < < and f(x + 2 ) = f(x). Express the
function.
a. as a half- range cosine series
b. as a half- range sine series
⎧
, 0 < <
⎪ L 2
f(x) = ; f(x+ )=f(x)
⎨ L
⎪0, < <0
⎩ L
Which is obtained by passing a sinusoidal voltage K sin Lx through a half-wave
rectifier (see figure 13). Then determine its Fourier series.
3 2 2 3
4
L L L L
L L
L
1, −2 < < −1
f(x) = 0, − 1 < < 1 ( + 4) = ( )
−1, 1 < < 2
| |
9. Let f(x) = for − π < < . If f(x) is a periodic function of period 2 π. Then find its
Fourier series.
10. The function f(x) =1-x2 is to be represented by a Fourier series expansion over the finite
interval 0 < x < 1. Obtain.
a. Full-range series expansion.
b. Half-range sine series expansion.
c. Half-range cosine series expansion.