vversion of 24 October 1997

IV. Calculating Fourier series †

In this section we calculate several Fourier series. As we know, to find a Fourier series
simply means calculating various integrals, which can often be done with software or with
integral tables. Since performing integrals is not much more interesting in the modern age
than long division, our goals in this section will be to get a visual and analytic impression
of what to expect from Fourier series, and to understand the rôle of symmetry in the
calculations.

Let's begin by evaluating the Fourier series for the functions:

f(x) = 1 for 0 ≤ x ≤ L/2, but 0 for L/2 < x < L

and
g(x) = x, 0 ≤ x < L.

The functions have not been defined at the points of discontinuity, but as we know, the
Fourier series will converge there to the average of the limit from the left and the limit from
the right. The end point L is essentially a jump point, because the periodic extension of the
functions make the values x=L and x=0 equivalent.

Here is a graph of the function f, called a "square pulse" or "square wave" (when extended
periodically):

† Copyright © 1994-1997 by Evans M. Harrell II and James V. Herod.

We want to represent these functions in the form

∞ ∞
a0 + Σ
m=1
a mcos 2πmx + Σ b nsin 2πnx ,
b–a n =1 b–a
beginning with f(x).

Model Problem IV.1. Using software, calculate the full Fourier series for the function
f(x) as defined above, and investigate its convergence.

Solution. The formulae for these coefficients were given in chapter 2:

L
1
a0 = L f x dx, m =1, 2, ... ,
0

(i.e., the average of f), and for the other coefficients:

L

a m = L cos 2πmx
2 f x dx, m = 1, 2, ...
0 L
and
L
2
bn = L sin 2πnx
0 L f x dx, n = 1, 2, ... .

Here are the results of the calculation:

a0 = 1/2 ;
am = 0 for m = 1, 2, ...;
bn = (1 - (-1)n/(nπ), n = 1, 2, ....

A point to ponder: why are all the am = 0? Surely this is no coincidence!

The sort of expression we got for the bn simplifies in a way which arises often in Fourier
series for elementary functions. If n=2k is even, b2k = 0. Thus only odd terms survive, in
which case
b2k+1 = 2/(π (2 k + 1)).

We can plot the Fourier series and watch it converge to the original function as as more and
more terms are included:

With one sine term:

With three sine terms:

With seven sine terms:

And so on. We call attention to the systematic overshoot that occurs at the edges of the
jump. Curiously, the size of this last overshoot does not tend to 0 as we include more
terms. The bumps next to the jump get thinner rather than shorter. This is known as the
Gibbs phenomenon.
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Model Problem IV.2. We can now investigate some questions about the excitation of
mechanical resonances. Suppose that experiments by K. Battle at the Wiener Staatsoper in
Austria show that a crystal goblet will shatter if the intensity of the tone at frequency 1760
Hz (high A) exceeds .01. We use physical units in which the proportionality between the
power and the square of the amplitude is 1, i.e., we define the intensity simply by
I = ak2 + bk2 .
At Georgia Tech, not a particularly musical spot, we can generate a square pulse with
amplitude A for 1/704 sec., then amplitude 0 for the same length of time, then A, etc.,
periodically with period 1/352.
Question: What amplitude A will cause the glass to shatter in our laboratory?

Solution. The issue is essentially to estimate the magnitude of the Fourier coefficient for
our function corresponding to the frequency 1760 Hertz.

The mapping from functions to their Fourier coefficients is linear. Hence the coefficients
can be obtained from the ones we just calculated.

Step 1. Scale the independent variable by replacing x with t and L with 1/352.
Step 2. Multiply all the coefficients by A.
The harmonic with frequency 1760 is the one with n=5, so the Fourier coefficients
corresponding to this frequency are
a5 = 0, and
b5 = 2A/(5 π)
The intensity is 4 A2/(25 π 2). The amplitude A above which the glass will shatter is π/4,
numerically about 0.785398.
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Model Problem IV.3. For comparison, let us find another Fourier series, namely the
one for the periodic extension of g(x) = x, 0 ≤ x ≤1, sometimes designated x mod 1.
Watch it converge.

Solution. For x between L and 2L, the function is (x-L), for x between 2L and 3L it is (x-
2L), etc. Its graph has a sawtooth shape:

The Fourier coefficients are calculated as:

a0 = 1/2 ;
am = 0 for m = 1, 2, ...;
bn = (-1)/(n π) for n = 1, 2, ....
The coefficients am are all zero, again. Why?

Let us get an impression of how the series converges, by plotting the contributions of the
first two sines, and then of six sines:
We also recall that on a longer interval, the Fourier series produces a periodic function:

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The Fourier series is converging nicely to the function except at the end-points of the
interval, which are places where the full periodic saw-tooth function has jumps, and we
saw something similar with the square pulse. In both cases we see numerical evidence for
the theorem that the Fourier series converges to f(x) where f(x) is continuous, and where it
has a jump, the Fourier series converges to the average of the upper and the lower value at
the jump.

Let's try out a different sort of example, where we need to integrate numerically.

Model Problem IV.4. Find the Fourier series for the function sin(π/x), -1 ≤ x ≤ 1.

Solution. The integrals called for are not in the integral tables. Indeed, most integrals are
not in the integral tables, even when they are nowhere near as wild as this function (ask
yourself what happens near x=0). In the information age this is no barrier. We simply call
on the software to do the integrals numerically. Since the function sin(π/x) is odd in x, the
coefficients associated with even functions, am, will all be zero. With some complaints
about the convergence, the software calculates the first six sine coefficients as:

-0.3071329778789654123
0.5062509679699521912
-0.271449220623610834
-0.2561291634161970945
0.1947511859947028479
0.2192911372159977088

Let us plot the Fourier series with these six terms and compare with the function itself:
Notice that the convergence is pretty good away from the nasty singularity at x=0. In
effect, truncating the Fourier series has filtered out the high-frequency oscillations.
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Model Problem IV.5. Find the Fourier series for a function which is square-integrable
but has an infinite jump.

Solution. The example we look at is x1/3. Like the previous example, the function is odd,
and there will only be sine contributions. The first several coefficients are numerically:

1.710689953277251171
0.3736036030974259086
0.7368949814369842807
0.2752161613201822172
0.5010701734296802681
0.2252029789384463762
Here is a comparison of the function and its Fourier approximation:

Think about the series calculation at x=0 and at x=±1. Did what you expected happen?
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As we have seen in computations, symmetries can be used to simplify the computation of

Fourier series. Recall that a function is even if f(-x)=f(x) for all x, and off if f(-x) = -f(x)
for all x. If f is a periodic even function, then all of the sine coefficients bn = 0: bn is the
inner product of f with a sine function, but any even function and any odd function are
orthogonal on the interval [-A, A]. (If f(x) is periodic with period L, then we can analyze it
on any interval of length L, so even if it is originally defined on [0,L], we can just as well
look at it on [-L/2, L/2]. Look at a graph of a periodic function to understand why.) For
similar reasons, if f is periodic and odd, all the coefficients am = 0.

Any function can be written as the sum of an even function and an odd function, and the
Fourier series picks out the two parts. If, for instance, we want to find the Fourier series
of a function such as π x - x2, -π ≤ x ≤ π, we can save some work by thinking about the
symmetries.

Model Problem IV.6. Use symmetries to efficiently find the Fourier series for the
function π x - x2 on -π ≤ x ≤ π.

Solution. This function is neither even nor odd when we change x into -x, but its "odd
part" is -πx, and its "even part" is -x2. The sine coefficients in the Fourier series will come
entirely from the odd part and the even coefficients entirely from the even part; -x2 is
orthogonal to all the Fourier cosine functions, and -πx is orthogonal to all the Fourier sine
functions. Moreover, the symmetry can be used to change the integration range so that it
begins at 0:

The coefficients bn are calculated as follows:

π π

b n = 22π π x sin 22πnx

π dx = x sin nx dx.
–π –π

The product of two odd functions is even, so this integral is:

π
π –1 n+1
bn = 2 x sin nx dx = n .
0

The final result was calculated by software. In a calculus class you would have probably
calculated it by integration by parts.

The calculation of the coefficients an can also be simplified. First, notice that only -x2
contributes:
π π

a n = 22π –x sin 22πnx

2
dx = – 1
π x 2 sin nx dx.
–π π –π

The value of this integral is

When you combine these, you have the Fourier coefficients for π x - x2 on this interval.
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Whoever was the marketing expert consulted when they invented “complex numbers”
should be fired! Complex numbers almost always make things much simpler, and this is
true in particular for Fourier series. The key to the simplification is Euler’s formula:

eix := exp(ix) := cos(x) + i sin(x), (4.1)

It is useful to know several special cases like the above,
exp(inπ/2) = i,
and
exp(inπ) = (-1)n.
Euler's formula allows us to discuss complex numbers not only in the Cartesian system,
z = x+iy, but also in the polar system: z = r exp(iθ), where θ, the argument of z, is the
polar angle in the complex plans, and r = |z| (the modulus of z) is the distance from the
origin. One of the truly great things about this formula is that it allows us to replace
calculations with trigonometric functions with much easier calculations with exponential
functions. As an example, let us think of how to calculate the Fourier series for the
function f(x) = x, 0 ≤ x < L (repeated periodically, if you wish, outside this interval -
notice that this is not a centered interval, so this calculation is different from the one done
above.). a0 is the average of the function, so, obviously, a0 = L/2. For the other am, we
have to calculate integrals of the form

L L
2 x cos 2πx 2 x sin 2πx
L 0 L dx and L 0 L dx.

If you don’t have software or integral tables handy, you can do these integrals with
integration by parts. Or you can reason as follows:

L L
2
am = L x cos 2πmx 2 Re
dx = L xexp 2πimx dx .
0 L 0 L

Model Problem IV.7. Evaluate this integral by a method different from integration by
parts.

Solution. We can use the following useful trick:

L L

x exp Ax dx = d exp Ax dx = d A 1 exp AL – 1 . (4.2)

0 dA 0 dA
After the calculation, we set A=2πim/L. Calling the integral in (4.2) INT, we find
INT = –12 exp AL – 1 + L
A Aexp AL .
which starts looking nice after we substitute A=2πim/L, which reveals that these
exponential terms are both equal to 1:
2 2
INT = L 2 =– L 2 i in standard form. (4.3)
2πm i 2πm

This is purely imaginary, so all am = 0 .

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Model Problem IV.8. Evaluate the coefficients bn with a similar method.

Solution. STOP! Don't go back to the beginning of the calculation. We don’t have to start
all over, since
L L
2 x sin 2πx dx = 2 Im x exp 2πix
L 0 L L 0 L dx ,
which is the integral we already did. From (4.3) we see that this imaginary part is just
2
bm = – L 2 .
2πm
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Actually, we can be much more systematic if we simply replace the complete set of
functions (2.8) by (2.9):

1 exp 2πinx ∞

L L n>–∞

These are simply related to the sines and cosines by Euler’s formula (4.1) and its easy
consequence:
exp iα + exp –iα exp iα – exp –iα
cos α = and sin α = .
2 2i

Definition IV.9. The Fourier exponential series is an expansion (for an arbitrary square-
integrable function):
∞
f x = Σ c k exp 2πikx (4.4)
k>–∞ L
Since the exponential functions are an orthonormal set, a familiar kind of calculation shows
us that the formula for ck is:
b
1 exp 2πikx , f = 1
ck = L exp –2πikx f x dx. (4.5)
L L a L

Notice the tricky minus sign - this is a place where the complex conjugate in the inner
product is important.

Let’s observe how much more convenient this formula is than the one without complex
numbers. There is only one sum, not two sums and a constant term. There is only one
formula for ck, not separate ones for a0, a m, and b n. The constant term c0 fits in with all
the others, for instance, and is not put aside as a special case. The Parseval formula (3.4)
is now much simpler:
 ∞
f,g = L Σ c kc k .
k>–∞
(4.6)

Here, the coefficients for g have the tildes. In particular,

∞
f 2
=L Σ
k>–∞
ck 2. (4.7)

Notice that the Parseval formula is similar to the Pythagorean theorem, since, other than the
normalization factor L, it states that a certain length squared is equal to the sum of the
squares of its components in an orthogonal basis. We see here, however, that the space in
which f lives is infinite-dimensional.

The important thing to know is that the Fourier exponential series is completely equivalent
to the usual "full" Fourier series. We will later look at the Fourier sine and Fourier cosine
series, which are truly different series, but the exponential series is not. If we substitute
with Euler's formula, the full series becomes the exponential series or vice versa. We can
recombine ck with c-k as follows:

c kexp 2πikx +c –kexp –2πikx = c k +c–k cos 2πkx 2πkx

L L L + c k –c –k i sin L
From this we get the connecting formulae that:
a0 = c0, a m = cm+c-m, and b n = i (cn - c-n). (4.8)

Another useful fact to know about Fourier series is that you can normally safely
differentiate them and integrate them, as long as the functions you are representing are
periodic and differentiable. Actually, even if the function is not smooth, these
manipulations are still often possible. This topic is explored in the next chapter.
Exercises.

Exercise IV.1. If f is a real-valued function, the coefficients am and bn are real-valued.

What do you conclude from (4.8) about the coefficients ck in this case? What can you
conclude about the ck if f is an even function? if f is an odd function?

Exercise IV.2. Calculate the Fourier series for the saw-tooth function you get as the
periodic extension of f(x) := 1 - |x| from the basic interval [-1,1]. Differentiate the series
term by term and compare with the Fourier series for the derivative of f(x). Notice that the
Fourier series is not bothered by the corners in the function at -1,0, and 1.

Exercise IV.3. Calculate the Fourier series for the saw-tooth function you get as the
periodic extension of f(x) := x from the basic interval [-1,1]. Differentiate the series term
by term and compare with the Fourier series for the derivative of f(x). Explain any
discrepancies you find.

Exercise IV.4. Calculate the second derivatives of the Fourier series of the last two
problems. Does the resulting series converge? If so, to what?

Exercise IV.5. Calculate the full and exponential Fourier series for the power functions
x2, x 3, and x 4 on a) the interval [-π,π], and b) the interval [0,1].

Exercise IV.6. Calculate the exponential Fourier series forthe power functions of
Exercises III.