CHAPTER 5A: ORTHOGONAL FUNCTIONS AND FOURIER SERIES

① Orthogonal functions

Two functions f1 and f2 are orthogonal on an interval [a, b] if

𝑏

( 𝑓1 , 𝑓2 ) = ∫ 𝑓1 (𝑥) 𝑓2 (𝑥)𝑑𝑥 = 0 (1)

𝑎

Unlike in vector analysis, in which the word orthogonal is a synonym for perpendicular, in this present context
the term orthogonal and condition (1) have no geometric significance.

Eg 1: Show that the following functions are orthogonal on the interval [-1, 1].

(a) 𝑓1 (𝑥) = 𝑥 3 and 𝑓2 (𝑥) = 𝑥 4 (b) 𝑓1 (𝑥) = 𝑥 and 𝑓2 (𝑥) = 𝑐𝑜𝑠2𝑥

Eg 2: Show that the following functions are orthogonal on the specified interval.

(a) 𝑓1 (𝑥) = 𝑒 𝑥 and 𝑓2 (𝑥) = 𝑥𝑒 −𝑥 − 𝑒 −𝑥 ; [0, 2] (b) 𝑓1 (𝑥) = 𝑐𝑜𝑠𝑥 and 𝑓2 (𝑥) = 𝑠𝑖𝑛2 𝑥 ; [0, 𝜋]

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② Even and Odd Functions

Even function Odd function

 graph is symmetric about y – axis  graph is symmetric about the origin; ie one side of
 polynomial functions with even power of x the y-axis is the upside-down version of the half of the
 f (-x) = f (x) graph on the other side of the y-axis
 polynomial functions with odd power of x
 f (-x) = -f (x)

Eg 1: Eg 2:

𝑓(𝑥) = 𝑥 2 𝑓(𝑥) = 𝑥 3

Eg 3: Determine if the following function is even, odd or neither.

a) 𝑓(𝑥) = 2𝑥 3 − 4𝑥 b) 𝑓(𝑥) = 2𝑥 3 − 3𝑥 2 − 4𝑥 + 4

Ans: odd Ans: neither

3 (d) 𝑓(𝑥) = sin 3𝑥
c) 𝑓(𝑥) = 2
𝑥 +2

Ans: even
Ans: odd
2
(e) 𝑓(𝑥) = 𝑒 |𝑥| 𝑥 , −1 < 𝑥 < 0
(f) 𝑓(𝑥) = { 2
−𝑥 , 0 ≤ 𝑥 < 1

Ans: even

Ans: odd

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② Fourier Series

The Fourier series of a function f defined on the interval (-p, p) is given by

∞
𝑎𝑜 𝑛𝜋 𝑛𝜋
𝑓(𝑥) = + ∑ (𝑎𝑛 cos 𝑥 + 𝑏𝑛 sin 𝑥) (2)
2 𝑝 𝑝
𝑛=1

where:
𝑝
1
𝑎𝑜 = ∫ 𝑓(𝑥) 𝑑𝑥 (3)
𝑝
−𝑝

𝑝
1 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑥) cos 𝑥 𝑑𝑥 (4)
𝑝 𝑝
−𝑝

𝑝
1 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑥) sin 𝑥 𝑑𝑥 (5)
𝑝 𝑝
−𝑝

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③ Fourier Cosine and Sine Series

The effort that is expanded in evaluation of definite integrals that define the coefficients 𝑎𝑜 , 𝑎𝑛 and 𝑏𝑛 in the
expansion of a function in a Fourier series is reduced significantly when f is either an even or an odd function.
If f is an even function on (-p, p) then in view of the foregoing properties the coefficients (3), (4) and (5)
become
𝑝 𝑝
1 2
𝑎𝑜 = ∫ 𝑓(𝑥) 𝑑𝑥 = ∫ 𝑓(𝑥) 𝑑𝑥
𝑝 𝑝
−𝑝 0

𝑝 𝑝
1 𝑛𝜋 2 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑥)
⏟ cos 𝑥 𝑑𝑥 = ∫ 𝑓(𝑥) cos 𝑥 𝑑𝑥
𝑝 ⏟ 𝑝 𝑝 ⏟ 𝑝
−𝑝 𝑒𝑣𝑒𝑛 0
𝑒𝑣𝑒𝑛 𝑒𝑣𝑒𝑛

𝑝 𝑝
1 𝑛𝜋 1 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑥)
⏟ sin 𝑥 𝑑𝑥 = ∫ 𝑓(𝑥) sin 𝑥 𝑑𝑥 = 0
𝑝 ⏟ 𝑝 𝑝 ⏟ 𝑝
𝑒𝑣𝑒𝑛
−𝑝 −𝑝
𝑜𝑑𝑑 𝑜𝑑𝑑

Hence, the Fourier series of an even function on the interval (-p, p) is the cosine series
∞
𝑎𝑜 𝑛𝜋
𝑓(𝑥) = + ∑ 𝑎𝑛 cos 𝑥 (6)
2 𝑝
𝑛=1

𝑝 𝑝
2 2 𝑛𝜋
where 𝑎𝑜 = ∫ 𝑓(𝑥) 𝑑𝑥 and 𝑎𝑛 = ∫ 𝑓(𝑥) cos 𝑥 𝑑𝑥 (7)
𝑝 𝑝 𝑝
0 0

Similarly, when f is an odd function on (-p, p),

𝑝
1
𝑎𝑜 = ∫ 𝑓(𝑥) 𝑑𝑥 = 0
𝑝
−𝑝

𝑝 𝑝
1 𝑛𝜋 1 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑥)
⏟ cos 𝑥 𝑑𝑥 = ∫ 𝑓(𝑥) cos 𝑥 𝑑𝑥 = 0
𝑝 ⏟ 𝑝 𝑝 ⏟ 𝑝
𝑜𝑑𝑑
−𝑝 −𝑝
𝑒𝑣𝑒𝑛 𝑜𝑑𝑑

𝑝 𝑝
1 𝑛𝜋 2 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑥)
⏟ sin 𝑥 𝑑𝑥 = ∫ 𝑓(𝑥) sin 𝑥 𝑑𝑥
𝑝 ⏟ 𝑝 𝑝 ⏟ 𝑝
−𝑝 𝑜𝑑𝑑 0
𝑜𝑑𝑑 𝑒𝑣𝑒𝑛

Hence, the Fourier series of an odd function on the interval (-p, p) is the sine series
∞
𝑛𝜋
𝑓(𝑥) = ∑ 𝑏𝑛 sin 𝑥 (8)
𝑝
𝑛=1

𝑝
2 𝑛𝜋
with 𝑏𝑛 = ∫ 𝑓(𝑥) sin 𝑥 𝑑𝑥 (9)
𝑝 𝑝
0

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Eg 4: Expand the following function in Fourier series.

(a) 𝑓(𝑥) = 𝑥, −2<𝑥 <2 −1, −𝜋 < 𝑥 < 0

(b) 𝑓(𝑥) = {
1, 0≤𝑥<𝜋

∞ ∞
4 𝑛𝜋 2 1 − (−1)𝑛
𝐴𝑛𝑠: 𝑓(𝑥) = ∑(−1)𝑛+1 𝑠𝑖𝑛 𝑥 𝐴𝑛𝑠: 𝑓(𝑥) = ∑ 𝑠𝑖𝑛 𝑛𝑥
𝑛𝜋 2 𝜋 𝑛
𝑛=1 𝑛=1

Eg. 5: Expand the given function in an appropriate cosine or sine series.

(a) 𝑓(𝑥) = |𝑥|, −𝜋 < 𝑥 < 𝜋 (b) 𝑓(𝑥) = 𝑥 2 , −1 <𝑥 <1

∞ ∞
𝜋 2 (−1)𝑛 − 1 1 4 (−1)𝑛
𝐴𝑛𝑠: 𝑓(𝑥) = + ∑ 𝑐𝑜𝑠 𝑛𝑥 𝐴𝑛𝑠: 𝑓(𝑥) = + 2 ∑ 𝑐𝑜𝑠 𝑛𝜋𝑥
2 𝜋 𝑛2 3 𝜋 𝑛2
𝑛=1 𝑛=1

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(c) 𝑓(𝑥) = 𝜋 2 − 𝑥 2 , −𝜋 <𝑥 <𝜋 (d) 𝑓(𝑥) = {
𝑥 − 1, −𝜋 < 𝑥 < 0
𝑥 + 1, 0 ≤ 𝑥 < 𝜋

∞
2𝜋 2 (−1)𝑛+1 ∞
𝐴𝑛𝑠: 𝑓(𝑥) = +4 ∑ 𝑐𝑜𝑠 𝑛𝑥 2 1 − (−1)𝑛 (1 + 𝜋)
3 𝑛2 𝐴𝑛𝑠: 𝑓(𝑥) = ∑ 𝑠𝑖𝑛 𝑛𝑥
𝑛=1 𝜋 𝑛
𝑛=1

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 ④ Half-range expansions

The preceding discussion it was understood that a function f was defined on an interval with the origin as its
midpoint, ie (-p, p). However, in many instances we are interested in representing a function that is defined only
for 0 < x < L. This can be done by three ways:

(i) Reflect the graph of f about the (ii) reflect the graph of f through (iii) define f on (-L, 0) by y=f (x+L)
y-axis onto (-L, 0)  even on the origin onto (-L, 0)  odd on
(-L, L) (-L, L)

Note that Eqs. (7) and (9) are known as half-range expansions.

Eg 6:

(a) Find a half − range Fourier cosine series of 𝑓(𝑡) = 4 − 𝑡, 0 < 𝑡 < 4.

∞
8 𝑛𝜋𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = 2 + ∑ [1 − (−1)𝑛 ] 𝑐𝑜𝑠
𝑛2 𝜋 2 4
𝑛=1

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(b) Expand 𝑓(𝑥) = 1 − 𝑥, 0 < 𝑥 < 1 in Fourier sine series.

∞
2
𝐴𝑛𝑠: 𝑓(𝑥) = ∑ 𝑠𝑖𝑛 𝑛𝜋𝑥
𝑛𝜋
𝑛=1

1
1, 0 < 𝑥 <
(c) Find a half − range Fourier cosine series of 𝑓(𝑥) = { 2
1
0, ≤𝑥<1
2

∞ 𝑛𝜋
1 2 𝑠𝑖𝑛 2
𝐴𝑛𝑠: 𝑓(𝑥) = + ∑ 𝑐𝑜𝑠 𝑛𝜋𝑥
2 𝜋 𝑛
𝑛=1

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Eg 7: Find the half-range cosine and sine expansions of the given function.

(a) 𝑓(𝑥) = 𝑐𝑜𝑠 𝑥, 0 < 𝑥 < 𝜋/2

∞
2 4 (−1)𝑛
𝐴𝑛𝑠: 𝑓(𝑥) = + ∑ 𝑐𝑜𝑠 2𝑛𝑥
𝜋 𝜋 1 − 4𝑛2
𝑛=1
∞
8 𝑛
𝑓(𝑥) = ∑ 𝑠𝑖𝑛 2𝑛𝑥
𝜋 2
4𝑛 − 1
𝑛=1

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 𝜋
𝑥, 0<𝑥<
(b) 𝑓(𝑥) = { 2
𝜋
𝜋 − 𝑥, ≤𝑥<𝜋
2

∞ 𝑛𝜋 𝑛
𝜋 2
𝐴𝑛𝑠: 𝑓(𝑥) = + ∑
2 cos
2 − (−1) − 1 𝑐𝑜𝑠 𝑛𝑥
4 𝜋 𝑛2
𝑛=1
∞ 𝑛𝜋
4 sin
𝑓(𝑥) = ∑ 2 𝑠𝑖𝑛 𝑛𝑥
𝜋 𝑛2
𝑛=1

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