Fourier Series Edited Notes 2022 - 23
Fourier Series Edited Notes 2022 - 23
Fourier Analysis
Instructions
These are the edited lecture notes for Chapter 2, Fouriers Analysis, of this course,
MA310 - Engineering Mathematics II, intended for third year engineering students
for Day and Evening Progams at all campuses of The Copperbelt University. We
are currently at different stages of the topics.
Each lecture will deal with a major subject area(s). At the end of each lecture
students should be able to master the content of the lecture. To explain the
content, the student will find examples. To develop the understanding of the
student, exercises are given. The exercises give a list of questions that should all
be attempted after acquiring the skills for a particular Lecture. These questions
include questions similar to what can be expected in future examination papers.
When answering a question, the writing must be clear. That is, the marker or any
other person reading your answer must be able to follow your reasoning. In
mathematics we are not only interested in the correct answer, but also in the
method used to obtain the answer. Attention must be payed to the correct use of
symbols.
Please attempt all questions. If you have any queries or clarifications
regarding the material covered, please do so through the class
representatives.
1
and acceleration of slider-crank mechanisms and acoustic waves are typical
practical examples in engineering and science where periodic functions are
involved and often require analysis.
2. Periodic Functions
A function fx is said to be periodic if fx T fx for all values of x, where T is
some positive number. T is the interval between two successive repetitions and is
called the period of the functions f(x). For example, y sin x is periodic in x with
period 2π since sin x sinx 2π sinx 4π, and so on. In general, if y sin ωt
then the period of the waveform is 2π/ω. The function shown in Figure below is also
periodic of period 2π and is defined by:
1, when x 0
fx .
1, when 0x
Figure 2.1
If a graph of a function has no sudden jumps or breaks it is called a continuous
function, examples being the graphs of sine and cosine functions. However, other
graphs make finite jumps at a point or points in the interval. The square wave
shown in Figure 2.1 has finite discontinuities at x , 2, 3, and so on. A great
advantage of Fourier series over other series is that it can be applied to functions
which are discontinuous as well as those which are continuous.
3. Fourier Series
(i) The basis of a Fourier series is that all functions of practical significance which
are
defined in the interval π x π can be expressed in terms of a convergent
trigonometric series of the form:
fx a 0 a 1 cos x a 2 cos 2x a 3 cos 3x b 1 sin x b 2 sin 2x b 3 sin 3x
2
a 0 1 fxdx,
2
an 1 fx cos nxdx (n 1, 2, 3, ),
and
1
bn fx sin nxdx (n 1, 2, 3, ).
(ii) a 0 , a n and b n are called the Fourier coefficients of the series and if these can be
determined, the series of equation (1) is called the Fourier series corresponding
to fx.
(iii) An alternative way of writing the series is by using the relationship
a cos x b sin x c sin x α
so that
fx a 0 c 1 sinx α 1 c 2 sin2x α 2 · · · c n sinnx α n ,
where a 0 is a constant,
c1 a 21 b 21 , , c n a 2n b 2n
(iv) For the series of equation (1): the term a 1 cos x b 1 sin x or c 1 sinx 1 is
called the first harmonic or the fundamental, the term a 2 cos x b 2 sin x or
c 2 sinx 2 is called the second harmonic, and so on.
For an exact representation of a complex wave, an infinite number of terms are, in
general, required. In many practical cases, however, it is sufficient to take the first
few terms only.
The sum of a Fourier series at a point of discontinuity is given by the arithmetic
mean of the two limiting values of fx as x approaches the point of discontinuity
from the two sides. For example, for the wave form shown in Figure 2.2, the sum of
the Fourier series at the points of discontinuity i.e., at 2 , , is given by
8 3
5.
2 2
3
Figure 2.2
4
Example 1 Determine the Fourier series for the periodic function:
2 when x 0
fx .
2, when 0x
π π
Deduce a series for 4
at the point x 2
.
Solution
Example 2 For the waveform shown below determine (a) the Fourier series for the
function and (b) the sum of the Fourier series at the points of discontinuity.
Figure 2.4
Solution
Example 3 Find the term representing the third harmonic for the periodic function
of period 2π given by:
0, when x 0
fx .
1, when 0x
Solution
5
2. Expansion of non-periodic functions
If a function fx is not periodic then it cannot be expanded in a Fourier series for all
values of x. However, it is possible to determine a Fourier series to represent the
function over any range of width 2π. Given a non-periodic function, a new function
may be constructed by taking the values of f(x) in the given range and then
repeating them outside of the given range at intervals of 2π. Since this new function
is, by construction, periodic with period 2π, it may then be expanded in a Fourier
series for all values of x. For example, the function fx x is not a periodic
function. However, if a Fourier series for f(x)x is required then the function is
constructed outside of this range so that it is periodic with period 2π as shown by
the broken lines in Figure 2.6.
Figure 2.6
For non-periodic functions, such as fx x, the sum of the Fourier series is equal
to f(x) at all points in the given range but it is not equal to fx at points outside of
the range. For determining a Fourier series of a non-periodic function over a range
2π, exactly the same formulae for the Fourier coefficients are used as in Section
1.3 (i).
6
Example 5 Let fx be a function of 2 such that
0, x 0
fx .
x, 0x
7
even or odd, then determining the Fourier series becomes an easier exercise. This
is explained in this section, together with half-range Fourier series.
2. Even and odd functions
Even functions
A function y fx is said to be even if fx fx for all values of x. Graphs of even
functions are always symmetrical about the y axis (i.e., a mirror image).Two
examples of even functions are y x 2 and y cos x
Odd functions
A function y fx is said to be odd if fx fx for all values of x. Graphs of odd
functions are always symmetrical about the origin. Two examples of odd functions
are
y x 3 and y sin x
Many functions are neither even nor odd.
3. Fourier cosine and Fourier sine series
(a) Fourier cosine series
The Fourier series of an even periodic function fx having period 2π contains
cosine terms only (i.e., contains no sine terms) and may contain a constant term.
Hence
fx a 0 a n cos nx
n1
where
a0 1
2
fxdx 1
0 fxdx, due to symmetry
and
1
an fx cos nxdx 2
0 fx cos nxdx
(b) Fourier sine series
The Fourier series of an odd periodic function fx having period 2π contains sine
terms only (i.e., contains no constant term and no cosine terms). Hence
fx b n sin nx
n1
where
1
bn fx sin nxdx 2
0 fx sin nxdx
8
Example 7 Determine the Fourier series for the periodic function defined by:
1, x 2
1, 2
x 2
1, 2
x
9
Figure 2.13
Since an even function is symmetrical about the fx axis the line AB is constructed
as shown. If the triangular waveform produced is assumed to be periodic of period
2π outside of this range then the waveform is as shown in Figure 2.13. When a
half-range cosine series is required then the Fourier coefficients a 0 and a n are
calculated as in Section 2.3.3 (a), i.e.
fx a 0 a n cos nx
n1
where
1
a0 0 fxdx,
and
2
an 0 fx cos nxdx.
(c) If a half-range sine series is required for the function fx x in the range 0 to π
then an odd periodic function is required. In Figure 2.14, fx x is shown plotted
from x 0 to x π.
Figure 2.14
Since an odd function is symmetrical about the origin the line CD is constructed as
shown. If the sawtooth waveform produced is assumed to be periodic of period 2π
outside of this range, then the wave form is as shown in Figure 3.14. When a
half-range sine series is required then the Fourier coefficient bn is calculated as in
Section 2.3.3(b), i.e.
10
fx b n sin nx
n1
where
2
bn 0 fx sin nxdx.
Example 10 Determine the half-range sine series to represent the function defined
by:
x, 0x 2
fx
.
0, 2
x
Solution
Example 11 Obtain (a) the half-range cosine series and (b) the half - range sine
series for the function defined by:
0, 0t 2
ft
.
1, 2
t
Solution
11
(b) To find a Fourier series for a function fx in the range L2 x L2 a new
variable u is introduced such that fx, as a function of u, has period 2π. If u 2πx
L
then, when x L 2
, u π and when x L
2
, u π . Also, let fx f Lu
2
Fu.
The Fourier series for
Fu is given by:
Fx a 0 a n cos nu b n sin nu
n1
and
1
bn Fu sin nudu
(c) It is however more usual to change the formula of para. (b) to terms of x. Since
u 2πx ,
L
then
du 2π dx,
L
L L
and the limits of integration are 2
to 2
instead of from π to π. Hence the Fourier
series expressed in terms of x is given by:
fx a 0 a n cos 2nx b n sin 2nx
n1 L L
L L
where for the range 2
to 2
:
L
a0 1
L
2
L
fxdx
2
L
an 2
L
2
L
fx cos 2nx dx
L
2
and
L
bn 2
L
2
L
fx sin 2nx dx.
L
2
The limits of integration may be replaced by any interval of length L, such as from 0
to L.
12
Example 12 The voltage from a square wave generator is of the form:
0, 10 t 0
vt
5, 0 t 10
and is periodic of period 20. Show that the Fourier series for the function is given by:
vt 5 10 t 1 3t 1 5t
2 sin 10 3 sin 10 5 sin 10 .
Solution
Example 13 Obtain the Fourier series for the function defined by:
0, 2 x 1
ft 5, 1 x 1
0, 1x2
Solution
Example 14 Determine the Fourier series for the functionft t in the range t 0
to t 3.
Solution
fx a 0 a n cos nx
n1 L
L
a0 1
L
0 fxdx
L
an 2
L
0 fx cos nx dx
L
13
fx b n sin nx
n1 L
where
L
bn 2
L
0 fx sin nx dx
L
Example 15 Determine the half-range Fourier cosine series for the function
fx x in the range 0 x 2. Sketch the function within and outside of the given
range.
Solution
Example 16 Find the half-range Fourier sine series for the function fx x in the
range 0 x 2. Sketch the function within and outside of the given range.
Solution
and
14
e iθ cos θ i sin (2.4)
from which,
i i
cos e e (2.5)
2
Similarly, equation (2.3) – equation (2.4) gives:
e i e i 2i sin
from which,
i i
sin e e (2.6)
2i
Thus, since the Fourier series fx over any range L,
fx a 0 a n cos 2nx b n sin 2nx
n1 L L
fx a 0 a n ei L e i L
bn ei L e i L
n1 2 2i
Multiplying top and bottom of the b n term by i (and remembering that i 2 1 gives:
2nx 2nx 2nx 2nx
fx a 0 a n ei L e i L
ib n ei L e i L
n1 2 2
Rearranging gives:
fx a 0 a n ib n ei
2nx
L a n ib n e i
2nx
L (2.7)
n1 2 2
Since e 0 1, the c 0 term can be absorbed into the summation since it is just
15
another term to be added to the summation of the c n term when n 0. Thus,
2nx 2nx
fx c n e i L c n e i L (2.12)
n0 n1
Since the summations now extend from to 1 and from 0 to , equation (2.13)
may be written as:
2nx
fx c n e i L (2.14)
n
an 2
L
2
L
fx cos 2nx dx
L
2
and
L
an 2
L
2
L
fx sin 2nx dx.
L
2
Thus
L L
2
L
2 L fx cos 2nx
L
dx i L2 2 L fx sin 2nx
L
dx
cn 2 2
2
L L
1
L
2
L
fx cos 2nx dx i 1
L L
2
L
fx sin 2nx dx
L
2 2
cn 1 2
fx e
i L e i L
dx i 1
2
fx e
i L e i L
dx
L L
2
2 L L
2
2i
From which
16
L 2nx 2nx L 2nx 2nx
cn 1
2
fx e
i L e i L
dx 1
2
fx e
i L e i L
dx
L L
2
2 L L
2
2
L
1
L
2
L
fxe i
2nx
L dx (2.15)
2
c0 a0 1
L
2
L
fxdx (2.16)
2
Example 17 Determine the complex Fourier series for the function defined by:
0, 2 x 1,
fx 5, 1 x 1,
0, 1 x 2,
Example 18 Show that the complex Fourier series for the function ft t in the
range t 0 to t 1, and of period 1, may be expressed as:
i2nt
ft 1 i e n
2 2 n
Solution
Example 19 Show that the exponential form of the Fourier series for the waveform
described by:
0, 4 x 0
fx
10, 0x4
Solution
17
5 Symmetry relationships
If even or odd symmetry is noted in a function, then time can be saved in
determining coefficients. The Fourier coefficients present in the complex Fourier
series form are affected by symmetry. Summarising from previous lectures:
An even function is symmetrical about the vertical axis and contains no sine terms,
i.e. b n 0. For even symmetry,
L
a0 1
L
0 fxdx
and
L
an 2
L
0 fx cos 2nx dx
L
L
4
L
02
fx cos 2nx dx.
L
An odd function is symmetrical about the origin and contains no cosine terms,
a 0 a n 0. For odd symmetry,
L
bn 2
L
0 fx sin 2nx dx
L
L
4
L
02
fx sin 2nx dx.
L
From equation (2.9),
c n a n ib n .
2
Thus, for even symmetry, b n 0 and
L
For example, in Example 17, the function fx is even, since the waveform is
symmetrical about the fx axis. Thus equation (2.15) could have been used,
giving:
18
L
cn 2
L
02
fx cos 2nx dx
L
2
2
4
0 fx cos2nx dx
4
1 2
1
2
0 5 cos nx
2
dx 0dx
1
nx
sin
5 n
2
5 2
n sin n 0
2 2
2 2
5 sin n ,
n
2
which is the same answer as in Example 17; however, a knowledge of even
functions has produced the coefficient more quickly.
Example 20 Obtain the Fourier series, in complex form, for the square wave
shown in
Figure 2.25
Solution
Example 21 Show that the complex Fourier series obtained in Example 20 above
is equivalent to
8 sin x 1 sin 3x 1 sin 5x 1 sin 7x
fx
3 5 7
Solution
19
And because the series is periodic with period L, the representation of fx in this
fundamental interval is represented by periodicity for all x outside the interval.
However,
even when fx is defined outside the fundamental interval does not necessarily
mean
now that the function and its periodic extension concide outside the interval. This
means that if a non-periodic function is to be represented over a large arbitrary
interval, some generalization of a function series is required.
L
Letting limits be infinite (that is 2
) in a Fourier series lead to the introduction of
a
different representation called Fourier integral representation where the function
fx is defined for all x and need not to be periodic. This representation forms the
basis of an integral form called the Fourier transform.
20
ft 0 a cos t b sin td, (2.26)
with coefficients
1
a ft cos tdt and 1
b ft sin tdt (2.27)
Theorem 2.1 Fourier integral theorem Let fx satisfy Dirichlet conditions, and
suppose the (sufficiency) conditions that fx be both integrable and absolutely
integrable over the interval x are both satisfied, so each of the integrals
fxdx and |fx|dx exists. Then
1 fx 0 fx 0 1
2 0 d f cos ω xd
or, equivalently,
1 fx 0 fx 0
2
0 a cos t b sin td,
where
1
a ft cos tdt and 1
b ft sin tdt
Example 22 Find the Fourier integral representation of fx e |x| .
Solution
and use the Fourier integral theorem to find the value of the resulting integral when
(a) x 0, (b) x 0, and (c) x 0.
Solution
21
3. Fourier cosine integral and the Fourier sine integral
When fx is an even function, fu sin ωu is an odd function of u so bω 0 and
2
a 0 fu cos udu (2.28)
causing (2.26) to simplify to the Fourier sine integral representation of fx given
by
ft 0 b sin td (2.31)
Example 24 Derive the Fourier cosine and the Fourier sine integrals of fx e kx ,
where x 0 and k 0.
Solution
We now set
2
a f c .
22
fx. Formula (2.34) gives us back fx from f c , and we therefore fx the inverse
Fourier transform of f c .
The process of obtaining the transform f c from a given f is called the Fourier
cosine transform or the Fourier cosine transform method.
Fourier sine transform
For an odd function, the Fourier integral is the Fourier sine integral. We have
(a) fx 0 a sin xd where (b) 2
b 0 fu sin udu. (2.35)
We now set
2
b f s .
This is called the Fourier sine transform of fx. Similarly from (2.35a) we have
fx 2
0 f s sin xd, (2.37)
The process of obtaining the transform f s from a given f is called the Fourier
sine transform of or the Fourier sine transform method.
Alternative Notation
c f f c , s f f s
and 1 1
c and s for the inverses of c and s , respectively.
Example 25 Find the Fourier cosine and Fourier sine transforms of the function
k, if 0 x a
fx
0, if x a.
Solution
Solution
23
Linearity and Transforms of Derivatives
If is integrable on the positive x axis and piecewise continuous on every finite
interval, then the Fourier cosine and sine transform on fx exist.
Furthermore, if f and g have Fourier cosine and sine transforms, so does
af bg for any constants a and b, and by (2.33)
(a) c af bg a c f b c g and (b) s af bg a s f b s g (2.38)
c f x s fx 2
f 0
hence by (2.39b)
c f x 2 c fx 2
f 0 (1.40a)
Similarly
Solution
24