Theme 1: Fourier Series

Matemáticas 4
Grados en Ingeniería de Telecomunicación
Universidad de Málaga

Mat-4 (UMA) Theme 1 1 / 16

Periodic Functions and Fourier Series

Function f is periodic function with period T > 0 if f (x + nT ) = f (x ) for

all n integer.

x0 T x0 + T

This veries
Z b Z b ±T
f (x ) dx = f (x ) dx
a a ±T

Even function If f (−x ) = f (x ) for all x ∈ R.

Odd function If f (−x ) = −f (x ) for all x ∈ R.
Mat-4 (UMA) Theme 1 2 / 16
Denition
Let f (x ) a periodic function with period 2π , we say that f admits a
trigonometric expansion in Fourier series if there exist sequences
{an }, n = 0, 1, . . . and {bn }, n = 1, 2, . . . , called Fourier coecients such
that
∞
a0
f (x ) =
2
+ ∑ ak cos (kx ) + bk sin (kx )
k =1

1 1
Z π Z π
a0 = f (x ) dx an = f (x ) cos(nx ) dx
π −π π −π

1
Z π
bn = f (x ) sin(nx ) dx
π −π

Mat-4 (UMA) Theme 1 3 / 16

A continuous function g dened in [0, 2π ]. But an extension to
2π -periodic function dened recursively as

if x ∈ [0, 2π )

g (x )

f (x ) = g (x − 2π ) if x ≥ 2π
g (x + 2π ) if x < 0



−2π −1π 1π 2π 3π 4π 5π

Mat-4 (UMA) Theme 1 4 / 16

Example (square wave function)
We are computing the Fourier coecients and Fourier series of the
following piecewise continuous and 2π -periodic function dened by
(
0 if − π ≤ x < 0
f (x ) =
1 if 0 ≤ x < π

−π 0 π 2π

S1 (x ) = 12 + π2 sin x . S3 (x ) = 21 + π2 sin x + 32π sin 3x .

S5 (x ) = 21 + π2 sin x + 32π sin 3x + 52π sin 5x .
S11 (x ) = 12 + π2 sin x + 32π sin 3x + · · · + 112π sin 11x .
∞
1
f (x ) ∼ S (x ) = + ∑ 1−(− 1)k
sin kx .
2 k =1 kπ

Mat-4 (UMA) Theme 1 5 / 16

Theorem (Dirichlet)
If f is a periodic function with period 2π and f and f ′ are piecewise
continuous on [0, 2π ], then the Fourier series is convergent.
The sum of the Fourier series is equal to f (x ) at all numbers where f is
continuous.
At the numbers x where f is not continuous, the sum of the Fourier series
is the average of both lateral limits, that is
f (x + ) + f (x − )
2
We use the notation
∞
a0
f (x ) ∼
2
+ ∑ ak cos (kx ) + bk sin (kx )
k =1

Mat-4 (UMA) Theme 1 6 / 16

Fourier Series for Other Periodic Functions
Suppose f (t ) has period T , that is f (t + T ) = f (t ) for all t , and we let
2πt
x= T and
 
Tx
f˜(x ) = f 2π -periodic
2π

∞
a0
f˜(x ) ∼
2
+ ∑ ak cos (kx ) + bk sin (kx )
k =1

And the Fourier coecients

1 2π ˜
Z 2π
1
Z
a0 = f (x ) dx, an = f˜(x ) cos(nx ) dx,
π 0 π 0
Z 2π
1
bn = f˜(x ) sin(nx ) dx.
π 0

2π
ω= T .
Mat-4 (UMA) Theme 1 7 / 16
Example (Triangle wave function)
Find the Fourier series of the function dened by

f (t ) = |t | if − 1 ≤ t ≤ 1.

−4 −3 −2 −1 0 1 2 3 4
−1
(
0 if n is even
• T = 2 and ω = π . a0 = 1, an = −4
bn = 0.
n2 π 2
if n is odd,

1 4 4 4
f (t ) = − cos(πt ) − cos(3πt ) − cos(5πt ) − . . .
2 π2 9π 2 25π 2

Mat-4 (UMA) Theme 1 8 / 16

Term-by-term Derivatives and Integrals

Theorem (Termwise dierentiation)

Let f (x ) be a continuous function on [0, T ] such that f (0) = f (T ) and
suppose also that f ′ (x ) is piecewise continuous. Then for all x strictly
inside the interval, i.e. x ∈ (0, T ), at which f ′ (x ) exists, the derivative can
be obtained term-by-term dierentiation of the Fourier series representation
of f (x ).

Theorem (Termwise integration)

The integration of any function f (x ) satisfying Theorem 3 on the interval
[0, T ] can be obtained by term-by-term integration of its Fourier series
representation.

Mat-4 (UMA) Theme 1 9 / 16

Fourier Sine and Cosine Series on 0 ≤x ≤T
Let a function f (t ) specied on the(interval 0 ≤ t ≤ T .
−f (−t ) if − T ≤ t < 0,
Sine series. We can dene g (t ) = and we
f (t ) if 0 ≤ t ≤ T
make it periodic with period 2T .

f (t )

Sn (t )

−T T

Observe the Gibbs phenomenon.

Mat-4 (UMA) Theme 1 10 / 16
Fourier Sine and Cosine Series on 0 ≤x ≤T

Let a function f (t ) specied on the interval

( 0 ≤ t ≤ T.
f (−t ) if − T ≤ t < 0,
Cosine series. We can dene g (t ) = and we
f (t ) if 0 ≤ t ≤ T
make it periodic with period 2T .

f (t )

Sn (t )

−T T

Mat-4 (UMA) Theme 1 11 / 16

Complex Notation

∞
a0
f (t ) ∼
2
+ ∑ ak cos kωt + bk sin kωt
k =1

∞   ∞  
a0 ak bk ak bk
f (t ) ∼
2
+ ∑ 2
−i
2
e ikωt + ∑ 2
+i
2
e −ikωt
k =1 k =1

a0 ak bk a−k b−k
c0 = , ck = −i for k > 0 and ck = +i for k < 0
2 2 2 2 2
∞
1
Z T
f (t ) ∼ ∑ ck e ikωt with cn =
T 0
f (t )e −inωt dt
k =−∞

Mat-4 (UMA) Theme 1 12 / 16

Example
For the complex notation for the Fourier series expansion of the triangle
wave function

f (t ) = |t | if − 1 ≤ t ≤ 1 and f (t + 2) = f (t ) for all t.

we do
1 1 (−1)n − 1
Z
cn = |t |e −inπt dt = , for n ∈ Z, n ̸= 0 and
2 −1 π 2 n2
1 1 1
Z
c0 = |t | dt = .
2 −1 2
Therefore
−1 ∞
1 ((−1)n − 1) e i π n t 1 1 ((−1)n − 1) e i π n t
f (t ) = 2 ∑
π n=−∞ n 2 + + 2
2 π ∑ n2
=
n =1
= · · · − 9π2 2 e −i 3πt − π22 e −i πt + 21 − π22 e i πt − 9π2 2 e i 3πt − 252π2 e i 5πt − · · ·

Mat-4 (UMA) Theme 1 13 / 16

Theorem (Parseval's Identity)
Let f (t ) be a continuous function at interval [0, T ] and periodic with
period T , then
∞
1
Z T
|f (t )|2 dt = ∑ | ck | 2 ,
T 0 k =−∞

being cn its complex Fourier coecients, or

2 a02 ∞
Z T
|f (t )|2 dt = + ∑ ak2 + bk2 ,
T 0 2 k =1

being a0 , an , bn its real Fourier coecients.

Mat-4 (UMA) Theme 1 14 / 16

Example
Applying the Parseval's identity to Fourier series obtained in square wave
function Example above, we found value of a numerical series

 a0 = 1

(
0 if − π ≤ x < 0

f (x ) = , with an = 0 for n ≥ 1
1 if 0 ≤ x < π 1−(−1)n
for n ≥ 1

bn = nπ


∞
2 1 1−(−1)k 2
 
π = + ∑ 02 +
 
2π 2 k =1 kπ

or
∞
1 4 1
2
= 2
π ∑ ( 2k − 1 ) 2
k =1
∞
1 π2
∑ (2k − 1)2 8
=
k =1

Mat-4 (UMA) Theme 1 15 / 16

Example
For function in last Example, f (t ) = |t |, with

(−1)n − 1 1
cn = 2 2 , for n ̸= 0 and c0 = .
π n 2
the Parseval's identity says:
Z 1 −1 ∞
1 ((−1)n −1)
2 1 2
+ ∑ ((−π1)4 n−4 1)
n
|t |2 dt = ∑ +
2 −1 n=−∞
4
π n 4
4 n =1
∞
1 2 1 2 ((−1)n −1)
2
· = + 4
2 3 4 π ∑ n4
n =1

2
∞
((−1)n − 1) 4 4 4 π4
and nally ∑ n 4 = 4 + 4 + 4 +··· =
1 3 5 24
n =1
or what is the same thing
∞
1 1 1 1 π4
∑ 4 = 4 + 4 + 4 +··· =
96
.
n=1 (2n − 1) 1 3 5

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