Teacher’s name: Nandita Rani bala

Lecturer, Dept of mathematics, UGV

Fourier Analysis
Some Important Functions:
Periodic Functions:
A function f(x) is said to have a period P or to be periodic with periodic
P if for all x, f(x+P)=f(x), where P is a positive constant. The least value
of P>0 is called the least period or simply the period of f(x).
Ex1: The functions sinx and cosx has periods 2π, 4π, 6π, ….. However,
2π is the least period or periods of sinx and cosx.
Ex2: The period of tanx is π.
Ex.3: A costant has any positive number as a period.

Piecewise Continuous Functions:

A function f(x) is said to be piecewise continuous in an interval (i) the
interval can be divided into a finite number of subintervals in each of
which f(x) is continuous and (ii) the limits of f(x) as x approaches the
endpoints of each subintervals are finite.
 x, if x  0
Ex: f  x   x  is a piecewise continuous function.
 x, if x  0
Even and Odd Functions: A function f(x) is called even function
if f(-x)=f(x) and is called odd function if f(-x)=-f(x).

Ex: x2, x4, x6, cosx, secx are even functions.

Ex: x3, x5, x7, sinx, tan3x are odd functions.

Fourier Series:
Let f(x) be defined in the interval (-L, L) and determined outside of this
interval by f(x+2L)=f(x), i.e. assume that f(x) has the period 2L. The
fourier series or fourier expansion corresponding to f(x) is defined to be
a0   n x n x 
f  x     an cos  bn sin 
2 n 1  L L 

Where the fourier coefficients a0, an and bn are

 1
L

a0   f  x  dx
 L L
 1
L
n x
 na  
L L
f  x  cos
L
dx , n  0,1, 2........

 1
L
n x
bn   f  x  sin dx
 L L L

Problems: Graph each of the following functions:

 3 0 x5
a f  x   Period  10
3 -5  x  0

sin x 0 x 
b f  x    Period  2
0   x  2

0 0 x2
 c  f  x   1 2x4 Period  6
0 4 x6


Solution: (a)

Since the period is 10, the portion of the graph in -5<x<5 which
is indicated heavily is extended periodically outside of the range
which is indicated in dashed. It is noted that f(x) is not defined at
x=0, 5, -5, 10, -10, 15, -15, 20…These are the discontinuous
point of f(x).
(b)
Since the period is 2π, the portion of the graph in 0<x<2π which
is indicated heavily is extended periodically outside of the range
which is indicated in dashed. It is noted that f(x) is defined for
all x, and is continuous everywhere.
©

Since the period is 6, the portion of the graph in 0<x<6 which is

indicated heavily is extended periodically outside of the range
which is indicated in dashed. It is noted that f(x) is defined for
all x, and x=-2, 2, -4, 4, -8, 8 …are the discontinuous point of
f(x).s
Problems:
Classify each of the following functions according as they
are even, odd or neither even nor odd.
 2 0 x3
a f  x   Period  6
2 -3  x  0

cos x 0 x 
b f  x    Period  2
0   x  2

 c  f  x   x(10  x), 0  x  10 Period  6

Solution:
(a) The graphical representation of the given function is

From the above figure we can see that the function is

symmetric about the origin. So, it is seen from the figure
that f(-x)=-f(x), Hence the function is odd.
(b) The graphical representation of the given function is
as follows
From the above figure we can see that the function is
neither even nor odd.
© The graphical representation of the given function is

From the above figure we can see that the function is

symmetric about y-axis. So, it is seen from the figure that
f(-x)=f(x), Hence the function is even.

Exercise1: Graph each of the following functions and

classify them according as they are even, odd or neither
even nor odd.
8 0 x2  x -4  x  0
a f  x   Period  4 b  f  x    Period  8
8 2 x4 x 0 x4

2 x 0 x3
 c  f  x   4 x, 0  x  10 Period  10 d  f  x   Period  6
0 -3  x  0
Fourier Series Related mathematics:
Problem:
(a) Find the Fourier coefficients corresponding to the function
0 -5  x  0
f  x   Period  10
3 0 x5

(b) Write the corresponding Fourier series.

Solution: The graph of f(x) is as follows

(a) Period=2L=10 and L=5. Choose the interval c to c+2L as -5

to 5, so that c=-5. Then
 c2 L
n x n x
5
1 1
an 
L 
c
f ( x) cos
L
dx   f ( x) cos
5 5 5
dx

1 n x n x 
0 5
=   0.cos dx   3.cos dx 
5  5 5 0
5 

5
n x 3 5 n x 
5
3
=  cos dx   sin   0 if n  0
50 5 5  n 5 0

n .0
5 5
1 3
If n  0, an  a0 
50 3.cos
5
dx   3.dx  3
50

c2 L
n x n x
5
1 1
bn 
L 
c
f ( x)sin
L
dx   f ( x)sin
5 5 5
dx

1  n x n x 
0 5
=   0.sin dx   3.sin dx 
5  5 5 0
5 

n x n x  3(1  cos n )
5 5

dx   
3 3 5
=  sin s cos  
50 5 5  n 5 0 n

(b) The corresponding Fourier series is

a0   n x n x 
f ( x)     anCos  bn Sin 
2 n 1  L L 

3   3 n x 
   (1  Cosn ) Sin 
2 n 1  n 5 

3 6  x 1 3 x 1 5 x 
   sin  sin  sin  ........ 
2  5 3 5 5 5 

Exercise2: Graph each of the following functions, find the

Fourier coefficients corresponding to the functions and its
corresponding Fourier series.
 0 -5  x  0 8 -2  x  0
i f  x    Period  10  ii  f  x    Period  4
3 0 x5 0 0 x2

0 -3  x  0 -2 -3  x  0
 iii  f  x    Period  6  iv  f  x    Period  6
4 0 x3 2 0 x3

-3 -5  x  0 8 -4  x  0
 v f  x   Period  10  vi  f  x    Period  8
3 0 x5 -8 0 x4

Problem2: Expand f(x)=x2, 0<x<2π , in a Fourier series if the

period is 2π.
Solution: The graph of f(x) with period 2π is as follows

Period=2L=2π and L=π. Choosing c=0, we have

c2 L 2
1 n x 1
an 
L c
f ( x) cos
L
dx 
 
0
f ( x) cos n dx

2
1  sinnx    cos nx    sin nx  
=  x 2  
4
   2x    2   2 , n  0
  n   n
2
  n
3
 0 n

2
1 8 2
If n  0, an  a0 
 
0
x 2 dx 
3
 c2 L 2
1 n x 1
bn   dx   x sinn dx
2
f ( x) sin
L c
L  0

2
1  cos nx    sin nx   cos nx   4
=  x 2       2x    2  
  n   n
2
  n  0
3
n

4 2   4 4 
Then f ( x)  x  2
   2 cos nx  sin nx  for 0  x  2
3 n 1  n n 

Exercise3: Graph each of the following functions, and also

find its corresponding Fourier series.
(i) f ( x)  2 x 2 , 0  x  2
(ii) f ( x)  ax 2 , 0  x  2 , where a is any arbitrary constant.
(iii) f ( x)  x 2 , 0  x  

Half range Fourier sine or cosine Series:

A half-range Fourier sine or cosine series is a series in which only sine
terms or only cosine terms are present, respectively. When a half-range
series corresponding to a given function is desired, the function is
generally defined in the interval (0, L) and then the function is specified
as odd or even. In such case, we have
 2
L
n x
an  0,

bn 
L0 f  x  sin
L
dx for half - range sin e series

n x
L
b  0, 2
 n

an 
L0 f  x  cos
L
dx for half - range cosin e series

Problem3: Expand f(x)=x, 0<x<2 , in a half range (a) sine

series, (b) cosine series.
Solution:
(a) Extend the definition of the given function to that of the odd
function of period 4 which is shown in the below figure. This is
sometimes called the odd extension of f(x). Then 2L=4, L=2.
Thus an=0 and
n x n x
L 2
2 2
bn   f ( x) sin dx   f ( x) sin dx
L0 L 20 2

2
  2 cos n x   4 n x   4
=  x      1  2 2 sin   cos n
  n 2  n  2   0 n


4 n x
Then f ( x)   cos n sin
n 1 n 2

4  x 1 2 x 1 3 x 
  sin  sin  sin  ....... 
 2 2 2 3 2 

(b) Extend the definition of the given function to that of the even
function of period 4 which is shown in the below figure. This is
sometimes called the even extension of f(x). Then 2L=4, L=2.
Thus bn=0,
n x n x
L 2
2 2
an 
L0 f ( x) cos
L
dx   f ( x) cos
20 2
dx

2
  2 sin n x   4 n x   4
=  x     1  2 2 cos    2 2 (cos n  1) if n  0
  n 2  n  2  0 n 
2
If n  0, a0   xdx  2
0

4 n x
Then f ( x)  1   (cos n  1) cos
n 1 n 
2 2
2

8  x 1 3 x 1 5 x 
 1 2 
cos  2 cos  2 cos  ....... 
  2 3 2 5 2 

It should be noted that although both series of (a) and (b)

represent f(x) in the interval 0<x<2, the second series converge
more rapidly.

Exercise4: Expand the followings functions in a half range (a)

sine series, (b) cosine series.
(i) f ( x)  4 x, 0  x  4
(ii) f ( x)  ax, 0  x  2, where a is any arbitrary constant.
(iii) f ( x)  x, 0  x  

Parseval’s Identity: Let the Fourier series corresponding to

f(x) converges uniformly in (-L,L), then the Parsival’s Identity is

a0 
L

 f ( x) dx     an 2  bn 2 
1

2

L L 2 n 1
Where a0,an and bn are Fourier coefficients respectively.

Proof:
a0   n x n x 
If f  x      an cos  bn sin  ............(1)
2 n 1  L L 

Then multiplying (1) by f(x) and integrating term by term from –L to L

we get
L L   L n x
L
n x 
  f  x 
a
 f ( x)    an  f ( x ) cos  bn  f ( x ) sin
2
 0 
L
2 L n 1  L
L L
L 


a02
= L  L   an2  bn2 
2 n 1

a02  2
L

     an  bn2 
1
  
2
So, f x 
L L 2 n 1

Where we have used the results

n x n x
L L L


L
f ( x)dx  La 0 , 
L
f ( x) cos
L
dx  Lan ,  f ( x)sin
L
L
dx  Lbn ......(2)

Is obtained from the Fourier Coefficients.

Hence the Parsival’s identity is proved.

Problem: (a) Expand f(x)=x, 0<x<2 in a half range cosine

series.(b) Write Parsival’s Identity corresponding to the Fourier

series of (a).(c) Determine fom (b) the sum S of the series
1 1 1 1
4
 4  4  .....  4  ...
1 2 3 n

Solution:
(a) Extend the definition of the given function to that of the even
function of period 4 which is shown in the below figure. This is
sometimes called the even extension of f(x). Then 2L=4, L=2.
Thus bn=0,
n x n x
L 2
2 2
an 
L0 f ( x) cos
L
dx   f ( x) cos
20 2
dx

2
  2 sin n x   4 n x   4
=  x     1  2 2 cos    2 2 (cos n  1) if n  0
  n 2  n  2  0 n 
2
If n  0, a0   xdx  2
0

4 n x
Then f ( x)  1   (cos n  1) cos
n 1 n 
2 2
2

8  x 1 3 x 1 5 x 
 1 2 
cos  2 cos  2 cos  ....... 
  2 3 2 5 2 

(b) From (a) we get,

4
L  2, a0  2, an   cos n  1 , n  0; bn  0
n 2
2

Then Parseval’s identity becomes

 22  16
2 2
1 1
  
2 2 2 2
f ( x) 2
 x 2
dx  (cos n  1)
2 n 1 n 4 4

 2  4  4  4  4  ...... 
8 64 1 1 1
or
3  1 3 5 

1 1 1 4
i.e    ..... 
14 34 54 96

© Here,
s   4  4  4  ...... 
1 1 1
1 2 3 

  4  4  4  ......    4  4  4  ...... 
1 1 1 1 1 1
1 3 5  2 4 6 

  4  4  4  ......   4  4  4  4  ...... 
1 1 1 1 1 1 1
1 3 5  2 1 2 3 

4 S
 
96 16

4
i.e from which, S 
90

Exercise5: (a) Expand f(x)=x, 0<x<2 in a half range sine

series.(b) Write Parsival’s Identity corresponding to the Fourier

series of (a).
Exercise6: (a) Expand f(x)=x, 0<x<4 in a half range cosine

series.(b) Write Parsival’s Identity corresponding to the Fourier

series of (a).

Exercise7: (a) Expand f(x)=x, 0<x<4 in a half range sine

series.(b) Write Parsival’s Identity corresponding to the Fourier

series of (a).

Application:

Problem: Solve the boundary value problem

u  2u
 2 2 , u(0, t)  10, u(3, t)  40, u( x, 0)  25, u( x, t)  M
t x

Solution: To solve the present problem assume that

u(x,t)=v(x,t)+ϕ(x,t) where ϕ(x,t) is to be suitably determined. In

terms of v(x,t) the boundary value problem becomes

v  2v
 2 2 +2 ''( x), v(0, t)  (0)  10, v(3, t)  (3)  40, v( x, 0)  ( x)  25, v( x, t)  M
t x

This can be simplified by choosing

 ''( x)  0,  (0)  3,  (3)  40

From which e can find ϕ(x)=10x+10, o that the resulting

boundary value problem is

v  2v
 2 2 , v(0, t)  10, v(3, t)  40, v( x, 0)  15  10 x
t x

We can find the solution of this problem is in the form


m x
v( x, t)   Bm e 2 m  t /9
2 2
sin
m 1 3

The last condition yields


m x
15  10 x   Bm sin
m 1 3

From which

m x
3
2 30
Bm   (15  10 x)sin dx  (cos m  1)
30 3 m

Since u( x, t)  v( x, t)   ( x, t), we have finally


30 m x
u(x,t)=10x+10+ (cos m  1)e 2 m  t / 9 sin
2 2

m 1 m 3

as the required solution.

The term 10x+10 is the steady-state temperature, i.e. the
temperature after a long time has elapsed.