L note-IV

IV.
FOURIER MATHODS AND PARTIAL DIFFERENTIAL EQUATIONS
Fourier series and Fourier Integrals

Partial Differential Equations
Fourier series and Fourier Integrals

Fourier series are very important to the engineer and physicist because they allow the solution of ODEs in
connection with forced oscillations and the approximation of periodic functions. Moreover, Fourier
analysis can be applied to PDEs. Fourier series are, in a certain sense, more universal than the familiar
Taylor series in calculus.
Q. How do scientific calculators 𝑒 3 , or sin(24)?
Fourier series are infinite series designed to represent general periodic functions in terms of simple ones,
namely, cosines and sines.
A function f (x) is called a periodic function
if f (x) is defined for all real x, except possibly at some points, and
if there is some positive number p, called a period of f (x), such that 𝑓(𝑥 + 𝑝) = 𝑓(𝑥)
Eg. 𝑓(𝑥) = sin 𝑥 and 𝑔(𝑥) = cos 𝑥 are periodic with period 𝑝 = 2𝜋 ( fundamental period).
𝑝 = 2𝜋, 4𝜋, 6𝜋, … are also periods
𝜋
𝑓(𝑥) = tan 𝑥 is a periodic function (𝑝 = ) that is not defined for all real x
2
x, x2, ex, cosh x, and ln x are not periodic functions
Note that f (x+2p) = f ((x+p)+p) = f (x+p) = f (x). Therefore, if f (x) has period p, it also has the periods
2p, 3p,….
Now suppose that f (x) is a given function of period 2𝜋 and is such that it can be represented by the
convergent series
=
This representation is called the Fourier series of f (x)
What are the constants 𝑎0 , 𝑎1 , … and 𝑏1 , 𝑏2 , …?

The coefficients, called Fourier coefficients of f (x) are given by
Convergence of the Fourier series:

Let f (x) be periodic with period 2π and piecewise continuous in −π ≤ x ≤ π.
Furthermore, let have a left-hand and a right-hand derivative at each point of that
interval. Then the Fourier series of f (x) converges. Its sum is f (x), except at points x0
where f (x) is discontinuous.
1
Eg. Find the Fourier series of the Periodic Rectangular Wave function 𝑓 defined by
−𝑘, 𝑖𝑓 − π < 𝑥 < 0
𝑓(𝑥 + 2π) = 𝑓(𝑥) and 𝑓(𝑥) = { 𝑘 is a given constant
𝑘, 𝑖𝑓 0 < 𝑥 < π
-𝜋 𝜋
Sol. The function is not continuous at 𝑥 = 0. Thus we separate the integral as

π 0 π
∫−π 𝑓(𝑥) 𝑑𝑥 = ∫−π 𝑓(𝑥) 𝑑𝑥 + ∫0 𝑓(𝑥) 𝑑𝑥 .
Since the integrals of 𝑓 in [– π, 0] and [0, π] are equal with opposite signs, we have 𝑎0 = 0
1 sin( 0) sin(−𝑛π) sin(𝑛π) sin(0)

= [−𝑘 +𝑘 +𝑘 −𝑘 ]
π 𝑛 𝑛 𝑛 𝑛
☛ For any integer 𝑚, sin(𝑚 π) = 0,
Therefore for all 𝑛, 𝑎𝑛 = 0.
1 cos( 0) cos(−𝑛π) cos(𝑛π) cos(0)

= [𝑘 +𝑘 −𝑘 +𝑘 ]
π 𝑛 𝑛 𝑛 𝑛
☛ cos(−𝜃) = cos 𝜃 and 𝑐𝑜𝑠 0 = 1
Therefore,
1 1 cos(𝑛π) cos(𝑛π) 1 2𝑘
𝑏𝑛 = [𝑘 + 𝑘 −𝑘 +𝑘 ]= (1 − cos(𝑛 π))
π 𝑛 𝑛 𝑛 𝑛 𝑛π
Therefore, the Fourier series of 𝑓(𝑥) is
As the function is piecewise continuous, the sum converges and is equal to 𝑓(𝑥)
Q. What is the Fourier series for any period 𝑝 = 2𝐿 (not just 2π)?
2
𝑝
Using the change of variables, 𝑥 = 𝑣, we obtain the following Fourier series and the coefficients for a
2𝜋
period2𝐿 :
Eg
Sol.
𝑝 = 4 𝑡ℎ𝑒𝑛 𝐿 = 2
𝑛πt 𝑛πt
𝑓(𝑡) = 𝑎0 + ∑∞
𝑛=1 𝑎𝑛 cos + ∑∞
𝑛=1 𝑏𝑛 sin
2 2
1 2 1 0 1 2 1
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡 = ∫ 0 𝑑𝑡 + ∫ 1𝑑𝑡 =
4 −2 4 −2 4 0 2
1 2 𝑛πt 1 0 𝑛πt 1 2 𝑛πt 1 2 𝑛πt

𝑎𝑛 = ∫ 𝑓(𝑡) cos 𝑑𝑡 = ∫ 0 cos 𝑑𝑡 + ∫ cos 𝑑𝑡 = ∫ cos 𝑑𝑡
2 −2 2 2 −2 2 2 0 2 2 0 2
1
= (sin 𝑛𝜋 − sin 0) = 0
𝑛𝜋
1 2 𝑛πt 1 0 𝑛πt 1 0 𝑛πt 1 2 𝑛πt

𝑏𝑛 = ∫ 𝑓(𝑡) sin 𝑑𝑡 = ∫ 0 sin 𝑑𝑡 + ∫ sin 𝑑𝑡 = ∫ sin 𝑑𝑡
2 −2 2 2 −2 2 2 −2 2 2 0 2
1
= (− cos 𝑛𝜋 − cos 0)
𝑛𝜋
2
, 𝑓𝑜𝑟 𝑜𝑑𝑑 𝑛
= {𝑛𝜋
0, 𝑓𝑜𝑟 𝑒𝑣𝑒𝑛 𝑛
So, all cos terms and even sin terms are zero. Thus the Fourier expansion is
1 2 𝜋𝑡 2 3𝜋𝑡 2 5𝜋𝑡
𝑓(𝑡) = + 𝑠𝑖𝑛 + 𝑠𝑖𝑛 + 𝑠𝑖𝑛 +⋯
2 𝜋 2 3𝜋 2 5𝜋 2
Some special functions have a simplified Fourier series

Fourier series of Even and odd functions
Even function: for any 𝑥, 𝑓(−𝑥) = 𝑓(𝑥)
3
Eg 𝑓(𝑥) = 𝑥 2 and 𝑓(𝑥) = cos 𝑥 are even functions
In calculus,
Odd function: for any 𝑥, 𝑓(−𝑥) = −𝑓(𝑥)

Eg 𝑓(𝑥) = 𝑥 3 and 𝑓(𝑥) = sin 𝑥 are odd
Let 𝑓 be an even function. Then the Fourier coefficients can be simplified as follows
becomes
As product of two even functions is even,
becomes
As product of even and odd functions is odd,
is zero
Therefore the Fourier series of an even function is Fourier cosine series
With coefficients
Similarly, the Fourier series of an odd function is Fourier sine series
With coefficients
Sums and scalar multiples of Fourier sine series
Eg. Find the Fourier series of the saw-tooth wave function
Sol.
The series is 𝜋 + the series of 𝑓1 (𝑥)
4
The period is 2𝜋 and 𝐿 = 𝜋
As 𝑓1 (𝑥) = 𝑥 is an odd function,
Exponential form of Fourier series

To represent the Fourier series in concise form, the sine and cosine terms of trigonometric form, the
Fourier series are expressed in terms of exponential function that results in exponential Fourier series.
Using the expressions
,
the complex Exponential Fourier Series representation of a periodic signal x(t) with fundamental period
𝑇0 is given by
2𝜋
𝑓(𝑥) = ∑∞𝑛=−∞ 𝑐𝑛 𝑒
𝑖𝑛𝑤0 𝑥
where 𝑤0 =
𝑇0
𝑐𝑛 is known as the Complex Fourier Coefficient and is given by
1
𝑐𝑛 = ∫ 𝑓(𝑥) 𝑒 −𝑖𝑛𝑤0 𝑥 𝑑𝑥
𝑇0 𝑇0
∫𝑇 denotes the integral over any one period

0
Fourier Integral
So far we have considered a function in an interval of length [-L, L] and its periodic extension outside that
interval. We now consider the limiting case in which L approaches infinity. There is then no periodic
repetition of the function. We now show that the series representation considered previously is very
naturally converted to an integral representation of the function.
By changing variables of integration, and by letting 𝐿 → ∞, we representation of f (x) by a Fourier
integral
Eg.
5
Reading Assignment: Application of Fourier integrals to solve PDE

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IV.

FOURIER MATHODS AND PARTIAL DIFFERENTIAL EQUATIONS

Fourier series and Fourier Integrals

Fourier series and Fourier Integrals

What are the constants 𝑎0 , 𝑎1 , … and 𝑏1 , 𝑏2 , …?

Convergence of the Fourier series:

Sol. The function is not continuous at 𝑥 = 0. Thus we separate the integral as

1 sin( 0) sin(−𝑛π) sin(𝑛π) sin(0)

1 cos( 0) cos(−𝑛π) cos(𝑛π) cos(0)

Therefore, the Fourier series of 𝑓(𝑥) is

1 2 𝑛πt 1 0 𝑛πt 1 2 𝑛πt 1 2 𝑛πt

1 2 𝑛πt 1 0 𝑛πt 1 0 𝑛πt 1 2 𝑛πt

Some special functions have a simplified Fourier series

Odd function: for any 𝑥, 𝑓(−𝑥) = −𝑓(𝑥)

As product of two even functions is even,

As product of even and odd functions is odd,

Therefore the Fourier series of an even function is Fourier cosine series

Similarly, the Fourier series of an odd function is Fourier sine series

Sums and scalar multiples of Fourier sine series

Eg. Find the Fourier series of the saw-tooth wave function

Exponential form of Fourier series

∫𝑇 denotes the integral over any one period

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