Fourier series

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PSG Institute of Advanced Studies

Department of Applied Mathematics and Computational Sciences

2nd Semester - BE(Mechanical/Mechatronics)


Course: Complex Variables and Transforms
Chapter 4 - Fourier Series

Content: Even and odd functions - Dirichlet’s conditions - Statement of


Fourier theorem - Fourier coefficients - Change of scale - Half range sine
and cosine series
Even function f (−x) = f (x)
Odd function f (−x) = −f (x)
Neither odd nor evenf (−x) ̸= f (x) and f (−x) ̸= −f (x)
Periodic function A function f (x) is periodic if there is a positive number p such
that f (x + p) = f (x) for every value of x. The smallest such value of p is the period
of f . Examples: sin x, cos x, tan x.
Remark
cos π = −1 sin π = 0
cos 0 = 1 sin 0 = 0
cos 2π = 1 sin 2π = 0
cos nπ = (−1)n sin nπ = 0
cos π/2 = 0 sin π/2 = 1
cos(2n + 1) π2 = 0 sin(2n + 1) π2 = (−1)n
Dirichlet’s conditions
The function f (x) of period p defined in (c, c + p) can be expanded in Fourier series
in the form

a0 ∑

f (x) = + [an cos nx + bn sin nx]
2 n=1

where a0 , an , bn are constants given by Euler’s formula provided

• f (x) is periodic, single valued, bounded in (c, c + p)


1
2

• f (x) has at most finite number of maxima and minima in (c, c + p)


• f (x) is piecewise continuous with finite number of discontinuities in (c, c + p)

Note: Dirichlet’s conditions are sufficient for the function to have a Fourier series
expansion. This not a necessary condition.
Convergence of Fourier series
Let f (x) be a periodic function that satisfy Dirichlet conditions. Then the Fourier
series expansion of f (x) is given by

a0 ∑

f (x) = + [an cos nx + bn sin nx]
2 n=1

converges to

• f (c) if x = c is a point of continuity


• f (c+)+f (c−)
2
, if x = c is a point of discontinuity
• f (c+)+f (c−)
2
, if x = c is the end point

Fourier series expansion for different types of intervals


Case 1: Full-range series
Subcase 1: For the intervals [0, 2π] or (0, 2π) Fourier series expansion is given by

a0 ∑

f (x) = + [an cos nx + bn sin nx]
2 n=1

where
∫2π
1
a0 = f (x)dx
π
0

∫2π
1
an = f (x) cos nxdx
π
0

∫2π
1
bn = f (x) sin nxdx
π
0
3

Subcase 2: For the intervals [0, 2l] or (0, 2l)


Fourier series expansion is given by

a0 ∑ [ ( nπx ) ( nπx )]

f (x) = + an cos + bn sin
2 n=1
l l

where
∫2l
1
a0 = f (x)dx
l
0

∫2l ( nπx )
1
an = f (x) cos dx
l l
0

∫2l ( nπx )
1
bn = f (x) sin dx
l l
0

Subcase 3: For the intervals [−π, π] or (−π, π)


Fourier series expansion is given by

a0 ∑

f (x) = + [an cos nx + bn sin nx]
2 n=1

where
∫π
1
a0 = f (x)dx
π
−π
∫π
1
an = f (x) cos nxdx
π
−π
∫π
1
bn = f (x) sin nxdx
π
−π

Subcase 4: For the intervals [−l, l] or (−l, l)


Fourier series expansion is given by

a0 ∑ [ ( nπx ) ( nπx )]

f (x) = + an cos + bn sin
2 n=1
l l
4

where
∫l
1
a0 = f (x)dx
l
−l

∫l ( nπx )
1
an = f (x) cos dx
l l
−l

∫l ( nπx )
1
bn = f (x) sin dx
l l
−l

Case 2: Half-range series


Subcase 1: Half-range cosine series or even functions
For the interval [0, π] or (0, π)
Fourier series expansion is given by

a0 ∑

f (x) = + an cos nx
2 n=1

where
∫π
2
a0 = f (x)dx
π
0
∫π
2
an = f (x) cos nxdx
π
0

Subcase 2: Half-range sine series or odd functions


For the intervals [0, l] or (0, l)
Fourier series expansion is given by


∞ ( nπx )
f (x) = bn sin
n=1
l

where
∫l ( nπx )
2
bn = f (x) sin dx
l l
0
5

Results

∫π
cos nx cos mxdx = 0, (n ̸= m)
0
∫π
sin nx sin mxdx = 0, (n ̸= m)
−π
∫π
sin nx cos mxdx = 0, (n ̸= m) or (n = m)
−π

Problem 1 Find the Fourier coefficients of the periodic function



 −k, if −π < x < 0;
f (x) =
 k, if 0 < x < π.

and f (x + 2π) = f (x). Also find the value of the series 1 − 13 + 15 − 17 + · · · .


Solution
Given function f (x) is an odd function so a0 = 0, an = 0, so the Fourier series
expansion for the given function is given by



f (x) = bn sin nx
n=1

where
∫π
2
bn = f (x) sin nxdx
π
0
∫π
2
= k sin nxdx
π
0
[ ]π
2k − cos nx
=
π n 0
2k
= − [cos nπ − cos 0]

2k
= − [(−1)n − 1]

6

 4k
, n is odd

bn =
 0, n is even

4k ∑ 1

f (x) = sin nx
π n=1,3,··· n
[ ]
4k sin 3x sin 5x
f (x) = sin x + + + ··· .
π 3 5

To deduce the value of 1 − 13 + 15 − 71 + · · ·


π π π
Put x = 2
. Now find the value of f (x) at x = 2
. Here x = 2
is the point of
π
continuity, so f (x) at x = 2
is given by
(π )
f =k
2

This implies
[ (π) (π) ]
(π ) 4k sin (π )
3 sin 5
f = sin + 2
+ 2
+ ··· .
2 π 2 3 5
[ ]
4k (−1) (1)
k = 1+ + − ···
π 3 5
π 1 1
= 1 − + − ···
4 3 5

Problem 2 Express f (x) = 12 (π − x) in a Fourier series in 0 < x < 2π.




Solution: a0 = 0, an = 0, bn = n1 , f (x) = sin nx
n
.
n=1
Problem 3 Express Fourier series expansion of f (x) defined by

 −π, −π < x < 0,
f (x) =
 x, 0 < x < π.

2
Deduce that 1
+ + · · · = π8 .
1
+ 1
12 32 52
 − 2 2 , if n is odd
Solution: a0 = − 2 , an =
π πn
, bn = n1 [1 − 2(−1)n ],
 0, if n is even

∞ ∑ 1

f (x) = − π4 − 2
πn2
cos nx + n
[1 − 2(−1)n ] sin nx.
n=1,3,··· n=1
7

Problem 4 Find the Fourier series expansion for

f (x) = ex , 0 ≤ x ≤ 2π.

Solution: a0 = π1 [e2π − 1], an = π(1+n1


2 ) [e

− 1], bn = n
π(1+n2 )
[1 − e2π ] and
2π−1 ∑

f (x) = π1 [e2π − 1] + e π 1
1+n2
[cos nx − sin nx].
n=1
Problem 5 Find the Fourier series expansion for f (x) in [−π, π], where

 π + x, −π < x < 0;
f (x) =
 π − x, 0 < x < π.


 4
, n is odd; ∑

πn2 π 4 cos nx
Solution: a0 = π, an = and f (x) = + .
 0, n is even.
2 π
n=1
(2n−1)

Problem 6 Find the Fourier series expansion for

f (x) = x2 , (−1, 1).

4(−1)n ∑

(−1)n
Solution: a0 = 23 , an = n2 π 2
and f (x) = 2
3
+ 4
π2 n2
cos nx.
n=1
Problem 7 Find the Fourier series for f (x) defined by

 x, for 0 < x < 1;
 1 − x, for 1 < x < 2.

π2
Deduce 1
+ 1
+ 1
+ ··· = 8
.
12 32 52 
 − 4
, if n is odd;  2 , if n is odd;
4(−1)n π 2 n2 nπ
Solution: a0 = 0, an = n2 π2 and bn =
 0, if n is even.  0, if n is even.

∞ ∑∞
f (x) = − π42 n
1
2 cos nπx + 2
π
1
n
sin nπx.
n=1,3,··· n=1,3,···
Problem 8 Find the half-range Fourier sine series expansion for

f (x) = ex , in (0, 1).



Solution: bn = 2nπ
1+n2 π 2
[1 − e(−1)n ] and f (x) = 2π n
1+π 2 n2
[1 − e(−1)n ] sin nπx.
n=1
Problem 9 Find a series of cosines of multiples of x which will represent x sin x in
8

(0, π) and show that 1 + 2


1·3
− 2
3·5
− 2
5·7
− · · · = π2 .
n+1
Solution: a0 = 2, an = 2(−1)
n2 −1
for n ̸= 1 and a1 = − 21 .


(−1)n+1
f (x) = 1 − 12 cos x − 2 (n−1)(n+1)
cos nx.
n=2
Problem 11 Using the Fourier series for f (x) = |x|, −π  ≤ x ≤ π, find the sum of
 − 4 2 , if n is odd;
the series 112 + 312 + 512 + · · · . Solution: a0 = π, an = πn
and
 0, if n is even.
∑∞
f (x) = π2 − π4 1
n2
cos nx.
n=1,3,···
Practice Problems
(π−x)2
(1) Find the Fourier series to represent f (x) = 4
, 0 < x < 2π. Deduce that
π2
(a) 1
12
+ 1
22
+ 1
32
+ ··· = 6
π2
(b) 1
12
− 1
22
+ 1
32
− ··· = 12

(2) Find the Fourier series to represent the function f (x) given by

 x, 0 ≤ x ≤ π;
f (x) =
 2π − x, π ≤ x ≤ 2π.

π2
Deduce that 1
12
+ 1
32
+ 1
52
+ ··· = 8
. Express the half range sine series for
π3
f (x) = x(π − x) in (0, π). Deduce that 1
13
− 1
33
+ 1
53
− ··· = 32
.

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