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Fourier Series
I. Definitions
Learning
Learning Objective
Objective
At the end of this chapter, you should be able to
find the Fourier series of a periodic function.
f ( x T ) f ( x)
period of f
Illustration
period =2
Introduction
Let f be a periodic function of period T
It can be proved that f can be expressed as the sum of
an infinite number of sine and/or cosine functions.
a0
2nt
2nt
Sf (t ) an cos
bn sin
2 n 1
T
T
Introduction
The coefficients a0 ,an ,bn , n 1,2 ,...
are known as Fourier coefficients.
They can be obtained by
2 T
a0 f (t )dt
T 0
2 T
2nt
an f (t ) cos
dt
T 0
T
2 T
2nt
bn f (t ) sin
dt
T 0
T
Dr Faye - Jan 2014
Introduction
If we write out the first few terms of the infinite series
explicitly, we find:
a0
2t
2t
4t
4t
Sf (t ) a1 cos
b1 sin
a2 cos
b2 sin
....
2
T
T
T
T
Introduction
an are the amplitudes of the cosine terms in the
series,
bn are the amplitudes of the sine terms in the
series.
Example1
0
f (t )
1
5 t 0
0t 5
period T 10,
2 T
Evaluate a0 f (t )dt
T 0
2 T
2nt
a n f ( t ) cos(
)dt
T 0
T
2 T
2nt
b n f ( t ) sin(
)dt
0
T
T
Dr Faye - Jan 2014
Solution 1
0
f (t )
1
2 10
a0 f (t )dt
10 0
1
a0
5
1
a0
5
1
dt
0
dt
0 5
f (t )dt f (t )dt
10
10
5 t 0
0t 5
T 10,
Solution 1
2 T
2nt
an f (t ) cos(
)dt
T 0
T
0
f (t )
1
1 5
nt
an cos(
)dt
5 0
5
5
1 5
nt
sin( n )
an
sin(
)
0
5 n
5 0
n
5 t 0
0t 5
T 10,
Solution 1
2 T
2nt
bn f (t ) sin(
)dt
T 0
T
0
f (t )
1
5 t 0
0t 5
1 5
nt
bn sin(
)dt
5 0
5
5
1 5
nt
1 cos(n ) 1 (1) n
bn cos(
)
5 n
5 0
n
n
T 10,
a0
n
n
f ( x)
an cos( x ) bn sin( x )
2
L
L
1
1
a0
L
1
an
L
C 2 L
C 2L
f ( x)dx
n
f ( x) cos(
x)dx
L
1
bn
L
C 2 L
n
f ( x) sin(
x)dx
L
Exercise 2:
Solution 2
Here C = -1 and L = 1.
Thus the Fourier Series is
a0
Sf ( x) (an cos nx bn sin nx)
2 n 1
Solution 2
a0
f ( x)dx xdx
x2
1 1
0
2 2
1
Solution 2
1
1
a n x cos( nx )dx x sin( nx )
n
1
1
1
sin( nx )dx
n
1
1
1
1
1
cos(nx ) 1
0 sin( nx )dx
2
n
(n)
1
cos(n) cos(n)
0
2
(n)
Solution 2
1
cos(nx )
b n x sin( nx )dx x
n
cos(nx )
n
1
cos(nx )dx
n
1
1
sin( nx )
2
(n)
cos(n) cos(n)
2 cos(n) 2(1) n
(n)
(n)
(n)
2(1) n 1
(n)
Dr Faye - Jan 2014
Solution 2
2
Thus, a 0 0, a n 0, b n
(1) n 1
n
n 1
x
( 1)
sin( nx )
n 1 n
( 1) n 1
sin( nx )
n 1
n
sin 2x
sin 3x
sin x
2
3
Exercise 3:
Represent the following function by a Fourier Series:
f(x) = x2,
x T 2
Solution 3:
C , L
a0
Sf ( x) (an cos nx bn sin nx )
2 n 1
Solution 3:
1
1
2
a 0 x dx
2
1 3
2
3
[ ( )]
3
3
Solution 3:
1
an x 2 cos (nx) dx
1
n
2
x sin (nx) dx
(1 / n) cos (nx) dx
Solution 3:
2
2 2
1 1
cos n sin nx
n n
n n
4
2 cos n
n
4
(1) 2
n
n
(1 / n) cos (nx) dx
Solution 3:
1
b n x 2 sin nx dx
1
x (1/ n) cos nx
2 x (1 / n ) cos nx dx
cos nx dx ....... 0
Solution 3:
2 2
n 4
a 0 , a n ( 1)
and b n 0
2
3
n
1
2
2
2
n 4
x
(1)
cos nx
2
2 3
n
n 1
n cos nx
4 (1)
2
3
n
n 1
2
cos 2 x cos 3x
4( cos x
)
3
4
9
Dr Faye - Jan 2014
Dirichlet Conditions
1. f must be well-defined at every x in the
interval.
2. f must be continuous or have a finite
number of finite discontinuities within the
interval.
3. f must be continuous or piecewise
continuous within the interval
Dr Faye - Jan 2014
Examples:
1. Both the functions
f(x) = x, -1<x<1 and
f(x) = x2, -2<x<2
satisfy Dirichlets conditions.
2.
1
f (x) , x
x
infinite discontinuity at x = 0.
Dirichlet conditions not satisfied
1
3. f ( x )
, x
x 5
4. f ( x ) tan x, x
Sf (a ) f (a)
f (a ) f (a )
Sf (a )
2
Dr Faye - Jan 2014
Exercise 4:
Find the Fourier Series for the following 2-periodic
function in the given interval:
0
,
if
f ( x ) 4, if x
2
2
0, if 2 x
Solution 4:
C = - and L =
a0
Sf ( x) (an cos nx bn sin nx)
2 n 1
1
a0
f ( x )dx
1
an
f ( x ) cos nxdx
1
bn
f ( x ) sin nxdx
Dr Faye - Jan 2014
f ( x )dx
0dx
4dx
(0 4 0) 4
0dx
1
a n f ( x ) cos nx dx
1
4
1 4
n
2
0 sin ( nx ) 0
2 sin
n
2
8
n
sin
n
2
Dr Faye - Jan 2014
bn
f ( x ) sin nx dx
0 sin nx dx 4 sin
1
cos ( nx )
0 4
nx dx 0 sin nx dx
1
[ 0 0 0] 0
4
8
n
Sf ( x )
sin
cosnx
2 n 1 n
2
n
sin
cosnx
8
2
2
n 1
n
8
2
sin
cos3 x
sin cos2 x
2
sin cosx
2
2
3
8
cos 3x cos 5x cos 7 x
2 cos x
3
5
7
At x ,
2
2 x
x
2
04
S( )
2
2
2
40
S( )
2
2
2
8
y1 2 ( ) cos x
8
cos(3x )
y 2 2 ( ) cos x
3
8
cos(3x ) cos(5x ) cos(7 x ) cos(9 x )
y 3 2 ( ) cos x
3
5
7
9
Dr Faye - Jan 2014
f(x)
-1
-4
-3
-2
-1
f(x)
3
2.5
2
1.5
1
0.5
0
-0.5
-4
-3
-2
-1
f(x)
3
2.5
2
1.5
1
0.5
0
-0.5
-4
-3
-2
-1
End