FOURIER SERIES (MODULE 3) Abhinav Tandon

FOURIER SERIES
(MODULE 3)

Abhinav Tandon

Abhinav Tandon
Department of Mathematics
BIT Mesra,
Ranchi

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FOURIER SERIES (MODULE 3) Abhinav Tandon

Outline

1 Fourier series

2 Fourier series for an Arbitrary Period

3 Existence of Fourier series: Dirichlet conditions

4 Half Range Series

5 References

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FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Introduction

1 Fourier series constitute a very important tool in solving problems of

ordinary and partial differential equations.
2 Fourier series are infinite series of Cosine and Sine terms that are
generally used to represent periodic functions.
3 Fourier series has the advantage that it also can be used to expand
functions which have discontinuities in their function or derivatives
values.

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FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Preliminaries
1) Periodic Functions: A function f (x) is said to be periodic, if there
exists a positive number T such that:

f (x + T ) = f (x) (1)

for all real numbers x. T is called a period of f (x).

If T is the period of then

f (x) = f (x + T ) = f (x + 2T ) = ... = f (x − T ) = f (x − 2T ) = .... (2)

Therefore,
f (x) = f (x ± nT ) (3)
where n is any positive integer. Thus, f (x) repeats itself after periods of
T.
If a periodic function has a smallest positive period T , then T is called
the primitive period or simply the period.
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Fourier series

Preliminaries Contd.

Note:
1 Every real number is a period of constant function.
2 sin x, cos x, sec x, csc x are periodic functions with period 2π, whereas
tan x and cot x are periodic with period π.
2π
3 sin nx and cos nx are periodic functions with period .
n
4 The sum of a number of periodic functions is also periodic, i.e. if
T1 and T2 are the periods of the functions f (x) and g (x) respec-
tively, then the period of af (x) + bg (x) is the least common multiple
of T1 and T2 . e.g. cos x + sin 2x is periodic function with period
lcm(2π, π) = 2π.

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Fourier series

Preliminaries Contd.
2) Even and odd functions:
Even function: A function f (x) is said to be an even function if
f (−x) = f (x) (4)
e.g. x 2 , cos x. The graph of an even function is symmetrical about the y
axis. For an even function,
Z a Z a
f (x) dx = 2 f (x) dx (5)
−a 0

Odd function: A function f (x) is said to be an odd function if

f (−x) = −f (x) (6)
e.g. x 3 , sin x. The graph of an odd function is symmetrical about the
origin. For an odd function,
Z a
f (x) dx = 0 (7)
−a

Note: The product of two even (or two odd) functions is an even function.
The product of an even function and an odd function is an odd function. 6 / 29
FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Preliminaries Contd.

3) Piecewise (Sectionally) continuous function

A function f (t) is said to be piecewise (or sectionally) continuous function
on a closed interval [a, b] if it is defined on that interval [a, b] and is also
defined, continuous and has finite left and right hand limits in each of the
finite sub-intervals of [a, b].
Then this gives some finite jump at the point of discontinuities as shown
in the figure given below.

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Fourier series

Preliminaries Contd.
4) Orthogonality
Two functions ϕ and ψ are orthogonal if,
Z b
ϕ(x)ψ(x)dx = 0 (8)
a

e.g. Legendre’s polynomial Pn (x) of different orders exhibits the orthogonal

Z 1
property over the interval [−1, 1] as Pm (x)Pn (x)dx = 0 for m ̸= n.
−1
Note: The series consisting of periodic (2π periodic) functions consisting
of
1, cos x, cos 2x, ., cos nx..., sin x, sin 2x, .. sin nx, ... (9)
form a trigonometric system and has very useful property, the orthogonal
property. The trigonometric system consists of these functions is orthogo-
nal on the interval c ≤ x ≤ c + 2π (also on 0 ≤ x ≤ 2π, −π ≤ x ≤ π or
any other interval of length 2π). It means that the integral of the product
of any two functions is zero.
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Fourier series

Results to Remember
So for any integers m, n
Z c+2π
I). sin nxdx = 0, n ̸= 0
Zc c+2π
II). cos nx dx = 0, n ̸= 0
Zc c+2π (
0, m ̸= n,
III). sin mx cos nx dx =
c 0, m=n
Z c+2π (
0, m ̸= n,
IV). sin mx sin nx dx =
c π m = n ̸= 0
Z c+2π
sin2 nx dx = π, n ̸= 0
Zc c+2π (
0, m ̸= n,
V). cos mx cos nx dx =
c π m = n ̸= 0
Z c+2π
cos2 nx dx = π, n ̸= 0
c
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FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Results to Remember Contd.

VI), cos nπ = (−1)n , sin nπ = 0

   
1 1
VII). cos n + π = 0, sin n + π = (−1)n .
2 2
Z ax
e
VIII). e ax sin bxdx = 2 (a sin bx − b cos bx)
a + b2
e ax
Z
ax
IX). e cos bxdx = 2 2
(a cos bx + b sin bx)
a +b
Z 2a Z a
X). If f (2a − x) = f (x), then f (x) dx = 2 f (x)dx
0Z 0
2a
If f (2a − x) = −f (x), then f (x) dx = 0
0

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Fourier series

Results to Remember Contd.

Bernoulli’s formula (or Generalized rule of Integration by parts)
To integrate the product of two functions, one of which is a polynomial
function (u is taken to be polynomial function), the following formula can
be used:
Z
u(x)v (x)dx = uv1 − u ′ v2 + u ′′ v3 − u ′′′ v4 + ....... (10)
Z Z Z
where v1 = v (x)dx, v2 = v1 dx, v3 = v2 dx......
′ du ′′ du ′ ′′′ du ′′
u = , u = , u = , ..........
dx dx dx
Note: In each term, simplification in each term should only be done when
the integration
Z of every term is over.
    
sin nx cos nx sin nx
e.g. x 2 cos nxdx = x 2 − 2x − 2
+2 − 3
 n   n
   n
sin nx cos nx sin nx
=x2 + 2x 2
−2
n n n3
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FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Fourier Series:Euler Formula

Fourier series for the periodic function f (x) of period 2π in any interval
c < x < c + 2π (in any interval of length 2π) is given by:
∞ ∞
a0 X X
f (x) = + an cos nx + bn sin nx (11)
2 n=1 n=1

On expanding the summation, it appears as:

a0
f (x) = + a1 cos x + a2 cos 2x + .... + b1 sin x + b2 sin 2x + .... (12)
2
a0 , an , bn are Fourier coefficients, given by following Euler’s formulae.
Z c+2π
1
a0 = f (x)dx (13)
π c
1 c+2π
Z
an = f (x) cos nxdx, n = 1, 2, 3, .... (14)
π c
Z c+2π
1
bn = f (x) sin nxdx, n = 1, 2, 3, , ..... (15)
π c 12 / 29
FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Fourier Series:Euler Formula (Particular Cases)

Case - I: Fourier series in the interval −π < x < π
In the Fourier series (11), if c = −π, then the interval becomes −π < x <
π and the Euler formula for Fourier coefficients reduce as:
Z π
1
a0 = f (x)dx (16)
π −π
1 π
Z
an = f (x) cos nxdx (17)
π −π
1 π
Z
bn = f (x) sin nxdx (18)
π −π
In this case, the integrals in Euler formula can be reduced further by using
the property of even and odd functions:
Sub Case -I: If f (x) is an even function, then f (−x) = f (x), so
1 π 2 π
Z Z
a0 = f (x)dx = f (x)dx (19)
π −π π 0
Since cos nx is an even function, therefore, f (x) cos nx is an even function,
so 13 / 29
FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Fourier Series:Euler Formula (Particular Cases)

π
2 π
Z Z
1
an = f (x) cos nxdx = f (x) cos nxdx (20)
π −π π 0
Since sin nx is an odd function, therefore, f (x) sin nx is an odd function,
so Z π
1
bn = f (x) sin nxdx = 0 (21)
π −π
Here, the Fourier series reduces into the series of cosine terms only as
follows:
In the interval −π < x < π, if the function f (x) is an even
function, its Fourier expansion contains only cosine terms and
is given as:
∞
a0 X
f (x) = + an cos nx (22)
2 n=1
Z π Z π
2 2
, where a0 = f (x)dx, an = f (x) cos nxdx
π 0 π 0
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FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Fourier Series:Euler Formula (Particular Cases)

Sub Case -II: If f (x) is an odd function, then f (−x) = −f (x), so

Z π
1
a0 = f (x)dx = 0 (23)
π −π

Since cos nx is an even function, therefore, f (x) cos nx is an odd function,

so
1 π
Z
an = f (x) cos nxdx = 0 (24)
π −π
Since sin nx is an odd function, therefore, f (x) sin nx is an even function,
so
1 π 2 π
Z Z
bn = f (x) sin nxdx = f (x) sin nxdx (25)
π −π π 0

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FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Fourier Series:Euler Formula (Particular Cases)

Here, the Fourier series reduces into the series of sine terms only as follows:

In the interval −π < x < π, if the function f (x) is an odd

function, its Fourier expansion contains only sine terms and is
given as:
∞
X
f (x) = bn sin nx (26)
n=1
Z π
2
, where bn = f (x) sin nxdx
π 0

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FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Fourier Series:Euler Formula (Particular Cases)

Case - II: Fourier series in the interval 0 < x < 2π
In the Fourier series (11), if c = 0, then the interval becomes 0 < x < 2π
and the Euler formula for Fourier coefficients reduce as:
Z 2π
1
a0 = f (x)dx (27)
π 0
Z 2π
1
an = f (x) cos nxdx (28)
π 0
Z 2π
1
bn = f (x) sin nxdx (29)
π 0
In this case, the integrals in Euler formula can be reduced further :
Sub Case -I: If f (x) satisfies f (2π − x) = f (x), then
Z 2π Z π
1 2
a0 = f (x)dx = f (x)dx (30)
π 0 π 0
Let F (x) = f (x) cos nx, then
F (2π − x) = f (2π − x) cos n(2π − x) = f (x) cos nx (31) 17 / 29
FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Fourier Series:Euler Formula (Particular Cases)

Z 2π Z π
1 2
an = f (x) cos nxdx = f (x) cos nxdx (32)
π 0 π 0
Let G (x) = f (x) sin nx, then
G (2π − x) = f (2π − x) sin n(2π − x) = −f (x) sin nx (33)
Hence, Z 2π
1
bn = f (x) sin nxdx = 0 (34)
π 0

In the interval 0 < x < 2π, if the function f (2π − x) = f (x), its
Fourier expansion contains only cosine terms and is given as:
∞
a0 X
f (x) = + an cos nx (35)
2 n=1
Z π Z π
2 2
, where a0 = f (x)dx, an = f (x) cos nxdx 18 / 29
π 0 π 0
FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Fourier Series:Euler Formula (Particular Cases)

Sub Case -II: If f (x) satisfies f (2π − x) = −f (x), then

1 2π
Z
a0 = f (x)dx = 0 (36)
π 0
Let F (x) = f (x) cos nx, then

F (2π − x) = f (2π − x) cos n(2π − x) = −f (x) cos nx (37)

1 2π
Z
an = f (x) cos nxdx = 0 (38)
π 0
Let G (x) = f (x) sin nx, then

G (2π − x) = f (2π − x) sin n(2π − x) = f (x) sin nx (39)

Hence, Z 2π Z π
1 2
bn = f (x) sin nxdx = f (x) sin nxdx (40)
π 0 π 0
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FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series

Fourier Series:Euler Formula (Particular Cases)

In the interval 0 < x < 2π, if the function f (2π − x) = −f (x),

its Fourier expansion contains only sine terms and is given as:
∞
X
f (x) = bn sin nx (41)
n=1
Z π
2
, where bn = f (x) sin nxdx
π 0

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Fourier series for an Arbitrary Period

Fourier series for an Arbitrary Period

It is also possible to expand the function as a Fourier series over any interval
of length 2l and not 2π.
The Fourier series for the periodic function f (x) with period 2l defined in
the interval c < x < c + 2l (in an interval of length 2l) is:
∞ ∞
a0 X nπx X nπx
f (x) = + an cos + bn sin (42)
2 n=1
l n=1
l

where a0 , an , and bn are given by:

1 c+2l
Z
a0 = f (x)dx (43)
l c
Z c+2l
1 nπx
an = f (x) cos dx, n = 1, 2, 3, ... (44)
l c l
1 c+2l
Z
nπx
bn = f (x) sin dx, n = 1, 2, 3, ... (45)
l c l
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Fourier series for an Arbitrary Period

Fourier series for an Arbitrary Period Contd.

Note:
i). The Fourier series for the arbitrary period 2l given by equation (42)
gets reduced into the Fourier series with period 2π defined in equation
(11) with l = π. Hence, it is a general case.
ii). Here, in the above Fourier series, even and odd function cases (Case
I) can also be considered if c = −l and the function f (x) is defined
in the interval −l < x < l.
1 For the even function, Fourier series in the interval −l < x < l is
∞
a0 X nπx
f (x) = + an cos (46)
2 n=1
l

2 l 2 l
Z Z
nπx
where a0 = f (x)dx, an = f (x) cos dx, bn = 0
l 0 l 0 l
2 For the odd function, Fourier series in the interval −l < x < l is
∞
X nπx
f (x) = bn sin (47)
n=1
l
Z l
2 nπx
where a0 = 0,an = 0, bn = f (x) sin dx 22 / 29
l 0 l
FOURIER SERIES (MODULE 3) Abhinav Tandon
Fourier series for an Arbitrary Period

Fourier series for an Arbitrary Period Contd.

iii). Similarly, in the above Fourier series, Case - II can also be considered
if c = 0 and the function f (x) is defined in the interval 0 < x < 2l.
1 If f (2l − x) = f (x), then
∞
a0 X nπx
f (x) = + an cos (48)
2 n=1
l
Z l Z l
2 2 nπx
where a0 = f (x)dx, an = f (x) cos dx, bn = 0.
l 0 l 0 l
2 If f (2l − x) = −f (x), then
∞
X nπx
f (x) = bn cos (49)
n=1
l
Z l
2 nπx
where a0 = 0,an = 0, bn = f (x) sin dx.
l 0 l

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Existence of Fourier series: Dirichlet conditions

Dirichlet conditions: Any function f (x) can be expressed as a

Fourier series in the interval −l < x < l, if
■ f (x) is periodic and single valued.
■ f (x) has only a finite number of discontinuities in −l < x <
l and has no infinite discontinuities,
■ f (x) has only a finite number of maxima and minima in −l <
x < l.
The above three conditions, called Dirichlet conditions, are sufficient
conditions for the existence of Fourier series. That is, if these conditions
are satisfied then the Fourier series converges to the function f (x).
Note:
1 At a point of discontinuity, the sum of the series is equal to the mean
of the limits on the left and right,
2 Dirichlet conditions are not necessary conditions. It implies that if
Dirichlet conditions satisfy, Fourier series converge to function f (x).
But, Fourier series may converge to f (x) if any of these conditions
violate.
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Half Range Series

Half Range Fourier Series

The Fourier series in the interval 0 < x < 2l is given as
∞ ∞
a0 X nπx X nπx
f (x) = + an cos + bn sin (50)
2 n=1
l n=1
l

1 2l 1 2l 1 2l
Z Z Z
nπx nπx
where a0 = f (x)dx, an = f (x) cos dx, bn = f (x) sin dx.
l 0 l 0 l l 0 l
So far, Fourier series expansions of a function f (x) is obtained for the
function which is periodic, defined in an interval 0 < x < 2l of length 2l.
But, at certain instances it is required to expand a function f (x) in half of
the range, that is, 0 < x < l. If it is required to expand a function f (x)
in the interval 0 < x < l, then it is immaterial what the function may be
outside the range 0 < x < l. That is, f (x) can be chosen arbitrarily in the
interval −l < x < 0.
The function f (x) defined in the interval 0 < x < l exhibits two half-range
Fourier series:
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FOURIER SERIES (MODULE 3) Abhinav Tandon
Half Range Series

Half-Range Cosine series

For the half-range cosine series in the interval (0, l), bn = 0. So, the
function f (x) can be extended by reflecting it in the y − axis in the interval
(−l, 0), so that f (−x) = f (x). Then, the extended function is even for
which bn = 0. The Fourier series expansion of f (x) will consists of cosine
terms only and given as:

Half-Range Cosine series

∞
a0 X nπx
f (x) = + an cos (51)
2 n=1
l
Z l Z l
2 2 nπx
where a0 = f (x)dx, an = f (x) cos dx, bn = 0
l 0 l 0 l

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Half Range Series

Half-Range Sine series

For the half-range sine series in the interval (0, l), a0 = an = 0. So,
the function f (x) can be extended by reflecting it under the origin in the
interval (−l, 0), so that f (−x) = −f (x). Then, the extended function
is odd for which a0 = an = 0. The Fourier series expansion of f (x) will
consists of sine terms only and given as:

Half-Range Sine series

∞
X nπx
f (x) = bn sin (52)
n=1
l
Z l
2 nπx
where bn = f (x) sin dx
l 0 l

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FOURIER SERIES (MODULE 3) Abhinav Tandon
Half Range Series

Half-Range Series Contd.

Note:
1 For half range series, it is not necessary for the function to be periodic
or even or odd in the given interval. Instead of it, through half range
series, the given function f (x) is extendable to become either even
periodic or odd periodic.
2 For finding half range series, the given interval (0, l) is changed to the
interval (−l, l), so the total length of interval becomes 2l.

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FOURIER SERIES (MODULE 3) Abhinav Tandon
References

References

[1] W. E. Boyce and R. C. DiPrima, Elementary Differential Equations

and Boundary Value Problems, 9th Edition, Wiley India, 2009.
[2] E. A. Coddington, An Introduction to Ordinary Differential Equations,
Prentice Hall India,1995.
[3] G. F. Simmons, Differential Equations with Applications and Histori-
cal Notes, TMH, 2nd ed., 2003.
[4] D. G. Zill and W.S. Wright, Advanced Engineering Mathematics,
Fourth Edition, 2005.

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