MAT-231
Introduction to Fourier Series
Md. Farhad Uddin
Assistant Professor
Department of Mathematics
University of Chittagong
Chittagong-4331, Bangladesh
Course Learning Materials
Required Text……
❖ Higher Engineering Mathematics
➢ Dr. B.S. Grewal, 42nd Edition, Khanna Publishers
❖ Engineering Mathematics
➢ A. Gangadharanion, Vol-II
❖ Fourier Series and Fourier Integrals and Their
Applications
➢ Goyal & Gupta
❖ Advanced Engineering Mathematics
➢ H. K. Das
Course Materials……
o Textbooks, PPT/Board, Lecture Notes
Outlines
❖ Introduction
❖ Basic Concepts and Definitions
❖ Conditions for a Fourier Expansion
❖ Change of Arbitrary Intervals
❖ Expansion of Odd or Even Functions
❖ Half-range Fourier Series
❖ Applications of Fourier Series
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 3
Fourier
Series
Introduction
The profound study of nature is the most fruitful
source of mathematics discoveries.
~~~~~ 𝑱𝒐𝒔𝒆𝒑𝒉 𝑭𝒐𝒖𝒓𝒊𝒆𝒓
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 5
Basic Concepts and Definitions
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 6
Basic Concepts and Definitions
Periodic phenomena
❑ To begin with Fourier series is to begin with periodic
function.
❑ The functions which exhibit a regularly repeating pattern.
❑ Many phenomena in science and engineering are periodic
and described in terms of periodic functions.
➢ Heartbeats in both human beings and animals
➢ Periodic motion of planets (moon orbiting the earth, rotation of earth)
➢ Mechanical oscillation (mass-spring system, pendulums, strings,
membranes)
➢ Oscillations in electrical circuits
➢ Flickering of a fluorescent light
➢ Wave motion (acoustic waves, electromagnetic waves, etc. etc………)
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 7
Periodic Function
❑ What is a Periodic function?
T T
A function 𝑓 𝑥 is said to be periodic if there exists a
number 𝑇 > 0 such that 𝑓 𝑥 = 𝑓(𝑥 + 𝑇) for every 𝑥.
The smallest such 𝑇 is called the period of 𝑓 𝑥 .
Properties of Periodic function:
❖ Intuitively, periodic functions have repetitive behavior.
❖ A periodic function can be depend on a finite interval, then copied and
pasted so that it repeats itself.
❖ Obviously, if 𝑻 is a period, then 𝒏𝑻 is also the period for function 𝒇 𝒙 . By
default, the term period in order to denote the minimum period of
function 𝒇 𝒙 . The minimum period is also called fundamental period.
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 8
Periodic Function
❖ It is sufficient to study any periodic function only at any interval 𝒙 ∈
𝒂, 𝒂 + 𝒕
❖ Any function given at finite interval 𝒙 ∈ 𝒂, 𝒃 can be periodically extended
for any 𝒙 with the period 𝑻 = 𝒃 − 𝒂
❖ A periodic function must be everlasting from −∞ 𝒕𝒐 ∞.
❖ The sine and cosine functions are the most “basic” periodic function.
Examples:
➢ 𝐬𝐢𝐧 𝒙 and 𝐜𝐨𝐬 𝒙 are periodic with period 𝟐𝝅
➢ 𝐬𝐢𝐧 𝝅𝒙 and 𝐜𝐨𝐬 (𝝅𝒙) are periodic with period 𝟐
𝟐𝝅𝒙 𝟐𝝅𝒙
➢ If L is a fixed number, then 𝐬𝐢𝐧 𝑳 and 𝐜𝐨𝐬 ( 𝑳 ) have period L
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 9
Even and Odd Function
❑ What is Even and Odd function?
A function 𝑓 𝑥 is said to be even if 𝑓 −𝑥 = 𝑓(𝑥).
A function 𝑓 𝑥 is said to be odd if 𝑓 −𝑥 = −𝑓(𝑥).
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 10
Even and Odd Function
Graphically,
➢ Even functions have symmetry about the y-axis.
➢ Odd functions have symmetry around the origin.
➢ Even function
A
𝒇 −𝒙 = 𝒇(𝒙)
0 π/2 π 3π/2
-A
➢ Odd function
A
𝒇 −𝒙 = −𝒇(𝒙)
0 π/2 π 3π/2
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 11
Even and Odd Function
Examples:
➢ Sums of even powers of 𝑥 are even: 𝟐𝒙𝟔 − 𝟕𝒙𝟒 + 𝟑𝐱 𝟐 − 𝟓
➢ Sums of odd powers of 𝑥 are odd: 𝟐𝒙𝟑 − 𝟕𝒙
➢ 𝐜𝐨𝐬 𝑥 is odd and 𝐬𝐢𝐧 𝑥 is odd
➢ Product of two even functions is even: 𝒙𝟒 𝐜𝐨𝐬 𝑥 is even
➢ Product of two odd functions is even: 𝒙𝟑 𝐬𝐢𝐧 𝑥 is even
➢ Product of an even function and an odd function is odd:
𝒙𝟒 𝐬𝐢𝐧 𝑥 is odd
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 12
Even and Odd Function
Integrating even function 𝑓 𝑥 over symmetric domain
➢ Let 𝐩 > 𝟎 be any fixed number. If 𝒇 𝑥 is an even function,
then
𝒑 𝒑
න 𝒇 𝑥 𝒅𝒙 = 𝟐 න 𝒇 𝑥 𝒅𝒙
−𝒑 𝟎
Intuition: The area under the curve on −𝒑, 𝟎 is the same as the area
under the curve on 𝟎, 𝒑 with the same sign. So, one can just find the area
under the curve on 𝟎, 𝒑 and double it!
A
A A
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 13
Even and Odd Function
Integrating odd function 𝑓 𝑥 over symmetric domain
➢ Let 𝐩 > 𝟎 be any fixed number. If 𝒇 𝑥 is an odd function,
then
𝒑
න 𝒇 𝑥 𝒅𝒙 = 𝟎
−𝒑
Intuition: The area under the curve on −𝒑, 𝟎 is the same as the area
under the curve on 𝟎, 𝒑 , but opposite in sign. So, they cancel each other
out!
-A
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 14
Sinusoidal Function
❑ What is a Sinusoidal function?
A function that is like a sine function in the sense that the
function can be produced by shifting, stretching or
compressing the sine function.
Standard Form for Sinusoidal Function
The graphs of the functions
𝒚 = 𝑨 𝒔𝒊𝒏 𝑩 𝒙 − 𝑪 + 𝑫 𝒂𝒏𝒅 𝒚 = 𝑨 𝒄𝒐𝒔 𝑩 𝒙 − 𝑪 + 𝑫
are transformations of the sine and cosine graphs.
𝑨 → 𝒂𝒎𝒑𝒍𝒊𝒕𝒖𝒅𝒆
𝑩 → 𝒄𝒚𝒄𝒍𝒆𝒔 𝒇𝒓𝒐𝒎 𝟎 𝒕𝒐 𝟐𝝅
𝟐𝝅
𝑷𝒆𝒓𝒊𝒐𝒅 →
𝑩
𝑪 → 𝒉𝒐𝒓𝒊𝒛𝒐𝒏𝒕𝒂𝒍 𝒔𝒉𝒊𝒇𝒕/
𝒑𝒉𝒂𝒔𝒆 𝒔𝒉𝒊𝒇𝒕
𝑫 → 𝒗𝒆𝒓𝒕𝒊𝒄𝒂𝒍 𝒔𝒉𝒊𝒇𝒕
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 15
Visualization for Fourier Series
New amplitude 2 nd Harmonic
amplitude
amplitude Fundamental
th
4 Harmonic
frequency
cos( 3
cos(5
aaa351cos( 00t0
t))t )
To obtain the exact signal, an infinite number
of sinusoids are required
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 16
Fourier Series
Important Integrals for Fourier Series
𝝅 𝝅
➢ −𝝅 𝒄𝒐𝒔 𝒏𝒙𝒅𝒙 =? ? ➢ −𝝅 𝒔𝒊𝒏 𝒏𝒙𝒅𝒙 =? ?
𝝅 𝝅
➢ −𝝅 𝒄𝒐𝒔𝟐 𝒏𝒙𝒅𝒙 =? ? ➢ −𝝅 𝒔𝒊𝒏𝟐 𝒏𝒙𝒅𝒙 =? ?
𝝅 𝝅
➢ −𝝅 𝒄𝒐𝒔 𝒎𝒙 ∙ 𝒄𝒐𝒔 𝒏𝒙 𝒅𝒙 =? ? ➢ −𝝅 𝒔𝒊𝒏 𝒎𝒙 ∙ 𝒔𝒊𝒏 𝒏𝒙 𝒅𝒙 =? ?
𝒂
𝒇 𝝅𝒙 = 𝟎 + σ∞ 𝒏=𝟏(𝒂 𝒏 𝒄𝒐𝒔 𝒏𝒙 + 𝒃 𝒔𝒊𝒏
𝝅 𝒏𝒙) (2)
➢ −𝝅 𝒄𝒐𝒔 𝟐𝒎𝒙 ∙ 𝒔𝒊𝒏 𝒏𝒙𝒅𝒙 =? ? ➢𝒏 −𝝅 𝒔𝒊𝒏 𝒎𝒙 𝒄𝒐𝒔 𝒏𝒙𝒅𝒙 =? ?
➢ 𝟏𝒗𝒖 = 𝒙𝒅 𝒗𝒖 − 𝒖𝟏 𝒗𝟐 + 𝒖𝟐 𝒗𝟑 − 𝒖𝟑 𝒗𝟒 + ⋯ ⋯
where, 𝒗𝟏 = 𝒙𝒅 𝒗 , 𝒗𝟐 = 𝒙𝒅 𝟏𝒗 , 𝒗𝟑 = … … 𝒏𝒐 𝒐𝒔 𝒅𝒏𝒂 𝒙𝒅 𝟐𝒗
𝒅𝒖 𝒅𝒖𝟏 𝒅𝒖𝟐
also, 𝒖𝟏 = , 𝒖𝟐 = , 𝒖𝟑 = 𝒂𝒏𝒅 𝒔𝒐 𝒐𝒏 … …
𝒅𝒙 𝒅𝒙 𝒅𝒙
➢ 𝒔𝒊𝒏 𝒏𝝅 =? ?, 𝒄𝒐𝒔 𝒏𝝅 =? ?
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 17
Fourier Series
❑ What is a Fourier Series?
A Fourier series is a representation employed to express
a periodic function 𝑓 𝑥 defined in the interval say
−𝜋, 𝜋 a linear relation between the sines and cosines of
the same period,
𝑎0
𝑓 𝑥 = + 𝑎1 cos 𝑥 + 𝑎2 cos 2𝑥 + ⋯ ⋯ + 𝑎𝑛 cos 𝑛𝑥 + ⋯ ⋯
2
+ 𝑏1 sin 𝑥 + 𝑏2 sin 2𝑥 + ⋯ ⋯ + 𝑏𝑛 sin 𝑛𝑥 + ⋯ ⋯ (1)
𝒂𝟎
𝒇 𝒙 = + σ∞
𝒏=𝟏(𝒂𝒏 𝒄𝒐𝒔 𝒏𝒙 + 𝒃𝒏 𝒔𝒊𝒏 𝒏𝒙) (2)
𝟐
𝟏 𝝅 𝟏 𝝅
𝒂𝟎 = න 𝒇 𝒙 𝒅𝒙 𝒂𝒏 = න 𝒇 𝒙 𝒄𝒐𝒔 𝒏𝒙𝒅𝒙
𝝅 −𝝅 𝝅 −𝝅
𝒂𝟎 , 𝒂𝒏 , 𝒃𝒏 are called the Fourier 𝟏 𝝅
𝒃𝒏 = න 𝒇 𝒙 𝒔𝒊𝒏 𝒏𝒙𝒅𝒙
coefficients or Euler coefficients 𝝅 −𝝅
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 18
Fourier Series
Important comments for Fourier Series
➢ Each of the functions 𝐜𝐨𝐬 𝒙 , 𝐜𝐨𝐬 𝟐𝒙 , 𝐜𝐨𝐬 𝟑𝒙 ,... all have 2π as a
period. The same is clearly true for 𝐬𝐢𝐧 𝒙 , 𝐬𝐢𝐧 𝟐𝒙 , 𝐬𝐢𝐧 𝟑𝒙 ,....
𝒂𝟎
➢ The letter is used because it can be thought as the coefficient of
𝟐
𝐜𝐨𝐬 𝟎 ∙ 𝒙𝒂 = 𝟏. One don’t need a 𝒃𝟎 term because 𝐬𝐢𝐧 𝟎 ∙ 𝒙 = 𝟎. The
𝒙 = 𝟎term
𝒇constant + σ∞ 𝒂𝟎 (𝒂 𝒄𝒐𝒔 𝒏𝒙 + 𝒃 𝒔𝒊𝒏 𝒏𝒙)
𝒏=𝟏is written
𝒏 (2)
in this 𝒏way to make the formula for 𝒂𝟎
𝟐 𝟐
look just like those of the other cosine coefficients 𝒂𝒏 .
➢ There is some terminology coming from acoustics and music:
the 𝒏 = 𝟏 frequency is called the fundamental, and the frequencies
𝒏 ≥ 𝟐 are called the higher harmonics (or overtones).
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 19
Fourier Series
➢ To find 𝒂𝟎 :
Integrating both sides of (1) from 𝒙 = −𝝅 𝒕𝒐 𝒙 = 𝝅 yields
𝟏 𝝅
𝒂𝟎 = න 𝒇 𝒙 𝒅𝒙
𝝅 −𝝅
➢ To find 𝒂𝒏 :
Multiply both sides of (1) by 𝐜𝐨𝐬 𝒏𝒙 & Integrate from
𝒙 =𝒂−𝝅 𝒕𝒐∞𝒙 = 𝝅 yields
𝒇 𝒙 = 𝟎
+ σ𝒏=𝟏(𝒂𝒏 𝒄𝒐𝒔 𝒏𝒙 + 𝒃𝒏 𝒔𝒊𝒏 𝒏𝒙) (2)
𝟐 𝟏 𝝅
𝒂𝒏 = න 𝒇 𝒙 𝐜𝐨𝐬 𝒏𝒙 𝒅𝒙
𝝅 −𝝅
➢ To find 𝒃𝒏 :
Multiply both sides of (1) by 𝐬𝐢𝐧 𝒏𝒙 & Integrate from
𝒙 = −𝝅 𝒕𝒐 𝒙 = 𝝅 yields
𝟏 𝝅
𝒃𝒏 = න 𝒇 𝒙 𝐬𝐢𝐧 𝒏𝒙 𝒅𝒙
𝝅 −𝝅
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 20
Graphical Representation
∞
−1; −2 ≤ 𝑥 < 0 2 𝑛
𝑛𝜋𝑥
𝑓 𝑥 =ቊ ⟹𝑓 𝑥 = 1 − −1 sin
1; 0≤𝑥<2 𝑛𝜋 2
𝑛=1
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 21
Condition
for the Convergence of
Fourier Series
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 22
Fourier Series
If the function 𝒇 𝒙 defined in the interval (−𝝅, 𝝅)
➢ is single-valued and bounded
➢ has at most a finite number of extrema, i.e. there must be a
finite number of maxima and minima in that interval
➢ has only a finite number of finite discontinuities
➢ is 𝒇 𝒙 + 𝟐𝝅 = 𝒇(𝒙) for values of 𝒙 outside −𝝅, 𝝅 , then
𝒂
𝒇 𝒙 = 𝑺𝟎 𝑷+𝒙σ∞=
𝒏=𝟏
𝒂𝟎
(𝒂+
𝒏 𝒄𝒐𝒔
σ 𝑷 𝒏𝒙 + 𝒃 𝒔𝒊𝒏 𝒏𝒙)
𝒏=𝟏 𝒂𝒏 𝒄𝒐𝒔
𝒏 𝒏𝒙 + 𝒃𝒏 𝒔𝒊𝒏 𝒏𝒙 (2)
𝟐 𝟐
can be expanded in a Fourier series which converges to 𝒇 𝒙 as
𝑷 → ∞ at values of 𝒙 for which 𝒇 𝒙 is continuous and to the
mean of the positive and negative limits at points of
discontinuity, i.e.
𝟏
𝒇 𝒙+ + 𝒇 𝒙− .
𝟐
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 23
Fourier Series
➢ The period of the function is not always 𝟐𝝅 but 𝑻 𝐨𝐫 𝟐𝑳 . This period must
be converted to the length 𝟐𝝅. In order to convert the Fourier series
defined in (−𝑳, 𝑳), the independent variable 𝒙 is also to be changed
proportionally.
𝝅
➢ Replace the variable 𝒙 by 𝒙, when 𝒙 = 𝑳 the new variable equals to 𝝅;
𝑳
when 𝒙 = − 𝑳 , it equals to − 𝝅. Therefore, the previous formulas (2) can
be used by simply making the change
𝒂𝟎 ∞ 𝒏𝝅𝒙 𝒏𝝅𝒙
(2) (3)
𝒂 σ𝒏𝒏=𝟏
𝒇 𝒙 =𝒇 𝒙 +=σ𝒏=𝟏
𝟎 ∞
𝟐
+(𝒂 𝒄𝒐𝒔𝒂𝒏𝒙
𝒏 𝒄𝒐𝒔
+ 𝒃𝒏 𝑳𝒔𝒊𝒏 + 𝒃𝒏 𝒔𝒊𝒏
𝒏𝒙) 𝑳
𝟐
𝟏 𝑳
𝒂𝟎 = න 𝒇 𝒙 𝒅𝒙
𝑳 −𝑳
𝟏 𝑳 𝒏𝝅𝒙
𝒂𝒏 = න 𝒇 𝒙 𝒄𝒐𝒔 𝒅𝒙
𝑳 −𝑳 𝑳
𝟏 𝑳 𝒏𝝅𝒙
𝒃𝒏 = න 𝒇 𝒙 𝒔𝒊𝒏 𝒅𝒙
𝑳 −𝑳 𝑳
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 24
Fourier Series
➢ If 𝒇(𝒙) is an even function
𝑳 𝑬𝒗𝒆𝒏
𝟏 𝟐 𝑳
ฑ 𝒅𝒙 = න 𝒇 𝒙 𝒅𝒙
𝒂𝟎 = න 𝒇(𝒙)
𝑳 −𝑳 𝑳 𝟎
𝑬𝒗𝒆𝒏
𝒂𝟎 𝑳 𝑬𝒗𝒆𝒏 𝑳
𝒇 𝒙 = 𝟏 σ∞
+ (𝒂𝒏 𝒄𝒐𝒔 𝒏𝝅𝒙
𝒏𝒙 + 𝒃𝒏 𝒔𝒊𝒏 𝟐
𝒏𝒙) 𝒏𝝅𝒙 (2)
𝒂𝒏 𝟐= න𝒏=𝟏 ฑ 𝒄𝒐𝒔
𝒇(𝒙) 𝒅𝒙 = න 𝒇 𝒙 𝒄𝒐𝒔 𝒅𝒙
𝑳 −𝑳 𝑳 𝑳 𝟎 𝑳
𝑬𝒗𝒆𝒏
𝑶𝒅𝒅
𝑬𝒗𝒆𝒏
𝟏 𝑳 𝒏𝝅𝒙
ฑ
𝒃𝒏 = න 𝒇(𝒙) 𝒔𝒊𝒏 𝒅𝒙 = 𝟎
𝑳 −𝑳 𝑳
𝑶𝒅𝒅
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 25
Fourier Series
➢ If 𝒇(𝒙) is an odd function
𝑶𝒅𝒅
𝟏 𝑳
ฑ 𝒅𝒙 = 𝟎
𝒂𝟎 = න 𝒇(𝒙)
𝑳 −𝑳
𝑬𝒗𝒆𝒏
𝒂 𝑳 𝑶𝒅𝒅
𝒇 𝒙 = 𝟎+ 𝟏 σ∞ 𝒏𝝅𝒙
(𝒂𝒏 𝒄𝒐𝒔 𝒏𝒙 + 𝒃𝒏 𝒔𝒊𝒏 𝒏𝒙) (2)
ฑ
𝒏=𝟏
𝒂𝒏 = න 𝒇(𝒙) 𝒄𝒐𝒔
𝟐 𝒅𝒙 = 𝟎
𝑳 −𝑳 𝑳
𝑶𝒅𝒅
𝑶𝒅𝒅
𝑶𝒅𝒅
𝟏 𝑳 𝒏𝝅𝒙 𝟐 𝑳 𝒏𝝅𝒙
ฑ
𝒃𝒏 = න 𝒇(𝒙) 𝒔𝒊𝒏 𝒅𝒙 = න 𝒇 𝒙 𝒔𝒊𝒏 𝒅𝒙
𝑳 −𝑳 𝑳 𝑳 𝟎 𝑳
𝑬𝒗𝒆𝒏
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 26
Fourier Series
➢ Summary
For even functions, you can automatically conclude (no
computations necessary for (𝒃𝒏 ) !) that the series of the even
function will contain only cosine terms
𝒂
𝒇 𝒙 = 𝟎 + σ∞ 𝒏=𝟏(𝒂𝒏 𝒄𝒐𝒔 𝒏𝒙 + 𝒃𝒏 𝒔𝒊𝒏 𝒏𝒙) (2)
For odd functions, you can automatically conclude (no
𝟐
computations necessary for (𝒂𝟎 𝒂𝒏𝒅 𝒂𝒏 ) !) that the series of the
odd function will contain only sine terms
In general, the function may be neither even nor odd. In that
case, the series contains both sine and cosine terms
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 27
Half-Range
Fourier Series
Fourier Series
➢ The given function 𝒇 𝒙 is defined in the interval 𝟎, 𝑳 and
it is immaterial whatever the function 𝒇 𝒙 may be outside
the interval 𝟎, 𝑳 .
➢ The function can be expanded to cover the interval −𝑳 𝑳 , so
that the new function may be odd or even.
➢ The extension
𝒂𝟎 ∞
of the functions period being made in such a
𝒇 𝒙that
way + σ𝒏=𝟏
= their (𝒂𝒏 𝒄𝒐𝒔
graphs 𝒏𝒙 + 𝒃either
became 𝒏 𝒔𝒊𝒏 𝒏𝒙) (2)
symmetrical to the axis
𝟐
of 𝒚 or symmetrical to 𝒐𝒓𝒊𝒈𝒊𝒏
➢ The expansion contains either only the 𝒄𝒐𝒔𝒊𝒏𝒆 terms along
with 𝒂𝟎 or only the 𝒔𝒊𝒏𝒆 terms.
➢ Different forms of Fourier series can be obtained for the same
function, Fourier 𝑭𝒐𝒖𝒓𝒊𝒆𝒓 𝒄𝒐𝒔𝒊𝒏𝒆 and 𝑭𝒐𝒖𝒓𝒊𝒆𝒓 𝒔𝒊𝒏𝒆 series.
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 29
Fourier Series
➢ The function 𝒇 𝒙 is defined in the interval 𝟎, 𝑳 and it is
expanded that the function 𝒇 𝒙 is 𝒆𝒗𝒆𝒏
𝒂𝟎 𝒏𝝅𝒙
𝒇 𝒙 = + σ∞
𝒏=𝟏 𝒂𝒏 𝒄𝒐𝒔
𝟐 𝑳
𝒂𝟎
𝒇 𝒙 = + σ∞
𝒏=𝟏 (𝒂𝒏 𝒄𝒐𝒔
𝟐 𝑳
𝒏𝒙 + 𝒃𝒏 𝒔𝒊𝒏 𝒏𝒙) (2)
𝟐 𝒂𝟎 = න 𝒇 𝒙 𝒅𝒙
𝑳 𝟎
𝟐 𝑳 𝒏𝝅𝒙
𝒂𝒏 = න 𝒇 𝒙 𝒄𝒐𝒔 𝒅𝒙
𝑳 𝟎 𝑳
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 30
Fourier Series
➢ The function 𝒇 𝒙 is defined in the interval 𝟎, 𝑳 and it is
expanded that the function 𝒇 𝒙 is 𝒐𝒅𝒅
𝒏𝝅𝒙
𝒇 𝒙 = σ∞
𝒏=𝟏 𝒃𝒏 𝒔𝒊𝒏 𝑳
𝒂𝟎
𝒇 𝒙 = + σ∞
𝒏=𝟏(𝒂𝒏 𝒄𝒐𝒔 𝒏𝒙 + 𝒃𝒏 𝒔𝒊𝒏 𝒏𝒙) (2)
𝟐
𝟐 𝑳 𝒏𝝅𝒙
𝒃𝒏 = න 𝒇 𝒙 𝒔𝒊𝒏 𝒅𝒙
𝑳 𝟎 𝑳
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 31
Worked out problems
❑ Prob.-1: Find the Fourier series expansion for
−𝝅; −𝝅 < 𝒙 < 𝟎
𝒇 𝒙 =ቊ .
𝒙; 𝟎<𝒙<𝝅
𝟏 𝟏 𝟏
Deduce the sum to infinity of the series + + + ⋯⋯
𝟏𝟐 𝟑𝟐 𝟓𝟐
Here, period 2𝐿 = 𝜋— −𝜋 = 2𝜋
Let the Fourier series of 𝑓 𝑥 be
∞
𝒂𝟎
𝒇 𝒙 = + 𝒂𝒏 𝒄𝒐𝒔(𝒏𝒙) + 𝒃𝒏 𝒔𝒊𝒏(𝒏𝒙) (𝟏)
𝟐
𝒏=𝟏
Now,
𝟏 𝝅 𝟏 𝟎 𝝅
𝝅
𝒂𝟎 = න 𝒇 𝒙 𝒅𝒙 = න 𝒇 𝒙 𝒅𝒙 + න 𝒇 𝒙 𝒅𝒙 = −
𝝅 −𝝅 𝝅 −𝝅 𝟎 𝟐
𝟏 𝝅 𝟐
𝒂𝒏 = න 𝒇 𝒙 𝒄𝒐𝒔 𝒏𝒙 𝒅𝒙 = ቐ 𝝅𝒏𝟐 ;
− 𝒘𝒉𝒆𝒏 𝒏 𝒊𝒔 𝒐𝒅𝒅
𝝅 −𝝅
𝟎; 𝒘𝒉𝒆𝒏 𝒏 𝒊𝒔 𝒆𝒗𝒆𝒏
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 32
Worked out problems
𝟑
𝟏 𝝅 ; 𝒘𝒉𝒆𝒏 𝒏 𝒊𝒔 𝒐𝒅𝒅
𝒃𝒏 = න 𝒇 𝒙 𝒔𝒊𝒏 𝒏𝒙 𝒅𝒙 = 𝒏
𝝅 −𝝅 𝟏
− ; 𝒘𝒉𝒆𝒏 𝒏 𝒊𝒔 𝒆𝒗𝒆𝒏
𝒏
Hence, the Fourier series of 𝑓 𝑥 becomes
𝝅 𝟐 𝟏 𝟏 𝟏
𝒇 𝒙 =− − 𝒄𝒐𝒔 𝒙 + 𝒄𝒐𝒔 𝟑𝒙 + 𝒄𝒐𝒔 𝟓𝒙 + ⋯ ⋯
𝟒 𝝅 𝟏𝟐 𝟑𝟐 𝟓𝟐
𝟏 𝟏 𝟏
+𝟑 𝒔𝒊𝒏 𝒙 + 𝒔𝒊𝒏 𝟑𝒙 + ⋯ ⋯ − 𝒔𝒊𝒏 𝟐𝒙 + 𝒔𝒊𝒏 𝟒𝒙 + ⋯ ⋯ 𝟐
𝟑 𝟐 𝟒
Now, putting 𝑥 = 0 in (2),
𝝅 𝟐 𝟏 𝟏 𝟏
𝒇 𝟎 =− − 𝟐
+ 𝟐
+ 𝟐
+ ⋯⋯ 𝟑
𝟒 𝝅 𝟏 𝟑 𝟓
𝟏 𝟏 𝝅
At 𝒙 = 𝟎, 𝒇 𝟎 = 𝒇 𝟎+ + 𝒇 𝟎− = 𝟎 − 𝝅 = −
𝟐 𝟐 𝟐
Hence, from (3),
𝝅 𝝅 𝟐 𝟏 𝟏 𝟏
− =− − + + + ⋯⋯
𝟐 𝟒 𝝅 𝟏𝟐 𝟑𝟐 𝟓𝟐
𝟏 𝟏 𝟏 𝝅𝟐
𝟐
+ 𝟐 + 𝟐 + ⋯⋯ =
𝟏 𝟑 𝟓 𝟖
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 33
Graphical presentation of Prob.-1
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 34
Worked out problems
???????????????????
❑ Find the Fourier series expansion for
−𝝅; −2 < 𝒙 < 𝟎
𝑎 𝒇 𝒙 =ቊ .
𝒙; 𝟎<𝒙<2
−𝝅; 0 < 𝒙 < 2
𝑏 𝒇 𝒙 =ቊ .
𝒙; 2<𝒙<4
???????????????????
Md. Farhad Uddin, Lecturer, Dept. of Mathematics, CU. 35
Worked out problems
❑ Prob.-2:
Find the Fourier half-range cosine series of 𝒇 𝑡
2𝑡; 0<𝑡<1
where, 𝒇 𝑡 =ቊ .
2 2−𝑡 ; 1<𝑡<2
Solution:
Here, period 2𝐿 = 2— −2 = 4 ⇒ 𝐿 = 2
Let the Fourier cosine series of 𝑓 𝑡 be
∞
𝒂𝟎 𝒏𝝅𝒕
𝒇 𝒕 = + 𝒂𝒏 𝒄𝒐𝒔 (𝟏)
𝟐 𝑳
𝒏=𝟏
𝟐 𝟐
Here, 𝒂𝟎 = 𝒇 𝒕 𝒅𝒕
𝑳 𝟎
𝟐 𝟏 𝟐
= 𝒇 𝟎 𝒕 𝒅𝒕 + 𝟐 = 𝒕𝒅 𝒕 𝒇 𝟏
𝟐
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 36
Worked out problems
𝟐 𝟐 𝒏𝝅𝒕
𝒂𝒏 = 𝒔𝒐𝒄 𝒕 𝒇 𝟎 𝒅𝒕
𝑳 𝑳
𝟏𝟔 𝒏𝝅 𝟖
= 𝒄𝒐𝒔 − 𝟐 𝟐 𝟏 + 𝒄𝒐𝒔 𝒏𝝅
𝒏𝟐 𝝅𝟐 𝟐 𝒏 𝝅
𝟎; 𝒘𝒉𝒆𝒏 𝒏 𝒊𝒔 𝒐𝒅𝒅
=൞
𝟏𝟔 𝒏\𝟐 𝟏𝟔
−𝟏 − ; 𝒘𝒉𝒆𝒏 𝒏 𝒊𝒔 𝒆𝒗𝒆𝒏
𝒏𝟐 𝝅𝟐 𝒏𝟐 𝝅𝟐
Thus,
𝟑𝟐 𝟑𝟐
𝑎2 = − 𝟐 𝟐, 𝑎4 = 0, 𝑎6 = − 𝟐 𝟐,
𝟐 𝝅 𝟔 𝝅
𝟑𝟐
𝑎8 = 0, 𝑎10 = − , 𝑎𝑛𝑑 𝑠𝑜 𝑜𝑛
𝟏𝟎𝟐 𝝅𝟐
Hence, the Fourier series of 𝑓 𝑥 becomes from (1)
𝟖 𝟖
𝒇 𝒙 =𝟏 − 𝟐 𝒄𝒐𝒔 𝝅𝒕 − 𝒄𝒐𝒔 𝟑𝝅𝒕 ⋯ ⋯ 𝟐
𝝅 𝟗 𝝅𝟐
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 37
Worked out problems
???????????????????
❑ (a) Find the Fourier half-range sine series of 𝒇 𝑡
(b) Find the Fourier series of 𝒇 𝑡
2𝑡; 0<𝑡<1
where, 𝒇 𝑡 =ቊ .
2 2−𝑡 ; 1<𝑡<2
???????????????????
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 38
Worked out problems
❑ A function 𝒇 𝒙 is defined within the range 0, 2𝜋
𝑥; 0<𝒙<𝜋
𝒇 𝒙 =ቊ .
2𝜋 − 𝒙; 𝜋 < 𝒙 < 2𝝅
Draw 𝒇 𝒙 for the range −4𝜋, 4𝜋 and express 𝒇 𝒙 as a Fourier series.
𝟏 𝟏 𝟏 𝜋2
Hence deduce that + + +⋯=
𝟏𝟐 𝟑𝟐 𝟓𝟐 8
𝜋𝑥; 0<𝒙<1
❑ If 𝒇 𝒙 = ቊ , obtain the Fourier series.
𝜋(2 − 𝒙); 1<𝒙<2
𝟏 𝟏 𝟏
Hence deduce that + + + ⋯⋯
𝟏𝟐 𝟑𝟐 𝟓𝟐
❑ Find the Fourier series expansion for
−𝝅; −2 < 𝒙 < 𝟎 −𝝅; 0 < 𝒙 < 2
𝑎 𝒇 𝒙 =ቊ . 𝑏 𝒇 𝒙 =ቊ .
𝒙; 𝟎<𝒙<2 𝒙; 2<𝒙<4
❑ Find the Fourier series for the function
𝑥; −𝜋 < 𝒙 < 𝟎 −𝑥; −𝜋 < 𝒙 < 𝟎
𝑎 𝒇 𝒙 =ቊ . 𝑏 𝒇 𝒙 =ቊ .
−𝒙; 𝟎 < 𝒙 < 𝜋 𝒙; 𝟎<𝒙<𝜋
𝟏 𝟏 𝟏 𝜋2
Hence, (i) for (a) deduce that 1 − + − + ⋯⋯ =
4 9 16 12
𝟏 𝟏 𝟏 𝜋2
(ii) for (b) deduce that + + +⋯=
𝟏𝟐 𝟑𝟐 𝟓𝟐 8
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 39
Worked out problems
❑ A function 𝒇 𝒙 is defined as 𝒇 𝒙 = 𝑥 2
(a) Express 𝒇 𝒙 as a Fourier sine and cosine series expansion within (0, 𝜋).
(b) Express 𝑓 𝑥 a Fourier cosine series expansion within the range (0, 𝜋).
(c) Express 𝒇 𝒙 as a Fourier series expansion within the range (0, 𝜋).
(d) Express 𝒇 𝒙 as a Fourier series expansion within the range (−𝜋, 𝜋).
Hence for (d), deduce that
1 1 1 𝜋2
(i) + + + ⋯⋯⋯ =
12 22 32 6
1 1 1 𝜋2
(ii) − + − ⋯⋯⋯ =
12 22 32 12
1 1 1 𝜋2
(iii) + + + ⋯⋯⋯ =
12 32 52 8
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 40
Worked out problems
❑ A function 𝒇 𝒙 is defined as 𝒇 𝒙 = 𝑥 3
(a) Express 𝒇 𝒙 as a Fourier sine and cosine series expansion within (0, 𝜋).
(b) Express 𝒇 𝒙 as a Fourier series expansion within the range (0, 𝜋).
(c) Express 𝒇 𝒙 as a Fourier series expansion within the range (−𝜋, 𝜋).
❑ Find the Fourier series expansion of the periodic function in the interval −2,2
shown by the graph given below
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 41
Change of Arbitrary Period
➢ The period of the function is not always 𝟐𝝅 but 𝑻 𝐨𝐫 𝟐𝒄 . This period must
be converted to the length 𝟐𝝅. In order to convert the Fourier series
defined in (−𝒄, 𝒄), the independent variable 𝒙 is also to be changed
proportionally.
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 42
Change of Arbitrary Period
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 43
Change of Arbitrary Period
Md. Farhad Uddin, Assistant Professor, Dept. of Mathematics, CU. 44