Ordinary Differential Equations

[FDM 1023]

Chapter 6

FOURIER SERIES

6. Fourier Series

Learning Outcome
At the end of this section, you should be able
to:
Find the Fourier series of a periodic
function

6. Fourier Series

Definition
Periodic Function
A function
is said periodic if there exists a
smallest positive number  such that

 +  =
()

for all  in the domain.

6. Fourier Series

Example
 = 2

6. Fourier Series
Let
be a periodic function of period, 
If
can be expressed as the sum of an infinite
number of sine and cosine functions as follows



2 
2 

 =
+   cos
+  sin
2




then, this infinite sum is called the FOURIER SERIES of

.

6. Fourier Series



2 
2 

 =
+   cos
+  sin
2




 ,  ,   = 1,2, are known as Fourier coefficients

 - the amplitudes of the cosine terms in the series
 - the amplitudes of the sine terms in the series

6. Fourier Series



2 
2 

 =
+   cos
+  sin


2


The first few terms of the infinite series


2 
2 
4 

 =
+  cos
+  sin
+  cos



2
4 
+  sin
+


6. Fourier Series



2 
2 

 =
+   cos
+  sin
2




Fourier coefficients can be obtained by

2 #
 = !
 "
 
2 
2 #
"
 = !
 cos

 
2 #
2 
 = !
 sin
"
 


6. Fourier Series

Example 1
Find the Fourier series of
1 0 <  < 2

 =$
0 2 <  < 4

period  = 4

Solution
Step 1: Compute the Fourier coefficients


2 
2 


 =
+   cos
+  sin
2




6. Fourier Series
Step 1.1: Compute 

2 #
 = !
 "
 

1 0 <  < 2

 =$
0 2 <  < 4

2 (
= !
 "
4 


(
2
!
 " + !
 "
=
4 


(
1
=
! 1 " + ! 0 "
2 


1
= 2 0 = 1
2

=0

6. Fourier Series
Step 1.2: Compute 

2 #
2 
 = !
 cos
"
 


1 0 <  < 2

 =$
0 2 <  < 4
=0


(
2 
2 
2
! 1 cos
" + ! 0 cos
"
=
4 
4
4


 
1
" + 0
= ! cos
2
2 

1 2
 
=
sin
2 
2




6. Fourier Series
1 2
 
=
sin
2 
2
1
 
=
sin

2







1
 2
 0
=
sin
sin

2
2
1
=
sin 

=0

=0

=0

6. Fourier Series
Step 1.3: Compute 

2 #
2 
 = !
 sin
"
 


1 0 <  < 2

 =$
0 2 <  < 4
=0


(
2 
2 
2
=
! 1 sin
" + ! 0 sin
"
4 
4
4


1
 
= ! sin
" + 0
2 
2

1 2
 
=
cos
2 
2




6. Fourier Series
1
 
=
cos

2




1
 2
 0
=
cos
cos

2
2

1
=
cos  1

1  1
=


=1

6. Fourier Series
Step 2: Substitute the Fourier coefficients and 



2 
2 

 =
+   cos
+  sin
2





1
= +
2



1 1
= + 
2



=0

2 
1  1
2 
0 cos
+
sin
4

4
1

 
sin
2

6. Fourier Series

Exercise
Find the Fourier series of

 =$

0 5 <  < 0
1 0 <  < 5

period  =10

6. Fourier Series

Fourier Series when T=2L

Let
() be defined in the interval *, * + 2+
The Fourier series will now represented as



 
 

 =
+   cos
+  sin
2
+
+




2 
2 

 =
+   cos
+  sin
2




6. Fourier Series



 
 

 =
+   cos
+  sin
2
+
+


Fourier coefficients can be obtained by

1 ,-.
 = !

 "
+ ,

 
1 ,-.
 = !

 cos
"
+
+ ,
1 ,-.
 
 = !

 sin
"
+ ,
+

6. Fourier Series

Example 2
Find the Fourier series of the function of period,  = 2

 =  ,

1  < 1

Solution
Step 1: Compute the Fourier coefficients

Interval is *, * + 2+

* = 1

* + 2+ = 1 + = 1

6. Fourier Series


 
 

+   cos
+  sin

 =
2
+
+


1 ,-.
 = !

 "
+ ,

1 ,-.
 

 cos
"
 = !
+
+ ,
 
1 ,-.
 = !

 sin
"
+
+ ,

6. Fourier Series
Step 1.1: Compute 

1 ,-.
 = !

 "
+ ,
1 
= !  "
1 1
=





1

1 1
= =0
2 2

6. Fourier Series


Step 1.2: Compute 

1 ,-.
 
 = !

 cos
"
+ ,
+
1 
= !  cos   "
1 1
cos  
 sin  
=
+

 

1
0

1

cos  

(+)

sin  
() 

cos  
 

6. Fourier Series
 sin  
cos  
=
+

 


1

1
=
sin  sin 


1
=0+

=0

cos  cos 

1
+


cos  cos 

6. Fourier Series
Step 1.3: Compute 
,-.

1
 = !
+ ,

 

 sin
"
+

1 
= !  sin   "
1 1
 cos  
sin  
=
+

 

1
0

1

sin  

(+)

cos  


()
23  
 

6. Fourier Series


 cos  
sin  
=
+

  1
1
=
cos  cos 

1
+
sin  sin 



1
=
2 cos 

2 1
=


1
+


2 1 -
=


=0

2 sin 

6. Fourier Series
Step 2: Substitute the Fourier coefficients and +

 = 0 ,  = 0 ,

2 1 -
 =



 
 

 =
+   cos
+  sin
2
+
+




2 1 -
=
sin  



6. Fourier Series

Definition
Odd Function
A function is said to be an odd function if
4  = 4()

Examples: 4  = sin  , 4  =  , 4  =  5

Theorem
If
is an odd function, then
6

! 4  " = 0
16

6. Fourier Series

Definition
Even Function
A function is said to be an even function if
4  = 4()
Examples: 4  = cos  , 4  = 1 , 4  =  

Theorem
If
is an even function, then
6

! 4  " = 2 ! 4  "
16

6. Fourier Series
If both
and 4 are odd functions, then
4 is an even
function
If both
and 4 are even functions, then
4 is an even
function
If
is an odd function and 4 is an even function, then
4
is an odd function

6. Fourier Series

Theorem
For an odd function
, all amplitudes of cosine functions
 are zero



2 

 =
+   sin
2




 

 =
+   sin
2
+


Fourier Sine Series

 = 2+

6. Fourier Series

Theorem
For an even function
, all amplitudes of sine functions
 are zero



2 

 =
+   cos
2




 

 =
+   cos
2
+


Fourier Cosine Series

 = 2+

6. Fourier Series

Example 3
Find the Fourier series of the following function

 =   ,

 < ,

 = 2

Solution
Step 1: Compute the Fourier coefficients

Interval is *, * + 2+

* =

* + 2+ = + =

6. Fourier Series



 
 
+   cos
+  sin

 =
+
+
2


1 ,-.
 = !

 "
+ ,

1 ,-.
 

 cos
"
 = !
+
+ ,
 
1 ,-.
 = !

 sin
"
+
+ ,

6. Fourier Series
Step 1.1: Compute 

1 ,-.
 = !

 "
+ ,
1 7 
= !  "
17
7
5


1
=
3

17

1
=
5
3

2 5 2 
=
=
3
3

6. Fourier Series


Step 1.2: Compute 

1 ,-.
 
 = !

 cos
"
+ ,
+
1 7 
= !  cos  "
17

2 7 
 = !  cos  "

2
=

  sin



(+)

cos 

sin 
2
() 
2

9:2 
(+) 
sin 
5

2 cos 
2 sin 
+



5

7


6. Fourier Series
2
 =

  sin



2 cos 
2 sin 
+



5

7


4
2  =0
=
sin  0 +  cos  0


=0
4
5 sin  0

4
=  cos 

4
4


=  1 = 1



6. Fourier Series
Step 1.3: Compute 

Since   is an even function and based on theorem

 = 0

6. Fourier Series
Step 2: Substitute the Fourier coefficients and +

The Fourier series is




 

 =
+   cos
2
+
1
=
2
=

2 


3



+




+ 4  1


1


Fourier Cosine Series

4
 
cos



cos 



cos 2 cos 3
=
+ 4 cos  +

+
3
4
9