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LECTURE NOTES OF
FOURIER SERIES
Dr.A.T.Eswara
Professor and Head
Department of Mathematics
P.E.S.College of Engineering
Mandya -571 401
DEFINITIONS :
A function y = f(x) is said to be even, if f(-x) = f(x). The graph of the even function is
always symmetrical about the y-axis.
A function y=f(x) is said to be odd, if f(-x) = - f(x). The graph of the odd function is always
symmetrical about the origin.
For example, the function f(x) = x in [-1,1] is even as f(-x) = x x = f(x) and the
function f(x) = x in [-1,1] is odd as f(-x) = -x = -f(x). The graphs of these functions are
shown below :
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Graph of f(x) = x
Graph of f(x) = x
Note that the graph of f(x) = x is symmetrical about the y-axis and the graph of f(x) = x is
symmetrical about the origin.
For example,
1. h(x) = x2 cosx is even, since both x2 and cosx are even functions
2. h(x) = xsinx is even, since x and sinx are odd functions
3. h(x) = x2 sinx is odd, since x2 is even and sinx is odd.
a
f ( x)dx 2 f ( x)dx
0
f ( x)dx 0
For example,
a
and
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PERIODIC FUNCTIONS :A periodic function has a basic shape which is repeated over and over again. The
fundamental range is the time (or sometimes distance) over which the basic shape is defined.
The length of the fundamental range is called the period.
A general periodic function f(x) of period T satisfies the condition
f(x+T) = f(x)
Here f(x) is a real-valued function and T is a positive real number.
As a consequence, it follows that
f(x) = f(x+T) = f(x+2T) = f(x+3T) = .. = f(x+nT)
Thus,
f(x) = f(x+nT), n=1,2,3,..
The function f(x) = sinx is periodic of period 2 since
Sin(x+2n) = sinx, n=1,2,3,..
The graph of the function is shown below :
Note that the graph of the function between 0 and 2 is the same as that between 2 and 4
and so on. It may be verified that a linear combination of periodic functions is also periodic.
FOURIER SERIES
A Fourier series of a periodic function consists of a sum of sine and cosine terms. Sines and
cosines are the most fundamental periodic functions.
The Fourier series is named after the French Mathematician and Physicist Jacques Fourier
(1768 1830). Fourier series has its application in problems pertaining to Heat conduction,
acoustics, etc. The subject matter may be divided into the following sub topics.
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FOURIER SERIES
Series with
arbitrary period
Half-range series
Complex series
Harmonic Analysis
an
bn
1
l
1
l
1
l
a 2l
f ( x)dx
(1)
a 2l
a 2l
n
f ( x) cos
xdx,
l
n 1,2,3,..... (2)
n
f ( x) sin
l
n 1,2,3,...... (3)
xdx,
a0
n
n
an cos
(4)
x bn sin
x
2 n 1
l
l
is called the Fourier series of f(x) in the interval (a,a+2l). Also, the real numbers a0, a1, a2,
.an, and b1, b2 , .bn are called the Fourier coefficients of f(x). The formulae (1), (2) and
(3) are called Eulers formulae.
It can be proved that the sum of the series (4) is f(x) if f(x) is continuous at x. Thus we have
a
n
n
f(x) = 0 an cos
(5)
x bn sin
x .
2 n 1
l
l
Suppose f(x) is discontinuous at x, then the sum of the series (4) would be
1
f ( x ) f ( x )
2
where f(x+) and f(x-) are the values of f(x) immediately to the right and to the left of f(x)
respectively.
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Particular Cases
Case (i)
Suppose a=0. Then f(x) is defined over the interval (0,2l). Formulae (1), (2), (3) reduce to
2l
1
a0 f ( x)dx
l0
1
n
an f ( x) cos
xdx,
l0
l
2l
1
n
f ( x) sin
l0
l
2l
bn
n 1,2,......
(6)
xdx,
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (0,2l).
If we set l=, then f(x) is defined over the interval (0,2). Formulae (6) reduce to
a0 =
an
bn
f ( x)dx
0
f ( x) cosnxdx ,
0
n=1,2,..
(7)
f ( x) sin nxdx
n=1,2,..
a0
an cos nx bn sin nx
2 n 1
(8)
Case (ii)
Suppose a=-l. Then f(x) is defined over the interval (-l , l). Formulae (1), (2) (3) reduce to
n =1,2,
1
a0 f ( x)dx
l l
1
n
f ( x) cos
xdx
l l
l
l
an
1
n
f ( x) sin
l l
l
l
bn
(9)
xdx, n=1,2,
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (-l , l).
If we set l = , then f(x) is defined over the interval (-, ). Formulae (9) reduce to
a0 =
f ( x)dx
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an
bn
f ( x) cos nxdx,
n=1,2,..
(10)
f ( x) sin nxdx
n=1,2,..
a0
an cos nx bn sin nx
2 n 1
PARTIAL SUMS
The Fourier series gives the exact value of the function. It uses an infinite number of terms
which is impossible to calculate. However, we can find the sum through the partial sum SN
defined as follows :
n N
n
n
S N ( x) a0 an cos
x bn sin
x where N takes positive
l
l
n 1
integral values.
In particular, the partial sums for N=1,2 are
x
x
S1 ( x) a0 a1 cos b1 sin
l
l
x
x
2x
2x
S 2 ( x) a0 a1 cos b1 sin a2 cos
b2 sin
l
l
l
l
If we draw the graphs of partial sums and compare these with the graph of the original
function f(x), it may be verified that SN(x) approximates f(x) for some large N.
v1 vdx, v2 v1dx,......
We illustrate the rule, through the following examples :
sin nx cos nx
2
2 cos nx
x sin nxdx x n 2 x n2 2 n3
2x
2x
e2 x e2 x
3 2x
3 e
2 e
x
e
dx
3
x
6
x
2
4
8 16
2.
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e ax
a cosbx b sin bx
a 2 b2
e ax
ax
a sin bx b cosbx
e
sin
bxdx
a 2 b2
ax
e cosbxdx
3.
If n is integer, then
sin n = 0 ,
cosn = (-1)n ,
sin2n = 0,
cos2n=1
Examples
1. Obtain the Fourier expansion of
1
x in - < x <
2
f(x) =
We have,
a0
=
1
2
an
f ( x)dx
2 ( x)dx
x
x
2
f ( x) cos nxdx
2 ( x) cosnxdx
1
0 0
2
bn
1
cos nx
sin nx
(1)
x
2
n
2 ( x) sin nxdx
cos nx
sin nx
(1)
x n
2
n
(1) n
n
a0
an cos nx bn sin nx
2 n 1
n 1
we get,
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(1) n
sin nx
2 n 1 n
This is the required Fourier expansion of the given function.
f ( x)
2. Obtain the Fourier expansion of f(x)=e-ax in the interval (-, ). Deduce that
(1) n
cosech 2
n2 n 1
2
Here,
a0
ax
1 e ax
dx
e a e a 2 sinh a
a
a
1
an e ax cos nxdx
1 e ax
a cos nx n sin nx
an 2
2
a n
2a (1) n sinh a
a 2 n2
bn =
ax
sin nxdx
1 e ax
a sin nx n cos nx
=
2
2
a n
2n (1) n sinh a
=
a 2 n2
Thus,
f(x) =
sinh a 2a sinh a
(1) n
2
n(1) n
cos
nx
sinh
a
sin nx
2
2
2
2
n 1 a n
n 1 a n
(1) n
2
n 1 n 1
or
1=
sinh
2 sinh 1 (1) n
2 n 2 n 2 1
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or
2 sinh
1=
(1) n
2
n2 n 1
Thus,
(1) n
2
n2 n 1
cosech 2
This is the desired deduction.
3. Obtain the Fourier expansion of f(x) = x2 over the interval (-, ). Deduce that
2
1 1
1 2 2 ......
6
2
3
The function f(x) is even. Hence
1
2
a0 = f ( x)dx = f ( x)dx
2 x
x dx
3
2
2
3
a0
or
an
=
=
f ( x) cos nxdx
f ( x) cos nxdx,
cos nxdx
2 sin nx
cos nx sin nx
an x 2
2 x
2
2
3
n
n
n
0
Also,
bn
4(1) n
n2
f ( x) sin nxdx 0
Thus
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f ( x)
2
3
10
( 1) n cos nx
n2
n 1
1
2
n 1 n
1 2
1 n 2 6
Hence,
2
6
1
1
2 .....
2
2
3
Deduce that
1 1
......
8
32 52
The graph of f(x) is shown below.
1
a0 =
f ( x)dx =
f ( x)dx
0
xdx
0
an
x cos nxdx
0
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11
2 sin nx cos nx
x n 1 n 2
0
=
2
2 (1) n 1
n
Also,
bn
f ( x) sin nxdx 0 ,
f ( x)
For x= , we get
f ( )
or
2
2
1
(1)
n 1
1
(1)
n
2
1 cos nx
n 1
1 cos n
2 cos(2n 1)
(2n 1) 2
n 1
Thus,
1
2
n 1 ( 2n 1)
1 1
......
8
32 52
This is the series as required.
or
dx
xdx
2
0
1
an cos nxdx x cos nxdx
0
1
2 (1) n 1
n
a0
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sin
nxdx
x sin nxdx
bn
12
1
1 2(1) n
n
Fourier series is
1 1
1 2(1) n
2 (1) n 1 cos nx
sin nx
4 n 1 n
n
n 1
Note that the point x=0 is a point of discontinuity of f(x). Here f(x+) =0, f(x-)=- at x=0.
1
1
[ f ( x ) f ( x )] 0
Hence
2
2
2
The Fourier expansion of f(x) at x=0 becomes
1 1
2 [( 1) n 1]
2
4 n 1 n
f(x) =
or
2
4
1
[( 1) n 1]
2
n 1 n
Simplifying we get,
1 1
......
32 52
6. Obtain the Fourier series of f(x) = 1-x2 over the interval (-1,1).
The given function is even, as f(-x) = f(x). Also period of f(x) is 1-(-1)=2
Here
1
a0 =
1
f ( x)dx = 2 f ( x)dx
1 1
0
1
x3
= 2 (1 x )dx 2 x
3 0
0
4
3
1
1
an f ( x) cos(nx)dx
1 1
1
2 f ( x) cos(nx)dx
= 2 (1 x 2 ) cos(nx)dx
0
cos nx
sin nx
sin nx
(2)
an 2 1 x 2
(2 x)
2
3
n
(n )
(n ) 0
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4(1) n1
n 2 2
1
1
bn f ( x) sin(nx)dx
1 1
13
2 4 (1) n 1
cos(nx)
3 2 n 1 n 2
f(x) =
f(x) = 4 x
3
1 in0 x
3
2
Deduce that
2
8
1 1
......
32 52
3 3
3
2 2
f(-x) = f(x). Hence f(x) is even
3/ 2
1
2
a0
f ( x)dx
3 / 2 3 / 2
3/ 2
4
3
3/ 2
1
0
3/ 2
f ( x)dx
0
4x
dx 0
3
1
nx
f ( x) cos
dx
3 / 2 3 / 2
3/ 2
3/ 2
an
2
3/ 2
2nx
dx
3
3/ 2
f ( x) cos
0
2nx
cos 2nx
sin
4 4x
3 4
3
1
3
3 2n 3 2n 2
3
3
4
n
2
1 (1)
3/ 2
Also,
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14
3
nx
1 2
dx 0
bn f ( x) sin
3
3 3
2
2
Thus
f(x) =
1
2 n x
n 1 (1) cos 3
n 1
1
n 1 (1)
n 1
8
1
1
1 2 2 ......
2
3 5
1 1
1 2 2 ......
8
3 5
or
1=
Thus,
NOTE
Here verify the validity of Fourier expansion through partial sums by considering an
example. We recall that the Fourier expansion of f(x) = x2 over (- , ) is
f ( x)
2
3
(1) n cos nx
n2
n 1
Let us define
(1) n cos nx
3
n2
n 1
The partial sums corresponding to N = 1,2,..6
S N ( x)
S1 ( x)
are
S 2 ( x)
2
3
2
3
n N
4 cos x
4 cos x cos 2 x
4
1
4
1
4 cos x cos 2 x cos3x cos 4 x cos5 x cos5 x
3
9
4
25
9
The graphs of S1 , S2 , S6 against the graph of f(x) = x2 are plotted individually and shown
below :
S6 ( x)
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On comparison, we find that the graph of f(x) = x2 coincides with that of S6 (x). This verifies
the validity of Fourier expansion for the function considered.
Exercise
Check for the validity of Fourier expansion through partial sums along with relevant graphs
for other examples also.
HALF-RANGE FOURIER SERIES
The Fourier expansion of the periodic function f(x) of period 2l may contain both sine and
cosine terms. Many a time it is required to obtain the Fourier expansion of f(x) in the interval
(0,l) which is regarded as half interval. The definition can be extended to the other half in
such a manner that the function becomes even or odd. This will result in cosine series or sine
series only.
Sine series :
Suppose f(x) = (x) is given in the interval (0,l). Then we define f(x) = -(-x) in (-l,0).
Hence f(x) becomes an odd function in (-l , l). The Fourier series then is
nx
f ( x) bn sin
l
n 1
l
2
nx
bn f ( x) sin
where
dx
l 0
l
The series (11) is called half-range sine series over (0,l).
(11)
Putting l= in (11), we obtain the half-range sine series of f(x) over (0,) given by
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f ( x) bn sin nx
n 1
bn
f ( x) sin nxdx
0
Cosine series :
Let us define
( x)
f ( x)
( x)
a
nx
f ( x) 0 an cos
2 n 1
l
where,
l
2
a0 f ( x)dx
l 0
(12)
2
nx
f ( x) cos
dx
l 0
l
The series (12) is called half-range cosine series over (0,l)
l
an
f ( x)
a0
a n cos nx
2 n1
where
a0
an
f ( x)dx
0
f ( x) cos nxdx
n 1,2,3,..
Examples :
1. Expand f(x) = x(-x) as half-range sine series over the interval (0,).
We have,
bn
f ( x) sin nxdx
0
(x x ) sin nxdx
17
2
cos nx
sin nx
cos nx
bn x x 2
2 x
(2) 3
2
n 0
4
3 1 (1) n
n
The sine series of f(x) is
4 1
f ( x) 3 1 (1) n sin nx
n 1 n
x
,
0
2
f ( x)
x, x
over(0, )
Here
2 2
a0
xdx
x
)
dx
2
0
2 2
an
x cos nxdx ( x) cos nxdx
n
2
8
, n 2,6,10,.....
n 2
Thus, the Fourier cosine series is
2 cos 2 x cos6 x cos10x
......
f(x) = 2
2
2
4 1
3
5
2
a0 (c x)dx c
c0
2
nx
(c x) cos
dx
c0
c
Integrating by parts and simplifying we get,
c
an
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2c
1 (1) n
2 2
n
The cosine series is given by
an
f(x) =
18
c 2c 1
nx
2 2 1 (1) n cos
2 n 1 n
c
Exercices:
Obtain the Fourier series of the following functions over the specified intervals :
x2
over (-, )
4
2. f(x) = 2x + 3x2 over (-, )
1. f(x) = x
x
3. f(x) =
over (0, 2 )
2
2
1 1
1 .......
4
3 5
2
1 1
2 2 .......
5. f(x) = x over (-, ) ; Deduce that
8 1 3
x, x 0
6. f(x) =
over (-, )
x,0 x
Deduce that
2 1 1
.......
8 12 32
1, x 0
7. f(x) = 0, x 0
over (-, )
1,0 x
1 1
1 .......
Deduce that
4
3 5
8. f(x) = x sinx over 0 x 2 ; Deduce that
1
3
2
4
n2 n 1
0,2 x 0
9. f(x) =
over (-2 , 2)
a,0 x 2
10. f(x) = x(2-x) over (0,3)
11. f(x) = x2 over (-1,1)
x,0 x 1
12. f(x) =
(2 x),1 x 2
4. f(x) = x
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Obtain the half-range sine series of the following functions over the specified intervals :
13. f(x) = cosx over (0,)
14. f(x) = sin3x over (0,)
15. f(x) = lx-x2 over (0 , l)
Obtain the half-range cosine series of the following functions over the specified intervals :
16. f(x) = x2 over (0,)
17. f(x) = xsinx
over (0,)
18. f(x) = (x-1)2 over (0,1)
l
kx,0 x 2
19. f(x) =
k (l x), l x l
HARMONIC ANALYSIS
The Fourier series of a known function f(x) in a given interval may be found by finding the
Fourier coefficients. The method described cannot be employed when f(x) is not known
explicitly, but defined through the values of the function at some equidistant points. In such a
case, the integrals in Eulers formulae cannot be evaluated. Harmonic analysis is the process
of finding the Fourier coefficients numerically.
To derive the relevant formulae for Fourier coefficients in Harmonic analysis, we employ the
following result :
The mean value of a continuous function f(x) over the interval (a,b) denoted by [f(x)] is
b
1
f ( x)
f ( x)dx .
defined as
b a a
The Fourier coefficients defined through Eulers formulae, (1), (2), (3) may be redefined as
1 a 2l
a0 2
f ( x)dx 2[ f ( x)]
2l a
1 a 2l
nx
nx
an 2
f
(
x
)
cos
dx 2 f ( x) cos
l
l
2l a
1 a 2l
nx
nx
bn 2
f
(
x
)
sin
dx 2 f ( x) sin
l
l
2l a
Using these in (5), we obtain the Fourier series of f(x). The term a1cosx+b1sinx is called the
first harmonic or fundamental harmonic, the term a2cos2x+b2sin2x is called the second
harmonic and so on. The amplitude of the first harmonic is
harmonic is
a12 b12
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Examples
1. Find the first two harmonics of the Fourier series of f(x) given the following table :
2
4
5
2
3
3
3
3
f(x)
1.0
1.4
1.9
1.7
1.5
1.2
1.0
Note that the values of y = f(x) are spread over the interval 0 x 2 and f(0) = f(2) = 1.0.
Hence the function is periodic and so we omit the last value f(2) = 0. We prepare the
following table to compute the first two harmonics.
x0
y = f(x)
cosx
cos2x
sinx
sin2x
ycosx
ycos2
x
ysinx
ysin2x
1.0
60
1.4
0.5
-0.5
0.866
0.866
0.7
-0.7
1.2124
1.2124
120
1.9
-0.5
-0.5
0.866
-0.866
-0.95
-0.95
1.6454
-1.6454
180
1.7
-1
-1.7
1.7
240
1.5
-0.5
-0.5
-0.866
0.866
-0.75
-0.75
1.299
1.299
300
1.2
0.5
-0.5
-0.866
-0.866
0.6
-0.6
-1.0392
-1.0392
-1.1
-0.3
3.1176
-0.1732
Total
We have
nx
an 2 f ( x) cos
2[ y cos nx]
l
nx
bn 2 f ( x) sin
2[ y sin nx]
l
2 y cos x
2(1.1)
0.367
6
6
2 y cos 2 x 2(0.3)
a2 2[ y cos 2 x]
0.1
6
6
a1 2[ y cos x]
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b1 [ y sin x]
2 y sin x
b2 [ y sin 2 x]
21
1.0392
2 y sin 2 x
0.0577
6
The first two harmonics are a1cosx+b1sinx and a2cos2x+b2sin2x. That is (-0.367cosx +
1.0392 sinx) and (-0.1cos2x 0.0577sin2x)
2. Express y as a Fourier series upto the third harmonic given the following values :
x
y
0
4
1
8
2
15
3
7
4
6
5
2
The values of y at x=0,1,2,3,4,5 are given and hence the interval of x should be 0 x < 6. The
length of the interval = 6-0 = 6, so that 2l = 6 or l = 3.
The Fourier series upto the third harmonic is
y
a0
x
x
2x
2x
3x
3x
a1 cos b1 sin a2 cos
b2 sin
b3 sin
a3 cos
2
l
l
l
l
l
l
a0
x
x
2x
2x
3x
3x
a1 cos b1 sin a2 cos
b2 sin
b3 sin
a3 cos
2
3
3
3
3
3
3
or
Put
, then
a0
a1 cos b1 sin a2 cos 2 b2 sin 2 a3 cos3 b3 sin 3
2
We prepare the following table using the given values :
y
x
3
(1)
ycos
ycos2
ycos3
ysin
ysin2
ysin3
04
600
08
-4
-8
6.928
6.928
1200
15
-7.5
-7.5
15
12.99
-12.99
1800
07
-7
-7
2400
06
-3
-3
-5.196
5.196
3000
02
-1
-2
-1.732
-1.732
42
-8.5
-4.5
12.99
-2.598
Total
21
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a0 2[ f ( x)] 2[ y ]
2 y
6
22
1
(42) 14
3
2
(8.5) 2.833
6
2
b1 2[ y sin ] (12.99) 4.33
6
2
a2 2[ y cos 2 ] (4.5) 1.5
6
2
b2 2[ y sin 2 ] (2.598) 0.866
6
2
a3 2[ y cos3 ] (8) 2.667
6
b3 2[ y sin 3 ] 0
a1 2[ y cos ]
3. The following table gives the variations of a periodic current A over a period T :
t(secs)
T/6
T/3
T/2
2T/3
5T/6
A (amp)
1.98
1.30
1.05
1.30
-0.88
-0.25
1.98
Show that there is a constant part of 0.75amp. in the current A and obtain the amplitude of the
first harmonic.
Note that the values of A at t=0 and t=T are the same. Hence A(t) is a periodic function of
2
period T. Let us denote
t . We have
T
a0 2[ A]
2
a1 2 A cos t 2[ A cos ]
T
2
b1 2 A sin t 2[ A sin ]
T
(1)
22
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2t
T
23
cos
sin
Acos
Asin
1.98
1.98
T/6
600
1.30
0.5
0.866
0.65
1.1258
T/3
1200
1.05
-0.5
0.866
-0.525
0.9093
T/2
1800
1.30
-1
-1.30
2T/3
2400
-0.88
-0.5
-0.866
0.44
0.7621
5T/6
3000
-0.25
0.5
-0.866
-0.125
0.2165
1.12
3.0137
Total
4.5
4 .5
1.5
6
3
2 A cos 1.12
a1
0.3733
6
3
2 A sin 3.0137
b1
1.0046
6
3
The Fourier expansion upto the first harmonic is
a0
a0
2t
2t
a1 cos
b1 sin
2
T
T
2t
2t
0.75 0.3733cos
1.0046sin
T
T
The expression shows that A has a constant part 0.75 in it. Also the amplitude of the first
harmonic is
23
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24
ASSIGNMENT :
1. The displacement y of a part of a mechanism is tabulated with corresponding angular
movement x0 of the crank. Express y as a Fourier series upto the third harmonic.
x0
30
60
90
120
150
180
210
240
270
300
330
1.80
1.10
0.30
0.16
1.50
1.30
2.16
1.25
1.30
1.52
1.76
2.00
2. Obtain the Fourier series of y upto the second harmonic using the following table :
x0
45
90
135
180
225
270
315
360
4.0
3.8
2.4
2.0
-1.5
2.8
3.4
3. Obtain the constant term and the coefficients of the first sine and cosine terms in the
Fourier expansion of y as given in the following table :
x
18
24
28
26
20
4. Find the Fourier series of y upto the second harmonic from the following table :
x
10
12
9.0
18.2
24.4
27.8
27.5
22.0
9.0
5. Obtain the first three coefficients in the Fourier cosine series for y, where y is given in the
following table :
x
15
6. The turning moment T is given for a series of values of the crank angle 0 = 750 .
24
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25
30
60
90
120
150
180
5224
8097
7850
5499
2626
Obtain the first four terms in a series of sines to represent T and calculate T at = 750 .
25
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