2.

6: COMPLEX FORM OF FOURIER SERIES

KIAM HEONG KWA
1. Complex Form of Fourier Series
Recall the Eulers formula
(1.1) e
iu
= cos u i sin u for all u R.
Solving for cos u and sin u yields the identities
(1.2) cos u =
e
iu
+ e
iu
2
and sin u = i
e
iu
e
iu
2
for all u R.
In view of these formulas, the Nth partial sum
(1.3) s
N
(x) = a
0
+
N

n=1
_
a
n
cos
nx
p
+ b
n
sin
nx
p
_
of the Fourier series T[f] of a 2p-periodic function f can be reformu-
lated as
s
N
(x) = a
0
+
N

n=1
_
a
n
_
e
inx/p
+ e
inx/p
2
_
+ ib
n
_
e
inx/p
e
inx
2
__
(1.4)
= a
0
+
N

n=1
__
a
n
ib
n
2
_
e
inx/p
+
_
a
n
+ ib
n
2
_
e
inx/p
_
.
Since
a
n
ib
n
=
1
p
__
p
p
f(x) cos
nx
p
dx i
_
p
p
f(x) sin
nx
p
dx
_
=
1
p
_
p
p
f(x)
_
cos
nx
p
i sin
nx
p
_
dx
=
1
p
_
p
p
f(x)e
inx/p
dx
and likewise
a
n
+ ib
n
=
1
p
_
p
p
f(x)e
inx/p
dx
Date: April 9, 2011.
1
2 KIAM HEONG KWA
for all n 1, it follows from (1.4) that
(1.5) s
N
(x) =
N

n=N
c
n
e
inx/p
,
where
(1.6) c
n
=
1
2p
_
p
p
f(x)e
inx/p
dx for n = 0, 1, 2, , N.
This calculation implies the following theorem.
Theorem 1.1. If f is a 2p-periodic piecewise smooth function, then
its Fourier series has the complex form
(1.7) T[f](x) =

n=
c
n
e
inx/p
,
where
(1.8) c
n
=
1
2p
_
p
p
f(x)e
inx/p
dx for all n Z
are called the complex Fourier coecients of f. We also write
c(f, n) for c
n
to emphasize the dependence of c
n
on f.
Remark 1. Let
T[f](x) = a
0
+

n=1
_
a
n
cos
nx
p
+ b
n
sin
nx
p
_
be the usual Fourier series of f, so that a
n
s and b
n
s are the Fourier
cosine and sine coecients of f, then
c
0
= a
0
, (1.9)
c
n
=
a
n
ib
n
2
c
n
=
a
n
+ ib
n
2
a
n
= c
n
+ c
n
b
n
= i(c
n
c
n
)
for all n N.
Example 1 (Exercise 2.6.1 in the text). Let f be the 2-periodic func-
tion such that
f(x) = cosh ax =
e
ax
+ e
ax
2
for < x < ,
2.6: COMPLEX FORM OF FOURIER SERIES 3
where a ,= 0, i, 2i, . Its complex Fourier coecients are
c
n
=
1
2
_

f(x)e
inx
dx
=
1
2
_

e
inx
cosh ax dx
=
1
4
_

e
inx
(e
ax
+ e
ax
) dx
=
1
4
_

[e
(ain)x
+ e
(a+in)x
] dx
=
1
4
_
e
(ain)x
a in

e
(a+in)x
a + in
_

=
1
4
_
e
(ain)
e
(ain)
a in
+
e
(a+in)
e
(a+in)
a + in
_
=
(1)
n
4
_
e
a
e
a
a in
+
e
a
e
a
a + in
_
because e
in
= (1)
n
for integer n
=
(1)
n
sinh a
2
_
1
a in
+
1
a + in
_
because sinh a =
e
a
e
a
2
=
(1)
n
sinh a
2
_
a + in + a in
a
2
(in)
2
_
=
(1)
n
a sinh a
(a
2
+ n
2
)
for all n Z. Hence
T[f](x) =

n=
(1)
n
a sinh a
(a
2
+ n
2
)
e
inx
=
a sinh a

n=
(1)
n
a
2
+ n
2
e
inx
.
Alternatively, using the fact that
T[g](x) =
sinh a

n=
(1)
n
a
2
+ n
2
(a + in)e
inx
,
where g is the 2-periodic function such that g(x) = e
ax
for < x <

1
, together with the observation
f(x) =
g(x) + g(x)
2
,
1
See example 1 in the text.
4 KIAM HEONG KWA
we have
T[f](x) =
1
2
T[g](x) +T[g](x)
=
sinh a
2
_

n=
(1)
n
a
2
+ n
2
(a + in)e
inx
+

n=
(1)
n
a
2
+ n
2
(a + in)e
inx
_
=
sinh a
2
_

n=
(1)
n
a
2
+ n
2
(a + in)e
inx
+

n=
(1)
n
a
2
+ n
2
(a in)e
inx
_
=
a sinh a

n=
(1)
n
a
2
+ n
2
e
inx
.
Example 2 (Exercise 2.6.3 in the text). Let f be the 2-periodic func-
tion such that
f(x) = cos ax =
e
ix
+ e
ix
2
for < x < ,
where a ,= 0, 1, 2, . Its complex Fourier coecients are
c
n
=
1
2
_

f(x)e
inx
dx
=
1
2
_

e
inx
cos ax dx
=
1
4
_

e
inx
(e
iax
+ e
iax
) dx
=
1
4
_

_
e
i(an)x
+ e
i(a+n)

dx
=
1
4i
_
e
i(an)x
a n
+
e
i(a+n)x
a + n
_

=
1
4i
_
e
i(an)
e
i(an)
a n
+
e
i(a+n)
e
i(a+n)
a + n
_
=
(1)
n
4i
_
e
ia
e
ia
a n
+
e
ia
e
ia
a + n
_
because e
in
= (1)
n
=
(1)
n
sin a
2
_
1
a n
+
1
a + n
_
because sin a =
e
ia
e
ia
2i
=
(1)
n
a sin a
(a
2
n
2
)
2.6: COMPLEX FORM OF FOURIER SERIES 5
for all n Z. So
T[f](x) =

n=
(1)
n
a sin a
(a
2
n
2
)
e
inx
=
a sin a

n=
(1)
n
a
2
n
2
e
inx
.
Alternatively, note that
cosh iax =
e
iax)
+ e
iax
2
= cos ax.
Hence if g is the 2-periodic function such that
g(x) = cosh iax for < x < ,
then
T[f](x) = T[g](x) =
ia sinh ia

n=
(1)
n
(ia)
2
+ n
2
e
inx
by example 1. Since also
sinh ia =
e
ia
e
ia
2
= i
e
ia
e
ia
2i
= i sin a,
it follows that
T[f](x) =
a sin a

n=
(1)
n
a
2
+ n
2
e
inx
.
Example 3 (Exercise 5 in the text). We have
f(x) = cos 2x + 2 sin 3x
=
e
2ix
+ e
2ix
2
+ 2
e
3ix
e
3ix
2i
= ie
3ix
+
1
2
e
2ix
+
1
2
e
2ix
ie
3ix
= T[f](x)
by the uniqueness of the Fourier series of f.
2. Mean Square Approximation and Parsevals Identity
A function f is called square integrable on the interval [p, p] if
and only if
_
p
p
f(x)
2
dx < . Let f be a 2p-periodic function with
the Fourier series T[f](x) =

n=
c
n
e
inx/p
. To measure how well
the Nth partial sum
(2.1) s
N
(x) =
N

n=N
c
n
e
inx/p
6 KIAM HEONG KWA
approximate f, we consider the mean (or total) square error of s
N
relative to f:
(2.2) E
N
(f) =
1
2p
_
p
p
[f(x) s
N
(x)[
2
dx.
It should be noted that f s
N
is a complex-valued function and [f s
N
[
denotes its complex modulus
2
. Expanding the right side of (2.2), we
have
E
N
(f) =
1
2p
_
p
p
[f(x) s
N
(x)] [f(x) s
N
(x)] dx
=
1
2p
_
p
p
[f(x) s
N
(x)]
_
f(x) s
N
(x)
_
dx
=
1
2p
_
p
p
_
f(x)f(x) + s
N
(x)s
N
(x) f(x)s
N
(x) f(x)s
N
(x)
_
dx
=
1
2p
_
p
p
_
[f(x)[
2
+[s
N
(x)[
2
21
_
f(x)s
N
(x)
__
dx,
2
For any complex number c = a + ib C, where a, b, R, the modulus of c is
given by
[c[ =

cc =
_
(a + ib)(a ib) =
_
a
2
+ b
2
,
where c = a ib is the complex conjugate of c. Note that [c[ = 0 if and only if
a = b = 0.
2.6: COMPLEX FORM OF FOURIER SERIES 7
where 1(fs
N
) denotes the real part of fs
N
3
Note that
1
2p
_
p
p
[s
N
(x)[
2
dx =
1
2p
_
p
p
s
N
(x)s
N
(x) dx
=
1
2p
_
p
p
N

m=N
c
m
e
imx/p
N

n=N
c
n
e
inx/p
dx
=
1
2p
_
p
p
N

m=N
c
m
e
imx/p
N

n=N
c
n
e
inx/p
dx
=
1
2p
_
p
p
N

m,n=N
c
m
c
n
e
imx/p
e
inx/p
dx
=
1
2p
N

m,n=N
c
m
c
n
_
p
p
e
imx/p
e
inx/p
dx
=
N

n=N
[c
n
[
2
,
where we have used the orthogonality relation
(2.3)
_
p
p
e
imx/p
e
inx/p
dx = 2p
mn
for m, n Z.
3
The real part of a complex number c = a + ib C, where a, b R, is the
number 1(c) = a, while its imaginary part is (c) = b.
8 KIAM HEONG KWA
Also,
1
2p
_
p
p
f(x)s
N
(x) dx =
1
2p
_
p
p
f(x)
N

n=N
c
n
e
inx/p
dx
=
1
2p
_
p
p
f(x)
N

n=N
c
n
e
inx/p
dx
=
1
2p
_
p
p
f(x)
N

n=N
c
n
e
inx/p
dx
=
1
2p
_
p
p
N

n=N
c
n
f(x)e
inx/p
dx
=
N

n=N
c
n
2p
_
p
p
f(x)e
inx/p
dx
=
N

n=N
[c
n
[
2
.
As a consequence, we have
Theorem 2.1. Let f be a square integrable function on the interval
[p, p] with complex Fourier coecients c
n
given by (1.8). Then
(2.4) E
N
(f) =
1
2p
_
p
p
[f(x)[
2
dx
N

n=N
[c
n
[
2
,
where E
N
(f) is the mean square error given by (2.2).
More is true. It can be shown that lim
N
E
N
(f) = 0 for any
square integrable function on [p, p], from which it follows the following
statement.
Theorem 2.2 (Parsevals identity). Let f be a square integrable func-
tion on the interval [p, p] with complex Fourier coecients c
n
given
by (1.8). Then
(2.5)
1
2p
_
p
p
[f(x)[
2
dx =

n=
[c
n
[
2
.
2.6: COMPLEX FORM OF FOURIER SERIES 9
A rigorous proof of Parsevals identity requires machinery beyond
the scope of this class. In short, it is because the space of square
integrable functions on [p, p] forms a Hilbert space, a generalization
of the notion of Euclidean space.
Exercise 1. Use (1.9) to rephrase Parsevals identity in terms of the
Fourier cosine and sine coecients a
n
s and b
n
s of the function f in
the statement of Parsevals identity. That is, show that
(2.6)
1
2p
_
p
p
[f(x)[
2
dx = a
2
0
+
1
2

n=1
_
a
2
n
+ b
2
n
_
.
Example 4 (Exercise 2.5.7 in the text). Let f be the 2-periodic func-
tion such that f(x) =
x
2
for < x < . Then
f(x) = T[f](x) =

n=1
(1)
n+1
n
sin nx.
In particular, a
n
= a(f, n) = 0 for all n 0 and b
n
= b(f, n) =
(1)
n+1
n
for all n 1. Hence Parsevals identity implies that

2
12
=
1
2
_

_
x
2
_
2
dx
=
1
2
_

f(x)
2
dx
= 0
2
+
1
2

n=1
_
0
2
+
_
(1)
n+1
n
_
2
_
=
1
2

n=1
1
n
2
.
So

n=1
1
n
2
=

2
6
.
Note that

n=1
1
n
2
=

n=1
n odd
1
n
2
+

n=1
n even
1
n
2
=

k=0
1
(2k + 1)
2
+

k=1
1
(2k)
2
.
10 KIAM HEONG KWA
Since

k=1
1
(2k)
2
=
1
4

k=1
1
k
2
=

2
24
,
it follows that

k=0
1
(2k + 1)
2
=

n=1
1
n
2

k=1
1
(2k)
2
=

2
6


2
24
=

2
8
.
Example 5 (Exercise 2.6.15(a) in the text). Let f be the 2-periodic
function such that f(x) = cosh ax for < x < , where a ,=
0, i, 2i, . By example 1, we have
T[f](x) =
a sinh a

n=
(1)
n
a
2
+ n
2
e
inx
.
In particular, c
n
= c(f, n) =
a sinh a

(1)
n
a
2
+ n
2
for all n Z. Hence,
for any a R, a ,= 0, the Parsevals identity implies that
1
2
+
sinh 2a
4a
=
1
2
_

cosh
2
ax dx
=
1
2
_

f(x)
2
dx
=

n=

a sinh a

(1)
n
a
2
+ n
2

2
=
a
2
sinh
2
a

n=
1
(a
2
+ n
2
)
2
,
so that

n=
1
(a
2
+ n
2
)
2
=

2
a
2
sinh
2
a
_
1
2
+
sinh 2a
4a
_
=

2a
2
sinh
2
a
_
+
sinh 2a
2a
_
.