MATH 115

ADVANCED ENGINEERING
MATHEMATICS
FOURIER SERIES
Fourier series are the basic tool for representing
periodic functions, which play an important role in
applications.
A function f(x) is called a periodic function if f(x)
is defined for all real x (perhaps except at some
points) such as
and if there is some positive number p, called a
period of f(x), such that
FOURIER SERIES
The graph of a periodic function is obtained by
periodic repetition of its graph in any interval of
length p.
If f(x) has a period p, it also has the period 2p
because
Also, it has the period 3p because
FOURIER SERIES
In effect, for any integer n = 1, 2, 3, . . .
Furthermore if f(x) and g(x) have a period p, then
with any constant a and b also has the period p.
FOURIER SERIES
Graph of sinx and cosx and the linear combination.
FOURIER SERIES
Graph of sinx and cosx and the linear combination.
FOURIER SERIES
Graph of sin2x and cosx and the linear combination.
FOURIER SERIES
Familiar periodic functions are
the cosine
and sine functions.
While, functions that are not periodic are
polynomial functions,
exponential functions,
logarithmic functions and
hyperbolic functions.
FOURIER SERIES
For the first section of Fourier series, we are
concerned with the representation of various
functions of period 2 in terms of the simple
functions
All these functions have the period 2 (not
necessarily the fundamental or the smallest
period).
They form the so called trigonometric system.
FOURIER SERIES
All these functions have the period 2 (not
necessarily the fundamental or the smallest period).
FOURIER SERIES
The representation of the function f(x) will be the
series called trigonometric series.
That is the series of the form
meaning
which is called the Fourier series of f(x).
FOURIER SERIES
The coefficients of the series are the so-called
Fourier coefficients of f(x), given by the Euler
formulas
Each term of the trigonometric series has the
period 2, so if the coefficients are such that the
series converges, its sum will be a function of
period 2.
FOURIER SERIES
Example:
Find the Fourier coefficients of the periodic
function
such that
Also, find the Fourier series of f(x).
FOURIER SERIES
Solution:
i)
ii)
iii)
The Fourier series is given by
FOURIER SERIES
Example:
The Fourier series approximations for a square wave.
FOURIER SERIES
Example:
The first four
Fourier series
approximations
for a square wave.
FOURIER SERIES
Assuming that x = /2 then
From the given
We have
From the series
We have
So the series converges to
FOURIER SERIES
FOURIER SERIES for functions of any period p =
2L
The functions considered so far had period 2,
for the simplicity of the formulas.
Of course, periodic functions in applications will
generally have other periods.
We now show that the transition from period p
= 2 to a period 2L is quite simple.
The idea is simply to find and use a change of
scale that gives from a function g(u) of period
2 to a function of period 2L.
FOURIER SERIES
FOURIER SERIES for functions of any period p = 2L
That is,
with coefficients
Write the change of scale as u = kx with k such that
the old period u = 2 gives for the new variable x
the new period x = 2L. Thus, 2 = k2L. Hence, k =
/L and u = kx = x/L.
( ) ( )

=
+ + =
1 n
n n 0
nu b nu a a u g sin cos
FOURIER SERIES
FOURIER SERIES for functions of any period p = 2L
If u=kx= x/L, then du= dx/L, which upon
substitution to the series cancels 1/2 and 1/ and
gives instead the factors 1/2L and 1/L
We thus obtain the Fourier series of the function f(x)
of period 2L
with Fourier coefficients of f(x) , given by the Euler
formulas
( )

=
|
.
|

\
|
+ + =
1 n
n n 0
x
L
n
b x
L
n
a a x f
t t
sin cos
FOURIER SERIES
Example:
Find the Fourier coefficients of the periodic
function
such that
Also, find the Fourier series of f(x).
( )

< <
< <

=
0 x 2
2 x 0
if
k
k
x f
2 L 4 L 2 p = = = ,
FOURIER SERIES
Solution:
i)
ii)
iii)
The Fourier series is given by
( )

=
=
= =
. . . , , ,
. . . , , ,
cos
6 4 2 n if 0
5 3 1 n if
n
k 4
n 1
n
k 2
b
n t
t
t
( )
|
.
|

\
|
+ + + = . . . sin sin sin x
2
5
5
1
x
2
3
3
1
x
2
k 4
x f
t t t
t
FOURIER SERIES
Example:
Find the Fourier coefficients of the periodic
function
such that
Also, find the Fourier series of f(x).
2 L 4 L 2 p = = = ,
( )

< <
< <
< <
=
2 x 1
1 x 1
1 x 2
if
0
k
0
x f
FOURIER SERIES
Solution:
FOURIER SERIES
Example:
Half-wave rectifier
A sinusoidal voltage is passed through a half-wave
rectifier that clips the negative portion of the
wave. Find the Fourier series of the resulting
periodic function
such that
( )

< <
< <
=
L t 0
0 t L
if
t E
0
t f
e sin
e
t
e
t
= = = L L p ,
2
2
FOURIER SERIES
Solution:
FOURIER SERIES
EVEN AND ODD FUNCTIONS
In some of the problems that we encounter, the
Fourier coefficients a
o
, a
n
or b
n
become zero after
integration.
Finding zero coefficients in such problems is time
consuming and can be avoided.
With knowledge of even and odd functions, a zero
coefficient may be predicted without performing
the integration
FOURIER SERIES
Recall:
A function y = f(t) is said to be even if f(-t) = f(t)
for all values of t.
The graph of an even function is always
symmetrical about the y-axis (i.e. it is a mirror
image).
FOURIER SERIES
For an even function f(t), defined over the range -
L to L (i.e. period = 2L), we have the following
handy short cut.
For the Fourier Series for an even function, the
coefficient b
n
has zero value.
So we only have to solve for a
o
and a
n.
FOURIER SERIES
Recall:
A function y = f(t) is said to be odd if f(-t) = - f(t)
for all values of t.
The graph of an odd function is always
symmetrical about the origin
FOURIER SERIES
For an odd function f(t) defined over the range -L
to L (i.e. period = 2L), we find that a
n
= 0 for all n.
The zero coefficients for this case are:
a
o
=0 and a
n
= 0
An odd function has only sine terms in its Fourier
expnsion
FOURIER SERIES
The function
is even, and its Fourier series has only cosine
terms.
2 L 4 L 2 p = = = ,
( )

< <
< <
< <
=
2 x 1
1 x 1
1 x 2
if
0
k
0
x f
( )
|
.
|

\
|
+ + + = . . . cos cos cos x
2
5
5
1
x
2
3
3
1
x
2
k 2
2
k
x f
t t t
t
FOURIER SERIES
The function
is odd, and its Fourier series has only sine terms.
( )

< <
< <

=
0 x 2
2 x 0
if
k
k
x f
2 L 4 L 2 p = = = ,
( )
|
.
|

\
|
+ + + = . . . sin sin sin x
2
5
5
1
x
2
3
3
1
x
2
k 4
x f
t t t
t
FOURIER SERIES
EVEN AND ODD FUNCTIONS
Recall that f is even if f(-x) = f(x), so that its graph is
symmetric with respect to the vertical axis.
A function g is odd if g(-x) = -g(x), so that its graph is
symmetric with respect to the origin.
Looking at the Fourier series
The cosine terms are even and the sine terms are odd.
So it should not be a surprise that an even function is
given by a series of cosine terms and an odd function by
a series of sine terms.
( )

=
|
.
|

\
|
+ + =
1 n
n n 0
x
L
n
b x
L
n
a a x f
t t
sin cos
FOURIER SERIES
Theorem: Fourier Cosine Series, Fourier Sine
Series
The Fourier series of an even function of period
2L is a Fourier Cosine Series
with coefficients
FOURIER SERIES
Theorem: Fourier Cosine Series, Fourier Sine
Series
The Fourier series of an odd function of period
2L is a Fourier Sine Series
with coefficients
FOURIER SERIES
Example:
Find the Fourier series of the periodic function
such that
Graph: (sawtooth wave)
( ) t t < < = x if x x f
( ) ( ) x f 2 x f = + t
FOURIER SERIES
Answer:
Fourier coefficients results to Fourier Sine
Series
The Fourier series is given by
( ) |
.
|

\
|
+ + + = . . . 5 sin
5
1
4 sin
4
1
3 sin
3
1
2 sin
2
1
sin 2 x x x x x x f
FOURIER SERIES
Answer:
The first three Fourier Series approximation of the
sawtooth wave
FOURIER SERIES
Answer:
The first five Fourier Series approximation of
the sawtooth wave
FOURIER SERIES
Example:
Find the Fourier Series for the function for which
the graph is given by:
FOURIER SERIES
First, we need to define the function:
We can see from the graph that it is periodic, with
period 2.
So f(t) = f(t + 2).
We can also see that it is an odd function, so we
know that a
0
= 0 and a
n
= 0.
So we will only need to find b
n
.
FOURIER SERIES
Also, L = .
Since L = , the necessary formulae become:
Now
We could write this as:
FOURIER SERIES
So the Fourier series for our odd function is given
by:
NOTE: Since b
n
is non-zero for n odd, we must also have
odd multiples of t within the sine expression (the even
ones are multiplied by 0, so will be 0).
FOURIER SERIES
Checking, we take the first 5 terms:
We see that the graph of the first 5 terms is certainly
approaching the shape of the graph that was in the
question.
We can be confident we have the correct answer.
FOURIER SERIES
Sketch 3 cycles of the function represented by
and f(t) = f(t + 2).
Find the Fourier Series.
FOURIER SERIES
Graph:
This function is an even function, so b
n
= 0. We
only need to find a
0
and a
n
.
FOURIER SERIES
We only need to find a
0
and a
n
.
t 3
1
0
= a
( ) 9
2
cos
6
2

=
n
n
a
n
t
t
FOURIER SERIES
Recall that cos(n/2) = 0 for n odd and +1 or -1 for n
even. So we expect 0 for every odd term.
However, we cannot have n = 3 in this expression,
since the denominator would be 0.
In this situation, we need to integrate for n = 3 to
see if there is a value.
FOURIER SERIES
We find the values up to n = 5, to see what is
happening:
So we will start our series by writing out the terms
for n = 2 and n = 3, then use summation notation
from n = 4:
FOURIER SERIES
As usual, we graph the first few terms and see that
our series is correct:
FOURIER SERIES
After integrating, we could have expressed a
n
as
follows:
Then we could have substituted this expression into
the series. However, we would still need to consider
separately the case when n = 3.
FOURIER SERIES
Other waves:
FOURIER SERIES
Other waves:
FOURIER SERIES
Exercise:
Find the Fourier series of the periodic function
such that
Answer:
( ) t t < < = x if x x f
2
( ) ( ) x f 2 x f = + t
FOURIER SERIES
Theorem: Sum and Scalar Multiple
The Fourier coefficients of a sum f + g are the
sums of the corresponding Fourier coefficients
of f and g .
The Fourier coefficients of cf is c times the
corresponding Fourier coefficients of f.
Example:
FOURIER SERIES
Example:
Find the Fourier series of the function
Solution:
FOURIER SERIES
HALF RANGE EXTENSION
Given a function f define only on the interval
[0, L], we can extend f as a function of period L
and develop the extended function into a Fourier
series.
For the given function f we can calculate the
Fourier coefficients such that we can have an
even periodic extension or an odd periodic
extension.
FOURIER SERIES
Triangle and its half-range expansions
Example:
Find the two half-range expansions of the
function
( )
( )

< <
< <

=
L x
2
L
2
L
x 0
if
x L
L
k 2
x
L
k 2
x f
FOURIER SERIES
Solution:
Even extension:
FOURIER SERIES
Thus:
Hence the even extension of f(x) is
FOURIER SERIES
Solution:
Odd extension:
FOURIER INTEGRAL
Fourier series are tools for problems involving
functions that are periodic or are of interest on a
finite interval only.
Since many problems involve functions that are
nonperiodic and are of interest on the whole x-axis,
we ask what can be done to extend the method of
Fourier series to such functions.
This idea will lead to the Fourier integrals.
FOURIER INTEGRAL
Consider the periodic rectangular wave given by
The function is even, and its Fourier series has only
cosine terms.
( )

< <
< <
< <
=
L x 1
1 x 1
1 x L
if
0
1
0
x f
L
( )
|
.
|

\
|
+ + + = . . . cos cos cos x
L
5
5
1
x
L
3
3
1
x
L
2
L
1
x f
t t t
t
FOURIER INTEGRAL
The nonperiodic function can be obtained if we let L
approaches infinity.
That is
We now explore what happens to the Fourier
coefficients of f as L increases.
( ) ( )
otherwise
1 x 1
if
0
1
x f x f
L
L
< <

= =

lim
( )
L
1
dx 1
L 2
1
dx x f
L 2
1
a
1
1
L
L
0
= = =
} }

( )
L
n
L
n
L
L
n
x
L
n
L
dx x
L
n
L
dx x
L
n
x f
L
a
L
L
n
t
t
t
t
t t
|
.
|

\
|
=

|
.
|

\
|
= = =
} }

sin
2
1
1
sin
1
cos 1
1
cos
1
1
1
FOURIER INTEGRAL
This sequence of Fourier coefficients is called the
amplitude spectrum of f because a
n
is the maximum
amplitude of the wave
For increasing L the amplitudes become more and
more dense on the positive w axis.
For 2L = 4, 8, 16, we have 1, 3, 7 amplitudes per
half-wave of the function .
x
L
n
a
n
t
cos
( )
L
n
w where
w
w
L
2
n
n
n
t
=
sin
FOURIER INTEGRAL
Hence these amplitudes will eventually be
everywhere dense on the positive w axis and will
decrease to zero.
FOURIER INTEGRAL
From Fourier Series to Fourier integral
We now consider any periodic function of period 2L
that can be represented by a Fourier series.
and find out what happens if L approaches infinity
From the example, the calculation will suggest that
we should expect an integral involving coswx and
sinwx with w not restricted to multiples of /L but
taking all values.
( ) ( )
L
n
w that such x w b x w a a x f
n
1 n
n n n n 0
t
= + + =

=
sin cos
FOURIER INTEGRAL
If we insert the coefficients and denote the
variable of integration by u
FOURIER INTEGRAL
If we now let L approaches infinity, then the first
term on the right side approaches zero.
Also the infinite series becomes an integral from 0
to , so
Which is equivalent to
If
( ) ( ) ( ) ( ) ( ) dw du u w u f x w du u w u f x w x f
n n n n
} } }

(
(

|
|
.
|

\
|
+
|
|
.
|

\
|
=
0
sin sin cos cos
1
t
( ) ( )( ) ( )( ) | | dw wx w B wx w A x f

+ =
0
sin cos
FOURIER INTEGRAL
Theorem: Fourier Integral
If f(x) is piecewise continuous in every finite
interval and has a right hand derivative and left
hand derivative at every point then f(x) can be
represented by a Fourier integral.
At a point where f is discontinuous the value of
the Fourier integrals equal the average of the
left and right hand limits.
FOURIER INTEGRAL
Example:
Find the Fourier integral representation of the
function
FOURIER INTEGRAL
Solution:
Remarks: Using the theorem, we have
If x = 0
Which is the limit of the so called sine integral
FOURIER INTEGRAL
Fourier Cosine Integral and Fourier Sine Integral
For an even or odd function the Fourier integral
becomes simpler. If f(x) is an even function, then
so the integral reduces to the Fourier Cosine
Integral
If f(x) is an odd function, then so the integral
reduces to the Fourier Sine Integral
FOURIER INTEGRAL
Exercise:

FOURIER INTEGRAL
Answer:

FOURIER TRANSFORM
An integral transform is a transformation in the
form of an integral that produces from given
functions new functions depending on a different
variable.
The Laplace transform is of this kind and is by far
the most important transform in engineering.
The next in order of importance are Fourier
transforms.
These transforms can be obtained from the Fourier
Integral.
FOURIER TRANSFORM
Fourier Cosine Transform
For an even function f(x), the Fourier integral is the
Fourier cosine integral
We now set
where c suggests cosine . Also writing u = x, we
have
which then implies,
FOURIER TRANSFORM
For the formulas, we integrate with respect to x in
eqn 2 and with respect to w in equation 3.
Equation 2 transform the function f(x) to a new
function f(w), called the Fourier cosine transform
of f(x).
Equation 3 gives us back f(x) from f(w), and we
therefore call f(x) the inverse Fourier cosine
transform of f(w).
The process of obtaining the transform f(w) from a
given f(x) is called the Fourier cosine transform or
the Fourier cosine transform method.
FOURIER TRANSFORM
Fourier Sine Transform
For an odd function f(x), the Fourier integral is the Fourier
sine integral
We now set ,
where s suggests sine . Also writing u = x, we have
called the Fourier sine transform of . This then implies,
called the inverse Fourier sine transform of
FOURIER TRANSFORM
Example:
Find the Fourier cosine and Fourier sine transforms of the
function
Answer:
FOURIER TRANSFORM
Example:
Find the Fourier cosine and Fourier sine transforms of the
function
Answer:
By integration by parts
FOURIER TRANSFORM
Linearity, Transforms of Derivatives
If f(x) is absolutely integrable on the positive x-axis and
piecewise continuous on every finite interval, then the
Fourier cosine and sine transforms of f exist.
Furthermore, if f and g have Fourier cosine and sine
transforms, so does af + bg for any constant a and b,
This shows that the Fourier cosine and sine transforms are
linear operations,
FOURIER TRANSFORM
Cosine and Sine Transforms of Derivatives
Let f(x) be continuous and absolutely integrable on the x-
axis, let f(x) be piecewise continuous on every finite
interval, and let
then
FOURIER TRANSFORM
Cosine and Sine Transforms of Derivatives
Proof: By integration by parts
And similarly
FOURIER TRANSFORM
Cosine and Sine Transforms of Derivatives
The formula can be extended to the second derivative, that
is
So
And similarly,
FOURIER TRANSFORM
EXERCISE:
FOURIER TRANSFORM (COMPLEX FORM)
The two transforms discussed in the last topic are real. We
now consider a third one, called the Fourier transform, which
is complex. We shall obtain this transform from the complex
Fourier integral given by
( ) ( )
( )
1
2
1
= =

i dw du e u f x f
u x iw
t
FOURIER TRANSFORM (COMPLEX FORM)
Proof:
FOURIER TRANSFORM (COMPLEX FORM)
Proof:
FOURIER TRANSFORM (COMPLEX FORM)
Fourier Transform and Its Inverse
FOURIER TRANSFORM (COMPLEX FORM)
Example:
Find the Fourier transform of the function
Answer:
( )

<
=
otherwise
x
if
k
x f
1
0
( )
w
w
k w f
sin 2

t
=
FOURIER TRANSFORM (COMPLEX FORM)
Example:
Find the Fourier transform of the function
Answer:
( ) 0 , > =

x e x f
kx
( )
( ) iw k
w f
+
=
t 2
1

FOURIER TRANSFORM (COMPLEX FORM)

Fourier Transform of the Derivative of f(x):
Proof: By integration by parts
FOURIER TRANSFORM (COMPLEX FORM)
The formula can be extended to the second derivative, that
is
So
FOURIER TRANSFORM (COMPLEX FORM)
Example: Find the Fourier transform of the function
Solution: By differentiation
( )
2
x
xe x f

=
2 2
x x
xe 2 e

=
'
|
.
|

\
|
FOURIER TRANSFORM (COMPLEX FORM)
EXERCISE:
Find the Fourier transform of the following functions.
FOURIER TRANSFORM (COMPLEX FORM)
Answer: