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Topic 3

Fourier Series

Introduction
Series is the sum of terms.
There are few mathematical series e.g.
1. power series,

2. Taylor series,

3. binomial series,
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Introduction
A Fourier series is an expansion of a
periodic function f (t) in terms of an infinite sum
of cosines and sines
a0
f (t ) (an cos nt bn sin nt )
2 n 1

Intro

Fourier methods give us a set of powerful tools for representing any


periodic function as a sum of sines and cosines.

Many problems in physics involve vibrations and oscillations. Often


the oscillatory motion is simple (e.g. weights on springs, pendulums,
harmonic waves etc.) and can be represented as single sine or
cosine functions. However, in many cases, (electromagnetism, heat
conduction, quantum theory, etc.) the waveforms are not simple
and, unlike sines and cosines, can be difficult to treat analytically.

In other words, any periodic function can be


resolved as a summation of
constant value and cosine and sine functions:
a0
f (t ) (an cos nt bn sin nt )
2 n 1
a0 (a cos t b sin t )

1
1
2
(a2 cos 2t b2 sin 2t )

(a3 cos 3t b3 sin 3t )


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The computation and study of Fourier


series is known as harmonic analysis and
is extremely useful as a way to break up
an arbitrary periodic function into a set of
simple terms that can be plugged in,
solved individually, and then recombined
to obtain the solution to the original
problem or an approximation to it to
whatever accuracy is desired or practical.
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f(t)

a0
2

Periodic Function

=
t

b1 sin t

a1 cos t

+
b2 sin 2t

a2 cos 2t

+
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a0
f (t ) (an cos nt bn sin nt )
2 n 1
2
Fundementa l frequency
where
T
T
2
a0 f (t )dt
T 0
T

2
an f (t ) cos ntdt
T 0

2
bn f (t ) sin ntdt
T 0
T /2

*we can also use the integrals limit

T / 2
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Example 1
Determine the Fourier series representation of the
following waveform.

Solution
First, determine the period & describe the one period
of the function:

T=2

1, 0 t 1
f (t )
0, 1 t 2

f (t 2) f (t )
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Then, obtain the coefficients a0, an and bn:


T

2
2
a0 f (t )dt f (t )dt 1dt 0dt 1 0 1
T 0
20
0
1
b

Or, since a f (t )dt is the total area below graph


y = f(t) over the interval [a,b], hence
T
2
2 Area below graph 2
(11) 1
a0 f (t ) dt
over [0, T ]
T 0
T
2

11

2
an f (t ) cos ntdt
T 0
sin nt
1 cos ntdt 0dt

0
1
1

sin n

Notice that n is integer which leads sin n 0 ,


since sin sin 2 sin 3 0
Therefore, an 0.

12

2
bn f (t ) sin ntdt
T 0
cos nt
1sin ntdt 0dt

0
1
1

1 cos n

Notice that cos cos 3 cos 5 1


cos 2 cos 4 cos 6 1
or

cos n (1)

2 / n
1 (1)

Therefore, bn
n
0
n

n odd

, n even
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Finally,

a0
f (t ) (an cos nt bn sin nt )
2 n 1
1 1 (1) n

sin nt
2 n 1
n
1 2
2
2
sin t
sin 3t
sin 5t
2
3
5

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Some helpful identities


sin( x) sin x

cos( x) cos x

For n integers,
sin n 0

cos n (1) n

sin 2n 0

cos 2n 1

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[Supplementary]

The sum of the Fourier series terms can


evolve (progress) into the original
waveform

From Example 1, we obtain


1 2
2
2
f (t ) sin t
sin 3t
sin 5t
2
3
5

It can be demonstrated that the sum will


lead to the square wave:
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(a)

(b)
2
sin t

(c)

2
2
2
sin t
sin 3t
sin 5t

3
5

2
2
sin t
sin 3t

(d)

2
2
2
2
sin t
sin 3t
sin 5t
sin 7t

3
5
7

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(e)

2
2
2
2
2
sin t
sin 3t
sin 5t
sin 7t
sin 9t

3
5
7
9

(f)

1 2
2
2
sin t
sin 3t
sin 23t
2
3
23
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Example 2
Given f (t ) t ,

1 t 1

f (t 2) f (t )

Sketch the graph of f (t) such that 3 t 3.


Then compute the Fourier series expansion of f (t).

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Solution
The function is described by the following graph:

T=2

We find that
T

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Then we compute the coefficients:


1

2
a0 f (t )dt
T 1
t
2
tdt
2 1
2
1

1 1

0
2
1

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2
an f (t ) cos ntdt t cos ntdt
T 1
1

t sin nt
n

sin nt

dt
n
1
1
1

sin n [ sin( n )] cos nt

2 2
n
n

cos n cos( n )
0
n 2 2
cos n cos n
cos( x) cos x

0
since
n 2 2
23

2
bn f (t ) sin ntdt t sin ntdt
T 1
1

t cos nt

cos nt

dt
n
1
1
1

cos n [ cos( n )] sin nt

2 2
n
n

2 cos n sin n sin( n )

n
n 2 2
2 cos n
2(1) n 2(1) n 1

n
n
n
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Finally,

a0
f (t ) (an cos nt bn sin nt )
2 n 1
2(1) n 1

sin nt
n
n 1
2
2
2
sin t
sin 2t
sin 3t

2
3

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Example 3
2t , 0 t 2
Given v(t )
, 2t 4
0
v(t 4) v(t )

Sketch the graph of v (t) such that 0 t 12.


Then compute the Fourier series expansion of v (t).

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Solution
The function is described by the following graph:
v (t)
2
0

10

12

T=4

We find that
T
2

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Then we compute the coefficients:


4

2
a0 v(t )dt
T 0

(2 t )dt 0dt

1
1
t
(2 t )dt 2t
20
2
2
2

1
0

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2
1
an v(t ) cos ntdt (2 t ) cos ntdt 0
T 0
20
2
1 (2 t ) sin nt

2
n

1 cos nt
0 2 2
2
n

1 sin nt

dt
2 0 n
0
2

1 cos 2n 2(1 cos n ) 2[1 (1) n ]

2 2
2 2
2n
n
n 2 2
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2
1
bn v(t ) sin ntdt (2 t ) sin ntdt 0
T 0
20
2
1 (2 t ) cos nt

2
n

1 cos nt

dt
2 0 n
0
2

1 1 sin nt

2 2
n 2 n 0
1 sin 2n
1
2

2 2
n 2n
n n
since sin 2n sin n 0
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Finally,

a0
v(t ) (an cos nt bn sin nt )
2 n 1
1 2[1 (1) n ] nt
2
nt

cos
sin


2 2
2 n 1
n
2 n
2

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Symmetry Considerations

Symmetry functions:
(i) even symmetry
(ii)odd symmetry

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Even symmetry

Any function f (t) is even if its plot is


symmetrical about the vertical axis, i.e.
f (t ) f (t )

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Even symmetry (cont.)

The examples of even functions are:


f (t ) | t |

f (t ) t 2

f (t ) cos t

t
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Even symmetry (cont.)

The integral of an even function from A


to +A is twice the integral from 0 to +A
f even (t )
A

t
A

+A

even

(t )dt 2 f even (t )dt


0

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Odd symmetry

Any function f (t) is odd if its plot is


antisymmetrical about the vertical axis
( rotate 180 degree about the origin), i.e.
f (t ) f (t )

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Odd symmetry (cont.)

The examples of odd functions are:


f (t ) t 3

f (t ) t

f (t ) sin t

t
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Odd symmetry (cont.)

The integral of an odd function from A to


+A is zero
f odd (t )

+A

odd

(t )dt 0

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Example;

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Even and odd functions


The product properties of even and odd
functions are:
(even) (even) = (even)
(odd) (odd) = (even)
(even) (odd) = (odd)
(odd) (even) = (odd)

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Symmetry consideration
From the properties of even and odd
functions, we can show that:

for even periodic function;


4
an
T

T /2

f (t ) cos ntdt

bn 0

for odd periodic function;


a0 an 0

4
bn
T

T /2

f (t ) sin ntdt
0

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How?? [Even function]


f (t )

2
T /2

an

2
4
f
(
t
)
cos
n

tdt

T T/ 2
T

T /2

T
2

T /2

2
f (t ) sin ntdt 0
f (t ) cos ntdt bn

T T / 2

(even) (even)

(even) (odd)

||
(even)

||
(odd)

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How?? [Odd function]


f (t )

2
T /2

2
a0
f (t )dt 0

T T / 2
(odd)
T /2

2
an
f (t ) cos ntdt 0

T T / 2

T
2
T /2

2
4
bn
f
(
t
)
sin
n

tdt

T T/ 2
T
(odd) (odd)
||
(even)

(odd) (even)
||
(odd)

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T /2

f (t ) sin ntdt
0

Example 4
Given

1 , 2 t 1

f (t ) t , 1 t 1
1 ,
1 t 2

f (t 4) f (t )

Sketch the graph of f (t) such that 6 t 6.


Then compute the Fourier series expansion of f (t).

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Solution
The function is described by the following graph:
f (t)
1
6

T=4

We find that
T
2

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Then we compute the coefficients. Since f (t) is


an odd function, then
2

2
a0 f (t )dt 0
T 2
and
2

2
an f (t ) cos ntdt 0
T 2

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2
4
bn f (t ) sin ntdt f (t ) sin ntdt
T 2
T 0
4

t sin ntdt 1sin ntdt

t cos nt

cos nt
cos nt

dt

0
0
1

cos n sin nt
cos 2n cos n

2 2
n
n
n 0
cos 2n sin n
2 cos n

2 2
n
n
n
since sin 2n sin n 0
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Finally,

a0
f (t ) (an cos nt bn sin nt )
2 n 1
2 cos n
nt

sin
n
2
n 1

(1) n 1
nt
2
sin
n
2
n 1

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Example 5
Compute the Fourier series expansion of f (t).

50

Solution
The function is described by

f (t )

1 , 0 t 1
2 , 1 t 2
1 , 2t 3

f (t 3) f (t )

and

T=3

T=3

2 2

T
3
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Then we compute the coefficients.

2
2
2
8
a0 f (t )dt 1dt 2dt 1dt (1 0) 2(2 1) (3 2)
T 0
3 0
3
3
1
2

Or, since f (t) is an even function, then


3

2
4
a0 f (t ) dt
T 0
T

3/ 2

4
4
3 8
f (t )dt 1dt 2dt (1 0) 2 1
3 0
3
2 3
1

3/ 2

Or, simply
3
2
2 Total area below graph 2
8
4
a0 f (t )dt
in a period
T 0
T
3
3
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2
4
an f (t ) cos ntdt
T 0
T

3/ 2

f (t ) cos ntdt
0

4
1 cos ntdt 2 cos ntdt
3 0
1

4 sin nt

3 n

3/ 2

4 2 sin nt

3
n

3/ 2

4
3n

sin n 2 sin
sin n

3n
2


2
4
3n

sin n
2 sin
3
3n
2

2
2n
2
2n

sin
2 sin n sin

533
n
3
n

and bn 0

since f (t) is an even function.

Finally,
a0
f (t ) (an cos nt bn sin nt )
2 n 1
4
2
2 n
2nt

sin
cos
3 n 1 n
3
3
4 2 1
2n
2nt
sin
cos
3 n 1 n
3
3

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Function defines over a finite interval

y=2
y=1
t

Fourier series only support periodic functions


In real application, many functions are nonperiodic
The non-periodic functions are often can be
defined over finite intervals, e.g.

y=

y=1

y=
55

t2

Therefore, any non-periodic function must be


extended to a periodic function first, before
computing its Fourier series representation
Normally, we prefer symmetry (even or odd)
periodic extension instead of normal periodic
extension, since symmetry function will provide
zero coefficient of either an or bn
This can provide a simpler Fourier series
expansion

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Periodic extension

Non-periodic
function

f (t ) y (t ) , 0 t l

y (t )

f (t l ) f (t )
3l 2l l 0

T l
0

f (t )

2l

3l

Even periodic extension f even (t )


y (t ) , 0 t l
f (t )
y (t ) , l t 0
3l 2l l 0
l
f (t 2l ) f (t )
T 2l

2l

3l

Odd periodic extension


y (t )
, 0t l
f (t )
y (t ) , l t 0
f (t 2l ) f (t )

f odd (t )

T 2l

3l 2l l

0
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2l

3l

Half-range Fourier series expansion


The Fourier series of the even or odd
periodic extension of a non-periodic
function is called as the half-range Fourier
series
This is due to the non-periodic function is
considered as the half-range before it is
extended as an even or an odd function

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If the function is extended as an even


function, then the coefficient bn= 0, hence
a0
f (t ) an cos nt
2 n 1

which only contains the cosine harmonics.


Therefore, this approach is called as the
half-range Fourier cosine series

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If the function is extended as an odd


function, then the coefficient an= 0, hence

f (t ) bn sin nt
n 1

which only contains the sine harmonics.


Therefore, this approach is called as the
half-range Fourier sine series

60

Example 6
Compute the half-range Fourier sine series expansion
of f (t), where
f (t ) 1 , 0 t

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Solution
Since we want to seek the half-range sine series,
the function to is extended to be an odd function:
f (t)

f (t)

1
0

1
T = 2

1
T
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Hence, the coefficients are

a0 a n 0
and

4
bn
T

T /2

4
f (t ) sin ntdt
1sin ntdt

2 0

2 cos nt

n
Therefore,

4 / n
2

(1 cos n )
n
0

2
f (t )
(1 cos n ) sin nt
n 1 n

n odd

, n even

4
sin nt

n 1 n
63

n odd

Example 7
Determine the half-range cosine series expansion
of the function
f (t ) 2t 1 , 0 t 1

Sketch the graphs of both f (t) and the periodic


function represented by the series expansion for
3 < t < 3.

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Solution
Since we want to seek the half-range cosine series,
the function to is extended to be an even function:
f (t)

f (t)

1
1

1
1
2

2
1

1
1
T=2

T
65

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bn 0
Therefore,

f (t ) a0 an cos nt
n 1

8
8
0 2 2 cos nt 2
n

n 1
n odd

1
cos nt

2
n 1 n

n odd

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