Chap 5 Fourier Series

Fall 2002
Fourier Analysis

Discrete Continuous

Fourier Fourier
Series Integral

Fast Discrete
Fourier
Fourier Fourier
Transform
Transform Transform

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Outline

Periodic Function
Fourier Cosine and Sine Series
Periodic Function with Period 2L
Odd and Even Functions
Half Range Fourier Cosine and Sine
Series
Complex Notation for Fourier Series
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Fourier, Joseph

Fourier, Joseph
1768-1830
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Fourier, Joseph
In 1807, Fourier submitted a paper to the Academy of
Sciences of Paris. In it he derived the heat equation and
proposed his separation of variables method of solution. The
paper, evaluated by Laplace, Lagrange, and Lagendre, was
rejected for lack rigor. However, the results were promising
enough for the academy to include the problem of describing
heat conduction in a prize competition in 1812. Fouriers 1811
revision of his earlier paper won the prize, but suffered the
same criticism as before. In 1822, Fourier finally published his
classic Theorie analytique de la chaleur, laying the fundations
not only for the separation of variables method and Fourier
series, but for the Fourier integral and transform as well.
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Periodic Function

Definition: Periodic Function

A function f(x) is said to be periodic with
period T if for all x

f ( x T ) f ( x)
f(x)

T
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Periodic Function
f(x+p)=f(x), f(x+np)=f(x)
If f(x) and g(x) have period p, the the
function H(x)=af(x)+bg(x) , also has the
period p
If a period function of f(x) has a
smallest period p (p >0), this is often
called the fundamental period of f(x)

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Periodic Function

Example
Cosine Functions: cosx, cos2x, cos3x,
Sine Functions: sinx, sin2x, sin3x,
eix, ei2x, ei3x,
e-ix, e-i2x, e-i3x,

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Fourier Cosine and Sine Series

Lemma: Trigonometric System is

Orthogonal

cos mx cos nxdx 0, (m n)

sin mx sin nxdx 0, (m n)

cos mx sin

nxdx 0, (any m, n)

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Fourier Cosine and Sine Series

A function f(x) is periodic with period 2

and

f ( x ) a0 a1 cos x a2 cos 2 x a3 cos 3x

b1 sin x b2 sin 2 x b3 sin 3x

a0 an cos nx bn sin nx
n 1

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Fourier Cosine and Sine Series
(Euler formulas)
Then
1
a0
2

f ( x )dx

1
an


f ( x ) cos nxdx

1
bn


f ( x ) sin nxdx

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Fourier Cosine and Sine Series

Proof:
1

f ( x ) cos nxdx

an cos nx bn sin nx cos nxdx
1


a0
n 1
1
an cos nx cos nxdx


an 1 1
2
cos( n n ) xdx cos( n n ) xdx
2

a 1
n . 2
2
an
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Fourier Cosine and Sine Series

Example 5-1: Find the Fourier coefficients

corresponding to the function
k , x 0
f ( x)
k, 0 x
f ( x 2 ) f ( x )
Sol:
1
a0
2

f ( x )dx 0

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Fourier Cosine and Sine Series

Sol:
1

an f ( x ) cos nxdx

1 0

0
( k ) cos nxdx k cos nxdx


k sin nx
0
sin nx

n n 0

0

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Fourier Cosine and Sine Series

Sol:
1
bn


f ( x ) sin nxdx

1 0
k sin nxdx

( k ) sin nxdx
0


k cos nx cos nx
0

n n 0


2k
1 cos n
n

2, n 1,3,5,
1 cos n
0, n 2,4,6,

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Periodic Function
with Period 2L
A periodic function f(x) with period 2L

nx nx
f ( x ) a0 an cos bn sin
n 1 L L

f(x)

2L

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Periodic Function
with Period 2L
Then
1 L
a0
2L L
f ( x ) dx

1 L nx
an
L
L
f ( x ) cos
L
dx

1 L nx
bn
L
L
f ( x ) sin
L
dx

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Periodic Square Wave

0, 2 x 1
k, 1 x 1
f ( x)

0,1 x 2
p 2 L, L 2

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Odd and Even Functions

A function f(x) is said to be even if

f ( x) f ( x)

A function f(x) is said to be odd if

f ( x) f ( x)

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Odd and Even Functions

Even Function Odd Function

f ( x) f ( x) f ( x) f ( x)

f(x) f(x)

x x

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Odd and Even Functions

Property
L L

L
f ( x)dx 2 f ( x)dx, if f ( x) is even
0

L
L
f ( x )dx 0, if f ( x ) is odd

The product of an even and an odd

function is odd.
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Odd and Even Functions

Fourier Cosine Series

nx
f ( x ) a0 an cos , if f ( x ) is even
n 1 L

Fourier Sine Series

nx
f ( x ) bn sin , if f ( x ) is odd
n 1 L

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Sun of Functions

The Fourier coefficients of a sum f1+f2

are the sum of the corresponding
Fourier coefficients of f1 and f2.

The Fourier coefficients of cf are c

times the corresponding Fourier
coefficients of f.

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Examples

Rectangular Pulse
The function f*(x) is the sum in Example 1
of Sec.10.2 and the constant k.
4k 1 1
f * ( x ) k (sin x sin 3x sin 5x ...)
3 5
Sawtooth wave
Find the Fourier series of the function
f ( x ) x if x
, f ( x 2 ) f ( x )
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Half-Range Expansions

A function f is given only on half the

range, half the interval of periodicity of
length 2L.
even periodic extention f1 of f

odd period extention f2 of f

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Complex Notation for Fourier
Series

f ( x ) a0 a
n 1
n cos nx bn sin nx

f ( x) n
c e
n
inx

1

inx
cn f ( x )e dx
2

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Complex Notation for Fourier
Series
A periodic function f(x) with period 2L

inx
f ( x) c e
n
n
L

inx
1 L
cn
2L L
f ( x )e L
dx

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Complex Fourier Series

Find complex Fourier series

f ( x ) e x if x
f ( x 2 ) f ( x )

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Exercise

Section 10-4
#1,
Section 10-2
#5, #11
Section 10-3
#5, #9
Section 10-4
#1, #15

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Fourier Cosine and Sine Integrals

Example 1 0, L x 1

f ( x ) 1, 1 x 1
0, 1 x L

f ( x 2 L) f ( x )

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Fourier Cosine and Sine Integrals

1 1 1
a0
2 L 1
f ( x )dx
L
1 1 nx 2 sin( n / L) 2 sin n
an f ( x ) cos dx
L 1 L L n / L L n

1
x
sin(x)

x
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Fourier Cosine and Sine Integrals

sin x
x

x
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Fourier Cosine and Sine Integrals

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Fourier Cosine and Sine Integrals

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Fourier Cosine and Sine Integrals

2 sin
A( )

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Gibbs Phenomenon
u sin
Sine Integral Si (u )
0
d

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Gibbs Phenomenon

Gibbs Phenomenon

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Gibbs Phenomenon
2 a cos x sin
f ( x)
0
d

1 a sin( x ) sin( x )

0
d

1 a sin( x ) 1 a sin( x )

0
d
0
d

1 ( x 1) a sin t 1 ( x 1) a sin t

0 t
dt

0 t
dt

1
Si (a ( x 1)) Si (a ( x 1))

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Fourier Cosine and Sine Integrals

Fourier Cosine Integral of f(t)

2
A( )

0
f (t ) cos(t )dt

f (t ) A( ) cos(t ) d
0

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Fourier Cosine and Sine Integrals

Fourier Sine Integral of f(t)

2
B ( )

0
f (t ) sin( t )dt

f (t ) B( ) sin( t ) d
0

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Fourier Integrals

Fourier Integral of f(t)

f (t ) A( ) cos(t ) B( ) sin( t ) d

1
A( )


f (t ) cos(t )dt

1
B ( )


f (t ) sin( t )dt

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