Module 1: Fourier Series

1.1 Preliminaries

Odd and Even Functions

 A function is said to be even if . The graph of an even function is

always symmetrical about the y axis.

 A function is said to be odd if . The graph of an odd function is

always symmetrical about the origin.

Examples

1. The function is even as .

Graph of the modulus function (symmetrical about the y-axis)

2. The function is odd as .

Graph of the identity function (symmetrical about the origin)

3. The function is even as .

Graph of the quadratic function (symmetrical about the y axis)

4. The function is odd as .

Graph of the cubic function (symmetrical about the origin)

Properties of even and odd functions

If is even and is odd, then

1. the product of and is an odd function (odd x even = even x odd = odd).
2. the product of and is an even function (even x even = even).
3. the product of and is an even function (odd x odd = even).
Examples
 If then their product is an even function as
both are even functions.
 If , then their product is an even function as both
are odd functions.
 If , then their product is an odd function as
is even and is odd.

Remarks:

1. If is an even function, then ∫ ∫ .

Example: ∫ ∫ as is an even function.

2. If is an odd function, then ∫ .

Example: ∫ as is an odd function.

Periodic Functions
A real-valued function is called periodic function if it satisfies the relation
, where the positive real number is the period of the function .

Periodic function is a function that repeats itself at regular intervals. The least value of the
positive real number T is called the fundamental period. This fundamental period of a
function is also called the period of the function at which the function repeats itself.

Examples:

1. The functions are all periodic functions with period

(because sin(x + 2) = sinx and so on).
2. The functions are periodic functions with period
(because tan(x + ) = tanx and so on).

Properties of periodic functions

1. If is the period of , then for any integer .

2. The function has period if and have period

where a and b are constants.
3. If f(x) is a periodic function with a period of T, then 1/f(x) will also be a periodic
function with the same fundamental period T.
4. If f(x) is a periodic function with a period of T, then f(ax + b) is also a periodic
function with a period of T .
5. If f(x) is a periodic function with a period of T, then af(x) + b is also a periodic
function with a period of T.
6. The period of a sum of a number of periodic functions with different periods is the
least common multiple of the periods.
7. A constant function is periodic for any positive real number .
 1.2 Fourier Series

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 is widely
used in problems pertaining to heat conduction, acoustics, etc.

FOURIER SERIES FORMULA

Consider a real-valued function which obeys the following conditions called Dirichlet’s
conditions:

1. is defined in an interval and so that is a

periodic function of period .
2. is continuous or has only a finite number of discontinuities in the interval
.
3. has no or only a finite number of maxima or minima in the interval .

Under these conditions, the function can be written in the form

∑ ( ) ∑ ( )

which is called as the Fourier series of over the interval .

The real numbers are called the Fourier coefficients of and are given by

∫ ( )

∫ ( )

The above expressions for are called as Euler’s formulae.

Remarks:
1. The Fourier series converges to at all points at which is continuous.

2. The Fourier series converges to [ ] at all points at which is

discontinuous. Meaning, Fourier series converges to the average value of the left and right
limits at a point of discontinuity of the function .

Particular cases:
Case 1:
If (in the general case), then is defined over and the Euler’s formulae
reduce to

∫ ( )

∫ ( )

with the corresponding Fourier series being

∑ ( ) ∑ ( )

Case 2:

If (in case 1), then is defined over and the Euler’s formulae reduce to

with the corresponding Fourier series being

∑ ∑
Case 3 :

If (in the general case), then is defined over and the Euler’s formulae
reduce to

∫ ( )

∫ ( )

with the corresponding Fourier series being

∑ ( ) ∑ ( )

Case 4:
If (in case 3), then is defined over and the Euler’s formulae reduce to

with the corresponding Fourier series being

∑ ∑

Fourier series of odd and even functions over (– k, k) with k = l or k =  :

1. If is an even function over the interval then

∫ ∫

∫ ( ) ∫ ( )
2. If is an odd function over , then

∫ ( )

3. If is an even function over , then

∫ ∫

∫ ∫

4. If is an odd function over , then

Some useful results

1. The following rule (called Bernoulli’s generalized rule for integration by parts) is useful in
evaluating the Fourier coefficients.

Here and ∫ ∫

2. The following integrals are also useful.

∫ [ ]

∫ [ ]

3. If is an integer, then
 Solved Problems

1. Obtain the Fourier series for the function

Solution: The Fourier series in is

∑ ∑

where

∫ ∫ ∫

Now, we calculate these values:

∫ * + [ ]

* ( ) ( ) ( )+

[ ]

* ( ) ( ) ( )+

* +

* +

Therefore, the Fourier series is

∑ ∑
2. Obtain the Fourier expansion of over the interval and hence

deduce that .

Solution: The Fourier series of in is given by

∑ ∑

and since is an even function , the coefficients are given by

∫ ∫

∫ ∫

Now, we calculate these values:

∫ * + * +

∫ [ ( ) ( ) ( )]

[ ]

Therefore, the Fourier series is

Put in , we get .

∑
 Exercise Problems

1. Obtain the Fourier expansion of in .

Ans: ∑ .

2. Find the Fourier series for , and hence deduce that

Ans: ∑ [ ] and put for the deduction.

3. Obtain the Fourier series for the function { and hence

deduce that and .

Ans: ∑* + ∑ and put and for

the deduction.

4. Find the Fourie series of when .

Ans: ∑

5. Obtain the Fourier series to represent the function and hence

deduce that .

Ans: ∑ [ ] and put for the deduction.

6. Find the Fourier series of the function , and hence deduce

[ ]
Ans: ∑ ∑ and put for the deduction.
 1.3 Half Range Fourier Series
The Fourier series of the function of period may contain both sine and cosine series.
Many times, it is required to obtain a Fourier expansion of a function for the range
, which is regarded as the half range interval. The definition can be extended to the other
half range intervals in such a manner that the function becomes even or odd. This will result in
cosine series or sine series.

Fourier Sine Series

If we extend the function by reflecting it about the origin so that ,

then the extended function is odd for which . The Fourier series of will
only contain sine terms. Thus we get

where ∫ .

Fourier Cosine series

If we extend the function by reflecting it about the y axis so that , then

the extended function is even for which . The Fourier series of will only contain
cosine terms. Thus we get

where ∫ ∫ .

Results:

1. Half range Fourier sine series over (0, ) is

where ∫ .

2. The half range Fourier cosine series over (0, ) is

where ∫ ∫ .
 Solved Problems

1. Find the half range (a) cosine series and (b) sine series for in .
Solution:
(a) The half range cosine series over (0, ) is

where ∫ ∫ .

Now, we compute the above two.

* +

Therefore, the Fourier half range cosine series is

(b) The half range sine series over (0, ) is

where ∫ .

* +

[ [ ]]

There Fourier half range sine series is

∑[ [ ]]
2. Find the half range (a) cosine series and (b) sine series of

Solution:
(a) The half range cosine series over (0, 2) is

where ∫ ∫ .

∫ ∫ * + * +

∫ ∫

[ ] [ ]

[ ]

The Fourier half range cosine series is

∑* [ ]+

(b) The Fourier half range sine series over (0, 2) is

where ∫

∫ ∫

[ ] [ ]
Hence the half range Fourier sine series is

Exercise Problems

1. Find the half range sine and cosine series for in the interval .

Answer: cosine series: ∑

sine series: ∑ .

2. Find the Fourier sine series for the function for , where is
constant.

Answer: ∑ [ ].
 1.4 Computation of Harmonics

The function f(x) is not often given by an analytic expression in practice, but a graph or a
table of corresponding values. In such cases, the Fourier coefficients cannot be evaluated.
However, by using the rules of approximate integration we can find the approximate values
of Fourier coefficients.

The Fourier series for in is

where

∫ ∫ ∫

Since the mean value of over the range is

We have

* ∫ + [ ] ∑

* ∫ + [ ]

* ∫ + [ ]

The process of finding the Fourier series of a function by means of the numerical values is
known as harmonic analysis. The term is called the fundamental or first
harmonic, the term is called the second harmonic and so on. The

amplitude of first harmonic is √ and is the total number of intervals in the defined
range.
 Solved Problems

1. Obtain the Fourier series of defined in the interval by means of the table
of values given below. Find the series up to the second harmonics.

Solution: The Fourier series is given by

Here, (we should neglect the last column value as the function is periodic), we have
the values tabulated as follows.

0.866

Now,
∑
[ ] [ ]

∑
[ ] [ ]

( )

∑
[ ] [ ]

( )
 ∑
[ ] [ ]

( )

∑
[ ] [ ]

( )

Substituting all these values in (1), we get

2. Express as a Fourier series up to the second harmonics where is given in

the following table.

Solution: Here the interval of is .

Taking the interval length as , we have

Then the Fourier series over the interval is given by

∑( )

Putting , we obtain

Therefore, for , we have

 0.866

Now,
∑
[ ] [ ]

∑
[ ] [ ]

( )

∑
[ ] [ ]

( )

∑
[ ] [ ]

( )

∑
[ ] [ ]

( )

Substituting all these values in (1), we get

 Exercise Problems
1. Expand the function in terms of Fourier series by means of the table values given
below. Find the series up to the second harmonics.

Ans:

2. Obtain the constant term and the coefficients of the cosine and sine terms in Fourier
expansion of as given in the following table. Find the series up to the second
harmonics.

Ans:
Final Remark:
Periodic Functions

Sine and cosine waves can make other functions!

Example: Generating the Square Wave

Can we use sine waves to make a square wave?

Our target is this square wave:

Let us start with the graph of sin(x):

Then consider the graph of sin(3x)/3:

And add it to make sin(x) + sin(3x)/3:

Now consider sin(5x)/5:

Add it to make sin(x) + sin(3x)/3 + sin(5x)/5:

Getting better! Let's add a lot more sine waves.

Using 20 sine waves we get

sin(x) + sin(3x)/3 + sin(5x)/5 + ... + sin(39x)/39

Using 100 sine waves we get

sin(x) + sin(3x)/3 + sin(5x)/5 + ... + sin(199x)/199

And if we could add infinite sine waves in that pattern we would have a square
wave! So we can say that:

a square wave = f(x) = sin(x) + sin(3x)/3 + sin(5x)/5 + ... (infinitely)

That is the idea of a Fourier series. By adding infinite sine (and or cosine)
waves we can make other functions.

Conclusion: Fourier series allows us to model any arbitrary periodic signal with
a combination of sines and cosines (sines and cosines decomposition).

The Fourier series has many such applications in electrical engineering,

vibration analysis, acoustics, optics, signal processing, image processing,
quantum mechanics, econometrics, shell theory, etc.