Fourier Series

Presented By
 Why We Use Fourier Series???
 Periodic Functions
 Even and Odd Functions
 Fourier Series
 Half-range Fourier Sine and Cosine Series
 Uses of Fourier Series
 Applications of Fourier Series
Fourier Series
 Why We Use Fourier Series???

 Taylor series representation of functions is valid only for those functions, which are continuous
and differentiable.
 There are many discontinuous period functions that require to express in terms of an infinite
series containing sine and cosine terms.
 Fourier series, which is an infinite series representation of such functions in terms of sine and
cosine terms is useful here.
 Fourier series, is in a certain sense, more universe than Taylor's series as it applies to all
continuous, period functions and to the functions, which are discontinuous in their values and
derivatives.
Fourier Series
 Periodic Function

 Any function that satisfies

𝑓 𝑡 =𝑓 𝑡+𝑇 ∀𝑡

where 𝑇 is a constant and is called the period of the function.

The least value of 𝑇 > 0 is called the period of 𝑓(𝑥).

Fourier Series
 Periodic Function

 Example 1:

𝑓 𝑡 = sin 𝑡 has periods 2𝜋, 4𝜋, 6𝜋, …and 2𝜋 is the period of 𝑓(𝑡).

 Example 2:

2𝜋
The period of sin 𝑛𝑥 and cos(𝑛𝑥) is .
𝑛
Fourier Series
 Not a Periodic Function

 Example 1:

Examples of functions that are not periodic are 𝑥, 𝑥 2 , 𝑥 3 , 𝑒 𝑥 , 𝑐𝑜𝑠ℎ𝑥, 𝑙𝑛𝑥.

Fourier Series
 Even and Odd Functions

 A function 𝐹(𝑥) is called even if 𝐹(−𝑥) = 𝐹(𝑥)

𝑥 4 , 2𝑥 6 − 4𝑥 2 + 5, 𝑐𝑜𝑠𝑥 are even functions.

 A function 𝐹(𝑥) is called odd if 𝐹(−𝑥) = −𝐹(𝑥)

𝑥 3 , 𝑥 5 − 3𝑥 3 + 2𝑥, 𝑠𝑖𝑛𝑥, tan3𝑥 are odd functions.

Fourier Series
 Mathematical Definition (-𝜋 ≤ 𝑥 ≤ 𝜋)

 Any periodic function 𝑓 𝑥 having a period 𝐿, in the interval (𝑎, 𝑏) may be represented by sine and cosine
in the form,
∞ ∞

𝑓(𝑥) = 𝑎0 + 𝑎𝑛 cos(𝑛𝑥) + 𝑏𝑛 sin(𝑛𝑥)

𝑛=1 𝑛=1
Where,
𝜋
1
𝑎0 = 𝑓 𝑥 𝑑𝑥
2𝜋
−𝜋
𝜋
1
𝑎𝑛 = 𝑓 𝑥 cos(𝑛𝑥)𝑑𝑥
𝜋
−𝜋
𝜋
1
𝑏𝑛 = 𝑓 𝑥 sin(𝑛𝑥)𝑑𝑥
𝜋
−𝜋
Fourier Series
 Mathematical Definition (−𝐿 ≤ 𝑥 ≤ 𝐿)
 Any periodic function 𝑓 𝑥 having a period [−𝐿, 𝐿], i.e. −𝐿 ≤ 𝑥 ≤ 𝐿 may be represented by sine and cosine
in the form,
∞ ∞
𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓 𝑥 = 𝑎0 + 𝑎𝑛 cos + 𝑏𝑛 sin
𝐿 𝐿
𝑛=1 𝑛=1
Where,
𝐿
1
𝑎0 = 𝑓 𝑥 𝑑𝑥
2𝐿
−𝐿
𝐿
1 𝑛𝜋𝑥
𝑎𝑛 = 𝑓 𝑥 cos 𝑑𝑥
𝐿 𝐿
−𝐿
𝐿
1 𝑛𝜋𝑥
𝑏𝑛 = 𝑓 𝑥 sin 𝑑𝑥
𝐿 𝐿
−𝐿
Fourier Series
 Fourier expansion of 𝑓(𝑥) in [0, 2𝜋], where 𝑓 𝑥 = 𝑥 2
∞ ∞

𝑓(𝑥) = 𝑎0 + 𝑎𝑛 cos(𝑛𝑥) + 𝑏𝑛 sin 𝑛𝑥 → (1)

𝑛=1 𝑛=1
First find
2𝜋 2𝜋 2𝜋
1 1 2
1 𝑥3 1 2𝜋 3
0 3 𝟒𝝅𝟐
𝑎0 = 𝑓 𝑥 𝑑𝑥 ⟹ 𝑥 𝑑𝑥 ⟹ ⟹ − ⟹
2𝜋 2𝜋 2𝜋 3 0
2𝜋 3 3 𝟑
0 0
Now,
2𝜋 2𝜋
1 1
𝑎𝑛 = 𝑓 𝑥 cos(𝑛𝑥)𝑑𝑥 ⟹ 𝑎𝑛 = 𝑥 2 cos 𝑛𝑥 𝑑𝑥
𝜋 𝜋
0 0

𝑑𝑢
𝑢𝑣𝑑𝑥 = 𝑢 𝑣𝑑𝑥 − 𝑣𝑑𝑥 𝑑𝑥
𝑑𝑥
Fourier Series

2𝜋
1 1 𝑑𝑥 2
𝑎𝑛 = 𝑥 cos 𝑛𝑥 𝑑𝑥 ⟹ 𝑥 2
2
cos 𝑛𝑥 𝑑𝑥 − cos 𝑛𝑥 𝑑𝑥 𝑑𝑥
𝜋 𝑢 𝑣
𝜋 𝑑𝑥
0

Solving this, we get

𝟒
𝒂𝒏 =
𝒏𝟐
1 2𝜋 1 2𝜋 2
Last, 𝑏𝑛 = 𝑓 𝑥 sin(𝑛𝑥)𝑑𝑥 ⟹ 𝑥 sin(𝑛𝑥)𝑑𝑥
𝜋 0 𝜋 0

Also use integration by parts here, we get the final result,

−𝟒𝝅
𝒃𝒏 =
𝒏
Fourier Series

Put values of 𝑎0 , 𝑎𝑛 , 𝑏𝑛 in Eq. (1)

∞ ∞
2
4𝜋 2 4 −4𝜋
𝑥 = + cos(𝑛𝑥) + sin 𝑛𝑥
3 𝑛2 𝑛
𝑛=1 𝑛=1

∞ ∞
2
4𝜋 2 cos 𝑛𝑥 sin 𝑛𝑥
𝑥 = +4 + (−4𝜋)
3 𝑛2 𝑛
𝑛=1 𝑛=1

2
4𝜋 2 cos 𝑥 cos 2𝑥 cos 3𝑥 sin 𝑥 sin 2𝑥 sin 3𝑥
𝑥 = +4 + + + ⋯ − 4𝜋 + + +⋯
3 12 22 32 1 2 3
Fourier Series
 Fourier expansion of 𝑓 𝑥 = 4 − 𝑥 2 in [-1, 1]

∞ ∞
𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓 𝑥 = 𝑎0 + 𝑎𝑛 cos + 𝑏𝑛 sin → (2)
𝐿 𝐿
𝑛=1 𝑛=1
First, find
2 2 2
1 1 2
1 𝑥3 8
𝑎0 = 𝑓 𝑥 𝑑𝑥 ⟹ 4 − 𝑥 𝑑𝑥 ⟹ 4𝑥 − ⟹
2𝐿 2 2 3 0
3
0 0
𝟖
𝒂𝟎 =
𝟑
Now,
2 2
1 𝑛𝜋𝑥
𝑎𝑛 = 𝑓 𝑥 cos 𝑑𝑥 ⟹ 𝑎𝑛 = (4−𝑥 2 ) cos 𝑛𝜋𝑥 𝑑𝑥
𝐿 𝐿
0 0
Fourier Series

𝑑𝑢
𝑢𝑣𝑑𝑥 = 𝑢 𝑣𝑑𝑥 − 𝑣𝑑𝑥 𝑑𝑥
𝑑𝑥
2𝜋
1
𝑎𝑛 = (4−𝑥 2 )cos 𝑛𝜋𝑥 𝑑𝑥
𝜋 𝑣
0 𝑢
Solving this, we get
−𝟒
𝒂𝒏 =
𝒏𝟐 𝝅𝟐
Last,
2
1 𝑛𝜋𝑥
𝑏𝑛 = 𝑓 𝑥 sin 𝑑𝑥
𝐿 𝐿
0
Fourier Series

𝑏𝑛 = (4−𝑥 2 )sin 𝑛𝜋𝑥 𝑑𝑥

0
Also use integration by parts here, we get the final result,
𝟒
𝒃𝒏 =
𝒏𝝅
Put values of 𝑎0 , 𝑎𝑛 , 𝑏𝑛 in Eq. (2)
∞ ∞
8 −4 4
𝑓 𝑥 = + cos 𝑛𝜋𝑥 + sin 𝑛𝜋𝑥
3 𝑛2 𝜋 2 𝑛𝜋
𝑛=1 𝑛=1

∞ ∞
8 4 cos 𝑛𝜋𝑥 4 sin 𝑛𝜋𝑥
𝑓(𝑥) = + − 𝟐 +
3 𝜋 𝑛2 𝜋 𝑛
𝑛=1 𝑛=1
Fourier Series

∞ ∞
8 4 𝑐𝑜𝑠 𝑛𝜋𝑥 4 𝑠𝑖𝑛 𝑛𝜋𝑥
𝑓(𝑥) = − 2 +
3 𝜋 𝑛2 𝜋 𝑛
𝑛=1 𝑛=1

8 4 𝑐𝑜𝑠 𝜋𝑥 𝑐𝑜𝑠 2𝜋𝑥 𝑐𝑜𝑠 3𝜋𝑥 4 𝑠𝑖𝑛 𝜋𝑥 𝑠𝑖𝑛 2𝜋𝑥 𝑠𝑖𝑛 3𝜋𝑥
𝑓 𝑥 = − 2 + + + ⋯ − + + +⋯
3 𝜋 12 22 32 𝜋 1 2 3

8 4 𝑐𝑜𝑠 𝜋𝑥 𝑐𝑜𝑠 2𝜋𝑥 𝑐𝑜𝑠 3𝜋𝑥

𝑓 𝑥 = − 2 + + +⋯ −0
3 𝜋 12 22 32

8 4 𝑐𝑜𝑠 𝜋𝑥 𝑐𝑜𝑠 2𝜋𝑥 𝑐𝑜𝑠 3𝜋𝑥

4 − 𝑥2 = − 2 + + +⋯
3 𝜋 12 22 32
Fourier Series
 Half-range Fourier Sine and Cosine Series

 A half-range Fourier sine or cosine series is a series in which only sine terms or only cosine terms are
present respectively. When a half-range series corresponding to a given function is desired, the function is
generally defined in the interval (0, 𝐿), which is the half of the interval (−𝐿, 𝐿).
 Half-range Fourier Cosine Series/ Fourier Cosine Series
∞
𝑛𝜋𝑥
𝑓 𝑥 = 𝑎0 + 𝑎𝑛 cos
𝐿
𝑛=1
2 𝐿 𝑛𝜋𝑥
𝑏𝑛 = 0, 𝑎𝑛 = 0
𝑓 𝑥 cos 𝑑𝑥 for half range cosine series
𝐿 𝐿
 Half-range Fourier Sine Series/ Fourier Sine Series
∞
𝑛𝜋𝑥
𝑓(𝑥) = 𝑏𝑛 sin
𝐿
𝑛=1
2 𝐿 𝑛𝜋𝑥
𝑎0 = 𝑎𝑛 = 0, 𝑏𝑛 = 0
𝑓 𝑥 sin 𝑑𝑥 for half range sine series.
𝐿 𝐿
Fourier Series
 Dirichlet’s Conditions

A function 𝑓 𝑥 defined in the interval 𝑐1 ≤ 𝑥 ≤ 𝑐2 can be expressed as Fourier series if in the interval,

 𝑓(𝑥) and its integrals are finite and single-valued.

 𝑓(𝑥) has discontinuities finite in number.

 𝑓(𝑥) has a finite number of maxima and minima.

Fourier Series
 Uses of Fourier Series

 A Fourier series is a specific type of infinite mathematical series that involves trigonometric functions.

 Fourier series are the ones that are used in applied mathematics, and especially in the field of physics and
electronics, to express periodic functions such as those that comprise communications signal waveforms.

 Fourier series is a very powerful method to solve ordinary and partial differential equations, particularly
with periodic functions appearing as non-homogeneous terms.
Fourier Series
 Application of Fourier Series

A Fourier Series has many applications in mathematical analysis as it is defined as the sum of multiple sines and
cosines. Thus, it can be easily differentiated and integrated, which usually analyses the functions such as saw
waves which are periodic signals in experimentation. It also provides an analytical approach to solving the
discontinuity problem. In calculus, this helps in solving complex differential equations.

 Forced oscillation

 Signal Processing.

 Approximation Theory.

 Control Theory.

 Partial Differential equation. (heat equation, wave equation, etc.)

Fourier Series
 Wave Equation (Separation of variable method)

𝜕2𝑢 2
𝜕2𝑢
=𝑐 ⟶ (1)
𝜕𝑡 2 𝜕𝑥 2
With
BC’s
𝑢 0, 𝑡 = 0, 𝑢 𝐿, 𝑡 = 0 ⟶ (2)
IC’s
𝑢 𝑥, 0 = 𝑓 𝑥 , 𝑢𝑡 𝑥, 0 = 𝑔 𝑥 ⟶ (3)
Let
𝑢 𝑥, 𝑡 = 𝐹 𝑥 𝐺 𝑡 ⟶ (4)
Differentiate w.r.t 𝑥 and 𝑡
𝜕2𝑢
2
= 𝑢𝑥𝑥 = 𝐹 ′′ 𝑥 𝐺 𝑡 ⟶ (5)
𝜕𝑥
𝜕2𝑢
= 𝑢𝑡𝑡 = 𝐹 𝑥 𝐺 .. 𝑡 ⟶ (6)
𝜕𝑡 2
Fourier Series
 Wave Equation (Separation of variable method)

Put in (1)
𝐹 𝑥 𝐺 .. 𝑡 = 𝑐 2 𝐹 ′′ 𝑥 𝐺 𝑡
Separating of variable
𝐺 .. 𝑡 𝑐 2 𝐹 ′′ 𝑥
=
𝐺 𝑡 𝐹 𝑥
Let
𝐺 .. 𝑡 𝑐 2 𝐹 ′′ 𝑥
= = 𝑘 ⟶ (7)
𝐺 𝑡 𝐹 𝑥
𝑐 2 𝐹 ′′ 𝑥
=𝑘
𝐹 𝑥
𝐹 ′′ 𝑥 − 𝑘𝐹 𝑥 = 0 ⟶ (8)
𝐺 .. 𝑡
=𝑘
𝐺 𝑡
𝐺 .. 𝑡 − 𝑘𝐺 𝑡 = 0 ⟶ (9)
Fourier Series
 Wave Equation (Separation of variable method)

Case 1: For 𝑘 = 0
𝐹(𝑥) = 𝐴𝑥 + 𝐵 ⟶ (10)
By using BC’s
𝑢 𝑥, 𝑡 = 𝐹 𝑥 𝐺 𝑡
𝑢 0, 𝑡 = 𝐹 0 𝐺 𝑡 ⟶ (11)
𝐹 0 𝐺 𝑡 =0
𝐹 0 = 0, 𝐺 𝑡 ≠0
Again
𝑢 𝐿, 𝑡 = 𝐹 𝐿 𝐺 𝑡 ⟶ (12)
0=𝐹 𝐿 𝐺 𝑡
𝐹 𝐿 = 0, 𝐺 𝑡 ≠0
Now, using these values, we get,
𝐹 𝑥 = 0 ⟶ (13)
Fourier Series
 Wave Equation (Separation of variable method)

Case 2: For 𝑘 = 𝜇2
𝐹 ′′ 𝑥 − 𝜇2 𝐹 𝑥 = 0 ⟶ (14)
Solution of this equation is
𝑚 = ±𝜇
⟹ 𝐹 𝑥 = 𝐴𝑒 𝜇 + 𝐵𝑒 −𝜇 ⟶ (15)
As 𝐹 𝑥 = 0, 𝐹 𝐿 = 0 ⟹ 𝐴 = 𝐵 = 0
⟹ 𝐹 𝑥 = 0 ⟶ (16)
Fourier Series
 Wave Equation (Separation of variable method)

Case 3: 𝑘 = −𝑝2
𝐹 ′′ 𝑥 + 𝑝2 𝐹 𝑥 = 0 ⟶ (17)
Solution of this equation is
𝑚 = ±𝑖𝑝
⟹ 𝐹 𝑥 = 𝐴𝑐𝑜𝑠𝑝𝑥 + 𝐵𝑠𝑖𝑛𝑝𝑥 ⟶ (18)
Now,
𝐹 𝑥 =0⟹𝐴=0
𝐹 𝐿 = 0 ⟹ 𝐵𝑠𝑖𝑛𝑝𝐿 = 0 ⟹ 𝐵 ≠ 0
⟹ 𝑠𝑖𝑛𝑝𝐿 = 0 ⟹ 𝑝𝐿 = 𝑛𝜋
𝑛𝜋
⟹𝑝= ⟶ (19)
𝐿
Setting 𝐵 = 1, we obtained infinitely many solutions
⟹ 𝐹 𝑥 = 𝐹𝑛 𝑥
𝑛𝜋𝑥
⟹ 𝐹𝑛 𝑥 = sin ⟶ (20)
𝐿
Fourier Series
 Wave Equation (Separation of variable method)

𝐺 .. 𝑡 − 𝑘𝐺 𝑡 = 0
Put 𝑘 = −𝑝2
𝑛2 𝜋 2
𝐺 .. 𝑡 − 𝐺 𝑡 = 0 ⟶ (21)
𝐿2
After solving this, we obtained the solution of the form,
𝑛𝜋𝑡 𝑛𝜋𝑡
𝐺 𝑡 = 𝐵𝑛 cos + 𝐵𝑛∗ 𝑠𝑖𝑛
𝐿 𝐿
𝐺 𝑡 = 𝐵𝑛 cos 𝜆𝑛 𝑡 + 𝐵𝑛∗ 𝑠𝑖𝑛𝜆𝑛 𝑡 ⟶ (22)
Put
𝑛𝜋𝑥
𝑢 𝑥, 𝑡 = 𝐵𝑛 cos 𝜆𝑛 𝑡 + 𝐵𝑛∗ 𝑠𝑖𝑛𝜆𝑛 𝑡 sin
∞ ∞
𝐿
𝑛𝜋𝑥
𝑢𝑛 𝑥, 𝑡 = 𝑢𝑛 𝑥, 𝑡 = 𝐵𝑛 cos 𝜆𝑛 𝑡 + 𝐵𝑛∗ 𝑠𝑖𝑛𝜆𝑛 𝑡 sin ⟶ (23)
𝐿
𝑛=1 𝑛=1
Fourier Series
 Wave Equation (Separation of variable method)

Now satisfying IC’s, for displacement 𝑢 𝑥, 0 = 𝑓 𝑥

∞
𝑛𝜋𝑥
𝑢 𝑥, 𝑡 = Bn sin ⟶ (24)
𝐿
𝑛=1
This is the Fourier series with
𝐿
1 𝑛𝜋𝑥
𝐵𝑛 = 𝑓(𝑥) sin 𝑑𝑥
𝐿 𝐿
_𝐿
𝐿
2 𝑛𝜋𝑥
𝐵𝑛 = 𝑓(𝑥) sin 𝑑𝑥
𝐿 𝐿
0
For velocity, the ICs 𝑢𝑡 𝑥, 0 = 𝑔 𝑥
∞
𝑛𝜋𝑥
𝑢𝑡 𝑥, 𝑡 = −𝜆𝑛 𝐵𝑛 cos 𝜆𝑛 𝑡 + 𝜆𝑛 𝐵𝑛∗ 𝑠𝑖𝑛𝜆𝑛 𝑡 sin ⟶ (25)
𝐿
𝑛=1
Fourier Series
 Wave Equation (Separation of variable method)
∞
𝑛𝜋𝑥
𝑢𝑡 𝑥, 𝑡 = 𝜆𝑛 𝐵𝑛∗ sin =𝑔 𝑥
𝐿
𝑛=1
𝐿
2 𝑛𝜋𝑥
𝐵𝑛∗ 𝜆𝑛 = 𝑔(𝑥) sin 𝑑𝑥
𝐿 𝐿
0
𝑐𝑛 𝜋
Let 𝜆𝑛 = , we have
𝐿
𝐿
2 𝑛𝜋𝑥
𝐵𝑛∗ = 𝑔(𝑥) sin 𝑑𝑥
𝑐𝑛 𝜋 𝐿
0
Given that 𝑔 𝑥 = 0 ⟹ 𝐵𝑛∗ =0
So we have,
∞

𝑢 𝑥, 𝑡 = 𝐵𝑛 cos 𝑛𝜋𝑡 sin 𝑛𝜋𝑥 ⟶ (26)

𝑛=1