Fourier Analysis for Math Students
Fourier Analysis for Math Students
Chapter - 3
Even and Odd function
A function y f (x) is called even if f ( x) f ( x), for all x in its domain. The graph of an even
function is symmetric with respect to the y-axis. For example, any constant function,
cos x, sec x, x 2n (n 0, 1, 2, 3) are even functions.
A function y f (x) is called odd if f ( x) f ( x), for all x in its domain. The graph of an odd
function is symmetric with respect to the origin. For example,
2 n 1
sin x, tan x, cot x, csc x, x (n 0, 1, 2, 3) are odd functions.
Operations Even and Even Odd and Odd Even and Odd
+/- Even Odd Neither
×/÷ Even Even Odd
g ( x)dx 2 g ( x)dx
L 0
g ( x)dx 0.
L
Exercise 3.1
1. Determine the period of the following functions.
(a) 𝑓(𝑥) = sin 5𝑥, (b) 𝑓(𝑥) = tan 7𝑥, (c) 𝑓(𝑥) = cos 2 𝑥, (d) 𝑓(𝑥) = sin2 𝑥 − cos 2 𝑥,
2𝜋
(a) Ans: . (b) Ans: 𝜋/7. (c) Ans: 𝜋. (d) Ans: 𝜋. (e) Ans: 2𝜋.
5
𝑥
(a) 𝑓(𝑥) = sin 𝑥 + cos (3), (b) 𝑓(𝑥) = 𝑥 3 − 𝑥, (c) 𝑓(𝑥) = tan 𝑥 + sin 2𝑥,
Page 1 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
2
(d) 𝑓(𝑥) = 𝑒 𝑥 ,
𝑒 3𝑥 +𝑒 −3𝑥 𝑒 𝑥 −𝑒 −𝑥
(e) 𝑓(𝑥) = cos 𝑥, (f) 𝑓(𝑥) = , (g) 𝑓(𝑥) = , (h) 𝑓(𝑥) = 𝑥 3 .
2 2
Periodic Function:
Let T 0. A function f (x) is said to be a periodic function if f ( x nT ) f ( x), n Z .
where T is called period of f.
Example 01:
Describe the function shown in figure 1 with period 2 in two different ways:
1. By considering its values on the interval 0 x 2.
2. By considering its values on the interval 1 x 1.
Solution:
1. On the interval 0 x 2 , the function is a portion of the line y x 1 thus f ( x) x 1 if
0 x 2 . The relation f ( x 2) f ( x) describes f(x) for all other values of x.
2. On the interval 1 x 1 , the function consists of two lines. So we have
x 1 if 1 x 0
f ( x)
x 1 if 0 x 1
The relation f ( x 2) f ( x) describes f for all other values of x.
Example: f ( x) sin x
f ( x 2 ) sin( x 2 ) sin x
So, f (x) is periodic function and period T 2 .
Page 2 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
f ( x) if 0 x L
The odd extensions of f(x) are, g ( x)
f ( x) if - L x 0.
f ( x) if 0 x L
The even extensions of f(x) are, g ( x)
f ( x) if - L x 0.
Page 3 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Solution:
x 3 if 0 x L
g ( x) 3
x if - L x 0.
Solution:
1 x 2 if 0 x L
g ( x)
1 x if - L x 0.
2
Page 4 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
n (2k 1)
sin sin (1) and
k
2 2
n (2k 1)
cos cos 0.
2 2
Useful technique for integration by parts:
2
2 nx
x cos 2 dx sign Differentiation Integration
cos nx
0
+ x2 2
nx
2 sin
2
- 2x n
2 nx
4 sin
2
+
2n2
nx
0 8 sin
2
-
3n3
nx
2
x 2 cos dx
0 2
2
2 x2 nx 8 x nx 16 nx 16 16
2 2 cos 3 3 sin 0 2 2 cos n 0 2 2 (1)
n
sin
n 2 n 2 n 2 0 n n
Page 5 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
The Fourier series is named in honor of Jean-Baptiste Joseph Fourier (1768–1830), who made
important contributions to the study of trigonometric series. Fourier introduced the series for the
purpose of solving the heat equation in a metal plate. In mathematics, it decomposes any periodic
function or periodic signal into the weighted sum of a (possibly infinite) set of simple oscillating
functions, namely sines/cosines and both (or, equivalently, complex exponentials). The fields of
electronics, quantum mechanics, and electrodynamics all make heavy use of the Fourier series.
Additionally, other methods based on the Fourier series, such as the FFT (Fast Fourier Transform
– a form of a Discrete Fourier Transform [DFT]), are particularly useful for the fields of Digital
Signal Processing (DSP).
a0 nx nx
f ( x) an cos bn sin (1)
2 n1 L L
where
L
1
a0 f ( x) dx ( 2)
L L
nx
L
1
an f ( x) cos dx, (n 1, 2, 3,) (3)
L L L
and
nx
L
1
bn f ( x) sin dx, (n 1, 2, 3,) (4)
L L L
Note that the cosine functions are even, while the sine functions are odd.
If f (x) is an even function then the integrand in (4) is odd, so bn 0 for all n, leaving a Fourier
cosine series (and perhaps a constant term) only for f (x).
Page 6 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
If f (x) is an odd function then the integrand in (2) and (3) are odd, so a0 an 0 for all n,
leaving a Fourier sine series only for f (x).
Example 04:
Solution:
Here, T 2L 4, hence L 2.
L 2
1 1
a0
L L
f ( x) dx x dx 0 (odd function)
2 2
nx nx
L 2
1 1
L L 2 2
an f ( x ) cos dx x cos dx 0 (integrand is odd )
L 2
Again,
L 2
sign D I
nx nx nx
1 1 +
bn f ( x) sin dx x sin dx x sin
L
L
L 2
2
2 2
2
nx
x sin
2
dx
- 1
2 nx
cos
0
n 2
2
2x nx 4 nx +
cos 2 2 sin
n 2 n 2 0
0 4 nx
sin
n
2 2
2
4
cosn 2 2 sin n
4
n n
4
1n1
n
Now, we know the Fourier series of f (x) in the interval L x L is
Page 7 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
a0 nx nx
f ( x) an cos bn sin
2 n1 L L
4
(1) n 1 nx
f ( x)
n 1 n
sin
2
.
Figure 9: The graph of the partial sum of the first 30 terms of the above Fourier series
Example 05: Compute the first 4 components of the trigonometric Fourier series for the wave
form below
.
Solution: From the figure we can construct the function as
0 x 0
f ( x)
x 0 x
Here, T 2 L 2 , hence L .
0
1 1 1
a0 f x dx 0 dx x dx
0
1 x
2
0
2 2
0
Page 8 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Sign D I
1 1
an f x cos nx dx 0 x cos nx dx
0 + x cos nx
1
1 n x sin nx cos nx 1 1
n
sin nx
- -1 n
n 2
0 n 2
+ 1
0 cos nx
n2
1 1
bn f x sin nx dx 0 x sin nx dx sign D I
0
+ x sin nx
1 n x cos nx sin nx 1 1
cos nx
n 2
0 n - -1 n
+ 1
0 sin nx
Therefore the Fourier series for f (x) is n2
1 (1) n
1
f ( x) cos nx sin nx ( x )
4 n1 n 2 n
Now, the first few partial sums in the Fourier series are
S0
4
2
S1 cos x sin x
4
2 1
S2 cos x sin x
sin 2 x
4 2
2 1 2 1
S3 cos x sin x sin 2 x cos 3x sin 3x and so on.
4 2 9 3
Page 9 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Figure 9: The graph of the partial sum of the first 50 terms of the above Fourier series
Example 06: Find the Fourier series expansion for the standard square wave,
1 1 x 0
f x
1 0 x 1
Solution:
Here, T 2L 2, hence L 1.
L 1 0 1
1 1
a0 f ( x) dx f ( x) dx (1) dx 1 dx x 1 x 0 1 1 0
0 1
L L 1 1 1 0
nx
L 1 0 1
1 1
an
L L
f ( x) cos
L
dx f ( x) cos(nx) dx cos(nx) dx cos(nx) dx
1 1 1 0
1
sin nx01 1 sin nx10 0
n n
Page 10 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
nx
L 1
1 1
L L 1 1
bn f ( x ) sin dx f ( x) sin( nx) dx
L
0 1
sin( nx) dx sin( nx) dx
1 0
1
cos(nx)01 1 cos(nx)10
n n
2 1 (1) n
n
Therefore the Fourier series of f(x) is
2
1 (1) n 2 2
f ( x)
n1 n
sin nx sin(nx)
nodd n
The graphs of the third and ninth partial sums (containing two and five non-zero terms
respectively) are displayed here, together with the exact form for f (x), with a periodic
extension beyond the interval (–1, +1) that is appropriate for the square wave.
Figure 11: The graph of the partial sum of the first 9 terms of the above Fourier series
Page 11 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Example 07: Find the Fourier series for the function f (x) defined by
Solution:
Here, T 2L 2, hence L 1.
Sign D I
+ 1 x 2
cos(nx)
1
sin( nx)
- 2x n
+
2 1
cos(nx)
n 2 2
- 0 1
3 3 sin( nx)
n
Sign D I
+ 1 x 2 sin( nx)
1
cos(nx)
- 2x n
+
2
1
sin( nx)
n 22
- 0 1
cos(nx)
n 33
Page 12 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Figure 13: The graph of the partial sum of the first 4 terms of the above Fourier series
Page 13 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Example 08: Find the Fourier series for the function f (x) defined on the interval [–1, 1] by
Solution:
Here, T 2L 2, hence L 1.
Sign D I
+ 1 x cos(nx)
1
sin( nx)
- n
1
+
0 1
cos(nx)
n 2
2
nx
1
1
bn
1 1
f ( x) sin
1
dx 0 ( integrand is odd)
1 2 2
f ( x)
2 2
n
n odd
2
cos(nx)
Page 14 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Figure 15: The graph of f(x) and the third partial sum S3
Page 15 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Consider, 𝑓(𝑥) be defined in the interval,[𝑐 − 𝐿, 𝑐 + 𝐿]. Fourier series of the function, 𝑓(𝑥) in
real form:
a
n x n x
f ( x) 0 an cos bn sin
2 n 1 L L
i nL x i nL x i nL x i nL x
e e
b e e einx e inx einx e inx
0 an
a
[Since cos(nx) &sin(nx) ]
n
2 n 1 2 2i 2 2i
a0 an ibn i nL x an ibn i nL x
e
2 n 1 2 2
e
n 1
n x n x
i
C0 C n e Cn e
i
L L
n 1 n 1
n x n x
i
C n e C0 Cn e
i
L L
n 1 n 1
3 x 2 x x 0 x x 2 x 3 x
i i i i i i i
... C3e L
C2e L
C1e L
C0e L
C1e L
C2 e L
C3e L
....
n x
i
Cn e
n
L
a0 a ibn a ibn
whereC0 , C n n , Cn n
2 2 2
If 𝑓(𝑥) be the periodic function of period 2L in the interval,[𝑐 − 𝐿, 𝑐 + 𝐿], Fourier series of the
function, 𝑓(𝑥) in complex form can be written in the following form:
n x
i
f ( x) Ce
n
n
L .
c L n x
1
i
Here Cn f ( x ) e L
dx; n 0, 1, 2, 3,.....
2L cL
The coefficient, Cn is called complex Fourier coefficient. The complex form of Fourier series is
algebraically simpler and more symmetric. Therefore, it is often used in physics and other
sciences.
Example 09: Find the complex form of Fourier series of function, 𝑓(𝑥) = 𝑥 2 in the region,
−𝜋 ≤ 𝑥 ≤ 𝜋.
Solution:
The Fourier series of function in complex form in the interval [c-L,c+L] is given by
in x
f ( x) Cne
n
L
.
Page 16 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Here, L .
f ( x) x 2 Ce
n
n
inx
(1)
in x
1 c L
Now, Cn
2L c L
f ( x ) e L
dx
in x
1
x e
2
dx c L & c L , we have c 0. So L
2
1
x e f ( x) x 2
2 inx
dx
2
1
x
2
cos nx i sin nx dx einx cos nx i sin nx
2
1 i 2
x cos nx dx x sin nx dx
2
2
2
0 x cos nx dx 2 0 x sin nx is an odd function, therefore x sin nx dx 0
2 i
2 2 2
2
1 x2 2x 2 d
sin nx 2 cos nx 3 sin nx use formula : uvdx u vdx ( dx u ) vdx
n n n 0
1 2 n
2
1 sin n 0 & co s n 1n
n
2
2
Cn 1 ; n0
n
n
1
If n 0, then C0 x dx
2
2
2 1 x3 2
x dx
2
2 0 3 0 3
Page 17 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Exercise 3.2
1. Sketch the graph and find the Fourier coefficients and then Fourier series of the function of
f ( x) x 2 in the interval x .
2 2 4(1) n
Ans: a0 , an , bn 0.
3 n2
2. Sketch the graph and find the Fourier coefficients and then Fourier series of the function
of f ( x) 2 x in the interval 2 x 2.
8(−1)𝑛
Ans:𝑎0 = 0, 𝑎𝑛 = 0, 𝑏𝑛 = − .
𝑛𝜋
1 when x 0
3. Sketch the graph and obtain the Fourier series of the function f ( x) .
2 when 0 x
0 when n even
1
Ans: a0 3 , an 0 , bn [(1) 1] 2
n
.
n n when n odd
4. Sketch the graph and obtain the Fourier series of the function f ( x) | x | in the interval
−𝜋 ≤ 𝑥 ≤ 𝜋.
−4
when 𝑛 = 1, 3, 5, …
Ans: a0 , 𝑎𝑛 = {𝜋𝑛2 , bn 0 .
0 when 𝑛 = 2, 4, 6, …
Similarly, f(x) can be extended into an odd periodic function of period 2L, such that
f (x) = F(x) on the interval (0, L), and whose Fourier series is, therefore, a sine series.
The process that such extensions are obtained is often called cosine /sine series half-range
expansions.
Page 18 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
A Fourier series for f (x), valid on [0, L], may be constructed by extension of the domain to [–L,
L].
An odd extension of f(x) of the period 2L leads to a Fourier sine series:
where
a 0 0, a n 0 n 1, 2, 3,
L
2 n x
bn f x sin dx , n 1, 2, 3,
L
0
L
L L
nx
f ( x) cos
2 2
where, a 0 f ( x)dx, a n dx, n 1, 2, 3, and bn 0
L L L
0 0
Example 01: Find the Half range Fourier sine and cosine series for
1
2 x, 0 x
f ( x) 2
1
2 2 x, x 1
2
Solution:
Page 19 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Sign D I
Here, T 2L 2, hence L 1. + sin( nx)
2x
An odd extension of f (x) is required to the interval [–1, 1].
an = 0 for all n.
- 1
2 cos(nx)
2
L
nx n
bn
L0 f ( x) sin
L
dx
+
1
0
1
sin( nx)
2
2 1
2 x sin( nx)dx (2 2 x) sin( nx)dx n 2
2
1 0
1
2
1
4x 2 (4 4 x)
1
4 4
cos(nx) 2 2 sin(nx) cos(nx) 2 2 sin(nx)
n n 0 n n 1
2
Sign D I
+ 2 2x sin( nx)
- 2 1
cos(nx)
n
Page 20 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
8 n +
sin
n
2
2
2
0 1
sin( nx)
n 2
2
Therefore the half range Fourier sine series for f (x) on [0, 1]
(which is also the Fourier series for f (x) = x on
[–1, 1]) is
8 n
f ( x)
n odd n
2
sin
2
2
sin( nx)
0 1
cos(nx)
1
n 2
2
2 1
L 1 2
2
a0 f ( x)dx 2 xdx (2 2 x)dx
L0 1 0 2
1
2
nx
L
2
a n f ( x) cos dx
L0 L Sign D I
+ 2 2x cos(nx)
1
1
sin( nx)
2
2 1
2 x cos(nx)dx (2 2 x) cos(nx)dx - n
2
1 0
1
2 +
0 1
cos(nx)
n 2 2
Page 21 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
1
4x 2 (4 4 x)
1
4 4
sin(nx) 2 2 cos(nx) sin(nx) 2 2 cos(nx)
n n 0 n n 1
2
4 n
2 cos cos(n ) 1
n
2 2
2
Therefore the half range Fourier cosine series for f (x) on [0, 1] (which is also the Fourier series
for f (x) = x on [–1, 1]) is
1
4 n
f ( x) 2 2 2 cos 2 cos(n ) 1 cos(nx)
2 n even n
Example 02: Find the first few terms of half range Fourier sine and cosine series for the wave
form below
Solution:
From the figure we can construct the function as
f ( x ) x, 0 x 1
Page 22 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Here, T 2L 2, hence L 1.
n x
1
2
bn x sin dx , n 1, 2, 3, Sign D I
1 0 1 sin( nx)
+ x
1
x n x 1 n x
bn 2 - 1
cos sin 1 cos(nx)
n n
2
1 1 0 n
2 n1
1
n +
Therefore the Fourier sine series for f (x) = x on [0, 1] (which 0 1
is also the Fourier series for f (x) = x on [–1, 1]) is sin( nx)
n 2
2
n1 sin n x
f x 2
1
n 1
n
Or
2 sin( 2x) sin( 3x) sin( 4x)
f ( x) sin(x)
2 2 2
Figure 06: The graph of y=f(x) and the partial sum of the first 5 terms of the above Fourier series
Page 23 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Here, T 2L 2, hence L 1.
bn = 0 for all n.
1
2 1
a0 x dx x 2 1
1 0 0
Sign D I
+ x cos(nx)
n x
1
2
and an x cos dx , n 1, 2, 3, 1
sin( nx)
1 0 1 - n
1
+ 0 1
cos(nx)
1
x 1
an 2 sin n x n 2
2
cos n x
n n
2
0
2 1
n
1
n
2
0 n 2, 4, 6,
Page 24 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Therefore the Fourier cosine series for f (x) = x on [0, 1] (which is also the Fourier series for f (x)
on [–1, 1] ) is
cos 2k 1 x
f x
1
2
2
4
k 1 2 k 1
2
or
1 4 cos3 x cos5 x cos 7 x
f x 2 cos x
2 9 25 49
Figure 08: The graph of y=f(x) and the partial sum of the first 3 terms of the above Fourier series.
Example 03: Find the half range Fourier cosine series for the function f (x) defined on the
interval [0, 2] by
Solution:
Page 25 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Sign D I
+ nx
cos
4 x2 2
2 nx
Therefore the Fourier series is sin
- 2x n 2
+
2 4 nx
cos
n 22
2
- 0 8 nx
3 3 sin
n 2
8 16 x 1 1 3x
f ( x)
3 2 cos 2 4 cos(x) 9 cos 2
Figure 10: The graph of y=f(x) and the partial sum of the first 3 terms of the above Fourier series
Page 26 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Example 04: Find the half range Fourier sine series for the function f (x) defined on the
interval [0, 2] by
Solution:
Sign D I
+ nx
sin
2x x 2 2
2 nx
cos
- 2 2x n 2
Therefore the Fourier series is +
2 4 nx
sin
n 2 2
2
- 0 8 nx
cos
n
3 3
2
The first few terms of this series are
Page 27 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
The partial sum of just the first three non-zero terms yields an excellent approximation
everywhere. The graph of y=f(x) and the third partial sum y=S3 illustrates:
Figure 12: The graph of f(x) and the partial sum of the first 3 terms of the above Fourier
series
Exercise: 3.3
1. Sketch the odd and even extension and express f ( x) x as a half range Fourier sine and
cosine series in the interval 0 < 𝑥 < 2.
4 (1)n 1 n 4 {(1) n 1}
Ans : f s ( x) sin( ) x, f c ( x) 1 2 cos( n2 ) x
n 1 n 2 n1 n 2
2
2. Sketch the odd and even extension and express 𝑓(𝑥) = 𝑥 as a half range Fourier sine and
cosine series in the interval 0 < 𝑥 < 𝜋.
∞
2 𝜋2 2
Ans: 𝑓𝑠 (𝑥) = ∑ [ (−1)𝑛+1 + 3 {(−1)𝑛 − 1}] sin 𝑛𝑥
𝜋 𝑛 𝑛
𝑛=1
∞
2
𝜋 4
and 𝑓𝑐 (𝑥) = + ∑ 2 (−1)𝑛+1 cos 𝑛𝑥.
3 𝑛
𝑛=1
3. Sketch the odd and even extension and find the half range Fourier sine and cosine series of
𝑥, 0 < 𝑥 < 4
𝑓(𝑥) = {
8 − 𝑥, 4 < 𝑥 < 8.
Page 28 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
𝑛𝜋
32 1 𝑛𝜋 𝑛𝜋𝑥 16 ∞ 2cos −cos 𝑛𝜋−1 𝑛𝜋𝑥
Ans: 𝑓𝑠 (𝑥) = 𝜋2 ∑∞
𝑛=1 𝑛2 sin 2
sin 8 , and 𝑓𝑐 (𝑥) = ∑ [
𝜋2 𝑛=1
2
𝑛2
] cos 8 .
4. Sketch the odd and even extension and find the half range Fourier sine and cosine series of
1, 0 < 𝑥 < 1
𝑓(𝑥) = { .
2, 1 < 𝑥 < 2
2 4 𝑛𝜋𝑥 3 2 𝑛𝜋 𝑛𝜋𝑥
Ans: 𝑓𝑠 (𝑥) = ∑∞ 𝑛 ∞
𝑛=1 (𝑛𝜋 − 𝑛𝜋 (−1) ) sin 2 , 𝑓𝑐 (𝑥) = 2 − ∑𝑛=1 𝑛𝜋 sin 2 cos 2 .
5. Sketch and find the half range Fourier sine and cosine series of 𝑓(𝑥) = 𝜋 − 𝑥 in the interval
0 < 𝑥 < 𝜋.
sin 𝑥 sin 2𝑥 sin 3𝑥
Ans: 𝑓𝑠 (𝑥) = 2 [ + + + ⋯ ],
1 2 3
𝜋 4 cos 𝑥 cos 3𝑥 cos 5𝑥
and 𝑓𝑐 (𝑥) = + [ + + + ⋯ ].
2 𝜋 12 32 52
Fourier Integral
Fourier integral is a formula for the decomposition of a non-periodic function into harmonic
components whose frequencies range over a continuous set of values.
Let f (x) is a periodic function with a period T = 2L or is defined on the interval L x L. Then
the Fourier series representation of f (x) is a trigonometric series (that is, it is an infinite series
consists of sine and cosine terms) of the form,
nx
nx
f ( x) a0 an cos bn sin
n 1 L L
n
a0 a n coswn x bn sin wn x , wn
n 1 L
a n coswn x bn sin wn x
n 0
(n 1) n
Note that, w wn 1 wn
L L L
L L
f ( x) coswn x w f (v) cos( wn v)dv sin wn x w f (v) sin( wn v)dv
1
n 0 L L
As, L , w 0, w dw.
Page 29 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
1
f ( x) coswx f ( v ) cos( wv ) dv sin wx f (v) sin( wv )dv dw
0
1
f ( x) f (v) cos( wv )dv coswx f (v) sin( wv )dv sin wx dw
1
0
f ( x) A( w) cos(wx ) B( w) sin(wx )dw .
0
Hence, the Fourier integral of non-periodic function f(x) but piecewise continuous in any infinite
interval as follows:
f ( x) A( w) cos(wx ) B( w) sin(wx )dw
0
1 1
Where, A( w) f (v) cos( wv )dv and B( w) f (v) sin( wv )dv
2
A( w)
f ( x) cos(wx)dx (Even) and B(w) 0 (odd)
0
Hence, the Fourier cosine integral of f(x) is
f ( x) A( w) cos(wx )dw
0
Fourier sine integral:
f ( x) A( w) cos(wx ) B( w) sin(wx )dw
0
1 1
A( w)
f (v) cos( wv )dv and B( w) f (v) sin( wv )dv
If the function f(x) is odd and writing v x then,
2
A( w) 0 (odd) and B( w) f ( x) sin(wx )dx (Even)
0
Hence, the Fourier sine integral of f(x) is
Page 30 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
f ( x) B( w) sin(wx )dw
0
Note that:
e ax (a sin bx b cos bx )
e sin bxdx
ax
a2 b2
e ax (a cos bx b sin bx )
e cos bxdx
ax
a2 b2
Example: 01
Find the Fourier integral of f ( x) e 2 x where x 0 and f ( x) f ( x) and hence prove that
w sin( wx )
0 w 4
2
dw e 2 x
2
Solution:
Here f ( x) e 2 x
1
A( w) f ( x) cos( wx )dx 0 f ( x) f ( x)
2 e 2 x 2 sin( wx ) w cos( wx )
1 2 2 x
0
B( w) f ( x ) sin( wx ) dx e sin( wx ) dx
w2 4
0
2 w
w2 4
Hence the Fourier integral of f(x) is,
f ( x) A( w) cos(wx ) B( w) sin(wx )dw
0
2 w
e 2 x 2 sin( wx )dw
0
w 4
Now,
w sin( wx ) 2 x
0 w 2 4 dw 2 e (Proved)
Example: 02 Find the Fourier integral of the function
0 , when x 3
f ( x) 1 , when 3 x 3 .
0 , when x 3
Page 31 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Solution:
3 3
1 1 1 1
A( w)
f ( x) cos(wx)dx 0. cos(wx)dx 1. cos(wx)dx 0. cos(wx)dx
3 3
3
2 sin( wx )
3
2 2 sin( 3w)
1. cos( wx )dx
0
w 0 w
3 3
1 1 1 1
B( w)
f ( x) sin( wx )dx
0.sin(wx)dx
1.sin(wx)dx
3
0.sin(wx)dx
3
B( w) 0
Hence the Fourier integral of f(x) is,
f ( x) A( w) cos(wx ) B( w) sin(wx )dw
0
2 sin 3w
f ( x) cos(wx )dw
0
w
and
0
1 1 1
f ( x) sin(wx)dx 0.sin(wx)dx e
x
B( w) . sin( wx )dx
0
1 e x sin( wx ) w cos( wx )
w
w 1
2
0 (1 w )
2
Page 32 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
f ( x) A( w) cos(wx ) B( w) sin(wx )dw
0
1 w
f ( x) cos(wx ) sin(wx )dw
0 (1 w ) (1 w )
2 2
Example: 04
Find the Fourier sine integral of the function
x, when 0 x 2
f ( x)
0, when x 2 .
Solution:
We know, for Fourier sine integral A( w) 0
2
1 2 2 2
B( w)
f ( x) sin(wx)dx f ( x) sin(wx)dx x.sin(wx)dx 0.sin(wx)dx
0 0 2
2
2 cos(wx ) sin(wx )
2 sin 2w 2w cos 2w
2
x
w w 0 w
2
Exercise: 3.4
1. Find the Fourier integral of the function
0 when 𝑥 < −1
𝑓(𝑥) = {1 − 𝑥 when − 1 ≤ 𝑥 ≤ 1 .
0 when 𝑥 ≥ 1
1 ∞ 2 2 1 1
Ans: 𝑓(𝑥) = 𝜋 ∫0 [𝜋𝑤 sin 𝑤 cos 𝑤𝑥 + 𝜋 (𝑤 cos 𝑤 − 𝑤2 sin 𝑤) sin 𝑤𝑥] 𝑑𝑤 .
Fourier Transform
The Fourier Transform is a generalization of the Fourier Series. Strictly speaking it only applies
to continuous and aperiodic functions. The Fourier Transform converts a set of time domain data
vectors into a set of frequency domain vectors. The Fourier transform is called the frequency
domain representation of the original signal. The term Fourier transforms refers to both the
frequency domain representation and the mathematical operation that associates the frequency
domain representation to a function of time.
Page 34 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
nx
L L
dx Fc n and
2 2 2 2
Where a0
L0 f ( x) dx Fc (0)
L
and a n
L0 f ( x) cos
L L
nx
L
Fc n f ( x) cos dx is called finite Fourier cosine transform.
0 L
From equation (2), we get
2 nx
f ( x) Fc (0) Fc n cos
1
is called inverse finite Fourier cosine transform of Fc n .
L L n 1 L
Infinite Fourier sine transforms:
For an odd function f (x) , the Fourier integral is the Fourier sine integral
f ( x) B( w) sin(wx )dw(3) where B( w)
2
0
f (v) sin(wv)dv(4)
0
2 ˆ
We now set B( w) Fs ( w). Then from (4) writing v x we have
2
Fˆs ( w) f ( x) sin(wx)dx
0
This is called infinite Fourier sine transform of f (x) . Similarly, from (3) we have,
2
f ( x)
Fˆ (w) sin(wx)dw
0
s
2 ˆ
We now set A( w) FC ( w). Then from (4) writing v x we have
2
FˆC ( w) f ( x) cos(wx)dx
0
This is called infinite Fourier cosine transform of f (x) . Similarly, from (5) we have,
2
f ( x)
Fˆ
0
C ( w) cos(wx )dw
Page 35 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Example: 01
x , when 0 x
2
Find the Fourier sine transform of f ( x) .
x , when
x
2
Solution: Here L
We know the finite Fourier sine transforms of f (x) is
2
L x sin nx dx ( x) sin nx dx
nx
Fs f ( x) f ( x) sin dx f ( x) sin nx dx 0
L
0 0 2
cos nx sin nx 2 cos nx sin nx
x 2 ( x) 2
n n 0 n n
2
n 1 n n 1 n
cos 2 sin cos 2 sin
2n 2 n 2 2n 2 n 2
1 n 1 n
2 sin 2 sin
n 2 n 2
2 n
2 sin
n 2
n
Fs f ( x) 2 sin
2
(Ans.)
n 2
1 when 0 x
2
Example: 02 Find the Fourier cosine transform of f ( x) .
1 when
x
2
Solution: Here L
We know the finite Fourier cosine transforms of f (x) is
L
nx
Fc n f ( x) cos dx
L
0
2
f ( x) cos nx dx 1.cos nx dx 1.cos nx dx
0 0
2
sin nx 2 sin nx 1 n 1 n 2 n
sin sin sin
n 0 n n 2 n 2 n 2
2
Page 36 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
2 n
Fc (n) sin .
n 2
x when 0 x 1
Example 03: Find the Fourier sine and cosine transform of f ( x) 2 when 1 x 2
0 when x 2
Solution: We know the infinite Fourier sine transform is,
ˆ 2
Fs ( f ( x)) f ( x)sin(wx)dx
0
2
1 2
x sin( wx ) dx 2sin( wx ) dx 0.sin( wx)dx
0 1 2
2 x 1
1
2 2
cos( wx) 2 sin( wx) cos( wx) 1
w w 0 w
2 1
cos(2w) cos w
1 2
Fˆs (n) cos n sin w
w w 2
n
We know the infinite Fourier cosine transform is,
2
FˆC ( f ( x)) f ( x) cos(wx)dx
0
2
1 2
x cos( wx)dx 2 cos( wx)dx 0.cos( wx)dx
0 1 2
2 x 1
1
2 2
sin( wx) 2 cos( wx) sin( wx) 1
w w 0 w
2 1 1 1 2
FˆC (n) sin w 2 cos w 2 sin(2w) sin w
w w w w
Exercise: 3.5
Sketch the graph and then find the (a) finite Fourier sine transform, and (b) finite Fourier cosine
transform of the following functions:
2. f ( x) x 2 , 0 x b .
Page 37 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
2𝑏 3 𝑏3
(cos 𝑛𝜋 − 1) − cos 𝑛𝜋 , 𝑛 = 1,2,3, . . 2𝑏 3
𝑛3 𝜋 3 𝑛𝜋
Ans: 𝑓𝑠 (𝑛) = { 𝑏3
, 𝑓𝑐 (𝑛) = 𝑛2 𝜋2 (cos 𝑛𝜋 − 1).
, 𝑛=0
3
3. Sketch the graph and then find the (a) infinite Fourier sine transform, and (b) infinite
1 when 0 x 1
Fourier cosine transform of f ( x) .
0 when x 1
2 1 2 sin w
Ans: f s ( w) (1 cos w), f c ( w) .
w w
4. Sketch the graph and then find the (a) infinite Fourier sine transform, and (b) infinite Fourier
x when 0 x 1
cosine transform of f ( x) 2 x when 1 x 2 .
0 when x 2
2 1 1 2
Ans: 𝑓𝑠 (𝑛) = √𝜋 𝑤 2 (2 sin 𝑤 − sin 2𝑤), 𝑓𝑐 (𝑛) = 𝑤2 √𝜋 (2 cos 𝑤 − cos 2𝑤 − 1).
5. Sketch the graph and then find the (a) infinite Fourier sine transform, and (b) infinite
Fourier cosine transform of 𝑓(𝑥) = 𝑒 −𝑥 , 𝑥 ≥ 0.
2 𝑤 2 1
Ans: 𝑓𝑠 (𝑤) = √𝜋 𝑤 2 +1 , 𝑓𝑐 (𝑤) = √𝜋 𝑤2 +1 .
Reference:
W.H. Press et.al., Numerical Recipes in Fortran 90, Cambridge University Press 1996.
Advance Engineering Mathematics, 10th edition by Erwin Kreyszig, Herbert Kreyszig,
Edward J. Normintion.
Page 38 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
Page 39 of 40
Matrices, Vectors and Fourier Analysis Fall 2024-2025
2
u (n, t ) Ae n t ......................(iii)
u (n,0) A [when t 0 ]
U ( x,0) sin nxdx A
0
2 x cos nx 2
A 2 x sin nxdx cos nxdx
n 0 n
0 0
2
A cos n
n
Now, from equation (iii), we get
2 2
u (n, t ) cos ne n t ......................(iii)
n
So, sine transformation is
2 2 2
U ( x, t ) ( cos ne n t ) sin nx
n
n 1 .
Exercise: 3.6
Use the finite Fourier transform to solve the following boundary value problems:
𝜕𝑈 𝜕2 𝑈
(1) = 3 𝜕𝑥 2 with 𝑈(0, 𝑡) = 𝑈(2, 𝑡) = 0 and 𝑈(𝑥, 0) = 𝑥, where 𝑡 > 0 and 0 < 𝑥 < 2.
𝜕𝑡
3 2 2
4(−1)𝑛+1 𝑛𝜋𝑥
Ans: 𝑈(𝑥, 𝑡) = ∑∞
𝑛=1 sin 𝑒− 4
𝑛 𝜋 𝑡
.
𝑛𝜋 2
𝜕𝑈 𝜕2 𝑈
(2) = with 𝑈(0, 𝑡) = 𝑈(𝜋, 𝑡) = 0 and 𝑈(𝑥, 0) = 2𝑥, where 𝑡 > 0 and 0 < 𝑥 < 𝜋.
𝜕𝑡 𝜕𝑥 2
2 −2𝜋 2
Ans: 𝑈(𝑥, 𝑡) = 𝜋 ∑∞
𝑛=1 ( cos 𝑛𝜋 𝑒 −𝑛 𝑡 ) sin 𝑛𝑥.
𝑛
𝜕𝑈 𝜕2 𝑈
(3) = with 𝑈(0, 𝑡) = 𝑈(6, 𝑡) = 0 and
𝜕𝑡 𝜕𝑥 2
1, 0 < 𝑥 < 3
𝑈(𝑥, 0) = { where 𝑡 > 0 and 0 < 𝑥 < 6.
0, 3 < 𝑥 < 6
𝑛2 𝜋2 𝑡
2 1 𝑛𝜋 𝑛𝜋𝑥
Ans: 𝑈(𝑥, 𝑡) = 𝜋 ∑∞
𝑛=1 𝑛 (1 − cos ) 𝑒− 36 sin .
2 6
Page 40 of 40