Definition of Fourier Series and Typical Examples

Definition of Fourier Series and Typical Examples

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Baron Jean Baptiste Joseph Fourier (1768−1830) introduced the idea that any periodic function can be represented by a series of sines and cosines which are harmonically related.

Fig.1 Baron Jean Baptiste Joseph Fourier (1768−1830)

To consider this idea in more detail, we need to introduce some definitions and common terms.

Basic Definitions

A function f(x) is said to have period P if f(x+P)=f(x) for all x. Let the function f(x) has period 2π. In this case, it is enough to consider behavior of the function on the interval [−π,π].

1. Suppose that the function f(x) with period 2π is absolutely integrable on [−π,π] so that the following so-called Dirichlet integral is finite:

   π∫−π|f(x)|dx<∞;

2. Suppose also that the function f(x) is a single valued, piecewise continuous (must have a finite number of jump discontinuities), and piecewise monotonic (must have a finite number of maxima and minima).

If the conditions 1 and 2 are satisfied, the Fourier series for the function f(x) exists and converges to the given function (see also the Convergence of Fourier Series page about convergence conditions.)

At a discontinuity x0, the Fourier Series converges to

limε→012[f(x0−ε)−f(x0+ε)].

The Fourier series of the function f(x) is given by

f(x)=a02+∞∑n=1{ancosnx+bnsinnx},

where the Fourier coefficients a0, an, and bn are defined by the integrals

a0=1ππ∫−πf(x)dx,an=1ππ∫−πf(x)cosnxdx,bn=1ππ∫−πf(x)sinnxdx.

Sometimes alternative forms of the Fourier series are used. Replacing an and bn by the new variables dn and φn or dn and θn, where

dn=√a2n+b2n,tanφn=anbn,tanθn=bnan,

we can write:

f(x)=a02+∞∑n=1dnsin(nx+φn)orf(x)=a02+∞∑n=1dncos(nx+θn).

Fourier Series of Even and Odd Functions

The Fourier series expansion of an even function f(x) with the period of 2π does not involve the terms with sines and has the form:

f(x)=a02+∞∑n=1ancosnx,

where the Fourier coefficients are given by the formulas

a0=2ππ∫0f(x)dx,an=2ππ∫0f(x)cosnxdx.

Accordingly, the Fourier series expansion of an odd 2π-periodic function f(x) consists of sine terms only and has the form:

f(x)=∞∑n=1bnsinnx,

where the coefficients bn are

bn=2ππ∫0f(x)sinnxdx.

Below we consider expansions of 2π-periodic functions into their Fourier series, assuming that these expansions exist and are convergent.

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Solved Problems

Click a problem to see the solution.

Example 1

Let the function f(x) be 2π-periodic and suppose that it is presented by the Fourier series:

f(x)=a02 + ∞∑n=1{ancosnx+bnsinnx}

Calculate the coefficients a0, an, and bn.

Example 2

Find the Fourier series for the square 2π-periodic wave defined on the interval [−π,π]:

f(x) = {0,if−π≤x≤01,if0<x≤π.

Example 3

Find the Fourier series for the sawtooth wave defined on the interval [−π,π] and having period 2π.

Example 4

Let f(x) be a 2π-periodic function such that f(x)=x2 for x∈[−π,π]. Find the Fourier series for the parabolic wave.

Example 5

Find the Fourier series for the triangle wave

f(x) = {π2+x,if−π≤x≤0π2−x,if0<x≤π,

defined on the interval [−π,π].

Example 6

Find the Fourier series for the function

f(x) = ⎧⎪⎨⎪⎩−1,if−π≤x≤−π20,if−π2<x≤π21,ifπ2<x≤π,

defined on the interval [−π,π].

Example 1.

Let the function f(x) be 2π-periodic and suppose that it is presented by the Fourier series:

f(x)=a02 + ∞∑n=1{ancosnx+bnsinnx}

Calculate the coefficients a0, an, and bn.

Solution.

To define a0, we integrate the Fourier series on the interval [−π,π]:

π∫−πf(x)dx=πa0+∞∑n=1⎡⎢⎣anπ∫−πcosnxdx+bnπ∫−πsinnxdx⎤⎥⎦

For all n>0,

π∫−πcosnxdx=(sinnxn)∣∣∣π−π=0andπ∫−πsinnxdx=(−cosnxn)∣∣π−π=0.

Therefore, all the terms on the right of the summation sign are zero, so we obtain

π∫−πf(x)dx=πa0ora0=1ππ∫−πf(x)dx.

In order to find the coefficients an, we multiply both sides of the Fourier series by cosmx and integrate term by term:

π∫−πf(x)cosmxdx=a02π∫−πcosmxdx+∞∑n=1⎡⎢⎣anπ∫−πcosnxcosmxdx+bnπ∫−πsinnxcosmxdx⎤⎥⎦.

The first term on the right side is zero. Then, using the well-known trigonometric identities, we have

π∫−πsinnxcosmxdx=12π∫−π[sin(n+m)x+sin(n−m)x]dx=0,

π∫−πcosnxcosmxdx=12π∫−π[cos(n+m)x+cos(n−m)x]dx=0,

if m≠n.

In case when m=n, we can write:

π∫−πsinnxcosmxdx=12π∫−π[sin2mx+sin0]dx,⇒π∫−πsin2mxdx=12[(−cos2mx2m)∣∣∣π−π]=14m[−cos(2mπ)

+cos(2m(−π))

]=0;

π∫−πcosnxcosmxdx=12π∫−π[cos2mx+cos0]dx,⇒π∫−πcos2mxdx=12[(sin2mx2m)∣∣∣π−π+2π]=14m[sin(2mπ)−sin(2m(−π))]+π=π.

Thus,

π∫−πf(x)cosmxdx=amπ,⇒am=1ππ∫−πf(x)cosmxdx,m=1,2,3,…

Similarly, multiplying the Fourier series by sinmx and integrating term by term, we obtain the expression for bm:

bm=1ππ∫−πf(x)sinmxdx,m=1,2,3,…

Rewriting the formulas for an, bn, we can write the final expressions for the Fourier coefficients:

an=1ππ∫−πf(x)cosnxdx,bn=1ππ∫−πf(x)sinnxdx.

Example 2.

Find the Fourier series for the square 2π-periodic wave defined on the interval [−π,π]:

f(x) = {0,if−π≤x≤01,if0<x≤π.

Solution.

First we calculate the constant a0:

a0=1ππ∫−πf(x)dx=1ππ∫01dx=1π⋅π=1.

Find now the Fourier coefficients for n≠0:

an=1ππ∫−πf(x)cosnxdx=1ππ∫01⋅cosnxdx=1π[(sinnxn)∣∣∣π0]=1πn⋅0=0,

bn=1ππ∫−πf(x)sinnxdx=1ππ∫01⋅sinnxdx=1π[(−cosnxn)∣∣π0]=−1πn⋅(cosnπ−cos0)=1−cosnππn.

As cosnπ=(−1)n, we can write:

bn=1−(−1)nπn.

Thus, the Fourier series for the square wave is

f(x)=12+∞∑n=11−(−1)nπnsinnx.

We can easily find the first few terms of the series. By setting, for example, n=5, we get

f(x)=12+1−(−1)πsinx+1−(−1)22πsin2x+1−(−1)33πsin3x+1−(−1)44πsin4x+1−(−1)55πsin5x+…=12+2πsinx+23πsin3x+25πsin5x+…

The graph of the function and the Fourier series expansion for n=10 is shown below in Figure 2.

 

Figure 2, n = 10

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Problems 1-2