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Fourier Series

Mathematicians of the eighteenth century, including Daniel Bernoulli and Leonard Euler, expressed
the problem of the vibratory motion of a stretched string through partial dierential equations that
had no solutions in terms of elementary functions. Their resolution of this diculty was to
introduce innite series of sine and cosine functions that satised the equations. In the early
nineteenth century, Joseph Fourier, while studying the problem of heat ow, developed a cohesive
theory of such series. Consequently, they were named after him.

PERIODIC FUNCTIONS
A function is said to have a period T or to be periodic with period T if for all x,

, where T is a positive constant. The least value of T > 0 is called the least
period or simply the period of that function.

FOURIER SERIES
Here we will express a non-sinusoidal periodic function into a fundamental and its harmonics. A
series of sines and cosines of an angle and its multiples of the form
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is called the Fourier Series , a0 ,a1,..bn are constants. The value of Fourier coefficients is given by-

DIRICHLET CONDITIONS
If the function for the interval (-, )

1. Is single valued
2. Is bounded
3. Has at most a finite number of maxima and minima
4. Has only a finite number of discontinuity
5. Is periodic with period 2 outside (-, )
Then
Fourier series of the function converges

ADVANTAGES
1. Discontinuous functions can be represented by Fourier series

2. It is useful in expanding the functions since outside the closed interval there exists a periodic
extension of the function

3. Term by term integration of the series of the function is always valid

ORTHOGONALITY CONDITIONS FOR THE SINE AND COSINE

FUNCTIONS
Notice that the Fourier coecients are integrals. These are obtained by starting with the series, and
employing the following properties called orthogonality conditions:
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EXAMPLE

1. CALCULATING A

2. CALCULATING B
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The final series is given by

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PROGRAM (SCILAB)

0001 n=300;
0002 h=5;

0001 function y=f1(x)

0002 y=0;
0003 endfunction

0001 function y=f2(x)

0002 y=h;
0003 endfunction

0001 function y3=f3(x, w)

0002 y3=h*sin(w*x);
0003 endfunction

0001 function y4=f4(x, w)

0002 y4=h*cos(w*x);
0003 endfunction

0015
0016 x=-%pi:0.1:%pi
0017
0018 j=1;
0019 for i=-%pi:0.1:%pi
0020 if(i<0)
0021 y1(j)=f1(i);
0022 else
0023 y1(j)=f2(i);
0024 end
0025 j=j+1;
0026 end
0027
0028 plot(x,y1,'*');
0029
0030 a0=(intg(-%pi,0,f1)+intg(0,%pi,f2))*(1/%pi)
0031 disp(a0);
0032
0033 for i=1:n
0034 a(i)=0+intg(0,%pi-0.01,list(f3,i))*(1/%pi)
0035 b(i)=0+intg(0,%pi-0.01,list(f4,i))*(1/%pi)
0036 end
0037
0038 //disp(a)
0039 //disp(b)
0040 k=1;
0041 for x=-%pi:0.1:%pi
0042 z(k)=x;
0043 y2(k)=a0/2;
0044 temp=0;
0045 for i=1:n
0046 temp=temp+a(i)*sin(i*x)+b(i)*cos(i*x)
0047 end
0048 y2(k)=y2(k)+temp;
0049 k=k+1;
0050 end
0051 //disp(y2)
0052 plot(z,y2)
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OUTPUT(SCILAB)

Example 1 Find the Fourier series for on .

Solution
So, lets go ahead and just run through formulas for the coefficients.
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Note that in this case we had and

This will happen on occasion so dont get excited about this kind of thing when it happens.

The Fourier series is then,

Example 2 Find the Fourier series for on .

Solution
Because of the piece-wise nature of the function the work for the coefficients is going to be a little
unpleasant but lets get on with it.

At this point it will probably be easier to do each of these individually.

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So, if we put all of this together we have,

So, weve gotten the coefficients for the cosines taken care of and now we need to take care of the
coefficients for the sines.

As with the coefficients for the cosines will probably be easier to do each of these individually.

So, if we put all of this together we have,

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So, after all that work the Fourier series is,

FOURIER SINE SERIES

If is an odd function, then and the Fourier series collapses to

(1)

where

(2)

(3)

for , 2, 3, .... The last equality is true because

(4)
(5)

Letting the range go to ,

FOURIER COSINE SERIES

If is an even function, then and the Fourier series collapses to
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(1)

where

(2)

(3)

(4)

(5)

where the last equality is true because

(6)

Letting the range go to ,

(7)

PARSEVAL'S THEOREM
If a function has a Fourier series given by

(1)

Then Besselss inequality becomes an equality known as Parseval's theorem. From (1),

(2)

Integrating
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(3)

so

(4)

For a generalized Fourier series of a complete orthogonal system , an analogous relationship

holds.

For a complex Fourier series,