Chapter 12

Lecture 16 - Parseval’s
Identity

Lemma 12.1 (A version of Parseval’s Identity)

∞
  nπx  L ∞

2  2
Let f (x) = bn sin 0 < x < L. Then f (x) dx = b2n .
L L
n=1 0 n=1

Proof:
L ∞ 
 ∞ L  mπx   nπx 
 2
f (x) dx = bm bn sin sin dx (12.1)
L L
0 m=1 n=1 0
 ∞
∞  ∞
L L 2
= bm bn · δmn · = bn . (12.2)
2 2
m=1 n=1 n=1

For a full Fourier Series on [−L, L] Parseval’s Theorem assumes the form:

a0 
∞  nπx   nπx 
f (x) = + an cos + bn sin (12.3)
2 L L
n=1
L ∞
1  2 a20  2
f (x) dx = + an + b2n . (12.4)
L 2
−L n=1

∞
4  (−1)n+1  nπx 
Example 12.2 Recall for x ∈ [0, 2] f (x) = x = sin .
π n 2
n=1

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Lecture 16 - Parseval’s Identity

Therefore

2
L
2 2
2
2  ∞
L f (x) dx = 2 x2 dx = π4 1
n2
0 0 n=1
2 4
2 ∞
x3  1
⇒ 3  = π n2
(12.5)
0 n=1
π2 ∞
1
6 = n2
n=1

∞
 ∞ 
1 1  1 1 π2 π2
Note: = = = .
(2n)2 22 n2 4 6 24
n=1 n=1
Also note that

evens odds
π2 
∞
1 
∞
1 
∞
1
6 = n2
= (2m)2
+ (2m+1)2
n=1 m=1 m=0
π2 ∞
1
= 24 + (2m+1)2
m=0

Therefore

∞
 1 π2 π2 π2
= − = . (12.6)
(2m + 1)2 6 24 8
m=0

12.1 Geometric Interpretation of Parseval’s For-

mula

f = b1 ê1 + b2 ê2 (12.7)

|f |2 = f · f = b21 ê1 · ê1 + b22 ê2 · ê2 (12.8)

= b21 + b22 Pythagoras’ Theorem (12.9)

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12.1. GEOMETRIC INTERPRETATION OF PARSEVAL’S FORMULA

For Fourier Sine Components:

L ∞

2
2
f (x) dx = b2n . (12.10)
L
0 n=1

Example 12.3 Consider f (x) = x2 −π < x < π. The Fourier Series

Expansion is:
 (−1)n ∞
2 π2
x = +4 cos(nx). (12.11)
3 n2
n=1

nπn
1 2 3 4
cos 2 0 −1 0 1
Let
π π2 π2 
∞
(−1)n nπ

x= 2 ⇒ 4 = 3 +4 n2
cos 2
n=1

∞ (12.12)
2 (−1)k
− π12 = 4 (2k)2
k=1

Therefore
∞
π 2  (−1)k+1
= . (12.13)
12 k2
k=1

By Parseval’s Formula:
π  2 2 ∞
2
π x4 dx = 2 π3 + 16 1
n4 9−5 4 8
0 n=1 45 = 45 = 90
π 
∞ 1 (12.14)
2 x5  4
π 5  = 2π9 + 16 1
n4
90
0 n=1

Therefore
∞

π4 1
= = δ?(4). (12.15)
90 n4
n=1

83