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Fourier Series - Updated
Fourier Series - Updated
College of Engineering
Chemical Engineering Department
Fourier series
Chemical Engineering Mathematics
Edited by
Dr. Saib A. Yousif
1
Fourier Series
Fourier series is used to represent the periodic functions.
∞
𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓(𝑥) = 𝑎0 + ∑[ 𝑎𝑛 𝑐𝑜𝑠 + 𝑏𝑛 𝑠𝑖𝑛 ] … … … … … … (1)
𝑙 𝑙
𝑛=1
𝜋𝑥 2𝜋𝑥 𝑛𝜋𝑥 𝜋𝑥
𝑓(𝑥) = 𝑎0 + 𝑎1 𝑐𝑜𝑠 + 𝑎2 𝑐𝑜𝑠 + − − − − − + 𝑎𝑛 𝑐𝑜𝑠 + 𝑏1 𝑠𝑖𝑛 +
𝑙 𝑙 𝑙 𝑙
2𝜋𝑥 𝑛𝜋𝑥
𝑏2 𝑠𝑖𝑛 + − − − − − + 𝑏𝑛 𝑠𝑖𝑛 ] … … … … … … … … (2)
𝑙 𝑙
0
-2l -l l 2l x
Period=2l
f(x)
-2π -π 0 π 2π 3π x
Period=2π
To find out the constants of Fourier series make use of the following principles.
𝑙 𝑛𝜋𝑥
∫−𝑙 𝑐𝑜𝑠 𝑑𝑥 = 0 𝑛 = 0 … … … … … … … (3)
𝑙
2
𝑙
𝑛𝜋𝑥
∫ 𝑠𝑖𝑛 𝑑𝑥 = 0 … … … … … … … (4)
−𝑙 𝑙
0 𝑚=𝑛
𝑙 𝑚𝜋𝑥 𝑛𝜋𝑥
∫−𝑙 𝑐𝑜𝑠 𝑐𝑜𝑠 𝑑𝑥 = { 𝑙 𝑚 = 𝑛 = 0 … … . (5)
𝑙 𝑙
2𝑙 𝑚=𝑛=0
𝑙
𝑚𝜋𝑥 𝑛𝜋𝑥
∫ 𝑐𝑜𝑠 𝑠𝑖𝑛 𝑑𝑥 = 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑚, 𝑛 … … . . (6)
−𝑙 𝑙 𝑙
3
𝑙
𝑚𝜋𝑥
∫ 𝑓(𝑥) 𝑐𝑜𝑠 𝑑𝑥
𝑙
−𝑙
𝑙 𝑙
𝑚𝜋𝑥 𝜋𝑥 𝑚𝜋𝑥
= ∫ 𝑎0 𝑐𝑜𝑠 𝑑𝑥 + ∫ 𝑎1 𝑐𝑜𝑠 𝑐𝑜𝑠 𝑑𝑥
−𝑙 𝑙 −𝑙 𝑙 𝑙
𝑙
2𝜋𝑥 𝑚𝜋𝑥
+ ∫ 𝑎2 𝑐𝑜𝑠 𝑐𝑜𝑠 𝑑𝑥 + − − − −
−𝑙 𝑙 𝑙
𝑙 𝑙
𝑛𝜋𝑥 𝑚𝜋𝑥 𝜋𝑥 𝑚𝜋𝑥
+ ∫ 𝑎𝑛 𝑐𝑜𝑠 𝑐𝑜𝑠 𝑑𝑥 + ∫ 𝑏1 𝑠𝑖𝑛 𝑐𝑜𝑠 𝑑𝑥
−𝑙 𝑙 𝑙 −𝑙 𝑙 𝑙
𝑙
2𝜋𝑥 𝑚𝜋𝑥
+ ∫ 𝑏2 𝑠𝑖𝑛 𝑐𝑜𝑠 𝑑𝑥 + − − − − −
−𝑙 𝑙 𝑙
𝑙
𝑛𝜋𝑥 𝑚𝜋𝑥
+ ∫ 𝑎𝑛 𝑠𝑖𝑛 𝑐𝑜𝑠 𝑑𝑥 = 𝑙 𝑎𝑛
−𝑙 𝑙 𝑙
𝑙
1 𝑛𝜋𝑥
𝑎𝑛 = ∫ 𝑓(𝑥) 𝑐𝑜𝑠 𝑑𝑥 … … … … (9)
𝑙 𝑙
−𝑙
𝑚𝜋𝑥
To find bn, multiply Eq. (2) by 𝑠𝑖𝑛 and integrate both sides,
𝑙
𝑙
1 𝑛𝜋𝑥
𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛 𝑑𝑥 … … … . . (10)
𝑙 𝑙
−𝑙
Even Function:
If f(x) = f( - x), the function is symmetrical about x = 0, thus the function is even.
2
e.g., x2, cos nx, x sin nx, 3 x4, sin x2, 𝑒 −𝑥 , 𝑎𝑛𝑑 𝑒𝑣𝑒𝑟𝑦 𝑛𝑢𝑚𝑏𝑒𝑟.
∞
𝑛𝜋𝑥
𝑓(𝑥) = 𝑎0 + ∑ 𝑎𝑛 𝑐𝑜𝑠 … … … … . (11)
𝑙
𝑛=1
𝑙 𝑙
1 1
𝑎0 = [ 2 ∫ 𝑓(𝑥) 𝑑𝑥 ] = ∫ 𝑓(𝑥) 𝑑𝑥 … … … .. (12)
2𝑙 𝑙
0 0
4
f(x)
f(x)
-π π x -π π x
𝑙
2 𝑛𝜋𝑥
𝑎𝑛 = ∫ 𝑓 (𝑥 ) 𝑐𝑜𝑠 𝑑𝑥 … … … .. (13)
𝑙 𝑙
0
𝑏𝑛 = 0 … … … (14)
Odd Function:
-π π
5
Half range expansion:
Any function can be extended through interval 0 – l as cosine, sine and other series
functions. Let the function is shown in the following figure,
f(x)
0 l x
-l 0 l x
-l l
0
x
6
f(x)
-l l x
f(x)
-l l x
Example (1) :
-π π
l = π = half period
𝑙 𝜋 0 𝜋
1 1 1 1
𝑎0 = ∫ 𝑓(𝑥) 𝑑𝑥 = ∫ 𝑓(𝑥) 𝑑𝑥 = ∫ 0 𝑑𝑥 + ∫ 𝑠𝑖𝑛 𝑑𝑥
2𝑙 2𝜋 2𝜋 2𝜋
−𝑙 −𝜋 −𝜋 0
7
1 1
𝑎0 = [ −𝑐𝑜𝑠𝑥 ]𝜋0 =
2𝜋 𝜋
1 𝑙 𝑛𝜋𝑥 1 0 𝑛𝜋𝑥 1 𝜋
𝑎𝑛 = ∫−𝑙 𝑓(𝑥) 𝑐𝑜𝑠 𝑑𝑥 = ∫−𝜋 0 𝑐𝑜𝑠 𝑑𝑥 + ∫0 𝑠𝑖𝑛𝑥 cos 𝑛𝑥 𝑑𝑥
𝑙 𝑙 𝜋 𝜋 𝜋
1
sin 𝑥 cos 𝑛𝑥 = [ sin(𝑥 − 𝑛𝑥) + 𝑠𝑖𝑛 ( 𝑥 + 𝑛 𝑥 )]
2
π
1 1 cos( 1−𝑛)𝑥 cos(1+𝑛)𝑥
𝑎𝑛 = [− ( + )]
𝜋 2 1−𝑛 1+𝑛 0
1 cos( 𝜋−𝜋𝑛) cos( 𝜋+𝜋𝑛) 1 1
𝑎𝑛 = − [ + −( + )]
2𝜋 1−𝑛 1+𝑛 1−𝑛 1+𝑛
𝑙 0 𝜋
1 𝑛𝜋𝑥 1 𝑛𝜋𝑥 1
𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛 𝑑𝑥 = ∫ 0 𝑠𝑖𝑛 𝑑𝑥 + ∫ 𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑛𝑥 𝑑𝑥
𝑙 𝑙 𝜋 𝜋 𝜋
−𝑙 −𝜋 0
1
sin 𝑥 sin 𝑛𝑥 = [ cos(𝑥 − 𝑛𝑥) − 𝑐𝑜𝑠 ( 𝑥 + 𝑛 𝑥 )]
2
π
1 1 sin( 1−𝑛)𝑥 sin(1+𝑛)𝑥
=
𝜋
[− 2
( 1−𝑛
− 1+𝑛
)] = 0 n=1
0
𝜋
1 𝜋𝑥 1 𝜋 2
𝑏1 = ∫ 𝑠𝑖𝑛𝑥 𝑠𝑖𝑛 𝑑𝑥 = ∫ 𝑠𝑖𝑛 𝑥 𝑑𝑥
𝜋 𝜋 𝜋 0
0
1 𝜋1 1 𝑥 sin 2 𝑥 𝜋 1
= ∫0 ( 1 − cos 2𝑥)𝑑𝑥 = [ − ]0 =
𝜋 2 𝜋 2 4 2
1 2 2𝜋𝑥 2 4𝜋𝑥 1 𝜋𝑥
𝑓(𝑥) =
𝜋
− 3𝜋
cos 𝜋
− 5𝜋
cos 𝜋
… … … . + 2
𝑠𝑖𝑛
𝜋
8
1 2 1 1 1
𝑓(𝑥) =
𝜋
− 𝜋
[ 3 cos 2 𝑥 − 15
cos 4 𝑥 … … … . ] + 2
𝑠𝑖𝑛 𝑥
1 2
1/π
-π π
3 4
Example (2):
Solution:
bn = 0
1
1 𝑙 1 1 𝑥2 𝑥3 1
𝑎0 = ∫ 𝑓(𝑥 ) 𝑑𝑥 = ∫ ( 𝑥 − 𝑥 2 ) 𝑑𝑥 = − |=
𝑙 0 1 0 2 3 6
0
𝑙 1
2 𝑛𝜋𝑥 2 𝑛𝜋𝑥
𝑎𝑛 = ∫ 𝑓(𝑥) 𝑐𝑜𝑠 𝑑𝑥 = ∫( 𝑥 − 𝑥2 ) 𝑐𝑜𝑠 𝑑𝑥
𝑙 𝑙 1 1
0 0
9
1 1
∫ 𝑢 𝑑𝑣 = 𝑢 𝑣 − ∫ 𝑣 𝑑 𝑢
Let 𝑢 = 𝑥 ⇒ 𝑑𝑢 = 𝑑𝑥
1
𝑑𝑣 = cos 𝑛 𝜋 𝑥 𝑑𝑥 ⇒ 𝑣 = sin 𝑛 𝜋 𝑥
𝑛𝜋
1 1 1 1 1
∫0 𝑥 cos 𝑛 𝜋 𝑥 𝑑𝑥 = [ 𝑥 𝑛𝜋
sin 𝑛 𝜋 𝑥] −0
𝑛𝜋
∫0 sin 𝑛 𝜋 𝑥 𝑑𝑥
1
1 1 1
= 𝑥 sin 𝑛 𝜋 𝑥 + [ cos 𝑛 𝜋 𝑥] = [ cos 𝑛 𝜋 − 1]
𝑛𝜋 𝑛2 𝜋 2 𝑛2 𝜋 2
0
1
1 2 2𝑥 2 𝑥2
∫0 𝑥 cos 𝑛 𝜋 𝑥 𝑑𝑥 = [ cos 𝑛 𝜋 𝑥 − sin 𝑛 𝜋 𝑥 + sin 𝑛 𝜋 𝑥 ]
𝑛2 𝜋 2 𝑛3 𝜋 3 𝑛𝜋
0
2
= 𝑛2 𝜋2 cos 𝑛 𝜋
cos 𝑛 𝜋 −1 2 cos 𝑛 𝜋 1+ cos 𝑛 𝜋
𝑎𝑛 = 2 [ − ] = −2
𝑛2 𝜋2 𝑛2 𝜋2 𝑛2 𝜋2
1 2∗2 2∗2
𝑓 (𝑥 ) = − cos 2 𝜋 𝑥 − cos 4 𝜋 𝑥 − ………
6 22 𝜋2 4 2 𝜋2
1 4 1 1 1
𝑓(𝑥) = − [ cos 2 𝜋 𝑥 + cos 4 𝜋 𝑥 + cos 6 𝜋 𝑥+. .
6 𝜋2 4 16 36
2. Half range sine expansion:
a0 = 0, an = 0
𝑙 1
2 𝑛𝜋𝑥 2 𝑛𝜋𝑥
𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛 𝑑𝑥 = ∫( 𝑥 − 𝑥2 ) 𝑠𝑖𝑛 𝑑𝑥
𝑙 𝑙 1 1
0 0
10
1 𝑡 2𝑡
= 2 [( sin 𝑛 𝜋 𝑥 − cos 𝑛 𝜋 𝑥) − ( sin 𝑛 𝜋 𝑥 +
𝑛2 𝜋 2 𝑛𝜋 𝑛2 𝜋 2
2 𝑡2
cos 𝑛 𝜋 𝑥 − cos 𝑛 𝜋 𝑥)]
𝑛3 𝜋 3 1 𝑛𝜋
cos
0 𝑛𝜋 2 cos 𝑛 𝜋−2 1 1− cos 𝑛 𝜋
= 2[− −( )+ cos 𝑛 𝜋 ] = 4 ( )
𝑛𝜋 𝑛3 𝜋3 𝑛𝜋 𝑛3 𝜋3
1+1 1+1
𝑓(𝑡) = 4 ( 3 sin 𝜋 𝑥 + 4 ( sin 3𝜋 𝑥 + ⋯ … .
𝜋 27 𝜋 3
8 1 1
𝑓(𝑡) = [sin 𝜋 𝑥 + sin 3𝜋 𝑥 + sin 5𝜋 𝑥 + ⋯ … . … … .
𝜋3 27 𝜋 3 125 𝜋 3
Even
-1 0 1
Odd
-1 0 1
Problems:
11
1. Find Fourier series for the following periodic functions:
𝑥
a. 𝑓(𝑥) = sin −𝜋 < 𝑥 < 𝜋
2
( −1)𝑛+1 8 𝑛
Ans.: 𝑎𝑛 = 0, 𝑏𝑛 = 𝑛 = 1, 2, 3, … ….
𝜋 ( 4 𝑛2 −1)
Ans.: 𝑎0 = 2, 𝑎𝑛 = 0 𝑛 = 1, 2, 3, … ..
3
𝑛 = 1, 2, 4, 5, 7, 8, … . .
𝑏𝑛 = {𝑛 𝜋
0 𝑛 = 3, 6, 9, … … … … …
c. 𝑓(𝑥) = 𝜋 2 − 𝑥 2 − 𝜋 <𝑥< 𝜋
4 𝜋2 ( −1)𝑛+1 4
Ans. 𝑎0 = , 𝑎𝑛 = 𝑛 = 0, 𝑏𝑛 = 0
3 𝑛2
0 − 2 < 𝑥 < −1
1 −1<𝑥 <0
d. {
−1 0<𝑥<1
0 1<𝑥<2
−2
𝑛 1, 3, 5, … . .
𝑛𝜋
Ans. 𝑎0 = 0, 𝑎𝑛 = 0, 𝑏𝑛 = {−4 𝑛 = 2, 6, 10,
𝑛𝜋
0 𝑛 = 4, 8, 12, . .
𝜋
1 0<𝑥<
2
e. 𝑓(𝑥) = { 𝜋
0 < 𝑥 <2𝜋
2
0 𝑛 = 2, 4, 6, …
1
Ans.: 𝑎0 =
1
, 𝑎𝑛 = { 𝑛 = 1, 5, 9, …
𝑛𝜋
4
1
− 𝑛 3, 7, 11, …
𝑛𝜋
12
1
𝑛 = 1, 3, 5, …
𝑛𝜋
𝑏𝑛 = 2
𝑛 = 2, 6, 10, …
𝑛𝜋
{ 0 𝑛 = 4, 8, 12
f. 𝑓(𝑥) = 𝑥 −𝜋 <𝑥 < 𝜋
( −1 )𝑛+1 2
Ans.: 𝑎0 = 0, 𝑏𝑛 =
𝑛𝜋
cos 𝑥 − 𝜋<𝑥<0
g. 𝑓(𝑥) = {
sin 𝑥 0 <𝑥< 𝜋
1 1
0 𝑛 = 1, 𝑜𝑑𝑑
Ans.: 𝑎0 = , 𝑎1 = , 𝑎𝑛 = { 2
𝑛 𝑒𝑣𝑒𝑛
𝜋 2
𝜋 (1− 𝑛2 )
1
0 𝑛 = 1, 𝑜𝑑𝑑
𝑏1 = , 𝑏𝑛 = { 2
𝑛 = 𝑒𝑣𝑒𝑛
2
𝜋 (1− 𝑛2 )
2. Find half range cosine Fourier series for the following functions:
a. 𝑓(𝑥) = 𝑥 0<𝑥< 3
3 1 𝑛𝜋𝑥
Ans.: 𝑓(𝑥) = + ∑∞
𝑛=1 [ ( −1 )𝑛 − 1] cos
2 𝑛2 𝜋 2 3
b. 𝑓(𝑥) = 𝑥 2 0<𝑥< 𝜋
1 (−1)𝑛
Ans.: 𝑓(𝑥) = 𝜋 2 + 4 ∑∞
𝑛=1 cos 𝑛𝜋
3 𝑛2
0 0< 𝑥<2
c. 𝑓(𝑥) = {
2 2< 𝑥<3
2 4 1 2𝑛 𝜋 𝑛𝜋𝑥
Ans.: 𝑓(𝑥) = − ∑∞
𝑛=1 sin cos
3 𝜋 𝑛 3 3
13
d. 𝑓(𝑥) = 𝑒 𝑥 0<𝑥<𝜋
1 2 1
Ans.: 𝑓(𝑥) = (𝑒 𝜋 − 1) + ∑∞
𝑛=1 [ ( −1)𝑛 𝑒 𝜋 cos 𝑛 𝜋
𝜋 𝜋 1+𝑛2
2
e. 𝑓(𝑡) = { 𝑡 0 <𝑡<1
2−𝑡 1< 𝑡<2
2 [( −1)𝑛 𝑒−1]
Ans.: 𝑎𝑛 =
1+ 𝑛2 𝜋2
3. Find half range sine Fourier series for the following functions:
2
a. 𝑓(𝑡) = { 𝑡 0 <𝑡<1
2−𝑡 1< 𝑡<2
2 𝜋𝑛[ 1− ( −1)𝑛 𝑒 ]
Ans.: 𝑎𝑛 =
1+ 𝑛2 𝜋2
Ans.: 𝑏𝑛 = 0; 𝑛 = 2, 𝑏2 = 1
c. 𝑓(𝑥) = 1 0<𝑥<5
2
𝑏𝑛 = [ 1 − ( −1 )𝑛 ]
𝑛𝜋
4 𝜋𝑥 1 3𝜋𝑥 1 5𝜋𝑥
𝑓(𝑥) = ( sin + sin + sin + ⋯)
𝜋 5 3 5 5 5
d. 𝑓(𝑥) = 1 0<𝑥<1
2 1
Ans.: 𝑓(𝑥) = ∑∞
𝑛=1 [ 11 − ( −1 )𝑛 ] sin 𝑛 𝜋 𝑥
𝜋 𝑛
e. 𝑓(𝑥) = 𝑥 0<𝑥< 3
6 ( −1)𝑛 𝑛𝜋𝑥
Ans.: 𝑓(𝑥) = − ∑∞
𝑛=1 sin
𝜋 𝑛 3
0 0< 𝑥<2
f. 𝑓(𝑥) = {
2 2< 𝑥<3
14
4 2𝑛 𝜋 𝑛 𝜋𝑥
Ans.: 𝑓(𝑥) = ∑∞
𝑛=1 [cos − ( −1 )𝑛 ] sin
𝑛𝜋 3 3
𝑥 0< 𝑥<1
g. 𝑓(𝑥) = {
2 1< 𝑥<2
4 𝑛𝜋 2 𝑛𝜋 4 𝑛 𝜋𝑥
Ans.: 𝑓(𝑥) = ∑∞
𝑛=1( sin + cos − cos 𝑛𝜋 ) sin
𝑛2 𝜋 2 2 𝑛𝜋 2 𝑛𝜋 3
15