Chapter Five Fourier Series and Orthogonal Functions 5.1: Orthogonal Functions

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ADDIS ABABA SCIENCE AND TECHNOLOGY UNIVERSITY(AASTU) 2021

COURSE TITLE:APPLIED MATHEMATICS IIB

CHAPTER FIVE
Fourier series and Orthogonal Functions
5.1: ORTHOGONAL FUNCTIONS
Definition 1: A non-zero sequence of functions { } is said to be orthogonal with respect to the
weight functions q(x) on the interval [a, b] if

Example 1: the sequence of function { }, m=1, 2, 3...form an orthogonal system on the interval
[-,] because,
∫ { , in these case the weight function q(x)=1
Proof: left as an exercise
Orthtogonality conditions for the sine and cosine functions
1. ∫
2. ∫
3. ∫
Proof: left as an exercise
Definition 2:
A function is said to have a periodic or to be period if for all , ,
where is a positive constant. The least value of is called the least period or simply the
period of .
Examples 2:
1. Consider

Then
Hence is a period function with period
2. Consider check whether its periodic or not?(verify )
If is a periodic function of period , then
Then

Now

( for to be a periodic
Therefore is not a periodic function

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ADDIS ABABA SCIENCE AND TECHNOLOGY UNIVERSITY(AASTU) 2021
COURSE TITLE:APPLIED MATHEMATICS IIB

Exercise 1: check whether the following functions are periodic or not?


a)
b)
c)

5.2 Fourier series


Definition 3: A series of the form

∑ [ ] is called a Fourier series( a


Trigonometric series) ; where
are called the coefficient of the Fourier series.

5.2.1 Fourier series of function with period


Definition 4: let be integrable function on [– ]. Then the Fourier series representation
of on [– ] is given by
∑ [ ], where are coefficient of the
Fourier series and given by


And ∫
Example 3:
Compute the Fourier series representation of the function on [– ].
Solution:
∑ [ ]

Then ∫ ∫ * +

∫ ∫
For ∫ , we can use integration by parts
Let and
Then and
∫ ∫

Now ∫ * +|

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ADDIS ABABA SCIENCE AND TECHNOLOGY UNIVERSITY(AASTU) 2021
COURSE TITLE:APPLIED MATHEMATICS IIB

* ( )+ * +
Therefore
And ∫

∫ * +|

*( ) ( )+ * +
Now
Therefore
∑ * ( ) +
∑ *( ) +

Hence ∑ *( ) +
Example 4:
Find the Fourier series representation for
, and
Solution: ∑ [ ]
Then the coefficient are given by
 
∫– *∫– ∫ + [ | | ]
 
∫ *∫– ∫ +
 –


 – 

| |

= [sin 0 + sin (n)] + [ sin( n) –sin 0 ]


 
= [0+0] + [0 - 0]
 
Therefore =0
And
 
∫ *∫– ∫ +
 –


 – 

| | [ | ]

= [ ]

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ADDIS ABABA SCIENCE AND TECHNOLOGY UNIVERSITY(AASTU) 2021
COURSE TITLE:APPLIED MATHEMATICS IIB

Now
In general
{ and thus {

Thus { , 

Hence the Fourier coefficients of our function are

  
Then the Fourier series of is given by
∑ [ ]
* +
Exercise 2:
Compute the following Fourier series representation for
a) ,

b) {

DIRICHLET’S CONDITIONS:
Suppose that:
a) f(x) is defined and single – valued except possibly at a finite number of points in ( , ).
b) f(x) is periodic outside ( , ).with period 2.
c) f(x) and f (x) are sectionally continuous in ( , ).
Then the series ∑ [ ] with coefficients


And ∫ converges to
i) f(x) if x is a point of continuity
lim f ( x)  lim f ( x)
x c  x c 
ii) if c is a point of discontinuity
2
Example 5: Find the Fourier series expansion for
{ and deduce that ∑

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ADDIS ABABA SCIENCE AND TECHNOLOGY UNIVERSITY(AASTU) 2021
COURSE TITLE:APPLIED MATHEMATICS IIB

Solution: Let ∑ [ ]

Then ∫ *∫–  ∫ + [ | | ] * * ++

 
∫ *∫– ∫ +
 –

[ | * +| ]

[ ]
 
And ∫ *∫– ∫ +
 –


 – 

| |

= [ ]
Hence the Fourier series representation for is given by
∑ [ ]

∑ * +
+* +
* +
* + * + .
By Dirichlet’s Condition, we have that
* + [ ]

* +
* +
* +

Hence ∑
5.2.2 Fourier series of functions with arbitrary period
Definition 5: Let be integrable functions on [ ], then the Fourier series representation
of the function is given by
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ADDIS ABABA SCIENCE AND TECHNOLOGY UNIVERSITY(AASTU) 2021
COURSE TITLE:APPLIED MATHEMATICS IIB

∑ * ( ) +
Where ∫
∫ ( )
And ∫
Example 6:
Find the Fourier series of the periodic function of period 2, where
, and show that and

Solution: let ∑ * ( ) ( )+
∑ [ ]
Where ∫ ∫ ∫ ∫ | |

∫ ( ) ∫
∫ ∫

| * +| *( ) ( )+

[ ] [ ]

∫ ( ) ∫
∫ ∫

| * +|

* + * +

Then the Fourier series representation for on is given by


∑ [ ]

∑ *( [ ]) ( ) +

( )

( )

By Dirichlet’s condition, we have


When , the series converges to
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ADDIS ABABA SCIENCE AND TECHNOLOGY UNIVERSITY(AASTU) 2021
COURSE TITLE:APPLIED MATHEMATICS IIB

Therefore, ( )
( )

Then

When , ( )
Giving ( )
( ) ( )

Therefore ∑
Exercise 3:
1. Let , then compute the Fourier series representation of the function
on [ ]
2. Let , then compute the Fourier series representation of the function
on [ ]
5.2.3 Fourier series of odd and even functions
Definition 6:
. A function is said to be an even function on (– ) if
(– )
A function is said to be an odd function on (– ) if
(– )
Remark:
 A function may be neither even nor odd.
Example 7:
a) The function
b) The function
c) , neither odd nor an even function.
Proposition 1: If is a periodic function with period , then

∫ ,

Recall that a periodic function on (– ) can be represented by the Fourier series


∑ * ( ) +
Where ∫ , ∫ ( ) , and ∫

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COURSE TITLE:APPLIED MATHEMATICS IIB

Case I: When is an even function?


Then the above Fourier coefficient become’s
∫ ∫ ,

∫ ( ) ∫ ( ) ,
Since ( ) is an even
And ∫ , since is an odd function.
Therefore, the Fourier series expansion of a periodic even function contains only the
cosine terms, whose coefficients are ∫ ∫ ,
∫ ( ) ∫ ( ) and
Hence ∫ ∑ *( ∫ ( ) ) ( )+
Case II: when is an odd function?
The coefficient of Fourier series becomes
∫ , ∫ ( ) ( )
And ∫ ∫ , since is a n even
Thus, if a period function is odd, its Fourier series representation contains only the
sine terms, whose coefficients are , and ∫
Therefore ∑ *( ∫ ) ( )+
Example 8: find a Fourier series representation for on and deduce the values
of
1. ∑

2. ∑
Solution: the Fourier series representation of on is given by
∑ * ( )+ ∑ [ ]
Here
Therefore on is even

Then ∫ ∫ |

And ∫ ( ) ∫

* +| ( )

Therefore and

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ADDIS ABABA SCIENCE AND TECHNOLOGY UNIVERSITY(AASTU) 2021
COURSE TITLE:APPLIED MATHEMATICS IIB

Thus, the Fourier series representation of on is

∑ * ( )+ ∑ * +
∑ * +
* +
1. Putting in equation , we have
* +
* +

Hence ∑
2. Putting in equation , we have

Therefore * +
* +

Hence ∑
5.2.4: Half Range Expansion and Complex form of Fourier series
(Reading assignment)
5.3: Fourier integrals
Definition 7: Let us assume that the following conditions on :
1. satisfies the Dirichlet conditions in every finite interval (– )
2. ∫ | | converges, that means is absolutely integrable in (– )
Then the Fourier series representation of the function on (– ) is given by
∑ * ( ) +
Where ∫ , ∫ ( ) , and ∫
Therefore the Fourier integral of a function is given by
∫ [ ]
Where ∫

And equation is also called a Fourier integral representation of

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ADDIS ABABA SCIENCE AND TECHNOLOGY UNIVERSITY(AASTU) 2021
COURSE TITLE:APPLIED MATHEMATICS IIB

Example 9: find the Fourier integral representation of the function


| |
{
| |
Solution:
The Fourier series representation of is given by
∫ [ ]
Where ∫
*∫ ∫ ∫ +
* ∫ + ∫

And ∫ ∫
Hence the Fourier integral expansion of is
∫ * +


5.3.1: Fourier sine and cosine integrals
Definition 8: let be defined on [ and ∫ | | converges, then
1. The Fourier cosine integral of a function is given by
∫ [ ]
Where ∫
2. The Fourier sine integral of a function is given by
∫ [ ]
Where ∫

Example 10: express { as Fourier sine integral and hence evaluate


Solution:
The Fourier sine integral of is given by
∫ [ ]
Where ∫ [∫ ∫ ]

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COURSE TITLE:APPLIED MATHEMATICS IIB

∫ |

Hence ∫ [* + ]


From equation we get

Then ∫ ,

At , which is a point of discontinuity of , then the value of the above integral is


( ) ( )
Therefore ∫ , at

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