Contents

1. General Properties.............................................................................................................................2
1.1. The Dirichlet conditions:...........................................................................................................3
1.2. Exponential form furrier series....................................................................................................3
1.3. Orthogonality of Fourier series................................................................................................5
1.4. Convergence and Sum of Fourier Series................................................................................10
1.5. Functions of Any Period p=2 L.............................................................................................11
1.6. Odd and even functions...........................................................................................................12
2. Application of Fourier series.............................................................................................................15
2.1. Sawtooth wave..........................................................................................................................15
2.2. square Wave.............................................................................................................................17
2.3. Full Wave Rectifier..................................................................................................................19
2.4. Riemann Zeta Function..............................................................................................................22
3. PROPERTIES OF FOURIER SERIES..............................................................................................25
3.1. Convergence.............................................................................................................................25
3.2. Integration................................................................................................................................27
3.3. Differentiation..........................................................................................................................28
4. GIBBS PHENOMENON...................................................................................................................28
4.1. Summation of Series..................................................................................................................28

1
Fourier series

1. e iθ =cosθ +isinθ
e iθ + e−iθ 1 iθ 1 −iθ
cosθ= = e + e
2 2 2
eiθ −e−iθ 1 iθ 1 −iθ
sinθ= = ie − i e
2i 2 2
i(θ+ ∅) iθ i ∅
e =e e
Euler’s Equation iθ i∅ i (θ+∅ )
e e =e
d iθ
e =i eiθ
dθ
3. Trigonometric cos ( θ+ ∅ )=cosθcos ∅−cosθcos ∅
identities 1
cos θcos ∅= cos ( θ+ ∅ ) +cos ( θ−∅ )
2
4. sinθ 2+ cosθ2=1
cos 2 θ=cosθ2 −sinθ 2
sin 2 θ=2 sinθcosθ

5. 1
cosAcosB= ( cos ( A + B ) +cos ( A B ) )
2
1
sinAsinB= ¿
2
1
sin AcosB= ¿
2

6. cos 2 θ=cosθ2 −( 1−cosθ 2 )=2 cosθ−1

1+cos 2 θ 1−cos 2 θ
cosθ= and sinθ=
2 2

All Important relations for the document

2
 1. General Properties
A furrier series defined as an expansion of a function or representation of a function in a series of
sines and cosines. For the function f(x).

ao
f ( x )= +a 1 cos 1 x+ a2 cos 2 x + a3 cos 3 x +… b 1 sin 1 x +b 2 sin 2 x+ b3 sin3 x … .+ ¿
2

Which can be defined in the following form

ao ∞ ∞
f ( x )= + ∑ an cosnx+ ∑ bn sinnx ---------------1.1
2 n=1 n=1

The coefficients are related to the periodic function f(x) by definite integrals.

1.1. The Dirichlet conditions:

2. f(x) is a periodic function: the function to be periodic, that is f ( x )=f (x +2 π ), If
f(x) defined in the interval [ −π , π ] f(x) can be extended periodically.
sinx=sin(x+ 2 π ), cosx =cos ( x+2 π ),
3. f(x) has only a finite number of finite discontinuities.
4. f(x) has only a finite number of extreme values, maxima, and minima in the
interval [0,2π].

1.2. Exponential form furrier series

Express cos nx and sin nx in exponential form, we may rewrite eq 1 as

∞
f ( x )= ∑ c n e−inx−−−−−−−−−−−−−−−−1.2
n =−∞

In which
1
C n= [a ]
2 o
1
C n= [ a −ib n ]
2 n

3
 1
C−n= [ a +i bn ] n>0
2 n

Proof

e inx +e−inx 1 inx 1 −inx

1. c osnx=
2
= e + e
2 2

e inx−e−inx −1 inx 1 −inx

2. sinn x= = ie + i e
2i 2 2

Using relations from table above and from equation 1.1

ao ∞ ∞
f ( x )= + ∑ an cosnx+ ∑ bn sinnx
2 n=1 n=1

ao ∞
f ( x )= + ∑ (a ¿ ¿ n cosnx+ ¿ bn sinnx)¿ ¿
2 n=1

ao ∞ 1 inx 1 −inx
∞
1 inx 1 −inx
f ( x )=
2 n=1 2 [
+ ∑ an e + e
2 ] [
+ ∑ bn e − ie
n=1 2 2 ]
a o ∞ an inx −inx ∞ bn inx
f ( x )= + ∑ [ e + e ] + ∑ i [ e −ie−inx ]
2 n=1 2 n=1 2

a o ∞ a n bn inx ∞ an bn −inx
f ( x )= + ∑
2 n=1 2
−i [
2
e +∑
n=1 2
+i
2 ]
e [ ]
ao ∞ 1 inx
∞
1
f ( x )= + ∑ [ a n−ib n ] e + ∑ [ an+ ib n ] e−inx
2 n=1 2 n =1 2

1
C n= [ a −ib n ]
2 n

1
C−n= [ a +i bn ] n>0
2 n

4
 1
C o= [a ]
2 o

The c n terms are related to the an and bn terms.

Assuming that an and bn are real.

To start considering only the constant terms

a o=c o

a 1 cos (1 x )+ b1 sin(1 x )=c −1 e i 1 x + c 1 e−i 1 x

a 2 cos (2 x )+ b2 sin(2 x)=c−2 e i 2 x +c 2 e−i 2 x

‘’

‘’

‘’

a n cos (nx )+ bn sin(nx )=c−n e inx +c n e−inx

We know that c−n e inx is the complex conjugate of c n e−inx therefore

c−n is thecomplex conjugate of c n if we write c n=c n+i c n (the sum of real and imaginary parts) and
c−n =c n¿=c n−i cn

using Euler's identities

a n cos ( nx ) +b n sin ( nx ) =c−n e−inx+ c n einx

¿ ( c n−i c n ) ( cosnx−isinnx ) + ( cn +i c n ) ( cosnx+ isinnx )

a n cos ( nx ) +b n sin ( nx ) =2 cn cos ( nx )−2 c −n sin ( nx )

Then the magnitude of cosine and sine is

an
a n=2 c n , → c n=
2

−bn
b n=−2 c−n →c −n =
2
5
 c n=c n+i c n

And
a n bn
c n= −i
2 2

c−n =c n¿

Therefore, the above

1
C n= [ a −ib n ]
2 n

1
C−n= [ a +i bn ]
2 n
And
∞
f ( x )= ∑ c n e−inx
n =−∞

1.3. Orthogonality of Fourier series

Two functions f and g are said to be orthogonal in the interval [a , b] if.

∫ f ( x ) g( x ) dx=0−−−−−−−−−−−−−−−−−−−−−−−−1.3 .1
a

2π 2π
1. ∫ sin ( nx ) sin ( mx ) dx=0=∫ cos ( nx ) cos ( mx ) dx for n≠ m
0 0

2π 2π
2. ∫ sin ( nx ) sin ( mx ) dx=π =∫ cos ( nx ) cos ( mx ) dx for n=m
0 0

2π
3 . ∫ sin ( nx ) cos ( mx ) dx=0
0

6
Proof

1
A. sinAsinB= ( cos ( A−B ) −cos ( A+ B ) )
2

2π

1. ∫ sin ( nx ) sin ( mx ) dx=0

0

For n ≠ m we have

From trigonometric relation on the table

2π
1
¿
20
∫ [ cos ( n−m ) x−cos ( n+m ) x ] dx

1 1 1
¿
[
2 (n−m)
sin(n−m) x−
(n+ m)
sin( n+m) x → 0 ¿ 2 π
]
For n−m ≠0∧n+ m>0

1 1 1
¿
[
2 (n−m)
sin(n−m).0−
( n+m)
sin(n+m).2 π =0
]
2π

So, if n ≠ m∫ sin ( nx ) sin ( nx ) dx=0

0

7
 cos 2 θ=cosθ2 −( 1−cosθ 2 )=2 cosθ−1
A.
1+cos 2 θ 1−cos 2 θ
cosθ= and sinθ=
2 2

2π

2. ∫ sin ( nx ) sin ( mx ) dx=π

0

And For n=m

2π
2
¿ ∫ ( sin ( nx ) ) dx
0

2π 2π
1−cos 2 nx 1 sinnx
0
2
¿ ∫ ( sin ( nx ) ) dx=∫
0
[ 2 ]
dx= x−
2 2n[ → 0¿ 2 π ]
2π 2π

∫ ( sin ( nx ) )2 dx=∫ 1−cos 2 nx dx = 1 x− sinnx

[ 2 ] 2 [ 2n ]
0 0

1
[ 2 π−0 ] =π
2

Therefore
2π

∫ sin ( nx ) sin ( mx ) dx=π for m=n

0

8
 1
A. s∈ AcosB= ¿
2

2π

3. ∫ sin ( nx ) cos ( mx ) dx
0

using therelation

2π
1
20
∫ ¿¿

1 1
−1
[
2 (n+ m)
cos (n+ m) x +
(n−m)
cos(n−m) x ¿ 0 ¿ 2 π
]
2π

∫ sin ( nx ) cos ( mx ) dx=0

0

2π

The same way we can show that ∫ sin ( nx ) sin ( mx ) dx=0

0

→Using orthogonal relation determining coefficients

Using orthogonality relations we can calculate the coefficients for eq.1 as bellow

ao ∞ ∞
f ( x )= + ∑ an cosnx+ ∑ bn sinnx
2 n=1 n=1

In which,

2π
1
a o= ∫ f ( x ) dx−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−1.3 .2
2π 0

2π
1
a n= ∫ f ( x ) cosmxdx n=0,1,2−−−−−−−−−−−−−−1.3 .3
π 0

9
 2π
1
b n= ∫ f ( x ) sinmxdx n=0,1 , 2−−−−−−−−−−−−−1.3.4
π 0

Proof

1
To determine the coefficient a o let us divide all the function by 2 π and integrate

from 0 to2 π in other words

1. ao?

∞ ∞
1 ao
1
2π
f ( x) = [ + ∑ a cosnx+ ∑ bn sinnx
2 π 2 n=1 n n=1
]
2π
1 a 2π a 2π b 2π
∫ f ( x ) dx= o ∫ dx+ n ∫ cosnxdx n ∫ sinnxdx
2π 0 2π 0 2π 0 2π 0

The only term remains from the integration is

2π 2π
1 a
∫ f ( x ) dx= o ∫ dx from this
2π 0 2 0

2π
1
a o= ∫ f ( x ) dx
2π 0

2. a n?

Multiplying the equation f ( x ) bellow by cosmx, and then integrating 0 to 2π

ao ∞ ∞
f ( x )= + ∑ an cosnx+ ∑ bn sinnx
2 n=1 n=1

2π
ao 2 π 2π 2π

∫ f ( x ) cosmxdx= 2 ∫ cosmxdx +an ∫ cosnx cosmxdx+ bn ∫ sinnxcosmxdx

0 0 0 0

10
 2π 2π

∫ f ( x ) cosmxdx=0+a n∫ cosnx cosmxdx +0

0 0

From the integral relation above

2π 2π

∫ f ( x ) cosmxdx=an ∫ cosnx cosmxdx=an π

0 0

2π
1
a n= ∫ f ( x ) cosmxdx n=0,1,2. .... .
π 0

3. b n?

To find coefficient b nMultiplying the equation f ( x ) bellow by sinmx, and then integrating 0 to 2
π

2π
ao 2π 2π 2π

∫ f ( x ) sinmxdx= 2 ∫ sinmxdx +a n∫ cosnx sinmxdx+ bn ∫ sinnxsinmxdx

0 0 0 0

2π 2π

∫ f ( x ) sinmxdx=0+¿ 0+b n∫ sinnxsinmxdx ¿

0 0

2π
1
b n= ∫ f ( x ) sinmxdx n=0,1,2. ....
π 0

1.4. Convergence and Sum of Fourier Series

- If a periodic function f (x) with period 2π is piecewise continuous in the interval −π ≤ x ≤

π and has a left-hand derivative and right-hand derivative at each point of that interval,
then the Fourier series eq 1 of f(x) [with coefficients 2,3,and 4] is convergent.

- Its sum is f(x), except at a point x o at which f(x) is discontinuous and the sum of the series is
the average of the left-hand and right-hand limit of f(x) having continuous first and second
derivatives.

11
Proof of continuity∧ periodicity of the functionf ( x).

π
1
a n= ∫ f ( x ) cosnxdx−−−−−−−−−−−−−−−−−−−−−−−−1.4 .1
π −π

Taking first

π
f , ( x ) sinnx
a n=
π [
1 f ( x ) sinnx
n
−∫
−π n
dx
]
π
f , ( x ) cosnx f ,, ( x ) cosnx
a n= − ∫ πn2 dx
πn2 −π

From the above

f , ( x ) cosnx f , ( x ) cosnπ −f , ( x ) cosn (−πx )
πn2
=
πn2
− ( πn2 )
cosn (−πn ) =cosnπ , f , ( π )=f (−π )

continuity∧ periodicity of the function f ( x).

- Since f ,, ( x ) is continuous in the interval of integration, we have |f , , ( x )|< M M is appropriate

constant.

Furthermore ,|cosnx|≤ 1

π π

|a n|=
1
n2 π |
−π
|
∫ f , , ( x ) cosnxdx < n
1
2
π
∫
−π
2M
Mdx= 2
n
Similarly
2M
|b n|< for all n
n2
12
 Therefore
|f ( x )|<|a0|+2 M ¿

This shows it converges.

1.5. Functions of Any Period p=2 L

−If a function f ( x )of period p=2 L has a Fourier series , the series∈eq .1 .1 will be

ao ∞ nπx
∞
nπx
a n= + ∑ an cos + ∑ bn sin −−−−−−−−−−1.5 .1
2 n=1 L n=1 L

The coefficients become.

2L
1
a o= ∫ f ( x ) dx
2L 0

2L
1 nπx
a n= ∫ f ( x ) cos dx n=0,1,2..... .
L 0 L

2L
1 nπx
b n= ∫ f ( x ) sin dx n=0,1,2. ....
L 0 L

13
 Proof
πx Lu
u= → x = , x=± L →u=± π
L π

writing ∈two functions

f ( x )=g (u)
Then
ao ∞ ∞
a n= + ∑ an cosnu+ ∑ bn sinnu
2 n=1 n=1

Which gives the above eq 7

1.6. Odd and even functions

- A function is said ¿ be even if
f (−x )=f ( x )
π π

∫ f ( x)dx=¿ 2∫ f (x ) dx ¿
−π 0

For Fourier series of an even function of period 2L is a” Fourier cosine series”.

∞
nπx
a n=a o+ ∑ an cos even
n=1 L

2L
2 nπx
a n= ∫ f ( x ) cos dx−−−−−−−−−−−−−1.5 .2
L 0 L

Proof
2L
1 nπx
a n= ∫ f ( x ) cos dx−−−−−−−−−−1.53
L 0 L

14
 0 L
a n=
1
L [ ∫ f ( x ) cos
−L
nπx
L
dx +∫ f ( x ) cos
0
nπx
L
dx
]
leting x=−x, , dx=−dx , ,

0 0 , 0 ,
nπ (−x )
(−dx , )=¿ ∫ f (− x, ) cos nπ −x ( dx ,) ¿ ¿
( )
∫ f ( x ) cos nπx
L
dx=¿ ∫ f (−x , ) cos
L L
−L −L L
L
nπ (−x , ) ,
¿ ∫ f ( x , ) cos ( dx )
0 L
L
nπ ( x , ) ,
¿ ∫ f ( x , ) cos ( dx )
0 L

Therefore, we can write

L
2 nπx
a n= ∫ f ( x ) cos dx
L 0 L

- A function is said ¿ be odd if

f (−x )=−f ( x )

∫ f ( x)dx=0
−π

For Fourier series of an odd function of period 2L is a” Fourier sine series”.

∞
nπx
b n=∑ b n sin odd
n=1 L

And
2L
2 nπx
b n= ∫ f ( x ) sin dx
L 0 L

15
 Proof
2L
1 nπx
b = ∫ f ( x ) sin
n dx
L 0 L

0 L
b n=
1
L [ ∫ f ( x ) sin nπx
−L L
dx+∫ f ( x ) sin
0
nπx
L
dx
]
for odd function

f (−x )=−f ( x )

leting x=−x, , dx=−dx , ,

0 0 ,
nπ (−x )
∫ f ( x ) sin nπx
L
dx =¿∫ f (−x , ) sin
L
(−dx , ) ¿
−L L

sin (−x )=−sin ( x )

0
, nπ (−x , ) ,
¿ ∫ f x sin
( ) ( dx )
L L

0
, nπ ( x , ) ,
−∫ f x sin
( ) ( dx )
L L

L
, nπ ( x , ) ,
¿ ∫ f x sin
( ) ( dx )
0 L
Therefore, we can write
2L
2 nπx
b n= ∫ f ( x ) sin dx
L 0 L

2. Application of Fourier series

6.1. Sawtooth wave
f ( x )= {x−2x ,π0≤π <xx<π≤2 π
16
f ( x )=x, and shifting the interval from [ 0,2 π ] ¿ [ −π , π ] from eq. 2, 3 and 4 the coefficients
can be solved as follows.

2π
1
a o= ∫ f ( x ) dx
2π 0

π
1 1 x2 1 π2 π2
a o= [ ] [
∫ xdx=¿ 2 π 2 = 2 π 2 − 2 =0 ¿
2 π −π ]
a o=0

2π
1
a n= ∫ f ( x ) cosmxdx
π 0

π
1
a n= ∫ xcosmxdx
π −π

Using integration by part

π
a n=
π [
1 xsinnx
n
−∫
−π
1. sinnx
n
−π → π
]
1 xsinnx 1
a n=
π [ n ]
+ 2 [ cosnx ] −π → π
n

1 1 1
a n= ( [ πsinnπ−(−πsin (−nπ ) ) ] + 2 [ cosnπ −cos (−nπ ) ] )
π n n

a n=0

2π
1
b n= ∫ f ( x ) sinmxdx
π 0

π
1
b n= ∫ xsinmxdx
π −π

π
b n=
π [
1 −xcosnx
n
+∫
−π
cosnx
n
dx
]
17
 1 −xcosnx sinnx
b n=
π [ n
+ 2 ¿−π ¿ π
n ]
−1 xcosnx
b n=
π n[ ]
−π ¿ π

−1 πcosnπ +πcos (nπ )

b n=
π [ n ]
−π
b n= [ cosnπ +cos (nπ ) ]
πn

−1 −2
b n= [ cosnπ + cos(nπ )] = [ cosnπ ]
n n

2
b n= (−1 )n +1
n

All the coefficients are

2 n +1
a n=0, a o=0 and b n= n (−1 )

n 1 2 3
bn 2 -1 2
3

Therefore

f ( x )=b1 sinx+b 2 sin 2 x+ b3 sin3 x +.... .

2
f ( x )=2 sinx−1 sin 2 x+ sin 3 x +.....
3

1 1
[
f ( x )=2 sinx− sin2 x + sin 3 x−..
2 3 ]

18
6.2. square Wave
One simple application of Fourier series, the analysis of a ‘’square’’ wave in terms of its Fourier
components, may occur in electronic circuits designed to handle sharply rising pulses.

f ( x )=0 ,−π < x <0

f ( x )=h ,0< x< π

From equation 2,3 and 4 we can determine the coefficients

f ( x )=h

2π
1
a o= ∫ f ( x ) dx
2π 0

2π
1 h
a o= ∫ hdx = [ x]¿0¿2π
2π 0 2π

h h
a o= [ x ] = [ 2 π ] =h
2π 2π

h
a o=
2

2π
1
a n= ∫ f ( x ) cosmxdx
π 0

19
 2π
1
a n= ∫ hcosmxdx
π 0

2π
1 h
a n= ∫ hcosmxdx= [ sinmx ] ¿ 0 ¿ 2 π
π 0 πn

h
[ 0 ] =0
πn

2π
1
b n= ∫ f ( x ) sinmxdx
π 0

π
1 −h
b n= ∫ hsinmxdx= [ cosmx ] ¿ 0 ¿ 2 π
π 0 πn

h
¿− [ cosmx ] = −h [ cosmπ −1 ] = h [ 1−cosmπ ]
πn πn πn

2h
b n=
h
πn {
[ 1−cosmπ ] = nπ , for Odd
0 , for even

Therefore

f ( x )=ao +b1 sinx +b3 sin 3 x+ b5 sin 5 x +.........

n 1 3 5
bn 2h 2h 2h
π 3π 5π

20
 h 2h 2h 2h
f ( x )= + b1 sinx+ sin 3 x + sin 5 x−−−−¿
2 π nπ nπ

h 2h
f ( x )= + ¿
2 π

6.3. Full Wave Rectifier

f ( x )=sinωt 0< ωt< π ,

f ( x )=−sinωt −π <ωt <0 ,

2π
1
a o= ∫ f ( x ) dx
2π 0

o π
1
a o= ∫ −sinωtd (ωt )+∫ sinωtd (ωt)
π −π 0

o π
a o=
1
π [
∫ −sinωtd (ωt)+∫ sinωtd (ωt )
−π 0
]
o π
a o=
1
π [∫
−π
] [∫
−sinωtd ( ωt) +
1
π 0
sinωtd (ωt )
]
−1
a o= ¿
π

21
 1 1
a o= [ 2 ] + [ 2 ]
π π

4
a o=
π

π
1
b n= ∫ f ( x ) sinmxdx
π 0

0 π
1 1
b n= ∫ −sinωtd (ωt ) sinmxdx + ∫ sinωtd (ωt )sinmxdx
π −π π 0

Based on the above integration relation table this will diminished

b n=0

2π
1
a n= ∫ f ( x ) cosmxdx
π 0

0 π
1 1
a n= ∫ −sinωtd (ωt )cosnxdx + ∫ sinωtd (ωt )cosnxdx
π −π π 0

0 π
1 1
a n= ∫ −s inωtd (ωt )cosnxdx+ ∫ sinωtd (ωt )cosnxdx
π −π π 0

π
2
a n= ∫ sinωtd (ωt)cosnxdx
π 0

1
sin AcosB= ¿
2

(ωt )=x , d ¿

0 π
1 1
a n= ∫ sin(1+n)xdx − ∫ sin (1−n) xdx
π❑ π 0

1 1 1
a n=
−1
π (1+n)[cos (1+n)x −
] [
π (1−n)
cos (1−n) x 0 ¿ π
]
22
 1 1 1 1 1
a n=
−1
[
π (1+n)
cos (π + πn)− −
] [
(1+ n) 2 π (1−n)
cos (π −πn)−
(1−n)
¿¿π
]
cos ( π + πn )=cosπcosnπ −sinπsinnπ

cos ( π + πn )=−cosnπ

1 −(−cosnπ ) 1 1 −(−cosnπ ) 1
a n=
π[ (1+n)
+ +
(1+n) π ] [
(1−n)
+
(1−n) ]
1 cosnπ cosnπ 1 1 1
a n=
[ + +
] [ +
π (1+n) (1−n) π (1+n) (1−n) ]
1 cosnπ cosnπ 1 1
a n=
[ + + +
π (1+n) (1−n) (1+ n) (1−n) ]
1 2 cosnπ +2
a n=
[ +
π (1−n ) (1−n2 )
2
]
2 cosnπ 1
a n=
[ +
π (1−n ) (1−n2 )
2
]
2 1
a n= [ cosnπ +1 ]
π (1−n2 )

−2 1
a n= [ cosnπ +1 ]
π (n2−1)

From this.

−2 2

{
a n= π (1−n2 )
for even

0 for odd

23
 The interval [ 0 , π ]is not an orthogonality interval for both sines and cosines together and we do
not get zero for even n. The resulting series is.

∞
2 4 cosnωt
f ( x )= − ∑
π π n=2,4,6.. ( 1−n )2

6.4. Riemann Zeta Function

f (x)= x2 ,−π < x < π

2π
1
a o= ∫ f ( x ) dx
2π 0

π
1 1 x3
a o= ∫
2 π −π
x2
dx=
2π 3 [ ]
−π → π

2 π2
a o=
3
π
1
a n= ∫ x 2 cosmxdx
π −π

π π
1 x 2 sinmx
a n=
1
∫
π −π
x 2
cosmxdx =
π [ m
−∫
−π
2 xsinmx
m ]
24
 2 xcosmx 2
a n=
mπ m[ ]
= 2 [ xcosmx ] −π → π
m π

2 2
a n= (−1 )m 2
π m

4
a n=(−1 )m
π m2

We can obtain.
∞
π2 m cosmx
f (x)= x2= + 4 ∑ (−1 )
3 m=1 m2

setting x=π
∞
π2 1
π 2= +4 ∑ 2 where cosmx is=(−1 )m
3 m=1 m

This gives.

∞
π2 1
=∑ =ε (2)
6 m =1 m2

From page page 773 exercice 1.

−1
∑
∞

m=1
1
n
sinnx= 2
1
2
{
(π + x ),−π ≤ x <0

(π −x), 0≤ x <π

This is odd function And except b n all terms zero

2π
1
b n= ∫ f ( x ) sinnxdx
π 0

0 π
1 −1 1
b n= ∫ ( π + x ) sinnxdx+∫ (π −x) sinnxdx
π −π 2 0 2

25
 0 π
1 −1 1
b n= ⌈ ∫ ( π + x) sinnxdx+∫ (π−x ) sinnxdx ⌉
π −π 2 0 2

0 0 0 0
1 −1 1 1 1
b n= ⌈ ∫ πsinnxdx−∫ x sinnxdx+ ∫ πsinnxdx−∫ xsinnxdx ⌉
π −π 2 −π 2 −π 2 −π 2

0 0 0 0
1
b n= ⌈ ∫ −πsinnxdx−∫ xsinnxdx+ ∫ πsinnxdx−∫ xsinnxdx ⌉
2 π −π −π −π −π

π π

¿
1
2π[⌈−
πcosnx
n
⌉−
−xcosnx
n [
+∫
0
xcosnxdx
n
+⌈
πcosnx
n
⌉+
xcosnx
n
−∫
0
]
xcosnxdx
n [ ]]
1 2π −π sinnx π π −π sinnx
2π[⌈
n
⌉+
n n [
− 2 −π →0+ ⌈ − ⌉ −
n n n ]
+ 2 0→π
n [ ] ]
1 2π −π sinnx π sinnx
2π
⌈
[ n
⌉+
n [
− 2 −π →0+ − 2 0 → π
n n n ] [ ] ]
1 2π 1
2π
⌈
n [
⌉ =
n ]
Therefore
∞ ∞
1
f ( x )=∑ bn sinnx=¿ ∑ sinnx ¿
n=1 n=1 n

26
7. Properties of Fourier series
7.1. Convergence
A uniformly convergent series of continuous functions (sinn, cos nx) always yields continuous
function.
if

A. f (x) is continous ,−π ≤ x ≤ π

B. f (−π)=f (+ π ) ,∧¿
C. f ' (x )is conditionally continuous
the Fourier series for f(x)will converge uniformly.

- If a periodic function f (x) with period 2π is piecewise continuous in the interval −π ≤ x ≤

π and has a left-hand derivative and right-hand derivative at each point of that interval,
then the Fourier series eq 1 of f(x) [with coefficients 2,3,and 4] is convergent.

- Its sum is f(x), except at a point x o at which f(x) is discontinuous and the sum of the series is
the average of the left-hand and right-hand limit of f(x) having continuous first and second
derivatives.

Proof of continuity∧ periodicity of the functionf ( x).

π
1
a n= ∫ f ( x ) cosnxdx
π −π

Taking first

π
f , ( x ) sinnx
a n=
π [
1 f ( x ) sinnx
n
−∫
−π n
dx
]
π
f , ( x ) cosnx f ,, ( x ) cosnx
a n= 2
− ∫ 2
dx
πn −π πn
From the above
f , ( x ) cosnx f , ( x ) cosnπ −f , ( x ) cosn (−πx)
πn2
=
πn2 ( −
πn2 )
27
 cosn (−πn ) =cosnπ , f , ( π )=f (−π )

continuity∧ periodicity of the function f ( x).

- Since f ,, ( x ) is continuous in the interval of integration, we have |f , , ( x )|< M M is appropriate

constant.

Furthermore ,|cosnx|≤ 1

π π
1
|
n π −π
1
|
n π −π
2M
|a n|= 2 ∫ f , , ( x ) cosnxdx < 2 ∫ Mdx= 2
n
Similarly
2M
|b n|< 2 for all n
n
Therefore
|f ( x )|<|a0|+2 M ¿

This shows it converges.

7.2. Integration
Term-by-term integration of the series

ao ∞ ∞
f ( x )= + ∑ an cosnx+ ∑ bn sinnx
2 n=1 n=1

Yields

x ∞ ∞
a x a
[ ]
∫ f ( x ) dx = 2o x o → x+
x0
[ ]
∑ nn cosnx x o → x +
n=1
[∑
n=1
]
bn sinnx x o → x

Clearly, the effect of integration is to place an additional power of n in the denominator of each
coefficient. This results in more rapid convergence than before.

28
Proof
f (x)=c n
from furrier equation
∞
f ( x )= ∑ c n e inx=c n
n =−∞

∞ ∞
1 1 cn
∫ f ( x ) dx=¿ ∑ ∫ c n einx = ∑ ¿ cn e inx
= ¿ f (x)= ¿¿
n=−∞ n=−∞

Consequently, a convergent Fourier series may always be integrated term by term, the resulting
series converging uniformly to the integral of the original function.

7.3. Differentiation
As the inverse of integration, the operation of differentiation has placed an additional factor n in
the numerator of each term. This reduces the rate of convergence and may, as in the first case
mentioned, render the differentiated series divergent.
In general, term-by-term differentiation is permissible under the same conditions listed for
uniform convergence.

Proof

f (x)=c n
furrier equation
∞
f ( x )= ∑ c n e inx=c n
n =−∞

∞ ∞
∂y ∂y
f ( x ) dx= ∑ c n e inx= ∑ ¿ c n einx =¿ f (x )=inc n
∂x n=−∞ ∂ x n=−∞

29
8. Gibb’s phenomenon
The Gibbs phenomenon is an overshoot, a peculiarity of the Fourier series and other
eigenfunction series at a simple discontinuity.

8.1. Summation of Series

In mathematical analysis, the Dirichlet kernel, named after the German mathematician Peter
Gustav Lejeune Dirichlet, is the collection of functions defined as
1
n n sin((n+ ) x)
1 1 2
D n (x )= ∑ e ikx=¿ (1+2 ∑ coskx )= −−−−−−7.1.1 ¿
2 π k=−n 2π x
k=1
2 πsin( )
2
where n is any nonnegative integer.

Dirichlet kernel functions from Fourier series give.

ao ∞ ∞
f ( x )= + ∑ an cosnx+ ∑ bn sinnx
2 n=1 n=1

2π ∞
¿
1
[
∫ f ( y ) 1+2 ∑ cos ( y −x ) dy
2π 0 n=1
]
¿ sin ¿ ¿

Proof

from general equation 1.1

ao ∞ ∞
f ( x )= + ∑ an cosnx+ ∑ bn sinnx
2 n=1 n=1

and the coefficients are given by.

2π
1
a o= ∫ f ( y ) dy
2π 0

30
 2π
1
a n= ∫ f ( y ) cosnydy
π 0

2π
1
b n= ∫ f ( y ) sinnydy
π 0

1. Substituting each coefficient to the general equation yields

2π ∞ 2π ∞ 2π
1
f ( x )= ∫ f ( x ) dx + ∑ 1π ∫ f ( y ) cosnydy cosnx + ∑ 1π ∫ f ( y ) sinnydy sinnx
2π 0 n=1 0 n=1 0

this is equal with

2π ∞ 2π ∞ 2π
1 1 1
f ( x )= ∫ f ( y ) dy+ ∑ ∫ 2 f ( y ) cosny cosnx dy+ ∑ ∫ 2 f ( y ) sinny sinnx dy
2π 0 n=1 2 π 0 n=1 2 π 0

2π ∞ ∞
f ( x )=
1
[
∫ f ( x ) 1+ ∑ 2cosnycos nxdy + ∑ 2 sinnysinnxdx
2π 0 n=1 n=1
]
2π ∞
f ( x )=
1
[
∫ f ( y ) 1+ 2 ∑ cosnycosnxdy
2π 0 n =1
]
2π ∞
f ( x )=
1
[
∫ f ( y ) 1+ 2 ∑ cos ( y−x ) dy
2π 0 n =1
]
1
n n sin((n+ ) x)
1 1 2
D n (x )= ∑ e ikx=¿ (1+2 ∑ coskx )= ¿
2 π k=−n 2π x
k=1
2 πsin( )
2

2π ∞
1
π 0
1
[
f ( x )= ∫ f ( x ) + ∑ cos ( y −x ) dy
2 n=1 ]
2. Summing the finite series of exponentials (geometric progression) we obtain

31
¿ sin ¿ ¿

Proof

To simplify the path lets take from the Dirichlet kernel equations above.
n
1
∑ e ikx −−−−−−−−−−−−−−−−−7.1.2
2 π k =−n

Let k + n=r , thenthe above becomes

2n
1
∑ ei (r −n) x
2 π r=0

2n
1 −inx
e ∑ eirx
2π r=0

let e ix= p
2n 2n
1 −(ix)n
2π
e ∑ e(ix )r= 21π p−n ∑ p r
r =0 r=0

This is more simplified and the sum.

2n
1 n 1 −n 1− p2 n+1
p ∑ pk =
2 π r =0 2π
p .
1− p ( )

1 p−n− pn+1
2π
. (1− p )
−1
For more easy form lets multiply both denominator and numerator by p 2

and (-1) to change to more known format

This yields
1 1
−n− n+
1 −p
2π
.
( −n−
+p
1
− p 2 + p2
1
2 2

)
32
From the relation

1 1 1 1
−n− n+ n+ −n−

2π
.
(
1 − p 2+ p 2
−n−
1 1
− p 2 + p2
=
1 p 2 −− p 2
2π 1
−n−
p 2 −−p 2
1
) ( )
1 1
n+ −n−

¿
1 p
2π ( p −p
2

1
2
−p
−1
2
2

)
ix
Here e =p then
1 1
ix (n+ ) ix (−n− )
1 e
2π ( 2

e −e
x
2
−e
−x
2
2

)
eiθ −e−iθ
sinθ= we can drive for the above that
2i

( 12 )−e ix (−n− 12 )
ix n+
1 e
2π ( e −e
x
2
−x
2 )
1
sin( n+ ) x
1 2
2π x
sin
2
So ,∈our case x=x− y

33
 1
sin( n+ )( x− y)
1 2
2π 1
sin ( x− y)
2
So, Then the rth partial sum becomes
1
2π sin( n+ )(x− y)
1 2
Sr ( x)= f ( y) dy
2π ∫ 1
0 sin (x − y)
2

This is convergent at all points, including t = x. The factor

1
sin(n+ )( x− y)
2
1
sin (x− y )
2
is the Dirichlet kernel.

This is convergent at all points.

For convenience of numerical calculation, we consider the behavior of the Fourier series
that represents the periodic square wave.

{
f (x)= 2
h
2
, 0< x < π

−π < x <0

1
2π sin( n+ )(x− y)
1 2
Sr ( x)= ∫ f ( y) dy
2π 0 1
sin (x − y)
2

1 1
π sin(n+ )(x− y ) 0 sin(n+ )(x− y)
h 2 h 2
Sr ( x)= dy− dy
4π∫ 1 ∫
4 π −π 1
0 sin ( x− y) sin (x− y )
2 2

34
 1 1
sin(n+ )(x− y )
π π sin (n+ )(x+ y)
h 2 h 2
Sr ( x)= ∫ dy− ∫ dy
4π 0 1 4π 0 1
sin ( x− y) sin ( x+ y)
2 2

x− y → s , x+ y → s
1 1
π −x sin(n+ )s π+ x sin(n+ )s
h 2 h 2
Sr ( x)= ∫ ds− ∫ ds
4π 1 4π 1
−x sin s x sin s
2 2

Because the integrands have the same mathematical form, the integrals from x to π−x cancel,
leaving the integral ranges.

1 1
sin(n+ )s
x π + x sin(n+ )s
h 2 h 2
Sr ( x)= ∫ ds− ∫ ds
4 π −x 1 4 π π −x 1
sin s sin s
2 2

Consider the partial sum in the vicinity of the discontinuity at x=0. As x → 0, the second integral
becomes negligible, and we associate the first integral with the discontinuity. At x=0

Using
1
n+ = p∧ ps=ξ
2

ps
h sin(ξ ) dξ
Sr ( x)= ∫
4π 0 ξ p
sin( )
2p

35
Because the integrands have the same mathematical form, the integrals from x to π−x cancel,
leaving the integral ranges.

1 1
x sin(n+ )s π + x sin(n+ )s
h 2 h 2
Sr ( x)= ∫ ds− ∫ ds
4 π −x 1 4 π π −x 1
sin s sin s
2 2

Consider the partial sum in the vicinity of the discontinuity at x=0.

As x → 0, the second integral becomes negligible, and we associate the first integral with the
discontinuity.
1
At x=0 Using n+ = p∧ ps=ξ
2
dξ
→ ds=
p

ps
h sin(ξ ) dξ
Sr ( x)= ∫
2π 0 ξ p
sin( )
2p

36
 7. Calculation of overshoot

From the general Fourier series equation and solution of coefficients

ao ∞ ∞
f ( x )= + ∑ an cosnx+ ∑ bn sinnx
2 n=1 n=1

2π
1
a o= ∫ f ( x ) dx
2π 0

2π
1
a n= ∫ f ( x ) cosmxdx n=0,1,2. .... .
π 0

2π
1
b n= ∫ f ( x ) sinmxdx n=0,1,2. ....
π 0

For odd function a o∧a n=0

Therefore

∞
f ( x )=∑ bn sinnx−−−−−−−−−−7.1
n=1

For partial sum n

n n n
sinkx
f ( x )=∑ bn sin k x=bn ∑ sin k x=b n ∑
k=1 k=1 k =1 k

We can replace that k =2 n−1

then

37
 n
sin (2n−1) x
f ( x )=bn ∑ −−−−−−−−−−−−−−7.2
k=1 2 n−1

Where
2π 2π n
1 2 2 cosnx 2 (−1 ) −1
b n= ∫ f ( x ) sinmxdx= ∫ sinmxdx= =
π 0 π 0 π n π n

4
, n odd
¿ πn −−−−−−−−−−−−−−−7.3
0 , even

From 4.2 and 7.3 we can get

n x
4 sin(2 n−1) x
f ( x )= ∑ dx=∫ cos (2 n−1)x dx−−−−−−−−−−7.4
π k=1 2 n−1 0

LetS=cos ( 2n−1 ) x =cosx+cos 3 x +cos 5 x−−−−−−−−−cos ( 2 n−1 ) x

¿ ℜ { e kx +e k 3 x +e k 5 x −−−−−−−−−e k ( 2 n−1 ) x }

¿ e kx ¿

1−e 2 kn x sin(nx ) sin(nx )cos (nx)

e kx ( 1−e 2k x ) (
=e kx )(
sinx
=
sinx )
−−−−−−−−7.5

From 7.4 and 7.5

x x
4 4 sin (nx)cos (nx)
f ( x )= ∫ cos (2 n−1) xdx= ∫
π 0 π 0 sinx ( dx )
From trigonometric relation

38
2 sin(nx )cos (nx )=sin 2 nx

Then the relation becomes

x x
4 2 sin (2 nx)
f ( x )= ∫
π 0
cos (2 n−1)xdx= ∫
π 0 sinx ( )
dx−−−−−−−−−−−−−−−−7.6

π
Our function is at the point of discontinuity that will happen at x=
2n

y=2nx , dy=2 ndx

π
2n
2 sin( y ) d y
f ( x )= ∫
π 0
(
sin( )
2n
y 2n
)
π
2 sin ( y)
f ( x )= ∫
π 0 y ( )
dy

π π
2 sin ( y) 2 sin ( x)
f ( x )= ∫
π 0 (y ) dy → ∫
π 0 (
x
dx )
Where,
x2 x5 x7
sinx=x + + + −−−−−¿
3! 5! 7!

π
2 1
f ( x )= ∫ ¿ ¿
π 0 x

2
f ( x )= ¿
π

39
 2
f ( x )= ¿
π

f ( x ) ≈ 1.1789. .

8. Discrete Fourier transform

The Discrete Fourier Transform (DFT) is the equivalent of the continuous Fourier Transform for
signals known only at N instants separated by samples (i.e. a finite sequence of data).
From Fourier series equation 1
∞
f ( x )= ∑ c n e−inx
n =−∞
For N data samples
N−1
f ( x )= ∑ cn e−inx
n=0

8.2. Orthogonality over Discrete Points

Considering orthonormal periodic basis in C N and representation of a set of data in terms of

periodic basis vectors in C N

40
1. Any orthogonal set of complex N-vectors will serve as a basis for C N

Proof

Defining the vector

2 πikn
uk ( n ) =uk e N
n=0,1,2… … … ( N−1) -------10

uk ( n ) =(u ¿ ¿ k ( 1 ) , uk ( 2 ) , … … . uk ( N −1 ) )¿

Here n plays a time∨spatial∧k is frequency

¿ special caseif k=0

all elementsu k ( n )=1that means for all N ≥2 the N vector uo ∈C N is 1.

uo =(1,1,1 , … … .1)
Therefore,
Any orthogonal set of complex N-vectors will serve as a basis for C N

2. Let us show once again that the vectors uk are N- periodic.

Proof

Considering

k ∈(0,1,2 … … .( N−1))

And

41
 uk ( n)∈(0,1,2 … … .(N−1))

From equation above

e 2 πikn ¿
uk ( n ) =uk ¿
N

n → n+ N

2 πik(n +N )
N
uk ( n+ N ) =uk e

2 πikn 2 πikN
N N
uk ( n+ N ) =e e

2 πikn
uk ( n+ N ) =e N
e 2 πik

2 πikn
N
uk ( n+ N ) =e .1

uk ( n+ N ) =uk (n)
Therefore,

Showed once again that the vectors uk are N- periodic.

3. The set of N vectors uk forms an orthogonal set in C N

Proof

Consider the inner product between two elements, uk ∧ul

N −1 2 πikn −2 πikl
N N
⟨ uk , ul ⟩ = ∑ e e
n=0

N −1 2 πi(k−l)n
N
¿∑ e
n=0

Case 1.
If l=k

42
The above product reduces to
N −1 2 πi(0)n N−1
N 0
⟨ uk , u l ⟩ = ∑ e =∑ e
n=0 n=0

N−1

∑ 1=N
n =0

Case 2.

If l≠ k first let p=k−l

Then the inner product above will be

N −1 2 πi(k−l)n
N
⟨ uk , u l ⟩ = ∑ e
n=0

N −1 2 πipn
N
¿∑ e
n=0

N −1 2 πip n
¿∑ e
n=0
[ ] N

¿ 1+r +… r N−1
2 πip
Let r =e N

2 πip
The sum of this finite geometric series for r =e N

1−r N 1−e2 πi 1−1

S= = = =0
1−r 1−r 1−r

Therefore

43
⟨ uk , ul ⟩ =N δ kl
Therefore, the set uk is orthogonal set

From orthogonal basis set

1
ck= u k where k =0,1,2 …..(N −1)
√N

2 πikn
N
uk =e

With components
2 πikn
1 N
c k (n)= e n=0,1,2,3 … …( N −1)
√N
Here for k=0

1
ck= (1,1, … ..1)
√N
Using different values of N we can see vector values generated
2 πikn
1 N
c k (n)= e n=0,1,2,3 … …( N −1)
√N
N=2

For k=0
1
c o = (1,1)
√2
K=1
1. n=0
1 1
c 1 ( 0 )= e 0=
√2 √2
2. n=1
2 πi 1.1
1 1 πi −1
c 1 (1 ) = e 2 = e =
√2 √2 √2
Therefore

1
c 1 (1 ) = (1 ,−1)
√2
44
N=3
2 πikn
1 N
c k (n)= e n=0,1,2,3 … …( N −1)
√N
K=0
1
c o = (1,1,1)
√3

K=1

1 0 1
1. n=0 c 1 (0)= e=
√3 √3
1 23πi 1 −1 √3
2. n=1 c 1 (1)=
√3
e = [, i
√3 2 2 ]
1 43πi 1 −1 √ 3
3. n=2 c 1 (2)=
√3
e =
√3 2[,− i
2 ]
In summary

1 1 √3 1 √3
c 1=
√3 (
1− + i− − i
2 2 2 2 )

45