CHAPTER 5

Fourier series and Orthogonal Functions

5.1: ORTHOGONAL FUNCTIONS
Definition: 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
∫ =0, m≠n
Example: the sequence of function {sinmx}, m=1, 2, 3... form an orthogonal system on the interval
[-,] because ,

∫ 0 ,
,
in these case the weight is q(x)=1
Example: The sequence of functions 1, cosx, sinx , ....., cos nx ,sin nx from an orthogonal system on
[-,] because

∫ 0 , m≠n
, m=n

∫  mx cosnx dx= 0 for every m and n

∫ 

For positive integers m and n,

Proof: - ∫ 
mx cosnx dx= 0 , m≠n
, m=n

for positive integer m and n, .

Because –

these is because by trigonometric identity and since

[ – ]
 
There fore ∫  mx cos nx dx= ∫ 
+ cos (n-m) x] dx .
Now we have two cases.

Case,1 when n=m ∫


1  sin mx 
=   x  , since cos0 = 1
2  2m  
1  sin 2m  sin 2m 
=   
2 2m 
= + 2 ]
= ½ [ 0+2 ] = 

Therefore ∫ 
cos mx dx =  for m=n
Case 2, when m≠n
 
∫ cosnx dx=1/2 ∫ 

1
  
= ½ [∫  ∫ 
 
1  sin( n  m) x 
sin( n  m) x
=   
2  n  m  nm 
 

1  sin( n  m)  sin( n  m) sin( n  m) sin( n  m) 

=   
2 mn nm n  m 
But since n and m are integers their sum and difference is also an integer and for all integer value n+m and n-
m, sin(n+m) =0 and sin (n-m)=0 therefore the above expression is all zero.

Thus ∫ cos nx dx =0 for m≠n
Therefore by case1 and case2
  0 ,m  n
∫ 
= 
  , m=n
The others can be proving with the same way.
Therefore the set of functions 1, cos (nx) , n = 1, 2, 3, … or 1, sin(nx) , n = 1, 2, 3, … or 1, cos(nx), sin(nx),
n = 1, 2, 3, , on the interval [- ,  ] with weight functions q(x) = 1 form an orthogonal set of functions.

Definition A function ƒ(x) in an interval [a, b] is said to be periodic, if there exists a real positive
number p such that ƒ (x+p) = ƒ (x) for every x where p is called the period of f and the smallest value
of p is called the fundamental period p. Then,
(x+p) = ƒ (x)
(x+2p)= ƒ (x+p+p) = ƒ (x+p) = ƒ (x)
ƒ (x+3p)= ƒ (x+2p+p) = ƒ (x)
ƒ (x+np) = ƒ (x+ (n-1) +p) = ƒ (x)
For every integer n. Hence for every integer n ,
ƒ (x+np) = ƒ (x)
Example a) ƒ(x) =sinx and g(x) =cosx are periodic functions with period 2.
Because sinx =sin n(x+2)=sin (x+4n)=... =sin (x+2n).
And cosx =cos(x+2) =cos (x+4) =...=cos (x+2n) for every integer n.
b. ƒ (x) =c where c is any constant is a periodic function with any arbitrary period
Note: If ƒ1, ƒ2 ... fn be periodic functions with a period p and C1, C2,...,Cn are constant then,
ƒ = C1f1+C2f2+...+Cnfn has a period P.
Example :- A set of function 1, cosx , Cos2x , cos3x , ...., sin x, sin 2x, sin3x,...are periodic with
period 2 because 1 is a constant function which is periodic with any arbitrary period.
Cos x=cos(x+2 ) (by definition) and the same for others.
Therefore for constants a0, a1, a2,...,b1, b2, b3...the function

2
 ƒ(x) =

∑ ∑

is periodic functions with period 2.

5.2 Fourier Series
Fourier series representation over [-,  ]
Definition A Fourier series representation of a function ƒ(x) over – <x< is formed as:-
ƒ(x) +∑
= + a1 cosx +b1sin x +a2 cos2 x + b2 sin 2x + ... (5.1)
Where the coefficients ao,a1,a2,....b1.b2,... are called Fourier coefficients which are given by
the Euler’s formula i,e

⁄ ∫
∫ 3.2
∫
}
(5.2) is called Euler’s formula. This formula is obtained from (3.1) i,e
ƒ(x) ∑ an

Integrating both sides in [- , ] , we get

 
∫– ∫– ∑
  
=∫– ∑ ∫– ∑ ∫–
 
sin nx cos nx
= a 0 x   n 1 a n  n 1 bn
  

n  n 
 
an bn
 sin   sin     cos n  cos n  since sine is odd and cosine is even
n 1 n n 1 n

+0+0
Therefore,

ao2 =  f x dx


3
 
ao= 
∫–

Now to drive for an we multiple (1) by cos mx then we get the equation
ƒ(x) cos mx a0 cos mx + ∑ ∑
then integrate both sides with [-, ] we get
 
∫– ∫– ∑ +

∑ ]dx
 
∑ cos mx dx +∑ ∫– ∑ ∫– mx dx
  
 
 a o  cos mx dx   an  cos nx cos mx dx   bn  sin nx cos mx dx
n 1

n 1




sin mx 
a0 ∑ ∫–
m 

=0+∑ ∫–

=∑ ∫–

 0, n  m
=
 a n , n = m (by orthogonality)

Now for n≠m ∫– cos mxdx =0 , we cannot get an so we leave it for n=m we get;

∫– cos mx dx = an  dividing by 

∫
 –

∫–

With the same method by multiplying (5.1) with sin mx and integrating with [-, ], we get the Euler’s

formula for 
∫–

Examples: find the Fourier series representation for

 - k - - < x < 0

 k , 0 < x <  and ƒ(x + 2 ) = ƒ (x)
Solution: Appling the Euler’s formula we have

∫– dx

4
 
∫
 –
dx + 
∫

1
0
1
= kx  kx
2  2 0

 
∫
 – 
∫– 
∫

k
0
k
= sin nx  sin nx
n  n 0

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

 

= [0+0] + [0 - 0]
 

=0
and

∫
 –

= [ ∫– sin nx dx + ∫ sin nx dx

0 
k k
= cos nx  cos nx
n  n 0

= [1-cosn]


- 1 , for odd n
Now n= 
1, for even n then we get
 2 , for odd n
1-cos n= 
 0 , for even n
Thus bn can be obtained by substituting for n

i.e. b1 = [1-(-1)] =
 

b2 = [1-1] =  (0) =0


b3 = [2] =
 

 0 , if n is even
bn = 
 4k/n  , if n is odd

5
Hence
ƒ(x) +∑
 
= a0   a n cos nx   bn sin nx
n 1 n 1

= 0+0+ sin x + 0+ .....

 

= (sinx + + +......)


is the Fourier series representation of ƒ(x)

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

Then the series a   (a

0
n 1
n cos(nx)  bn sin( nx)) with coefficients

a  2 a  2 a  2
1 1 1
a0 
2 
a
f ( x)dx, an 
  f ( x) cos(nx)dx & b
a
n 
  f ( x) sin( nx)dx converges to
a

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
Moreover, when f(x) has finite number of discontinuities in any one period, for instance if in an
  ( x) , for a  x  c
interval (a, a + 2), f(x) is defined by f ( x)   , i.e., c is a point of
 ( x), for c  x  a  2
discontinuity, then:
a  2
1  
c
a0     ( x)dx   ( x)dx 
2  a c


a  2
1  1
a  2

c c

  a  ( x) cos(nx)dx  and bn 
  ( x) cos(nx)dx 
  a  ( x) sin( nx)dx 
an    ( x) sin( nx)dx 
c  c 

Example: Find the Fourier series expansion for

  , if    x  0 
1 1 1 1 1 2
f ( x)   and deduce that   2  2  2  2   .
 x, if 0  x   n  0 ( 2n  1)
2
1 3 5 7 8

6
 
Solution: Let f ( x)  a0   an cos(nx)  bn sin( nx)
n 1
  
1    
0 0
1 1 1 2 1 1
Then a0    dx   xdx     dx   xdx    x     
2  0  2 
2 0
2 4 0 2 4 2
 
1   
0
an      cos(nx)dx   x cos(nx)dx   cos(nx)dx   x cos(nx)dx 
1 sin( nx)
  0  0 0 n 0
 
1  x sin( nx) sin( nx)  cos(nx)
 

 2  1  1
1
 dx 
n

  n 0 0
n  n 0 n
2

 
1 
0 0
1
and bn      sin( nx)dx   x sin( nx)dx    sin( nx)dx   x sin( nx)dx
  0   0

cos(nx)
0
1   x cos(nx)
 
cos(nx)  1  (1)
n
1    (1) n Sin(nx) 
    dx      
n    n 0 0
n  n   n n 2 0 

1  (1) n1 (1) n1 1  2(1) n1

  0
n n n
1
   
(1) n  1 1  2(1) n 1
Hence, f ( x)  2    cos(nx)  sin( nx) 
2 n 1  n 2
n 
  2 2 2   1 1 3 
  Cosx  2 Cos(3x)  2 Cos(5 x)     3Sinx  Sin(2 x)  Sin(3x)  Sin(4 x)  Sin(5 x) 
4   3 5   2 4 5 
  2  Cosx Cos(3x) Cos(5 x)   1 
   2       3 sin x  Sin(2 x)  Sin(3x)   .
4  1 3 2
5 2
  2 
By Dirichlet’s Condition, we have that
lim f ( x)  lim f ( x)  2  1 
  2  2  2    0  0  
x 0  x 0  1 1

2 4  1 3 5 
  0  2  1 1 1 
    2  2  2  
2 4  1 3 5 
  2  1 1 1         
2 1 1 1 
2
   2  2  2            . . I.e. 
1

4  1 3 5
2 2 2
  4  2  8 1 3 5 n  0 ( 2n  1)
2
8

5.2.2 Fourier Series of Functions with arbitrary period P = 2L

7
In many engineering problems, the period of the function required to be expanded is not 2 but some
other interval say 2L. In order to apply the foregoing discussion to functions of period 2L, this interval
must be converted to the length 2 . This involves only a proportional change in the scale.
Consider the periodic function f(x) defined in (a, a + 2L). To change the problem to period 2 put
 L
t  x which implies that x  t . This gives when x  (a, a  2 L) . Thus the function f(x) of period
L 
L   a a  L 
2L in (a, a + 2L) is transformed to function f  t  of period 2 in  ,  2  . Hence f   t 
   L L   
can be expressed in Fourier series as:

L 
g (t )  f  t   a0   an cos(nt )  bn sin( nt)  , where
  n 1
  2
  2
L 
  2
L  1 L 

1 1
a0   f  t  dt, a n   f  t  cos(nt)dt, And bn  f  t  sin( nt)dt, where
2        
a L
 and x  t .
L 
 
Marking the inverse substitution t  x and noting that dt  dx in the above formula, the Fourier
L L
series Expansion of f(x) in the interval (a, a +2L) is given by

      
f ( x)  a0    a n cos n x   bn sin  n x   where
n 1   L   L 
a2 L
a2L a2L
   1   
a0 
1
2L  f ( x)dx, a n 
1
L  f ( x) cos n x  dx and bn 
 L  L 
a
f ( x) sin  n
 L
x  dx

a a

Corollary:
i. Putting a = 0 in these formulae, we get the corresponding Fourier coefficients for the
interval (0, 2L)
  
2L
1
bn 
L0
 f ( x) sin  n L x  dx
and .
ii. Putting a = - L in the above formulae, we get the results:
  
2L
   1
L L

 f ( x) sin  n L x  dx for the

1 1
a0   f ( x)dx, a n   f ( x) cos n x  dx and bn 
2L L L L  L  L 0

Fourier coefficients in the interval (-L, L).

Example: Find the Fourier series of the periodic function f(x) of period 2, where
 1, for  1  x  0 1 1 1 2 1 1 1 
f ( x)   and show that 1       and 1      
 2 x, for 0  x  1 32 52 72 8 3 5 7 4

8
 

Solution: 2L = 2 hence, L = 1, and f ( x)  a0   an cos nx  bn sin nx 

n 1

Where ∫ ∫ ∫ [ | | ]
1 0 1
1
an   f ( x) cos(nx)dx    cos(nx)dx   2 x cos(nx)dx
1 1 1 0

1 1
sin( nx)
 
2
x sin( nx) 10  22 2 cos(nx)
n 0 n n
0

2 2

2
(1) n
 1  (1  (1) n )  2 2 1  (1) n 1 
n 
2 2
n 
2 2
n 
1 0 1
1
bn   f ( x) sin( nx)dx    sin( nx)dx  2  sin( nx)dx
1 1 1 0

cos(nx)
0
2 
x cos(nx) 0   cos(nx)dx
1
 
1

n 1 n  0 

2  sin( nx)  1  (1)  2(1) 1  3(1) 2

 
1 n n

1   1   1 
1
  
n n

n n  n 0 n n

Thus f ( x)  a0   a n cos(nx)  bn sin( nx) 
n 1

 0   


  2 1  (1) n 1
cos(nx ) 

1  3(1) n 1 
sin( nx) 
n 1  n2 2
n 
4 4 2 4 4
 cosx  sin x  sin 2x  cos3x  sin 3x
 2
  3  2 2
3
2 4 4
 sin 4x  2 2 cos(5x)  sin(5x)  
4 5  5
4  cosx cos3x cos5x  2 sin 2x 2 sin 4x
 2 2       2 sin x   sin 3x 

 
  1 3 2
5 2
  2 3 4 
lim f ( x)  lim f ( x)
When x = 0, the series converges to 1  
x0 x0

2 2
1 4 1 1 1  2
Therefore,   2  2  2  2    (0  0  0  )
2  1 3 5  
4 1 1 1  
2 1 1
=       
1

1

1
   
1
 . When x  , f    1
 1 3
2 2 2
5 2
 1 3 5
2 2 2
n  0 ( 2n  1)
2
8 2 2
4 2 0 2 0 2 
, giving 1  (0  0  0  )   2      
 2
 2 3 3 3 

9
 1 1 1 (1)   n
2 2 2 2
 3 5 7
 4 1 1 1
  3 5 7

  2       1       1      
 3 5 7 n  0 2n  1

4


5.2.3 Fourier Series of Odd and Even Functions

Definition: A function f(x) is said to be odd iff

A function f(x) is said to be even if
Example: The functions ) and are odd functions. Graph of odd function is symmetric
about the origin.
Example: The functions x2 are even functions. Graphs of even functions are
symmetric about y-axis.
Proposition: If f(x) is a periodic function with period p = 2L, then
 L
L f ( x)dx   0
2 f ( x)dx, if f is even
L

 0,
 if f is odd
Recall that a periodic function f(x) defined in (- L, L) can be represented by the Fourier series:

 nx nx 
f ( x)  a0    a n cos  bn sin ,
n 1  L L 
     
L L L
where a 0  1 1 1
2L L f ( x)dx, a n 
L L
f ( x) cos n x dx & bn 
 L  L 
L
f ( x) sin  n x dx
 L 
L L
1 1
When f(x) is an even function a 0  
2L L
f ( x)dx   f ( x)d x ,
L0
1 L    2 L      
an 
L  L
f ( x) cos n x  dx   f ( x) cos n x  dx, sin ce f ( x) cos n x 
 L  L 0
 L   L 
     
L
is even, and bn  1
L
f ( x) sin  n x dx  0, sin ce f ( x) sin  n x  is odd.
L  L   L 

Therefore, the Fourier series expansion of a periodic even function f(x) contains only the cosine terms
  
L L
1 2
whose coefficients are a 0 
L0 f ( x) dx and a n   f ( x) cos n x dx
L0  L 
 
      
L L
1 2
 f ( x) 
L0 f ( x ) dx   
 
n 1  L 0
f ( x) cos n x dx  cos n x  .
 L    L 

When f(x) is odd function: - a 0  1

L
1
L
     
2 L L 
f ( x)dx  0, a n  f ( x) cos n x  dx  0 , since f ( x) cos n x  is
L L  L   L 
        
L
odd, and bn  1 2
f ( x) sin  n x  dx  
L

L
f ( x) sin  n x  dx , since f ( x) sin  n x  is even.
L  L  L 0
 L   L 

10
Thus, if a period function f(x) is odd, its Fourier series expansion contains only the sine terms, whose
   , so that
L
2
L 0
coefficients are b  f ( x) sin  n x  dx
 L 
n

 
      
L
2
f ( x)     f ( x) sin  n x dx  sin  n x  .
n 1  L 0  L    L 
 
Coefficients

Example: Find a series to represent f(x) = x2 in the interval (, ) . Deduce the values of


(1) n 1 1 1 1 1 1
i) 
n 2
1 2
1
3
1
 2  2  2   and ii) n
n 1
2

12
 2  2 
2 3
n 1

Solution: Let f(x) = x2 in the interval (, ) be represented by Fourier series as


 n n  . Here f ( x)  ( x) 2  x 2  f ( x), i.e. f (x) is even in (, ) .
f ( x)  a0    an cos x  bn sin x
n 1    
 nx   n 
 
x dx  2  x 2 sin  n x   n  
Therefore, 2 2 

 0
dx   x cos

an  f ( x) cos 2
  2 x sin  x dx
    0    n     0 0    

4   n  

 n 

 

 x dx  42  2 (1) n   sin  n x    4 2(12 ) and bn  0
2 n
  x cos x   cos
n  
2 2
  0 0     n   n    0  n 

  2 3 
cos cos x cos x
Therefore, f ( x)  x 2   2  4 2 
(1) n  n  
2
4 2  
2
3 
 2
cos x 
   3
 2  2 
  1

2
 2
  
n 1 n 2 3 
 
which is the required Fourier series.
 2 4 2  1 1 1  
(1) n 1  2
i) Putting x = 0, we get f (0)  0   2  2  2  2   i.e,
3  1 2 3 

n 1 n2

12
lim f ( x)  lim 2  2  2 4 2  1 
ii) Putting x   , we get x   x  
  2   2
1 1 1
  2  2  2  2  
2 2 3   1 2 3 4 

1 2
1 4
 1  2
1 1 1 1  1 1 1 1  2  
 2  2  2  2    2  2  2  2     
2

 n 2

6
 3  1 2 3 4  1 2 3 4  3  4 
n 1

2

3

HALF – RANGE EXPANSION

In many problems of physics and engineering there is a practical need to apply a Fourier Series to a
non–periodic function F(x) on the interval 0 < x < T. B
ecause of physical or mathematical

11
considerations, it may be possible to extend F(x) over the interval –T < x < T, making it periodic of
period P = 2T. The following figures illustrate the odd and even extensions of F(x) which have
Fourier sine and Fourier cosine series, respectively.
a) Original function

b) Odd Extension c) Even Extension

Examples : Express f(x) = x as a half – range

a) Sine series in 0 < x < 2. b) Cosine series in 0 < x < 2.
Solutions: The graph of f(x) = x in 0 < x <2 is the line OA. Let us extend the function f(x) in the
interval -2 < x < 0 (shown by the line BO) so that the new function is symmetric about the origin and,
therefore, represents an odd function in (-2, 2)
y

-2
-1
-2 -1 0 1 2
X
-1

-2

Hence the Fourier series for f(x) over the full period (-2, 2) will contain only sine series terms given by
 nx   nx 
2 2

 nx  Where b  2
f ( x)   bn sin 
n 1  2 
 n
2 
0
f ( x) sin 
 2 
 dx   x sin 
0  2 
 dx
2
  
2 x cos n x  4(1) n 4(1) n 1
 0
2
 2   4  n 
 Sin x n n
n n
2 2
 2 0
0

12
  3 
4 
(1) n1  nx  4     sin x sin x
 f ( x)  
 n1 n
sin 
 2
  sin  x  
   2   2 
 
2 3 
 
b) The graph of f(x) = x in (0, 2) is the line OA. Let us extend the function f(x) in the interval (-2, 0)
(shown by the BO ) so that the new function is symmetric about the
y – axis and, therefore, represents an even function in (-2, 2).
Y

B A

X
-2 0 2

Hence the Fourier series for f(x) = x over the full period (-2, 2) will contain only cosine terms given by

 nx 
f ( x)  a0   a n cos  a0  2  f ( x)dx   xdx  2 and an  2  f ( x) cos nx dx
2 2 2

n 1  2  20 0 20  2 

  
2
 nx   4 cos nx   4 (1) 2  1  4 (1)  1 
2
 nx  2 x sin  nx 
2 2 n
2
  x cos
n  2  0 n 0  2 
dx     sin   dx  
0  2  n 2 2  2 0 n 
2 2
n 2 2
2 4 
(1) n  1   
Therefore, the desired result is: f ( x)   2
2 

n 1 n 2
cos n x 
 2 
  3 5 
4 2  2 3 2 5   cos cos  cos x 
1  Cos x  Cos x  Cos     
8  2  2  2   
 1
2 2
2 3 2
2 5 2
2  1
 2  12 32 52 
 
 

5.3 FOURIER INTEGRALS:

Consider a function f(x) which satisfies the Dirichlet’s conditions

 nx nx 
in every interval (-L, L) so that, we have f ( x)  a0    a n cos  bn sin  , where
n 1  L L 
nt nt
L L L
1 1 1
a0   f (t )dt, an   f(t)cos dt, and bn   f (t ) sin dt . Substituting the values of
2L L L -L
L L L L
a0 , a n and b n in the Fourier series expansion, we get the form

1   nt nx nt nx  1  L n

L L L L
1
f (t )dt    f (t ) cos (t  x) dt
1
f ( x)  
2L L
f (t ) dt   
 
L n1   L
f (t ) cos
L
dt cos 
L L  f (t ) sin
L
dt sin 
L 
 
2L L L n1  L L
-------------------(*)

13
 
If 

f (t ) dx converges, i.e.; f(x) is absolutely integrable in (- ,), then the 1st – term on the right

L
1 1 
2 L L 2 L 
side of (*) approaches 0 as L, since f (t ) dt  f (t ) dt .

1   n (t  x)
The 2nd – term on the right side of (*) tends to lim 
L L n 1

f (t ) cos
L
dt


1 

 lim
 0 
  f (t ) cosn(t  x)dt on writing
n 1 L
  .Thus as L  , (*) becomes

 
1
f ( x) 
   f (t ) cos (t  x)dtd
0 
called the Fourier Integral of f(x).

 
1
Remark: 1. If function f is continuous at x, then f ( x) 
   f (t ) cos (t  x)dtd .
0 
 
f ( x  0)  f ( x  0) 1
If f is not continuous at x, then    f (t ) cos (t  x) dtd
2  0 
Where f ( x  0)  lim f (t ) and f(x - 0)  lim f (t ) .
t x t x -

2. Fourier sine and cosine integrals.

Expanding cos(t-x) = cos (t - x)
= cos  t cos  x + sin t sin  t, the Fourier integral of f(x) may be written as
   
1 1
f ( x) 
  cosx  f (t ) cost dt d 
0 
  sin x  f (t ) sin t dt d .
0 

If f(x) is an odd function, f(t) cos (t) is also an odd function while f(t) sin (t) is even. Then the 1 st
 
2
term on the right side of the above equation vanishes, and f ( x) 
  sinx  f(t) sin( t)dt d , which is
0 0

known as the Fourier Sine integral.

Similarly, if f(x) is even, the above integral takes the form
 
2
f ( x) 
  cos(x) f (t ) cos(t )dt d , known as the Fourier Cosine integral.
0 0

1, for 0  x  
Example: Express f ( x)   as a Fourier sine integral and hence
 0, for x  

1  cos( )
evaluate  sin( x )d .
0


14
  
2
Solution: The Fourier sine integral of f(x) is f ( x) 
  sin (x) d  f(t)sin( t)dt
0 0

 
2
  sin (x) d  sin( t)dt  cos(t ) 0  2  1  cos( )

2
 0
  sin( x ) d    sin( x )d
0 0      0 

2 1  cos( )  
Therefore, f ( x)   sin (x) d   1  cos(x) sin( x) d   f ( x)   2 , for 0  x  
   2  0, for x  
0 0

At x =, which is a point of discontinuity of f(x), then the value of the above integral is
 f ( x)  lim f ( x) 
  lim

  1  1  cos( ) 

x   
x 
   0    , i.e,  sin x  d  , at x  
2 2  2 2 4 0
 4
 

15