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Fourier Series
Fourier Series
PERIODIC FUNCTIONS :-
A periodic function has a basic shape which is repeated over and over again. The
fundamental range is the time (or sometimes distance) over which the basic shape is defined.
The length of the fundamental range is called the period.
f(x+T) = f(x)
Thus,
f(x) = f(x+nT), n=1,2,3,…..
Note that the graph of the function between 0 and 2 is the same as that between 2 and 4
and so on. It may be verified that a linear combination of periodic functions is also periodic.
FOURIER SERIES
A Fourier series of a periodic function consists of a sum of sine and cosine terms. Sines and
cosines are the most fundamental periodic functions.
The Fourier series is named after the French Mathematician and Physicist Jacques Fourier
(1768 – 1830). Fourier series has its application in problems pertaining to Heat conduction,
acoustics, etc. The subject matter may be divided into the following sub topics.
4
FOURIER SERIES
Consider a real-valued function f(x) which obeys the following conditions called Dirichlet’s
conditions :
1. f(x) is defined in an interval (a,a+2l), and f(x+2l) = f(x) so that f(x) is a periodic
function of period 2l.
2. f(x) is continuous or has only a finite number of discontinuities in the interval
(a,a+2l).
3. f(x) has no or only a finite number of maxima or minima in the interval (a,a+2l).
Also, let
a 2l
1
a0
l f ( x)dx
a
(1)
a 2l
1 n
an
l
a
f ( x) cos
l
xdx,
n 1,2,3,..... (2)
a 2l
1 n
bn
l
a
f ( x) sin
l
xdx, n 1,2,3,...... (3)
It can be proved that the sum of the series (4) is f(x) if f(x) is continuous at x. Thus we have
a
n n
f(x) = 0 an cos x bn sin x ……. (5)
2 n 1 l l
Suppose f(x) is discontinuous at x, then the sum of the series (4) would be
1
2
f ( x ) f ( x )
where f(x+) and f(x-) are the values of f(x) immediately to the right and to the left of f(x)
respectively.
5
Particular Cases
Case (i)
Suppose a=0. Then f(x) is defined over the interval (0,2l). Formulae (1), (2), (3) reduce to
2l
1
a0 f ( x)dx
l0
n
2l
1
an
l0 f ( x) cos
l
xdx,
n 1,2,...... (6)
n
2l
1
bn
l0 f ( x) sin
l
xdx,
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (0,2l).
If we set l=, then f(x) is defined over the interval (0,2). Formulae (6) reduce to
2
1
a0 =
f ( x)dx
0
2
1
an
f ( x) cos nxdx ,
0
n=1,2,….. (7)
2
1
bn
f ( x) sin nxdx
0
n=1,2,…..
Case (ii)
Suppose a=-l. Then f(x) is defined over the interval (-l , l). Formulae (1), (2) (3) reduce to
1
l
n =1,2,…… (9)
l l
a0 f ( x)dx
n
l
1
1
l
n
bn
l l
f ( x) sin
l
xdx, n=1,2,
……
an
l l
f ( x) cos
l
xdx
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (-l , l).
If we set l = , then f(x) is defined over the interval (-, ). Formulae (9) reduce to
1
a0 = f ( x)dx
6
1
an f ( x) cos nxdx
, n=1,2,….. (10)
1
bn f ( x) sin nxdx n=1,2,…..
PARTIAL SUMS
The Fourier series gives the exact value of the function. It uses an infinite number of terms
which is impossible to calculate. However, we can find the sum through the partial sum SN
defined as follows :
n N
n n
S N ( x) a0 an cos x bn sin x where N takes positive
n 1 l l
integral values.
In particular, the partial sums for N=1,2 are
x x
S1 ( x) a0 a1 cos b1 sin
l l
x x 2x 2x
S 2 ( x) a0 a1 cos b1 sin a2 cos b2 sin
l l l l
If we draw the graphs of partial sums and compare these with the graph of the original
function f(x), it may be verified that SN(x) approximates f(x) for some large N.
1. The following rule called Bernoulli’s generalized rule of integration by parts is useful in
evaluating the Fourier coefficients.
uvdx uv1 u v2 u v3 .......
' ''
3 e 2 e e2 x e2 x
2x 2x
6
3 2x
x e dx x 2 3 x 4 6 x
8 16
e ax
e cos bxdx
ax
a cos bx b sin bx
a 2 b2
e ax
e ax
sin bxdx a sin bx b cos bx
a 2 b2
Examples
f(x) =
1
x in - < x <
2
We have,
1 1 1
a0 f ( x)dx ( x)dx
2
1 x2
= x
2 2
1 1 1
an
f ( x) cos nxdx ( x) cos nxdx
2
1
0 0
2
1 1
bn ( x) sin nxdx
2
cos nx sin nx
x n
1
(1)
2 n
2
(1) n
n
a0
f ( x) an cos nx bn sin nx
2 n 1 n 1
we get,
8
(1) n
f ( x) sin nx
2 n 1 n
This is the required Fourier expansion of the given function.
2. Obtain the Fourier expansion of f(x)=e-ax in the interval (-, ). Deduce that
2 (1) n
cos ech
n2 n2 1
Here,
1 ax 1 e ax
a0 e dx
a
e a e a 2 sinh a
a a
1
an e ax cos nxdx
1 e ax
an 2 a cos nx n sin nx
a n 2
2a (1) n sinh a
a 2 n2
1 ax
bn = e sin nxdx
1 e ax
= 2 a sin nx n cos nx
a n 2
2n (1) n sinh a
=
a 2 n2
Thus,
sinh a 2a sinh a
(1) n 2
n(1) n
f(x) =
a
n 1 a n
2 2
cos nx sinh a 2
n 1 a n
2
sin nx
or
sinh 2 sinh 1 (1) n
1= 2
2 n 2 n 1
9
2 sinh
(1) n
or 1=
n2 n 1
2
Thus,
(1) n
cos ech 2
n2 n 1
2
3. Obtain the Fourier expansion of f(x) = x2 over the interval (-, ). Deduce that
2 1 1
1 2 2 ......
6 2 3
1
an
f ( x) cos nxdx
2
= f ( x) cos nxdx, since f(x)cosnx is even
0
2
= x 2 cos nxdx
0
1
Also, bn f ( x) sin nxdx 0 since f(x)sinnx is odd.
Thus
10
2
(1) n cos nx
f ( x) 4
3 n 1 n2
2
1
2 4 2
3 n 1 n
1 2
1 n 2 6
2 1 1
Hence, 1 2 2 .....
6 2 3
x ,0 x
f ( x)
2 x, x 2
Deduce that
2 1 1
1 2 2 ......
8 3 5
The graph of f(x) is shown below.
Here,
1 2
a0 =
f ( x)dx = f ( x)dx
0
2
0
xdx
since f(x)cosnx is even.
1 2
an
f ( x) cos nxdx 0 f ( x) cos nxdx
2
= 0
x cos nxdx
11
2 sin nx cos nx
x n 1 n 2
= 0
2
n
2
(1) n 1
Also,
1
bn f ( x) sin nxdx 0 , since f(x)sinnx is odd
f ( x)
2 1
2 n 1 n 2
(1) n 1 cos nx
Thus,
2
1
n 1 ( 2n 1)
2
8
2 1 1
or 1 2 2 ......
8 3 5
This is the series as required.
Here,
1
0
a0 dx xdx
0 2
1
0
an cos nxdx x cos nxdx
0
1
n 2
(1) n 1
12
1
0
bn sin nxdx x sin nxdx
0
1
n
1 2(1) n
Fourier series is
f(x) =
1 1
2 (1) n 1 cos nx
1 2(1) n
sin nx
4 n 1 n n 1 n
Note that the point x=0 is a point of discontinuity of f(x). Here f(x +) =0, f(x-)=- at x=0.
[ f ( x ) f ( x )] 0
1 1
Hence
2 2 2
The Fourier expansion of f(x) at x=0 becomes
1 1
2 [(1) n 1]
2 4 n 1 n
2
1
or 2 [(1) n 1]
4 n 1 n
Simplifying we get,
2 1 1
1 2 2 ......
8 3 5
6. Obtain the Fourier series of f(x) = 1-x2 over the interval (-1,1).
The given function is even, as f(-x) = f(x). Also period of f(x) is 1-(-1)=2
Here
1 1
1
f ( x)dx = 2 f ( x)dx
1 1
a0 =
0
1
1
x3
= 2 (1 x )dx 2 x
2
0 3 0
4
3
1
1
an f ( x) cos(nx)dx
1 1
1
2 f ( x) cos(nx)dx as f(x) cos(nx) is even
0
1
= 2 (1 x 2 ) cos(nx)dx
0
Integrating by parts, we get
1
sin nx cos nx sin nx
an 2 1 x 2
(2 x) (2)
n ( n ) ( n ) 0
2 3
13
4(1) n1
=
n 2 2
1
1
bn f ( x) sin( nx)dx =0, since f(x)sin(nx) is odd.
1 1
2 4 (1) n 1
f(x) =
3 2 n 1 n 2
cos(nx)
Deduce that
2 1 1
1 2 2 ......
8 3 5
3 3
The period of f(x) is 3
2 2
Also f(-x) = f(x). Hence f(x) is even
3/ 2 3/ 2
1 2
a0
3 / 2 3 / 2
f ( x)dx
3/ 2 f ( x)dx
0
4x
3/ 2
4
3 1
0
3
dx 0
nx
3/ 2
1
an
3 / 2 3 / 2
f ( x) cos dx
3/ 2
2nx
3/ 2
2
3/ 2 f ( x) cos
0
3
dx
3/ 2
2nx
sin cos 2nx
4 4x 3 4 3
1
3
3 2 n 3 2n
2
3 3
0
4
= 2 2 1 (1) n
n
Also,
14
1 2
3
nx
bn f ( x) sin dx 0
3 3 3
2 2
Thus
f(x) =
4 1
2 2
n 1 n
2 n x
1 (1) n cos
3
putting x=0, we get
f(0) =
4 1
1 (1)n
2 n 1 n 2
8 1 1
or 1 = 2 1 2 2 ......
3 5
2
1 1
Thus, 1 2 2 ......
8 3 5
NOTE
Here verify the validity of Fourier expansion through partial sums by considering an
example. We recall that the Fourier expansion of f(x) = x2 over (- , ) is
2
(1) n cos nx
f ( x) 4
3 n 1 n2
Let us define
2 n N
(1) n cos nx
S N ( x) 4
3 n 1 n2
The partial sums corresponding to N = 1,2,…..6
2
S1 ( x) 4 cos x
3
2
S 2 ( x) 4 cos x cos 2 x
are 3
2 4 1 4 1
S6 ( x) 4 cos x cos 2 x cos 3 x cos 4 x cos 5 x cos 5 x
3 9 4 25 9
The graphs of S1 , S2 , …S6 against the graph of f(x) = x2 are plotted individually and shown
below :
15
On comparison, we find that the graph of f(x) = x2 coincides with that of S6 (x). This verifies
the validity of Fourier expansion for the function considered.
Exercise
Check for the validity of Fourier expansion through partial sums along with relevant graphs
for other examples also.
n x
f ( x) bn sin (11)
n 1 l
nx
l
2
where bn f ( x) sin dx
l 0 l
The series (11) is called half-range sine series over (0,l).
Putting l= in (11), we obtain the half-range sine series of f(x) over (0,) given by
16
f ( x) bn sin nx
n 1
2
0
bn f ( x) sin nxdx
Cosine series :
Let us define
( x) in (0,l) .....given
f ( x)
( x) in (-l,0) …..in order to make the function even.
2
0
an f ( x) cos nxdx n 1,2,3, ..
Examples :
1. Expand f(x) = x(-x) as half-range sine series over the interval (0,).
We have,
2
0
bn f ( x) sin nxdx
2
0
(x x 2 ) sin nxdx
2 cos nx sin nx cos nx
bn x x 2
2 x (2) 3
n n n 0
2
4
3 1 (1) n
n
The sine series of f(x) is
4 1
f ( x) 3 1 (1) n sin nx
n 1 n
x ,0 x
2
f ( x) over (0, )
x, x
2
Here
2 2
a0
0 xdx
( x ) dx
2
2
2 2
an x cos nxdx ( x) cos nxdx
0
2
Performing integration by parts and simplifying, we get
2 n
an 2 1 (1) n 2 cos
n 2
8
, n 2,6,10,.....
n 2
Thus, the Fourier cosine series is
2 cos 2 x cos 6 x cos10 x
f(x) = 2 ......
4 1 32
5 2
Here
c
2
c 0
a0 (c x)dx c
nx
c
2
an
c0 (c x) cos
c
dx
an
2c
n 2 2
1 (1) n
The cosine series is given by
f(x) =
c 2c 1
n x
2 2 1 (1) n cos
2 n 1 n
c
Exercices:
Obtain the Fourier series of the following functions over the specified intervals :
x2
1. f(x) = x over (-, )
4
2. f(x) = 2x + 3x2 over (-, )
x
2
Obtain the half-range sine series of the following functions over the specified intervals :
Obtain the half-range cosine series of the following functions over the specified intervals :
16. f(x) = x2 over (0,)
17. f(x) = xsinx over (0,)
18. f(x) = (x-1)2 over (0,1)
l
kx,0 x 2
19. f(x) =
k (l x), l x l
2
HARMONIC ANALYSIS
The Fourier series of a known function f(x) in a given interval may be found by finding the
Fourier coefficients. The method described cannot be employed when f(x) is not known
explicitly, but defined through the values of the function at some equidistant points. In such a
case, the integrals in Euler’s formulae cannot be evaluated. Harmonic analysis is the process
of finding the Fourier coefficients numerically.
To derive the relevant formulae for Fourier coefficients in Harmonic analysis, we employ the
following result :
The mean value of a continuous function f(x) over the interval (a,b) denoted by [f(x)] is
b
f ( x) 1
b a a
defined as f ( x)dx .
The Fourier coefficients defined through Euler’s formulae, (1), (2), (3) may be redefined as
1 a 2l
a0 2
2l a
f ( x)dx 2[ f ( x)]
1 a 2l
n x n x
an 2
2l a
f ( x) cos
l
dx 2 f ( x) cos
l
1 a 2l n x n x
bn 2
2l a
f ( x) sin
l
dx 2 f ( x) sin
l
Using these in (5), we obtain the Fourier series of f(x). The term a1cosx+b1sinx is called the
first harmonic or fundamental harmonic, the term a 2cos2x+b2sin2x is called the second
harmonic and so on. The amplitude of the first harmonic is a12 b12 and that of second
harmonic is a b and so on.
2
2
2
2
20
Examples
1. Find the first two harmonics of the Fourier series of f(x) given the following table :
x 0 2 4 5 2
3 3 3 3
f(x) 1.0 1.4 1.9 1.7 1.5 1.2 1.0
Note that the values of y = f(x) are spread over the interval 0 x 2 and f(0) = f(2) = 1.0.
Hence the function is periodic and so we omit the last value f(2) = 0. We prepare the
following table to compute the first two harmonics.
ycos2
x0 y = f(x) cosx cos2x sinx sin2x ycosx ysinx ysin2x
x
0 1.0 1 1 0 0 1 1 0 0
120 1.9 -0.5 -0.5 0.866 -0.866 -0.95 -0.95 1.6454 -1.6454
240 1.5 -0.5 -0.5 -0.866 0.866 -0.75 -0.75 1.299 1.299
300 1.2 0.5 -0.5 -0.866 -0.866 0.6 -0.6 -1.0392 -1.0392
We have
nx
an 2 f ( x) cos 2[ y cos nx]
l
as the length of interval= 2l = 2 or l=
nx
bn 2 f ( x) sin 2[ y sin nx]
l
2 y sin x
b1 [ y sin x] 1.0392
6
2 y sin 2 x
b2 [ y sin 2 x] 0.0577
6
The first two harmonics are a1cosx+b1sinx and a2cos2x+b2sin2x. That is (-0.367cosx +
1.0392 sinx) and (-0.1cos2x – 0.0577sin2x)
2. Express y as a Fourier series upto the third harmonic given the following values :
x 0 1 2 3 4 5
y 4 8 15 7 6 2
The values of y at x=0,1,2,3,4,5 are given and hence the interval of x should be 0 x < 6. The
length of the interval = 6-0 = 6, so that 2l = 6 or l = 3.
The Fourier series upto the third harmonic is
x
x = y ycos ycos2 ycos3 ysin ysin2 ysin3
3
0 0 04 4 4 4 0 0 0
3 1800 07 -7 7 -7 0 0 0
2 y 1
a0 2[ f ( x)] 2[ y ] (42) 14
6 3
2
a1 2[ y cos ] (8.5) 2.833
6
2
b1 2[ y sin ] (12.99) 4.33
6
2
a2 2[ y cos 2 ] (4.5) 1.5
6
2
b2 2[ y sin 2 ] (2.598) 0.866
6
2
a3 2[ y cos 3 ] (8) 2.667
6
b3 2[ y sin 3 ] 0
x x 2x 2x
y 7 2,833 cos (4.33) sin 1.5 cos 0.866 sin 2.667 cos x
3 3 3 3
This is the required Fourier series upto the third harmonic.
3. The following table gives the variations of a periodic current A over a period T :
Show that there is a constant part of 0.75amp. in the current A and obtain the amplitude of the
first harmonic.
Note that the values of A at t=0 and t=T are the same. Hence A(t) is a periodic function of
2
period T. Let us denote t . We have
T
a0 2[ A]
2
a1 2 A cos t 2[ A cos ] (1)
T
2
b1 2 A sin t 2[ A sin ]
T
2t
t A cos sin Acos Asin
T
0 0 1.98 1 0 1.98 0
2 A 4 .5
a0 1 .5
6 3
2 A cos 1.12
a1 0.3733
6 3
2 A sin 3.0137
b1 1.0046
6 3
The Fourier expansion upto the first harmonic is
a0 2t 2t
A a1 cos b1 sin
2 T T
2t 2t
0.75 0.3733 cos 1.0046 sin
T T
The expression shows that A has a constant part 0.75 in it. Also the amplitude of the first
harmonic is a12 b12 = 1.0717.
24
ASSIGNMENT :
1. The displacement y of a part of a mechanism is tabulated with corresponding angular
movement x0 of the crank. Express y as a Fourier series upto the third harmonic.
y 1.80 1.10 0.30 0.16 1.50 1.30 2.16 1.25 1.30 1.52 1.76 2.00
2. Obtain the Fourier series of y upto the second harmonic using the following table :
3. Obtain the constant term and the coefficients of the first sine and cosine terms in the
Fourier expansion of y as given in the following table :
x 0 1 2 3 4 5
y 9 18 24 28 26 20
4. Find the Fourier series of y upto the second harmonic from the following table :
x 0 2 4 6 8 10 12
5. Obtain the first three coefficients in the Fourier cosine series for y, where y is given in the
following table :
x 0 1 2 3 4 5
y 4 8 15 7 6 2
6. The turning moment T is given for a series of values of the crank angle 0 = 750 .
25
Obtain the first four terms in a series of sines to represent T and calculate T at = 750 .