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Fourier Series
Fourier Series
FOURIER SERIES
15
f f(t) cos nt dt and f f(t) sin nt dt exist
1r '"
B
· is called the Fourier's series for f(x) when the constants ao, au
b1 ···are· given by
.,, 1T
1
when n = 0, 1, 2, :. ·The constants au, a 1 , b 1 , •••are called Fourier's
eonstanh or Fourier's coefficients for the f~ncti~ f(x). ~
. t
0111
The Fourier's series for f(x) converges to f (x) at every P
. . . . 1 [ f (,:-rO)
m ( - "• ,r) where f(x) 1s continuous ; it converges to 2
+f(x - 0)] at every point of ordinary discontinuity _in the inte~
and . to }[t(-~+o)+f (:ir - O)] at x= ±,r, provided these Ii
exist.
FOURIER SERIES 231
fhus if S(x) be the su~-f~nction of the series,
S(x) =f (x) at a point m ( - :it, n) where f(x) is c-ontmuous ;
. 1 .
S(x)= 2[f(x+O)+f(x-O)] at a point of ordinary disconti•
. if the limits exist ;
I
,u1tY
S(x)
1
= 2 [f( - x+O)+f(:it-O)J at x= ±3t, provided . L.
I
-1T
f sin mx cos nx dx= O,
f . m x sin nx
,r
- 1T
" 1
~ { cos ff (t) coa
ff
. "
•+sin nx f
_,,,
f(t)sin ntdt }(-,r~ x ~ a).
Observation. In order thgt f (x) may be eq.ual to the corres-
ponding ~eries, we have to assume t hat
(i) the trigonometric series should be convergent ; ·
.
( ii) it should admit of term by- term integration ' a suffi c~~
condition for which is that the convergence should be uniforlll.
'
the series being trigon ometric is periodic in x with the
1iii) Si
period 2%; hence unless f (x) is itself periodic, the equality of f(x)
with the series will be confined only to the interval ( - ~, ,r),
-. 15 ·3, Special Cases : Cosine and Sine Series.
1
u
fi
(a) Cosine Series-If the . arbitrar y function f(x) given in
( - :ii, n) is an even function ; i.e., if f(x) = f( - x) when O < x < s, .
the Fourier's series for f(x) becomes ~he .Cosine Series:
-lr ( 2~
,
-
:ii
0
'1T
ft) dt+ -
3[
00
1
cos n~ f)
.o
f(t (
cos nt dt, 0 ~- x ,,. ) ~
'II
and bn =; f - w
f (t) sin flt dt leads to bn = 0.
~
· (- - '' ,) di;
(b) - ~ ries-
Sin e S · If the arbitrary function f (x ) 10 ~ ,,
an ~~ function, i. e., f(x) = _ f ( _ x) - when O ~ ~ ·
Fourier s series for f(x) become$ the Sine Series :
FOURlER SERIES 233
!IJ'
.
~
-
'2
~~
.l
. x ").
In this case
ff ~
J
can be broken up into a fi nite numbe r of open partial inter'\a ls in
tach of which f (x) is monoto nic. Furthe r, the improp er integra l
b
ti. _ -'71'
~ · ,s series
Fou rier
00 .
,, r.
. If
. follows th a t w h en f (x) 1s
. an ar b1trary
. · satisfyinl
fu nctwn .e
Dinchlet's conditions in (0, :ir), the sum of the half-range coslll
series is equal t 0 l [ ] · . b t-een O
2 f(x +O) + f (x - 0) at every point e d yo
311
and where f( +O)
,r f(-+ 0)
'/(,c- ) . x and f(x - O) exist ; and when
. 0 exist, the sum is f(+0) at x = 0 and f(:,c - 0) at x::::;1',
15'6. Half-ranae
• &er188 as a Sine Series. et''
Let f(x) be g • . piricbl .f
co....1:t· • iven in the interval (0 :,c) and sat1s y b1 cl>'
AtW ions 1n that int ' . L. ~ 0 · ,)
equation f( - x) == - erva1. Define f(x) in - :,c - x for (- $,
f(x). The function t hus defined
FOURIER SERIES 235
satisfies Diric hlet' s conditions in this interval. And it may be
easilY seen that
ff
00
.i .
2 ~ . f'TT '
; ~ sm nx f (t) sin nt ~t.
1 . 0
Thus when f (x) is an arbit rary func tion satifying Diric hlet's
l to
conditions in (0, n), the sum of the half-range sine -seri~s equa
1
1 [ f(x+ 0 )+f( x-0 ) at every poin t ' betw een O and :1t wher e
2
s
f(x__+O) and f (x - O) exist ; and since all the terms of the serie
s.
vanish when x = 0 and x = n, the sum is zero at these point I
!
I
~--c) =-/(z ) ;
•her .. . f( ) 1·n the a,bove three ca.see ha.ve identica.l sums for
er's series 1or :,;
eae the Fouri
taln.... . . (O 11) their sums a.re different for values of '21 in the
- of z in the open mterv al • • . fl,
0
Pen internl ( - ", O). '· '
16·7. · Transformations.
, th • terval
10
( - •, ,r) to (-l, l) •
. ,a) To change e ·
236 ELEMENTS OF MATHEMATICAL AN ALYSIS
Take the Fourier's series for </,(y) in ( - ", .1t) in the form
f
00 .,,
T an d
and put y =.?rX v= l ; t he 1·1m1ts
.?rt . are t
l1ere by changed into
.
-1, l.
Now ¢(y)=¢{~x) =f(x) say and. so ¢(v) =¢(7 ) =f(t). ·Also
1T
l
.
_ 1- cos n:n:x
--
l
f ('Jltt)•
l
¢ - - dt =-l cos -
cos n:ttt
l
nnx
-
l l
l
f ft() - dt,
cos n:ttt
l
- l - l
1T
, l
1 · n:ttxf nnt
z sm T f(t) sin - - dt .
1
-l
lJ
l f(t) +2"
I
1~ dt
. co
cos ~ f I
f (t) cos n,ctdt, (0 ~ ~
. ~n
o 1
· . l 0 .
l
P'OURIER SERIES
237
00 '
2 ~ s . n.1ixf n1rt
l ~ m T f (t) sin ydt, (0 ~ i ~ 1).
1 0 •
.
2
~ f </J(v) dv+ l~
-r 1
{cos ny
-
f'ff
</>(v) cos nv dv
'ff
21T
=( -l)n ! cos nx
:JC 0
f (- 1? f (t) cos nt dt
21T
== -I cos nx
:JC
f f (t) cos nt dt .
0
.
Silllilarly 1- s1n 'l.Y
f .J..( )
1T
•
..,,. v
sin nv dv is changed mto
•
%
- ff
2•
== 1 sin nx f(t) siu nt dt.
~
J
0
/
~-.
r'~'-~ ff~TS OF MATHEMATICAL ANALYS
l98 ELEMJW" . 1S
FOuriet's series for f{x) m the interval (O "-
Hence t be . , ~) " - .
i1"
+sin _nx f f(t) sin nt dt }; (0 ,,; x ,,; 2it),
0
f 1 f cf,(v)
ff
7T
Also 1
i cos_ny f
-11
cf,(v) cos nv
· ·
d~
2 . .
=;;- c~s {?!!3t(x-a) } fb {2mi(t-a) n")dt
-a b-a --n~ f(t) cos b- a ~
.
a
2 . .
•:---cos 2mt(x-a)fb
b-a -&-a- f(t) cos 2n,r(t -a) dt;
11 b- a ·
and sunilarly
· 1 .
·
- sin nJI
~
j". ; (v) sin nv dv·
FOURIER• SERIES
b
239
m I
2 .
_.-sin 2n3;;x-a)f f(t) sin 2n,r(t- a) d
b-a -a a b -a ~
b
2nx(x-a)f () 2nx(t-a)
;\gain cos b_ a f t cos -,;_-;- dt
a
' b
• 2n:ii
+sin
(x-a)f f(t) sin 2n,r (t -a)dt
~ -b -a
a b-a
-f
-
b
f(t) cos 2n:1t (t -
o-a
r x) d t. , l
Thus the Fourier's series for c/>(y) in ( - :,r, :,r) is transformed intg
b oc b
b) (a ~ 1: ~
on the understanJing that f(¾) satisfies· D irichlet's conditions in
~I h).
liere ao= !
:Jt
f (x+ x2 )dx= l J 7t
x2 dx=~ f x2 dx= 2:1t311 •
3t
u
-71
w ff .
Cl~=1 f_,,,(x+x 2
) cos nx dx=~ fx
0
2
cos n x dx,
l .
ff ff
· ( - l)"-1
which gives b,.~ . 2
;·
0
J. Find a series of sines and cosines of multiples of x w~icb
will represent f(x) in the interval - :,i < x < :1i, 'when ~o.,
f(x)=O, (-:,i < x ~ O)
"
lJ,rx ,rv
t{ence ao .. ,r -4 dx= -8 ,
-
0
tr
an- -
lf,rx 1
- cos nx dx=-• (cos n3t-l).
,r 0 4 4n
lfxx" . ,r
bn= - -4 sin nx dx= - - cos n,r;.
X
0
4n
9
••
f( x)=,r; +!(-cos x+~ sin
16 2 2 x}-~8 sin 2x+···
it 1rben -,r; < X < ,r;.
At x=±x,
2
½[ f(-x + O)+f(,r; -0)
9
J=~ 2
and so we get
-=-+
3t 1- ( 1+-1 + -1 +··· )
3t
8 16 2 3 5 2 2
'
2
or, 3t 1 1
13=1+32+ 52+···
/ . Expand x in Fourier's series in - ,r; < x < ,r;.
2
2
Obviously x is an even function of x. So the expansion wilf
be in a cosine series, namely
1T co 'If'
~f t 2
dt +~ ~ cos nx f 2
t cos nt dt.
CJ ..,,:::. l. 0
'1T
,r
•
: =1+ 2.+ 3i + ······
1 1 1/1
4.
' . ' . .
. Expand x in a Fourier s series 1n - n < x < ,r.
c \._,. (C. H. 1962)
x being an odd function of x , the expansion will be in a sine
series. It is
00 1T
f
o
t sin nt dt = ( -1)11+ 1 ~-
x = 2 (sin
--x - sin
-- 2x + sin
- -3x - ···) w h en - n <· x <· ,.,
.,.
1 2 3
At x= ±n, the sum of the series is obviously 0.
n. 1 1 1
Putting x= , we get
2
X
4 =1- + - + •··.
3 5 7
-~ If f(x)=x in (O, n), expan d f( x ) in a cosine series.
o Defining f(x) in ( - x, O) by the equ ation f( - x) = f(x), t be
tl'eq uired series is
.,, 00 'ft
~f
.,., t dt+ ii~
0
2
~
1
cos nx ft 0
cos nt dt.
,,
Now It cos nt dt= ,!-.[c-1r-1] ;hence
x=~-![cos9 x+cos 3x+cos 5x + ···)
2 X 1 32 5s •
Note : If /(z) = I z I in - .,, < z < .,,, we also get the same expansion.
~. = Ogiv•~ . .
.,,s _ 1 1 .·
a~-l+ a• +c;a + ....
FOURIER SERIES 243
\ JJaDIPles.
i, Find the Fourier's series for the function defined by
1- f(x)-=l for O < x < x,
=O for x=O,
= -1 for - :,i < x < 0.
Deduce the value of the series
t.
1 1 1
l-3+5-7+· ...
[ The given function is an odd function and so expands into the
sine series : rf • IL . ~ rf
j 9~l-o1[r. a,0 , ,
00 fT [f €.fU- <> 'JIJ7 - '"y) ()
f
t
~t}n ,
= 2~1
- - -(
- --
1)" Slil
.
:7t n
t!X,
-; ~~ •,..
. + sin 3x +sin 5x+ ... )
f(x ) =;4 (smx
So - - 5 ·
3
x x . 1 1 1+ ]
Putting x=
2, we get 4
= 1 - 3 + 5 - 7 ... .
[ an = 1-:,i f f (t)
o
cos nt
o
dt - l f f(t) cos nt dt+ - f (t) cos nt dt
- •::;.• :it
lf 1T
0
-11
1T
ca
X
_.,,. _____, o
-1'
=2 {1 -(- l)" l
n
Thu s fb .
an and b,. bot h vanish wh en n is eve n.
f( X )
= _! +~
2" jf;
{cos x+1r: sin x+ cos3 23x+:1i---sin
l2 1 3··
3x ··
- + .. , ) ,. 01
'sin x sin 3x ). (.
= _!: it+ ! (co1s2 x +c os3 23x +. :·)+ 4 l~ + 3 +.....
2 :it
in: 1
~ /4 Find the sme series wh ich rep rese nts f(x )=n -x_
.- (C. H. 19€6) b-
0 < X < n.
!.
'ff'
[ b,. = if (
Q
n - t) sin nt dt =
fr)r onl y x-= ,r, The rep res ent atio n hol d; fer
x= n but not for x~·o.J
f(x) =" - X in
t> /4' Fin d the Fou rier 's cos ine series for
seri es for x= ±" is o.
O < x < "· Pro ve tha t the sum of the
He nce ded uce the sum of
1 I 1 (C. H, 1961)
1. + 3• +5 2 + ....
FOURIER. SERIES 245
= ~+4
2 Jt
(cosl x+ co~3x+···
23
) 2 •
Show that the equation does not hold for x = 0 and .i = ,i and • I •
9t
b-½ ff (t) dt + b
a
2
a ~ cos n;~
2
-
61
a) f f(t) cos ~
a
14
:~ ~ .i)dt
+ b- 2-a ~sin
. 2n:1t(x-a)J f(t) • 2n:Jt.(t-
b
-a
s1n b
-a
a)dt
.
a
[Art. 15'7(c)]
In this make a== O and b = 1r. We !iasily get
~
a a
h
,r2
and
f
4
f(t) dt =
2.
lhus ~ -
- -2+ sin1 2x + -sin24x+sin36x+ ...• ]
~ -%
v -··
246 ELEMENTS OF MATHEMATICAL ANALYSIS
which gives
a. -- - ~ 1n 2 {1 +cos n,r - 2 cos nn}
-2 = n-22 cos nn . 2 n,r
-2 sm - -
2 4I ·
0
Also 2 cos~ sin 51 nn- =2 cos n:ii (sin _~)• " ;
_, n2 2 4 2 • nn- • 16
-4
3t2
as n ➔ 0, we get a o = -s·
2
2
· (ii) bn=;
f2-1,rx sin nx dx+~ f! ,r(,r-x) sin nxdx
ff
ff . ·,
0
4 • n 4 ,
,,
-
-2
1 JIx . 610
. 1
nx dx+- f (,r-x) sin nx dx
fl'
. 0 2 fl'
!"
giving bn =_!
n• sin nx
2 , Thus
f(x) =sin x - sin 3x sin 5x
. 31 +7 -··· ]
,J
FOURIER SERIES 247·
Jf. Find the Fourier series for f(x) where
'
f ( x )-2
-
.,r:h ,r:. e
sin
CID
the interval - ,r: < X < "· What is the sum of the series for
== :J: ~ ? (C. H. 1965)
'fr
f2
I'
[ an = 1r! sin
.1rh
1r
• et cos nt dt
-'fr
-_ .1h
2• sin x
f e cos nt dt = (-1)"
'fr
t
1 +n . 2 ;
-'fr
f
'
1
bn = . h et sin nt dt = ( - l)n-i n ; als~ a 0 = 1
2 sin 1r 1 +n 2 '
- '1T
z
= 1+
2 ( - 1 +112 cos x + 1 +11 • )
1
,r:
•' 2 sinh ,r: e 2 sin x
0
x=~ (sin x-sin 3x+ sin 2
% 3• 5
5x_ ···) ' •,
O and ~,
[From Ex. 5, Art. 15'8, we have , ~he n x lies between
x=~- ~[~os x +cos 3x +cos 5x+ ···]
l' 3• 5'
2 x
Now put x -= ; - p. ]
FOURIER SERIES •
249
11. Find a function of x which has the value c when x lies
~tween O and a, and the value O when x lies between a and z.
[ Use the cosine series of Art. 15'7(a),
ca+2c [ • :n:a :n:x 1 . 2na 2nx ·
~(x) = T x s~?. T cos T + sm - - cos - -
2 2 1
I . 3na ·
+3 sm -z cos -3nx
z-+···1
12. Find a function which shall be equal to cos x for all
values of x bet ween O and :n:, and t o - cos x for all values of x
between - x and 0.
1T
~ -~ 4 c~s 2nx ].
[x (4n -1);,r;
. • ctangular co-ordinates,
·Prove that the equation, in re
1 2nx 1 3:irx .. )
J> == ~h +4h ( cos :,ix - -, cos - k +3' cos T - .
3 ~s k 2
250 ELEMENTS OF MATHEMATICAL ANALYSIS
/ Y
/
I
-k 0
- ·
I
+k X
F ig. 17
h- p=kIf kgt k f
t+k ~ cos nJtx
h s d 2 ·· h 2 nJtt
kg t cos k dt.
0 . 0
- -cos :rtx
h+4h{
· h -p= -3 I 2nx -1 cos -3nx+ .. ·}
- +-cos~-
,a;• k 2 2 k 32 k .
or, y== 2h + 4h{ :rtx+ I 2:rtx+ 1 . 3nx _ ,.. }.l~
3 "2 cos T 22 cos T 39 cos T Ji
...