Orthogonal Functions and

Fourier Series

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Orthogonal Functions
• Consider two vectors of and ⃗ in 3D space. Recall that the inner (dot) product
of these two vectors is defined as follows:
·⃗= ,⃗ = + + = cos
• If these two vector are orthogonal, their inner product is zero.
• Using the same terminology, we introduce two orthogonal functions.
• Consider two functions and . The inner product of and on
interval , is a number obtained as follows:

, =

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 Orthogonal Functions
• Similar to two vectors, two functions are said to be orthogonal if their inner
product is zero.

, = =0

• Two orthogonal vectors are gematrically perpendicular. But the term orthogonal
and the above condition have no geometric significance.
• A set of real-valued functions , , , … is said to be orthogonal
on an interval , if:

, = = 0, ≠

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Orthogonal Functions
• In the vector calculus, the norm of a vector is defined as = · = , .
• Similarly, the norm of function is defined as follows:

= , =

• If , , , … is an infinite orthogonal set of functions on the

interval [a, b], and if = 1 for = 0, 1, 2, …, then , , ,…
is said to be an orthonormal set on the interval [a, b].
• Example 1

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 Orthogonal Series Expansion
• Suppose , , , … is an infinite orthogonal set of functions on the interval [a, b].
We hope to express a function as follows if we can find coefficients % , % , % , …:
(

=% +% + ⋯+ % +⋯= '%
)
• Multiplying both sides by and integrating over the interval [a, b]:

=% +% +⋯+% +⋯

+
= 0+0+⋯+% +0+⋯ → % =
+
( 8
+ 0 1 43 1 71
Therefore: 0 1 = ' 23 43 1 where 23 = 9
43 :
3)5
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Orthogonal Series with respect to a Weight Function

• A set of real-valued functions , , , … is said to be orthogonal
with respect to a weight function ; > 0 on an interval , if:

; = 0, ≠

• And for a function = ∑() % :

+ ; + ;
% = = is the norm -
+ ; a general definition.
• To express = ∑() % , must be a complete set. i.e., cannot
be orthogonal to any .

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 Fourier Series
• We saw how we can expand a function using an infinite orthogonal set of
functions. Now, we shall expand function in terms of a special orthogonal set
of trigonometric functions (Fourier series).
• Fourier series are infinite series that are very powerful to represent general
periodic functions, as an example, in terms of simple ones (sines and cosines -
trigonometric system).
• Similar to Taylor series in calculus, Fourier series are very powerful. For instance,
they can handle many discontinuous periodic functions we face in applications.
• Fourier series provide the solution of ODEs in connection with forced oscillations
and approximate discontinuous periodic functions. Also, Fourier analysis can be
used to solve some partial differential equations (PDEs).

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Periodic Functions
• A function is said to be periodic if for a T > 0, +> = . Here, is
defined for all real x except at some points. T is the period of .
• Function sin is a periodic function defined everywhere. Also, function tan is
another periodic function that is not defined at some points (±kπ/2, k: an integer).
• If and D have period T, then with any constants a and b, + D
has the period T.
• Example 2
• We can prove that the following set of trigonometric functions is orthogonal on
the interval [-p, p]:
E 2E 3E E 2E 3E
1, cos , cos , cos , … , sin , sin , sin ,…
F F F F F F
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 Fourier Series Expansion
• Now, we would like to expand a function defined on −F, F using the
I I I I I I
orthogonal series 1, cos , cos , cos , … , sin , sin , sin ,… :
J J J J J J
(
E E
= +' cos + sin
2 F F
)

• To find the coefficient :

(
J J J
E J
E
= +' cos + sin
KJ 2 KJ KJ F KJ F
)

0 0

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Fourier Series Expansion

L M
Therefore: 95 = 0 1 71
M KM

• To find the coefficient :

J
E
cos
KJ F
(
J
E J
E E J
E E
= cos +' cos cos + sin cos
2 KJ F KJ F F KJ F F
)
0 if m ≠ n
0 =R
p if m = n
0

L M
3Q
Therefore: 93 = 0 1 NOP 1 71
M KM M
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 Fourier Series Expansion
• To find the coefficient :
J
E
sin
KJ F
(
J
E J
E E J
E E
= sin +' cos sin + sin sin
2 KJ F KJ F F KJ F F
)
0 if m ≠ n
=R
0 0
p if m = n
L M
3Q
Therefore: 83 = 0 1 PST 1 71
M KM M
• The presented trigonometric series with coefficients , , and is said to be the
Fourier series of the function .

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Fourier Series Expansion

• Summarizing the results, the Fourier series of a function defined on the interval
−F, F is given by:
(
E E
= +' cos + sin
2 F F
)

1 J
=
F KJ
1 J
E
= cos ← Euler Formulas
F KJ F
1 J
E
= sin
F KJ F

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 Fourier Series
• Convergence of Fourier Series Theorem (with no proof): Let and [ be
piecewise continuous on interval −F, F . Then for all x in interval −F, F , the Fourier
series of converges to at a point of continuous, and it converges to the
following value at a discontinuous point:
+ \ K

2
• Sequence of Partial Sums: One should use several terms of Fourier series to
approximate function . How many terms of the series should be used?
• Examples 3 & 4
• In the Fourier series expansion of , 2F is the fundamental period. Therefore, a
Fourier series gives also the periodic extension of outside the interval [-p, p].

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Gibbs Phenomenon
• Using several terms of
−1 for − E < < 0
=R + 2E =
Fourier series expansion, we
face error especially close to 1 for 0 < < E
the discontinuous points. 1.5
S1

• Having stronger waves close S2 1.0

S3
to the discontinuous points Exact 0.5

that do not smooth out is S20

0.0
-4 -3 -2 -1 0 1 2 3 4
called Gibbs phenomenon. -0.5

-1.0

-1.5

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 Fourier Cosine and Sine Series
• Consider a function whose domain contains –x and x.
• If − = , is an even function.
• If − =− , is an odd function.
• Examples of even functions:
=1 = = =
= cos( ) = cosℎ( )
• Examples of odd functions:
= = = \

= sin( ) = sinℎ( )

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Fourier Cosine and Sine Series

• Properties of Even/Odd Functions:
• The product of two even functions is even.
• The product of two odd functions is even.
• The product of an even function and an odd function is odd.
• The sum (difference) of two even functions is even.
• The sum (difference) of two odd functions is odd.

• If is even: +K = 2+ .

• If is odd: +K = 0.

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 Fourier Cosine and Sine Series
• Consider the Fourier series expansion of function on the interval −F, F :
(
E E
= +' cos + sin
2 F F
)
1 J
1 J
E 1 J
E
= ; = cos ; = sin
F KJ F KJ F F KJ F
• Based on the properties of odd/even functions (odd x odd = even, even x even = even, odd x
even = odd):
J I
• If is odd: =0 =0 = + sin
J J

J J I
• If is even: = + = + cos =0
J J J

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Fourier Cosine and Sine Series

• The Fourier series of an even function defined on the interval −F, F is called cosine
Fourier series:
(
E 2 J
2 J
E
= +' cos ; = ; = cos
2 F F F F
)

• The Fourier series of an odd function defined on the interval −F, F is called sine
Fourier series:
(
E 2 J
E
=' sin ; = sin
F F F
)

• Example 5

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 Half-Range Expansions
• So far, we have dealt with functions defined on an interval (-p, p)
with the origin as midpoint. However, in most practical situations, we
face functions that are defined on an interval (0, L).
1. To express a function f (x) defined on an interval (0, L) as a Fourier
series, we can extend it as a function of period L. Generally, this
Fourier series would contain both cosine and sine terms.
2. To have simpler Fourier series, we can extend the graph to the left
of y axis from – L to 0. This is called Half-Range Expansion:
A. Reflect the graph about the y-axis onto (-L, 0); the function is
now even on the interval (– L, L) with period 2b, or
B. Reflect the graph through the origin onto (-L, 0); the function
is now odd on the interval (– L, L) with period 2b.

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Half-Range Expansions
• Practically, we do not need to make the reflections described in 2(A) and 2(B),
half-range expansions. Since the cosine series and sine series are defined for
function on the interval [0, p], we just need to replace p by L when is
defined on the interval [0, L].
• For approach 1, the original Fourier series expansion can be used with setting
F = b/2 and replacing the lower and upper limits of each integral by zero and L,
respectively (it can be proved).
• Examples 6 & 7:

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