0.

1 Inner Product
Recall, if u = u1 i + u2 j + u3 k and v = v1 i + v2 j + v3 k are two vectors in R3 or 3-
space, then the inner product or dot product of u and v is a real number, called
a scalar, de…ned as the sum of the products of their corresponding components:

(u; v) = u1 v1 + u2 v2+ u3 v3
The inner product (u; v) possesses the following properties:
(i) (u; v) = (v; u)
(ii) (ku; v) = k(u; v); k a scalar
(iii) (u; u) = 0 if u = 0 and (u; u) > 0 if u 6= 0
(iv) (u + v; w) = (u; w) + (v; w):

Inner Product of Functions De…nition(Inner product of function )The

inner product of two functions f1 and f2 on an interval [a; b] is the number
Z b
(f1 ; f2 ) = f1 (x)f2 (x)dx: (1)
a

De…nition(Orthogonal functions )Two functions f1 and f2 are said to be

orthogonal on an interval [a; b] if
Z b
(f1 ; f2 ) = f1 (x)f2 (x)dx = 0 (2a)
a

Example The functions f1 (x) = x2 and f2 (x) = x3 are orthogonal on the

interval [ 1; 1]. This fact follows from 2a:
Z 1 Z 1 1
x6
(f1 ; f2 ) = x2 x3 dx = x5 dx = =0
1 1 6 1

De…nition (Orthogonal Set)A set of real-valued functions ff0 (x); f1 (x); f2 (x); : : :g
is said to be orthogonal on an interval [a; b] if
Z b
(fm ; fn ) = fm (x)fn (x)dx = 0; m 6= n:
a
2
The square norm of a function p fn is if kfn k = (fn ; fn ); and so the norm,
or its generalized length, is kfn k = (fn ; fn ). In other words, the square norm
and norm of a function fn in an orthogonal set ffn (x)g are, respectively,
s
Z b Z b
2 2
kfn k = fn (x)dx and kfn k = fn2 (x)dx: (3)
a a

If ffn (x)g is an orthogonal set of functions on the interval [a; b] with the
property that if kfn k = 1 for n = 0; 1; 2; : : : ; then ffn g is said to be an ortho-
normal set on the interval.

1
 Example a)Show that the set f1; cosx; cos2x; : : :g is orthogonal on the in-
terval [ ; ]:b)Find the norms of each function in the orthogonal set.
Solution a)If we make the identi…cation f0 (x) = 1 and fn (x) = cos(nx) we
must then show that Z
f0 (x)fn (x)dx = 0; n 6= 0

and Z
fm (x)fn (x)dx = 0; n 6= m:

We have, in the …rst case, for n 6= 0

R
(f0 ; fn ) = cosnxdx = n1 sin(nx) = n1 (sin(n ) sin( n )) = 0
and in the second, for m 6= n,
R 1R
(fm ; fn ) = cos(nx)cos(mx)dx = [cos((m+n)x)+cos((m n)x)]dx
2
1 cos((m + n)x) sin((m n)x)
= [ + ] =0
2 m+n m n
2 R
b)For f0 (x) = 1 we have from 3,kf0 k = dx = 2
p
so that kf0 k = 2 : For fn (x) = cos(nx); n > 0, it follows that
2 R 1R
kfn k = cos2 (nx)dx = [1 + cos(2nx)]dx = :
p 2
Thus for n > 0, kfn k = :
Any orthogonal set of nonzero functions ffn (x)g; n = 0; 1; 2; : : : ; can be
normalized by dividing each function by its norm. From example above the set
f1; cosx; cos2x; : : :g can be normalised as
1 cosx cos2x
f p ; p ; p ; : : :g
2
De…nition (Orthogonal Set/Weight Function) A set of real-valued functions
ff0 (x); f1 (x); f2 (x); : : :g is said to be orthogonal with respect to a weight func-
tion w(x) on an interval [a; b] if
Z b
w(x)fm (x)fn (x)dx = 0; m 6= n:
a

Orthogonal Series Expansion

Suppose ffn (x)g is an in…nite orthogonal set of functions on an interval [a; b]:
We ask: If y = f (x) is a function de…ned on the interval [a; b], is it possible to
determine a set of coe¢ cients cn ,n = 0; 1; 2; : : : ; for which

f (x) = c0 f0 (x) + c1 f1 (x) + ::: + cn fn (x) + ::: (4)

we can …nd the coe¢ cients cn by utilizing the inner product. Multiplying 4 by
fm (x) and integrating over the interval [a, b] gives
Rb Rb Rb
a
f (x)fm (x)dx = c0 a f0 (x)fm (x)dx + c1 a f1 (x)fm (x)dx + :::
Rb
+ cn a fn (x)fm (x)dx + :::

2
 = c0 (f0 ; fm ) + c1 (f1 ; fm ) + :: + cn (fn ; fm ) + :::
By orthogonality, each term on the right-hand side of the last equation is
zero except when m=n. In this case we have
Z b Z b
f (x)fn (x)dx = cn fn2 (x)dx
a a
It follows that the required coe¢ cients cn are given by
Rb
a
f (x)fn (x)dx
cn = Rb ; n = 0; 1; 2; :::
f 2 (x)dx
a n
In other words,
1 Rb
X f (x)fn (x)dx
a
f (x) = ( Rb )fn (x)
n=0 f 2 (x)dx
a n

If ffn (x)g is orthogonal with respect to a weight function w(x) on the interval
[a; b], then multiplying 4 by w(x)fm (x) and integrating yields
Rb
a
w(x)f (x)fn (x)dx
cn = Rb
a
w(x)fn2 (x)dx

Fourier Transform A Fourier series is a representation of a function as a

series of constants times sine and/or cosine functions of di¤erent frequencies.
A function f (x) de…ned in the interval L x L is said to be an even
function in the interval if f ( x) = f (x), and to be an odd function in the
interval if f ( x) = f (x).
The cosine function is an even function because cos( x) = cos(x) for 1 <
x < 1. Similarly, sin(x) is an odd function because sin( x) = sin(x):
For example, x2 ,x4 ,cos(n x=L) and e jxj are even functions on any interval
[ L; L]. Graphs of y = x2 and y = cos(5 x=3) are given in Figure below:

Fig. Graphs of y = x2 and y = cos(5 x/3)

The graph of such a function for L x 0 is the re‡ection across the
y-axis of the graph for 0 x L:
The functions x; x3 ; x5 and sin(n x=L) are odd functions on any interval
[-L L]. Graphs of y = x; y = x3 and y = sin(5 x=2) are shown in Figure below

3
 Fig.Graphis of x and sin(5 x/2).
we know
R L from calculus RL RL
L
f (x)dx = 0 if f is odd on [ L; L] and L f (x)dx = 2 0 f (x)dx if f is
even on [ L; L]
The graph of an odd function for L x 0 is the re‡ection across the
vertical axis, and then across the horizontal axis, of the graph for 0 x L
Most functions are neither even nor odd, but any function in an interval
L x L can be expressed as the sum of an even function and an odd
function de…ned over the interval. Let f (x) be an arbitrary function de…ned
over the interval L x L, and write it in the form
1 1
f (x) = (f (x) + f ( x)) + (f (x) f ( x)) for L x L: (5)
2 2
1 1
Then the function (f (x)+f ( x)) is an even function and (f (x)+f ( x))is
2 2
an odd function
A function g(x) is said to be periodic with period T if

g(x + T ) = g(x) (6)

for all x, and T is the smallest value.
Fourier series are of greatest importance to the engineer and appliedmath-
ematician. A Fou rier series is a representation of a function as a series of
constants times sine and/or cosine functions of di¤erent frequencies
Let f (x) be de…ned for L x L:We want to explore the possibility of
choosing numbers a0 ; a1 ; :::; b1 ; b2 ; ::: such that

X1
1 n x n x
f (x) = a0 + an cos( ) + an cos( ) (7)
2 n=1
L L
for L x L: To determine coe¢ cients, we need the following properties:
Let m and n be non negative integers. Then
RL n x n x
1. L
cos( ) sin( )dx = 0;
L L
RL n x n x RL n x n x
2. if m6=n, then L cos( ) cos( )dx = L sin( ) sin( )dx = 0;
L L L L
RL n x RL n x
3. if n 6= 0;then L cos2 ( )dx = L sin2 ( )dx = L:
L L

4
 To …nd a0 , integrate the series (1) term by term

Z L Z L 1
X Z L Z L
1 n x n x
f (x) = a0 dx + an cos( )dx + bn sin( )dx
L 2 L n=1 L L L L

All of the integrals on the right are zero and this equation reduces to
RL
L
f (x)dx = a0 L: Therefore
Z L
1
a0 = f (x)dx
L L
:
To determine ak , return to equation (1). This time multiply the equation
by cos(k x=L) and integrate each term to get
RL k x
L
f (x) cos( )dx =
L
1 RL n x P1 RL n x n x RL n x n x
a0 L cos( )dx+ n=1 an L cos( ) cos( )dx+bn L sin( ) cos( )dx
2 L L L L L
Again, by the propertes, all terms on the right are zero except for
Z L
n x n x
cos( ) cos( )dx
L L L
RL k x
when n = k, and this equation reduces to L
f (x) cos( )dx = ak L:Therefore
L
Z L
1 k x
ak = f (x) cos( )dx
L L L
To determine bk , return to equation (1). This time multiply the equation by
sin(k x=L) and integrate each term to get
RL k x
L
f (x) sin( )dx =
RL L P1 RL RL
n x n x n x n x n x
a0 L cos( )dx+ n=1 an L cos( ) sin( )dx+bn L sin( ) sin( )dx
L L L L L
Again, by the properties, all terms on the right are zero except for
Z L
n x n x
sin( )sin( )dx
L L L
RL k x
when n = k, and this equation reduces to L
f (x) sin( )dx = bk L:
L
Therefore
Z L
1 k x
bk = f (x) sin( )dx:
L L L
De…nition Let f be a Riemann integrable function on [-L L]

5
 1. The numbers
Z L
1 n x
an = f (x) cos( )dxf orn = 1; 2; :::
L L L

and Z L
1 n x
bn = f (x) sin( )dxf orn = 1; 2; :::
L L L

are the Fourier coe¢ cients of f on [-L L].

2. Series

X1
1 n x n x
a0 + an cos( ) + an cos( )
2 n=1
L L

is the Fourier series of f on [ L; L] when the constants are chosen to be

the Fourier coe¢ cients of f on [ LL].

Example Let f (x) = x for x . We will write the Fourier series of

f on
[ ; ]. The coe¢ cients are:
1R
a0 = xdx = 0;
1R 1 x
an = x cos(nx)dx = ( 2 cos(nx) + cos(nx)) =0
n n
1R 1 x
an = x sin(nx)dx = ( 2 sin(nx) cos(nx)) = n2 cos(n ) =
n n
2 n+1
n ( 1)
The Fourier series of x on [ ; ] is

X1
2 2 1 2
( 1)n+1 sin(nx) == 2sin(x) sin(2x)+ sin(3x) sin(4x)+ sin5x
n=1
n 3 2 5

0 3 x 0;
Example f (x) =
x 0 x 3
Here L = 3 and the Fourier coe¢ cients are:
1 R3 3
a0 = xdx = ;
3 0 2
3
1 R3 n x 3 x
an = 0
x cos( )dx = ( 2 2 cos( n3 x ) + sin( n3 x )) = n2
3
2 (( 1)n
3 n n 0
1)
3
1 R3 n x 3 x
an = 0
x sin( )dx = ( 2 2 sin( n3 x ) cos( n3 x )) = n
3
( 1)n :
3 n n 0
The Fourier series of f on [-3 3] is

6
 P
1 3 n x 3 n x
[ 2 2 (( 1)n 1) cos( )+ ( 1)n sin( )]:
1 n 3 n 3
If f is even on [ L; L] , then its Fourier series on this interval is
1 P1 n x
a0 + an cos( )
2 n=1 L
in which
Z L
2 k x
an = f (x) cos( )dx for n = 0; 1; 2; :
L 0 L
If f is odd on [ L; L] , then its Fourier series on this interval is
1 P1 n x
a0 + bn sin( )
2 n=1 L
in which
Z L
2 k x
bn = f (x) sin( )dx for n = 0; 1; 2; :
L 0 L
3
Example Let f (x) = x for 4 x 4. Because f is odd on [ 4; 4] , its Fourier
cosine coe¢ cients are all zero. Its Fourier sine coe¢ cients are
Z 4
1 k x n2 2 6
bn = x3 sin( )dx = ( 1)n+1 128
2 0 4 n3 3
The Fourier series of x3 on [ 4; 4] is

P
1 n2 2 6 n x
( 1)n+1 128 sin( ):
n=1 n3 3 4

0.2 Convergence of Fourier Series

Let’s determine whether the resulting Fourier series converges to f(x) or not
De…nation:Let f (x) be de…ned on [a; b], except possibly at …nitely many
points. Then f is piecewise continuous on [a; b] if:

1. f is continuous on [a,b] except perhaps at …nitely many points.

2. Both limx!a+ f(x) and limx!b f(x) exist and are …nite.
3. If x0 is in (a; b) and f is not continuous at x0 , then limx!x0 + f (x) and
limx!x0 f (x)

7
 exist and are …nite.

Fig. piecewise continuous function

Figure above shows graphs of typical piecewise continuous functions. At
a point of discontinuity (which we assume are …nite in number), the function
must have …nite one-sided limits. This means that the graph experiences at
worst a …nite gap at a discontinuity. Points where these occur are called jump
discontinuities of the function.
Example 8
>
> 5 for x =
<
x for <x<1
f (x) = 2
>
> 1 x for 1 x<2
:
4 for 2 x
The graph of f is below

Fig. The graph of the function

This function is discontinuous at - , and lim x! + f(x) =-
f is also discontinuous at 1, interior to [ ; ] and lim x!1 f(x)= 1 and lim
x!1+ f(x)= 0
Finally, f is discontinuous at 2, and lim x!2 f(x)=-3 and limx!2+ f(x)= 4.
At each point of discontinuity interior to the interval, the function has …nite one
sided limits from both sides.
De…nition (Piecewise Smooth Function) f is piecewise smooth on [a; b] if f
and f 0 are piecewise continuous on [a; b]:
Theorem (Convergence of Fourier Series)
Suppose that the periodic function f is piecewise smooth. Then its Fourier
series
in (3) converges
(1) to the value f (x) at each point x0 where f is continuous, and
limx!x+ f (x) + limx!x f (x)
0 0
(2) to the value at each point x0 where f is
2
discontinuous.
Example Let f (x) be a function of period 2 with f (x) = x2 if 0 < x < 2.
We de…ne f (x)

8
 limx!x+ f (x) + limx!x f (x)
0 0
for x an even integer by the average value condition ;
2
consequently, f (x) = 2 if t is an even integer. The graph of the function f ap-
pears in Fig. below

:
Fig. Function of the period 2
Find its Fourier series.
Solution HereL = 1, and it is most convenient to integrate from t = 0 to
t = 2. Then
1 R2 2 3 8
a0 = 0
t dt = 13 t3 0 = ;
1 3
R2 1 R 2n u
an = 0 t2 cos(n t)dt = 3 3 0 u2 cos(u)du; (u = n t; t = )
n n
1 2n 1
= 3 3 (u2 sinu 2sinu + 2ucosu) 0 = 2 2 ;
n n
R2 1 R 2n u
bn = 0 t2 sin(n t)dt = 3 3 0 u2 sin(u)du; (u = n t; t = )
n n
1 2n 4
= 3 3 ( u2 cos u + 2 cos u + 2u sin u) 0 =
n t n
Hence the Fourier series of f is

8 1 P1 cosn t 4 P sin n t
f (t) = + 2 : (8)
3 n=0 n2 n n
We can draw some interesting consequences from the Fourier series in (4).
If we substitute t = 0 on each side, we …nd that
4 4 P1 1
f (0) = 2 = + 2 2
3 n=1 n

: On solving for the series, we obtain the lovely summation

P1 1 2
1 1
2
= 1 + + + ::: = : (9)
n=1 n 22 32 6

If we substitute t = 1 in Eq. (4), we get

4 4 P1 ( 1)n
f (1) = 1 = + 2
3 n=1 n2
which yields

P1 ( 1)n+1 1 1 1 2
=1 + 2 ::: = : (10)
n=1 n2 2 2 3 42 12
If we add the series in Eqs. (5) and (6) and then divide by 2, the “even”
terms cancel and the result is
P1 2
1 1 1
2
= 1 + + + ::: =
n odd n 32 53 8
Theorem (Term wise Di¤erentiation of Fourier Series)

9
 Suppose that the function f is continuous for all x, periodic with period 2L,
and that its derivative f is piecewise smooth for all t. Then the Fourier series
of f 0 is the series
P
1 n n x n n x
f 0 (x) = an cos( )+ bn sin( )
i=1 L L L L
Theorem (Termwise Integration of Fourier Series) Suppose that f is a piece-
wise continuous periodic function with period 2L and Fourier series
a0 P1 n x n x
f (x) + an cos( ) + bn sin( ) (11)
2 i=1 L L
which may not converge. Then

Rt a0 t P 1 L n x n x
f (s)ds + (an sin( ) bn (cos( ) 1)) (12)
0 2 i=1 n L L
with the series on the right-hand side convergent for all x. Note that the series
in Eq. (8) is the result of term-by-term integration of the series in (7), but if a0
6= 0 it is not a Fourier series because of its linear initial term 12 a0 t:
De…nition( Fourier Cosine and Sine Series)
(i) The Fourier series of an even function on the interval ( L; L) is the cosine
series
a0 P1
f(x) = + n=1 an cos( nL x)
2
2 RL 2 RL
where a0 = f (x)dx and an = f (x) cos( nL x)dx
L 0 L 0
(ii) The Fourier series of an odd function on the interval ( L; L) is the sine
series P1
f(x) = n=1 an sin( nL x)
2 RL
where an = f (x) sin( nL x)dx
L 0
Expand f (x) = x; 2 < x < 2 in a Fourier series graphed in the …gure

Solution

Fig Odd function f Fig Periodic extension of the function f

the given function is odd on the interval (2; 2), and so we expand f in a sine
series. With the identi…cation 2L = 4, we have L=2.
Thus after integration by parts gives
Z L
2 n 4( 1)n+1
bn = x sin( x)dx =
L 0 L n
Therefore

10
 1
4 X ( 1)n+1 n
f (x) = sin( x)
n=1
n 2
Conditions for Convergence is satis…ed so that the series converges to the func-
tion on (2; 2) and the periodic extension (of period 4) given in Figure.
De…nition ( Complex Fourier Series)The complex Fourier series of functions
f de…ned on an interval ( -L, L) is given by

1 in x
X
f (x) = cn e L
n= 1

where
ZL in x
1
cn = f (x)e L ; n = 0; 1; 2; :::
2L
L

Example Expand f (x) = ex , <x< in a complex Fourier series.

Solution
Z Z
1 1 1
cn = ex e inx
dx = ex inx
dx = (e (in+1)
e(in+1) )
2 2 2 (in + 1)

We can simplify the coe¢ cients cn somewhat using Euler’s formula:

(in+1)
e =e (cos(n ) isin(n )) = ( 1)n e
and

e(in+1) = e (cos(n ) + isin(n )) = ( 1)n e

since cos(n ) = ( 1)n and sin(np) = 0. Hence

(e e ) sin(h ) 1 in
cn = ( 1)n = ( 1)n ( 2 )
2(in + 1) n n +1
The complex Fourier series is then
1
sin(h ) X 1 in
f (x) = ( 1)n ( 2 )e inx
n n=1
n +1

11