M.H.

Eid Fourier Analysis

Fourier Analysis
Here, we state some fundamental concepts of real valued single
functions and we discuss the Fourier series of periodic functions.

1-Basic Concepts
Periodic Function: If f is function defined on the set of real numbers
R and L is constant. Then f is called periodic function with period L if
f(x + L) = f(x) for all x in R

Example 1
(a)The function 𝑓(𝑥) = sin 𝑥 is periodic with period 2π.

–2π 0 2π 4π x

𝑓(𝑥) = sin 𝑥

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M.H. Eid Fourier Analysis
(b)The function 𝑓(𝑥) = cos 𝑥 is periodic with period 2π.

–2π 0 π 2π 4π x
–1
𝑓(𝑥) = cos 𝑥

(c)The function f(x) = x + 3 is not periodic, see figure 1

f(x) = x + 3
3

-3 0 x
Fig.1

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M.H. Eid Fourier Analysis
(d)The function f(x) = x, x in [0, 2 ], f(x + 2) = f(x) is periodic with
period 2, see figure 2.

0 2 4 6 x
Fig. 2

(e)The function 𝑓 𝑥 = 𝑥 2 , −1 ≤ 𝑥 ≤ 1, f(x + 2) = f(x) is periodic

with period 2, see figure 3.

–1 0 1 2 3 4 x

Fig. 3

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M.H. Eid Fourier Analysis
Remark 1
(1)If f is periodic function with period L, then f(x + nL) = f(x) where
n = 1, 2, 3,…
(2)If f(x) is periodic function with period L. Then the function
g(x) = f(kx) is periodic with period L/k, where k is constant

Remark 2
(1)If f(x) is periodic function with period L and c is constant. Then
L cL
 f (x)dx   f (x)dx
0 c
(2)If f(x) is even function, that is f(–x) = f(x). Then
c c
 f ( x )dx  2  f ( x )dx
c 0
c
(3)If f(x) is odd function, that is f (–x) = – f(x). Then  f ( x )dx  0
c

Example 3
(a)The function f(x) = sin x is periodic with period 2π. Then
2 5 2
 sin xdx  0   sin xdx
0 2

(b)The function f(x) = 3x2 + 3 is even. Then

1 1
 (3 x 2  3)dx  8  2  (3 x 2  3)dx
1 0
2
(c)The function f(x) = 4x + x is odd. Then  (4 x 3  x )dx  0
3

2

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M.H. Eid Fourier Analysis
Example 4
(a)The function f(x) = sin x is continuous in R.
 x, 0  x  2
(b)The function g(x)  
 x 2, 2  x  5
is not continuous in the interval [0, 5] because it is discontinuous at 2.

Piecewise Continuous Function

A real single valued function f(x) is said to be piecewise continuous in
interval I, I⊆R, if it is discontinuous at a finite number of points in I
and its limit at these points are finite numbers.

Example 5
(a)The function f(x) = x2, x in [–2, 2], f(x + 4) = f(x) is periodic with
period 4 and continuous, see the figure.
y

-2 0 2 4 6 8 10 x

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M.H. Eid Fourier Analysis
3x, 0  x  1
(b)The function g(x) = 
x , 1  x  2
2

and f(x + 2) = f(x) is periodic with period 2, it is discontinuous at 1.

It is piecewise continuous, see the figure.

4
3

0 1 2 3 4 5 6 x

Properties of Trigonometric Functions

(a) sin 𝑛𝜋 = 0 𝑎𝑛𝑑 cos 𝑛𝜋 = (−1)𝑛 , n = 0, 1, 2, 3,…
2𝑛 −1 2𝑛 −1
(b) sin 𝜋 = (−1)𝑛+1 𝑎𝑛𝑑 cos 𝜋 = 0, n = 1, 2, 3,…
2 2

1
(c)sin mx.cos nx  [sin(m  n)x  sin(m  n)x]
2
1
(d)sin mx.sin nx  [cos(m  n)x  cos(m  n)x]
2
1
(e)cos mx.cos nx  [cos(m  n)x  cos(m  n)x]
2

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M.H. Eid Fourier Analysis
2-Fourier Series
If f(x) is piecewise continuous function in interval (-L, L) and outside
this interval is defined by f(x + 2L) = f(x), that is it is periodic with
period 2L. Then the Fourier series (Fourier expansion) of this function
is given by:
a0   nx nx 
S(x)    a n cos  bn sin
2 n 1  L L 
Where a 0 , a n , bn are called Fourier coefficients and given by:

1 L 1 L nx
a0   f ( x )dx , an   f (x)cos dx
L L L L L

1 L nx
bn   f (x)sin dx
L L L
Example 6

0,  2  x  0

Write the Fourier series of the function f (x)  
 x, 0  x  2

and f(x + 4) = f(x), see the figure.
y

–2 0 2 4 6 8 10 x

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M.H. Eid Fourier Analysis

Solution
We see that f(x) is piecewise continuous and 2L = 4. Then
1 2 12
a0   f ( x ) dx   xdx  1
2 2 20
12 nx 12 nx
a n   f (x)cos dx   x cos dx
2 2 2 20 2
Integrate by parts, we get
2
1  2x nx 4 nx 
an   sin  cos 
2  n 2 (n)2 2 
0


2
(n) 2
(1)n  1=
0, 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
−4
2
(𝑛𝜋 )
, 𝑛 𝑖𝑠 𝑜𝑑𝑑

1 2 nx 12 nx
bn   f (x)sin dx   x sin dx
2 2 2 20 2

Integrate by parts, we get

2
1  2x nx 4 nx  2
bn   cos  sin   (1)n
2  n 2 (n)2 2  n
0

The Fourier series is:

1   4 (2n  1)x 2(1)n 1 nx 

S(x)    cos  sin 
2 n 1 [(2n 1)]2 2 n 2 

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M.H. Eid Fourier Analysis
Example 7
Write the Fourier series of the function f(x) = 2x, x in [-π, π]
and f(x + 2π) = f(x).
Solution
We see that f(x) is piecewise continuous periodic function with period
1  1 
2π, L = π. Then a 0   2xdx  0 and a n   2x cos nxdx  0
   

because 2x and 2xcosnx are odd functions, Remark 2.

1  2
bn   2x sin nxdx   2x sin nxdx
  0

4
Integrate by parts, we get bn  (1)n
n
 4
The Fourier series is S( x )   (1)n 1sin nx
n 1 n

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M.H. Eid Fourier Analysis
Example 8
Write the Fourier series of the function f(x) = |sin x|, x  
f(x + 2π) = f(x),
Solution
We see that f(x) is continuous periodic function with period 2π, L = π.
2 4
Then a 0   sin xdx 
0 

2 1
an   sin x.cos nxdx   [sin(1  n)x  sin(1  n)x]dx
0 0

1  cos(n 1)x cos(n 1)x 
  
  n 1 n 1  0
1  (1) n 1  1 (1)n 1  1  2
    [(1) n 1  1]
  n  1 n  1  (n  1)(n  1)
0, n is odd, n  1

 4
 (n  1)(n  1) , n is even

1
a1   sin 2xdx  0
0
2 1
b n   sin x.sin nxdx   [cos(1  n)x  cos(1  n)]dx  0
0 0

2  4
Then S(x)=   cos 2nx
 n 1 (2n  1)(2n  1)

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M.H. Eid Fourier Analysis
Example 9
Write the Fourier series of the function f(x) = x2, x in [-π, π] and
f(x + 2π) = f(x).
Solution
We see that f(x) is even continuous periodic function with period 2π,
L = π. Then
1  2 2 2 2
a 0   x dx   x dx  2
  0 3
1  2 2 2 4 n
an   x .cos nxdx   x cos nxdx  2 (1)
  0 n
1  2
b n   x .sin nxdx  0 because x 2 sin nx is odd function
 
2  4
Then S(x)=    (1)n cos nx
3 n 1 n 2

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M.H. Eid Fourier Analysis
Fourier Series of Even and Odd Functions
Let f(x), x in [– L, L], f(x + 2L) = f(x) be piecewise continuous
periodic function with period 2L.
If f(x) is even, then the Fourier coefficients bn = 0 and a0 , an exist and
2L 2L
are given by: a 0   f (x)dx , a n   f (x)cos(nx / L)dx
L0 L0
If f(x) is odd, then the Fourier coefficients a0 = an = 0 and bn exist and
2L
is given by: bn   f (x)sin(nx / L)dx
L0

Example 10
Write the Fourier series of the function f(x) = |x| –1, x in [–1, 1] and
f(x + 2) = f(x).
Solution
21
The given function is even. Then a 0   (x  1)dx  1,
10
21 2
an   (x  1)cos(nx)dx  ((1) n  1)
10 (n) 2
0, n is even

  4
, n is odd
 (n) 2

1  4
Then S(x)=   cos(2n  1)x
2 n 1 2(2n 1)2


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M.H. Eid Fourier Analysis
Example 11
Write the Fourier series of the function f(x) = x, x in [– π, π] and
f(x + 2π) = f(x).
Solution
The given function is odd. Then
2 2 n 1
bn   x sin nxdx  (1)
0 n
 2
Then S(x) =  (1)n+1 sin nx
n 1 n

Fourier Sine and Fourier Cosine Series

If f(x), x in [0, L], f(x + 2L) = f(x) is piecewise continuous function.
Then it has either one of the following expansions:
(i)Fourier cosine series in which bn = 0 and
2L 2L
a 0   f (x)dx , a n   f (x)cos(nx / L)dx
L0 L0

In this case the extension of f(x) in [–L, 0] is even function.

(ii)Fourier sine series in which a0 = an = 0 and
2L
bn   f (x)sin(nx / L)dx
L0

In this case the extension of f(x) in [–L, 0] is odd function.

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M.H. Eid Fourier Analysis
Example 12
Expand the function f(x) = x, x in [0, π] and f(x + 2π) = f(x) as:
(a)F. sine series (b)F. cosine series
Solution
(a)The given function is neither even nor odd, see the figure.
Its extension in [-π. 0] is odd.

-π 0 π 2π 3π x

2 2
Then bn   x.sin nxdx  (1)n 1
0 n
 2
Then S(x) =  (1)n 1sin nx
n 1 n

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M.H. Eid Fourier Analysis
(b)In this case the extension of the given function in [–π. 0] is even,
see figure.

-π 0 π 2π 3π x

2
a0   xdx  
0

2 2 n
a n   x.cos nxdx  2 [(1)  1]
0 n
0, n is even

  -4
  2 , n is odd
 n
  4
Then S(x) =   cos(2n  1)x
2 n 1 (2n 1)2

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M.H. Eid Fourier Analysis
Example 13
Expand the function f(x) = x + 1, x in [0, π] and f(x + 2π)= f(x) as
F. cosine series
Solution
The given function is neither even nor odd. Its extension in [–π. 0] is
even. Then
2 
a 0   (x  1)dx  2(1  )
0 2
0, n is even
2 2 n 
a n   (x  1).cos nxdx  2[(1)  1]   4
0 n   2 , n is odd
 n
  4
Then S(x) = (  1)   cos(2n  1)x
2
2 n 1 (2n 1)

Example 14
Write the Fourier sine series of the function f(x) = x2, x in [0, π] and
f(x + 2π) = f(x)
Solution
The given function is neither even nor odd. Its extension in [-π. 0] is
odd. Then
2 2 2 n
bn   x sin nxdx  3[2  (1) (n 22  2)]
0 n
 2
Then S(x) =  [2  (1)n (n 22  2)]sin nx
n 1 n
3

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M.H. Eid Fourier Analysis
Example 15
0, 0  x   / 2
Expand the function f(x)= 
1, /2  x  
and f(x + 2π)= f(x), in F. cosine series
Solution
The given function is neither even nor odd. Its extension in [-π. 0] is
2 
even. Then a 0   1dx  1
 /2

2  2
an   cos nxdx  [sin n  sin(n / 2)]
 / 2 n

0, n is even

  2 m 1, n is odd, m=1,2,3,...
 (2m  1) (1)


1  2(1)m
Then S(x) =   cos(2m  1)x
2 m 1 (2m  1)

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M.H. Eid Fourier Analysis
Remark
If f(x) is piecewise continuous function in interval (0, 2L) and it is
periodic with period 2L, that is f(x + 2L) = f(x). Then the Fourier
series is given by:
a0   nx nx 
S(x)    a n cos  bn sin
2 n 1  L L 
Where a 0 , a n , bn are called Fourier coefficients and given by:

1 2L 1 2L nx 1 2L nx
a0   f (x)dx , an   f (x)cos dx, bn   f (x)sin dx
L 0 L 0 L L 0 L

Example 16
4, 0  x  4
Write the Fourier series of the function f(x) = 
0, 4  x  8
and f(x + 8) = f(x).
Solution
The given function is neither even nor odd and 2L = 8. Then
18 14 14
a0   f (x)dx   4dx  4 , an   4cos(nx / 4)dx  0
40 40 40

0, n is even
14 4 n 
bn   4sin(nx / 4)dx  [(1)  1]   8
40 n  , n is odd
 n
 8
Then S(x) = 2   sin((2n  1)x / 4)
n 1 (2n  1)

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M.H. Eid Fourier Analysis
Harmonic Analysis
If f(x), x in [– L, L], f(x+ 2L) = f(x) is piecewise continuous function.
Also it satisfies additional conditions summarized in the following
table:
(I) (II)
f(x + L) = f(x), f is neither even nor odd f(x + L) = –f(x), f is neither even nor odd
a0, a2n, b2n exist a2n-1, b2n-1 exist
The F. series is even harmonic The F. series is odd harmonic
(a) (b) (c) (d)
f(x + L) = f(x) f(x + L) = f(x), f f(x + L) = – f(x) f f(x + L)= –f(x) f
f is even is odd is even is odd
a0, a2n exist b2n exist a2n-1 exist b2n-1 exist
The F. series is even The F. series is even The F. series is odd The F. series is
cosine harmonic sine harmonic cosine harmonic odd sine harmonic

Table 1

2L 2L
In the case (I): a 0   f (x)dx , a 2n   f (x)cos(2nx / L)dx
L0 L0

2L
b2n   f (x)sin(2nx / L)dx
L0
2L
In the case (II): a 2n 1   f (x)cos((2n  1) x / L)dx
L0

2L
b2n 1   f (x)sin((2n  1) x / L)dx
L0

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M.H. Eid Fourier Analysis
4 L/2 4 L/2
In the case (I-a): a 0   f (x)dx, a 2n   f (x)cos(2nx / L)dx
L 0 L 0

4 L/2
In the case (I-b): b2n   f (x)sin((2nx / L)dx
L 0

4 L/2
In the case (II-c): a 2n 1   f (x)cos((2n  1) x / L)dx
L 0

4 L/2
In the case (II-d): b2n 1   f (x)sin((2n  1) x / L)dx
L 0

Example 17
 x  , -  x  0
Write the Fourier series of the function f(x) = 
 x, 0  x  
and f(x + 2π) = f(x).
Solution
The given function is neither even nor odd and L = π, see figure 14,
and f(x + π) = f(x), case (I). Then
2 2
a 0   xdx   , a 2n   x cos 2nxdx  0
0 0

2 1
b2n   x sin 2nxdx 
0 n
  1
Then S(x) =   sin 2nx
2 n 1 n

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M.H. Eid Fourier Analysis

-π 0 π 2π 3π x

Fig.14

Example 18
Write the Fourier series of the function f(x) = |cos x|, x in [-π, π]
and f(x + 2π) = f(x).
Solution
The given function is even and L = π, see figure 15, and
4 / 2
f(x + π) = f(x), case (I-a). Then a 0   cos xdx  4 /  ,
 0

4 / 2 4
a 2n   cos x cos 2nxdx  (1)n 1
 0 (2n  1)(2n  1)

2  4(1)n 1
Then S(x) =   cos 2nx
 n 1 (2n  1)(2n  1)

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M.H. Eid Fourier Analysis
y

-π -π/2 0 π/2 π 3π/2 2π x

Fig.15

Example 19
Write the Fourier series of the function:
2, -  x   / 2
2, -/2  x  0

f(x)= 
2, 0  x  /2

-2, /2<x  
and f(x + 2π)= f(x).
Solution
The given function is odd and L = π, see figure 16, and f(x + π) = f(x),
case (I-b). Then
0, n is even
4 / 2 
b2n   2sin 2nxdx   8
 0  , n is odd
 n
 8
Then S(x) =  sin 2nx
n 1 n

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M.H. Eid Fourier Analysis
y

-π -π/2 0 π/2 π 3π/2 2π 5π/2 2π x

-2

Fig.16

Example 20
 x  , -  x  0
Write the Fourier series of the function f(x) = 
 x, 0  x  
and f(x + 2π) = f(x).
Solution
The given function is neither even nor odd and L = π, see figure 17,
and f(x + π) = – f(x), case (II). Then
2 4
a 2n 1   x cos(2n  1)xdx 
0 (2n 1)2

2 2
b2n 1   x sin(2n  1)xdx 
0 2n  1
 4 2
Then S(x) =  [ cos(2n  1)x  sin(2n  1)x]
n 1 (2n 1)
2 2n  1

23
M.H. Eid Fourier Analysis
y

-π 0 π 2π 3π x

-π
Fig.17

Example 21
 x  , -  x   / 2

Write the Fourier series of the function f(x)= | x |, | x |  / 2
 x  , /2< x  

and f(x + 2π) = f(x).

Solution
The given function is even and L = π and f(x + π) = – f(x), see figure
18, case (II-c). Then

4 / 2 2(1)n 4
a 2n 1   x cos(2n  1)xdx  
 0 2n  1 (2n 1)2

 2(1) n 4
Then S(x) =  [  ]cos(2n  1)x
n 1 2n  1 (2n 1) 2

24
M.H. Eid Fourier Analysis

π/2

-π -π/2 0 π/2 π 3π/2 2π 5π/2 3π x

-π/2

Fig.18

Example 22
1, -  x  0
Write the Fourier series of the function f(x) = 
1, 0  x  
and f(x + 2π) = f(x).

Solution
The given function is odd and L = π and f(x + π) = – f(x), see figure
4 / 2 4
19, case (II-d). Then b2n 1   sin(2n  1)xdx 
 0 (2n  1)
 4
Then S(x) =  sin(2n  1)x
n 1 (2n  1) 

25
M.H. Eid Fourier Analysis
y

-π 0 π 2π 3π x

-1

Fig.19

Remark 4
If f(x) is given in interval [0, L/2], period 2L. Then it can be expanded
as one of the following harmonic series:
(i)Even cosine harmonic (ii)Even sine harmonic
(iii)Odd cosine harmonic (iv)Odd sine harmonic

Example 23
Expand the function f(x) = x, x in [0, π/2], period 2π as:
(i)Even cosine harmonic (ii)Even sine harmonic
(iii)Odd cosine harmonic (iv)Odd sine harmonic
Solution
(i)The function becomes even and f(x + π) = f(x), see figure 20.

26
M.H. Eid Fourier Analysis

π/2

-π π/2 0 π/2 π 3π/2 2π 5π/2 3π x

Fig.20

4 /2 
Then a0   xdx 
 0 2
0, n is even
4 /2 
a 2n   x cos 2nxdx   2
 0   2 , n is odd
 n
  2
Then S(x) =   cos 2nx
4 n 1 (2n 1)2
(ii)The function becomes odd and f(x + π) = f(x), see figure 21.

4 / 2 (1)n 1
Then b2n   x sin 2nxdx 
 0 n

 (1) n 1
Then S(x) =  sin 2nx
n 1 n

27
M.H. Eid Fourier Analysis
y

π/2

-π π/2 0 π/2 π 3π/2 2π 5π/2 3π x

-π/2
Fig.21

(iii)The function becomes even and f(x + π) = – f(x), see figure 18 and
Example 26.
(iv)The function becomes odd and f(x + π) = – f(x), see figure 22.
y

π/2

-π π/2 0 π/2 π 3π/2 2π 5π/2 3π x

-π/2
Fig.22

4 / 2 4(1)n 1
Then b2n   x sin(2n  1)xdx 
 0 (2n 1)2
 (1) n 1
Then S(x) = 4  sin(2n  1)x .
2
n 1 (2n 1)
28