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309: Linear Analysis Spring 2016

Lecture 14: April 29


Lecturer: Lucas Van Meter

14.1 Euler-Fourier Formulas

Last time we considered the family of functions

1, sin(nπx/L), and cos(nπx/L) where n = 1, 2, 3, . . .

The big idea is that these functions form an orthogonal basis for the vector space of continuous functions
with period 2L. Because they form a basis if f (x) is any continuous function with period 2L we should be
able to write

a0 X h  nπx   πx i
f (x) = + an cos + bn sin n
2 n=1
L L

which is the Fourier series for f (x). We use the orthogonality of this basis to compute the coefficients.
D  mπx E D  mπx   mπx E
f (x), cos = am cos , cos = am L.
L L L
This means Z L
1D  mπx E 1  mπx 
am = f (x), cos = f (x) cos dx.
L L L −L L
Similar computations work for the other coefficients and we summarize with the following result.

Theorem 14.1 (Euler-Fourier Formulas) Let f (x) be a continuous function of period 2L. Then the
Fourier series for f (x)

a0 X h  nπx   πx i
f (x) = + an cos + bn sin n
2 n=1
L L

has coefficients given by


Z L
1  nπx 
an = f (x) cos dx, n = 0, 1, 2, . . .
L −L L
Z L
1  nπx 
bn = f (x) sin dx, n = 1, 2, . . .
L −L L

Let’s go back to our example


 
0, bxc even 0, 0 ≤ x < 1,
f (x) = = with f (x + 2) = f (x) for all x.
1, dxe odd 1, −1 ≤ x < 0

We wish to find the Fourier coefficients. Let’s use the Euler-Fourier formulas.

14-1
14-2 Lecture 14: April 29

Z 1 Z 0 
1, n = 0,
an = f (x) cos (nπx) dx = cos (nπx) dx =
−1 −1 0, n≥1
and
1 0 
−1
Z Z 0
−2/(nπ), n odd,
bn = f (x) sin (nπx) dx = sin (nπx) dx = cos (nπx) =

−1 −1 nπ −1 0, n even

In conclusion, for this wave function



1 X 2
f (x) = − sin ((2n + 1)πx) .
2 n=0 (2n + 1)π

14.1.1 More examples

Example 14.2 Consider the function


f (x) = ex , −L < x < L, with f (x + 2L) = f (x) for all x.
What is the Fourier series?
Let’s sketch this function before going on.
First we note that this function does have period 2L so it should have a Fourier series. We use the Euler-
Fourier formulas to find the coefficients.

L L
(−1)n
Z Z
1  nπx  1  nπx  1 L
an = f (x) cos dx = ex cos dx = (e − e−L ) .
L −L L L −L L L 1 + (nπ/L)2
Similarly
L L
−1 L (−1)n (nπ/L)
Z Z
1  nπx  1  nπx 
bn = f (x) sin dx = ex sin dx = (e − e−L ) .
L −L L L −L L L 1 + (nπ/L)2

Before the next example let’s recall the notion of even and odd functions. A function is even if f (−x) = f (x)
for all x. A function is odd if f (−x) = −f (x). Examples of even functions are
1, x2 , x4 , x2 − 2x6 , cos(x).
Examples of odd functions are
x, x3 , x5 − 2x1 1, sin(x).
Notice that even and oddness are preserved by linear combinations and we can even say something about
the product of even and odd functions.
Notice that if f (x) is odd then
Z L
f (x)dx = 0
−L
and if f (x) is even then
Z L Z L
f (x)dx = 2 f (x)dx.
−L 0

The main use we will have is that if a function is odd then its Fourier series will only contain sine terms. If
a function is even it will only contain constant and cosine terms.
Lecture 14: April 29 14-3

Example 14.3 Consider the function

f (x) = 1 − |x|, −1 < x < 1, with f (x + 2) = f (x) for all x.

What is the Fourier series?


Let’s sketch this function before going on.
First we note that this function has period 2 so L = 1. Notice that this function is even so bn = 0 for all n.
We use the Euler-Fourier formulas to find the an coefficients.
Z 1 Z 1 Z 1
an = f (x) cos (nπx) dx = 2 f (x) cos (nπx) dx = 2 (1 − x) cos (nπx) dx
−1 0 0
1
4/(π 2 n2 ),

−2
Z
2 n odd
= sin (nπx) dx = 2 2 ((−1)n − 1) =
πn 0 π n 0, n even

If n = 0 we need a separate calculation to show a0 = 1. Therefore, the Fourier series of f (x) is



1 X 4
f (x) = + cos(π(2n + 1)x).
2 n=0 π (2n + 1)2
2