Lecture 20

Fourier Series
20.1 Idea
The main concept here is that we want to be able to represent some real function as an
expansion in a series of sines and cosines,
f(x) =
a
o
2
+

n=1
a
n
cos(nx) +

n=1
b
n
sin(nx) (20.1)
This is great, but we are still required to determine the unknown coecients a
o
, a
n
, b
n
. Before
proceeding on the method to determine this, we need to justify why we would want to do
this in the rst place.
(a) Advantages: We can represent both continuous and discontinous functions such as
the square wave or sawtooth wave forms,
Sawtooth
(b) Note: Such functions are not expandable in Taylor or Maclaurin series, since these
functions have a number of discontinuities and, therefore, there derivatives are not
dened (recall that the coecients that are calculated in these series are derivatives of
the function at the point about which the expansion is being performed).
86
LECTURE 20. FOURIER SERIES 87
Square wave
(c) Requirements
1. There can only be a nite number of discontinuities.
2. There can only be a nite number of extremum.
3. The function must thus be Piecewise Continuous.
20.2 The Fourier Trick
We begin by presuming that our above series representation 20.1 must converge
uniformly to f(x) on the interval x and, thus, f(x) is continuous on
x .
Thus, we can integrate term by term on this interval
Let us now derive the Fourier coecients indicated above:
1. We rst multiply f(x) in 20.1 by cos(mx):
f(x) cos(mx) =
a
o
2
cos(mx) +

n=1
(a
n
cos(nx) cos(mx) + b
n
sin(nx) cos(mx))
2. Now integrate this series on the interval [, ] (i.e. over an even interval.
_

f(x) cos(mx)dx =
a
o
2
_

cos(mx)dx+

n=1
_
a
n
_

cos(nx) cos(mx) + b
n
_

sin(nx) cos(mx)
_
(20.2)
3. We now take note of some important symmetry features:
LECTURE 20. FOURIER SERIES 88
(a) Due to the periodicity of the sine and cosine functions,
_

cos(nx)dx =
_

sin(nx)dx = 0, for n = 1, 2, . . . . (20.3)

which means that the rst integral on the r.h.s. of 20.2 vanishes.
(b) sin(x) is an odd function, while cos(x) is an even function.
(c) The product of two odd or two even functions gives an even function. The
product of an odd and even function gives an odd function.
(d) The integral of an odd function over an even or symmetric interval is zero.
This implies that the third integral on the r.h.s of 20.2 vanishes.
(e) In order to perform the remaining integral in 20.2, we take note of some basic trig
identities:
cos(mx) cos(nx) =
1
2
[cos(m + n)x + cos(mn)x] (20.4)
sin(mx) sin(nx) =
1
2
[cos(mn)x cos(m + n)x] (20.5)
4. Therefore,
_

cos(nx) cos(mx)dx =
1
2
_

cos(m + n)xdx +
1
2
_

cos(mn)xdx
=
1
2(m + n)
sin(m + n)x|

+
1
2(mn)
sin(mn)x|

= 0
for all integer values of m = n. However, if m = n, then,
_

cos
2
(nx)dx =
_

1 + cos(2nx)
2
dx =
Therefore,
_

cos(nx) cos(mx)dx =
_
, if m = n
0 , if m = n

nm
. (20.6)
Thus, equation 20.2 becomes,
_

f(x) cos(mx)dx =

n=1
a
n

nm
= a
m
(20.7)
To obtain the a
o
coecient, we take note that when m = 0, equation 20.2 becomes:
_

f(x)dx =
a
o
2
_

dx = a
o
(20.8)
LECTURE 20. FOURIER SERIES 89
5. We can determine b
m
by using a similar trick, this time multiplying both sides of 20.1
by sin(mx) and integrating from to . We once again take note of the following,
For m = n:
_

sin(nx) sin(mx)dx =
1
2
_

cos(mn)xdx
1
2
_

cos(m + n)xdx
=
1
2(mn)
sin(mn)x|

1
2(m + n)
sin(m + n)x|

= 0
For m = n:
_

sin
2
(nx)dx =
Summary:
_

sin(nx) sin(mx)dx =
_
, if m = n
0 , if m = n
(20.9)

nm
. (20.10)
Thus we nd,
_

f(x) sin(mx)dx =

n=1
b
n

nm
= b
m
(20.11)
6. We have been using intervals of [, ], but we can generalize this to intervals of [l, l]
by performing the following straightforward transformation:
x
x
l
7. Summary For a function f(x) that is continuous for all x and periodic with period
2l, the Fourier Series:
f(x) =
a
o
2
+

n=1
_
a
n
cos
_
nx
l
_
+ b
n
sin
_
nx
l
__
(20.12)
converges uniformly to f(x) for all x, with Fourier Coecients,
a
o
=
1
l
_
l
l
f(t)dt
a
n
=
1
l
_
l
l
f(t) cos
_
nt
l
_
dt (20.13)
b
n
=
1
l
_
l
l
f(t) sin
_
nt
l
_
dt
with n = 0, 1, 2, . . . ..
LECTURE 20. FOURIER SERIES 90
8. Objections:
(i) Periodicity That the functions must be periodic with period 2l (for eg., con-
sider the functions e
x
, ln(1 + x), etc. that are not periodic, but do have Taylor
expansions).
(ii) Uniform Convergence
Can have continuous functions for which the Fourier series does not converge
to the function.
Can have discontinous functions such that the series does converge to the
function. However, if the function is discontinous, then convergence cannot
be uniform.