FOURIER

SERIES
&
ITS APPLICATION

Made By :VENKATESH DUBEY (120150119125)

SMIT JOSHI (120150119027)

GUIDED BY: Prof. K.K.Pokar

* CONTENTS *

FOURIER SERIES.
APPLICATION OF FOURIER SERIES :FORCED OSCILLATION.
APPROXIMATION BY TRIGNOMETRIC
POLYNOMIALS.

FOURIER SERIES
JOSEPH FOURIER
(Founder of Fourier series)

PLAY

As we know that TAYLOR SERIES representation of

functions are valid only for those functions which are
continuous and differentiable. But there are many
discontinuous periodic function which requires to express
in terms of an infinite series containing sine and cosine
terms.
FOURIER SERIES, which is an infinite series representation
of such functions in terms of sine and cosine terms, is
useful here. Thus, FOURIER SERIES, are in certain sense,
more UNIVERSAL than TAYLORs SERIES as it applies to all
continuous, periodic functions and also to the functions
which are discontinuous in their values and derivatives.
FOURIER SERIES a very powerful method to solve ordinary
and partial differential equation, particularly with periodic
functions appearing as non-homogenous terms.

Fourier waves

FOURIER SERIES can be generally written as,

Where,
(1.1)
(1.2)
(1.3)
Fourier series make use of the orthogonality
relationships of the sine and cosine functions.

BASIS FORMULAE OF FOURIER SERIES

The Fourier series of a periodic function (x) with period
2 is defined as the trigonometric series with the
coefficient a0, an and bn, known as FOURIER
COEFFICIENTS, determined by formulae (1.1), (1.2) and
(1.3).
The individual terms in Fourier Series are known as
HARMONICS.
Every function (x) of period 2 satisfying following
conditions known as DIRICHLETS CONDITIONS, can be
expressed in the form of Fourier series.

CONDITIONS :1. (x) is bounded and single value.

(A
function (x) is called single valued if each point in
the domain, it has unique value in the range.)
2. (x) has at most, a finite no. of maxima and
minima in the interval.
3. (x) has at most, a finite no. of discontinuities in
the interval.
EXAMPLE:
sin-1x, we can
say that the function sin-1x cant be expressed as
Fourier series as it is not a single valued function.
tanx, also in the interval (0,2) cannot be
expressed as a Fourier Series because it is infinite
at x= /2.

Fourier series for EVEN and ODD functions

EVEN FUNCTIONS

If function (x) is an even periodic function with the

period
2L (L x L), then (x)cos(nx/L) is even while
(x)sin(nx/L) is odd.
Thus the Fourier series expansion of an even periodic
function (x) with period 2L (L x L) is given by,

a0
nx
f ( x)
an cos
2
L
n 1
Where,

2
a0
L

f ( x )dx

2 L
nx
an f ( x) cos
dx
0
L
L
bn 0

n 1,2,

ODD FUNCTIONS

If function (x) is an even periodic function with the period

2L (L x L), then (x)cos(nx/L) is even while
(x)sin(nx/L) is odd.
Thus the Fourier series expansion of an odd periodic
function (x) with period 2L (L x L) is given by,

nx
f ( x ) bn sin(
)
L
n 1

Where,

2 L
nx
bn f ( x ) sin
dx
0
L
L

n 1,2,

Examples..
Question.: Find the fourier series of f(x) = x2+x , - x .
Solution.: The fourier series of (x) is given by,

Using above,

a0

f ( x )dx
( x 2 x )dx

1 x3
x2

3
2

1 3
2
3 2

3
2
3
2

a0

Now,

1
an

f ( x) cos nxdx

sin nx
cos nx
sin nx
( x 2 x)

(
2
x

1
)

(
2
)

2
3
n
n
n

cos n
cos n
(2 1)
(2 1)
2
n
n 2

( x 2 x) cos nxdx

( 1) n
(1) n
(2 1) 2 (2 1) 2
n
n

4(1) n

n2
1

Now,

1
bn f ( x) sin nxdx

1 2
( x x) sin nxdx

cos nx
sin nx
cos nx
2
( x x) n (2 x 1) n 2 (2) n 3

( 2 )
( 2 )
n
n
( 1)
(1)

n
n

(1) n

2 2
n
2( 1) n

n
1

Hence fourier series of, f(x) = x2+x,

2
n
n

4
(

1
)
2
(

1
)
x2 x

cos
nx

sin
nx

3
n2
n
n 1

APPLICATIONS
OF
FOURIER SERIES

1.Forced Oscillation

Consider a mass-spring system as before, where we

have a mass m on a spring with spring
constant k, with damping c, and a force F(t) applied
to the mass.
Suppose the forcing function F(t) is 2L-periodic for
some
L > 0.
The equation that governs this
particular setup is

mx(t) + cx(t) + kx(t) = F(t)

The general solution consists of the

complementary solution xc, which
solves the associated
homogeneous equation mx + cx + kx = 0, and a
particular solution of (1) we call xp.

For c > 0,
the complementary solution xc will decay as time
goes by. Therefore, we are mostly interested in
a
particular solution xp that does not decay and is
periodic with the same period as F(t). We call
this
particular solution the steady periodic solution
and we write it as xsp as before. What will be
new in
this section is that we consider an arbitrary
forcing function F(t) instead of a simple cosine.
For simplicity, let us suppose that c = 0. The
problem with c > 0 is very similar. The equation
mx + kx = 0
has the general solution,
x(t) = A cos(t) + B sin(t);

Any solution to mx(t) + kx(t) = F(t) is of the

form
A cos(t) + B sin(t) + xsp.
The steady periodic solution xsp has the same
period as F(t).
In the spirit of the last section and the idea of
undetermined coecients we first write,

hen we write a proposed steady periodic solution x as,

where an and bn are unknowns. We plug x into the deferential

equation and solve for an and bn in terms of cn and dn.

2. Heat equation

Heat on an insulated wire

Let us first study the heat equation. Suppose that we have

a wire (or a thin metal rod) of length L that is insulated
except at the endpoints. Let x denote the position along
the wire and let t denote time. See Figure,

Let u(x; t) denote the temperature at point x at time t.

The equation governing this setup is the so-called onedimensional heat equation:

Where, k

Q x
At T

where k > 0 is a constant (the thermal conductivity of

the material). That is, the change in heat at a
specific point is proportional to the second derivative of
the heat along the wire. This makes sense; if at a fixed t
the graph of the heat distribution has a maximum (the
graph is concave down), then heat flows away from the
maximum. And vice-versa.

We will generally use a more convenient notation for

partial derivatives. We will write ut instead of u/t , and
we will write uxx instead of 2u/x2 With this notation the
heat equation becomes,
ut = k.uxx

For the heat equation, we must also have some

boundary conditions. We assume that the ends of the
wire are either exposed and touching some body of
constant heat, or the ends are insulated. For example, if
the ends of the wire are kept at temperature 0, then we
must have the conditions.
u(0; t) = 0 and u(X; t) = 0

The Method of Separation of Variables

Let us divide the partial differential equation shown
earlier by the positive number , define / and
rename f(x, t) as f (x, t) again. Then we have,

We begin with the homogeneous case f(x, t) 0. To

implement the method of separation of variables we write
T(x, t) = z(t) y(x), thus expressing T(x, t) as the product of
a function of t and a function of x. Using z to denote dz/dt
and y, y to denote dy/dx, d2y/dx2, respectively, we
obtain,

Assuming z(t), y(x) are non-zero, we then have,

Since the left hand side is a constant with respect to x

and the right hand side is a constant with respect to t,
both sides must, in fact, be constant. It turns out that
constant should be taken to be non-positive, so we
indicate it as 2; thus,

and we then have two ordinary differential equations ,

We first deal with the second equation, writing it as,

The general solution of this equation takes the form ,

y(x) = c cosx + d sinx.
Since we want y(x) to be periodic with period L the
choices for are,

The choice k= 0 is only useful for the cosine; cos0 = 1.

Indexing the coefficients c, d to correspond to the
indicated choices of , we have solutions for the y
equation in the forms,
C0 = constant.

Now, for each indicated choice =2k/L the z equation

takes the form,

Which has the general solution,

Absorbing the constant c appearing here into the earlier

ck, dk we have solutions of the homogeneous partial
differential equation in the form,
T (x, t) = c0

Since we are working at this point with a linear

homogeneous equation, any linear combination of these
solutions will also be a solution. This means we can
represent a whole family of solutions, involving an
infinite number of parameters, in the form,

It should be noted that this expression is a representation

of T (x, t) in the form of a Fourier series with coefficients
depending on the time, t:

Where,

The coefficients ck(t), dk(t), k= 1,2,3,in the above

representation of T(x, t) remain undetermined, of course,
to precisely the extent that the constants ck, dk remain
undetermined. In order to obtain definite values for these
coefficients it is necessary to use the initial temperature
distribution T0(x). This function has a Fourier series
representation,

Where,

To obtain agreement at t= 0 between our Fourier series

representation of T(x,0) and this Fourier series
representation of T0(x) we require, since
exp(42k2 / L2 .0)= 1,
c0=a0, ck=ak, dk=bk, k= 1,2,3,

Thus we have, in fact, the heat equation,

Where, a0, ak, bk, k= 1,2,3, are Fourier coefficients of

initial temperature distribution T0 (x).

!!!THE END!!!