3.

Fourier Series
This short chapter offers a very brief review of [discrete] Fourier series.
The Fourier series of f (x) on the interval (L, L) is
( )
0
1
cos sin

n n
n
a n x n x
f x a b
L L

_ _ _
+ +

, , ,

where
( ) ( )
1
cos , 0, 1, , !,
n
L
L
n x
a f x dx n
L L

_


,

K
and
( ) ( )
1
sin , 1, , !,
L
n
L
n x
b f x dx n
L L

_


,

K
The "a
n
, b
n
# are the Fourier coefficients of f (x).
$ote that the cosine functions (and the function 1) are even, while the sine functions are
odd.
%f f (x) is even (f (x) & ' f (x) for all x), then b
n
& 0 for all n, leavin( a Fourier cosine
series (and perhaps a constant ter)) only for f (x).
%f f (x) is odd (f (x) & f (x) for all x), then a
n
& 0 for all n, leavin( a Fourier sine
series only for f (x).
*+a)ple !.1
*+pand ( )
( )
( )
0 0
0
x
f x
x x

< <

'
< +

in a Fourier series.
L = .
( ) ( )
0
0
0
1 1 1
0 a f x dx dx x dx

+

( )

0
1
0

x

+ 1

1
]
( ) ( )
( ) ( )

0
0
1 1
cos 0 cos
sin cos 1 1 1
n
n
a f x nx dx x nx dx
n x nx nx
n n

+
1

1
]

( ) ( )
( )

0
0
1 1
sin 0 sin
cos sin 1 1
n
b f x nx dx x nx dx
n x nx nx
n n

+
+ 1

1

]

Therefore the Fourier series for f (x) is
( )
( )
( )

1
1 1 1
cos sin
,
n
n
f x nx nx x
n n

_

+ + < <+

,

*+a)ple !.1 (-dditional $otes also see

.www.engr.mun.ca/~ggeorge/5432/demos/.)
The first few partial su)s in the Fourier series
( )
( )
( )

1
1 1 1
cos sin
,
n
n
f x nx nx x
n n

_

+ + < < +

,

are
0
,
S

cos sin
,
S x x

+ +

1
cos sin sin
,
S x x x

+ + +
!
1 1
cos sin sin cos! sin!
, / !
S x x x x x

+ + + + +
and so on.
The (raphs of successive partial su)s approach f (x) )ore closely, e+cept in the vicinity
of any discontinuities, (where a syste)atic overshoot occurs, the Gibbs phenomenon).
*+a)ple !.
Find the Fourier series e+pansion for the standard s0uare wave,
( )
( )
( )
1 1 0
1 0 1
x
f x
x
< <

'
+ < +

L & 1.
The function is odd (f (x) & f (x) for all x).
Therefore a
n
& 0 for all n. 1e will have a Fourier sine series only.
( )
( )
( )
0 1
1 0
0 1
1 0
1
1
1
sin sin sin
1
1 1
cos cos
n
n
b f x n x dx n x dx n x dx
n x n x
n n n

+

1 1
+
1 1
] ]

(can use sy))etry)
( )
( )
( )
1 1
1 1 , 1
sin sin 1
1
n k
n
f x n x k x
n k

_

_




,
,

The (raphs of the third and ninth partial su)s (containin( two and five non23ero ter)s
respectively) are displayed here, to(ether with the e+act for) for f (x), with a periodic
extension beyond the interval (1, '1) that is appropriate for the s0uare wave.
y = S
!
(x)
*+a)ple !. (continued)
y = S
/
(x)
Convergence
-t all points x = x
o
in (L, L) where f (x) is continuous and is either differentiable or the
li)its
( )
o
li)
x x
f x

and
( )
o
li)
x x
f x
+

both e+ist, the Fourier series conver(es to f (x).

-t finite discontinuities, (where the li)its
( )
o
li)
x x
f x

and
( )
o
li)
x x
f x
+

both e+ist), the

Fourier series conver(es to
( ) ( )
o o

f x f x + +
,
(usin( the abbreviations
( ) ( ) ( ) ( )
o o
o o
li) and li)
x x x x
f x f x f x f x
+

+
).
f (x) not continuous continuous but continuous and
at x = x
o
not differentiable differentiable
%n all cases, the Fourier series at x = x
o
conver(es to
( ) ( )
o o

f x f x + +
(the red dot).
Half-Range Fourier Series
- Fourier series for f (x), valid on [0, L], )ay be constructed by e+tension of the do)ain
to [L, L].
-n odd e+tension leads to a Fourier sine series4
( )
1
sin
n
n
n x
f x b
L

where
( ) ( )
0

sin , 1, , !,
n
L
n x
b f x dx n
L L
_


,

K
-n even e+tension leads to a Fourier cosine series4
( )
0
1
cos

n
n
a n x
f x a
L

_
+

,

where
( ) ( )
0

cos , 0, 1, , !,
n
L
n x
a f x dx n
L L
_


,

K
and there is auto)atic continuity of the Fourier cosine series at x & 0 and at x = t L.
*+a)ple !.!
Find the Fourier sine series and the Fourier cosine series for f (x) & x on [0, 1].
f (x) & x happens to be an odd function of x for any do)ain centred on x & 0. The odd
e+tension of f (x) to the interval [1, 1] is f (x) itself.
*valuatin( the Fourier sine coefficients,
( )
1
0

sin , 1, , !,
1 1
n
n x
b x dx n
_


,

K
( )
1
0

1
cos sin
1 1
n
x n x n x
b
n
n

1
_ _
+ 1

, ,
1
]
( )
1
1
n
n
+

Therefore the Fourier sine series for f (x) & x on [0, 1] (which is also the Fourier series
for f (x) & x on [1, 1] ) is
( ) ( )
( )
1
1
sin
1
n
n
n x
f x
n

or
( )
sin sin! sin ,
sin
! ,
x x x
f x x

_
+ +

,
K
This function happens to be continuous and differentiable at x & 0, but is clearly
discontinuous at the endpoints of the interval (x & t1).
Fifth order partial su) of the Fourier sine series for f (x) & x on [0, 1]
*+a)ple !.! (continued)
The even e+tension of f (x) to the interval [1, 1] is f (x) & 5 x 5.

*valuatin( the Fourier cosine coefficients,
( )
1
0

cos , 1, , !,
1 1
n
n x
a x dx n
_


,

K
( )
( )
( )
1
0

1
sin cos
n
x
a n x n x
n
n

1
+ 1
1
]
( )
( )
( )

1 1
n
n

and
1

0
1
0
0

1
1
a x dx x 1
]

*valuatin( the first few ter)s,

0 1 ! , 6 7
, , ,
1, , 0 , , 0 , , 0 ,
/ 6
a a a a a a a


K
or
( )
( )
( )
( )

,
1 0
1, !, 6,
0 , ,, 7,
n
n
n
a n
n

'

K
K
Therefore the Fourier cosine series for f (x) & x on [0, 1] (which is also the Fourier series
for f (x) & 5 x 5 on [1, 1] ) is
( )
( ) ( )
( )

1
cos 1
1 ,

1
k
k x
f x
k

or
( )

1 , cos! cos6 cos 8

cos
/ 6 ,/
x x x
f x x

_
+ + + +

,
K
*+a)ple !.! (continued)
Third order partial su) of the Fourier cosine series for f (x) & x on [0, 1]
$ote how rapid the conver(ence is for the cosine series co)pared to the sine series.
S
!
(x) for cosine series and S
6
(x) for sine series for f (x) & x on [0, 1]