Fourier Series

Application
Fourier Series

Differential Equations Approximation Theory

Introduction
 Complicated Functions
Complicated Signals, Waveforms, Functions
Introduction: Fourier Series
Introduction: Why sinusoidal
 Periodic Function
So, first we will learn to approximate complicated periodic function (Fourier Series)
and then aperiodic complicated functions (Fourier Transform).

−𝑝 𝑝

−𝑝 𝑝

−𝑝 𝑝
Periodic Function
 Sine Function
Here 𝑇 = 𝑝 − −𝑝 = 2𝑝
2𝜋 2𝜋 𝜋
𝜔 = 2𝜋𝑓 = = =
𝑇 2𝑝 𝑝

𝜋
−𝑝 𝑝 𝑓 𝑥 = sin 𝑥
𝑝

or alternatively using t as dummy variable

𝜋
𝑓 𝑥 = sin 𝜔𝑥 𝑓 𝑡 = sin 𝑡
𝑝
 Sine Function
𝑝 𝑝
Here 𝑇 = − =𝑝−
2 2
2𝜋 2𝜋 2𝜋
𝜔 = 2𝜋𝑓 = = =
𝑇 𝑝 𝑝
2𝜋
−𝑝 𝑝 𝑓 𝑥 = sin 𝑥
𝑝

or alternatively using t as dummy variable

2𝜋
𝑓 𝑥 = sin 𝜔𝑥 𝑓 𝑡 = sin 𝑡
𝑝
 Sine Function
𝑝 𝑝 2𝑝
Here 𝑇 = − = −
3 3 3
2𝜋 3.2𝜋 3𝜋
𝜔 = 2𝜋𝑓 = = =
𝑇 2𝑝 𝑝
3𝜋
−𝑝 𝑝 𝑓 𝑥 = sin 𝑥
𝑝

or alternatively using t as dummy variable

3𝜋
𝑓 𝑥 = sin 𝜔𝑥 𝑓 𝑡 = sin 𝑡
𝑝
 Sine Function Sequence

𝜋 2𝜋 3𝜋
sin 𝑥 sin 𝑥 sin 𝑥
𝑝 𝑝 𝑝
Sinusoidal Function Sequence

𝜋 2𝜋 3𝜋
sin 𝑥 sin 𝑥 sin 𝑥
𝑝 𝑝 𝑝

𝜋 2𝜋 3𝜋
c𝑜𝑠 𝑥 cos 𝑥 cos 𝑥
𝑝 𝑝 𝑝
Sinusoidal Function Sequence & Constant Ftn
Linear Combination
Linear Combination
Linear Combination
 Fourier Series
Series form by linear combination of infinite sine and cosine terms (plus
constant function)
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
Fourier Series
 Fourier Analysis

𝑝
𝑛𝜋 𝑛𝜋
sin 𝑥 = න sin 𝑥 𝑑𝑥 =0
𝑝 −𝑝 𝑝
𝑝
𝑛𝜋 𝑛𝜋 0 𝑛≠0
cos 𝑥 = න cos 𝑥 𝑑𝑥 =ቊ
𝑝 −𝑝 𝑝 2𝑝 𝑛=0
Fourier Analysis
 Fourier Analysis

𝑝
𝑛𝜋 𝑚𝜋 𝑛𝜋 𝑚𝜋
sin 𝑥 cos 𝑥 =න sin 𝑥 cos 𝑥 𝑑𝑥
𝑝 𝑝 −𝑝 𝑝 𝑝

1 𝑝 𝑛+𝑚 𝜋 1 𝑝 𝑛−𝑚 𝜋
= න sin 𝑥 𝑑𝑥 + න sin 𝑥 𝑑𝑥 =0
2 −𝑝 𝑝 2 −𝑝 𝑝
 Fourier Analysis
𝑝
𝑛𝜋 𝑚𝜋 𝑛𝜋 𝑚𝜋
cos 𝑥 cos 𝑥 =න cos 𝑥 cos 𝑥 𝑑𝑥
𝑝 𝑝 −𝑝 𝑝 𝑝

1 𝑝 𝑛+𝑚 𝜋 1 𝑝 𝑛−𝑚 𝜋 0 𝑛≠𝑚

= න cos 𝑥 𝑑𝑥 + න cos 𝑥 𝑑𝑥 =ቊ
2 −𝑝 𝑝 2 −𝑝 𝑝 𝑝 𝑛=𝑚
 Fourier Analysis
𝑝
𝑛𝜋 𝑚𝜋 𝑛𝜋 𝑚𝜋
sin 𝑥 sin 𝑥 =න sin 𝑥 sin 𝑥 𝑑𝑥
𝑝 𝑝 −𝑝 𝑝 𝑝

1 𝑝 𝑛+𝑚 𝜋 1 𝑝 𝑛−𝑚 𝜋 0 𝑛≠𝑚

= − න cos 𝑥 𝑑𝑥 + න cos 𝑥 𝑑𝑥 =ቊ
2 −𝑝 𝑝 2 −𝑝 𝑝 𝑝 𝑛=𝑚
 Fourier Analysis
𝑛𝜋
sin 𝑥 =0
𝑝

𝑛𝜋 0 𝑛≠0
c𝑜𝑠 𝑥 =ቊ
𝑝 2𝑝 𝑛=0

𝑛𝜋 𝑚𝜋
sin 𝑥 cos 𝑥 =0
𝑝 𝑝

𝑛𝜋 𝑚𝜋 0 𝑛≠𝑚
sin 𝑥 sin 𝑥 =ቊ
𝑝 𝑝 𝑝 𝑛=𝑚

𝑛𝜋 𝑚𝜋 0 𝑛≠𝑚
cos 𝑥 cos 𝑥 =ቊ
𝑝 𝑝 𝑝 𝑛=𝑚
Textbook: Advanced Engineering Mathematics
Author: Dennis G Zill
Edition: Sixth
Chapter: 12-Orthogonal Functions and Fourier Series
Section: 12.2-Fourier Series
Page: 677
Fourier Series

Already proven that these integral is zero

Fourier Series
Goes to zero
Goes to zero
Goes to zero except n=m
Fourier Series
Fourier Series
Dirichlet Conditions
 Fourier Series
Section 12.2, Page 678

Solution
Step 1 Find p
𝑝=𝜋
Step 2 Calculate 𝑎0
 Fourier Series
Step 3 Calculate 𝑎𝑛 Finding the antiderivative
 Fourier Series

Now put the limits to find definite integral

𝜋 − 𝜋 − sin 𝑛𝜋 cos 𝑛𝜋 0 − 𝜋 − sin 𝑛0 cos 𝑛0

= − − −
𝜋𝑛 𝜋𝑛2 𝜋𝑛 𝜋𝑛2
 Fourier Series
Step 4 Calculate 𝑏𝑛
Finding the antiderivative
1 𝜋 1 0 𝜋
1
𝑏𝑛 = න 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥 = න 0𝑑𝑥 + න 𝜋 − 𝑥 sin 𝑛𝑥 𝑑𝑥 = න 𝜋 − 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋 −𝜋 𝜋 −𝜋 0 𝜋
 Fourier Series

Now put the limits to find definite integral

𝜋 − 𝜋 cos 𝑛𝜋 sin 𝑛𝜋 0 − 𝜋 cos 𝑛0 sin 𝑛0

= − − −
𝜋𝑛 𝜋𝑛2 𝜋𝑛 𝜋𝑛2

Step 5 Write the Fourier series

Fourier Series
Convergence of Fourier Series
 Fourier Series
Question. Find the Fourier series of the function f on the given interval. Give the number
to which the Fourier series converges at a point of discontinuity of f. Find the values of
Fourier Coefficients till n=3

Solution
Step 1 Find p
𝑝 = 𝜋/2
Step 2 Calculate 𝑎0

2 𝜋/2 2 0 𝜋/2
2
𝑎0 = න 𝑓 𝑥 𝑑𝑥 = න 0 𝑑𝑥 + න 𝑐𝑜𝑠𝑥 𝑑𝑥 =
𝜋 −𝜋/2 𝜋 −𝜋/2 0 𝜋
 Fourier Series
Step 3 Calculate 𝑎𝑛
2 𝜋/2 𝑛𝜋 2 𝜋/2 2 0 𝜋/2
𝑎𝑛 = න 𝑓 𝑥 cos 𝑥 𝑑𝑥 = න 𝑓 𝑥 cos 2𝑛𝑥 𝑑𝑥 = න 0 𝑑𝑥 + න cos 2𝑛𝑥 cos 𝑥 𝑑𝑥
𝜋 −𝜋/2 𝑝 𝜋 −𝜋/2 𝜋 −𝜋/2 0

Finding the antiderivative

2
න cos 2𝑛𝑥 cos 𝑥 𝑑𝑥
𝜋
 Fourier Series

Now put the limits to find definite integral

sin 2𝑛 + 1 𝜋/2 sin 2𝑛 − 1 𝜋/2 sin 2𝑛 + 1 0 sin 2𝑛 − 1 0

= + − +
𝜋 2𝑛 + 1 𝜋 2𝑛 − 1 𝜋 2𝑛 + 1 𝜋 2𝑛 − 1

sin 2𝑛 + 1 𝜋/2 sin 2𝑛 − 1 𝜋/2

𝑎𝑛 = +
𝜋 2𝑛 + 1 𝜋 2𝑛 − 1
 Fourier Series
Step 4 Calculate 𝑏𝑛
2 𝜋/2 𝑛𝜋 2 𝜋/2 2 0 𝜋/2
𝑎𝑛 = න 𝑓 𝑥 sin 𝑥 𝑑𝑥 = න 𝑓 𝑥 sin 2𝑛𝑥 𝑑𝑥 = න 0 𝑑𝑥 + න sin 2𝑛𝑥 cos 𝑥 𝑑𝑥
𝜋 −𝜋/2 𝑝 𝜋 −𝜋/2 𝜋 −𝜋/2 0

Finding the antiderivative

2
න sin 2𝑛𝑥 cos 𝑥 𝑑𝑥
𝜋
 Fourier Series

Now put the limits to find definite integral

cos 2𝑛 + 1 𝜋/2 cos 2𝑛 − 1 𝜋/2 cos 2𝑛 + 1 0 cos 2𝑛 − 1 0

= − − − − −
𝜋 2𝑛 + 1 𝜋 2𝑛 − 1 𝜋 2𝑛 + 1 𝜋 2𝑛 − 1
1 1
= +
𝜋 2𝑛 + 1 𝜋 2𝑛 − 1

4𝑛
𝑏𝑛 =
𝜋 4𝑛2 − 1
 Fourier Series
Step 5 Write the Fourier series
∞
1 sin 2𝑛 + 1 𝜋Τ2 sin 2𝑛 − 1 𝜋Τ2 4𝑛
𝑓 𝑥 = +෍ + . cos 2𝑛𝑥 + 2
. sin 2𝑛𝑥
𝜋 𝜋 2𝑛 + 1 𝜋 2𝑛 − 1 𝜋 4𝑛 − 1
𝑛=1

Step 6 Value of Fourier series at Discontinuity

cos 0 + 0 1
= =
2 2
 Fourier Series
Step 7 Calculate values of Fourier Coefficients
3𝜋 𝜋 4
sin sin 𝑏1 = = 0.424
𝑎1 = 2 + 2 = 0.212 𝜋 3
3𝜋 𝜋
5𝜋 3𝜋 8
sin 2 sin
2 = −0.042 𝑏2 = = 0.169
𝑎2 = + 𝜋 15
5𝜋 3𝜋
7𝜋 5𝜋
sin sin 2 12
𝑎3 = 2 + = 0.018 𝑏3 = = 0.109
7𝜋 5𝜋 𝜋 36