Lecture

No.01
 Subject: Fourier Series And Transform
Code: MTH 226
Credit Hours: 02
Discipline: CS
 Fourier Series And
Transform
Introductions:
 Fourier analysis allows us to model periodic phenomena
which appear frequently in engineering and elsewhere.

 think about the rotating parts of machines, alternating

electric currents or motion of planets, where the related
periodic functions may be complicated. Now ingenious
idea of Fourier analysis is to represent complicated
functions in term of simple periodic functions, namely
cosines, and sines. The representation will be infinite
series called Fourier series.
 Fourier analysis has its most important applications in
modeling and solving partial differential equations
related to boundary and initial value problems of
mechanics, heat flow, electrostatics and other fields.

 The central starting point of Fourier analysis is Fourier

series. They are infinite series designed to represent
general periodic functions in term of simple ones,
namely sines and cosines.

 Fourier series are very important to the engineer and

physicist because they allow the solution of ODEs in
connection with forced oscillations and the
approximation of periodic functions.
 Fourier series are, in a certain sense, more
universal than the familiar Taylor series in
calculus because many discontinuous periodic
functions that come up in applications can be
developed in Fourier series but do not have
Taylor series expansion.

 In a digital age, the discrete Fourier transform

plays an important role. Signals, such as voice
or music are sampled and analyzed for
frequencies.
 
Periodic Function
A function f(x) is called a periodic function if f(x) is
defined for all real x, except possibly at some points, and if
there is some positive number P, called the Period of f(x)
such that
for all x.

 The smallest positive period is often called the

fundamental period.
 Familiar periodic functions are cosine, sine, tangent,
and cotangent.
 Examples of functions that are not periodic are x, , ,
and ln x.
 Fourier Series:
 

Fourier series are infinite series that represent periodic

functions in term of sines and cosines.
Suppose that f(x) is a given function of period and is such
that it can be represented by a series
a0  a1 cos x  b1 sin x  a2 cos 2 x  b2 sin 2 x  .................
 a0   n 1 ( an cosn x  bn sinn x )


That is, converges and moreover, has the sum f(x). Then
using equality sign, we write
f (x)  a0   n 1 (an cosn x  bn sinn x )


----------- (1)
This is called the Fourier series of f(x).
The coefficient of (1) are called Fourier Coefficients of f(x).
Which are given by Euler’s Formulae.

1
a0 
2 

f (x) dx


1
an   f (x) cos nx dx n  1, 2,.....
 

1
bn   f (x)sin nx dx n  1, 2,.....
 
Note the following important results of definite integrals:
  2   2
sin nx
1. 

cos nx dx 
n 
0 n0

  2   2
cos nx
2. 

sin nx dx  
n 
0 n0

  2   2
1
3. 

cos mx .cos nx dx 
2 

(cos( m  n) x  cos(m  n) x) dx n0

  2
1 sin(m  n) x sin(m n) x
  0 mn
2 mn mn 

  2   2
x sin 2nx
 cos nx dx    n0
2
4.

2 4n 
   2   2
1 cos(m  n) x cos(m  n) x
5.  sin mx .cos nx dx  
2 mn

mn 
0 mn


  2

6. 

sin nx .cos nx dx  0 n0

  2   2
7. 1 sin(m n) x sin(m  n) x


sin mx .sin nx dx 
2 mn

mn 
0 mn

  2   2
8. x sin 2nx
 sin nx dx    n0
2


2 4n 
   2   2
sin nx
1. 

cos nx dx 
n 
0 n0

Proof:
  2   2
sin nx sin n(  2 ) sin n


cos nx dx 
n 

n

n
sin n sin n
  n0
n n
0

Note that sin(2   )  sin 

   2   2
2. cos nx


sin nx dx  
n 
0 n0

Proof:
  2   2
cos nx cos n(  2 ) cos n


sin nx dx  
n 
 
n
 (
n
)

cos n cos n
  n0
n n
0

Note that cos(2   )  cos 

3.   2
1
  2



cos mx .cos nx dx 
2 

(cos( m  n) x  cos(m  n) x) dx n 0

  2
1 sin(m  n) x sin(m  n) x
  0 mn
2 mn mn 
Proof:
  2



cos mx .cos nx dx

 2 cos  .cos   cos(   )  cos(   )

  2
(cos( m  n ) x  cos(m  n) x)
 

2
dx n0

  2   2
1 1

2 

cos(m  n ) xdx 
2 

cos(m  n) x dx

  2   2
1 sin(m  n) x sin(m  n) x
 
2 mn  mn 
 1 sin(m  n)(  2 ) sin(m  n) 1 sin(m  n)(  2 ) sin(m  n)
   
2 mn mn 2 mn mn

1 sin(m  n) sin(m  n) 1 sin(m  n) sin(m  n)

    mn
2 mn mn 2 mn mn
 00  0

Proved
   2   2
x sin 2nx
 cos nx dx    n0
2
4. 2 4n 


Proof:
Let u  nx
du du
n  dx
dx n
Limit of integration will be u  n and u  n  2n
Then given integral will be
n  2 n n  2 n
du 1 ------ (1)
 
n
cos2 u 
n n 
n
cos2 u du

Using reduction formula

n 1
sin x cos x n 1
 
n2
cos n
xdx   cos xdx when n  even
n n
 2 1
sinu cos u 2 1
 cos udu  
2 2
2
 cos udu
2 2
sinu cosu 1
 cos udu  2  2  du
2

2sinu cosu u
 cos udu  4  2
2

sin 2u u
 cos udu  4  2
2

n  2 n n  2 n
 sin 2u u 
 cos udu    
2

n  4 2  n
 n  2 n
 sin 2n(  2 ) sin 2n n(  2 ) n 
 cos udu     
2

n  4 4 2 2 

n  2 n
 sin 2n sin 2n 2n n n 
 cos udu      
2

n  4 4 2 2 2 
n  2 n


n
cos2 udu  n

Put in eq. (1), we have

n  2 n n  2 n
du 1 1
 
n
cos2 u 
n n 
n
cos2 u du  .n  
n
  2
1
Therefore,
 

cos2 nx dx  .n  
n
 5.   2
1 cos(m  n) x cos(m  n) x
  2



sin mx .cos nx dx  
2 mn

mn 
0 mn

Proof:   2



sin mx .cos nx dx
 2sin  .cos   sin(   )  sin(   )
  2
(sin(m  n ) x  sin(m  n) x)
 

2
dx n0

  2   2
1 1

2 

sin( m  n ) xdx 
2 

sin(m  n) x dx

  2   2
1 cos(m  n) x cos(m  n) x
 
2 mn  mn 
 1 cos(m  n)(  2 ) cos(m  n) 1 cos(m  n)(  2 ) cos(m  n)
   
2 mn mn 2 mn mn

1 cos(m  n) cos(m  n) 1 cos(m  n) cos(m  n)

    mn
2 mn mn 2 mn mn
 00  0

Proved
6.   2



sin nx .cos nx dx  0 n0

  2
Proof:   sin nx .cos nx dx  0

  2
1

2 

2sin nx .cos nx dx  0

  2
1

2 

sin 2 nx dx  0

  2
1  cos 2nx 
 
2  2n 

1  cos 2n(  2 ) cos 2n 

  
2 2n 2n 
1  cos 2n cos 2n 
    0 n0
2  2n 2n  proved
   2   2
1 sin(m  n) x sin(m  n) x
7. 

sin mx .sin nx dx 
2 mn

mn 
0 mn

Proof:
  2



sin mx .sin nx dx
 2sin  .sin   cos(   )  cos(   )
  2
cos( m  n ) x  cos(m  n) x
 

2
dx mn

  2   2
1 1

2 

cos(m  n ) xdx 
2 

cos(m n) x dx

  2   2
1 sin(m  n) x sin(m  n) x
 
2 mn  mn 
 1 sin(m  n)(  2 ) sin(m  n) 1 sin(m  n)(  2 ) sin(m  n)
   
2 mn mn 2 mn mn

1 sin(m  n) sin(m  n) 1 sin(m  n) sin(m  n)

    mn
2 mn mn 2 mn mn
 00  0

Proved
   2   2
x sin 2nx
 sin nx dx    n0
2
8. 2 4n 


Proof:
Let u  nx
du du
n  dx
dx n
Limit of integration will be u  n and u  n  2n
Then given integral will be
n  2 n n  2 n
du 1 ------ (1)
 
n
sin 2 u 
n n 
n
sin 2 u du

Using reduction formula

n 1
 cos x sin x n 1
 
n2
sin n
xdx   sin xdx when n  even
n n
 2 1
 cosu sin u 2 1
 sin udu  
2 2
2
 sin udu
2 2
 cosu sinu 1
 sin udu  2  2  du
2

2sinu cosu u
 sin udu  
2

4 2
 sin 2u u
 sin udu  4  2
2

n  2 n n  2 n
  sin 2u u 
 sin udu    
2

n  4 2  n
 n  2 n
  sin 2n(  2 ) sin 2n n(  2 ) n 
 sin udu     
2

n  4 4 2 2 

n  2 n
 sin 2n sin 2n 2n n n 
 sin udu       
2

n  4 4 2 2 2 
n  2 n


n
sin 2 udu  n

Put in eq. (1), we have

n  2 n n  2 n
du 1 1

n
 sin 2 u 
n n 
n
sin 2 u du  .n  
n
  2
1
Therefore,
 

sin 2 nx dx  .n  
n
 
Derivations of Fourier Coefficients
Let f(x) be represented in the interval by Fourier series:

------------ (1)
a0
f (x)    n 1 ( an cosn x  bn sinn x )


2
To find the coefficients . We assume that the
a ,term
series (1) can be integrated a ,byb term from to .
0 n n

To find , integrate both sides of (1) from to . Then

a0
  2   2   2
a0
 



f (x)dx  

2
dx 

n 1
(an cosn x  bn sinn x )dx
      
  2   2   2   2
a0  


f (x)dx  

2
dx 

n 1
an cosn x dx 

b sinn x dx
n 1 n

  2
a0
 

f (x)dx  (  2   )  0  0  a0
2
  2
 

f (x)dx  a0

  2
1
 a0 
 

f (x)dx
 Tofind
n a
, multiply each side of (1) by cos nx and integrate
from to . Then
  2
 

f (x) cosnx dx

     
  2   2   2
a0  

2 

cos nxdx 

n 1
an cosn x cos nxdx 

b sinn x cos nxdx
n 1 n

Using integrals 1, 3, 4, 5, and 6.

  2



f (x) cosnx dx  0   an  0

  2
1
an 
 

f (x) cosnx dx
To find
 
b
n , multiply each side of (1) by and integrate
from to . Then
  2
 

f (x)sin n x dx

     
  2   2   2
a0  

2 

sin nxdx 

n 1
an cosn x sin nxdx 

b sinn x sin nxdx
n 1 n

Using integrals 2, 5, 6, 7, and 8.

  2


 f (x)sin nxdx  0  0   bn

  2
1
bn 
 

f (x)sin nx dx
 
Cor. 1. Making , the interval becomes , and the formulae
of reduce toa0 , an , bn

2
1
a0 
 
0
f (x)dx

2
1
an 
 
0
f (x) cos nx dx

2
1
bn 
 
0
f (x)sin nx dx
 
Cor. 2. Putting , the interval becomes , and the formulae
of reduce to a0 , an , bn


1
a0   f (x)dx
 

1
an   f (x) cos nx dx
 

1
bn   f (x)sin nx dx
 
 Example:1 Obtain the Fourier series for f (x)  e  x in
the interval 0  x  2 .
Sol:
We know that the Fourier series is
a0
f (x)    n 1 ( an cosn x  bn sinn x )

---------(1)
2
x
Here f (x)  e then (1) becomes
a0
e    n 1 (an cosn x  bn sinn x )
x 

2 ----------- (2)
Now the coefficients of Fourier series.
2 2  2
1 1 1 2  1  e
 0   
x x
a0  f (x)dx  e dx    e
 0
  0 
Now find an .
2 2
1 1
  cos nx dx
x
an  f (x) cos nx dx  e
 0
 0
I   e  x cos nx dx
 sin nx    x sin nx 
    e .
x
e  dx
 n   n 
e  x sin nx 1  x
   e .sin nx dx      (1)
n n
 sin nx dx
x
e

 cos nx    x  cos nx   e  x cos nx 1  x

    e     e .cos nxdx
x
 e   dx  
 n    n  n n
e  x cos nx 1
  I
n n
Put in eq. (1), we have
I   e  x cos nx dx
e  x sin nx 1  e  x cos nx 1 
    I       (1)
n n n n 
e  x sin nx 1  e  x cos nx 1 
I    I
n n n n 

e  x sin nx e  x cos nx 1
I  2
 2I
n n n

I e  x sin nx e  x cos nx
I 2  
n n n2
e  x (n.sin nx  cos nx )
I ( n 2  1) e  x (n.sin nx  cos nx )

I
n 2
n2 n2  1
Now apply limit 0  x  2
2 2
 e (n.sin nx  cos nx ) 
x

0 e cos nx dx  
x

n2  1 
0
2
1 2
0 e cos nx dx  n 2  1 e n.sin nx  e cos nx 0
x x x

2
1
0
 2  2
e cos x
nx dx  
 e n.sin n 2  e 0
. n.sin n (0)  e cos n (2 )  e 0
cos(0) 
n 1
2

2
1
0
 2
e cos x
nx dx  
1  e 
n 1
2

Hence the value of an is

2
1 1 1  e 2 
an 
 
0
f (x) cos nx dx  2 
n 1    
Now find bn
2
1
 sin nx dx
x
bn  e
 0

I   e  x sin nx dx

 cos nx    x  cos nx  
    e  
x
 e   dx
 n    n 
e  x cos nx 1  x
   e .cos nx dx      (1)
n n
 cos nx dx
x
e
x
 sin nx    sin nx   e sin nx 1  x
 e x      e .sin nxdx
x
  e   dx 
 n    n  n n
e  x sin nx 1
  I
n n
Put in eq. (1), we have
I   e  x sin nx dx
e  x cos nx 1  e  x sin nx 1 
    I
n n n n 
1 e  x cos nx e  x sin nx
I  2 I  
n n n2
ne  x cos nx  e  x sin nx
I ( n 2 1)
Now apply the limit of integration 0  x  2
2 2
  ne cos nx  e sin nx 
x x

0 e sin nx dx  
x
( n 2 1) 
0
2 2
  ne cos nx  e sin nx 
x x

0
x
e sin nx dx   ( n 2 1) 
 0
2
1
0
2
ex
sin nx dx  
  ne cos n (2 )  ne 0
cos n(0) 
(n  1)
2

2
n
0
2
e x
sin nx dx  
1  e 
(n  1)
2

Hence the value of bn is

2
1 1  n 2 
0 e sin nx dx    ( n 2  1) 1  e  
x
bn 
  
2 2 
1 n  1  e 
0 e sin nx dx  (n 2  1)   
x
bn 

Now Put all these value of coefficient in eq.(2, we have
a0
   n 1 ( an cosn x  bn sinn x )
x 
e
2
1 1  e 2  1 1  e2  n  1  e2 
  n 1 ( 2
x 
e      cosn x  2  sinn x )
2   n 1    ( n  1)   

 1  e 2   1 1 n 
  n 1 ( 2

e x    cosn x  2 sinn x ) 
   2 n 1 ( n  1) 
OR
x 1  e 2   1  1 1 1  1 2 3 
e     cos x  cos 2 x  cos 3 x  ....... 
  sin x  cos 2 x  sin 3 x  ....... 
  2  2 5 10  2 5 10 

This is the required Fourier series.

Thank You