Fourier Series
Fourier Series
1. If f (x) is a bounded periodic function of period 2L (i.e. f (x + 2L) = f (x), and satisfies the Dirichlet conditions:
(a) In any period f (x) is continuous, except possibly for a finite number of jump discontinuities.
(b) In any period f (x) has only a finite number of maxima and minima.
where an and bn are as determined below. This series will converge to f (x) at every point where f (x) is continuous, and to
f (x+ ) + f (x− )
2
(i.e., the average of the left-hand and right-hand limits) at every point where f (x) has a jump discontinuity.
L
1 nπ x
an = f (x) cos dx, n = 0, 1, 2, 3, . . . ,
L −L L
L
1 nπ x
bn = f (x) sin dx, n = 1, 2, 3, . . .
L −L L
α+2L α+2L
1 nπ x 1 nπ x
an = f (x) cos dx and bn = f (x) sin dx
L α L L α L
where α is any real number. Thus if α = 0,
2L
1 nπ x
an = f (x) cos dx, n = 0, 1, 2, 3, . . . ,
L 0 L
2L
1 nπ x
bn = f (x) sin dx, n = 1, 2, 3, . . .
L 0 L
2. If in addition to the restrictions in (1), f (x) is an even function (i.e., f (−x) = f (x)), then the Fourier series reduces to
a0
∞
nπ x
+ an cos
2 n=1
L
3. If in addition to the restrictions in (1), f (x) is an odd function (i.e., f (−x) = − f (x)), then the Fourier series reduces to
∞
nπ x
bn sin
n=1
L
4. If in addition to the restrictions in (2) above, f (x) = − f (L − x), then an will be 0 for all even values of n, including n = 0.
Thus in this case, the expansion reduces to
∞
(2m − 1)π x
a2m−1 cos
m=1
L
A-58
Fourier Series A-59
5. If in addition to the restrictions in (3) above, f (x) = f (L − x), then bn will be 0 for all even values of n. Thus in this case,
the expansion reduces to
∞
(2m − 1)π x
b2m−1 sin
m=1
L
(The series in (4) and (5) are known as odd-harmonic series, since only the odd harmonics appear. Similar rules may be stated
for even-harmonic series, but when a series appears in the even-harmonic form, it means that 2L has not been taken as the
smallest period of f (x). Since any integral multiple of a period is also a period, series obtained in this way will also work,
but in general computation is simplified if 2L is taken to be the smallest period.)
6. If we write the Euler definitions for cos θ and sin θ, we obtain the complex form of the Fourier Series known either as the
“Complex Fourier Series” or the “Exponential Fourier Series” of f (x). It is represented as
1
n=+∞
f (x) = cn eiωn x
2 n=−∞
where
L
1
cn = f (x) e−iωn x dx, n = 0, ±1, ±2, ±3, . . .
L −L
with ωn = nπ
L
for n = 0, ±1, ±2, . . . The set of coefficients cn is often referred to as the Fourier spectrum.
7. If both sine and cosine terms are present and if f (x) is of period 2L and expandable by a Fourier series, it can be represented
as
a0
∞ nπ x
f (x) = + cn sin + φn ,
2 n=1
L
an
where an = cn sin φn , bn = cn cos φn , cn = an2 + bn2 , φn = arctan
bn
It can also be represented as
nπ x
a0
∞
bn
f (x) = + cn cos + φn , where an = cn cos φn , bn = −cn sin φn , cn = an2 + bn2 , φn = arctan −
2 n=1
L an
8. The following table of trigonometric identities should be helpful for developing Fourier series.
n n even n odd n/2 odd n/2 even
sin nπ 0 0 0 0 0
cos nπ (−1) n +1 −1 +1 +1
∗ sin nπ
2
0 (−1) (n−1)/2 0 0
∗ cos nπ2
(−1) n/2 √
0 −1 +1
(n2 +4n+11)/8
sin nπ
4 2
2
(−1) (−1) (n−2)/4 0
4 πx 1 3π x 1 5π x
1= sin + sin + sin + ··· [0 < x < k]
π k 3 k 5 k
2k πx 1 2π x 1 3π x
x= sin − sin + sin − ··· [−k < x < k]
π k 2 k 3 k
k 4k πx 1 3π x 1 5π x
x= − 2 cos + 2 cos + 2 cos + ··· [0 < x < k]
2 π k 3 k 5 k
2k2 π2 4 πx π2 2π x π2 4 3π x
x2 = 3 − sin − sin + − 3 sin
π 1 1 k 2 k 3 3 k
2
π2 4π x π 4 5π x
− sin + − 3 sin + ··· [0 < x < k]
4 k 5 5 k
k2 4k2 πx 1 2π x 1 3π x 1 4π x
x2 = − 2 cos − 2 cos + 2 cos − 2 cos + ···
3 π k 2 k 3 k 4 k
[−k < x < k]
1 1 1 π
1− + − + ··· =
3 5 7 4
1 1 1 π2
1− + 2 + 2 + ··· =
22 3 4 6
1 1 1 π2
1− 2 + 2 − 2 + ··· =
2 3 4 12
1 1 1 π2
1+ 2 + 2 − 2 + ··· =
3 5 7 8
1 1 1 1 π2
+ 2 + 2 + 2 + ··· =
22 4 6 8 24
f (x) = 4
π
1
n
sin nπLx
n=1,3,5...
∞
(−1) n
f (x) = 2
π n
cos nπc
L
− 1 sin nπ x
L
n=1
∞
c+2 (−1) n
f (x)= L π n sin nπLc cos nπLx
n=1
∞
sin( 12 nπc/L)
f (x) = 2
L
sin nπ
2 1 nπc/L sin nπLx
n=1 2
A-60