MTH 303- ADVANCED

CALCULUS
Fourier Analysis: Part I
Fourier Series

A. S. BOROKINNI
aborokinni@oauife.edu.ng; borokinniadebowale@gmail.com

Department of Mathematics, Obafemi Awolowo University, Ile-Ife, Nigeria

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Outline

• Fourier Series for Function of Period 2π

• Euler’s Formulas
• Fourier Series of Functions of any Period
• Fourier Cosine and Sine Series
• Half-Range Fourier Expansion

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Fourier Series for Function of Period 2π

• Periodic Function: A function real-valued function f (x ) of a

real variable is called periodic if f (x ) is defined for all real x
except at some points, and if there exists a positive number α,
called period such that

f (x + α) = f (x ). (1)

• The smallest positive period is called the fundamental period.

The sine and cosine funcions are eamples of periodic functions
with fundamental period 2π.
• The sequence of functions

1, cos x , sin x , cos 2x , sin 2x , · · · , cos nx , sin nx , · · ·

each has a period 2π.

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Fourier Series for Function of Period 2π

• A series that can be obtained from the sequence is

∞
X
ao + (an cos nx + bn sin nx ), (2)
n=1

where ao , an and bn ar constants with n = 1, 2 · · · .

• If this series converges to the function f (x ), then
∞
X
f (x ) = ao + (an cos nx + bn sin nx ) (3)
n=1

is called the Fourier series of f (x ), and the constants ao , an and

bn are called the Fourier coefficients.

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Euler’s Formulas

• The Euler’s formulas determine the Fourier coefficients

• The Euler’s formulas are given by
1 Zπ 1Zπ
ao = f (x )dx , an = f (x ) cos nxdx
2π −π π −π
1Zπ
bn = f (x ) sin nxdx . (4)
π −π
• The Euler’s formulas can be proven using the following
orthogonality of the trigonometric system gven by
Z π Z π
cos nx cos mxdx = 0, sin nx sin mxdx (m 6= n)
−π −π
Z π
sin nx cos mxdx = 0 (m 6= n or m=n) (5)
−π
for n, m ∈ Z.

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• Suppose you are to obtain the Fourier series of the periodic
function f (x ) = −k for −pi < x < 0 and f (x ) = k for
0 < x < π and f (x ) = f (x + 2π).
• We shall obtain the Fourier coefficients as follows
1 Zπ 1 Z0 1 Zπ
ao = f (x )dx = −kdx + kdx
2π −π 2π −π 2π 0
k k
=− + = 0.
2π 2π
1Zπ
an = f (x ) cos nxdx = 0,
π −π
1Zπ 2k
bn = f (x ) sin nxdx = (1 − cos nπ).
π −π πn
• The Fourier series of f (x ) is
4k 1 1
f (x ) = (sin x + sin 3x + sin 5x + · · · ). (6)
π 3 5

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Fourier series of Functions of any Period

• Suppose g(v ) is a periodic function of period 2π such that

∞
X
g(v ) = ao + (an cos nv + bn sin nv ), (7)
n=1

where
1 Zπ 1Zπ
ao = g(v )dv , an = g(v ) cos nvdv
2π −π π −π
1Zπ
bn = g(v ) sin nvdv . (8)
π −π
• Consider the change of scale v = kx such that k is chosen so
that period v = 2π of g(v ) is achieved whenever x = 2L is the
period of f (x ) given by

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Fourier series of Functions of any Period

g(v ) = f (x ). (9)
π π
2π = k × 2L =⇒ k = =⇒ v = x .
L L

• Hence, we have
1 ZL 1ZL nπx
ao = f (x )dx , an = f (x ) cos dx (10)
2L −L L −L L
1ZL nπx
bn = f (x ) sin dx .
L −L L
• The Fourier series expansion becomes
∞ 
nπ nπ
X 
f (x ) = ao + an cos x + bn sin x . (11)
n=1 L L

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Fourier series of Functions of any Period

• Example: Find the Fourier series of the function f defined by

f (x ) = 0 for −2 < x < −1, f (x ) = k for −1 < x < 1 and
f (x = 0) for 1 < x < 2, where f (x + 4) = f (x ).
• The Fourier coefficients are given by
1 ZL 1Z 2 k
ao = f (x )dx = f (x )dx = .
2L −L 4 −2 2
Z L Z 2
1 πn 1 πn 2k nπ
an = f (x ) cos xdx = f (x ) cos xdx = sin .
L −L 2 2 −2 2 nπ 2
Z L Z 2
1 πn 1 πn
bn = f (x ) sin xdx = f (x ) sin xdx = 0.
L −L 2 2 −2 2
• The Fourier series expansion is
k 2k π 1 3π 1 5π
 
f (x ) = + cos x − cos x + cos x − · · · .
2 π 2 3 2 5 2

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Fourier Cosine and Sine Series

• Recall that a real-valued function g : I ⊂ R −→ R is even if

g(−x ) = g(x ). (12)

• The graph g is symmetric with respect to the vertical axis. An

important example of even function is the cosine function.
• A real-valued function h : I ⊂ R −→ R is odd if

h(−x ) = −h(x ). (13)

• An important example of odd function is the sine function.

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Fourier Cosine and Sine Series

• If f (x ) is an even periodic function with period 2L, then its

Fourier series is
∞
X nπ
f (x ) = ao + an cos x , (14)
n=1 L
1Z∞ 2ZL nπ
ao = f (x )dx and an = f (x ) cos xdx
L 0 L 0 L
Series is called the Fourier Cosine series of the function f (x ).
• If f (x ) is an odd function of period 2L, then its Fourier series is
given by
∞
X nπ 2ZL nπ
f (x ) = bn sin x , where bn = f (x ) sin xdx .
n=1 L L 0 L
(15)
The series is called Fourier sine series of f (x ).

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Fourier Cosine and Sine Series

• Keep in mind that the Fourier coefficient of a sum f1 + f2 are the

sum of the corresponding Fourier coefficients of f1 and f2 ; and
the Fourier coefficients of kf are k times the corresponding
Fourier coefficients of f , where k is a constant.
• Suppose you are to obtain the Fourier series of the function

f (x ) = x + π if − π < x < π and f (x + 2π) = f (x ).

• Let f1 (x ) = x and f2 (x ) = π. Clearly

∞
X 2 Z infty 2
f1 (x ) = bn sin nx , bn = f1 (x ) sin nxdx = − cos nπ.
n=1 π 0 n

1 1
 
f (x ) = f1 (x ) + f2 (x ) = π + 2 sin x − sin 2x + sin 3x + · · ·
2 3

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Half-Range Expansion

• Suppose f is defined over the interval 0 ≤ x ≤ L.

• An even periodic extension f1 of f is an even function defined
over R such that

f1 (x ) = f (x ), for 0 ≤ x ≤ L with f1 (x + 2L) = f1 (x ).

• An odd periodic extension f1 of f is an odd function defined over

R such that

f1 (x ) = f (x ), for 0 ≤ x ≤ L with f1 (x + 2L) = f1 (x ).

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• Suppose you are to find the two half-range expansions of the
function
2k L 2k L
f (x ) = x for 0 < x < and f (x ) = for < x < L.
L 2 L 2
• The even periodic extension of f (x ) has the Fourier cosine series
of the form ∞
X nπ
f1 (x ) = ao + an cos x ,
n=1 L
where
1ZL k
ao = f1 (x )dx =
L 0 2
2ZL nπ 4k nπ
 
an = f1 (x ) cos xdx = 2 2 2 cos − cos nπ − 1 .
L 0 L n π 2
• Fourier cosine series of the even periodic extension of f (x ) is
k 16k 1 2π 1 6π
 
f1 (x ) = − 2 cos x + cos x + · · · .
2 π 22 L 62 L

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• The odd-periodic extension of f , the Fourier series is
∞
X nπ
f2 (x ) = bn sin x
n=1 L

where
2ZL nπ
bn = f2 (x ) sin xdx
L 0 L
" #
2 Z L/2 2kx nπ Z L
2k(L − x ) nπ
= sin xdx + sin xdx
L 0 L L L/2 L L
8k nπ
= 2 2
sin .
n π 2
Hence, the other half-range expansion of f is
8k π 1 3π 1 5π
 
f2 (x ) = 2 sin x − 2 sin x + 2 sin x − · · · .
π L 3 L 5 L

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