3 Fourier Series

3.1 Introduction
Although it was not apparent in the early historical development of the method
of separation of variables, what we are about to do is the analog for function
spaces of the following basic observation, which explains why the standard basis
i = e1 , j = e2 , and k = e3 , in 3-space is so useful. The basis vectors are an
orthonormal set of vectors, which means

e1 · e2 = 0, e1 · e3 = 0, e2 · e3 = 0,
e1 · e1 = 1, e2 · e2 = 1, e3 · e3 = 1.

Any vector v in 3-space, has a unique representation as

v = b1 e1 + b2 e2 +b3 e3 .

Furthermore, the coefficients b1 , b2 , and b3 are easily computed from v :

b1 = v · e1 , b2 = v · e2 , b3 = v · e3 .

Just as was the case for the laterally insulated heat-conducting rod and for
the small transverse vibrations of a string, whenever the method of separation
of variables is used to solve an IBVP, you reach a point where certain data given
by a function f (x) must be expanded in a series of one of the following forms
in which L > 0 :
∞
X nπx
f (x) = bn sin ,
n=1
L
Fourier Sine Series Expansion
∞
a0 X nπx
f (x) = + an cos ,
2 n=1
L
Fourier Cosine Series Expansion

a0 X ³ nπx ´
∞
nπx
f (x) = + an cos + bn sin ,
2 n=1
L L
Fourier Series Expansion

or, more generally,

∞
X
f (x) = fn ϕn (x)
n=1
Eigenfunction Expansion

where ϕn (x) are the eigenfunctions of an EVP that arises in the separation of
variables process.

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 Just for the record the Fourier sine and cosine series and the general Fourier
series expansions arise from the EVPs
½
X 00 − λX = 0,
X (0) = 0, X (L) = 0,
½
X 00 − λX = 0,
X (0) = 0, X 0 (L) = 0,
0
½
X 00 − λX = 0,
.
X (0) = X (2L) , X 0 (0) = X 0 (2L)

In the context of heat conduction in a laterally insulated homogeneous rod,

the first EVP comes up when the rod’s ends are held at temperature zero; the
second when the ends of the rod are insulated; and the third when the rod is
bent into a heat ring (doughnut) whose central circle has circumference 2L.
To set the stage for how to proceed with the study of Fourier series and
more general eigenfunction expansions, let’s review the corresponding situation
for Taylor series and Taylor series expansions. Let f (x) be a function with
infinitely many derivatives on an interval containing x = 0. Suppose we suspect
that f (x) has a power series expansion, say,
∞
X
f (x) = fn xn on some interval I containing 0.
n=0

Then term-by-term differentiation of the power series shows that

f (n) (0)
fn = .
n!
Now, suppose we do not know that f (x) has a power series expansion, but we
hope that it does. It is natural to form the infinite series
X∞
f (n) (0) n
x
n=0
n!
| {z }
Taylor series of f about 0

and to try and prove that this series converges at least for x near 0 and has sum
f (x) . If all this works out we have obtained a power series expansion for f (x) .
So there are two basic questions:

TS 1. For which x (if any) does the Taylor series of f (x) converge?
TS 2. For which x (if any) is f (x) the sum of its Taylor series?

When f (x) is the sum of its Taylor series over some interval we call
X∞
f (n) (0) n
f (x) = x the Taylor series expansion of f about 0.
n=0
n!

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3.2 Fourier Series
Evidently, Fourier sine and cosine series can be regarded as special cases of a
general Fourier series so we will discuss Fourier series first and specialize the
results to get information about Fourier sine and cosine series.
We start by inquiring whether a rather general function f (x) has a series
expansion of the form

a0 X ³ nπx ´
∞
nπx
f (x) = + an cos + bn sin ,
2 n=1
L L

over some interval, say the full real line. If so, the coefficients an and bn must
depend on the function f (x) in some way. A formal calculation, based on
orthogonality relations satisfied by cos (nπx/L) and sin (nπx/L) , leads to
Z L
1 nπx
an = f (x) cos dx,
L −L L
ZL
1 nπx
bn = f (x) sin dx.
L −L L

We call an and bn the Fourier coefficients of f (x) . The trigonometric series

formed using the Fourier coefficients,

a0 X ³ nπx ´
∞
nπx
+ an cos + bn sin ,
2 n=1
L L

is called the Fourier series of f (x) . The notation

a0 X ³ nπx ´
∞
nπx
f (x) ∼ + an cos + bn sin
2 n=1
L L

means that the series on the right is the Fourier series of f (x) . The same two
questions posed for Taylor series are relevant for Fourier series:

FS 1. For which x (if any) does the Fourier series of f (x) converge?
FS 2. For which x (if any) is f (x) the sum of its Fourier series?

When f (x) is the sum of its Fourier series on some interval, we call

a0 X ³ nπx ´
∞
nπx
f (x) = + an cos + bn sin
2 n=1
L L

the Fourier series expansion of f (x) on that interval.

Evidently an understanding of Fourier series involves some familiarity with
properties of periodic functions.

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3.3 Elementary Properties of Periodic Functions
All functions in this section are real-valued and defined on the real line. Let
p 6= 0. A function f (x) is periodic with period p (p periodic for short or just
periodic if the period is understood) if f (x + p) = f (x) for all x in its domain.
Fact 1. If f (x) is p periodic, then f (x) is ±np periodic for every integer n 6= 0;
that is, every nonzero integer multiple of a period is a period.
Fact 2. If f (x) and g (x) are p periodic, then αf (x) + βg (x) is p periodic for
all scalars α and β; that is, the p periodic functions are a function space.
Fact 3. Every nonconstant, continuous p periodic function has a smallest pos-
itive period, called its fundamental period (or primitive period). Every
period of the function is an integer multiple of the fundamental period.
Fact 4. If f (x) is p periodic and integrable over [0, p] , then it is integrable over
any interval [a, b] of length p and
Z b Z p
f (x) dx = f (x) dx.
a 0

Fact 5. Any property of a p periodic function can be recast as an equivalent

property of a 2π periodic function and conversely because
³ p ´
f (x) is p periodic ⇐⇒ g (x) = f x is 2π periodic.
2π
Consequently, theoretical results about Fourier series are often established
in the 2π periodic case. The corresponding result for any other period follows
free of charge from the foregoing equivalence (change of variable).

3.4 Even and Odd Functions

All functions in this section are real-valued and defined on a subset of the real
line. A function f is even if its graph is symmetric with respect to the y-axis;
equivalently,
f is even iff f (−x) = f (x) for all x in the domain of f.
A function f is odd if its graph is symmetric with respect to the origin; equiv-
alently,
f is odd iff f (−x) = −f (x) for all x in the domain of f.
This terminology is used because even and odd functions share some (not all)
algebraic properties of even and odd numbers: For functions
Even
(Even) (Even) = Even, = Even,
Even
Odd
(Odd) (Odd) = Even, = Even,
Odd
(Even) ± (Even) = Even, (Odd) ± (Odd) = Odd,

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What can you say about (Even) ± (Odd)?

Fact 1. Most functions are neither even nor odd.

Fact 2. Every function defined on a symmetric interval about the origin is the
sum of an even and an odd function.
Fact 3. Properties of even and odd functions are especially useful in evaluating
certain integrals over intervals symmetric about the origin:
Z L Z L
f even =⇒ f (x) dx = 2 f (x) dx,
−L 0
Z L
f odd =⇒ f (x) dx = 0.
−L

Fact 4. The Fourier series of an even 2L periodic function is a cosine series.

Fact 5. The Fourier series of an odd 2L periodic function is a sine series.

3.5 Fourier Sine and Cosine Series in Action

In a number of situations in which separation of variables is used to solve an
IBVP, you reach a situation where you need to expand a given function f (x)
defined only for 0 ≤ x ≤ L into either a Fourier sine series or a Fourier cosine
series. This is easy to do if you remember Facts 4 and 5 in Sec. 3.4.

If you need a cosine series, just extend the given function f (x) to an even
function on −L ≤ x ≤ L by defining f (x) = f (−x) for −L ≤ x ≤ 0 and then
make the extended function 2L periodic by requiring that f (x + 2L) = f (x)
for all x. The extended function will be an even periodic function and, hence,
its Fourier series will be a Fourier cosine series; you just use that series on
0 ≤ x ≤ L.

(Picky point: The even extension of f to −L ≤ x ≤ L is a new function as is

the 2L periodic extension of the even extension of f ; nevertheless, being sane,
we denote all three of these functions by f. Alternatively, you decide that all
along you really meant that f was the even 2L periodic extension of your given
data and there is no picky point.)

If you need a sine series, just extend the given function f (x) so it is an odd
function on the punctured interval (−L, L) / {0} , which is the interval (−L, L)
with the origin removed, by defining f (x) = −f (−x) for −L < x < 0 and then
make the extended function 2L periodic by requiring that f (x + 2L) = f (x)
for all x. The extended function will be an odd periodic function on (−∞, ∞)
and, hence, its Fourier series is a Fourier sine series; you just use that series on
0 ≤ x ≤ L.

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Now there is a nasty, not-so-picky point, to deal with. That is why the weak and
strong inequalities and the removing of the origin were needed in the foregoing
paragraph. The extension process needed to produce an odd periodic extension
of f (x) must be done this way and can turn what was a nice smooth function
on 0 ≤ x ≤ L into a discontinuous function on (−∞, ∞) whose Fourier series is
needed. When this happens it carries with it unpleasant convergence behavior
at the endpoints of the interval 0 ≤ x ≤ L. These unpleasantries go away if the
function f (x) satisfies what we called natural compatibility conditions.

Carrying out the foregoing odd or even periodic extension program leads to:

Fourier Sine Series on 0 ≤ x ≤ L.

∞
X Z L
nπx 2 nπx
f (x) ∼ bn sin , bn = f (x) sin dx.
n=1
L L 0 L

Fourier Cosine Series on 0 ≤ x ≤ L.

∞ Z
a0 X nπx 2 L
nπx
f (x) ∼ + an cos , an = f (x) cos dx.
2 n=1
L L 0 L

We will apply the results of this section to complete the solution of the
two IBVPs, one for the heat equation and one for the wave equation, that
we been working on for some time.

3.6 Convergence of Fourier Series

Before discussing convergence questions associated with Fourier series expan-
sions, we will calculate explicitly two Fourier series that are useful in applica-
tions and play a role in the proofs of the basic convergence theorems, proofs we
will skip.

Example 1. Find the Fourier series expansion of the 2π periodic function given
by f (x) = x for −π < x ≤ π and f (x + 2π) = f (x) .
Example 2. Find the Fourier series expansion of the 2π periodic function given
by f (x) = |x| for −π < x ≤ π and f (x + 2π) = f (x) .

If a trigonometric series

α0 X ³ nπx ´
∞
nπx
+ αn cos + β n sin
2 n=1
L L

converges for all x its sum is a 2L periodic function on the real line.
In typical applications, we need a Fourier series expansion of a function
f (x) that is defined on an interval of length L or 2L. It turns out that the most
convenient way to arrive at the validity of such expansions is to first consider

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the case when f (x) is defined on the entire real line and is 2L periodic. We
make that assumption now.
What follows is a short list of very useful results about Fourier series ex-
pansions. The statements include the words piecewise smooth and uniformly
convergent. We will discuss these terms in class.

Theorem 1 If the Fourier series of a 2L periodic, continuous function f (x)

converges uniformly over a period, then this Fourier series has sum f (x) :

a0 X ³ nπx ´
∞
nπx
f (x) = + an cos + bn sin for all x.
2 n=1
L L

Corollary 1 Let f (x) be 2L periodicP and continuous.

P If the series of mag-
nitudes of the Fourier coefficients |an | and |bn | are convergent, then the
Fourier series of f (x) converges absolutely and uniformly to f (x) .

Theorem 2 (Dirichlet) Let f be 2L periodic, continuous, and piecewise smooth,

then its Fourier series converges absolutely and uniformly to f on (−∞, ∞) .

Here is a useful refinement of Dirichlet’s theorem.

Theorem 3 (Dirichlet) If f is 2L periodic and piecewise smooth, then the

Fourier series of f converges to

f (x−) + f (x+)
for each x in (−∞, ∞) .
2
Consequently, if f is continuous at the point x, the Fourier series converges to
f (x) . Moreover, the convergence to f (x) is absolute and uniform on any closed
interval that contains no points of discontinuity of f.

Vocabulary:
A function f (x) has a jump discontinuity at x if both one-sided limits

f (x−) = lim f (ξ) and f (x+) = lim f (ξ)

ξ→x ξ→x
ξ<x ξ>x

exist, in which case the jump of f at x is f (x+) − f (x−) .

A function f (x) is piecewise continuous on an interval [a, b] if it is contin-

uous on [a, b] except possibly at a finite number of points where it has jump
discontinuities. (The function need not be given a value at a point of disconti-
nuity.) A function f (x) is piecewise continuous on (−∞, ∞) if it is piecewise
continuous on every finite subinterval of the real line.

A function f (x) is piecewise smooth on an interval [a, b] if both f (x) and

f 0 (x) are piecewise continuous on [a, b] . A function f (x) is piecewise smooth if
it is piecewise smooth on every finite subinterval of the real line.

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Pointwise and Uniform Convergence:

A sequence of functions gn (x) with common domain D converges pointwise

on D to g (x) if

For each FIXED x in D, lim gn (x) = g (x) .

n→∞

A sequence of functions gn (x) with common domain D converge uniformly

on D to g (x) if for every ε > 0 (a measure of error)

The ε-tube about the graph of g contains the graph of gn for all n sufficiently large.

The ε-tube about the graph of g is {(x, y) : |y − g (x)| < ε for all x in the domain of g} .

Convergence properties of infinite seriesPare defined in terms of corresponding

∞
properties of its partial sums. Thus, if n=1 hn (x) has partial sums sn (x) ,
where sn (x) = h1 (x) + h2 (x) + · · · + hn (x) , we say
∞
X
hn (x) converges pointwise on D if its sequence of partials sums
n=1
sn (x) converges pointwise on D; and
X∞
hn (x) converges uniformly on D if its sequence of partials sums
n=1
sn (x) converges uniformly on D.

3.7 Concluding Remarks

Complex Form of a Fourier Series. Let f (x) be a reasonable function de-
fined on −L to L. Use of the Euler identities to replace sines and cosine
by complex exponential terms in the usual Fourier series of f (x) leads to
a complex representation for the series:
∞
X Z L
inπx/L 1
f (x) ∼ cn e where cn = f (x) e−inπx/L dx.
n=−∞
2L −L

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 Notice the sum extends from −∞ to ∞ and that the constant term, here
c0 , no longer needs to be treated in a special way.
How Many Fourier Series of f (x) on 0 ≤ x ≤ L are there? In the prob-
lems we solved by separation of variables, we ultimately needed to expand
a function f (x) defined on 0 ≤ x ≤ L into either a sine series or a cosine
series. To get such a series we were forced to extend f (x) to be either odd
or even on −L to L. There are other ways to extend f (x) to a function
on −L to L. Virtually any other type of extension will lead to a Fourier
series for f (x) that has both sine and cosine terms. Assuming the original
f (x) is continuous and has a continuous derivative on 0 ≤ x ≤ L, and the
extension to −L to L is at all reasonable, the extended periodic version of
f (x) will be piecewise smooth and all of the Fourier series you can form
in this way will converge to f (x) for 0 < x < L. So there are infinitely
many Fourier series expansions that converge to f (x) for 0 < x < L. In
applications you choose the one that enables you to solve the problem at
hand.

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