Fourier Series

April 13, 2012

Fourier series is an expansion of a periodic function of period 2 which

is representation of a function in a series of sine or cosine such as
P P
f (x) = a0 + n=1 an cos(nx) + n=1 bn sin(nx)

where a0 , an and bn are constants and are known as fourier coefficents.

In applying fourier theorem for analysis of an complex periodic function ,

given function must satisfy following condition

(i) It should be single valued

(ii) It should be continous.

Drichlets Conditions(sufficient but not necessary)

When a function f (x) is to be expanded in the interval (a,b)

(a) f (a) is continous in interval (a,b) except for finite number of finite
discontinuties.

(b) f (x) has finite number of maxima and minima in this interval.
Orthogonal property of sine and cosine functions
R

sin(mx)cos(mx)dx = 0

1

R R mn m 6= 0

sin(mx)sin(nx)dx =
sin(mx)sin(nx)dx =
0 m=0

R mn m 6= 0

cos(mx)cos(nx)dx =
2 m = 0

Fourier Constants
1
R
a0 = 2
f (x)dx a0 is the average value of function f (x) over the interval
R R
an = 1 f (x)cos(nx)dx bn = 1 f (x)sin(nx)dx
For even functions
P
f (x) = f (x) and fourier series becomes f (x) = a0 + n=1 an cos(nx)

For odd functions

P
f (x) = f (x) and fourier series becomes f (x) = a0 + n=1 an sin(nx)
Complex form of fourier series

putting c0 = c0
an ibn
cn = 2

and
an +ibn
Cn einx
P
cn = 2
f (x) =

coefficent
1
R
Cn = 2
f (x)einx dx

Fourier series in interval (0,T)

General fourier series of a periodic piecewise continous function f (T )

having period T = 2
is
P P
f (t) = a0 + n=1 an cos(nx) + n=1 bn sin(nx)

2
where
1
RT
a0 = T 0
f (t)dt
2
RT
an = T 0
f (t)cos(nT )dt
2
RT
bn = T 0
f (t)sin(nT )dt
Complex Form of Fourier Series
P
f (x) =
n= Cn e
it

where
1
RT
cn = T 0
f (t)eit dx

Advantages of Fourier series

It can also represent discontinous functions

Even and odd functions are conveniently represented as cosine and

sine series.

Fourier expansion gives no assurance of its validity outside the

interval.

Change of interval from (, ) to (l, l)

Series will be
nx nx
P P
f (x) = a0 + n=1 an cos( l ) + n=1 bn sin( l )

with
1
Rl
a0 = 2l l
f (x)dx
Rl
an = 1
2l l
f (x)cos( nx
l
)dx
Rl
bn = 1
2l l
f (x)sin( nx
l
)dx

3
 Fourier Series in interval (0, l)

Cosine series when function f (x) is even

nx
P
f (x) = a0 + n=1 an cos( l )
Rl
a0 = 1l 0 f (x)dx
Rl
an = 2l 0 f (x)cos( nx
l
)dx

Sine series when function f (x) is odd

nx
P
f (x) = n=1 an sin( l )
Rl
bn = 2l 0 f (x)sin( nx
l
)dx
1

1
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