Fourier Series Made Easy

The Math Lab 2012

Introduction Hello everybody. This section focuses primarily on fourier series which take the form: f ( x) =
a0 mx mx + (am cos + bm sin ) 2 L L m=1

Denition A Fourier Series is a series of periodic functions (typically sinusoids) that represents another periodic function. Periodicity The rst thing to notice about a Fourier Series representation of a function is that the function must be periodic. A function f (x) is said to be Periodic when f (x + T ) = f (x) for some value T . The least element of all values T , or, in other words, the smallest value T can be, is called the Fundamental Period. Something cool about periodic functions is that if you add or multiply two functions with the same period, the sum or product will be periodic with the same period. For example, cos(2t), sin(2t)

both have periods of 1. Lets look at the sum of the two sinusoids: cos(2 (t + 1)) + sin(2 (t + 1)) = cos(2t + 2 ) + sin(2t + 2 ) = cos(2t) + sin(2t) You can stew about how the product of two periodic signals with period T is periodic. Lets move on, though. We are going to use the fact that the sum of two periodic functions is periodic to formulate the Fourier Series. The Ultimate Goal Lets take a look at that big ugly formula that represents a Fourier Series for f (x). f ( x) =
mx a0 mx + (am cos + bm sin ) 2 L L m=1

Notice rst that the sinusoids are periodic with period 2L. This is because m 2 2L 2L = T = = L T m m To obtain the fundamental period, we let m = 1 and T = 2L. Notice, therefore, that the only information we dont know is the a0 , am , and bm . If we could nd these easily, then Fourier Series wouldnt be so daunting. Luckily, our good friend Euler derived some equations that are now known as the Euler-Fourier Formulas. Euler-Fourier Formulas an = 1 L
L

f (x) cos
L

nx dx, L

bn =

1 L

f (x) sin
L

nx dx L

See pages 587-588 in the Boyce-DiPrima textbook for the derivation. Fourier Convergence Theorem This is a theorem that states the following: If f (x) is a periodic function that is piece-wise continuous over a period 2L and f (x) is piece-wise continuous over a period 2L, then there exists a Fourier series that converges to f for all continuous points and [f (x+) + f (x)]/2 for all discontinuous points. Even and Odd Functions - Eects on Fourier Transform The basic thing to take away from this section is that if f (x) is even or odd, nding the Fourier series coecients is much easier. If f (x) is even, then the Fourier series wont have any odd components and bn = 0. If f (x) is odd, then the Fourier series wont have any even components and an = 0.

Examples: Find the Fourier series of f (x) = x, x < 0, 0, 0 x < ; f (x + 2 ) = f (x)

Solution: First o, we notice that f (x) is periodic with period 2 . Therefore L = . Using the Euler-Fourier formula for an , we know that a0 = an = 1 L 1 L
L L

f (x) cos
L

(0)x 1 dx = L

f (x)dx =

xdx =
0

f (x) cos
L

nx 1 dx = L

f (x) cos
0

nx 1 dx = 1 (1)n n2

x cos nxdx

1 x sin nx cos nx = + n n2 And now looking at bn , bn = 1 L

L

f (x) sin
L

nx 1 dx = L

f (x) sin
0

nx 1 dx = = (1)n n

x sin nxdx

= Therefore: f (x) =

1 x cos nx sin nx + n n2

mx a0 mx 1 (1)m (am cos ( + +bm sin )= + cos mx + (1)m sin mx) 2 m=1 L L 4 m=1 m2 m