1.4 Orthogonality of sines and cosines.

In this section we shall show that certain sequences of sine and cosine functions are orthogonal on certain
intervals. The resulting expansions

(1) f = cjj

using these sines and cosines become the Fourier series expansions of the function f. First, we just
consider the functions n(x) = cos nx. These are orthogonal on the interval 0 < x < . The resulting
expansion (1) is called the Fourier cosine series expansion of f and will be considered in more detail in
section 1.5.

Proposition 1. The functions 0(x) = 1, 1(x) = cos x, 2(x) = cos 2x, 3(x) = cos 3x, …, n(x) = cos nx, …
are orthogonal on the interval 0 < x < . Furthermore | 0 |2 =  and | n |2 = for n = 1, 2, … .

Proof. Using the first identity in (8) of section 1.3 one has ( n(x), m(x)) = cos(nx) cos(mx) dx = + cos(n-
m)x] dx = = 0 so the n are orthogonal. The fact that | 0 |2 =  is an easy verification. | n |2 = cos2(nx) dx
= [1 + cos 2nx] dx = = . //

Next, we just consider the functions n(x) = sin nx. These are also orthogonal on the interval 0 < x < .
The resulting expansion (1) is called the Fourier sine series expansion of f and will be considered in more
detail in section 1.7.

Proposition 2. The functions 1(x) = sin x, 2(x) = sin 2x, 3(x) = sin 3x, …, n(x) = sin nx, … are
orthogonal on the interval 0 < x < . Furthermore, | n |2 = for n = 1, 2, … .

Proof. Using the second identity in (8) of section 1.3 one has ( n(x), m(x)) = sin(nx) sin(mx) dx = -
cos(n-m)x] dx = = 0 so the n are orthogonal. | n |2 = sin 2(nx) dx = [1 - cos 2nx] dx = = . //

Finally, we consider the functions n(x) = cos nx and n(x) = sin nx. These are orthogonal on the interval
-  < x < . The resulting expansion (1) is called the Fourier series expansion of f and will be considered
in more detail in section 1.8.

Proposition 3. The functions 0(x) = 1, 1(x) = cos x, 2(x) = cos 2x, 3(x) = cos 3x, …, n(x) = cos nx, …
and 1(x) = sin x, 2(x) = sin 2x, 3(x) = sin 3x, …, n(x) = sin nx, … are orthogonal on the interval
-  < x < . Furthermore | 0 |2 = 2 and | n |2 = | n |2 =  for n = 1, 2, … .

Proof. The fact that (n(x), m(x)) = 0 and (n(x), m(x)) = 0 is shown in the same way as Propositions 1
and 2. For (n(x), m(x)) we use the third identity in (8) of section 1.3 giving ( n(x), m(x)) = = - sin(m-
n)x] dx = = 0. The fact that | 0 |2 = 2 is an easy verification and the fact that | n |2 = | n |2 =  is shown
in the same way as Propositions 1 and 2. //

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