Fourier series

Preliminaries
Periodic functions:
A function f (t ) is said to be periodic with period if there exists a positive
constant T such that f (t  T )  f (t ) for all t .

Note: If f (t ) is period with period T , then f (t  nT )  f (t ) for all integers n.

The smallest positive number T satisfying this property is called the primitive
period or simply the period of the function f (t ).

The graph of a period function f (t ) with period T periodically repeats in an

interval of width T . Hence it is sufficient to study the properties (nature) of the
function in an interval of length T , in particular in the interval [0, T ], which is
called one period of the function.
Example (1): The trigonometric functions f ( x)  sin x and f ( x)  cos x are
periodic with period T  2 .

Graph of f ( x)  sin x

Page 1 of 46
 Graph of f ( x)  cos x

2
Example (2): The functions sin kt and cos kt have period T  , since
k
 2   2 
f t    sin  k (t    sin(kt  2 )  sin kt.
 k   k 
Let f (t ) be a periodic function of t with the period T . Define a new variable x
as follows.
x t 2 T
 or x  t i.e., t  x
2 T T 2
 T 
Then f (t )  f  x   g ( x) is a function of x.
 2 
 T   T 
Consider g ( x  2 )  f  ( x  2 )   f x  T )   f (t  T )  f (t )
 2   2 
 T 
f x   g ( x)
 2 
Therefore g ( x) is a periodic function of x with period 2 .

Page 2 of 46
Note: If f ( x) and g ( x) are periodic functions of x with period T1 and T2
respectively, then c1 f ( x)  c2 g ( x) is also periodic with period T  lcm(T1 , T2 ).

Even an Odd functions:

A function f (t ) is said to be even if f (t )  f (t ) and odd if f (t )   f (t ).

Note that the graph of an even function is symmetric about y  axis, whereas the
graph of an odd function is symmetric about the origin.

Exmple (1): f ( x)  x , f ( x)  x and f ( x)  cos x are all even functions of

2

x.

Graph of f ( x)  x Graph of f ( x)  x Graph of f ( x)  cos x

2

Example (2): f ( x)  x, sin x, f ( x)  x , f ( x)  sin x, f ( x)  tan x are all

3

odd functions of x.

Graph of f ( x)  x Graph of f ( x)  sin x

Page 3 of 46
Products of two even and two odd functions are even and the product of an even
function with an odd function is odd.

 a
f (t )dt   0
2 f (t )dt , if f (t ) is even
a
Also,  .
a  0,
 if f (t ) is odd
Generalized formula for integration by parts
If u and v are functions of x, then

 uvdx  uv 1  u ' v2  u '' v3  u ''' v4  ...

du du ' du ''
where u '  , u ''  , u '''  ,... and
dx dx dx
v1   vdx, v2   v1dx, v3   v2 dx,...

2   cos 2 x    sin 2 x   cos 2 x 

   
2
Example: x sin 2 x dx x   2 x   2  
 2   4   8 

Orthogonality of trigonometric functions:

c T
2n  0, n  0

c
cos
T
t dt  
T , n  0
c T
2n

c
sin
T
t dt  0 for all n

c T
2m 2n

c
cos
T
t sin
T
t dt  0 for all m and n

Page 4 of 46
c T  0, m  n
2m 2n 
 cos t cos t dt   T
c T T  2 , m  n

c T  0, m  n
2m 2n 
 sin t sin t dt   T
c T T  2 , m  n

Also,

cos n   1 , for all n sin n  0, for all n

n
,

n  0, n odd n  0, n even
cos  n , sin  n 1
2  1 2 , n even 2  1 2 , n odd
 
Definition: A function f (t ) is said to be piecewise continuous in an interval
[a, b] if it is discontinuous at finite number of points in the interval and wherever
it is discontinuous, it has finite left and right hand limits.
Fourier series:
In solving many boundary valued problems involving ordinary and partial
differential equations it is required to represent some functions as a sum of
trigonometric functions cosine and sine. Such a series representation of a function
f (t ) (which may be discontinuous); if exists, is called the trigonometric series
expansion of f (t ) .
Fourier introduced such an expansion of periodic functions in terms of sine and
cosine functions and hence it is called a Fourier series expansion. Many functions
including some discontinuous periodic functions can be expanded in a Fourier
series and hence are, in certain sense more universal than Taylor series expansions,
which cannot be established for discontinuous functions. Fourier series solution
method is a powerful tool in solving some ordinary and partial differential
equations given with the initial or boundary conditions.

Page 5 of 46
Definition:
Let f (t ) be a periodic function of t with period T , and is defined in an interval
[c, c  T ] . Then the expansion of the form


 2n   2n  
f (t )  a0    an cos  t   bn sin  t   , if exists called the Fourier series or
n 1   T   T 
Fourier expansion of f (t ) . Here a0 , an and bn are called Fourier coefficients.

Euler’s formulae:
Given a periodic function f (t ) with period T , represented in [c, c  T ] by a Fourier
series,

  2n   2n  
f (t )  a0    an cos  t   bn sin  t            (1) , to determine
n 1   T   T 
the coefficients a0 , an and bn , we proceed as follows,
Integrating (1) we get,
c T c T
 
 2n   2n  
 f (t )dt    0  an cos  T t   bn sin  T t   dt
a 
c c  n 1    
c T
 cT

 2n 
c T
 2n  
  a0 dt    an  cos  t  dt  bn  sin  t  dt 
c n 1  c  T  c  T  
 a0T  0
c T
1
 a0 
T 
c
f (t )dt        (2)

 2m 
Multiplying (1) by cos  t  integrating, we get
 T 
c T
 2m 

c
f (t )cos 
 T 
t  dt 

Page 6 of 46
c T
 2m 

c
a0 cos 
 T 
t  dt 

  cT  2n   2m 

c T
 2n   2m  
  n 
n 1 
a cos 
 T
t  

cos
 T
t 

dt  bn  sin 
 T
t  cos 
  T
t  dt 
 
c c

T
 0  am  0
2
c T
2  2n 
 an 
T 
c
f (t )cos 
 T 
t  dt        (3)

 2m 
Multiplying (1) by sin  t  integrating, we get
 T 
c T c T
 2m   2m 

c
f (t )sin 
 T 
t  dt   a sin 
c
0 t  dt 
T 
  c T
 2n   2m 
c T
 2n   2m  
  an
n 1 
 cos 
 T
t  sin 
  T
t  dt  bn

 sin 
 T
t  sin 
  T
t  dt 
 
c c

T
 0  0  bm
2
c T
2  2n 
 bn 
T 
c
f (t )sin 
 T 
t  dt        (4)

The Fourier coefficients a0 , an and bn are given by the formulae (2), (3) and (4).
These are called the Euler’s formulae for Fourier coefficients.
Note:
T
(1) For c  , the formulae for the Fourier coefficients a0 , an and bn becomes
2

T  0, if f (t ) is odd
1 2  T
a0   f (t )dt   2 2
T T   f (t )dt , if f (t ) is even
2  T 0

Page 7 of 46
 T  0, if f (t ) is odd
2 2
 2n   T
T T
an  f (t )cos  t  dt   4 2
 T   2n 
  f (t )cos  t  dt , if f (t ) is even
2  T 0  T 

T  T2
 2n   4 f (t )sin  2n t  dt , if f (t ) is odd
t  dt   T 
2
2
T T
bn  f (t )sin    .
 T   T 
 0
2  0, if f (t ) is even

Thus if f (t ) is an even function of t , then Fourier series expansion of f (t ) in

 T T 
 ,  is given by
 2 2
T T

 2n   2n 
2 2
2 4
f (t )  a0   an cos  t  where a0   f (t )dt and an   f (t )cos  t  dt.
n 1  T  T0 T0  T 
Such an expansion is called the Fourier Cosine series expansion of f (t ) . Thus an
even periodic function has Fourier Cosine series expansion.
 T T 
If f (t ) is odd, then the Fourier series expansion of f (t ) in  ,  is given by
 2 2
T

 2n   2n 
2
4
f (t )   bn sin  t  where bn   f (t )sin  t  dt.
n 1  T  T0  T 
This expansion is called the Fourier Sine series expansion of f (t ) . Note that an
even periodic function has Fourier Sine series expansion.
2) For T  2 , the Fourier series expansion of f (t ) defined in  c, c  2  is given
by

Page 8 of 46
 
f (t )  a0    an cos nt  bn sin nt 
n 1
c2 
1
where a0 
2 
c
f (t )dt ,

c2 
1
an 
 
c
f (t )cos ntdt

c2
1
and bn 
 
c
f (t )sin ntdt.


For c   if f(t) is even function of t , then Fourier series expansion of f(t) is
2
  
1 2
f (t )  a0   an cos nt where a0   f (t ) dt , a   f (t )cos nt dt.
n 1  0
n
 0

If f (t) is odd function of t , then Fourier series expansion of f(t) is

 
f (t )   bn sin nt where bn 
2
n 1   f (t )sin nt dt.
0

 2n t 2n t  
3) Let f(t) has Fourier series expansion f (t )  a0    an cos  bn sin 
n 1  T T 

2n t 2n t
Consider the terms an cos  bn sin which is called the nth harmonic in
T T
the Fourier series expansion of f(t) for
b 
an  rn cos n , bn  rn sin  n or rn  an2  bn2 and  n  tan 1  n  the nth harmonic
 an 
2n t 2n t  2n t 
becomes rn cos n cos  rn sin  n sin  rn cos   n  . Then
T T  T 
b 
rn  an2  bn2 is called the amplitude of the nth harmonic and  n  tan 1  n  is
 an 
called phase angle of the nth harmonic.

Page 9 of 46
Dirichlet’s condition for the convergence of the Fourier series
If a periodic function f (t) of period T, is piecewise continuous in the interval
[c, c + T ] and has left and right hand derivative at each point of that interval then

 2n t 2n t 
The Fourier series expansion a0    an cos  bn sin  is convergent.
n 1  T T 
Its sum is f(t) except at a point t0 at which f(t), is discontinuous and at t0, it
converges to the average of left and right hand limit of f(t) at t0. i.e., to
1
f(t 0 + 0) +f(t 0 - 0) .
2
f(t)

f (t0 +0)

f(t0 –0)

c t0 c+T t

Parsevals identity:
If a periodic function f (t) has Fourier series expansion

 2n t 2n t 
f (t )  a0    an cos  bn sin  which is uniformly convergent in
n 1  T T 
c T 
f (t ) dt  2a    an2  bn2 
2

2
[c, c + T ] then 0
T c n 1

Proof : Let f(t) has a Fourier series expansion


 2n t 2n t 
f (t )  a0    an cos  bn sin  which is uniformly convergent.
n 1  T T 
c T c T
 
2n t 2n t  
  f (t )  dt    f (t )  a0    an cos  bn sin
2
Consider   dt
c c  n 1  T T 

Page 10 of 46
 c T
 cT 2n t
 c T
2n t 
 a0  f (t ) dt    an  f (t ) cos dt  bn  f (t ) sin dt  since Fourier
c n 1  c
T c
T 
series is uniformly convergent

 T T 
 a0 T a0    an an  bn bn 
n 1  2 2 

T   
  2 a0    an 2  bn 2  
2

2  n 1 
c T 
f (t ) dt  2a    an2  bn2  which is called Parseval’s identity.
2

2
Therefore, 0
T c n 1

Problems:
1. Expand f ( x)  x  x 2 ,    x   f(x+2π)=f(x) , as a Fourier series.

f ( x)  a0   (an cos nx bn sin nx)
Solution: Let n 1 . Then

 
1 2 2
a0   ( x  x ) dx  2 0 x dx since, x is odd and x2 is even function.
2

2

1  x3   3  2
    
  3 0 3 3
 
2
  x  x  cos nx dx    x
1
an  2 2
cos nx dx
  0

  


 x
2 sin nx  cos nx  sin nx 
2x 2 
2


 n n
2
n
3
 0

2  2 sin n sin n0  cos n  cos 0 2 

=  0  2    0 2  3  sin n  sin n0  
  n n  n 
2
n n 

Page 11 of 46
 2   1 2 
n

  0  0  2 2  0  3 .0 
  n n 


4  1
n
4
2 
1 .
n 1
 2

n n
 

  x  x  sin nxdx    x sin nxdx

1 2
bn  2

  0

2    cos nx    sin nx  
=
 
x 1 
  n   n 2
 0

cos n
=   
2 1
 0  2  sin n  sin no  
 n n 

2 2 2
 1   1 .
n 1
cos n 
n
=
n n n

 2   4 2 
 f  x     2  1 cos nx   1 sin nx  .
n 1 n 1

3 n 1  n n 
1
2. Obtain the Fourier series expansion of f  x     x  , 0  x  2
2

4
 1
n 1
1 1
f(x+2π)=f(x) and hence obtain  i   2  ii    iii  
 2n  1
2 2
n n

Solution:

Here f  x  is an even function.

Page 12 of 46
 
 f  x   a0   an cos nx , where
n 1
2

2    x  3
2
a0 
1
2 
1
  x  dx 
2 1
8
  
1
24
 
 3  3 
 
0
4 3 12
0

2
1 1
 4   x 
2
an  cos nxdx
 0

    
2

=
1    x  2 sin nx
 2   x 
 cos nx
 2 1
 sin nx 
4  n n
2
n
3  0

1  2 
=  0  2   cos 2n   cos 0   0 
4  n 

1 2 1
2 
= 2   2
4 n n

2 
1
 f  x   2
cos nx.
12 n 1 n

2 2 
1
At x = 0, f  0    2
4 12 n 1 n

1 2 2 2

 2    ................. 1
n 1 n 4 12 6

At x   , f  x   0

2 
1
0  2
cos n
12 n 1 n

 1
n

 2
 
n 1 n2 12

 1
n 1

2
  .....................  2 
n 1 n2 12

(1) + (2) gives

Page 13 of 46
 
1 2 2 2
2   
 2n  1
2
n 1 6 12 4


1 2
  .
 2n  1
2
n 1 8

  x, 0  x 1
3. Expand f  x    0, x 1 f  x  2  f  x  , as a Fourier series and
  x  2  , 1 x  2

 1 1 1
hence deduce that  1     ..............
4 3 5 7

Solution:

-2 -1 1 2

f  x  is odd,

 f  x    bn sin n x
n 1

2
2
Where bn   f  x  sin n xdx
20
1 2
=   x sin  xdx     x  2  sin  xdx
0 1

2
   sin n x   
1
  cos n x    sin n x     cos n x  
=   x    1       x  2       1   
  n   n
2 2
0   n    n
2 2
  1

Page 14 of 46
  1    1    cos n  
=  cos n  0  0   0  0   
 n n 
 

2 cos n  2
=  
2
 1   1
n n 1

 n  n n

 1
n 1

 f  x   2 sin n x
n 1 n

 1
n 1
1  
n
f     2 sin
2 2 n 1 n 2
 0 n is even 
sin n   n 1 
 2   1 2 n is odd 
 

 1
n 1
 
n
 sin
4 n 1 n 2

 1
n 1

1 1 1

n 1 2n  1
 1      .
3 5 7

 
 0,  t 0
  2 
4. Expand f (t )   ,f t    f (t ), t as a Fourier
 E sin t , 0  t    
 
series.
Solution:

f (t ) is neither even nor odd.

Page 15 of 46
 
 f (t )  a0    an cos nt  bn sin nt  where
n 1

T 
2 
1 1
a0 
T 
T
f (t )dt 
2 0
E sin tdt
2 

E   cos t   E
    .
2   0 
T 

2 2
E
 sin(1  n)t  sin(1  n)t  dt
T T 2 0
an  f (t )cos ntdt 
2

 

 E   cos(1  n)t  cos(1  n)t  , n  1



 2  (1  n) (1  n) 0

 
 E 

2 0
 sin 2tdt , n 1

 E  cos(1  n) cos(1  n) 1 1 
     , n  1
 
2  (1  n ) (1  n ) (1  n ) 1  n 
 
 E   cos 2t  
   , n 1
 2   2   0

E 2 2  2E
     2 , n is even
  2  (1  n) 1  n   n  1  .

 0, n is odd

Page 16 of 46
  
2 W
2 Ew
bn 
T  f (t )sin wt dt    sin wt sin nwt dt
0

2

W
Ew

2  cos(n  1)wt  cos(n  1)wt dt
0

Ew  sin(n  1) wt sin(n  1) wt  w
    n 1
2  (n  1) w ( n  1) w 0
 0, n  1


w
Ew
b1   sin 2 wt dt
0


W
Ew

2  (1  cos 2wt ) dt
0

Ew  sin 2 wt  w
 t  
2  2 w 0
Ew  E
 (  0) 
2 w 2
E E 2 E  cos 2 wt cos 4 wt 
 f (t )   sin wt   2  2  ..... 
 2   2 1 4 1 
5. Expand f(x) = x 2 , 0  x  2, f(x+2) = f(x) as a Fourier series and hence

1
evaluate n
n 1
2
.
f(x)

f (t0 +0)

-2 2 4 x

Page 17 of 46
Solution: Note that f(x) is neither even nor odd.

 f ( x)  a0   (an cos nx bn sin nx)
n 1

where
2
1  x3  4
2
1 2
a0   x dx    
20 2  3 0 3
2
2
2 2  x 2 sin n x   cos n x    sin n x   4
an   x cos n x dx    2x    2   2 2
20  n  n
2 2
  n
3 3
 0 n 
2
2
2 2   x 2 cos n x   sin n x   co s n x  
bn   x sin n x dx    2x    2 3 3  
20  n  n
2 2
  n   0
4 2
 cos 2n  0  0  3 3 (cos 2n  cos0)
n n
4
 .
n
4   4 4 
 f ( x)     2 2 cos n x  sin n x 
3 n1  n  n 

A x=0, f(x) is discontinuous

f (0)  f (0) 4   4 4 
    2 2 cos0  sin 0 
2 3 n1  n  n 
40 4 4  1
   2 2
2 3  n1 n

1  4  2  2
 2   2   
n 1 n  3 4 6

Page 18 of 46
Exercises : Expand the following functions as Fourier series
1. f ( x)  x,0  x  2 , f ( x  2 )  f ( x)
 1
n
 
2. f ( x)  e ,0  x  2 , f ( x  2 )  f ( x)and hencededuce that
x

2sinh  n 1 n2  1

1 3
3. f ( x)  x sin x,0  x  2 , f ( x  2 )  f ( x)and hencededuce that  
n 1 n  1
2
4
 x 0 x 
4. f ( x)   f ( x  2 )  f ( x)
 2  x   x  2
5. f ( x)  sin x ,0  x  2 , f ( x  2 )  f ( x)
6. f ( x)  sin  x,0  x  1, f ( x  1)  f ( x)
7. f ( x)  2 x  x 2 ,0  x  2, f ( x  2)  f ( x)
8. f ( x)  2  x  2  x  2, f ( x  4)  f ( x)
 t
1  t a
9. f (t )   a f (t  T )  f (t )
 0 a  t T
 2
  
 x  x 
2 2
10. f ( x)   f ( x  2 )  f ( x)
  x  
x 3
 2 2

Page 19 of 46
 Half range Expansions
While solving various physical and engineering problems, there is a practical need
for expanding functions defined over a finite range. Such an expansion is possible
if functions under consideration can be extended to a periodic function which is
either even or odd.
Consider a piecewise continuous function f ( x), defined in a finite interval
(0, l ). Then it is possible to extend f ( x) to a periodic function, which is even or
odd.
Consider the function g ( x) defined as follows:

 f ( x), 0  x  l
g ( x)   ; g ( x  2l )  g ( x).
 f (  x ),  l  x  0
Then g ( x) is called an even periodic extension of f ( x) .

x
O l

Graph of f ( x)
y

x
O l 2l
-l

Graph of even periodic extension of f(x).

Page 20 of 46
The function g ( x) can be expanded as Fourier cosine series

n
g ( x)  a0   an cos x
n1 l
1 l
2l n
where a0   g ( x) dx and an   g ( x) cos x dx
l0 l 0 l
But for 0  x  l , g ( x)  f ( x). We have
1l 2l n
a0   f ( x) dx and an   f ( x) cos x dx
l0 l 0 l

n
f ( x)  g ( x)  a0   an cos x, for 0  x  l.
n1 l
Such an expansion of f ( x) is called the half range Fourier Cosine series
expansion of f ( x).
 f ( x), 0  x  l
Also, if g ( x)   ; g ( x  2l )  g ( x).
  f (  x ),  l  x  0
Then g ( x) is called an odd periodic extension of f ( x) .
y

x
O l

Graph of f ( x)
y

x
O l 2l
-l

Graph of odd periodic extension of f(x)

Page 21 of 46
The function g ( x) can be expanded as Fourier Sine series

n
g ( x)   bn sin x
n1 l
2l n
where bn   g ( x) sin x dx
l 0 l
But for 0  x  l , g ( x)  f ( x). We have

2l n
bn   f ( x) sin x dx
l 0 l

n
f ( x)  g ( x)   bn sin x, for 0  x  l.
n1 l
Which is called the half range Fourier Sine series expansion of f ( x).

Problems:
1. Expand f ( x)  x,0  x   as half range Fourier cosine and sine series. Also
draw the graph of the corresponding periodic extensions of f ( x).
Solution:

Graph of even periodic extension of f ( x) .


f ( x)  a0   an cos nx , where
n 1

Page 22 of 46
  
1 1 
a0   f ( x)dx   xdx  .
0 0 2
  
2 2 2  x sin nx ( cos nx) 
an   f ( x)cos nxdx   x cos nxdx    (1) 
0 0  n n2 0
 0, n even
2  (1) n  1  
     4 .
  n 2   2 , n odd
 n
 4  cos x cos3x 
 f ( x)  x    2    .
2  1 32


Graph of odd periodic extension of f ( x) .


f ( x)   bn sin nx , where
n 1
  
2 2 2  x( cos nx) ( sin nx) 
an   f ( x)sin nxdx   x sin nxdx    (1) 
0 0  n n2 0
2  (1) n  0  2 n 1
    (1) .
 n  n

2
 f ( x)  x   (1)n1 sin nx.
n 1 n

Page 23 of 46
  x l
 l , 0  x 
2
2. Expand f ( x)   as half range Fourier cosine and sine
x
1  , l
 xl
 l 2
series. Also draw the graph of the corresponding periodic extensions of
f ( x).

Solution:

Graph of even periodic extension of f ( x) .


n
f ( x)  a0   an cos x
n1 l
 2l 
 x 
l l
1 1 x
Where a0   f ( x) dx   dx   1   dx
l0 l 0 l l  l 
 2


 2 l l 
 x 2  1      1
2
 x
        1     
 2l  2l    l
   l  4
2
0

 2l 
2 l
n 2 x n l
 x n 
an   f ( x) cos x dx    cos x dx   1   cos x dx 
l 0 l l 0l l l  l l
 2


2  n 
  2cos  cos n  1 
n2 2  2 
Page 24 of 46
  0, n  2, 6, 10, 14, ...

 8
  , n  2, 6, 10, 14, ...
 n 2 2

1 8 1 2 1 6 
f ( x)   2  2 cos x  2 cos x .
4  2 l 6 l 

y
l

2
x
O

Graph of odd periodic extension of f ( x)


n
f ( x)   bn sin x
n1 l
2l n
Where an   f ( x)sin x dx
l 0 l

 2l 
2 x n l
 x n 
   sin x dx   1   sin x dx 
l 0l l l  l l
 2


 0, n even
4 n 
 2 2 sin x 4 n1

2 2   2 , n odd
n 2  1
n 

Page 25 of 46
 4 1  1 3 1 5 
 f ( x)    x
 2  12 
sin x sin x sin
l 32 l 52 l 

x
Expand f ( x)  1  ,0  x  l as a Fourier cosine and sine series. Also draw the
l
graph of the corresponding periodic extensions of f ( x).

Solution:

-l l

Graph of even periodic extension of f ( x).


n
Let f ( x)  a0   an cos x.
n 1 l
l
2 1
Then a0   f ( x)dx  .
l 0 2

n 2  x n
l l
2
an   f ( x)cos xdx   1   cos xdx
l 0 l l 0 l l
 0, n even

 2 2 1  (1)    4
2 n
.
n  n 2 2 , n odd

1  4 (2n  1)x
f ( x)    2 cos .
2 n1  (2n  1) 2
l

Page 26 of 46
 0

-l l 2l

Graph of odd periodic extension of f ( x)


n
Let f ( x)   bn sin x.
n 1 l

n n
l l
2 2 x 2
Then bn   f ( x)sin xdx   (1  )sin xdx 
l 0 l l 0 l l n

2 n
Thus f ( x)   sin x.
n 1 n l
Problems:
Obtain the half range Fourier Cosine and sine series expansions of the
functions. Also draw the graph of corresponding periodic extensions.
1) f ( x)  x sin x,0  x   .
2) f ( x)  x(  x),0  x   .
 
 x , 0  x 
f ( x)   2
3) .
   x, 
x
 2
4) f ( x)  2  x,0  x  2 .

5) f ( x)  cos x,0  x  l .
l

6) f ( x)  sin x,0  x  l .
l
7) If f ( x) is piecewise continuous for 0  x  l, having half range expansions

Page 27 of 46
 
n 
n
f ( x)  a0   an cos x & f  x    bn sin x then show that
n 1 l n 1 l
l  l 
2 2
  f ( x)  dx  2a0   an 2 &   f ( x)  dx   bn 2 .
2 2 2

l 0 n 1 l 0 n 1

Fourier integral representation:

Let f(x) be a piecewise continuous and absolutely integrable function of x in


(, ). i, e.,  f ( x) dx exists.

Then f(x) can be represented by an integral as

1
f ( x) 
   A(S ) cos sx  B(s)sin nx  ds
0
(1)

 
where A( s)  

f (t )cos st dt , B( s)   f (t )sin st dt.


Such an integral representation is called the Fourier integral representation of f(x).

The integral on RHS of (1) converges to f(x0) if f(x) is continuous at x0 and to

average of left and right hand limits if f(x) is discontinuous at x0.

Proof: Consider a periodic function fl(x) defined in (-l, l) such that fl(x) =f(x) for
l  x  l
Then, fl(x) can be represented by a Fourier series as

 n x n x 
fl ( x)  a0    an cos  bn sin  (2)
n 1  l l 

Where

Page 28 of 46
 n t n t
l l l
1 1 1
a0   fl (t ) dt , an   fl (t )cos dt , bn   f l (t )sin dt
2l l l l l l l l

Substituting in (2) we get,

  l
n t  n x  1 n t  n x 
l l
1 1
fl ( x)   fl (t ) dt     fl (t )cos dt  cos    fl (t )sin dt  sin 
2l l n1 
 l
l l  l  l
l l  l 

1  n t n x n t n x
l l
1
fl ( x)   fl (t ) dt    fl (t )(cos cos  sin sin ) dt
2l l l n1  l l l l l

n
Let sn 
l
 1 sn
Then sn  sn1  sn  or 
l l 
On substitution we get

1 sn 1 
l l
fl ( x) 
2  l
f l (t ) dt   f (t )(cos snt cos sn x  sin snt sin sn x) dt sn
 n1 l l

 1 l
 1  
l l

fl ( x)    fl (t ) dt  sn   cos sn x  f l (t )cos snt dt  sin sn x  f l (t )sin snt )  sn
 2 l   n1  l l 

Let l  , then fl ( x)  f ( x) .

l 
  fl (t ) dt  sn  0 sn  0.
 l 
Now taking the limit as l  , we get

Page 29 of 46
 1  
  
f ( x)   cos sx  f (t )cos stdt  sin sx  f (t )sin stdt  ds
0   

1
   A( s)cos sx  B( s)sin sx  ds
0


Where A( s )  

f (t ) cos st dt


B( s )  

f (t )sin st dt

Note (1): The Fourier integral representation of f ( x) can also be expressed as

1 
f (t )  cos st cos sx  sin st sin sx  dt ds

f ( x) 
0 

 
1

2 
 
f (t ) cos s( x  t ) dt ds      (3)

cos s( x  t ) is an even function of s.

 
1
Also,
2 
 
f (t ) sin s( x  t ) dt ds  0      (4)

sin s( x  t ) is an odd function of s.

(3)  i(4) gives
 
1
f ( x)   f (t )  cos s( x  t )  i sin s( x  t  dt ds
2  

 
1

2 
 
f (t ) eis ( xt ) dt ds

Page 30 of 46
Which is called the complex form of Fourier integral representation of f ( x).

Note (2): If f ( x) is an even function of x, then

 
A( s)  

f (t ) cos st dt  2  f (t ) cos st dt
0


B( s )  

f (t )sin st dt  0

Therefore Fourier integral becomes

2
f ( x) 
  A(s) cos sx ds
0

2 

   f (t ) cos st
0 0
cos sx dt ds

Which is called the Fourier Cosine integral representation of f ( x).

If f ( x) is an odd function of x, then


A( s)  

f (t ) cos st dt  0

 
A( s)  

f (t )sin st dt  2  f (t )sin st dt
0

2
f ( x) 
  B(s)sin sx ds
0

2 

   f (t )sin st
0 0
sin sx dt ds

Which is called the Fourier Sine integral representation of f ( x).

Page 31 of 46
 Fourier transforms
Consider the Fourier integral representation of the function f ( x) given by
 
1
f ( x) 
2 
 
f (t ) eis ( xt ) dt ds

1  1 

    f (t ) eist ) dt  ds
isx
e
2   2  

1
Let F ( s ) 
2


f (t )eist dt      (1)


1
Then f ( x)   F ( s )e ds      (2)
isx

2 

The integral defined by (1) is called the Fourier transform of the function f ( x)
and is denoted by F  f ( x) . Given F ( s)  F  f ( x) , the formula (2) defined
f ( x), which is called the inverse Fourier transform of F (s) and is denoted by
F 1 ( F ( s) .

Note (1): A function f ( x) is said to be self-reciprocal under Fourier transforms if

F  f ( x)  F (s).

Note (2): If F  f ( x)  F ( s), then f ( x)  F F (s)

1
is called spectral
representation of F (s) and F (s) is called spectral density of f ( x). Here s is
called the frequency of the transform. The graph of F ( s) is called amplitude
2
spectrum of f ( x) and F ( s ) is called energy of the spectrum.

Properties of the Fourier transforms:

(1) Fourier transform is linear
i.e., if c1 and c2 are constants then
F c1 f ( x)  c2 g ( x)  c1F  f ( x)  c2 F g ( x)

Page 32 of 46
 Proof: Follows from definition and linearity of the integral.
(2) If F  f ( x)  F ( s) then F e  iax
f ( x)  F ( s  a )

1
Proof: Consider F ( s  a) 
2


f (t )e i ( sa )t dt

1

2


f (t )eist eiat dt


  f (t )e  e
1  ist
 iat
dt
2 

 F e f ( x)
iax

(3) If F  f ( x)  F ( s) then F  f ( x  a )  e

 isa
F (s)
Proof: Exercise
1 s
(4) If F  f ( x)  F ( s) then F  f (ax)  F 
a a
Proof: Exercise
(5) If F  f ( x)  F ( s) then
1
(i) F  f ( x) cos ax   F (s  a)  F (s  a) 
2
i
(ii) F  f ( x) sin ax   F ( s  a )  F ( s  a ) 
2
(iii)  
F f (  x)  F ( s )
(iv) F  f ( x)  F ( s)
(v)  
F f ( x)  F (  s )
dn
(vi) F  x f ( x)  i
n n
F (s)
ds n
(vii) F  f ( x)  (is ) F  f ( x)
(n) n

Page 33 of 46
Convolution:
For functions f ( x) & g ( x), we define the convolution of f ( x) & g ( x), denoted by

1
 f  g  ( x) as  f  g  ( x)   f (t ) g ( x  t )dt; provided the integral exists.
2 

Note that f  g  g  f .

Convolution Theorem:
F  f  g  ( x)  F  f ( x) F g ( x).

Proof:
Consider

F  f  g  ( x) 
1

2 
( f  g )( x)e isx dx

1

 1   isx
   2 
2 
 f (t ) g ( x  t ) dt  e dx

1

 1  
 
 ist  is ( x t )
 f (t ) e  g ( x  t ) e dx  dt
2   2   
Let x  t  u . Then

 1  
F  f  g  ( x) 
1
 
 ist  is ( u )
f (t ) e  g (u ) e du  dt
2   2   
 1   1  
 
 ist  is ( u )
 f (t ) e dt  g (u ) e du 
 2   2  
 F  f ( x) F  g ( x).

Parseval’s Identity:
 
If F  f ( x)  F (s) then  | f ( x) |
2
dx   | F ( s) |
2
ds .
 

Proof:

Page 34 of 46
 If F  f ( x)  F ( s ), F{g ( x)}  G ( s ), then
F ( s)G ( s)  F  f ( x)  g ( x) or
f ( x)  g ( x)  F 1 F ( s )G ( s )
 
1 1
i.e., 
2 
f (t ) g ( x  t ) dt  
2 
F ( s )G ( s )eisx ds

For x  0, we get
 



f (t ) g (t )dt   F (s)G(s)ds


Let g ( x)  f ( x) or g ( x)  f ( x) .

 
ThenG ( s )  F  g ( x)  F f ( x)  F  f ( x)  F ( s ).
  
  f (t ) g (t )dt   f (t ) f (t )dt   F (s) F (s)ds
  
 
  | f (t ) |2 dt   | F (s) |
2
ds
 

Problems:

1, | x | a
1) Find the Fourier transform of f ( x)   . Hence deduce that
0, | x | a
 
 
2
sin t  sin t 
 t dt  2 and   t  dt  2 .
Solution:

1
F  f ( x)   f ( x)e isx dx
2 
a
.
1 e   isx
a
1 2 sin as
 
2  a
1e isx dx    
2  is  a  s
 F (s)

Page 35 of 46
  
1 1 2 sin as
 f ( x)      s  cos sx  i sin sx ds
isx
F ( s ) e
2  2 

2 sin as  sin as 
  cos sxds  sin sx is an odd function of s 
0 s  s 

 0, | x | a


sin as  
 cos sxds  f ( x)   , | x | a
0
s 2  2
1    
 2  2  0   4 , | x | a .
  
For x  0, f ( x)  1.

sin as 
 ds  .
0
s 2

t dt
Let as  t or s  . ds  .
a a
On substitution, we get

sin t dt 
0 t / a a  2

sint 
or 0 t dt 
2
.

By Parseval's identity,
 

 | f ( x) | dx   | F ( s) |
2 2
ds
 
 2  2
2  sin as  4  sin as 
a
i.e.,  1dx     ds     ds
a 
 s   0 s 

a
2
 sin as 
0  s  ds  2


2
 sin t 
For a  1, we get    ds  .
0
t  2

Page 36 of 46
 
cos xt
a
a x
2) Find the Fourier transform of e , a  0 and hence evaluate dt and
0
2
 t2
a x
F {xe }
 
1 2
e 
a x a x  isx a x
F{e } e dx  e cos sxdx
2  0

e  ax
2
2 
 a cos sx  s sin sx 0


 a s
2

2 eo 2 a
 (0  2 2 ( a))   F ( s)
 a s  a2  s2

1
 f ( x)   F (s) e
isx
ds
2 

1 a

2 

a2  s2
(cos sx  i sin sx)ds


2 a cos sx
  2 2 ds
 0 a s
 
cos sx cos xt  f ( x)   a x
  2 2 ds   2 2 dt   e
0
a s 0
a t 2a 2a

Since
dn
F{x f ( x)}   i 
n n
F (s)
ds n
1 d 2 d a 2  2as 
for n  1, F{x e }   i 
a x a x
F{e }  i 
  (a 2  s 2 )2 
i
ds  ds a 2  s 2
x2

 a2 x2
3) Find the Fourier transform of e , a  0 and hence show that e 2
is
self-reciprocal under Fourier transform.

Page 37 of 46
  
1 1
e e
 a2 x2  a 2 x 2  isx (a x  isx )
} dx 
2 2
F{e e dx
2  2 
2 2
  is  s
1 ax    2
 
 e
2a  4a
dx
2 
s2
 2  is 
2
4a  ax  
e  
 e
2a 
dx
2 

is dt
Let ax   t then dx 
2a a
s2 s2
 
4 a2  4 a2 
e dt 2e
e  e dt
t t

2 2
=
2 
a a 2 

t 2  y or t  y
Put 1 21
 dt  y dy
2
s2 s2 s2 s2
   
4 a2 
e y  12
e e 1 e 4 a2 4 a2
e 4 a2

2 0 2
2 y dy      
a 2  2  a 2 a 2

1
For a  or 2a  1
2
2 2
x s
F{e a x }  F{e } e
2 2
2 2

2
s
e 2
is self-reciprocal under Fourier transform.

1  x x 1
4) Find the Fourier transform of f ( x)   and hence evaluate
 0 x 1
 2
 sin x 
0  x  dx

Page 38 of 46
  1
1 1
  (1  x )(cos sx  i sin sx) dx
 isx
F{ f ( x)}  f ( x) e dx 
2  2 1
1
2

  (1  x)cos sx dx
0
(1  x )sin sx is an odd function of x.

2 (1  cos s)
1
2  sin sx cos sx 
  (1  x)  2    F (s)
  s s 0  s2

1
 f ( x)   F ( s) e
isx
ds
2 

1 2 (1  cos s)

2  
 s2
(cos sx  i sin sx)ds


 (1  x ) x 1

2 (1  cos s) 
  cos sx ds  f ( x )  2
0 s2 2  0 x 1


(1  cos sx)
  
For x  0,  2
ds  (1  0) 
0 s 2 2
2
 2sin ( s / 2) 
 2
ds 
0 s 2
Let s / 2  t or s  2t ds  2dt
 
2
 2 sin 2 t   sin t 
0 4t 2
2 dt 
2
or  0 
 t 
 dt 
2
Exercises:
1. Obtain the Fourier transform of

1  x
2
x 1 
 x cos x  sin x 
f ( x)   and hence evaluate    cos( x / 2)dx

 0 x 1 0  x 3

x x a
2. Find the Fourier transform of f ( x)  
0 x a0
a 2  x 2 x a
3. Find the Fourier transform of f ( x)  
 0 x a

Page 39 of 46
Fourier Cosine and Sine transforms

Consider the Fourier cosine integral representation of a function f(x)


2
f ( x) 
  f (t )cos st cos sx dtds ,
0 0
x0

2  2 
 

 0   0
  f (t )cos st dt  cos sx ds


2
Let Fc  f ( x)   f (t )cos st dt  Fc ( s )....(1)
 0

2
Then f ( x) 
  F  f ( x) cos sx ds
0
c .......(2)

The transform Fc { f ( x)} defined by (1) is called the Fourier cosine transform of
f(x).The formula (2) is called the inverse Fourier cosine transform of
Fc { f ( x)}  Fc ( s ) and is denoted by f ( x)  Fc1 Fc ( s ). Similarly, using the
Fourier sine integral representation of f(x) given by

2
f ( x)   f (t )sin st sin sx dt ds, we can define the Fourier sine transform of f(x)
 00

2
denoted by Fs  f ( x) as Fs  f ( x)   f (t )sin st dt  F (s)
 0
s

Then the inverse Fourier sine transform of Fs ( s ) is defined as


2
 F (s)sin sx ds
1
f ( x)  F {Fs ( s)} 
s
 0
s

Definition: A function f(x) is said to be self reciprocal under Fourier cosine (sine)
transform if Fc  f ( x)  f (s)  Fs f ( x)  f (s) 
Properties of Fourier cosine/ sine transforms
(1) Both Fourier cosine and sine transforms are linear.

Page 40 of 46
 Fc{c1f (x)  c2g(x)}  c1Fc{f (x)}  c 2 Fc{g(x)}
Fs{c1f (x)  c2g(x)}  c1Fs{f (x)}  c2 Fs{g(x)} where c1 and c 2 are cons tan ts
1
(2). Fc{f (x)cosax}   Fc (s  a)  Fc (s  a) 
2
1
Fc{f (x)sin ax}   Fs (s  a)  Fs (a  s) 
2
1
(3). Fs{f (x)cosax}   Fs (s  a)  Fs (s  a) 
2
1
Fs{f (x)sin ax}   Fc (s  a)  Fs (s  a) 
2
The proof of (2) and (3) follows directly from trigonometric identities.
1
(4). Fc{f (ax)}  Fc (s / a)
a
1
Fs {f (ax)}  Fs (s / a)
a
(5). If f (x)  0 as x  , then
2
Fc{f (x)}   f (0)  s Fs (s)

Fs {f (x)}   s Fc (s)

2
 0
Pr oof : Consider Fc{f (x)}  f (x)cossx dx

Integrating by parts, we get

2 

FC  f '( x)   f ( x ) cos sx |
 0 f ( x )sin sx (  s ) dx 

0

2 

  0  f (0)  s  f ( x)sin sx dx 
 0 
2
 sFS  f ( x)  f (0) provided f ( x)  0 as x  


Page 41 of 46
Also,

2
FS  f '( x)   f '( x) sin sx dx
 0

Integrating by parts, we get

2 

FS  f '( x)   f ( x )sin sx |
 0 f ( x ) cos sx ( s ) dx 

0

2  
  0  0  sF ( s )    sFC ( s).
 
C
2 

2
(6) FC  f ''( x)   f '(0)  s 2 FC ( s )

2
FS  f ''( x)  sf (0)  s 2 FS ( s )

provided f ( x) and f '( x)  0 as x  

dFS dF
(7) FC  xf ( x)  and FS  xf ( x)   C
ds ds

If FC  f ( x)  FC (s), FC  g ( x)  GC (s),

(8)
FS  f ( x)  FS (s) and FS  g ( x)  GS ( s) exist,
 

then  FC (s) GC (s) ds   FS (s) GS (s) ds   f ( x) g ( x)dx
0 0
0

  

 FC ( s) ds   FC ( s) ds   f ( x) dx
2 2 2
and
0 0 0

which is called Parsival’s identity.

Page 42 of 46
Problems:

(1) Find FC e   , F e  and hence find F xe  and F xe 

 ax
S
 ax
C
 ax
S
 ax

Solution: By definition,

2
FC e  
 ax  ax
e cos sx dx
0


2  e  ax  2 a
      ,a  0
  a 2  s 2 
a cos sx s sin sx
0  a 2
 s 2

2
FS e  ax
  e  ax
sin sx dx
 0


2  e  ax  2 s
    a sin sx  s cos sx    , a  0.
  a2  s2 0  a 2
 s 2

Therefore,

d  2 s  2 a2  s2
FC  xe   ds FS e   ds   a 2  s 2    (a 2  s 2 )2
 ax d  ax

 

d  2 a 
FS  xe ax    FC e  ax    
d 2 2as
 
ds ds   a 2  s 2   (a 2  s 2 )2

2).  
Find Fc e a x & Fs xe a x .
2 2

 2 2

Solution : We have from definition,

Page 43 of 46
  
Fc e   a2 x2
 
2  a2 x2
 0
e cos sxdx 
2  a2 x2 isx
 0
e e dx  F e  a2 x2
 
s2
1  4 a2
 e
2a
d  1  4 a2 
2 2

   
s s
d s  2
 a2 x2  a2 x2
 Fs xe   Fc e   e  e 4a
ds ds  2a  2 2a 3

Note that
  x   s
 
2 2
1  a2 x2
for a  , Fc e  Fc e 2 e 2
2  
  x 
 
2 2
s

 a2 x2
& Fs xe  Fs  xe 2   xe 2 .
 
x2

e 2
is self reciprocal under Fourier cosine transform and
x2

2
xe is self reciprocal under Fourier sine transform .

3) Find Fc  x a 1 & Fs  x a 1 ,0  a  1.


Consider  x a 1e isx dx;
0

dy
Let isx  y or dx  . Then
is
  a
1 (a ) a (a )  i 2  (a)
x 0 y e dy  i a s a  (i) s a   e  s a
a 1  isx a 1  y
e dx 
 is 
a
0

 a   ( a )  a   ( a )
 cos   a  i sin   a
 2  s  2  s

Page 44 of 46
Thus
 
 a   ( a )  a   ( a )
x cos sxdx  i  x a 1 cos sxdx  cos   a  i sin   a
a 1

0 0  2  s  2  s
Equating real and imaginary parts, we get

2 ( a )  a 
Fc  x  
2 a 1

a 1
x cos sxdx  cos   and
0  s a
 2 

2  ( a )  a 
Fs  x  
2 a 1
 0
a 1
x sin sxdx  sin   .
 sa  2 
Note:

 1  1  1   1 
For a  , Fc  x a 1  Fc   
1
 Fs         
2  x s  x  2 
1
 is self reciprocal under Fourier sine and cosine transforms.
x
Note:

2
Consider Fc  f ( x) 
 0
f ( x)cos sxdx  Fc ( s).


2
Then f ( x)  Fc Fc ( s) 
 0
1
Fc ( s)cos sxds      (1)

Interchanging s and x in (1), we get


2
Fc ( x)cos sxdx  Fc Fc ( s )
 0
f (s) 

Similarly, if Fs  f ( x)  Fs ( s) then, Fs Fs ( s)  f ( s).

Page 45 of 46
4) Find
 1   x 
Fc   and F  2
.
1  x  1  x 
2 s

Solution: We have shown that

Fc e  ax  
2 a
 Fc ( s ).
 a2  s2

 2 a  
 Fc  Fc ( x)  Fc  2 
 e  as .
 a x 
2
 
 a    as
Or Fc  2 2 
 e .
a  x  2
 1   -s
For a  1, Fc  2 
 e .
1  s  2
 x  d  -s  -s
Fs     e  e .
1  x 
2
ds 2 2
Exercises:
1) Find the Fourier cosine transform of e ax cos ax, eax sin ax and hence find the
1 x2
Fourier cosine transforms of and .
 x 4
 k 4
  x 4
 k 4

1 e ax
2) Find the Fourier sine transform of and , a  0.
x x

Page 46 of 46