even - maynooth university department of theoretical …... fourier cosine and sine series (i) the...

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Fourier cosine and sine series Evaluation of the coefficients in the Fourier series of a function f is considerably simpler is the function is even or odd. A function is even if f (x) = f ( x) Example: x 2 , x 4 , cos x A function is odd if f (x) = f ( x) Example: x, x 3 , sin x A function can be neither even nor odd. For example e x , e x .

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Page 1: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Fourier cosine and sine seriesEvaluation of the coefficients in the Fourier series of a function f is considerablysimpler is the function is even or odd.A function is even if

f (−x) = f (x)

Example: x2, x4, cos x

A function is odd if

f (−x) = − f (x)

Example: x, x3, sin x

A function can be neither even nor odd. For example ex, e−x.

Page 2: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Theorem: Properties of even/odd functions

(a) The product of two even functions is even.(b) The product of two odd functions is even.(c) The product of an even function and an odd function is odd.

(d) The sum (difference) of two even functions is even.(e) The sum (difference) of two odd functions is odd.

(f) If f is even, then� a−a f (x)dx = 2

� a0 f (x)dx.

(g) If f is odd, then� a−a f (x)dx = 0.

Page 3: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Cosine and sine series

If f is an even function on (−p, p) then the Fourier coefficients are

a0 =1p

� p

−pf (x)dx =

2p

� p

0f (x)dx

an =1p

� p

−pf (x) cos

nπp

x dx =2p

� p

0f (x) cos

nπp

x dx

bn =1p

� p

−pf (x) sin

nπp

x dx = 0

Page 4: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Similarly is f is odd on (−p, p)

a0 =1p

� p

−pf (x)dx = 0

an =1p

� p

−pf (x) cos

nπp

x dx = 0

bn =1p

� p

−pf (x) sin

nπp

x dx =2p

� p

0f (x) sin

nπp

x dx

Page 5: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Definition: Fourier cosine and sine series

(i) The Fourier series of an even function on the interval (−p, p) is the cosine series

f (x) =a02+

∞�

n=1an cos

nπp

x (1)

where

a0 =2p

� p

0f (x)dx (2)

an =2p

� p

0f (x) cos

nπp

x dx (3)

Page 6: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

(ii) The Fourier series of an odd function on the interval (−p, p) is the sine series

f (x) =∞�

n=1bn sin

nπp

x (4)

where

bn =2p

� p

0f (x) sin

nπp

x dx (5)

Page 7: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Example 1: Expansion in a sine series

Expand f (x) = x, −2 < x < 2 in a Fourier series.

Solution: The given function is odd on the interval (−2, 2), so we expand it in a sineseries with p = 2. Using the integration by parts we get

bn =

� 2

0x sin

nπ2

x dx =4(−1)n+1

nπTherefore

f (x) =4π

∞�

n=1

(−1)n+1

nsin

nπ2

x

The series converges to the function on (−2, 2) and the periodic extension (of period4).

Page 8: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Example 2: Expansion in a sine series

f (x) =�−1, −π < x < 01, 0 ≤ x < π

The function is odd on the interval (−π, π). With p = π we have

bn =2π

� π

0(1) sin nx dx =

1 − (−1)n

nand so

f (x) =2π

∞�

n=1

1 − (−1)n

nsin nx

Page 9: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Gibbs phenomenon

If a function has discontinuities, then its Fourier series expansion exhibits ”overshoot-ing” by the partial sums from the functional values near a point of discontinuity. Thisdoes not smooth out and remains fairly constant even for large N. This behavior ofa Fourier series near a point of discontinuity at which f is discontinuous is known asthe Gibbs phenomenon.

Page 10: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Half-range expansions

Note that the cosine and sine series utilize the definition of a function only on 0 < x <p. So the cosine and sine expansions of a function defined on (0, p) are half-range

expansions. The choice of cosine or sine function determines whether the periodicextension of the function behaves as even or odd function on the full interval (−p, p).

Page 11: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Example 3: Expansion in three series

Expand f (x) = x2, 0 < x < L (a) in a cosine series, (b) in a sine series, (c) in aFourier series.(a)

a0 =2L

� L

0x2 dx =

23

L2

an =2L

� L

0x2 cos

nπL

x dx =4L2(−1)n

n2π2

where the integration by parts was used twice to get an. Thus

f (x) =L2

3+

4L2

π2

∞�

n=1

(−1)n

n2 cosnπL

x

The series converges to the 2L-periodic even extension of f .

Page 12: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

(b)

bn =2L

� L

0x2 sin

nπL

x dx =2L2(−1)n+1

nπ+

4L2

n3π3[(−1)n − 1]

f (x) =2L2

π

∞�

n=1

(−1)n+1

n+

2n3π2[(−1)n − 1]

sin

nπL

x

The series converges to the 2L-periodic odd extension of f .

Page 13: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

(c) with p = L/2, 1/p = 2/L, and nπ/p = 2nπ/L, we have

a0 =2L

� L

0x2 dx =

23

L2

an =2L

� L

0x2 cos

nπL

x dx =L2

n2π2

bn =2L

� L

0x2 sin

nπL

x dx = −L2

nπTherefore

f (x) =L2

3+

L2

π

∞�

n=1

�1

n2πcos

2nπL

x − 1n

sin2nπL

x�

The series converges to the L-periodic extension of f .

Page 14: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Periodic driving force

Fourier series can be useful in determining a particular solution of a DE describing aphysical system in which the input or driving force is periodic.

Example 4:

We will find a particular solution of the DE describing an undamped spring/masssystem

md2xdt2+ kx = f (t)

by first representing f by a half-range sine expansion and then assuming a particularsolution of the form

xp(t) =∞�

n=1Bn sin

nπp

t

Page 15: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Consider the spring/mass system characterized by m = 1/16 kg, and k = 4 N/m anddriven by the periodic force defined as

f (t) =�πt, 0 < t < 1π(t − 2) 1 ≤ t < 2

Note that we only need the half-range sine expansion of f (t) = πt, 0 < t < 1. Withp = 1 it follows using integration by parts that

bn = 2� 1

0πt sin nπt dt =

2(−1)n+1

n

The differential equation of motion is then

116

d2xdt2+ 4x =

∞�

n=1

2(−1)n+1

nsin nπt

Page 16: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

To find a particular solution xp(t) we substitute

xp(t) =∞�

n=1Bn sin

nπp

t

into the equation and equate the coefficients of sin nπt. This yields

xp(t) =∞�

n=1

32(−1)n+1

n(64 − n2π2)sin nπt

Observe that in the solution there is no integer n ≤ 1 for which the denominator

64 − n2π2of Bn is zero. That means that in this system we will not observe the

phenomenon of pure resonance.

In general, we observe pure resonance if there is a value of n = N for which Nπ/p =ω where ω is the natural angular frequency of the system ω =

√k/m. In other words

we have pure resonance if the Fourier expansion of the driving force f (t) contains a

term sin(Nπ/L)t or cos(Nπ/L)t that has the same frequency as the free vibrations.

Page 17: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Complex Fourier series

We will now recast the definition of the Fourier series into a complex form or expo-nential form.

A complex number can be written as z = a + ib where a and b are real numbers andi2 = −1. Also a complex number z̄ = a− ib is the complex conjugate of the number z.Recall Euler’s formula

eix = cos x + i sin x e−ix = cos x − i sin x

Page 18: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Complex Fourier seriesUsing Euler’s formulas above we can express the cosine and sine functions as

cos x =eix + e−ix

2, and sin x =

eix − e−ix

2i

Using these we can write the Fourier series of a function f as

a02+

∞�

n=1

an

einπx/p + e−inπx/p

2+ bn

einπx/p − e−inπx/p

2i

=a02+

∞�

n=1

�12

(an − ibn)einπx/p +12

(an + ibn)e−inπx/p�

= c0 +∞�

n=1cneinπx/p +

∞�

n=1c−ne−inπx/p

where c0 = a0/2, cn = (an − ibn)/2, c−n = (an + ibn)/2.

Page 19: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

When the function f is real, cn and c−n are complex conjugates and can also bewritten in terms of the complex exponential functions:

c0 =12

1p

� p

−pf (x) dx

cn =12

(an − ibn) =12

�1p

� p

−pf (x) cos

nπp

x dx − i1p

� p

−pf (x) sin

nπp

x dx�

=1

2p

� p

−pf (x)

�cos

nπp

x − i sinnπp

x�

dx =1

2p

� p

−pf (x) e−inπx/p dx

c−n =12

(an + ibn) =12

�1p

� p

−pf (x) cos

nπp

x dx + i1p

� p

−pf (x) sin

nπp

x dx�

=1

2p

� p

−pf (x)

�cos

nπp

x + i sinnπp

x�

dx =1

2p

� p

−pf (x) einπx/p dx

Page 20: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Definition: Complex Fourier series

The complex Fourier series of functions f defined on an inteval (−p, p) is given by

f (x) =∞�

n=−∞cn einπx/p, (6)

where

cn =1

2p

� p

−pf (x) e−inπx/pdx, n = 0,±1,±2, ... (7)

Page 21: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Example 1: Complex Fourier series

Expand f (x) = e−x, −π < x < π in a complex Fourier series.

Solution: With p = π, we get

cn =1

� π

−πe−x e−inx dx =

12π

� π

−πe−(in+1)x dx

= − 12π(in + 1)

�e−(in+1)π − e(in+1)π�

We can simplify the coefficients using Euler’s formula

e−(in+1)π = e−π(cos nπ − i sin nπ) = (−1)ne−π

e(in+1)π = eπ(cos nπ + i sin nπ) = (−1)neπ

Since cos nπ = (−1)n and sin nπ = 0.

Page 22: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Hence

cn = (−1)n(eπ − e−π)2(in + 1)π

= (−1)n sinh ππ

1 − inn2 + 1

The complex Fourier series is then

f (x) =sinh ππ

∞�

n=−∞(−1)n 1 − in

n2 + 1einx

The series converges to the 2π-periodic extension of f .

Page 23: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Fundamental frequency

The Fourier series in both the real and complex definitions define a periodic functionand the fundamental period of that function (i.e. the periodic extension of f ) isT = 2p. Since p = T/2 the definitions become respectively

a02+

∞�

n=1(an cos nωx + bn sin nωx) and

∞�

n=−∞cneinωx

where the number ω = 2π/T is called the fundamental angular frequency.

In Example 1, the periodic extension of the function has period T = 2π and thus thefundamental angular frequency is ω = 2π/2π = 1.

Page 24: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Frequency spectrum

If f is periodic and has fundamental period T , the plot of the points (nω, |cn|), whereω is the fundamental angular frequency, and cn are the coefficients of the complexFourier series, is called the frequency spectrum.

Example 2: Frequency spectrum

In Example 1, ω = 1, so that nω = 0,±1,±2, .... Using |a + ib| =√

a2 + b2, we get

|cn| =sinh ππ

1√n2 + 1

Page 25: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

Example 3: Frequency spectrum

f (x) =

0, −12 < x < −1

41, −1

4 < x < 14

0, 14 < x < 1

2

Here T = 1 = 2p, so p = 12. The coefficients cn are

cn =

� 1/2

−1/2f (x) e2inπx dx =

� 1/4

−1/41 . e2inπx dx =

e2inπx

2inπ

1/4

−1/4

=1

nπeinπ/2 − e−inπ/2

2i=

1nπ

sinnπ2

Since this result is not valid for n = 0, we compute c0 separately: c0 =� 1/4−1/4 dx = 1

2

Page 26: even - Maynooth University Department of Theoretical …... Fourier cosine and sine series (i) The Fourier series of an even function on the ... Expansion in a sine series Expand f(

The following table shows some of the values of |cn|:

n −5 −4 −3 −2 −1 0 1 2 3 4 5

|cn| 15π 0 1

3π 0 1π

12

1π 0 1

3π 0 15π