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Fourier Series and Partial Differential Equations Lecture Notes

Fourier Series and Partial Differential Equations Lecture Notes

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Chapter 2. <strong>Fourier</strong> series 14<br />

The first term on the right-h<strong>and</strong> side is trivially zero for m = 0. Using Lemma 2.1 for the<br />

remaining terms gives<br />

<strong>and</strong> hence<br />

π<br />

f(x)cos(mx)dx =<br />

−π<br />

∞<br />

anπδnm = πam, (2.30)<br />

n=1<br />

am = 1<br />

π<br />

f(x)cos(mx)dx. (2.31)<br />

π −π<br />

Note that this also holds for m = 0 (which is the reason for the factor of 1/2).<br />

Multiplying equation (2.19) by sin(mx) <strong>and</strong> integrating term-wise, we similarly obtain<br />

bm = 1<br />

π<br />

f(x)sin(mx)dx. (2.32)<br />

π<br />

−π<br />

−π<br />

Definition Suppose f is such that<br />

an = 1<br />

π<br />

f(x)cos(nx)dx,<br />

π<br />

bn = 1<br />

π<br />

f(x)sin(nx)dx,<br />

π<br />

(2.33)<br />

exist. Then we shall write<br />

f(x) ∼ 1<br />

2 a0 +<br />

−π<br />

∞<br />

[ancos(nx)+bnsin(nx)], (2.34)<br />

n=1<br />

<strong>and</strong> call the series on the right-h<strong>and</strong> side the <strong>Fourier</strong> series for f, whether or not it<br />

converges to f. The constants an <strong>and</strong> bn are called the <strong>Fourier</strong> coefficients of f.<br />

Example 2.1 Find the <strong>Fourier</strong> series of the function f which is periodic with period 2π<br />

<strong>and</strong> such that<br />

f(x) = |x|, x ∈ (−π,π]. (2.35)<br />

−π<br />

y<br />

To find an, bn first notice that f is even, so f(x)sin(nx) is odd <strong>and</strong><br />

bn = 1<br />

π<br />

f(x)sin(nx)dx = 0, (2.36)<br />

π<br />

−π<br />

π<br />

x

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