The Fourier Series Toolkit
The PDE methods ahead build solutions out of sines and cosines, so to match a starting temperature or shape, we have to write it as a sum of sines and cosines too. Because those waves are orthogonal, each coefficient comes out of a single integral.
What the symbols mean
- Sine coefficient
How much of the nth sine mode f contains.
- Interval length
The rod or string runs from 0 to L.
What the symbols mean
- Average value
The mean of f over [0, L].
- Cosine coefficient
How much of the nth cosine mode f contains.
Explanation
A Fourier series is simply a way of writing a shape as a sum of simple waves, sines and cosines. It's named after Joseph Fourier, who came up with it in the early 1800s while working out how heat flows. It's what will let us match any starting temperature or string shape in the units ahead, and it's the same idea behind MP3s and audio equalizers. The formula looks heavy, but it's just a recipe: (a wave with humps across the interval), (how much of that wave goes in), and (add them all up). The coefficient formula is just a way of measuring how much of each wave contains. Once you see it as a recipe, it's a lot less scary.
Why we need this. In the next unit, separating variables in the heat equation will hand us one simple solution for each , each shaped like and fading in time. Superposition lets us add them up, but at the sum has to match whatever starting temperature we were given. So the real question is: can we write as a sum of sines, and how much of each one do we need? That's a Fourier series.
Why the coefficient formulas work. Multiply the series by and integrate. Orthogonality kills every term except , which leaves . Divide by and you have the formula for . If that feels familiar, it should: it's the same move as finding a vector's component along one axis with a dot product. The perpendicular axes contribute nothing, so only the piece you want survives.
Which series? The boundary conditions decide. Every is zero at and , so a sine series automatically respects at the ends. Every cosine has zero slope there, so cosines fit insulated ends.
| Boundary conditions | Series |
|---|---|
| at both ends | sine series on |
| at both ends | cosine series on |
| periodic on (a ring) | full Fourier series |
Convergence. For piecewise smooth , the series converges to where is continuous and to the average of the two one-sided limits at a jump. Near a jump, partial sums overshoot by about 9% no matter how many terms you take (the Gibbs phenomenon). There's a slider further down that lets you add terms and watch the overshoot refuse to go away.
Smoothness and decay. Coefficients of a function with jumps shrink like ; a continuous function with corners, like . Smoother data need fewer terms. That makes sense: a sharp feature can only be built out of fast wiggles, so the high-frequency modes have to carry more weight.
See it
Worked examples
Find the sine series coefficients of on .
- 1
Use the sine formula with : .
Practice
Type your answer and check it. Solve them all to complete the lesson.
Find for on .
Find for on .
Find () for on .
Find for on .
To what value does the sine series of on converge at ?
A synthesizer's square wave equals 1 on and on . Its sine coefficients are for odd and 0 for even . How loud is the third harmonic compared with the fundamental (ratio of amplitudes)?
The sine series of on is . Setting gives a famous series: ?
The hardest one here. Get it, and you've got this lesson.
Parseval's identity for a sine series on says . Apply it to , whose coefficients are , to find .
Where it's used
Fourier series are how MP3 and JPEG compress data, how audio equalizers work, and how every separation-of-variables solution in this course is assembled.