Applied Engineering Analysis

- slides for class teaching*

Chapter 5
Overview of Fourier Series

* Based on the book of “Applied Engineering

Analysis”, by Tai-Ran Hsu, published by John
Wiley & Sons, 2018 (ISBN 9781119071204)

(Chapter 5 Fourier series)

© Tai-Ran Hsu

1
Chapter learning objectives:

• Appreciate that the Fourier series are the mathematical form for periodic physical phenomena.
• Learn to use Fourier series to represent periodical physical phenomena in engineering analysis.
• Learn the required conditions for deriving Fourier series.
• Appreciate the principle of using Fourier series derived from the function for one period to apply the
same Fourier series for other periods.
• Derive the mathematical expressions of Fourier series representing common physical phenomena.
• Understand the convergence of Fourier series of continuous periodic functions.
• Understand the convergence of Fourier series of piecewise continuous functions.
• Understand the convergence of Fourier series at discontinuities.

2
Introduction of Fourier Series

The inventor: Jean Baptiste Joseph Fourier (1749-1829), a French mathematician.

Major contributions to engineering analysis:

● Mathematical theory of heat conduction (Fourier law of heat conduction in Chapter 7).

● Fourier series representing periodical functions.

● Fourier transform: Similar to Laplace transform, but for transforming functions with variables in the
range of (-∞ and +∞) - a powerful tool in engineering analysis.

The function that describes a specific physical quantity by the Fourier series can be used to represent the same periodic
physical quantity in the entire spectrum of which the variable of the function covers.

3
Periodic Physical Phenomena are common in our day-to-day lives:

Motions of ponies in a go-round

Forces on the needle in a sewing machine

4
Machines with Periodic Physical Phenomena – Cont’d

A stamping
machine involving
cyclic punching
of sheet metals
Sheet metal

Mass, M
x(t)
Elastic
foundation

In a 4-stroke internal
combustion engine:
Cyclic gas pressures
on cylinders,
and forces on connecting
rod and crank shaft

5
 The periodic variation of gas pressure in the cylinder head
of a 4-stoke internal combustion engine:

1 - Intake
Pressure, P

The P-V Diagram

3 4 2 - Compression
P = gas pressure
in cylinders 3 - Combustion
2
1 5 4 - Expansion
5
5 - Exhaust
Volume, V or Stoke, L
But the stroke l varies with time of the rotating crank shaft, so the
time-varying gas pressure is illustrated as:
Period T Period T
Pressure, P(t)

So, P(t) is a periodic function

with period T
1 2 3 4 5
Time, t
One revolution Next revolution
6
Mathematical expressions for different kinds of periodical signals
from an oscilloscope:

Continuous function

Piece‐wise continuous function)

7
 FOURIER SERIES – The mathematical
representation of periodic physical phenomena
● Mathematical expression for periodic functions:

● If f(x) is a periodic function with variable x in ONE period 2L

● Then f(x) = f(x±2L) = f(x±4L) = f(x± 6L) = f(x±8L)=……….=f(x±2nL)
where n = any integer number
f(x)
Period: ( -π, π) or (0, 2π)

x
-3π -2π -π 0 π 2π 3π

(a) Periodic function with period (-π, π)

Period = 2L: f(t)

t
-L 0 2L 3L
-3Lt-4L -2L t-2L Lt

(b) Periodic function with period (-L, L) 8

 Mathematical Expressions of Fourier Series

● Required conditions for deriving Fourier series:

● The mathematical expression of the periodic function f(x) in one period

must be available
● The function in one period is defined in an interval (c < x < c+2L)
in which c = 0 or any arbitrarily chosen value of x, and L = half period
● The function f(x) and its first order derivative f’(x) are either continuous
or piece-wise continuous in c < x < c+2L
● The mathematical expression of Fourier series for periodic function f(x) is:
a0   nx nx 
f ( x)     a n Cos  bn Sin   f  x  2 L   f  x  4 L   ....... (5.1)
2 n 1  L L 
where ao, an and bn are Fourier coefficients, to be determined by the following integrals:
1 c2 L nx
an  
L c
f ( x) Cos
L
dx n  0,1, 2, 3,.................. (5.2a)

1 c2L nx
L c
bn  f ( x ) Sin dx n  1, 2, 3,.................. (5.2b)
L
Occasionally the coefficient a0, as a special case of an with n = 0 in Equation (5.2a) needs to be 
determined separately by the following integral:
1 c2 L
a0   f  x dx (5.2c)
9
L c
Example 5.1 (p.155)

Derive a Fourier series for a periodic function with period (-π, π):

We realize that the period of this function 2L = π – (-π) = 2π. The half period is L = π.
If we choose c = -π, we will have c+2L = -π + 2π = π

Thus, by using Equations (5.1) and (5.2), we will have:

a0   nx nx 
f ( x)     an Cos  bn Sin 
2 n 1  L  L  
1 c  2 L     2 nx
and an 
L   c  
f ( x) Cos
L 
dx

1 c  2 L     2 nx
bn 
L  
c  
f ( x) Sin
L 
dx

Hence, the Fourier series is:

a0 
f ( x)    a n Cos (nx )  bn Sin (nx )  (5.3)
2 n 1
with 1 
an 
 

f ( x) Cos (nx ) dx n  0,1, 2, 3,.................. (5.4a)

1 
bn 
 

f ( x) Sin (nx ) dx n  1, 2, 3,.................. (5.4b)

We notice the period (-π, π) might not be practical, but it appears to be common in many applied math
textbooks. Here, we treat it as a special case of Fourier series. 10
Example 5.2 (p.155)

Derive a Fourier series for a periodic function f(x) with a period (-ℓ, ℓ)
Let us choose c = -ℓ, and the period 2L = ℓ - (-ℓ) = 2ℓ, and the half period L = ℓ
a0   nx nx 
f ( x)     an Cos  bn Sin 
2 n 1  L L 
1 c2 L 2 nx
an 
L c
f ( x) Cos
L
dx
1 c  2 L 2 nx
bn 
L c
f ( x) Sin
L
dx

Hence the Fourier series of the periodic function f(x) becomes:

a0 
 nx nx 
f ( x)     a n Cos  bn Sin  (5.5)
2 n 1    
with
1  nx
an 
  
f ( x) Cos

dx n  0,1, 2, 3,.................. (5.6a)

1  nx
bn 
 

f ( x ) Sin

dx n  1, 2, 3,.................. (5.6b)

11
Example 5.3 (p.155)

Derive a Fourier series for a periodic function f(x) with a period (0, 2L).
As in the previous examples, we choose c = 0, and the half-period to be L. We will have
the Fourier series in the following form:
a0   nx nx 
f ( x)     an Cos  bn Sin 
2 n 1  LL L L
1 c  2 L  0  2 L nx
an 
L  c 0
f ( x) Cos
LL
dx
1 c  2 L 0 2 L nx
bn 
LL  c 0
f ( x) Sin
LL
dx

The corresponding Fourier series thus has the following form:

a0 
 nx nx 
f ( x)     a n Cos  bn Sin 
(5.7)
2 n 1  L L 
1 2L
a0 
L  0
f ( x) dx (5.8a)
1 2L nx
an 
L  0
f ( x ) Cos
L
dx n  1, 2, 3,.................. (5.8b)
1 2L nx
bn 
L 
0
f ( x) Sin
L
dx n  1, 2, 3,.................. (5.8c)
Periodic functions with periods (0, 2L) are more realistic. Equations (5.7) and (5.8) are
thus more practical in engineering analysis. 12
Example 5.4 (p.156)
Find the Fourier series for the sinusoidal signals from an oscilloscope shown in the right 
of the figure below. Magnitudes of this sinusoidal signals are shown in the figure below:

Solution:
We will express the period of the sine function in the right of the above figure by letting the 
period 2L = 8 units (L = 4), and the corresponding sine function in one period thus has the 

form: f t   3 sin t for 0  t  8 (a)
4
The Fourier series for the sine function in Equation (a) can be expressed according to 

 nt nt 
f t   o    a n cos
a
Equation (5.7) to be:  bn sin 
2 n 1  4 4 
1   
f t dt    3 sin t  dt  0
1 8 8
with the coefficients: ao 
4 0 4 0 4 
1 8 t  nt  1 8 t  nt  3n
a n    3 sin  cos  dt  0 bn  0  3 sin  sin  dt 
4 0 4  4  4  4  4   1  n 2  for n≠1

1 8 t   t 

 n  n
f t   3 
3
b1    3sin   sin  dt  3
Leads to the Fourier

  1 n
n2 
 sin
2 
t
4 0 4  4
Series in the form:   4 13
 Example 5.6 (p.158)
Find the Fourier series for the periodic piece‐wise continuous linear signals shown on the 
screen of an oscilloscope shown in the figure in the left below. The figure in the right 
shows the numerical scale in one period.

Solution:
As seen  from the diagram in the right of the figure, the period of the function f(t) 
remains to be 2L = 8 units, which gives L = 4 units. The function f(t) for one period is:
f t    t  3
3
for 0  t  8
4
The Fourier series for the periodic function f(t) may be expressed in the following expression: 
a0   nt nt 
f t      a n cos  bn sin 
2 n 1  4 4 
with the coefficients:
 3  nt
dt   2 2 bn  1 8   3 t  3  sin nt dt  9
1 8 6
1 8 3
4 0 4

a0     t  3  dt  0 a n 
 4    4 t  3  cos
0 4 n 4 0  4  4 n

 6  nt nt 
f t  
9
The corresponding Fourier 
Series thus has the form: 
   n 
n 1
22 

cos
4

n
sin
4  14
Example 5.8 (p.160)
Here, we will offer another example of finding the Fourier series to represented by a piece‐wise 
continuous function whining one period, as illustrated in the figure below: 
f(x)

3.0

x
-10 -5 0 5 10 15

Solution: We have the period, 2L = 5 – (‐5) = 10, and the half‐period L = 5.  We may choose 

the starting point c = ‐5.
The corresponding Fourier series in this case fits in that shown in Equations (5.5) and 
(5.6a,b) to be: a0   nx nx 
f ( x)     an cos  bn sin 
2 n 1  5 5 
Equation (5.8b) and (5.8c) are used to evaluate the following coefficients:
1 5 nx 1 0 nx 5 nx  3 5 nx
an  
5 5
f ( x) cos
5
dx    (0) cos
5  5 5
dx   (3) cos
0 5
dx    cos
 5 0 5
dx

(0)x
5
3 5 nx  3 5 3 5
5 0 5 0
an   sin  0 if n  0 from which we get: a0  cos dx  dx  3
5  n 5 0 5
15
Example 5.8 – Con’d
1 5 nx 1 0 nx 5 nx  3 5 nx
bn  
5 5
f ( x ) sin
5
dx   
5  5
( 0 ) sin
5
dx  0
( 3) sin
5
dx    sin
 5 0 5
dx

After integration:
3 5
bn    cos
nx 
 
5



3(1  cos n ) 3 1  1
n

5  n 5 0 n n

The Fourier series for the function for this piece‐wise continuous function in one period thus 
has the form:

3  3(1  cos n )
f ( x)    sin
nx 3  3 1  (1) n
  sin
nx  
2 n 1 n 5 2 n 1 n 5

16
Special Example on deriving the Fourier series in describing the motion of the “slider”
in a “crank-slider” mechanism – a common mechanical engineering
design problem:
Derive a function describing the position of the sliding block M in one period in a slide
mechanism as illustrated below. If the crank rotates at a constant velocity of 5 rpm.

(a) Illustrate the periodic function in three periods, and

(b) Derive the appropriate Fourier series describing the position of
the sliding block x(t) in which t is the time in minutes

17
Solution:
(a) Graphic Illustration on this periodic physical phenomenon in three periods:
Determine the angular displacement of the crank R:
We realize the relationship: rpm N = ω/(2π), and θ = ωt, where ω = angular velocity,
and θ = angular displacement relating to the position of
the sliding block
For N = 5 rpm, we have:   t  5t Based on one revolution (θ=2π) corresponds
2 1 to 1/5 min. We thus have θ = 10πt
5

Position of the sliding block along the x-direction can be determined by:
x = R – RCosθ

or x(t) = R – RCos(10πt) = R[1 – Cos(10πt)] 0 < t < 1/5 min

18
We have now derived the periodic function describing the instantaneous position of the
sliding block as:

x(t) = R[1-cos(10πt)] (a)

Graphical representation of function in Equation (a) can be produced as:

19
(b) Formulation of Fourier Series:
We have the periodic function: x(t) = R[1 – Cos(10πt)] with a period: 0 < t < 1/5 min
If we choose c = 0 and period 2L = 1/5, we will have the Fourier series expressed in
the following form by using Equations (6.7) and (6.8):

ao   nt nt 
xt     an Cos  bn Sin
2 n 1  L  1 / 10 L  1 / 10 
ao 
   an Cos10nt  bn Sin10nt  (b)
2 n 1
1 15 R  Sin 21  n  Sin 21  n  
with
an 
1 0
x t  Cos10 nt dt    (c)
2  1 n 1 n 
10
We may obtain coefficient ao from Equation (c) to be ao = 0:
The other coefficient bn can be obtained by:
1

bn  10  xt  Sin10nt dt  10  R1  Cos10t Sin10nt dt
5
0 0


R
Cos 2n  1  1  R Cos 2n  1  1 (d)
2n  1 2n  1

20
 5.4 Convergence of Fourier Series (p.161)
We have learned, with amazement, how periodic functions with a given form in ONE period can be expressed by an infinite
series called the Fourier series such as shown in Equation (5.1) (p.154). In theory, it requires to include INFINITE number of
terms in the series i.e. n=1,2,3,4,5,6,…..in Equation (5.1) to get such correlation, which obviously is neither REALISTIC nor
PRACVTICAL in any engineering analysis.
a0   nx nx 
f ( x)     a n Cos  bn Sin   f  x  2 L   f  x  4 L   ....... (5.1)
2 n 1  L L 
The question then is “How MANY” terms in the infinite series one needs to include in Equation (5.1) in order to reach an
accurate representation of the required periodic function [e.g., f(x) in one period]?

The following case study will give us some idea in the answering the above question, that is: “How many terms in the
Fourier series in Equation (5.1) will give users reasonably accurate results.” This issue is called the “Convergence of
Fourier series.”
This case involves the derivation of a Fourier series for the following periodic function in one period, and find how many
terms in the series that one will need to include in order to get accurate representation of the function in the specified
periods:
f t   0   t  0
S int 0  t 

21
 5.4 Convergence of Fourier Series - Cont’d
The following is a graphic illustration of the periodic function in three periods:
f(t)
f t   0   t  0
S int 0  t 

t
-3π -2π -π 2π 0
3π π
We identified the period to be: 2L = π- (-π) = 2π, and according to Equation (5.3), we have:
a0 
f (t )    an cosnt   bn sin nt  (a)
2 n 1
1  1 1  1  Cos n
where an 
 

f (t ) Cos ( nt ) dt 
 
(0) Cos nt dt  
 0
Sin t Cos nt dt 
 
1 n2 
for n  1 (b)

1  1 0 1 
and bn 
 

f (t ) Sin (nt ) dt 
 
(0) Sin nt dt 
 0
Sin t Sin nt dt n  1, 2, 3,..... (c)

1  1  Sin (1  n) t Sin(1  n) t  
or bn      0 for n 1
 2  1 n 1  n   0
For the case n =1, the two coefficients a1 and b1 become:
 1  1

1  Sin 2 t b1  Sin t Sin t dt  (d),(e)

a1  Sin t Cos t dt  0 and
0 2
0 2 22
o
Convergence of Fourier Series-Cont’d
f(t)
f t   0   t  0
S int 0  t 

t
-3π -2π -π 0 π 2π 3π
The Fourier series for the periodical function f(t) with the coefficients become:
Sin t 
  a n Cos nt  bn Sin nt 
1
f (t )   (5.10)
 2 n2
The Fourier series in Equation (b) can be expanded into the following infinite series:

1 Sin t 2  Cos 2t Cos 4t Cos 6t Cos 8t  (5.11)

f (t )         ................ 
 2  3 15 35 63 
Let us now examine what the function would look like by including different number of terms in expression (5.11):
f(t)
Case 1: Include only one term in Equation (5.11):

f  x   f1 
1
1
 f1 

Graphically it will look like: t
-π 0 π
Observation: the function with one term does Not even closely resemble the original shape of the function!!
- We thus conclude that the Fourier series in Equation (5.10) with one term does not converge to the function! 23
 Convergence of Fourier Series-Cont’d
f(t)
f t   0   t  0
S int 0  t 

t
-3π -2π -π 0 π 2π 3π

1 Sin t 2  Cos 2t Cos 4t Cos 6t Cos 8t 

Case 2: Include 2 terms in Expression (5.11): f (t )         ................ 
 2  3 15 35 63 

f(t)
1 Sin t
f 2 (t )  

f t   f 2 (t )  
1 Sin t 2
 2
t
-π 0 π
Observation: A Fourier series with 2 terms has shown some improvement in representing the periodic function.
f(t)
Case 3: Include 3 terms in Expression (5.11):
1 Sin t 2 Cos 2t
f 3 (t )   
 2 3
f t   f 3 (t )  
1 Sin t 2 Cos 2t

 2 3
t
-π 0 π
Observation: A Fourier series with 3 terms represent the function much better than the two previous cases with 1 and 2 terms in
the infinite series. 24
 Convergence of Fourier Series-Cont’d

Case 4: Use four terms in Equation (5.11):

Solid lines = graphic display of the periodic

function in one period.
Dotted lines = graphic display of the Fourier
series with 4 terms in Equation
(5.11):

Conclusion: Fourier series converges better to the periodic function that it represents with more terms included in the
series.

Practical consideration: It is not realistic to include infinite number of terms in the Fourier series for complete convergence.
Normally an approach with 20 terms would be sufficiently accurate in representing most periodic functions

25
 5.5 Convergence of Fourier Series at Discontinuities (p.164)
Fourier series in Equations (5.1) and (5.2a,b,c) converges to periodic functions everywhere except at discontinuities of piece-
wise continuous function such as illustrated below:
f(x)
A piece-wise
discontinuous = f1(x) 0 < x < x1 f1(x)
function in one f(x) = < = f2(x) x1 < x <x2 (2)
period: = f3(x) x2 < x < x4 f2(x)
(1)
x4 x
The periodic function f(x) has 0 x1 x2 x3
(3)
discontinuities at: xo, x1 , x2 and x4
f3(x)
Period, 2L

The Fourier series for this piece-wise continuous periodic function will NEVER converge at these
discontinuous points even with inclusion of infinite number (∞) number of terms in the series

● The Fourier series in Equations (5.1) and (5.2a,b,c) will converge every where to the values of the
function except at those discontinuities as described above, at which the series will converge HALF-WAY
of the function values at these discontinuities as shown in closed circled dots in the above graph.

26
Convergence of Fourier Series at Discontinuities of Piece-wise Continuous Functions in One Period

f(x)

f1(x)
(2)
f2(x)
(1)
x4 x
0 x1 x2 x3
(3)

f3(x)
Period, 2L

Mathematical expressions on the convergence of Fourier series at HALF-WAY points:

1
f ( 0)  f 1 ( 0) at Point (1)
2

f ( x1 ) 
1
 f1 ( x1 )  f 2 ( x1 ) at Point (2)
2
f ( x2 ) 
1
 f 2 ( x 2 )  f 3 ( x 2 ) at Point (3)
2
1
f ( x 4 )  f 3 ( x 4 )  f 1 ( 0) same value as Point (1)
2

27
Example 5.9 (p.165)

Determine the value of Fourier series representing the periodic function in Example 5.8 at x = 0, 5, 10, 12.5, -5, -7.5 and -10.

Solution:
The function in this example is graphically represented in the following figure:
f(x)

3.0

x
-10 -5 0 5 10 15

(1) We will notice the function f(x) is a piece‐wise continuous function in the above figure: 

The piece-wise continuous periodic function f(x) in one period is defined as: f(x) = 0 in the sub‐period (‐5 < x < 0), 
and f(x) = 3 in the other portion of the period (0 < x < 5). We have the period, 2L = 5 – (‐5) = 10, and L = 5.  We will 
choose the starting point, c = ‐5.
The corresponding Fourier series in this case fits in that shown in Example 5.8 on p.160, as follows:
a0   nx nx 
f ( x)     an cos  bn sin 
2 n1  5 5 
28
Example 5.9 –Cont’d

With the coefficients in the above Fourier series to be:

1 5 nx 1 0 nx 5 nx  3 5 nx

an  
5 5
f ( x ) cos
5
dx   
5  5
( 0 ) cos
5
dx  0
(3) cos
5
dx    cos
 5 0 5
dx

5
3 5 nx 
with an   sin  0 if n  0
5  n 5 0

For the case with n = 0, we may get:

3 5 (0)x 3 5
5 0 5 0
a0  cos dx  dx  3
5
The other coefficients are obtained as:

3 5
bn    cos
nx 
  

3(1  cos n ) 3 1  1
5 n

5  n 5 0 n n

The resultant Fourier series thus takes the form: 

f ( x) 
3  3(1  cos n )
 sin  

nx 3  3 1  (1) n
sin

nx
2 n1 n 5 2 n1 n 5

with n = 1,2,3,4,5,6,…………………………………..
29
Example 5.9 –Cont’d

(2) We are now ready to show the convergence of the above Fourier series at the designated points: 
By using the convergence criterion outline in Section 5.5 for discontinuous functions, we will find the values of the
Fourier series in the above Fourier series converge at the points, i.e. x = 0, 5, 10, 12.5, -5, -7.5 and -10 , in both
open and closed circles as depicted in the following figure following the following computations:
f(x)

f2(x) = 3
3.0

f1(x) = 0 1.5
x
-10 -7.5 -5 0 5 10 12.5 15

f ( x) x 0,5,10 , 5, 10 

1
 f1 ( x)  f 2 ( x) x  0,5,10, 5, 10  1 0  3  1.5
2 2
at all locations of x at which the functions discontinue (shown in closed circles), whereas the
Fourier series will converge to the function values at x = -7.5, and x=12.5 shown in open circles.

30
Example 5.10 Determine the Fourier series and the convergence values for the
piece-wise continuous function in one period (p.166):

The periodic function in one period is:

3t (0  t  1)
f t  
1.0 (1  t  4)
The function has a period of 4
but is discontinuous at:
t = 1 and t = 4
Solution:
a0   nt nt 
Let us first derive the Fourier series to be in the form of: f (t )     a n Cos  bn Sin  (a)
2 n 1  L L 
15
with: ao  (b)
4
n n
and an 
6 
 Cos
 1

 1  3 3 12  n 2 2 Sin  with n  1,2,3,4,5,............. (c)
n  
2 2
2  n 2

6 n 1  n  (d)
bn  Sin   4 Cos  Cos 2n  with n  1,2,3,4,5,.............
n 
2 2
2 n  2 

We will then use a digital computer to compute the function values and draw the curves represented by the above Fourier
series in Equation (a) to (d) with different number of terms and illustrate the convergence of the series as follows.

31
 with three terms (n = 3): With fifteen terms (n = 15):

We observed that the Fourier series 
Converges well with 80 terms!! with eighty terms (n = 80): representing these piece‐wise continuous
Observe the convergence of Functions converged at “half‐way” of the 
Fourier series at  function values at x =1 where the 
DISCONTINUITIES discontinuity is, as expected with n=80 
terms. (This convergence actually began
with 15 terms in the Fourier series, as 
illustrated in right of the top two figures)

32