Example 2
Find the Fourier coefficients of \(f(x) = x\) defined on \((-\pi,\pi)\)

Note again that if we were to integrate from \(0\) to \(2\pi\) instead, then we want to move \(x\in[\pi,2\pi]\) back into the original interval \([-\pi,\pi]\):

$$ \begin{align*} x-2\pi\in[-\pi,0]. \end{align*} $$

Since the function is \(2\pi\)-periodic,

$$ \begin{align*} f(x)=f(x-2\pi). \end{align*} $$

The original formula is \(f(u)=u\), so

$$ \begin{align*} f(x)=f(x-2\pi)=x-2\pi. \end{align*} $$

Therefore, on \([0,2\pi]\), the original sawtooth becomes

$$ \begin{align*} \boxed{ f(x)= \begin{cases} x,&0\le x\le\pi,\\[4pt] x-2\pi,&\pi < x \le 2\pi. \end{cases}} \end{align*} $$

Solution

Note that the function \(f(x)=x\) is piecewise continuous on \([-\pi,\pi]\) so it’s going to look like a sawtooth

Recall now that the Fourier coefficient is

$$ \begin{align*} \widehat{f}(n) &= \frac{1}{2\pi}\int_{-\pi}^{\pi} f(x)e^{-inx}\ dx \end{align*} $$

If we substitute the function, then

$$ \begin{align*} \widehat{f}(n) &= \frac{1}{2\pi} \int_{-\pi}^{\pi} xe^{-inx}\,dx \end{align*} $$

When \(n\neq 0\), we need to use integration by parts as follows:

$$ \begin{align*} u &= x, &du &= dx, \\ dv &= e^{-inx}\,dx, &v &= \frac{e^{-inx}}{-in} \end{align*} $$

and recall that \(\int udv = uv - \int vdu\). Hence

$$ \begin{align*} \int_{-\pi}^{\pi}xe^{-inx}\,dx &= \left[ x\frac{e^{-inx}}{-in} \right]_{-\pi}^{\pi} - \int_{-\pi}^{\pi} \frac{e^{-inx}}{-in}\,dx \end{align*} $$

We evaluate the first term as follows:

$$ \begin{align*} \left[ x\frac{e^{-inx}}{-in} \right]_{-\pi}^{\pi} &= \frac{\pi e^{-in\pi}}{-in} - \frac{(-\pi)e^{-in(-\pi)}}{-in} \\ &= \frac{\pi e^{-in\pi}}{-in} - \frac{-\pi e^{in\pi}}{-in} \\ &= \frac{\pi e^{-in\pi}}{-in} + \frac{\pi e^{in\pi}}{-in} \\ &= \frac{\pi e^{-in\pi}+\pi e^{in\pi}}{-in} \end{align*} $$

Recall that when \(n \in \mathbb{Z}\), then

$$ \begin{align*} e^{in\pi} &= \left(e^{i\pi}\right)^n = (-1)^n \\ e^{-in\pi} &= \left(e^{-i\pi}\right)^n = (-1)^n \end{align*} $$
Equivalently, since \((-1)^n\) is either \(1\) or \(-1\),

Therefore,

$$ \begin{align*} \left[ x\frac{e^{-inx}}{-in} \right]_{-\pi}^{\pi} &= \frac{\pi(-1)^n+\pi(-1)^n}{-in} = \frac{2\pi(-1)^n}{-in} \tag{1} \end{align*} $$

While the integral is

$$ \begin{align*} \int_{-\pi}^{\pi} \frac{e^{-inx}}{-in}\,dx &= \frac{1}{-in} \int_{-\pi}^{\pi} e^{-inx}\,dx \\ &= \frac{1}{-in} \left[ \frac{e^{-inx}}{-in} \right]_{-\pi}^{\pi} \\ &= \frac{1}{-in} \left[ \frac{e^{-in\pi}}{-in} - \frac{e^{-in(-\pi)}}{-in} \right] \\ &= \frac{1}{-in} \left[ \frac{e^{-in\pi}}{-in} - \frac{e^{in\pi}}{-in} \right] \\ &= \frac{1}{-in} \left[ \frac{e^{-in\pi}-e^{in\pi}}{-in} \right] \\ &= \frac{1}{-in} \left[ \frac{(-1)^n-(-1)^n}{-in} \right] \\ &= \frac{1}{-in} \left[ \frac{0}{-in} \right] \\ &= 0 \tag{2} \end{align*} $$
Hence, by (1) and (2),
$$ \begin{align*} \int_{-\pi}^{\pi}xe^{-inx}\,dx &= \left[ x\frac{e^{-inx}}{-in} \right]_{-\pi}^{\pi} - \int_{-\pi}^{\pi} \frac{e^{-inx}}{-in}\,dx = \frac{2\pi(-1)^n}{-in} \end{align*} $$

Finally, we see that the Fourier coefficient when \(n\neq 0\) is

$$ \begin{align*} \widehat{f}(n) &= \frac{1}{2\pi} \int_{-\pi}^{\pi} xe^{-inx}\,dx \\ &= \frac{1}{2\pi} \left[ \frac{2\pi(-1)^n}{-in} \right] \\ &= \frac{2\pi(-1)^n}{-2\pi in} \\ &= \frac{(-1)^n}{-in}, \qquad n\neq 0 \end{align*} $$

When \(n=0\)

$$ \begin{align*} \widehat{f}(0) &= \frac{1}{2\pi} \int_{-\pi}^{\pi} f(x)e^{-i(0)x}\,dx \\ &= \frac{1}{2\pi} \int_{-\pi}^{\pi} x e^0\,dx \\ &= \frac{1}{2\pi} \int_{-\pi}^{\pi} x\,dx \\ &= \frac{1}{2\pi} \left[ \frac{x^2}{2} \right]_{-\pi}^{\pi} \\ &= \frac{1}{2\pi} \left[ \frac{\pi^2}{2} - \frac{(-\pi)^2}{2} \right] \\ &= \frac{1}{2\pi} \left[ \frac{\pi^2}{2} - \frac{\pi^2}{2} \right] \\ &= \frac{1}{2\pi}(0) \\ &= 0 \end{align*} $$

This also follows because \(x\) is an odd function and the interval \([-\pi,\pi]\) is symmetric. Finally we can group the coefficients in the following:

$$ \begin{align*} \widehat{f}(n) &= \begin{cases} 0, & n=0, \\[6pt] \dfrac{(-1)^n}{-in}, & n\neq 0 \end{cases} \end{align*} $$

The Fourier series then becomes

$$ \begin{align*} f(x) &\sim \sum_{n\in\mathbb{Z}} \widehat{f}(n)e^{inx} \\ &= \widehat{f}(0) + \sum_{\substack{n\in\mathbb{Z}\\n\neq 0}} \widehat{f}(n)e^{inx} \\ &= 0+ \sum_{\substack{n\in\mathbb{Z}\\n\neq 0}} \frac{(-1)^n}{-in}e^{inx} \\ &= \sum_{\substack{n\in\mathbb{Z}\\n\neq 0}} \frac{(-1)^n}{-in}e^{inx} \end{align*} $$

If we further pair the terms corresponding to \(n\) and \(-n\), then

$$ \begin{align*} f(x) &\sim \sum_{n=1}^{\infty} \left[ \widehat{f}(n)e^{inx} + \widehat{f}(-n)e^{-inx} \right] \end{align*} $$

Note that

$$ \begin{align*} \widehat{f}(-n) &= \frac{(-1)^{-n}}{-i(-n)} = \frac{(-1)^n}{in} \end{align*} $$

Hence

$$ \begin{align*} f(x) &\sim \sum_{n=1}^{\infty} \left[ \frac{(-1)^n}{-in}e^{inx} + \frac{(-1)^n}{in}e^{-inx} \right] \\ &= \sum_{n=1}^{\infty} \frac{(-1)^n}{in} \left[ -e^{inx}+e^{-inx} \right] \end{align*} $$
Using
$$ \begin{align*} e^{inx}-e^{-inx} &= 2i\sin(nx) \end{align*} $$

We get:

$$ \begin{align*} f(x) &\sim \sum_{n=1}^{\infty} \frac{(-1)^n}{in} \left[ -2i\sin(nx) \right] \\ &= \sum_{n=1}^{\infty} \frac{-2i(-1)^n}{in} \sin(nx) \\ &= \sum_{n=1}^{\infty} \frac{-2(-1)^n}{n} \sin(nx) \\ &= 2\sum_{n=1}^{\infty} \frac{(-1)^{n+1}}{n}\sin(nx) \end{align*} $$

References

  • SFSU Fourier Analysis by Professor Chun-Kit Lai
  • Fourier Analysis: An Introduction by Elias M.Stein and Rami Shakarchi