Fourier series

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Fourier transforms
Continuous Fourier transform
Fourier series
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The first four Fourier series approximations for a square wave.

In mathematics, a Fourier series decomposes any periodic function or periodic signal into the
sum of a (possibly infinite) set of simple oscillating functions, namely sines and cosines (or
complex exponentials). The study of Fourier series is a branch of Fourier analysis. Fourier series
were introduced by Joseph Fourier (1768–1830) for the purpose of solving the heat equation in a
metal plate.
The heat equation is a partial differential equation. Prior to Fourier's work, no solution to the heat
equation was known in the general case, although particular solutions were known if the heat
source behaved in a simple way, in particular, if the heat source was a sine or cosine wave. These
simple solutions are now sometimes called eigensolutions. Fourier's idea was to model a
complicated heat source as a superposition (or linear combination) of simple sine and cosine
waves, and to write the solution as a superposition of the corresponding eigensolutions. This
superposition or linear combination is called the Fourier series.
Although the original motivation was to solve the heat equation, it later became obvious that the
same techniques could be applied to a wide array of mathematical and physical problems, and
especially those involving linear differential equations with constant coefficients, for which the
eigensolutions are sinusoids. The Fourier series has many such applications in electrical
engineering, vibration analysis, acoustics, optics, signal processing, image processing, quantum
mechanics, econometrics,[1] thin-walled shell theory,[2] etc.
The Fourier series is named in honour of Joseph Fourier (1768–1830), who made important
contributions to the study of trigonometric series, after preliminary investigations by Leonhard
Euler, Jean le Rond d'Alembert, and Daniel Bernoulli. He applied this technique to find the
solution of the heat equation, publishing his initial results in his 1807 Mémoire sur la
propagation de la chaleur dans les corps solides and 1811, and publishing his Théorie
analytique de la chaleur in 1822.
From a modern point of view, Fourier's results are somewhat informal, due to the lack of a
precise notion of function and integral in the early nineteenth century. Later, Dirichlet and
Riemann expressed Fourier's results with greater precision and formality.

Contents
[hide]
• 1 Revolutionary article
• 2 Birth of harmonic analysis
• 3 Definition
○ 3.1 Fourier's formula for 2π-periodic functions using sines and cosines
 3.1.1 Example 1: a simple Fourier series
 3.1.2 Example 2: Fourier's motivation
 3.1.3 Other applications
○ 3.2 Exponential Fourier series
○ 3.3 Fourier series on a general interval [a, b]
○ 3.4 Fourier series on a square
○ 3.5 Hilbert space interpretation
• 4 Properties
• 5 General case
○ 5.1 Generalized functions
○ 5.2 Compact groups
○ 5.3 Riemannian manifolds
○ 5.4 Locally compact Abelian groups
• 6 Approximation and convergence of Fourier series
○ 6.1 Least squares property
○ 6.2 Convergence
 ○ 6.3 Divergence
• 7 See also
• 8 Notes
• 9 References
• 10 External links

[edit] Revolutionary article

This immediately gives you any coefficent ak of the trigonometrical series for – for any
function which has such an expansion. It works because all the other terms

for vanish when integrated from −1 to 1.

In these few lines, which are close to the modern formalism used in Fourier series, Fourier
revolutionized both mathematics and physics. Although similar trigonometric series were
previously used by Euler, d'Alembert, Daniel Bernoulli and Gauss, Fourier believed that such
trigonometric series could represent arbitrary functions. In what sense that is actually true is a
somewhat subtle issue and the attempts over many years to clarify this idea have led to important
discoveries in the theories of convergence, function spaces, and harmonic analysis.
When Fourier submitted a later competition essay in 1811, the committee (which included
Lagrange, Laplace, Malus and Legendre, among others) concluded: ...the manner in which the
author arrives at these equations is not exempt of difficulties and...his analysis to integrate them
still leaves something to be desired on the score of generality and even rigour.
[edit] Birth of harmonic analysis
Since Fourier's time, many different approaches to defining and understanding the concept of
Fourier series have been discovered, all of which are consistent with one another, but each of
which emphasizes different aspects of the topic. Some of the more powerful and elegant
approaches are based on mathematical ideas and tools that were not available at the time Fourier
completed his original work. Fourier originally defined the Fourier series for real-valued
functions of real arguments, and using the sine and cosine functions as the basis set for the
decomposition.
Many other Fourier-related transforms have since been defined, extending the initial idea to other
applications. This general area of inquiry is now sometimes called harmonic analysis. A Fourier
series, however, can be used only for periodic functions.
[edit] Definition
In this section, ƒ(x) denotes a function of the real variable x. This function is usually taken to be
periodic, of period 2π, which is to say that ƒ(x + 2π) = ƒ(x), for all real numbers x. We will
attempt to write such a function as an infinite sum, or series of simpler 2π–periodic functions.
We will start by using an infinite sum of sine and cosine functions on the interval [−π, π], as
Fourier did (see the quote above), and we will then discuss different formulations and
generalizations.
[edit] Fourier's formula for 2π-periodic functions using sines and cosines
For a periodic function ƒ(x) that is integrable on [−π, π], the numbers

and

are called the Fourier coefficients of ƒ. One introduces the partial sums of the Fourier series for
ƒ, often denoted by

The partial sums for ƒ are trigonometric polynomials. One expects that the functions SN ƒ
approximate the function ƒ, and that the approximation improves as N tends to infinity. The
infinite sum

is called the Fourier series of ƒ.

The Fourier series does not always converge, and even when it does converge for a specific
value x0 of x, the sum of the series at x0 may differ from the value ƒ(x0) of the function. It is one
of the main questions in harmonic analysis to decide when Fourier series converge, and when the
sum is equal to the original function. If a function is square-integrable on the interval [−π, π],
then the Fourier series converges to the function at almost every point. In engineering
applications, the Fourier series is generally presumed to converge everywhere except at
discontinuities, since the functions encountered in engineering are more well behaved than the
ones that mathematicians can provide as counter-examples to this presumption. In particular, the
Fourier series converges absolutely and uniformly to ƒ(x) whenever the derivative of ƒ(x) (which
may not exist everywhere) is square integrable.[4] See Convergence of Fourier series.
It is possible to define Fourier coefficients for more general functions or distributions, in such
cases convergence in norm or weak convergence is usually of interest.
[edit] Example 1: a simple Fourier series

Plot of a periodic identity function—a sawtooth wave.

Animated plot of the first five successive partial Fourier series.

We now use the formula above to give a Fourier series expansion of a very simple function.
Consider a sawtooth wave

In this case, the Fourier coefficients are given by

It can be proved that the Fourier series converges to ƒ(x) at every point x where ƒ is
differentiable, and therefore:
 (Eq.1
)

When x = π, the Fourier series converges to 0, which is the half-sum of the left- and right-limit of
ƒ at x = π. This is a particular instance of the Dirichlet theorem for Fourier series.
[edit] Example 2: Fourier's motivation

Heat distribution in a metal plate, using Fourier's method

One notices that the Fourier series expansion of our function in example 1 looks much less
simple than the formula ƒ(x) = x, and so it is not immediately apparent why one would need this
Fourier series. While there are many applications, we cite Fourier's motivation of solving the
heat equation. For example, consider a metal plate in the shape of a square whose side measures
π meters, with coordinates (x, y) ∈ [0, π] × [0, π]. If there is no heat source within the plate, and
if three of the four sides are held at 0 degrees Celsius, while the fourth side, given by y = π, is
maintained at the temperature gradient T(x, π) = x degrees Celsius, for x in (0, π), then one can
show that the stationary heat distribution (or the heat distribution after a long period of time has
elapsed) is given by

Here, sinh is the hyperbolic sine function. This solution of the heat equation is obtained by
multiplying each term of Eq.1 by sinh(ny)/sinh(nπ). While our example function f(x) seems to
have a needlessly complicated Fourier series, the heat distribution T(x, y) is nontrivial. The
function T cannot be written as a closed-form expression. This method of solving the heat
problem was only made possible by Fourier's work.
[edit] Other applications
Another application of this Fourier series is to solve the Basel problem by using Parseval's
theorem. The example generalizes and one may compute ζ(2n), for any positive integer n.
[edit] Exponential Fourier series
We can use Euler's formula,

where i is the imaginary unit, to give a more concise formula:

The Fourier coefficients are then given by:

The Fourier coefficients an, bn, cn are related via

and

The notation cn is inadequate for discussing the Fourier coefficients of several different
functions. Therefore it is customarily replaced by a modified form of ƒ (in this case), such as F

or and functional notation often replaces subscripting. Thus:

In engineering, particularly when the variable x represents time, the coefficient sequence is
called a frequency domain representation. Square brackets are often used to emphasize that the
domain of this function is a discrete set of frequencies.
[edit] Fourier series on a general interval [a, b]
The following formula, with appropriate complex-valued coefficients G[n], is a periodic function
with period τ on all of R:

If a function is square-integrable in the interval [a, a + τ], it can be represented in that interval by
the formula above. I.e., when the coefficients are derived from a function, h(x), as follows:

then g(x) will equal h(x) in the interval [a,a+τ ]. It follows that if h(x) is τ-periodic, then:
• g(x) and h(x) are equal everywhere, except possibly at discontinuities, and
• a is an arbitrary choice. Two popular choices are a = 0, and a = −τ/2.
Another commonly used frequency domain representation uses the Fourier series coefficients to
modulate a Dirac comb:

where variable ƒ represents a continuous frequency domain. When variable x has units of
seconds, ƒ has units of hertz. The "teeth" of the comb are spaced at multiples (i.e. harmonics) of
1/τ, which is called the fundamental frequency. g(x) can be recovered from this representation
by an inverse Fourier transform:

The function G(ƒ) is therefore commonly referred to as a Fourier transform, even though the
Fourier integral of a periodic function is not convergent at the harmonic frequencies.[5]
[edit] Fourier series on a square
We can also define the Fourier series for functions of two variables x and y in the square
[−π, π]×[−π, π]:
Aside from being useful for solving partial differential equations such as the heat equation, one
notable application of Fourier series on the square is in image compression. In particular, the
jpeg image compression standard uses the two-dimensional discrete cosine transform, which is a
Fourier transform using the cosine basis functions.
[edit] Hilbert space interpretation
Main article: Hilbert space

In the language of Hilbert spaces, the set of functions is an orthonormal

basis for the space L2([ − π,π]) of square-integrable functions of [ − π,π]. This space is actually a
Hilbert space with an inner product given by:

The basic Fourier series result for Hilbert spaces can be written as

This corresponds exactly to the complex exponential formulation given above. The version with
sines and cosines is also justified with the Hilbert space interpretation. Indeed, the sines and
cosines form an orthogonal set:

(where δmn is the Kronecker delta), and

furthermore, the sines and cosines are orthogonal to the constant function 1. An orthonormal
basis for L2([−π, π]) consisting of real functions is formed by the functions 1, and √2 cos(n x), 
√2 sin(n x) for n = 1, 2,... The density of their span is a consequence of the Stone–Weierstrass
theorem, but follows also from the properties of classical kernels like the Fejér kernel.
[edit] Properties

We say that ƒ belongs to    if ƒ is a 2π-periodic function on R which is k times

differentiable, and its kth derivative is continuous.
• If ƒ is a 2π-periodic odd function, then an = 0  for all n.
• If ƒ is a 2π-periodic even function, then bn = 0  for all n.

• If ƒ is integrable, , and This result is

known as the Riemann–Lebesgue lemma.

• A doubly infinite sequence {an} in is the sequence of Fourier coefficients of a

function in L1[0,2π] if and only if it is a convolution of two sequences in . See [1]

• If , then the Fourier coefficients of the derivative f' can be expressed

in terms of the Fourier coefficients of the function f, via the formula

• If , then . In particular, since tends to

zero, we have that tends to zero, which means that the Fourier coefficients
converge to zero faster than the kth power of n.

• Parseval's theorem. If , then

• Plancherel's theorem. If are coefficients and then

there is a unique function such that for every n.

• 1
The first convolution theorem states that if ƒ and g are in L ([−π, π]), then

, where ƒ ∗ g denotes the 2π-periodic convolution of ƒ and

g. (The factor 2π is not necessary for 1-periodic functions.)

• The second convolution theorem states that .

 • The Poisson summation formula states that the Fourier transform of a function f taken at
integral points yields the Fourier series of the periodic summation of f:

.
See Relations between Fourier transforms and Fourier series.
[edit] General case
There are many possible avenues for generalizing Fourier series. The study of Fourier series and
its generalizations is called harmonic analysis.
[edit] Generalized functions
Main articles: Generalized function and Distribution (mathematics)
One can extend the notion of Fourier coefficients to functions which are not square-integrable,
and even to objects which are not functions. This is very useful in engineering and applications
because we often need to take the Fourier series of a periodic repetition of a Dirac delta function.
The Dirac delta δ is not actually a function; still, it has a Fourier transform and its periodic
repetition has a Fourier series:

This generalization to distributions enlarges the domain of definition of the Fourier transform
from L2([−π, π]) to a superset of L2. The Fourier series converges weakly.
[edit] Compact groups
Main articles: Compact group, Lie group, and Peter–Weyl theorem
One of the interesting properties of the Fourier transform which we have mentioned, is that it
carries convolutions to pointwise products. If that is the property which we seek to preserve, one
can produce Fourier series on any compact group. Typical examples include those classical
groups that are compact. This generalizes the Fourier transform to all spaces of the form L2(G),
where G is a compact group, in such a way that the Fourier transform carries convolutions to
pointwise products. The Fourier series exists and converges in similar ways to the [−π, π] case.
An alternative extension to compact groups is the Peter–Weyl theorem, which proves results
about representations of compact groups analogous to those about finite groups.
[edit] Riemannian manifolds

The atomic orbitals of chemistry are spherical harmonics and can be used to produce Fourier
series on the sphere.
Main articles: Laplace operator and Riemannian manifold
If the domain is not a group, then there is no intrinsically defined convolution. However, if X is a
compact Riemannian manifold, it has a Laplace-Beltrami operator. The Laplace-Beltrami
operator is the differential operator that corresponds to Laplace operator for the Riemannian
manifold X. Then, by analogy, one can consider heat equations on X. Since Fourier arrived at his
basis by attempting to solve the heat equation, the natural generalization is to use the
eigensolutions of the Laplace-Beltrami operator as a basis. This generalizes Fourier series to
spaces of the type L2(X), where X is a Riemannian manifold. The Fourier series converges in
ways similar to the [−π, π] case. A typical example is to take X to be the sphere with the usual
metric, in which case the Fourier basis consists of spherical harmonics.
[edit] Locally compact Abelian groups
Main article: Pontryagin duality
The generalization to compact groups discussed above does not generalize to noncompact,
nonabelian groups. However, there is a straightfoward generalization to Locally Compact
Abelian (LCA) groups.
This generalizes the Fourier transform to L1(G) or L2(G), where G is an LCA group. If G is
compact, one also obtains a Fourier series, which converges similarly to the [−π, π] case, but if G
is noncompact, one obtains instead a Fourier integral. This generalization yields the usual
Fourier transform when the underlying locally compact Abelian group is .
[edit] Approximation and convergence of Fourier series
An important question for the theory as well as applications is that of convergence. In particular,

it is often necessary in applications to replace the infinite series   by a finite one,

This is called a partial sum. We would like to know, in which sense does (SN ƒ)(x) converge to
ƒ(x) as N tends to infinity.
[edit] Least squares property
We say that p is a trigonometric polynomial of degree N when it is of the form

Note that SN ƒ is a trigonometric polynomial of degree N. Parseval's theorem implies that

Theorem. The trigonometric polynomial SN ƒ is the unique best trigonometric polynomial of

degree N approximating ƒ(x), in the sense that, for any trigonometric polynomial of

degree N, we have 
Here, the Hilbert space norm is
[edit] Convergence
Main article: Convergence of Fourier series
See also: Gibbs phenomenon
Because of the least squares property, and because of the completeness of the Fourier basis, we
obtain an elementary convergence result.
Theorem. If ƒ belongs to L2([−π, π]), then the Fourier series converges to ƒ in L2([−π, π]), that

is,  converges to 0 as N goes to infinity.

We have already mentioned that if ƒ is continuously differentiable, then    is the nth

Fourier coefficient of the derivative ƒ′. It follows, essentially from the Cauchy–Schwarz
inequality, that the Fourier series of ƒ is absolutely summable. The sum of this series is a
continuous function, equal to ƒ, since the Fourier series converges in the mean to ƒ:

Theorem. If  , then the Fourier series converges to ƒ uniformly (and hence also
pointwise.)

This result can be proven easily if ƒ is further assumed to be C2, since in that case tends
to zero as . More generally, the Fourier series is absolutely summable, thus converges
uniformly to ƒ, provided that ƒ satisfies a Hölder condition of order α > ½. In the absolutely

summable case, the inequality    proves uniform

convergence.
Many other results concerning the convergence of Fourier series are known, ranging from the
moderately simple result that the series converges at x if ƒ is differentiable at x, to Lennart
Carleson's much more sophisticated result that the Fourier series of an L2 function actually
converges almost everywhere.
These theorems, and informal variations of them that don't specify the convergence conditions,
are sometimes referred to generically as "Fourier's theorem" or "the Fourier theorem".[6][7][8][9]
[edit] Divergence
Since Fourier series have such good convergence properties, many are often surprised by some
of the negative results. For example, the Fourier series of a continuous T-periodic function need
not converge pointwise.
In 1922, Andrey Kolmogorov published an article entitled "Une série de Fourier-Lebesgue
divergente presque partout" in which he gave an example of a Lebesgue-integrable function
whose Fourier series diverges almost everywhere. He later constructed an example of an
integrable function whose Fourier series diverges everywhere (Katznelson 1976).
[edit] See also
• Gibbs phenomenon
• Laurent series — the substitution q = eix transforms a Fourier series into a Laurent series,
or conversely. This is used in the q-series expansion of the j-invariant.
• Sturm–Liouville theory
• ATS theorem
• Discrete Fourier transform
• Spectral theory
• Fejér's theorem
• Dirichlet kernel
[edit] Notes
1. ^ These words are not strictly Fourier's. Whilst the cited article does list the author as
Fourier, a footnote indicates that the article was actually written by Poisson (that it was
not written by Fourier is also clear from the consistent use of the third person to refer to
him) and that it is, "for reasons of historical interest", presented as though it were
Fourier's original memoire.
[edit] References
1. ^ Marc Nerlove, David M. Grether, Jose L. Carvalho, 1995, Analysis of Economic Time
Series. Economic Theory, Econometrics, and Mathematical Economics. Elsevier.
2. ^ Wilhelm Flugge, 1957, Statik und Dynamik der Schalen. Springer-Verlag, Berlin.
3. ^ Gallica - Fourier, Jean-Baptiste-Joseph (1768-1830). Oeuvres de Fourier. 1888, pp.
218–219,
4. ^ Georgi P. Tolstov (1976). Fourier Series. Courier-Dover. ISBN 0486633179.
http://books.google.com/?id=XqqNDQeLfAkC&pg=PA82&dq=fourier-
series+converges+continuous-function.
5. ^ Since the integral defining the Fourier transform of a periodic function is not
convergent, it is necessary to view the periodic function and its transform as distributions.

In this sense is a Dirac delta function, which is an example of a distribution.

6. ^ William McC. Siebert (1985). Circuits, signals, and systems. MIT Press. p. 402.
ISBN 9780262192293. http://books.google.com/?id=zBTUiIrb2WIC&pg=PA402&dq=
%22fourier%27s+theorem%22.
7. ^ L. Marton and Claire Marton (1990). Advances in Electronics and Electron Physics.
Academic Press. p. 369. ISBN 9780120146505. http://books.google.com/?
id=27c1WOjCBX4C&pg=PA369&dq=%22fourier+theorem%22.
8. ^ Hans Kuzmany (1998). Solid-state spectroscopy. Springer. p. 14.
ISBN 9783540639138. http://books.google.com/?id=-laOoZitZS8C&pg=PA14&dq=
%22fourier+theorem%22.
 9. ^ Karl H. Pribram, Kunio Yasue, and Mari Jibu (1991). Brain and perception. Lawrence
Erlbaum Associates. p. 26. ISBN 9780898599954. http://books.google.com/?
id=nsD4L2zsK4kC&pg=PA26&dq=%22fourier+theorem%22.
• William E. Boyce and Richard C. DiPrima, Elementary Differential Equations and
Boundary Value Problems, Eighth edition. John Wiley & Sons, Inc., New Jersey, 2005.
ISBN 0-471-43338-1
• Joseph Fourier, translated by Alexander Freeman (published 1822, translated 1878, re-
released 2003). The Analytical Theory of Heat. Dover Publications. ISBN 0-486-49531-
0. 2003 unabridged republication of the 1878 English translation by Alexander Freeman
of Fourier's work Théorie Analytique de la Chaleur, originally published in 1822.
• Enrique A. Gonzalez-Velasco, Connections in Mathematical Analysis: The Case of
Fourier Series, American Mathematical Monthly 99 no. 5 (1992), pp. 427-441.
• Katznelson, Yitzhak (1976). An introduction to harmonic analysis (Second corrected
ed.). New York: Dover Publications, Inc. ISBN 0-486-63331-4
• Felix Klein, Development of mathematics in the 19th century. Mathsci Press Brookline,
Mass, 1979. Translated by M. Ackerman from Vorlesungen über die Entwicklung der
Mathematik im 19 Jahrhundert, Springer, Berlin, 1928.
• Walter Rudin, Principles of mathematical analysis, Third edition. McGraw-Hill, Inc.,
New York, 1976. ISBN 0-07-054235-X
[edit] External links
• thefouriertransform.com Fourier Series as a prelude to the Fourier Transform
• [2]-Characterizations of a linear subspace associated with Fourier series
• An interactive flash tutorial for the Fourier Series
• Phasor Phactory Allows custom control of the harmonic amplitudes for arbitrary terms
• Java applet shows Fourier series expansion of an arbitrary function
• Example problems - Examples of computing Fourier Series
• Weisstein, Eric W., "Fourier Series" from MathWorld.
• Fourier Series Module by John H. Mathews
• Joseph Fourier - A site on Fourier's life which was used for the historical section of this
article
• SFU.ca - 'Fourier Theorem'
This article incorporates material from example of Fourier series on PlanetMath, which is
licensed under the Creative Commons Attribution/Share-Alike License.
Retrieved from "http://en.wikipedia.org/wiki/Fourier_series"
Categories: Fourier series | Joseph Fourier
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