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Maths 1800-1900

Contents

Articles

Fourier series

1

Analytical Engine

14

Difference engine

19

Quintic function

25

Non-Euclidean geometry

31

Galois theory

40

Constructible polygon

46

Angle trisection

50

Compass and straightedge constructions

55

Quaternion

62

Transcendental number

79

Kirkman's schoolgirl problem

86

George Boole

89

Boolean algebra

98

The Laws of Thought

114

Möbius strip

115

Riemann hypothesis

122

Maxwell's equations

146

Countable set

166

Cardinality of the continuum

172

Francis Galton

176

Correlation and dependence

186

Regression toward the mean

193

Continuum hypothesis

201

Space-filling curve

205

Wallpaper group

209

Topology

236

What the Tortoise Said to Achilles

241

Prime number theorem

245

Hilbert's problems

254

Quantum mechanics

260

Central limit theorem

279

References

Article Sources and Contributors

294

Image Sources, Licenses and Contributors

300

Article Licenses

License

305

Fourier series

1

Fourier series

In mathematics, a Fourier series decomposes periodic functions or

periodic signals 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.

The Fourier series is named in honour of Jean-Baptiste Joseph Fourier (17681830), who made important contributions to the study of trigonometric series, after preliminary investigations by Leonhard Euler, Jean le Rond d'Alembert, and Daniel Bernoulli. [1] Fourier introduced the series for the purpose of solving the heat equation in a metal plate, publishing his initial results in his 1807 Mémoire sur la propagation de la chaleur dans les corps solides (Treatise on the propagation of heat in solid bodies), and publishing his Théorie analytique de la chaleur in 1822. Early ideas of decomposing a periodic function into the sum of simple oscillating functions date back to the 3rd century BC, when ancient astronomers proposed an empiric model of planetary motions, based on deferents and epicycles.

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

Fourier series Fourier series In <a href=mathematics , a Fourier series decomposes periodic function s or periodic signals into the sum of a (p ossibl y infinite ) set of sim p le oscillatin g functions, namely sines and cosines (or com p le x ex p onential s). The study of Fourier series is a branch of Fourier analysis . The Fourier series is named in honour of Jean-Baptiste Joseph Fourier ( 1768 – 1830 ), who made important contributions to the stud y of tri g onometric series , after p reliminary investi g ations b y Leonhard Euler , Jean le Rond d'Alembert , and Daniel Bernoulli . Fourier introduced the series for the purpose of solving the heat e q uation in a metal p late , p ublishin g his initial results in his 1807 Mémoire sur la propagation de la chaleur dans les corps solides ( Treatise on the propagation of heat in solid bodies ), and publishing his Théorie analytique de la chaleur in 1822. Early ideas of decomposing a periodic function into the sum of simple oscillating functions date back to the 3rd century BC, when ancient astronomers p ro p osed an empiric model of planetary motions, based on deferents and epicycles . 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 The first four partial sums of the Fourier series for a square wave 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 com p licated 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. 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. 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 es p ecially those involving linear differential equations with constant coefficients , for which the eigensolutions are sinusoid s. The Fourier series has man y such applications in electrical en g ineerin g, vibration anal y sis, acoustics , optics , signal processing , image processing , quantum mechanics, econometrics , thin-walled shell theory, etc. Revolutionary article “ Multiplying both sides by , and then integrating from to ” yields: — Joseph Fourier, Mémoire sur la propagation de la chaleur dans les corps solides . (1807) " id="pdf-obj-3-102" src="pdf-obj-3-102.jpg">

The first four partial sums of the Fourier series for a square wave

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.

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 [2] and Riemann [3][4][5] expressed Fourier's results with greater precision and formality.

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, [6] thin-walled shell theory, [7] etc.

Revolutionary article

Fourier series Fourier series In <a href=mathematics , a Fourier series decomposes periodic function s or periodic signals into the sum of a (p ossibl y infinite ) set of sim p le oscillatin g functions, namely sines and cosines (or com p le x ex p onential s). The study of Fourier series is a branch of Fourier analysis . The Fourier series is named in honour of Jean-Baptiste Joseph Fourier ( 1768 – 1830 ), who made important contributions to the stud y of tri g onometric series , after p reliminary investi g ations b y Leonhard Euler , Jean le Rond d'Alembert , and Daniel Bernoulli . Fourier introduced the series for the purpose of solving the heat e q uation in a metal p late , p ublishin g his initial results in his 1807 Mémoire sur la propagation de la chaleur dans les corps solides ( Treatise on the propagation of heat in solid bodies ), and publishing his Théorie analytique de la chaleur in 1822. Early ideas of decomposing a periodic function into the sum of simple oscillating functions date back to the 3rd century BC, when ancient astronomers p ro p osed an empiric model of planetary motions, based on deferents and epicycles . 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 The first four partial sums of the Fourier series for a square wave 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 com p licated 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. 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. 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 es p ecially those involving linear differential equations with constant coefficients , for which the eigensolutions are sinusoid s. The Fourier series has man y such applications in electrical en g ineerin g, vibration anal y sis, acoustics , optics , signal processing , image processing , quantum mechanics, econometrics , thin-walled shell theory, etc. Revolutionary article “ Multiplying both sides by , and then integrating from to ” yields: — Joseph Fourier, Mémoire sur la propagation de la chaleur dans les corps solides . (1807) " id="pdf-obj-3-172" src="pdf-obj-3-172.jpg">

Multiplying both sides by

Fourier series Fourier series In <a href=mathematics , a Fourier series decomposes periodic function s or periodic signals into the sum of a (p ossibl y infinite ) set of sim p le oscillatin g functions, namely sines and cosines (or com p le x ex p onential s). The study of Fourier series is a branch of Fourier analysis . The Fourier series is named in honour of Jean-Baptiste Joseph Fourier ( 1768 – 1830 ), who made important contributions to the stud y of tri g onometric series , after p reliminary investi g ations b y Leonhard Euler , Jean le Rond d'Alembert , and Daniel Bernoulli . Fourier introduced the series for the purpose of solving the heat e q uation in a metal p late , p ublishin g his initial results in his 1807 Mémoire sur la propagation de la chaleur dans les corps solides ( Treatise on the propagation of heat in solid bodies ), and publishing his Théorie analytique de la chaleur in 1822. Early ideas of decomposing a periodic function into the sum of simple oscillating functions date back to the 3rd century BC, when ancient astronomers p ro p osed an empiric model of planetary motions, based on deferents and epicycles . 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 The first four partial sums of the Fourier series for a square wave 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 com p licated 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. 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. 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 es p ecially those involving linear differential equations with constant coefficients , for which the eigensolutions are sinusoid s. The Fourier series has man y such applications in electrical en g ineerin g, vibration anal y sis, acoustics , optics , signal processing , image processing , quantum mechanics, econometrics , thin-walled shell theory, etc. Revolutionary article “ Multiplying both sides by , and then integrating from to ” yields: — Joseph Fourier, Mémoire sur la propagation de la chaleur dans les corps solides . (1807) " id="pdf-obj-3-178" src="pdf-obj-3-178.jpg">

, and then integrating from

Fourier series Fourier series In <a href=mathematics , a Fourier series decomposes periodic function s or periodic signals into the sum of a (p ossibl y infinite ) set of sim p le oscillatin g functions, namely sines and cosines (or com p le x ex p onential s). The study of Fourier series is a branch of Fourier analysis . The Fourier series is named in honour of Jean-Baptiste Joseph Fourier ( 1768 – 1830 ), who made important contributions to the stud y of tri g onometric series , after p reliminary investi g ations b y Leonhard Euler , Jean le Rond d'Alembert , and Daniel Bernoulli . Fourier introduced the series for the purpose of solving the heat e q uation in a metal p late , p ublishin g his initial results in his 1807 Mémoire sur la propagation de la chaleur dans les corps solides ( Treatise on the propagation of heat in solid bodies ), and publishing his Théorie analytique de la chaleur in 1822. Early ideas of decomposing a periodic function into the sum of simple oscillating functions date back to the 3rd century BC, when ancient astronomers p ro p osed an empiric model of planetary motions, based on deferents and epicycles . 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 The first four partial sums of the Fourier series for a square wave 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 com p licated 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. 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. 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 es p ecially those involving linear differential equations with constant coefficients , for which the eigensolutions are sinusoid s. The Fourier series has man y such applications in electrical en g ineerin g, vibration anal y sis, acoustics , optics , signal processing , image processing , quantum mechanics, econometrics , thin-walled shell theory, etc. Revolutionary article “ Multiplying both sides by , and then integrating from to ” yields: — Joseph Fourier, Mémoire sur la propagation de la chaleur dans les corps solides . (1807) " id="pdf-obj-3-182" src="pdf-obj-3-182.jpg">

to

Fourier series Fourier series In <a href=mathematics , a Fourier series decomposes periodic function s or periodic signals into the sum of a (p ossibl y infinite ) set of sim p le oscillatin g functions, namely sines and cosines (or com p le x ex p onential s). The study of Fourier series is a branch of Fourier analysis . The Fourier series is named in honour of Jean-Baptiste Joseph Fourier ( 1768 – 1830 ), who made important contributions to the stud y of tri g onometric series , after p reliminary investi g ations b y Leonhard Euler , Jean le Rond d'Alembert , and Daniel Bernoulli . Fourier introduced the series for the purpose of solving the heat e q uation in a metal p late , p ublishin g his initial results in his 1807 Mémoire sur la propagation de la chaleur dans les corps solides ( Treatise on the propagation of heat in solid bodies ), and publishing his Théorie analytique de la chaleur in 1822. Early ideas of decomposing a periodic function into the sum of simple oscillating functions date back to the 3rd century BC, when ancient astronomers p ro p osed an empiric model of planetary motions, based on deferents and epicycles . 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 The first four partial sums of the Fourier series for a square wave 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 com p licated 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. 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. 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 es p ecially those involving linear differential equations with constant coefficients , for which the eigensolutions are sinusoid s. The Fourier series has man y such applications in electrical en g ineerin g, vibration anal y sis, acoustics , optics , signal processing , image processing , quantum mechanics, econometrics , thin-walled shell theory, etc. Revolutionary article “ Multiplying both sides by , and then integrating from to ” yields: — Joseph Fourier, Mémoire sur la propagation de la chaleur dans les corps solides . (1807) " id="pdf-obj-3-186" src="pdf-obj-3-186.jpg">

yields:

Fourier series Fourier series In <a href=mathematics , a Fourier series decomposes periodic function s or periodic signals into the sum of a (p ossibl y infinite ) set of sim p le oscillatin g functions, namely sines and cosines (or com p le x ex p onential s). The study of Fourier series is a branch of Fourier analysis . The Fourier series is named in honour of Jean-Baptiste Joseph Fourier ( 1768 – 1830 ), who made important contributions to the stud y of tri g onometric series , after p reliminary investi g ations b y Leonhard Euler , Jean le Rond d'Alembert , and Daniel Bernoulli . Fourier introduced the series for the purpose of solving the heat e q uation in a metal p late , p ublishin g his initial results in his 1807 Mémoire sur la propagation de la chaleur dans les corps solides ( Treatise on the propagation of heat in solid bodies ), and publishing his Théorie analytique de la chaleur in 1822. Early ideas of decomposing a periodic function into the sum of simple oscillating functions date back to the 3rd century BC, when ancient astronomers p ro p osed an empiric model of planetary motions, based on deferents and epicycles . 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 The first four partial sums of the Fourier series for a square wave 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 com p licated 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. 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. 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 es p ecially those involving linear differential equations with constant coefficients , for which the eigensolutions are sinusoid s. The Fourier series has man y such applications in electrical en g ineerin g, vibration anal y sis, acoustics , optics , signal processing , image processing , quantum mechanics, econometrics , thin-walled shell theory, etc. Revolutionary article “ Multiplying both sides by , and then integrating from to ” yields: — Joseph Fourier, Mémoire sur la propagation de la chaleur dans les corps solides . (1807) " id="pdf-obj-3-192" src="pdf-obj-3-192.jpg">

Fourier series

2

This immediately gives any coefficient a k of the trigonometrical series for φ(y) for any function which has such an

expansion. It works because if φ has such an expansion, then (under suitable convergence assumptions) the integral

Fourier series This immediately gives any coefficient a of the trigonometrical series for φ( y )formalism used in Fourier series, Fourier revolutionized both mathematics and p h y sics. Although similar trigonometric series were previously used by Euler , d'Alembert , Daniel Bernoulli and Gauss , Fourier believed that such trigonometric series could represent any arbitrary function. In what sense that is actually true is a somewhat subtle issue and the attem p ts over man y y ears to clarify this idea have led to important discoveries in the theories of convergence , function space s, 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 di ff iculties and his analysis to integrate them still leaves something to be desired on the score of generality and even rigour . 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 originall y 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, or for functions on a bounded (compact) interval. Definition In this section, f ( 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 f ( x + 2π) = f ( 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. " id="pdf-obj-4-16" src="pdf-obj-4-16.jpg">
Fourier series This immediately gives any coefficient a of the trigonometrical series for φ( y )formalism used in Fourier series, Fourier revolutionized both mathematics and p h y sics. Although similar trigonometric series were previously used by Euler , d'Alembert , Daniel Bernoulli and Gauss , Fourier believed that such trigonometric series could represent any arbitrary function. In what sense that is actually true is a somewhat subtle issue and the attem p ts over man y y ears to clarify this idea have led to important discoveries in the theories of convergence , function space s, 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 di ff iculties and his analysis to integrate them still leaves something to be desired on the score of generality and even rigour . 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 originall y 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, or for functions on a bounded (compact) interval. Definition In this section, f ( 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 f ( x + 2π) = f ( 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. " id="pdf-obj-4-18" src="pdf-obj-4-18.jpg">

can be carried out term-by-term. But all terms involving for j k vanish when

integrated from 1 to 1, leaving only the kth term.

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 any arbitrary function. 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.

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, or for functions on a bounded (compact) interval.

Definition

In this section, f(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 f(x + 2π) = f(x), for all real numbers x. We will attempt to write such a function as an infinite

sum, or series of simpler 2πperiodic 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.

Fourier series

3

Fourier's formula for 2π-periodic functions using sines and cosines

For a periodic function f(x) that is integrable on [π, π], the numbers

Fourier series Fourier's formula for 2 π -periodic functions using sines and cosines For a periodictrigonometric polynomial s. One ex p ects that the functions S f approximate the function f , and that the approximation improves as N → ∞ . The infinite sum is called the Fourier series of f . These trigonometric functions can themselves be expanded, using multiple angle formulae . The Fourier series does not always converge, and even when it does converge for a specific value x of x , the sum of the series at x may differ from the value f ( x ) 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 s q uare-inte g rable on the interval [ − π, π], then the Fourier series converges to the function at almost every p oint. 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 uniforml y to f ( x ) whenever the derivative of f ( x ) (which may not exist everywhere) is square integrable. 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. Example 1: a simple 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 Plot of a periodic identity function — a sawtooth wave Animated plot of the first five successive partial Fourier series " id="pdf-obj-5-19" src="pdf-obj-5-19.jpg">
Fourier series Fourier's formula for 2 π -periodic functions using sines and cosines For a periodictrigonometric polynomial s. One ex p ects that the functions S f approximate the function f , and that the approximation improves as N → ∞ . The infinite sum is called the Fourier series of f . These trigonometric functions can themselves be expanded, using multiple angle formulae . The Fourier series does not always converge, and even when it does converge for a specific value x of x , the sum of the series at x may differ from the value f ( x ) 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 s q uare-inte g rable on the interval [ − π, π], then the Fourier series converges to the function at almost every p oint. 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 uniforml y to f ( x ) whenever the derivative of f ( x ) (which may not exist everywhere) is square integrable. 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. Example 1: a simple 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 Plot of a periodic identity function — a sawtooth wave Animated plot of the first five successive partial Fourier series " id="pdf-obj-5-21" src="pdf-obj-5-21.jpg">

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

Fourier series Fourier's formula for 2 π -periodic functions using sines and cosines For a periodictrigonometric polynomial s. One ex p ects that the functions S f approximate the function f , and that the approximation improves as N → ∞ . The infinite sum is called the Fourier series of f . These trigonometric functions can themselves be expanded, using multiple angle formulae . The Fourier series does not always converge, and even when it does converge for a specific value x of x , the sum of the series at x may differ from the value f ( x ) 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 s q uare-inte g rable on the interval [ − π, π], then the Fourier series converges to the function at almost every p oint. 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 uniforml y to f ( x ) whenever the derivative of f ( x ) (which may not exist everywhere) is square integrable. 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. Example 1: a simple 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 Plot of a periodic identity function — a sawtooth wave Animated plot of the first five successive partial Fourier series " id="pdf-obj-5-31" src="pdf-obj-5-31.jpg">

The partial sums for f are trigonometric polynomials. One expects that the functions S N f approximate the function f,

and that the approximation improves as N → ∞. The infinite sum

Fourier series Fourier's formula for 2 π -periodic functions using sines and cosines For a periodictrigonometric polynomial s. One ex p ects that the functions S f approximate the function f , and that the approximation improves as N → ∞ . The infinite sum is called the Fourier series of f . These trigonometric functions can themselves be expanded, using multiple angle formulae . The Fourier series does not always converge, and even when it does converge for a specific value x of x , the sum of the series at x may differ from the value f ( x ) 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 s q uare-inte g rable on the interval [ − π, π], then the Fourier series converges to the function at almost every p oint. 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 uniforml y to f ( x ) whenever the derivative of f ( x ) (which may not exist everywhere) is square integrable. 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. Example 1: a simple 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 Plot of a periodic identity function — a sawtooth wave Animated plot of the first five successive partial Fourier series " id="pdf-obj-5-53" src="pdf-obj-5-53.jpg">

is called the Fourier series of f. These trigonometric functions can themselves be expanded, using multiple angle

The Fourier series does not always converge, and even when it does converge for a specific value x 0 of x, the sum of

the series at x 0 may differ from the value f(x 0 ) 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 f(x)

whenever the derivative of f(x) (which may not exist everywhere) is square integrable. [10] See Convergence of

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.

Example 1: a simple Fourier series

We now use the formula above to give

a Fourier series expansion of a very

simple function. Consider a sawtooth

wave

Fourier series Fourier's formula for 2 π -periodic functions using sines and cosines For a periodictrigonometric polynomial s. One ex p ects that the functions S f approximate the function f , and that the approximation improves as N → ∞ . The infinite sum is called the Fourier series of f . These trigonometric functions can themselves be expanded, using multiple angle formulae . The Fourier series does not always converge, and even when it does converge for a specific value x of x , the sum of the series at x may differ from the value f ( x ) 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 s q uare-inte g rable on the interval [ − π, π], then the Fourier series converges to the function at almost every p oint. 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 uniforml y to f ( x ) whenever the derivative of f ( x ) (which may not exist everywhere) is square integrable. 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. Example 1: a simple 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 Plot of a periodic identity function — a sawtooth wave Animated plot of the first five successive partial Fourier series " id="pdf-obj-5-140" src="pdf-obj-5-140.jpg">
Fourier series Fourier's formula for 2 π -periodic functions using sines and cosines For a periodictrigonometric polynomial s. One ex p ects that the functions S f approximate the function f , and that the approximation improves as N → ∞ . The infinite sum is called the Fourier series of f . These trigonometric functions can themselves be expanded, using multiple angle formulae . The Fourier series does not always converge, and even when it does converge for a specific value x of x , the sum of the series at x may differ from the value f ( x ) 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 s q uare-inte g rable on the interval [ − π, π], then the Fourier series converges to the function at almost every p oint. 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 uniforml y to f ( x ) whenever the derivative of f ( x ) (which may not exist everywhere) is square integrable. 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. Example 1: a simple 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 Plot of a periodic identity function — a sawtooth wave Animated plot of the first five successive partial Fourier series " id="pdf-obj-5-142" src="pdf-obj-5-142.jpg">

In this case, the Fourier coefficients are

given by

Fourier series Fourier's formula for 2 π -periodic functions using sines and cosines For a periodictrigonometric polynomial s. One ex p ects that the functions S f approximate the function f , and that the approximation improves as N → ∞ . The infinite sum is called the Fourier series of f . These trigonometric functions can themselves be expanded, using multiple angle formulae . The Fourier series does not always converge, and even when it does converge for a specific value x of x , the sum of the series at x may differ from the value f ( x ) 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 s q uare-inte g rable on the interval [ − π, π], then the Fourier series converges to the function at almost every p oint. 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 uniforml y to f ( x ) whenever the derivative of f ( x ) (which may not exist everywhere) is square integrable. 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. Example 1: a simple 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 Plot of a periodic identity function — a sawtooth wave Animated plot of the first five successive partial Fourier series " id="pdf-obj-5-148" src="pdf-obj-5-148.jpg">

Plot of a periodic identity functiona sawtooth wave

Fourier series Fourier's formula for 2 π -periodic functions using sines and cosines For a periodictrigonometric polynomial s. One ex p ects that the functions S f approximate the function f , and that the approximation improves as N → ∞ . The infinite sum is called the Fourier series of f . These trigonometric functions can themselves be expanded, using multiple angle formulae . The Fourier series does not always converge, and even when it does converge for a specific value x of x , the sum of the series at x may differ from the value f ( x ) 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 s q uare-inte g rable on the interval [ − π, π], then the Fourier series converges to the function at almost every p oint. 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 uniforml y to f ( x ) whenever the derivative of f ( x ) (which may not exist everywhere) is square integrable. 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. Example 1: a simple 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 Plot of a periodic identity function — a sawtooth wave Animated plot of the first five successive partial Fourier series " id="pdf-obj-5-155" src="pdf-obj-5-155.jpg">

Animated plot of the first five successive partial Fourier series

Fourier series

4

Fourier series It can be proven that the Fourier series converges to f ( x )g es to 0, which is the half-sum of the left- and right-limit of f at x = π. This is a particular instance of the Dirichlet theorem for Fourier series. Example 2: Fourier's motivation One notices that the Fourier series expansion of our function in example 1 looks much less simple than the formula f ( 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 Heat distribution in a metal plate, using Fourier's method 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( n π). While our example function f ( x ) seems to have a needlessl y com p licated 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 made possible by Fourier's work. " id="pdf-obj-6-7" src="pdf-obj-6-7.jpg">

It can be proven that the Fourier series converges to f(x) at every point x where f is differentiable, and therefore:

(Eq.1)
(Eq.1)

When x = π, the Fourier series converges to 0, which is the half-sum of the left- and right-limit of f at x = π. This is a

particular instance of the Dirichlet theorem for Fourier series.

Example 2: Fourier's motivation

One notices that the Fourier series expansion of our function in

example 1 looks much less simple than the formula f(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

Fourier series It can be proven that the Fourier series converges to f ( x )g es to 0, which is the half-sum of the left- and right-limit of f at x = π. This is a particular instance of the Dirichlet theorem for Fourier series. Example 2: Fourier's motivation One notices that the Fourier series expansion of our function in example 1 looks much less simple than the formula f ( 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 Heat distribution in a metal plate, using Fourier's method 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( n π). While our example function f ( x ) seems to have a needlessl y com p licated 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 made possible by Fourier's work. " id="pdf-obj-6-92" src="pdf-obj-6-92.jpg">
Fourier series It can be proven that the Fourier series converges to f ( x )g es to 0, which is the half-sum of the left- and right-limit of f at x = π. This is a particular instance of the Dirichlet theorem for Fourier series. Example 2: Fourier's motivation One notices that the Fourier series expansion of our function in example 1 looks much less simple than the formula f ( 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 Heat distribution in a metal plate, using Fourier's method 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( n π). While our example function f ( x ) seems to have a needlessl y com p licated 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 made possible by Fourier's work. " id="pdf-obj-6-94" src="pdf-obj-6-94.jpg">

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

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 made possible by Fourier's work.

Fourier series

5

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.

Exponential Fourier series

We can use Euler's formula,

Fourier series Other applications Another application of this Fourier series is to solve the <a href=Basel problem by using Parseval's theorem . The example generalizes and one may compute ζ (2 n ), for any positive integer n . Exponential Fourier series We can use Euler's formula , where i is the imaginary unit , to give a more concise formula: Assuming f(x) is a periodic function with T = 2π, the Fourier coefficients are then given by: The Fourier coefficients a , b , c are related via n n n The notation c is inadequate for discussing the Fourier coefficients of several different functions. Therefore it is customarily replaced by a modified form of f (in this case), such as or F , and functional notation often replaces subscripting: In en g ineering, 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. Fourier series on a general interval [ a , a + τ ] 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. " id="pdf-obj-7-29" src="pdf-obj-7-29.jpg">

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

Fourier series Other applications Another application of this Fourier series is to solve the <a href=Basel problem by using Parseval's theorem . The example generalizes and one may compute ζ (2 n ), for any positive integer n . Exponential Fourier series We can use Euler's formula , where i is the imaginary unit , to give a more concise formula: Assuming f(x) is a periodic function with T = 2π, the Fourier coefficients are then given by: The Fourier coefficients a , b , c are related via n n n The notation c is inadequate for discussing the Fourier coefficients of several different functions. Therefore it is customarily replaced by a modified form of f (in this case), such as or F , and functional notation often replaces subscripting: In en g ineering, 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. Fourier series on a general interval [ a , a + τ ] 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. " id="pdf-obj-7-37" src="pdf-obj-7-37.jpg">

Assuming f(x) is a periodic function with T = 2π, the Fourier coefficients are then given by:

Fourier series Other applications Another application of this Fourier series is to solve the <a href=Basel problem by using Parseval's theorem . The example generalizes and one may compute ζ (2 n ), for any positive integer n . Exponential Fourier series We can use Euler's formula , where i is the imaginary unit , to give a more concise formula: Assuming f(x) is a periodic function with T = 2π, the Fourier coefficients are then given by: The Fourier coefficients a , b , c are related via n n n The notation c is inadequate for discussing the Fourier coefficients of several different functions. Therefore it is customarily replaced by a modified form of f (in this case), such as or F , and functional notation often replaces subscripting: In en g ineering, 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. Fourier series on a general interval [ a , a + τ ] 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. " id="pdf-obj-7-43" src="pdf-obj-7-43.jpg">
The Fourier coefficients a , b , c are related via n n n
The Fourier coefficients a
, b
, c
are related via
n
n
n
Fourier series Other applications Another application of this Fourier series is to solve the <a href=Basel problem by using Parseval's theorem . The example generalizes and one may compute ζ (2 n ), for any positive integer n . Exponential Fourier series We can use Euler's formula , where i is the imaginary unit , to give a more concise formula: Assuming f(x) is a periodic function with T = 2π, the Fourier coefficients are then given by: The Fourier coefficients a , b , c are related via n n n The notation c is inadequate for discussing the Fourier coefficients of several different functions. Therefore it is customarily replaced by a modified form of f (in this case), such as or F , and functional notation often replaces subscripting: In en g ineering, 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. Fourier series on a general interval [ a , a + τ ] 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. " id="pdf-obj-7-47" src="pdf-obj-7-47.jpg">

The notation c n is inadequate for discussing the Fourier coefficients of several different functions. Therefore it is

customarily replaced by a modified form of f (in this case), such as

Fourier series Other applications Another application of this Fourier series is to solve the <a href=Basel problem by using Parseval's theorem . The example generalizes and one may compute ζ (2 n ), for any positive integer n . Exponential Fourier series We can use Euler's formula , where i is the imaginary unit , to give a more concise formula: Assuming f(x) is a periodic function with T = 2π, the Fourier coefficients are then given by: The Fourier coefficients a , b , c are related via n n n The notation c is inadequate for discussing the Fourier coefficients of several different functions. Therefore it is customarily replaced by a modified form of f (in this case), such as or F , and functional notation often replaces subscripting: In en g ineering, 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. Fourier series on a general interval [ a , a + τ ] 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. " id="pdf-obj-7-58" src="pdf-obj-7-58.jpg">

or F, and functional notation often replaces

subscripting:

Fourier series Other applications Another application of this Fourier series is to solve the <a href=Basel problem by using Parseval's theorem . The example generalizes and one may compute ζ (2 n ), for any positive integer n . Exponential Fourier series We can use Euler's formula , where i is the imaginary unit , to give a more concise formula: Assuming f(x) is a periodic function with T = 2π, the Fourier coefficients are then given by: The Fourier coefficients a , b , c are related via n n n The notation c is inadequate for discussing the Fourier coefficients of several different functions. Therefore it is customarily replaced by a modified form of f (in this case), such as or F , and functional notation often replaces subscripting: In en g ineering, 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. Fourier series on a general interval [ a , a + τ ] 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. " id="pdf-obj-7-66" src="pdf-obj-7-66.jpg">

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.

Fourier series on a general interval [a, a + τ]

The following formula, with appropriate complex-valued coefficients G[n], is a periodic function with period τ on all

of R:

Fourier series Other applications Another application of this Fourier series is to solve the <a href=Basel problem by using Parseval's theorem . The example generalizes and one may compute ζ (2 n ), for any positive integer n . Exponential Fourier series We can use Euler's formula , where i is the imaginary unit , to give a more concise formula: Assuming f(x) is a periodic function with T = 2π, the Fourier coefficients are then given by: The Fourier coefficients a , b , c are related via n n n The notation c is inadequate for discussing the Fourier coefficients of several different functions. Therefore it is customarily replaced by a modified form of f (in this case), such as or F , and functional notation often replaces subscripting: In en g ineering, 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. Fourier series on a general interval [ a , a + τ ] 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. " id="pdf-obj-7-98" src="pdf-obj-7-98.jpg">

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:

Fourier series Other applications Another application of this Fourier series is to solve the <a href=Basel problem by using Parseval's theorem . The example generalizes and one may compute ζ (2 n ), for any positive integer n . Exponential Fourier series We can use Euler's formula , where i is the imaginary unit , to give a more concise formula: Assuming f(x) is a periodic function with T = 2π, the Fourier coefficients are then given by: The Fourier coefficients a , b , c are related via n n n The notation c is inadequate for discussing the Fourier coefficients of several different functions. Therefore it is customarily replaced by a modified form of f (in this case), such as or F , and functional notation often replaces subscripting: In en g ineering, 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. Fourier series on a general interval [ a , a + τ ] 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. " id="pdf-obj-7-114" src="pdf-obj-7-114.jpg">

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.

Fourier series

6

Another commonly used frequency domain representation uses the Fourier series coefficients to modulate a Dirac

comb:

Fourier series Another commonly used frequency domain representation uses the Fourier series coefficients to modulate aDirac comb : where variable f represents a continuous frequency domain. When variable x has units of seconds, f 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 ( f ) 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. 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 p artial differential equations such as the heat equation, one notable application of Fourier series on the s q uare is in ima g e 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. Fourier series of Bravais-lattice-periodic-function The Bravais lattice is defined as the set of vectors of the form: where n are integers and a are three linearly-independent vectors. Assuming we have some function, f ( r ), such that it obeys the following condition for any Bravais lattice vector R : f ( r ) = f ( r + R ), we could make a Fourier series of it. This kind of function can be, for example, the effective potential that one electron "feels" inside a periodic crystal. It is useful to make a Fourier series of the potential then when applying Bloch's theorem . First, we may write any arbitrary vector r in the coordinate-system of the lattice: where a = | a |. Thus we can define a new function, This new function, , is now a function of three-variables, each of which has periodicity a 1 , a 2 , a 3 respectively: . " id="pdf-obj-8-13" src="pdf-obj-8-13.jpg">

where variable f represents a continuous frequency domain. When variable x has units of seconds, f 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:

Fourier series Another commonly used frequency domain representation uses the Fourier series coefficients to modulate aDirac comb : where variable f represents a continuous frequency domain. When variable x has units of seconds, f 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 ( f ) 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. 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 p artial differential equations such as the heat equation, one notable application of Fourier series on the s q uare is in ima g e 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. Fourier series of Bravais-lattice-periodic-function The Bravais lattice is defined as the set of vectors of the form: where n are integers and a are three linearly-independent vectors. Assuming we have some function, f ( r ), such that it obeys the following condition for any Bravais lattice vector R : f ( r ) = f ( r + R ), we could make a Fourier series of it. This kind of function can be, for example, the effective potential that one electron "feels" inside a periodic crystal. It is useful to make a Fourier series of the potential then when applying Bloch's theorem . First, we may write any arbitrary vector r in the coordinate-system of the lattice: where a = | a |. Thus we can define a new function, This new function, , is now a function of three-variables, each of which has periodicity a 1 , a 2 , a 3 respectively: . " id="pdf-obj-8-44" src="pdf-obj-8-44.jpg">

The function G(f) 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. [11]

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]:

Fourier series Another commonly used frequency domain representation uses the Fourier series coefficients to modulate aDirac comb : where variable f represents a continuous frequency domain. When variable x has units of seconds, f 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 ( f ) 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. 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 p artial differential equations such as the heat equation, one notable application of Fourier series on the s q uare is in ima g e 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. Fourier series of Bravais-lattice-periodic-function The Bravais lattice is defined as the set of vectors of the form: where n are integers and a are three linearly-independent vectors. Assuming we have some function, f ( r ), such that it obeys the following condition for any Bravais lattice vector R : f ( r ) = f ( r + R ), we could make a Fourier series of it. This kind of function can be, for example, the effective potential that one electron "feels" inside a periodic crystal. It is useful to make a Fourier series of the potential then when applying Bloch's theorem . First, we may write any arbitrary vector r in the coordinate-system of the lattice: where a = | a |. Thus we can define a new function, This new function, , is now a function of three-variables, each of which has periodicity a 1 , a 2 , a 3 respectively: . " id="pdf-obj-8-69" src="pdf-obj-8-69.jpg">
Fourier series Another commonly used frequency domain representation uses the Fourier series coefficients to modulate aDirac comb : where variable f represents a continuous frequency domain. When variable x has units of seconds, f 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 ( f ) 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. 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 p artial differential equations such as the heat equation, one notable application of Fourier series on the s q uare is in ima g e 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. Fourier series of Bravais-lattice-periodic-function The Bravais lattice is defined as the set of vectors of the form: where n are integers and a are three linearly-independent vectors. Assuming we have some function, f ( r ), such that it obeys the following condition for any Bravais lattice vector R : f ( r ) = f ( r + R ), we could make a Fourier series of it. This kind of function can be, for example, the effective potential that one electron "feels" inside a periodic crystal. It is useful to make a Fourier series of the potential then when applying Bloch's theorem . First, we may write any arbitrary vector r in the coordinate-system of the lattice: where a = | a |. Thus we can define a new function, This new function, , is now a function of three-variables, each of which has periodicity a 1 , a 2 , a 3 respectively: . " id="pdf-obj-8-71" src="pdf-obj-8-71.jpg">

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.

Fourier series of Bravais-lattice-periodic-function

The Bravais lattice is defined as the set of vectors of the form:

Fourier series Another commonly used frequency domain representation uses the Fourier series coefficients to modulate aDirac comb : where variable f represents a continuous frequency domain. When variable x has units of seconds, f 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 ( f ) 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. 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 p artial differential equations such as the heat equation, one notable application of Fourier series on the s q uare is in ima g e 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. Fourier series of Bravais-lattice-periodic-function The Bravais lattice is defined as the set of vectors of the form: where n are integers and a are three linearly-independent vectors. Assuming we have some function, f ( r ), such that it obeys the following condition for any Bravais lattice vector R : f ( r ) = f ( r + R ), we could make a Fourier series of it. This kind of function can be, for example, the effective potential that one electron "feels" inside a periodic crystal. It is useful to make a Fourier series of the potential then when applying Bloch's theorem . First, we may write any arbitrary vector r in the coordinate-system of the lattice: where a = | a |. Thus we can define a new function, This new function, , is now a function of three-variables, each of which has periodicity a 1 , a 2 , a 3 respectively: . " id="pdf-obj-8-95" src="pdf-obj-8-95.jpg">

where n i are integers and a i are three linearly-independent vectors. Assuming we have some function, f(r), such that

it obeys the following condition for any Bravais lattice vector R: f(r) = f(r+R), we could make a Fourier series of it.

This kind of function can be, for example, the effective potential that one electron "feels" inside a periodic crystal. It

is useful to make a Fourier series of the potential then when applying Bloch's theorem. First, we may write any

arbitrary vector r in the coordinate-system of the lattice:

Fourier series Another commonly used frequency domain representation uses the Fourier series coefficients to modulate aDirac comb : where variable f represents a continuous frequency domain. When variable x has units of seconds, f 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 ( f ) 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. 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 p artial differential equations such as the heat equation, one notable application of Fourier series on the s q uare is in ima g e 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. Fourier series of Bravais-lattice-periodic-function The Bravais lattice is defined as the set of vectors of the form: where n are integers and a are three linearly-independent vectors. Assuming we have some function, f ( r ), such that it obeys the following condition for any Bravais lattice vector R : f ( r ) = f ( r + R ), we could make a Fourier series of it. This kind of function can be, for example, the effective potential that one electron "feels" inside a periodic crystal. It is useful to make a Fourier series of the potential then when applying Bloch's theorem . First, we may write any arbitrary vector r in the coordinate-system of the lattice: where a = | a |. Thus we can define a new function, This new function, , is now a function of three-variables, each of which has periodicity a 1 , a 2 , a 3 respectively: . " id="pdf-obj-8-133" src="pdf-obj-8-133.jpg">

where a i = |a i |.

Thus we can define a new function,

Fourier series Another commonly used frequency domain representation uses the Fourier series coefficients to modulate aDirac comb : where variable f represents a continuous frequency domain. When variable x has units of seconds, f 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 ( f ) 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. 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 p artial differential equations such as the heat equation, one notable application of Fourier series on the s q uare is in ima g e 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. Fourier series of Bravais-lattice-periodic-function The Bravais lattice is defined as the set of vectors of the form: where n are integers and a are three linearly-independent vectors. Assuming we have some function, f ( r ), such that it obeys the following condition for any Bravais lattice vector R : f ( r ) = f ( r + R ), we could make a Fourier series of it. This kind of function can be, for example, the effective potential that one electron "feels" inside a periodic crystal. It is useful to make a Fourier series of the potential then when applying Bloch's theorem . First, we may write any arbitrary vector r in the coordinate-system of the lattice: where a = | a |. Thus we can define a new function, This new function, , is now a function of three-variables, each of which has periodicity a 1 , a 2 , a 3 respectively: . " id="pdf-obj-8-145" src="pdf-obj-8-145.jpg">
This new function, , is now a function of three-variables, each of which has periodicity a
This new function,
, is now a function of three-variables, each of which has periodicity a 1 , a 2 , a 3
respectively:
.

Fourier series

7

If we write a series for g on the interval [0, a 1 ] for x 1 , we can define the following:

Fourier series If we write a series for g on the interval [0, a ] forg inal cartesian coordinate system. Once we have x , y , and z in terms of x , x and x , we can calculate Jacobian determinant : Which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to: " id="pdf-obj-9-15" src="pdf-obj-9-15.jpg">

And then we could write:

Fourier series If we write a series for g on the interval [0, a ] forg inal cartesian coordinate system. Once we have x , y , and z in terms of x , x and x , we can calculate Jacobian determinant : Which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to: " id="pdf-obj-9-19" src="pdf-obj-9-19.jpg">

Further defining:

Fourier series If we write a series for g on the interval [0, a ] forg inal cartesian coordinate system. Once we have x , y , and z in terms of x , x and x , we can calculate Jacobian determinant : Which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to: " id="pdf-obj-9-23" src="pdf-obj-9-23.jpg">

We can write g once again as:

Fourier series If we write a series for g on the interval [0, a ] forg inal cartesian coordinate system. Once we have x , y , and z in terms of x , x and x , we can calculate Jacobian determinant : Which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to: " id="pdf-obj-9-29" src="pdf-obj-9-29.jpg">

And finally applying the same for the third coordinate, we define:

Fourier series If we write a series for g on the interval [0, a ] forg inal cartesian coordinate system. Once we have x , y , and z in terms of x , x and x , we can calculate Jacobian determinant : Which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to: " id="pdf-obj-9-33" src="pdf-obj-9-33.jpg">

And write g as:

Fourier series If we write a series for g on the interval [0, a ] forg inal cartesian coordinate system. Once we have x , y , and z in terms of x , x and x , we can calculate Jacobian determinant : Which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to: " id="pdf-obj-9-39" src="pdf-obj-9-39.jpg">

Re-arranging:

.
.

Now, every reciprocal lattice vector can be written as

the reciprocal lattice vectors, we can use the fact that

Fourier series If we write a series for g on the interval [0, a ] forg inal cartesian coordinate system. Once we have x , y , and z in terms of x , x and x , we can calculate Jacobian determinant : Which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to: " id="pdf-obj-9-51" src="pdf-obj-9-51.jpg">

, where l i are integers and g i are

to calculate that for any arbitrary reciprocal

lattice vector K and arbitrary vector in space r, their scalar product is:

.
.

And so it is clear that in our expansion, the sum is actually over reciprocal lattice vectors:

.
.

Where

Fourier series If we write a series for g on the interval [0, a ] forg inal cartesian coordinate system. Once we have x , y , and z in terms of x , x and x , we can calculate Jacobian determinant : Which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to: " id="pdf-obj-9-77" src="pdf-obj-9-77.jpg">

Assuming

Fourier series If we write a series for g on the interval [0, a ] forg inal cartesian coordinate system. Once we have x , y , and z in terms of x , x and x , we can calculate Jacobian determinant : Which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to: " id="pdf-obj-9-81" src="pdf-obj-9-81.jpg">

we can solve this system of three linear equations for x, y, and z in terms of x 1 , x 2 and x 3 in order to calculate the

volume element in the original cartesian coordinate system. Once we have x, y, and z in terms of x 1 , x 2 and x 3 , we

can calculate Jacobian determinant:

Fourier series If we write a series for g on the interval [0, a ] forg inal cartesian coordinate system. Once we have x , y , and z in terms of x , x and x , we can calculate Jacobian determinant : Which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to: " id="pdf-obj-9-123" src="pdf-obj-9-123.jpg">

Which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to:

Fourier series

8

Fourier series (it may be advantageous for the sake of simplifying calculations, to work in suchHilbert space s, the set of functions { e n = e ; n ∈ Z } is an orthonormal basis for the s p ace L ([ − π, π]) of square-integrable functions of [ − π, π]. This space is actually a Hilbert space with an inner product given for any two elements f and g 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 is the Kronecker delta), δ mn and furthermore, the sines and cosines are Sines and cosines form an orthonormal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when m , n or the functions are different, and pi only if m and n are equal, and the function used is the same. orthogonal to the constant function 1 . An orthonormal basis for L ([ − π, π]) consisting of real functions is formed by the functions 1 , and √ 2 cos( nx ), √ 2 sin( nx ) for n = 1, 2, ... The density of their span is a conse q uence of the Stone Weierstrass theorem , but follows also from the properties of classical kernels like the Fejér kernel . " id="pdf-obj-10-7" src="pdf-obj-10-7.jpg">

(it may be advantageous for the sake of simplifying calculations, to work in such a cartesian coordinate system, in

which it just so happens that a 1 is parallel to the x axis, a 2 lies in the x-y plane, and a 3 has components of all three

axes). The denominator is exactly the volume of the primitive unit cell which is enclosed by the three

primitive-vectors a 1 , a 2 and a 3 . In particular, we now know that

Fourier series (it may be advantageous for the sake of simplifying calculations, to work in suchHilbert space s, the set of functions { e n = e ; n ∈ Z } is an orthonormal basis for the s p ace L ([ − π, π]) of square-integrable functions of [ − π, π]. This space is actually a Hilbert space with an inner product given for any two elements f and g 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 is the Kronecker delta), δ mn and furthermore, the sines and cosines are Sines and cosines form an orthonormal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when m , n or the functions are different, and pi only if m and n are equal, and the function used is the same. orthogonal to the constant function 1 . An orthonormal basis for L ([ − π, π]) consisting of real functions is formed by the functions 1 , and √ 2 cos( nx ), √ 2 sin( nx ) for n = 1, 2, ... The density of their span is a conse q uence of the Stone Weierstrass theorem , but follows also from the properties of classical kernels like the Fejér kernel . " id="pdf-obj-10-35" src="pdf-obj-10-35.jpg">

We can write now h(K) as an integral with the traditional coordinate system over the volume of the primitive cell,

instead of with the x 1 , x 2 and x 3 variables:

Fourier series (it may be advantageous for the sake of simplifying calculations, to work in suchHilbert space s, the set of functions { e n = e ; n ∈ Z } is an orthonormal basis for the s p ace L ([ − π, π]) of square-integrable functions of [ − π, π]. This space is actually a Hilbert space with an inner product given for any two elements f and g 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 is the Kronecker delta), δ mn and furthermore, the sines and cosines are Sines and cosines form an orthonormal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when m , n or the functions are different, and pi only if m and n are equal, and the function used is the same. orthogonal to the constant function 1 . An orthonormal basis for L ([ − π, π]) consisting of real functions is formed by the functions 1 , and √ 2 cos( nx ), √ 2 sin( nx ) for n = 1, 2, ... The density of their span is a conse q uence of the Stone Weierstrass theorem , but follows also from the properties of classical kernels like the Fejér kernel . " id="pdf-obj-10-54" src="pdf-obj-10-54.jpg">

And C is the primitive unit cell, thus,

Fourier series (it may be advantageous for the sake of simplifying calculations, to work in suchHilbert space s, the set of functions { e n = e ; n ∈ Z } is an orthonormal basis for the s p ace L ([ − π, π]) of square-integrable functions of [ − π, π]. This space is actually a Hilbert space with an inner product given for any two elements f and g 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 is the Kronecker delta), δ mn and furthermore, the sines and cosines are Sines and cosines form an orthonormal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when m , n or the functions are different, and pi only if m and n are equal, and the function used is the same. orthogonal to the constant function 1 . An orthonormal basis for L ([ − π, π]) consisting of real functions is formed by the functions 1 , and √ 2 cos( nx ), √ 2 sin( nx ) for n = 1, 2, ... The density of their span is a conse q uence of the Stone Weierstrass theorem , but follows also from the properties of classical kernels like the Fejér kernel . " id="pdf-obj-10-60" src="pdf-obj-10-60.jpg">

is the volume of the primitive unit cell.

Hilbert space interpretation

In the language of Hilbert spaces, the set of functions {e

n

= e inx ; n

Z} is an orthonormal basis for the space

  • L 2 ([π, π]) of square-integrable functions of [π, π]. This space is actually a Hilbert space with an inner product

given for any two elements f and g by:

Fourier series (it may be advantageous for the sake of simplifying calculations, to work in suchHilbert space s, the set of functions { e n = e ; n ∈ Z } is an orthonormal basis for the s p ace L ([ − π, π]) of square-integrable functions of [ − π, π]. This space is actually a Hilbert space with an inner product given for any two elements f and g 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 is the Kronecker delta), δ mn and furthermore, the sines and cosines are Sines and cosines form an orthonormal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when m , n or the functions are different, and pi only if m and n are equal, and the function used is the same. orthogonal to the constant function 1 . An orthonormal basis for L ([ − π, π]) consisting of real functions is formed by the functions 1 , and √ 2 cos( nx ), √ 2 sin( nx ) for n = 1, 2, ... The density of their span is a conse q uence of the Stone Weierstrass theorem , but follows also from the properties of classical kernels like the Fejér kernel . " id="pdf-obj-10-102" src="pdf-obj-10-102.jpg">

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

Fourier series (it may be advantageous for the sake of simplifying calculations, to work in suchHilbert space s, the set of functions { e n = e ; n ∈ Z } is an orthonormal basis for the s p ace L ([ − π, π]) of square-integrable functions of [ − π, π]. This space is actually a Hilbert space with an inner product given for any two elements f and g 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 is the Kronecker delta), δ mn and furthermore, the sines and cosines are Sines and cosines form an orthonormal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when m , n or the functions are different, and pi only if m and n are equal, and the function used is the same. orthogonal to the constant function 1 . An orthonormal basis for L ([ − π, π]) consisting of real functions is formed by the functions 1 , and √ 2 cos( nx ), √ 2 sin( nx ) for n = 1, 2, ... The density of their span is a conse q uence of the Stone Weierstrass theorem , but follows also from the properties of classical kernels like the Fejér kernel . " id="pdf-obj-10-106" src="pdf-obj-10-106.jpg">

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

 
Fourier series (it may be advantageous for the sake of simplifying calculations, to work in suchHilbert space s, the set of functions { e n = e ; n ∈ Z } is an orthonormal basis for the s p ace L ([ − π, π]) of square-integrable functions of [ − π, π]. This space is actually a Hilbert space with an inner product given for any two elements f and g 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 is the Kronecker delta), δ mn and furthermore, the sines and cosines are Sines and cosines form an orthonormal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when m , n or the functions are different, and pi only if m and n are equal, and the function used is the same. orthogonal to the constant function 1 . An orthonormal basis for L ([ − π, π]) consisting of real functions is formed by the functions 1 , and √ 2 cos( nx ), √ 2 sin( nx ) for n = 1, 2, ... The density of their span is a conse q uence of the Stone Weierstrass theorem , but follows also from the properties of classical kernels like the Fejér kernel . " id="pdf-obj-10-179" src="pdf-obj-10-179.jpg">
Fourier series (it may be advantageous for the sake of simplifying calculations, to work in suchHilbert space s, the set of functions { e n = e ; n ∈ Z } is an orthonormal basis for the s p ace L ([ − π, π]) of square-integrable functions of [ − π, π]. This space is actually a Hilbert space with an inner product given for any two elements f and g 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 is the Kronecker delta), δ mn and furthermore, the sines and cosines are Sines and cosines form an orthonormal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when m , n or the functions are different, and pi only if m and n are equal, and the function used is the same. orthogonal to the constant function 1 . An orthonormal basis for L ([ − π, π]) consisting of real functions is formed by the functions 1 , and √ 2 cos( nx ), √ 2 sin( nx ) for n = 1, 2, ... The density of their span is a conse q uence of the Stone Weierstrass theorem , but follows also from the properties of classical kernels like the Fejér kernel . " id="pdf-obj-10-181" src="pdf-obj-10-181.jpg">
(where is the Kronecker delta), δ mn and
(where
is
the Kronecker delta),
δ mn
and

furthermore, the sines and cosines are

Fourier series (it may be advantageous for the sake of simplifying calculations, to work in suchHilbert space s, the set of functions { e n = e ; n ∈ Z } is an orthonormal basis for the s p ace L ([ − π, π]) of square-integrable functions of [ − π, π]. This space is actually a Hilbert space with an inner product given for any two elements f and g 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 is the Kronecker delta), δ mn and furthermore, the sines and cosines are Sines and cosines form an orthonormal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when m , n or the functions are different, and pi only if m and n are equal, and the function used is the same. orthogonal to the constant function 1 . An orthonormal basis for L ([ − π, π]) consisting of real functions is formed by the functions 1 , and √ 2 cos( nx ), √ 2 sin( nx ) for n = 1, 2, ... The density of their span is a conse q uence of the Stone Weierstrass theorem , but follows also from the properties of classical kernels like the Fejér kernel . " id="pdf-obj-10-187" src="pdf-obj-10-187.jpg">

Sines and cosines form an orthonormal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when m, n or the functions are different, and pi only if m and n are equal, and the function used is the same.

orthogonal to the constant function 1. An orthonormal basis for L 2 ([π, π]) consisting of real functions is formed by

the functions 1, and 2 cos(nx), 2 sin(nx) for n = 1, 2,

...

The density of their span is a consequence of the

StoneWeierstrass theorem, but follows also from the properties of classical kernels like the Fejér kernel.

Fourier series

9

Properties

Fourier series Properties We say that f belongs to if f is a 2π-periodic function ons. • • • • • • If f is a 2π-periodic odd function, then a = 0 for all n. n If f is a 2π-periodic even function, then b = 0 for all n. n If f is integrable, , and This result is known as the Ri emann Lebesgu e lemma . A doubly infinite sequence { a } in c ( Z ) is the sequence of Fourier coefficients of a function in L ([0, 2π]) if and only if it is a convolution of two sequences in If coefficients If , then the Fourier coefficients . See [12] of the derivative f ′ can be expressed in terms of the Fourier tends to zero, we have that of the function f , via the formula , then . . In particular, since tends to zero, which means that the Fourier coefficients converge to zero faster than the k th power of • • • n . Parseval's theorem . If f belongs to L ([ − π, π]), then . Plancherel's theorem. If are coefficients and then there is a unique function such that for every n. The first convolution theorem states that if f and g are in L 1 ([−π, π]), the Fourier series coefficients of the 2π-periodic convolution of f and g are given by: [13] where: • The second convolution theorem states that the Fourier series coefficients of the product of f and g are given by the discrete convolution of the and sequences: Compact groups One of the interesting properties of the Fourier transform which we have mentioned, is that it carries convolutions to p ointwise products. If that is the propert y which we seek to preserve, one can produce Fourier series on any compact group . Typical examples include those classical group s that are compact. This generalizes the Fourier transform to all s p aces of the form L ( G ), where G is a compact group, in such a way that the Fourier transform carries convolution s 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. " id="pdf-obj-11-9" src="pdf-obj-11-9.jpg">

We say that f belongs to if f is a 2π-periodic function on R which is k times differentiable, and its kth

derivative is continuous.

If f is a 2π-periodic odd function, then a = 0 for all n. n If
If f is a 2π-periodic odd function, then a
= 0 for all n.
n
If f is a 2π-periodic even function, then b
= 0 for all n.
n
If f is integrable,
,
and
Fourier series Properties We say that f belongs to if f is a 2π-periodic function ons. • • • • • • If f is a 2π-periodic odd function, then a = 0 for all n. n If f is a 2π-periodic even function, then b = 0 for all n. n If f is integrable, , and This result is known as the Ri emann Lebesgu e lemma . A doubly infinite sequence { a } in c ( Z ) is the sequence of Fourier coefficients of a function in L ([0, 2π]) if and only if it is a convolution of two sequences in If coefficients If , then the Fourier coefficients . See [12] of the derivative f ′ can be expressed in terms of the Fourier tends to zero, we have that of the function f , via the formula , then . . In particular, since tends to zero, which means that the Fourier coefficients converge to zero faster than the k th power of • • • n . Parseval's theorem . If f belongs to L ([ − π, π]), then . Plancherel's theorem. If are coefficients and then there is a unique function such that for every n. The first convolution theorem states that if f and g are in L 1 ([−π, π]), the Fourier series coefficients of the 2π-periodic convolution of f and g are given by: [13] where: • The second convolution theorem states that the Fourier series coefficients of the product of f and g are given by the discrete convolution of the and sequences: Compact groups One of the interesting properties of the Fourier transform which we have mentioned, is that it carries convolutions to p ointwise products. If that is the propert y which we seek to preserve, one can produce Fourier series on any compact group . Typical examples include those classical group s that are compact. This generalizes the Fourier transform to all s p aces of the form L ( G ), where G is a compact group, in such a way that the Fourier transform carries convolution s 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. " id="pdf-obj-11-40" src="pdf-obj-11-40.jpg">

This result is known as the

A doubly infinite sequence {a n } in c 0 (Z) is the sequence of Fourier coefficients of a function in L 1 ([0, 2π]) if and

only if it is a convolution of two sequences in

If coefficients If
If
coefficients
If

, then the Fourier coefficients

Fourier series Properties We say that f belongs to if f is a 2π-periodic function ons. • • • • • • If f is a 2π-periodic odd function, then a = 0 for all n. n If f is a 2π-periodic even function, then b = 0 for all n. n If f is integrable, , and This result is known as the Ri emann Lebesgu e lemma . A doubly infinite sequence { a } in c ( Z ) is the sequence of Fourier coefficients of a function in L ([0, 2π]) if and only if it is a convolution of two sequences in If coefficients If , then the Fourier coefficients . See [12] of the derivative f ′ can be expressed in terms of the Fourier tends to zero, we have that of the function f , via the formula , then . . In particular, since tends to zero, which means that the Fourier coefficients converge to zero faster than the k th power of • • • n . Parseval's theorem . If f belongs to L ([ − π, π]), then . Plancherel's theorem. If are coefficients and then there is a unique function such that for every n. The first convolution theorem states that if f and g are in L 1 ([−π, π]), the Fourier series coefficients of the 2π-periodic convolution of f and g are given by: [13] where: • The second convolution theorem states that the Fourier series coefficients of the product of f and g are given by the discrete convolution of the and sequences: Compact groups One of the interesting properties of the Fourier transform which we have mentioned, is that it carries convolutions to p ointwise products. If that is the propert y which we seek to preserve, one can produce Fourier series on any compact group . Typical examples include those classical group s that are compact. This generalizes the Fourier transform to all s p aces of the form L ( G ), where G is a compact group, in such a way that the Fourier transform carries convolution s 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. " id="pdf-obj-11-72" src="pdf-obj-11-72.jpg">

. See [12]

of the derivative fcan be expressed in terms of the Fourier

tends to zero, we have that

of the function f, via the formula

, then

Fourier series Properties We say that f belongs to if f is a 2π-periodic function ons. • • • • • • If f is a 2π-periodic odd function, then a = 0 for all n. n If f is a 2π-periodic even function, then b = 0 for all n. n If f is integrable, , and This result is known as the Ri emann Lebesgu e lemma . A doubly infinite sequence { a } in c ( Z ) is the sequence of Fourier coefficients of a function in L ([0, 2π]) if and only if it is a convolution of two sequences in If coefficients If , then the Fourier coefficients . See [12] of the derivative f ′ can be expressed in terms of the Fourier tends to zero, we have that of the function f , via the formula , then . . In particular, since tends to zero, which means that the Fourier coefficients converge to zero faster than the k th power of • • • n . Parseval's theorem . If f belongs to L ([ − π, π]), then . Plancherel's theorem. If are coefficients and then there is a unique function such that for every n. The first convolution theorem states that if f and g are in L 1 ([−π, π]), the Fourier series coefficients of the 2π-periodic convolution of f and g are given by: [13] where: • The second convolution theorem states that the Fourier series coefficients of the product of f and g are given by the discrete convolution of the and sequences: Compact groups One of the interesting properties of the Fourier transform which we have mentioned, is that it carries convolutions to p ointwise products. If that is the propert y which we seek to preserve, one can produce Fourier series on any compact group . Typical examples include those classical group s that are compact. This generalizes the Fourier transform to all s p aces of the form L ( G ), where G is a compact group, in such a way that the Fourier transform carries convolution s 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. " id="pdf-obj-11-90" src="pdf-obj-11-90.jpg">
.
.

. In particular, since

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

n.

Parseval's theorem. If f belongs to L 2 ([π, π]), then

.
.
Plancherel's theorem. If are coefficients and then there is a unique function such that for every
Plancherel's theorem. If
are coefficients and
then there is a unique
function
such that
for every n.
The first convolution theorem states that if f and g are in L 1 ([−π, π]), the Fourier series coefficients of the

2π-periodic convolution of f and g are given by:

Fourier series Properties We say that f belongs to if f is a 2π-periodic function ons. • • • • • • If f is a 2π-periodic odd function, then a = 0 for all n. n If f is a 2π-periodic even function, then b = 0 for all n. n If f is integrable, , and This result is known as the Ri emann Lebesgu e lemma . A doubly infinite sequence { a } in c ( Z ) is the sequence of Fourier coefficients of a function in L ([0, 2π]) if and only if it is a convolution of two sequences in If coefficients If , then the Fourier coefficients . See [12] of the derivative f ′ can be expressed in terms of the Fourier tends to zero, we have that of the function f , via the formula , then . . In particular, since tends to zero, which means that the Fourier coefficients converge to zero faster than the k th power of • • • n . Parseval's theorem . If f belongs to L ([ − π, π]), then . Plancherel's theorem. If are coefficients and then there is a unique function such that for every n. The first convolution theorem states that if f and g are in L 1 ([−π, π]), the Fourier series coefficients of the 2π-periodic convolution of f and g are given by: [13] where: • The second convolution theorem states that the Fourier series coefficients of the product of f and g are given by the discrete convolution of the and sequences: Compact groups One of the interesting properties of the Fourier transform which we have mentioned, is that it carries convolutions to p ointwise products. If that is the propert y which we seek to preserve, one can produce Fourier series on any compact group . Typical examples include those classical group s that are compact. This generalizes the Fourier transform to all s p aces of the form L ( G ), where G is a compact group, in such a way that the Fourier transform carries convolution s 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. " id="pdf-obj-11-131" src="pdf-obj-11-131.jpg">

[13]

where:

Fourier series Properties We say that f belongs to if f is a 2π-periodic function ons. • • • • • • If f is a 2π-periodic odd function, then a = 0 for all n. n If f is a 2π-periodic even function, then b = 0 for all n. n If f is integrable, , and This result is known as the Ri emann Lebesgu e lemma . A doubly infinite sequence { a } in c ( Z ) is the sequence of Fourier coefficients of a function in L ([0, 2π]) if and only if it is a convolution of two sequences in If coefficients If , then the Fourier coefficients . See [12] of the derivative f ′ can be expressed in terms of the Fourier tends to zero, we have that of the function f , via the formula , then . . In particular, since tends to zero, which means that the Fourier coefficients converge to zero faster than the k th power of • • • n . Parseval's theorem . If f belongs to L ([ − π, π]), then . Plancherel's theorem. If are coefficients and then there is a unique function such that for every n. The first convolution theorem states that if f and g are in L 1 ([−π, π]), the Fourier series coefficients of the 2π-periodic convolution of f and g are given by: [13] where: • The second convolution theorem states that the Fourier series coefficients of the product of f and g are given by the discrete convolution of the and sequences: Compact groups One of the interesting properties of the Fourier transform which we have mentioned, is that it carries convolutions to p ointwise products. If that is the propert y which we seek to preserve, one can produce Fourier series on any compact group . Typical examples include those classical group s that are compact. This generalizes the Fourier transform to all s p aces of the form L ( G ), where G is a compact group, in such a way that the Fourier transform carries convolution s 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. " id="pdf-obj-11-137" src="pdf-obj-11-137.jpg">

The second convolution theorem states that the Fourier series coefficients of the product of f and g are given by

and
and

sequences:

Compact groups

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 L 2 (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 PeterWeyl theorem, which proves results about representations of

compact groups analogous to those about finite groups.

Fourier series

10

Riemannian manifolds

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

LaplaceBeltrami operator. The LaplaceBeltrami 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

Fourier series Riemannian manifolds 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 o p erator 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 The atomic orbital s of chemistry are spherical harmonic s and can be used to p roduce Fourier series on the sphere . 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 L ( X ), where X is a Riemannian manifold. The Fourier series converges in ways similar to the [ − π, π] case. A t yp ical exam p le is to take X to be the sphere with the usual metric, in which case the Fourier basis consists of spherical harmonics . Locally compact Abelian groups 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 L ( G ) or L ( 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 R . 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 ( S f )( x ) converge to f ( x ) as N → ∞ . Least squares property We say that p is a trigonometric polynomial of degree N when it is of the form Note that S f is a trigonometric polynomial of degree N . Parseval's theorem implies that Theorem. The trigonometric polynomial S f is the unique best trigonometric polynomial of degree N approximating f ( x ), in the sense that, for any trigonometric polynomial p ≠ S f of degree N , we have where the Hilbert space norm is defined as: " id="pdf-obj-12-43" src="pdf-obj-12-43.jpg">

The atomic orbitals of chemistry are spherical harmonics and can be used to produce Fourier series on the sphere.

solve the heat equation, the natural generalization is to use the

eigensolutions of the LaplaceBeltrami operator as a basis. This generalizes Fourier series to spaces of the type

  • L 2 (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

Locally compact Abelian groups

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 L 1 (G) or L 2 (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 R.

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

Fourier series Riemannian manifolds 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 o p erator 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 The atomic orbital s of chemistry are spherical harmonic s and can be used to p roduce Fourier series on the sphere . 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 L ( X ), where X is a Riemannian manifold. The Fourier series converges in ways similar to the [ − π, π] case. A t yp ical exam p le is to take X to be the sphere with the usual metric, in which case the Fourier basis consists of spherical harmonics . Locally compact Abelian groups 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 L ( G ) or L ( 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 R . 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 ( S f )( x ) converge to f ( x ) as N → ∞ . Least squares property We say that p is a trigonometric polynomial of degree N when it is of the form Note that S f is a trigonometric polynomial of degree N . Parseval's theorem implies that Theorem. The trigonometric polynomial S f is the unique best trigonometric polynomial of degree N approximating f ( x ), in the sense that, for any trigonometric polynomial p ≠ S f of degree N , we have where the Hilbert space norm is defined as: " id="pdf-obj-12-135" src="pdf-obj-12-135.jpg">

by a finite one,

Fourier series Riemannian manifolds 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 o p erator 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 The atomic orbital s of chemistry are spherical harmonic s and can be used to p roduce Fourier series on the sphere . 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 L ( X ), where X is a Riemannian manifold. The Fourier series converges in ways similar to the [ − π, π] case. A t yp ical exam p le is to take X to be the sphere with the usual metric, in which case the Fourier basis consists of spherical harmonics . Locally compact Abelian groups 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 L ( G ) or L ( 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 R . 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 ( S f )( x ) converge to f ( x ) as N → ∞ . Least squares property We say that p is a trigonometric polynomial of degree N when it is of the form Note that S f is a trigonometric polynomial of degree N . Parseval's theorem implies that Theorem. The trigonometric polynomial S f is the unique best trigonometric polynomial of degree N approximating f ( x ), in the sense that, for any trigonometric polynomial p ≠ S f of degree N , we have where the Hilbert space norm is defined as: " id="pdf-obj-12-139" src="pdf-obj-12-139.jpg">

This is called a partial sum. We would like to know, in which sense does (S N f)(x) converge to f(x) as N → ∞.

Least squares property

We say that p is a trigonometric polynomial of degree N when it is of the form

Fourier series Riemannian manifolds 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 o p erator 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 The atomic orbital s of chemistry are spherical harmonic s and can be used to p roduce Fourier series on the sphere . 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 L ( X ), where X is a Riemannian manifold. The Fourier series converges in ways similar to the [ − π, π] case. A t yp ical exam p le is to take X to be the sphere with the usual metric, in which case the Fourier basis consists of spherical harmonics . Locally compact Abelian groups 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 L ( G ) or L ( 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 R . 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 ( S f )( x ) converge to f ( x ) as N → ∞ . Least squares property We say that p is a trigonometric polynomial of degree N when it is of the form Note that S f is a trigonometric polynomial of degree N . Parseval's theorem implies that Theorem. The trigonometric polynomial S f is the unique best trigonometric polynomial of degree N approximating f ( x ), in the sense that, for any trigonometric polynomial p ≠ S f of degree N , we have where the Hilbert space norm is defined as: " id="pdf-obj-12-168" src="pdf-obj-12-168.jpg">

Note that S N f is a trigonometric polynomial of degree N. Parseval's theorem implies that

Theorem. The trigonometric polynomial S N f is the unique best trigonometric polynomial of degree N

approximating f(x), in the sense that, for any trigonometric polynomial p S N f of degree N, we have

Fourier series Riemannian manifolds 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 o p erator 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 The atomic orbital s of chemistry are spherical harmonic s and can be used to p roduce Fourier series on the sphere . 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 L ( X ), where X is a Riemannian manifold. The Fourier series converges in ways similar to the [ − π, π] case. A t yp ical exam p le is to take X to be the sphere with the usual metric, in which case the Fourier basis consists of spherical harmonics . Locally compact Abelian groups 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 L ( G ) or L ( 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 R . 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 ( S f )( x ) converge to f ( x ) as N → ∞ . Least squares property We say that p is a trigonometric polynomial of degree N when it is of the form Note that S f is a trigonometric polynomial of degree N . Parseval's theorem implies that Theorem. The trigonometric polynomial S f is the unique best trigonometric polynomial of degree N approximating f ( x ), in the sense that, for any trigonometric polynomial p ≠ S f of degree N , we have where the Hilbert space norm is defined as: " id="pdf-obj-12-202" src="pdf-obj-12-202.jpg">

where the Hilbert space norm is defined as:

Fourier series Riemannian manifolds 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 o p erator 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 The atomic orbital s of chemistry are spherical harmonic s and can be used to p roduce Fourier series on the sphere . 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 L ( X ), where X is a Riemannian manifold. The Fourier series converges in ways similar to the [ − π, π] case. A t yp ical exam p le is to take X to be the sphere with the usual metric, in which case the Fourier basis consists of spherical harmonics . Locally compact Abelian groups 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 L ( G ) or L ( 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 R . 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 ( S f )( x ) converge to f ( x ) as N → ∞ . Least squares property We say that p is a trigonometric polynomial of degree N when it is of the form Note that S f is a trigonometric polynomial of degree N . Parseval's theorem implies that Theorem. The trigonometric polynomial S f is the unique best trigonometric polynomial of degree N approximating f ( x ), in the sense that, for any trigonometric polynomial p ≠ S f of degree N , we have where the Hilbert space norm is defined as: " id="pdf-obj-12-206" src="pdf-obj-12-206.jpg">

Fourier series

11

Convergence

Because of the least squares property, and because of the completeness of the Fourier basis, we obtain an elementary

convergence result.

Theorem. If f belongs to L 2 ([π, π]), then the Fourier series converges to f in L 2 ([π, π]), that is,

Fourier series Convergence Because of the least squares property, and because of the completeness of they differentiable , then is the n th Fourier coefficient of the derivative f ′ . It follows, essentially from the Cauchy Schwarz inequality , that the Fourier series of f is absolutely summable. The sum of this series is a continuous function, equal to f , since the Fourier series converges in the mean to f : Theorem. If , then the Fourier series converges to f uniformly (and hence also pointwise .) This result can be proven easily if f is further assumed to be C , since in that case tends to zero as n → ∞ . More g enerall y, the Fourier series is absolutely summable, thus converges uniformly to f , provided that f satisfies a Hölder condition of order α > ½. In the absolutely summable case, proves uniform convergence. the inequality Many other results concerning the convergence of Fourier series are known , ranging from the moderately simple result that the series converges at x if f is differentiable at x , to Lennart Carleson 's much more sophisticated result that the Fourier series of an L 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". Divergence Since Fourier series have such good convergence properties, many are often surprised by some of the negative results. For exam p le , the Fourier series of a continuous T -periodic function need not converge pointwise. The uniform boundedness principle yields a simple non-constructive proof of this fact. 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). Notes [1] These three did some im p ortant earl y work on the wave equation , especially D'Alembert. Euler's work in this area was mostly comtemporaneous/ in collaboration with Bernoulli , althou g h the latter made some inde p endent contributions to the theor y of waves and vibrations ( see here , pg .s 209 & 210 , (http:/ / books. google. co. uk/ books?id=olMpStYOlnoC& pg=PA214& lpg=PA214& dq=bernoulli+ solution+ wave+ equation& source=bl& ots=h8eN69CWRm& sig=lRq2-8FZvcXIjToXQI4k6AVfRqA& hl=en& sa=X& ei=RqOhUIHOIOa00 Q WZuIH g Cw& ved=0CCE Q 6AEwAT g 8#v=one p a g e& q =bernoulli solution wave e q uation& f=false )) . [2] Le j eune-Dirichlet, P. " Sur la convergence des séries trigonométriques qui servent à représenter une fonction arbitraire entre des limites données ". (In French), transl. "On the convergence of trigonometric series which serve to represent an arbitrary function between two given limits". Journal f¨ur die reine und angewandte Mathematik, Vol. 4 (1829) p. 157 – 169. [3] "Ueber die Darstellbarkeit einer Function durch eine tri g onometrische Reihe ["About the re p resentabilit y of a function by a trigonometric series"]" (http:/ / www. maths. tcd. ie/ p ub/ HistMath/ Peo p le/ Riemann/ Tri g / ) ( in German). Habilitationschrift, Göttingen ; 1854. Abhandlungen der Köni g lichen Gesellscha f t der Wissenscha f ten zu Göttin g en , vol. 13 , 1867 . Published p osthumousl y for Riemann by Richard Dedekind . Archived (http:/ / web. archive. org/ web/ 20080520085248/ http:/ / www. maths. tcd. ie/ pub/ HistMath/ People/ Riemann/ Trig/ ) from the original on 20 May 2008. . Retrieved 19 May 2008. [4] D. Mascre, Bernhard Riemann: Posthumous Thesis on the Re p resentation of Functions b y Tri g inometric Series ( 1867 ) . Landmark Writings in Western Mathematics 1640-1940, (http:/ / books. google. co. uk/ books?id=UdGBy8iLpocC& printsec=frontcover#v=onepage& q& f=false) Ivor Grattan-Guinness (ed.); pg. 492. Elsevier, 20 May 2005.Accessed 7 Dec 2012.</ " id="pdf-obj-13-30" src="pdf-obj-13-30.jpg">

converges to 0 as N → ∞.

Fourier series Convergence Because of the least squares property, and because of the completeness of they differentiable , then is the n th Fourier coefficient of the derivative f ′ . It follows, essentially from the Cauchy Schwarz inequality , that the Fourier series of f is absolutely summable. The sum of this series is a continuous function, equal to f , since the Fourier series converges in the mean to f : Theorem. If , then the Fourier series converges to f uniformly (and hence also pointwise .) This result can be proven easily if f is further assumed to be C , since in that case tends to zero as n → ∞ . More g enerall y, the Fourier series is absolutely summable, thus converges uniformly to f , provided that f satisfies a Hölder condition of order α > ½. In the absolutely summable case, proves uniform convergence. the inequality Many other results concerning the convergence of Fourier series are known , ranging from the moderately simple result that the series converges at x if f is differentiable at x , to Lennart Carleson 's much more sophisticated result that the Fourier series of an L 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". Divergence Since Fourier series have such good convergence properties, many are often surprised by some of the negative results. For exam p le , the Fourier series of a continuous T -periodic function need not converge pointwise. The uniform boundedness principle yields a simple non-constructive proof of this fact. 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). Notes [1] These three did some im p ortant earl y work on the wave equation , especially D'Alembert. Euler's work in this area was mostly comtemporaneous/ in collaboration with Bernoulli , althou g h the latter made some inde p endent contributions to the theor y of waves and vibrations ( see here , pg .s 209 & 210 , (http:/ / books. google. co. uk/ books?id=olMpStYOlnoC& pg=PA214& lpg=PA214& dq=bernoulli+ solution+ wave+ equation& source=bl& ots=h8eN69CWRm& sig=lRq2-8FZvcXIjToXQI4k6AVfRqA& hl=en& sa=X& ei=RqOhUIHOIOa00 Q WZuIH g Cw& ved=0CCE Q 6AEwAT g 8#v=one p a g e& q =bernoulli solution wave e q uation& f=false )) . [2] Le j eune-Dirichlet, P. " Sur la convergence des séries trigonométriques qui servent à représenter une fonction arbitraire entre des limites données ". (In French), transl. "On the convergence of trigonometric series which serve to represent an arbitrary function between two given limits". Journal f¨ur die reine und angewandte Mathematik, Vol. 4 (1829) p. 157 – 169. [3] "Ueber die Darstellbarkeit einer Function durch eine tri g onometrische Reihe ["About the re p resentabilit y of a function by a trigonometric series"]" (http:/ / www. maths. tcd. ie/ p ub/ HistMath/ Peo p le/ Riemann/ Tri g / ) ( in German). Habilitationschrift, Göttingen ; 1854. Abhandlungen der Köni g lichen Gesellscha f t der Wissenscha f ten zu Göttin g en , vol. 13 , 1867 . Published p osthumousl y for Riemann by Richard Dedekind . Archived (http:/ / web. archive. org/ web/ 20080520085248/ http:/ / www. maths. tcd. ie/ pub/ HistMath/ People/ Riemann/ Trig/ ) from the original on 20 May 2008. . Retrieved 19 May 2008. [4] D. Mascre, Bernhard Riemann: Posthumous Thesis on the Re p resentation of Functions b y Tri g inometric Series ( 1867 ) . Landmark Writings in Western Mathematics 1640-1940, (http:/ / books. google. co. uk/ books?id=UdGBy8iLpocC& printsec=frontcover#v=onepage& q& f=false) Ivor Grattan-Guinness (ed.); pg. 492. Elsevier, 20 May 2005.Accessed 7 Dec 2012.</ " id="pdf-obj-13-37" src="pdf-obj-13-37.jpg">

We have already mentioned that if f is continuously differentiable, then is the nth Fourier coefficient of the

derivative f. It follows, essentially from the CauchySchwarz inequality, that the Fourier series of f is absolutely

summable. The sum of this series is a continuous function, equal to f, since the Fourier series converges in the mean

to f:

Fourier series Convergence Because of the least squares property, and because of the completeness of they differentiable , then is the n th Fourier coefficient of the derivative f ′ . It follows, essentially from the Cauchy Schwarz inequality , that the Fourier series of f is absolutely summable. The sum of this series is a continuous function, equal to f , since the Fourier series converges in the mean to f : Theorem. If , then the Fourier series converges to f uniformly (and hence also pointwise .) This result can be proven easily if f is further assumed to be C , since in that case tends to zero as n → ∞ . More g enerall y, the Fourier series is absolutely summable, thus converges uniformly to f , provided that f satisfies a Hölder condition of order α > ½. In the absolutely summable case, proves uniform convergence. the inequality Many other results concerning the convergence of Fourier series are known , ranging from the moderately simple result that the series converges at x if f is differentiable at x , to Lennart Carleson 's much more sophisticated result that the Fourier series of an L 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". Divergence Since Fourier series have such good convergence properties, many are often surprised by some of the negative results. For exam p le , the Fourier series of a continuous T -periodic function need not converge pointwise. The uniform boundedness principle yields a simple non-constructive proof of this fact. 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). Notes [1] These three did some im p ortant earl y work on the wave equation , especially D'Alembert. Euler's work in this area was mostly comtemporaneous/ in collaboration with Bernoulli , althou g h the latter made some inde p endent contributions to the theor y of waves and vibrations ( see here , pg .s 209 & 210 , (http:/ / books. google. co. uk/ books?id=olMpStYOlnoC& pg=PA214& lpg=PA214& dq=bernoulli+ solution+ wave+ equation& source=bl& ots=h8eN69CWRm& sig=lRq2-8FZvcXIjToXQI4k6AVfRqA& hl=en& sa=X& ei=RqOhUIHOIOa00 Q WZuIH g Cw& ved=0CCE Q 6AEwAT g 8#v=one p a g e& q =bernoulli solution wave e q uation& f=false )) . [2] Le j eune-Dirichlet, P. " Sur la convergence des séries trigonométriques qui servent à représenter une fonction arbitraire entre des limites données ". (In French), transl. "On the convergence of trigonometric series which serve to represent an arbitrary function between two given limits". Journal f¨ur die reine und angewandte Mathematik, Vol. 4 (1829) p. 157 – 169. [3] "Ueber die Darstellbarkeit einer Function durch eine tri g onometrische Reihe ["About the re p resentabilit y of a function by a trigonometric series"]" (http:/ / www. maths. tcd. ie/ p ub/ HistMath/ Peo p le/ Riemann/ Tri g / ) ( in German). Habilitationschrift, Göttingen ; 1854. Abhandlungen der Köni g lichen Gesellscha f t der Wissenscha f ten zu Göttin g en , vol. 13 , 1867 . Published p osthumousl y for Riemann by Richard Dedekind . Archived (http:/ / web. archive. org/ web/ 20080520085248/ http:/ / www. maths. tcd. ie/ pub/ HistMath/ People/ Riemann/ Trig/ ) from the original on 20 May 2008. . Retrieved 19 May 2008. [4] D. Mascre, Bernhard Riemann: Posthumous Thesis on the Re p resentation of Functions b y Tri g inometric Series ( 1867 ) . Landmark Writings in Western Mathematics 1640-1940, (http:/ / books. google. co. uk/ books?id=UdGBy8iLpocC& printsec=frontcover#v=onepage& q& f=false) Ivor Grattan-Guinness (ed.); pg. 492. Elsevier, 20 May 2005.Accessed 7 Dec 2012.</ " id="pdf-obj-13-68" src="pdf-obj-13-68.jpg">

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

This result can be proven easily if f is further assumed to be C 2 , since in that case tends to zero as n → ∞.

Fourier series Convergence Because of the least squares property, and because of the completeness of they differentiable , then is the n th Fourier coefficient of the derivative f ′ . It follows, essentially from the Cauchy Schwarz inequality , that the Fourier series of f is absolutely summable. The sum of this series is a continuous function, equal to f , since the Fourier series converges in the mean to f : Theorem. If , then the Fourier series converges to f uniformly (and hence also pointwise .) This result can be proven easily if f is further assumed to be C , since in that case tends to zero as n → ∞ . More g enerall y, the Fourier series is absolutely summable, thus converges uniformly to f , provided that f satisfies a Hölder condition of order α > ½. In the absolutely summable case, proves uniform convergence. the inequality Many other results concerning the convergence of Fourier series are known , ranging from the moderately simple result that the series converges at x if f is differentiable at x , to Lennart Carleson 's much more sophisticated result that the Fourier series of an L 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". Divergence Since Fourier series have such good convergence properties, many are often surprised by some of the negative results. For exam p le , the Fourier series of a continuous T -periodic function need not converge pointwise. The uniform boundedness principle yields a simple non-constructive proof of this fact. 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). Notes [1] These three did some im p ortant earl y work on the wave equation , especially D'Alembert. Euler's work in this area was mostly comtemporaneous/ in collaboration with Bernoulli , althou g h the latter made some inde p endent contributions to the theor y of waves and vibrations ( see here , pg .s 209 & 210 , (http:/ / books. google. co. uk/ books?id=olMpStYOlnoC& pg=PA214& lpg=PA214& dq=bernoulli+ solution+ wave+ equation& source=bl& ots=h8eN69CWRm& sig=lRq2-8FZvcXIjToXQI4k6AVfRqA& hl=en& sa=X& ei=RqOhUIHOIOa00 Q WZuIH g Cw& ved=0CCE Q 6AEwAT g 8#v=one p a g e& q =bernoulli solution wave e q uation& f=false )) . [2] Le j eune-Dirichlet, P. " Sur la convergence des séries trigonométriques qui servent à représenter une fonction arbitraire entre des limites données ". (In French), transl. "On the convergence of trigonometric series which serve to represent an arbitrary function between two given limits". Journal f¨ur die reine und angewandte Mathematik, Vol. 4 (1829) p. 157 – 169. [3] "Ueber die Darstellbarkeit einer Function durch eine tri g onometrische Reihe ["About the re p resentabilit y of a function by a trigonometric series"]" (http:/ / www. maths. tcd. ie/ p ub/ HistMath/ Peo p le/ Riemann/ Tri g / ) ( in German). Habilitationschrift, Göttingen ; 1854. Abhandlungen der Köni g lichen Gesellscha f t der Wissenscha f ten zu Göttin g en , vol. 13 , 1867 . Published p osthumousl y for Riemann by Richard Dedekind . Archived (http:/ / web. archive. org/ web/ 20080520085248/ http:/ / www. maths. tcd. ie/ pub/ HistMath/ People/ Riemann/ Trig/ ) from the original on 20 May 2008. . Retrieved 19 May 2008. [4] D. Mascre, Bernhard Riemann: Posthumous Thesis on the Re p resentation of Functions b y Tri g inometric Series ( 1867 ) . Landmark Writings in Western Mathematics 1640-1940, (http:/ / books. google. co. uk/ books?id=UdGBy8iLpocC& printsec=frontcover#v=onepage& q& f=false) Ivor Grattan-Guinness (ed.); pg. 492. Elsevier, 20 May 2005.Accessed 7 Dec 2012.</ " id="pdf-obj-13-88" src="pdf-obj-13-88.jpg">

More generally, the Fourier series is absolutely summable, thus converges uniformly to f, provided that f satisfies a

Hölder condition of order α > ½.
Hölder
condition
of
order
α > ½.

In

the

absolutely

summable

case,

proves uniform convergence.

the

inequality

Many other results concerning the convergence of Fourier series are known, ranging from the moderately simple

result that the series converges at x if f is differentiable at x, to Lennart Carleson's much more sophisticated result

that the Fourier series of an L 2 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". [14][15][16][17]

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. The

uniform boundedness principle yields a simple non-constructive proof of this fact.

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).

Notes

[1] These three did some important early work on the wave equation, especially D'Alembert. Euler's work in this area was mostly comtemporaneous/ in collaboration with Bernoulli, although the latter made some independent contributions to the theory of waves and vibrations ( see here, pg.s 209 & 210, (http:/ / books. google. co. uk/ books?id=olMpStYOlnoC& pg=PA214& lpg=PA214& dq=bernoulli+ solution+ wave+ equation& source=bl& ots=h8eN69CWRm& sig=lRq2-8FZvcXIjToXQI4k6AVfRqA& hl=en& sa=X& ei=RqOhUIHOIOa00QWZuIHgCw& ved=0CCEQ6AEwATg8#v=onepage& q=bernoulli solution wave equation& f=false)). [2] Lejeune-Dirichlet, P. "Sur la convergence des séries trigonométriques qui servent à représenter une fonction arbitraire entre des limites données". (In French), transl. "On the convergence of trigonometric series which serve to represent an arbitrary function between two given limits". Journal f¨ur die reine und angewandte Mathematik, Vol. 4 (1829) p. 157169. [3] "Ueber die Darstellbarkeit einer Function durch eine trigonometrische Reihe ["About the representability of a function by a trigonometric

Abhandlungen der Königlichen Gesellschaft der Wissenschaften zu Göttingen, vol. 13, 1867. Published posthumously for Riemann by Richard

Dedekind. Archived

from the original on 20 May

2008. .

Retrieved 19 May 2008.

[4] D. Mascre, Bernhard Riemann: Posthumous Thesis on the Representation of Functions by Triginometric Series (1867). Landmark Writings in

Western Mathematics

Ivor Grattan-Guinness (ed.); pg. 492. Elsevier, 20 May 2005.Accessed 7 Dec 2012.</

Fourier series

12

[5] Theory of Complex Functions: Readings in Mathematics (http:/ / books. google. co. uk/ books?id=uP8SF4jf7GEC& printsec=frontcover#v=onepage& q& f=false), by Reinhold Remmert; pg 29. Springer, 1991. Accessed 7 Dec 2012. [6] Nerlove, Marc; Grether, David M.; Carvalho, Jose L. (1995). Analysis of Economic Time Series. Economic Theory, Econometrics, and Mathematical Economics. Elsevier. ISBN 0-12-515751-7. [7] Flugge, Wilhelm (1957). Statik und Dynamik der Schalen. Berlin: Springer-Verlag. [8] Gallica - Fourier, Jean-Baptiste-Joseph (1768-1830). Oeuvres de Fourier. 1888, pp. 218219, (http:/ / gallica. bnf. fr/ ark:/ 12148/ bpt6k33707. image. r=Oeuvres+ de+ Fourier. f223. pagination. langFR) [[99]] 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.

[10] Georgi P. Tolstov (1976). Fourier Series continuous-function). Courier-Dover. ISBN

0-486-63317-9.

. [11] 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

Fourier series [5] Theor <a href=y of Com p lex Functions: Readin g s in Mathematics (http:/ / books. google. co. uk/ books?id=uP8SF4jf7GEC& printsec=frontcover#v=onepage& q& f=false) , by Reinhold Remmert; pg 29. Springer, 1991. Accessed 7 Dec 2012. [6] Nerlove, Marc; Grether, David M.; Carvalho, Jose L. (1995). Analysis of Economic Time Series. Economic Theory, Econometrics, and Mathematical Economics . Elsevier. ISBN 0-12-515751-7. [7] Flugge, Wilhelm (1957). Statik und Dynamik der Schalen . Berlin: Springer-Verlag. [8] Gallica - Fourier , Jean-Ba p tiste-Jose p h ( 1768-1830 ) . Oeuvres de Fourier. 1888, pp. 218 – 219, (http:/ / gallica. bnf. fr/ ark:/ 12148/ bpt6k33707. image. r=Oeuvres+ de+ Fourier. f223. pagination. langFR) [[99]] 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 thou g h it were Fourier's ori g inal memoire. [10 ] Geor g i P. Tolstov ( 1976). Fourier Series continuous-function) . Courier-Dover. ISBN (http:/ / books. google. com/ ?id=XqqNDQeLfAkC& pg=PA82& dq=fourier-series+ converges+ 0-486-63317-9. . [11] Since the inte g ral 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. [12] http:/ / mathoverflow. net/ questions/ 46626/ characterizations-of-a-linear-subspace-associated-with-fourier-series [[1313]] The scale factor is always equal to the period, 2π in this case. [14 ] William McC. Siebert (1985). Circuits, signals, and systems (http:/ / books. google. com/ ?id=zBTUiIrb2WIC& pg=PA402& dq="fourier's+ theorem") . MIT Press. p. 402. ISBN 978-0-262-19229-3. . [15 ] L. Marton and Claire Marton ( 1990). Advances in Electronics and Electron Physics (http:/ / books. google. com/ ?id=27c1WOjCBX4C& . [16] Hans Kuzmany (1998). Solid-state spectroscopy (http:/ / books. google. com/ ?id=-laOoZitZS8C& pg=PA14& dq="fourier+ theorem") . pg=PA369& dq="fourier+ theorem") . Academic Press. p . 369. ISBN 978-0-12-014650-5. . [17 ] Karl H. Pribram , Kunio Yasue, and Mari Jibu (1991). Brain and perception (http:/ / books. google. com/ ?id=nsD4L2zsK4kC& pg=PA26& Springer. p. 14. ISBN 978-3-540-63913-8. dq="fourier+ theorem") . Lawrence Erlbaum Associates. p. 26. ISBN . References Further reading • William E. Boyce and Richard C. DiPrima (2005). Elementary Differential Equations and Boundary Value Problems (8th ed.). New Jersey: John Wiley & Sons, Inc .. 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 (1992). "Connections in Mathematical Analysis: The Case of Fourier Series". American Mathematical Monthly 99 (5): 427 – 441. doi:10.2307/2325087. • 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 (1976). Principles of mathematical analysis (3rd ed.). New York: McGraw-Hill, Inc .. ISBN 0-07-054235-X. • A. Zygmund (2002). Trigonometric series (third ed.). Cambridge: Cambridge University Press. ISBN 0-521-89053-5. The first edition was published in 1935. " id="pdf-obj-14-64" src="pdf-obj-14-64.jpg">

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

[12]

[[1313]] The scale factor is always equal to the period, 2π in this case.

[14] William McC. Siebert (1985). Circuits, signals, and systems (http:/ / books. google. com/ ?id=zBTUiIrb2WIC& pg=PA402& dq="fourier's+

theorem"). MIT Press. p. 402. ISBN

978-0-262-19229-3.

.

[15] L. Marton and Claire Marton (1990). Advances in Electronics and Electron Physics (http:/ / books. google. com/ ?id=27c1WOjCBX4C&

. [16] Hans Kuzmany (1998). Solid-state spectroscopy (http:/ / books. google. com/ ?id=-laOoZitZS8C& pg=PA14& dq="fourier+ theorem").

pg=PA369& dq="fourier+ theorem"). Academic Press. p. 369. ISBN

978-0-12-014650-5.

. [17] Karl H. Pribram, Kunio Yasue, and Mari Jibu (1991). Brain and perception (http:/ / books. google. com/ ?id=nsD4L2zsK4kC& pg=PA26&

Springer. p. 14. ISBN

978-3-540-63913-8.

 

dq="fourier+ theorem"). Lawrence Erlbaum Associates. p. 26. ISBN

.

References

 

Further reading

William E. Boyce and Richard C. DiPrima (2005). Elementary Differential Equations and Boundary Value

Problems (8th ed.). New Jersey: John Wiley & Sons, Inc

..

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 (1992). "Connections in Mathematical Analysis: The Case of Fourier Series".

American Mathematical Monthly 99 (5): 427441. doi:10.2307/2325087.

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 (1976). Principles of mathematical analysis (3rd ed.). New York: McGraw-Hill, Inc ..

ISBN 0-07-054235-X.

A. Zygmund (2002). Trigonometric series (third ed.). Cambridge: Cambridge University Press.

ISBN 0-521-89053-5. The first edition was published in 1935.

Fourier series

13

External links

thefouriertransform.com (http:/ / www. thefouriertransform. com/ series/ fourier. php) Fourier Series as a prelude

to the Fourier Transform

associated with Fourier series

An interactive flash tutorial for the Fourier Series (http:/ / www. fourier-series. com/ fourierseries2/

of the harmonic amplitudes for arbitrary terms

Java applet (http:/ / www. falstad. com/ fourier/ ) shows Fourier series expansion of an arbitrary function

Example problems

computing Fourier Series

Fourier Series Module by John H. Mathews (http:/ / math. fullerton. edu/ mathews/ c2003/

Joseph Fourier (http:/ / www. shsu. edu/ ~icc_cmf/ bio/ fourier. html) A site on Fourier's life which was used

for the historical section of this article

This article incorporates material from example of Fourier series on PlanetMath, which is licensed under the

Analytical Engine

14

Analytical Engine

The Analytical Engine was a proposed mechanical general-purpose

computer designed by English mathematician Charles Babbage. [2]

It was first described in 1837 as the successor to Babbage's Difference

Engine, a design for a mechanical computer. The Analytical Engine

incorporated an arithmetic logic unit, control flow in the form of

conditional branching and loops, and integrated memory, making it the

first design for a general-purpose computer that could be described in

modern terms as Turing-complete. [3][4]

Babbage was never able to complete construction of any of his

machines due to conflicts with his chief engineer and inadequate

funding. [5][6] It was not until the 1940s that the first general-purpose

computers were actually built.

Analytical Engine Analytical Engine The Analytical Engine was a proposed mechanical <a href=g eneral-purpose computer designed by English mathematician Charles Babbage . It was first described in 1837 as the successor to Babbage's Difference Engine , a design for a mechanical com p uter. The Analytical Engine incor p orated an arithmetic lo g ic unit , control flow in the form of conditional branching and loops , and integrated memory , making it the first design for a g eneral- p ur p ose computer that could be described in modern terms as Turing-complete . Babbage was never able to complete construction of any of his machines due to conflicts with his chief en g ineer and inade q uate fundin g . It was not until the 1940s that the first general-purpose computers were actually built. Trial model of a part of the Analytical Engine, built by Babbage, as displayed at the Science Museum (London) [1] Design Babba g e's first attempt at a mechanical computing device, the Difference Engine , was a s p ecial- p ur p ose machine designed to tabulate logarithm s and trigonometric function s by evaluating finite differences to create approximating polynomial s. Construction of this machine was never com p leted; Babbage had conflicts with his chief engineer, Joseph Clement , and ultimately the British government withdrew its funding for the project. During this project he realized that a much more general design, the Analytical Engine, was possible. The in p ut (p rograms and data) was to be provided to the machine via p unched card s, a method bein g used at the time to direct mechanical loom s such as the Jacquard loom . For output, the machine would have a printer, a curve plotter and a bell. The machine would also be able to p unch numbers onto cards to be read in later. It employed ordinary base-10 fixed-point arithmetic. There was to be a store (that is, a memory) ca p able of holdin g 1 , 000 numbers of 40 decimal digits each (ca. 16.7 kB ) . An arithmetical unit (the "mill") would be able to perform all four arithmetic operations , plus comparisons and optionally square root s. Initially it was conceived as a difference engine curved back upon itself, in a generally circular layout, with the long store exiting off to one side. ( Later drawin g s de p ict a regularized grid layout.) Like the centra l processing unit (CPU) in a modern computer, the mill would rely upon Two types of punched cards used to program the machine. Fore g round: "operational cards", for inputting instructions ; background: "variable cards", for inputting data its own internal procedures, to be stored in the form of pegs inserted into rotating drums called "barrels", to carry out some of the more complex instructions the user's program might specify. The programming language to be employed by users was akin to modern day assembl y lan g ua g e s. Loops and conditional branchin g were possible, and so the language as conceived would have been Turing-complete as later defined by Alan Turing . Three different types of punch cards were used: one for arithmetical operations, one for " id="pdf-obj-16-79" src="pdf-obj-16-79.jpg">

Trial model of a part of the Analytical Engine, built by Babbage, as displayed at the Science Museum (London) [1]

Design

Babbage's first attempt at a mechanical computing device, the

Difference Engine, was a special-purpose machine designed to tabulate

logarithms and trigonometric functions by evaluating finite differences

to create approximating polynomials. Construction of this machine was

never completed; Babbage had conflicts with his chief engineer,

Joseph Clement, and ultimately the British government withdrew its

funding for the project. [7][8]

During this project he realized that a much more general design, the

Analytical Engine, was possible. The input (programs and data) was to

be provided to the machine via punched cards, a method being used at

the time to direct mechanical looms such as the Jacquard loom. For

output, the machine would have a printer, a curve plotter and a bell.

The machine would also be able to punch numbers onto cards to be

read in later. It employed ordinary base-10 fixed-point arithmetic.

There was to be a store (that is, a memory) capable of holding 1,000

numbers of 40 decimal digits each (ca. 16.7 kB). An arithmetical unit

(the "mill") would be able to perform all four arithmetic operations,

plus comparisons and optionally square roots. Initially it was

conceived as a difference engine curved back upon itself, in a generally

circular layout, [9] with the long store exiting off to one side. (Later

drawings de