Fourier Analysis and Inner Product Spaces

Jason Saroni
March 18, 2014

Introduction

Fourier analysis makes us aware that it is possible to express a complicated

periodic wave as a sum of sinusoidal waves which is important because waves
are common in every day life and sinusoidal waves are easily understood.
Properties of a wave such as convergence are very useful in fields like quantum
mechanics and inner product spaces can be used to study convergence. This
paper will show how a wave can efficiently be represented by a Fourier series
as an infinite sum of sinusoidal waves using improper integrals, define the
Fourier transform derived from the Fourier series and arrive at the Fourier
inversion formula. Although I do not delve into its applications, the Fourier
transform is very useful in different fields including signal processing because
it can tell us what frequencies are present in the original signal. The Fourier
inversion formula is also useful particularly when we want to reconstruct the
original wave from known frequencies. Finally the powerful concepts of inner
product spaces will be discussed and applied to determine which functions
have a convergent Fourier series.

Basic Idea Behind Fourier Analysis

The basic idea behind Fourier analysis is that a wave function f (x), a function that repeats its pattern at some period, can be represented as the sum
of sinusoidal waves.
Definition 1.

Let P > 0. A function f (x) of a real variable is P-periodic if f (x + P ) =

f (x).
Geometrically, a P-periodic function is one whose graph looks the same
when translated P units horizontally on a standard Cartesian coordinate representation.
Proposition 1. Let P > 0 be given for a periodic function. The Pperiodic sinusoids are precisely those of frequency n/P for some n N .
P roof .
2n
(x + P ) = cos
cos
P




2n
2nx
+ 2n = cos
P
P

and similarly for sine functions. So the sinusoid Acos(2sx)+Bsin(2sx)

will be P-periodic if s = n/P for some n N. The frequency s can be intepreted as n multiplied by the number of cycles per unit dimension of P.
Thus if f (x) is P-periodic and has a decomposition, the superposition
should take place over sine and cosine terms with frequency s = n/P where
some terms with certain frequencies can be excluded depending on the specific periodic function f (x).
Proposition 2. Suppose f (x) is P-periodic. Then there are numbers an
(n N) and bn (n N) such that,





a0 X
2nx
2nx
+
an cos
+ bn sin
f (x) =
2
P
P
n=1

(1)

This proposition is the Fourier series and can be interpreted as an imprecise conviction because we take it to be true by heuristically superimposing sinusoidal waves together and noticing that we get complicated periodic waves
so we take the hint that we can write the equation. The Fourier coefficients
a0 , an and bn will be different depending on the specific wave funciton f (x).
The task then is to find a convenient representation of this series which will
take us to the Fourier transform. We will do this by first calculating a0 , an ,
and bn for a specific function f (x) using standard calculus then representing
2

the series in a more compact form at which point we will take a limiting process that takes us to an expression we define as the Fourier transform. First
it is convenient to note Eulers formula as it will be important in dealing
with sines and cosines.

eix = cos(x) + isin(x)

(2)

A derivation of this equation can be done by considering the Taylor series

expansions of ex , cos(x), sin(x) and plugging in i at the appropriate positions
to get equality. At this point we treat every integral as a Riemann integral
and use antiderivative results from calculus for evaluating Riemann integrals.
Finding the a0 term,
Let n Z
We consider f (x) in the interval P2 x P2 . Taking the integral of (1)
from P2 to P2 with respect to x we get,
" Z P



 #
Z P
Z P
Z P

X
2
2
2
a0 2
2nx
2nx
f (x)dx =
dx+
an
cos
sin
dx + bn
dx
P
P
2 P2
P
P
P2

n=1
2
2
Evaluating the first integral in the sum,
Z

P
2

an


cos

P2

2nx
P

P
sin
dx = an
2n

2nx
P

 P2
=0
P2

Evaluating the second integral for when n is even,

Z

P
2

bn


sin

P2

2nx
P

P
dx = bn
cos
2n

2nx
P

|2 P =
2

bn P
bn P
+
=0
2n 2n

When n is odd the signs simply switch in the answer but we still get 0.
It follows that,
Z

P
2

f (x)dx =

ha

P2

i P2
P2

a0 P
2

so
2
a0 =
P

P
2

f (x)dx

(3)

P2

Finding the an term,

2mx
P

Let n, m Z , we multiply (1) by cos


f (x)cos

2mx
P

a0
= cos
2
+

2mx
P


bn sin

n=1


+



an cos

2nx
P

n=1

2nx
P


cos

2mx
P


cos

2mx
P

Integrating in a similar manner,

P
2


f (x)cos

P2

"

P
2

an

cos
P2

n=1

2nx
P

2mx
P


cos

a0
dx =
2

2mx
P

P
2


cos

P2

2mx
P

P
2

dx + bn


sin

P2


dx+

2nx
P


cos

2mx
P

Evaluating the first integral,

a0
2

P
2


cos

P2

2mx
P

a0
sin
dx =
2m

2mx
P

 P2
=0
P2

The integrals in the sum cannot be computed directly but ignoring 2/P
for simplicity we make use of Eulers formula in the following way to evaluate
them,
ei(n+m)x = cos(n + m)x + isin(n + m)x
but
ei(n+m)x = einx eimx = [cos(nx) + isin(nx)][cos(mx) + isin(mx)]
= cos(nx)cos(mx) sin(nx)sin(mx) + i[sin(nx)cos(mx) + sin(mx)cos(nx)]
4


dx

equating the real and imaginary parts we end up with trigonometric identities that can be used to solve the integral,
cos(n + m)x = cos(nx)cos(mx) sin(nx)sin(mx)
sin(n + m)x = sin(nx)cos(mx) + sin(mx)cos(nx)
Using these and the fact that cosine and sine are even and odd respectivley, i.e. cos(x) = cos(x) and sin(x) = sin(x),
1
cos(nx)cos(mx) = [cos(n + m)x + cos(n m)x]
2
Similarly,
1
sin(nx)cos(mx) = [sin(n + m)x + sin(n m)x]
2
Computing the first integral in the sum if n 6= m,
P
2

an

cos
P2

2nx
P


cos

2mx
P

a0
dx =
2

P
2

P2



2
2
cos (n + m) x + cos (n m) x dx
P
P


 P2
an
P
2
P
2
=
sin (n + m)x +
sin (n m)x
=0
2 2(n + m)
P
2(n m)
P
P
2

if n = m, we use the results from Eulers formula and and sin2 x+cos2 x =
1 to get,
Z

P
2


cos

an
P2

an
=
2

P
2


1 + cos

P2

2nx
P

4nx
P


cos


2mx
P

P
2

dx = an

cos

P2

2nx
P


dx



 P2
P
4nx
an P
x+
sin
=
4n
P
2
P

an
dx =
2

so,
Z

P
2

P2

an P X
f (x)cos(mx)dx =
+
bn
2
n=1
5

P
2


sin

P2

2nx
P


cos

2mx
P


dx

We notice that the an term only survives when n = m. Evaluating the

remaining integral on the right hand side using results from eulers formula,




Z P
Z P
2
2nx
2mx
bn 2
2
2
bn
sin
cos
dx =
(sin (n+m)x+sin (nm)x)dx
P
P
2 P2
P
P
P2

 P2
P
2
P
2
bn
cos (n + m)x +
cos (n m)x
=
=0
2 2(n + m)
P
2(n m)
P
P
2

If n 6= m and n + m is even, then n m is even is even and the integral

is 0. If n + m is odd, n m is also odd and the integral is still 0. If n = m
we use the trigonometric identity for sine from Eulers formula,








Z P
Z P
2
2
2nx
2nx
2mx
2nx
sin
sin
cos
dx = bn
cos
dx
bn
P
P
P
P
P2
P2
bn
2

P
2

sin(
P2

4nx
bn P
4nx P2
)dx =
cos(
)| P = 0
P
8n
P
2

This is also 0 whether n is even or odd. So we have



Z P
2
2nx
an P
f (x)cos
dx =
P
2
P2
and,
2
an =
P

P
2


f (x)cos

P2

2nx
P


dx

(4)

Finding the bn term,

To get the bn term we multiply by sin 2mx
and carry out the same proP
cedure. Since bn is computed using the same principles and the integrations
are lengthy we can do these separately and get,
2
bn =
P

P
2


f (x)sin

P2

2nx
P


dx

(5)

Now we are in position to construct the Fourier transform. Looking at the

3 terms, notice that x is simply a dummy variable. When we substitute the
6

terms back into the fourier series equation (1), integration for the coefficients
is with respect to the dummy variable and not the other x in the series. To
avoid confusion denote the other x as x0 .


Z P
Z P
2
2
2
2nx
2
f (x)dx, an =
f (x)cos
dx
a0 =
P P2
P P2
P
2
and bn =
P

P
2


f (x)sin

P2

2nx
P


dx

Now substitute the terms into the series,

1
f (x) =
P

P
2

P2





Z P

X
2
2
2nx
2nx0
f (x)dx +
f (x)cos
cos
dx
P P2
P
P
n=1





Z P

X
2
2
2nx
2nx0
+
f (x)sin
sin
dx
P P2
P
P
n=1
Using the cosine trigonometric identity,
Z

1
f (x) =
P
1
P

P
2

P2

P
2




2n(x0 x)
2 X
f (x)cos
f (x)dx +
dx
P n=1
P
"

f (x) 1 +
P2


2cos

n=1

2n(x0 x)
P

#
dx

Again we invoke Eulers formula and because eix + eix = 2cos(x), we can
write,
!
Z P

X
2
2n(x0 x)
2n(x0 x)
1
f (x) 1 +
ei P
+ ei P
dx
P P2
n=1
Now we notice a really nice trick. Since the power on the second exponential is simply the negative of the power on the first exponential we can
sum from to and exclude the second exponential to get a compact
expression. But to do this we would have to include 0 and we did not have it
to start with. To take care of this we observe that the 1 in the integral can be
intepreted as occuring when n = 0 so we exclude it and write in convenient
form,
7

1
P

P
2

f (x)
P2

2in(x0 x)
P

dx

n=

Instead of taking the integral of the sums, we can take the sum of the
integrals and get the same answer by a property of Riemann integrals so we
rearrange and also separate the exponential in x0 that is not integrated,
#
" Z P

X
2
2inx
2inx0
1
f (x)e P dx e P
f (x) =
P P2
n=
The final step is to make an imprecise argument. As we did at the beginning we write s = n/P and denote this s as the set [n/P : n Z]. The
spacing between elements in the set is s = 1/P so,
"
#
X Z P2
0
f (x) =
f (x)e2isnx dx e2isx s
s

P2

Now we let P approach infinity and informally notice what happens. The
term in the bracket becomes aperiodic because it takes longer and longer to
repeat. The set s becomes just the real line R because the spacing between
the elements s becomes infinitesimal, ds. Consequently reviewing the definition of the Riemann integral will hint that the sum becomes an integral.
At this point we have separated the x0 term from the inappropriate integral
so we can again have x0 = x
Definition 2. The following is the Fourier transform pair,
Z
f(s) =
f (x)e2isnx dx

(6)

Fourier inversion

f (x) =

f(s)e2isnx ds

(7)

The Fourier transform f(s) can thus be constructed from the Fourier series but we notice that f(s) is an aperiodic analog of a Fourier coefficient
and f (x) is an aperiodic analogue of a Fourier series. Let es (x) e2isx and
8

es (x) e2isx then,

Definition 3.
f(s) =

f (x)es (x)dx = hf, es i

(8)

where hf, es i is the inner product of f , and es . Correspondingly,

Z
hf, es i es (x)ds
f (x) =

(9)

The definition can be made more rigorous by letting the integral exist
for only specific functions f (x). We can now use inner product spaces to
explore convergence of the Fourier series of continuous functions that have
first derivatives and are even.

Inner Product Spaces

This section will focus on material that seems completely irrelevant but soon
we will see how appropriate inner product spaces can be for Fourier analysis.
I only discuss the essential concepts to studying convergence of Fourier coefficients. We define the inner product space V , as a linear space over the field
F of real or complex numbers and define P = 2 from the previous section
so that we deal with the interval x . The inner product is,
1
hf, gi =

f (x)g(x)dx

(10)

on the space of continuous complex valued functions denoted by E.

The inner product satisfies positivity, definiteness, additivity in the first
slot, homogeneity in the first slot, and conjugate symmetry.
To analyse the convergence of the Fourier series, we first need to discuss
some concepts from inner product spaces.
Let V be an inner product space, for each v V the norm is defined by
9

kvk =

p
hv, vi

(11)

Taking basis vectors ei and ej which are ntuples with entries at the ith
and jth position respectively, an orthonormal basis is defined as one where
the basis vectors satisfy hei , ej i = ij where,

1 :i=j
ij =
0 : i 6= j
and for the inner product under consideration the basis can specifically be
constructed from the list terms in the sequence [ 12 , sinx, cosx, sin2x, cos2x, ...]
This can be proved by using the inner product to compute for specific ei
and ej from the list and the trigonometric identities we have derived from
Eulers formula.
The basis is convenient for Fourier analysis because it is made from only
sinusoidal terms except for the first term which is still convenient as we will
see because the very first term in the Fourier series a0 is not sinusoidal.
Let V be an inner product space, and (e1 , ..., en ) an orthonormal basis.
Let W be a vector space consisting of every vector thatPis orthogonal to vectors in V. The projection of u onto w is given by u = nk=1 hu, ek i ek .
Proposition For each u V
(a) hu u, wi = 0 for all w W .
(b) ku wk2 = ku uk2 + k
u wk2 for all w W
P roof. (a)
hu u, ej i = hu, ej i

* n
X

+
hu, ek i ek , ej

= hu, ej i

k=1

* n
X

+
hu, ek i , hek , ej i

k=1

hu, ej i hu, ej i hej , ej i = hu, ej i hu, ej i = 0

P
Now take an arbitrary w W so that w = nj=1 bj ej for some scalars b1 ,
b2 , ..., bn ,
*
+
n
n
X
X
bj 0 = 0
hu u, wi = u u,
bj e j =
j=1

10

j=1

We can then interpret u u as orthogonal to w for every w W . Hence

(u u) (
u w) and using the Pythagorean theorem,
(b)
ku wk2 = ku u + u wk2 = ku uk2 + k
u wk2

and the proof is complete. Setting w = 0 we obtain

kuk2 = ku uk2 + k
uk2
P
hence k
uk2 kuk2 therefore nk=1 | hu, ek i |2 kuk2 where we have used
the absolute value and the fact that the basis vectors are orthonormal.
Theorem 1. (Bessel0 s Inequality) F or each u V , the series
converges and the inequality

n=1

| hu, en i |2

| hu, en i |2 kuk2

n=1

holds.
P roof.
Let Sm be a monotonically
increasing sequence of partial sums [Sm ]
m=1
Pm
is
a
monotonically
such that Sm = n=1 | hu, en i |2 kuk2 , since [Sm ]
m=1
increasing sequence bounded by kuk2 , it converges to a finite sum.
Suppose u, v V . We would like to write u as a scalar multiple of v plus
a vector w orthogonal to v. Let a F , then
u = av + (u av)
We need to choose a so that v is orthogonal to (u av), i.e.
0 = hu av, vi = hu, vi a kvk2
so we choose a = hu, vi / kvk2 and write
11

u=

hu, vi
hu, vi
v)
2 v + (u
kvk
kvk2

where the term in the parenthesis can simply be represented as w.

Theorem 2. Cauchy-Schwarz Inequality: if u, v V , then
| hu, vi | kuk kvk

(12)

P roof .
Let u, v V . If v = 0, then both side equal zero and equality holds.
Assume v is not 0.
u=

hu, vi
v+w
kvk2

by the Pythagorean theorem,

hu, vi 2
2

kuk =
v + kwk2
kvk2
=

| hu, vi |2
+ kwk2
2
kvk

kuk2

| hu, vi |2
kvk2

kuk kvk | hu, vi |

Proposition 3. Let f E and an , bn be the Fourier coefficients of f .
Then

|a0 |2 X
+
(|an |2 + |bn |2 ) kf k2
2
n=1
P roof .
This inequality is simply Bessels inequality!
12

| hf, en i |2 kf k2

n=1

with en (x) =

1
2

we have,

 Z
2
1

|a0 |2
1

|hf, en i| = 
f (x) dx =

2
2
2

If en (x) = cos(nx), n 1, then

 Z
2
1

2

|hf, en i| = 
f (x)cos(nx)dx = |an |2 .

In a similar manner, If en (x) = sin(nx), n 1, then |hf, en i| = |bn |
Next we naively assume that a continuous function is f has a derivative
0
f E
Theorem 3. If f is continuous on [, ], f () = f (), and f 0 E,
then the F ourier series of f converges unif ormly to f on [, ].
P roof .
f 0 E so

a0 X
f (x) =
+
[n cos(nx) + n sin(nx)].
2
n=1
0

and f has a fourier series as well as we have always assumed,

f (x) =

a0 X
+
[an cos(nx) + bn sin(nx)].
2
n=1

Now we consider specific relations between the Fourier coefficients of f

and f 0
Z
1 0
f () f ()
0 =
f (x)dx =
=0

2
13

1
n =



Z
1

f (x)nsin(nx)dx
f (x)cos(nx)dx =
f (x)cos(nx)| +

= nbn
which we get by using integration by parts where dv = f 0 (x)dx and
u = cos(nx). So we can write;

X
f (x) =
[nbn cos(nx) nan sin(nx)].
0

n=1

P p
Now we prove that the series
|an |2 + |bn |2 converges using the
n=1
Cauchy-Schwarz inequality.
s

 2  2 X
X
X
p
1p
 n
n
2
2

|an | + |bn | =
|n |2 + |n |2 .
  +  =
n
n
n
n=1
n=1
n=1
Using the Cauchy-Schwarz inequality,
v
v
u
u

X
X
p
u
uX
1
1
t
|n |2 + |n |2 t
|n |2 + |n |2
2
n
n
n=1
n=1
n=1
v
v
u
u
p
uX 1 uX
t
|an |2 + |bn |2 t
|n |2 + |n |2
2
n
n=1
n=1
n=1
P 1
The series n=1 n2 converges by the p-test in calculus so from the Bessel
inequality we get,

(|n |2 + |n |2 ) kf 0 k <

n=1

p
P
Hence the seriesP
|an |2 P
+ |bn |2 converges. Using the comparison
n=1

test it follows that n=1 |an | and

n=1 |bn | converge because,
p
|an |, |bn | |an |2 + |bn |2
14

For all n,
|an cos(nx)| |an |, |bn sin(nx)| |bn |
P
P
Hence we have that
a
cos(nx)
and
n
n=1
n=1 bn sin(nx) converge on[, ].
We arrive at the conclusion that the Fourier series converges on [, ] given
that f is a continuous and even function on this interval.

References
[1] A. Pinkus and S. Zafrany, Fourier Series and Integral Transforms, Cambridge University Press, UK 1997.
[2] E. Stade, Fourier Analysis, Wiley-Interscience, 2005.
[3] S. Axler Linear Algebra Done Right, Springer, 2nd Edition.
[4] J. Stewart Calculus, Brooks/Cole, 2011.
[5] W. Rudin, Principles of Mathematical Analysis, 3rd Edition.

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