Fourier series
From Wikipedia, the free encyclopedia
It has been suggested that Fourier theorem be merged into this article or section. (Discuss) 
Fourier transforms 

Continuous Fourier transform 
Fourier series 
Discrete Fourier transform 
Discretetime Fourier transform 

In mathematics, a Fourier series decomposes a periodic function or periodic signal into a sum of simple oscillating functions, namely sines and cosines (or complex exponentials). The study of Fourier series is a branch of Fourier analysis. Fourier series were introduced by Joseph Fourier (1768–1830) for the purpose of solving the heat equation in a metal plate. It led to a revolution in mathematics, forcing mathematicians to reexamine the foundations of mathematics and leading to many modern theories such as Lebesgue integration.
The heat equation is a partial differential equation. Prior to Fourier's work, there was no known solution to the heat equation in a general situation, although particular solutions were known if the heat source behaved in a simple way, in particular, if the heat source was a sine or cosine wave. These simple solutions are now sometimes called eigensolutions. Fourier's idea was to model a complicated heat source as a superposition (or linear combination) of simple sine and cosine waves, and to write the solution as a superposition of the corresponding eigensolutions. This superposition or linear combination is called the Fourier series.
Although the original motivation was to solve the heat equation, it later became obvious that the same techniques could be applied to a wide array of mathematical and physical problems. The basic results are very easy to understand using the modern theory.
The Fourier series has many applications in electrical engineering, vibration analysis, acoustics, optics, signal processing, image processing, quantum mechanics, etc.
Contents 
[edit] Historical development
Fourier series are named in honor of 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. He applied this technique to find the solution of the heat equation, publishing his initial results in 1807 and 1811, and publishing his Théorie analytique de la chaleur in 1822.
From a modern point of view, Fourier's results are somewhat informal, due to the lack of a precise notion of function and integral in the early nineteenth century. Later, Dirichlet and Riemann expressed Fourier's results with greater precision and formality.
[edit] A revolutionary article
“ 
Multiplying both sides by , and then integrating from y = − 1 to y = + 1 yields: 
” 
—Joseph Fourier, Mémoire sur la propagation de la chaleur dans les corps solides, pp. 218219.^{[1]} 
In these few lines, which are surprisingly close to the modern formalism used in Fourier series, Fourier unwittingly revolutionized both mathematics and physics. Although similar trigonometric series were previously used by Euler, d'Alembert, Daniel Bernoulli and Gauss, Fourier believed that such trigonometric series could represent arbitrary functions. In what senses 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 his paper in 1807, the committee (which included Lagrange, Laplace, Malus and Legendre, among others) concluded: ...the manner in which the author arrives at these equations is not exempt of difficulties and [...] his analysis to integrate them still leaves something to be desired on the score of generality and even rigour.
[edit] The 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 realvalued functions of real arguments, and using the sine and cosine functions as the basis set for the decomposition.
Many other Fourierrelated 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 signals.
[edit] Definition
In this section, ƒ(x) denotes a function of the real variable x. This function is usually taken to be periodic, of period 2π, which is to say that ƒ(x + 2π) = ƒ(x), for all real numbers x. We will attempt to write such a function as an infinite sum, or series of simpler 2π–periodic functions. We will start by using an infinite sum of sine and cosine functions on the interval [−π, π], as Fourier did (see the quote above), and we will then discuss different formulations and generalizations.
[edit] Fourier's formula for 2πperiodic functions using sines and cosines
For a 2πperiodic function ƒ(x) that is integrable on [−π, π], the numbers
and
are called the Fourier coefficients of ƒ. One introduces the partial sums of the Fourier series for ƒ, often denoted by
The partial sums for ƒ are trigonometric polynomials. One expects that the functions S_{N} ƒ approximate the function ƒ, and that the approximation improves as N tends to infinity. The infinite sum
is called the Fourier series of ƒ.
The Fourier series does not always converge, and even when it does converge for a specific value x_{0} of x, the sum of the series at x_{0} may differ from the value ƒ(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 squareintegrable 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 counterexamples to this presumption. In particular, the Fourier series converges absolutely and uniformly to ƒ(x) whenever the derivative of ƒ(x) (which may not exist everywhere) is square integrable.^{[2]} See Convergence of Fourier series.
It is possible to define Fourier coefficients for more general functions or distributions, in such cases convergence in norm or weak convergence is usually of interest.
[edit] Example: a simple Fourier series
We now use the formulae above to give a Fourier series expansion of a very simple function. Consider a sawtooth wave
In this case, the Fourier coefficients are given by
It can be proved that the Fourier series converges to ƒ(x) at every point x where ƒ is differentiable, and therefore:

(
When x = π, the Fourier series converges to 0, which is the halfsum of the left and rightlimit of ƒ at x = π. This is a particular instance of the Dirichlet theorem for Fourier series.
One notices that the Fourier series expansion of our function looks much less simple than the formula ƒ(x) = x, and so it is not immediately apparent why one would need this Fourier series. While there are many applications, we cite Fourier's motivation of solving the heat equation. For example, consider a metal plate in the shape of a square whose side measures π meters, with coordinates (x, y) ∈ [0, π] × [0, π]. If there is no heat source within the plate, and if three of the four sides are held at 0 degrees Celsius, while the fourth side, given by y = π, is maintained at the temperature gradient T(x, π) = x degrees Celsius, for x in (0, π), then one can show that the stationary heat distribution (or the heat distribution after a long period of time has elapsed) is given by
Here, sinh is the hyperbolic sine function. This solution of the heat equation is obtained by multiplying each term of Eq.1 by sinh(ny)/sinh(nπ). While our example function f(x) seems to have a needlessly complicated Fourier series, the heat distribution T(x, y) is nontrivial. The function T cannot be written as a closedform expression. This method of solving the heat problem was only made possible by Fourier's work.
Another application of this Fourier series is to solve the Basel problem by using Parseval's theorem. The example generalizes and one may compute ζ(2n), for any positive integer n.
[edit] Exponential Fourier series
We can use Euler's formula,
where i is the imaginary unit, to give a more concise formula:
The Fourier coefficients are then given by:
The Fourier coefficients a_{n}, b_{n}, c_{n} are related via
and
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 ƒ (in this case), such as F or and functional notation often replaces subscripting. Thus:
In engineering, particularly when the variable x represents time, the coefficient sequence is called a frequency domain representation. Square brackets are often used to emphasize that the domain of this function is a discrete set of frequencies.
[edit] Fourier series on a general interval [a, b]
The following formula, with appropriate complexvalued coefficients G[n], is a periodic function with period τ on all of R:
If a function is squareintegrable in the interval [a, a + τ], it can be represented in that interval by the formula above. If g(x) is integrable, then the Fourier coefficients are given by:
Note that if the function to be represented is also τperiodic, then a is an arbitrary choice. Two popular choices are a = 0, and a = −τ/2.
Another commonly used frequency domain representation uses the Fourier series coefficients to modulate a Dirac comb:
where variable ƒ represents a continuous frequency domain. When variable x has units of seconds, ƒ has units of hertz. The "teeth" of the comb are spaced at multiples (i.e. harmonics) of 1/τ, which is called the fundamental frequency. The original g(x) can be recovered from this representation by an inverse Fourier transform:
The function G(ƒ) is therefore commonly referred to as a Fourier transform, even though the Fourier integral of a periodic function is not convergent.^{[3]}
[edit] Fourier series on a square
We can also define the Fourier series for functions of two variables x and y in the square [−π, π]×[−π, π]:
Aside from being useful for solving partial differential equations such as the heat equation, one notable application of Fourier series on the square is in image compression. In particular, the jpeg image compression standard uses the twodimensional discrete cosine transform, which is a Fourier transform using the cosine basis functions.
[edit] Hilbert space interpretation
In the language of Hilbert spaces, the set of functions is an orthonormal basis for the space L^{2}([ − π,π]) of squareintegrable functions of [ − π,π]. This space is actually a Hilbert space with an inner product given by:
The basic Fourier series result for Hilbert spaces can be written as
This corresponds exactly to the complex exponential formulation given above. The version with sines and cosines is also justified with the Hilbert space interpretation. Clearly, the sines and cosines form an orthogonal set:
(where δ_{mn} is the Kronecker delta), and
An orthonormal basis consisting of real functions is formed by the functions 1, and √2 cos(n x), √2 sin(n x) for n = 1, 2,... The density of their span is a consequence of the StoneWeierstrass theorem, but follows also from the properties of classical kernels like the Fejér kernel.
[edit] Properties
We say that ƒ belongs to if ƒ is a 2πperiodic function on R which is k times differentiable, and its kth derivative is continuous.
 If ƒ is a 2πperiodic odd function, then a_{n} = 0 for all n.
 If ƒ is a 2πperiodic even function, then b_{n} = 0 for all n.
 If ƒ is integrable, , and This result is known as the RiemannLebesgue Lemma.
 If , then the Fourier coefficients of the derivative f'(t) can be expressed in terms of the Fourier coefficients of the function f(t), via the formula .
 If , then . In particular, since tends to zero, we have that tends to zero, which means that the Fourier coefficients converge to zero faster than the kth power of n.
 Parseval's theorem. If , then .
 Plancherel's theorem. If are coefficients and then there is a unique function such that for every n.
 The convolution theorem states that if ƒ and g are in L^{1}([−π, π]), then , where ƒ ∗ g denotes the 2πperiodic convolution of ƒ and g.
[edit] General case
There are many possible avenues for generalizing Fourier series. The study of Fourier series and its generalizations is called harmonic analysis.
[edit] Generalized functions
One can extend the notion of Fourier coefficients to functions which are not squareintegrable, and even to objects which are not functions. This is very useful in engineering and applications because we often need to take the Fourier series of a periodic repetition of a Dirac delta function. The Dirac delta δ is not actually a function; still, it has a Fourier transform and its periodic repetition has a Fourier series:
This generalization to distributions enlarges the domain of definition of the Fourier transform from L^{2}([−π, π]) to a superset of L^{2}. The Fourier series converges weakly.
[edit] 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.
[edit] 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 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 harmonics.
[edit] 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 .
[edit] Approximation and convergence of Fourier series
An important question for the theory as well as applications is that of convergence. In particular, it is often necessary in applications to replace the infinite series by a finite one,
This is called a partial sum. We would like to know, in which sense does (S_{N} ƒ)(x) converge to ƒ(x) as N tends to infinity.
[edit] Least squares property
We say that p is a trigonometric polynomial of degree N when it is of the form
Note that S_{N} ƒ is a trigonometric polynomial of degree N. Parseval's theorem implies that
Theorem. The trigonometric polynomial S_{N} ƒ is the unique best trigonometric polynomial of degree N approximating ƒ(x), in the sense that, for any trigonometric polynomial of degree N, we have
Here, the Hilbert space norm is
[edit] Convergence
Because of the least squares property, and because of the completeness of the Fourier basis, we obtain an elementary convergence result.
Theorem. If ƒ belongs to L^{2}([−π, π]), then the Fourier series converges to ƒ in L^{2}([−π, π]), that is, converges to 0 as N goes to infinity.
We have already mentioned that if ƒ is continuously differentiable, then is the nth Fourier coefficient of the derivative ƒ′. It follows, essentially from the CauchySchwarz inequality, that the Fourier series of ƒ is absolutely summable. The sum of this series is a continuous function, equal to ƒ, since the Fourier series converges in the mean to ƒ:
Theorem. If , then the Fourier series converges to ƒ uniformly (and hence also pointwise.)
This result can be proven easily if ƒ is further assumed to be C^{2}, since in that case tends to zero as . More generally, the Fourier series is absolutely summable, thus converges uniformly to ƒ, provided that ƒ satisfies a Hölder condition of order α > ½. In the absolutely summable case, the inequality proves uniform convergence.
Many other results concerning the convergence of Fourier series are known, ranging from the moderately simple result that the series converges at x if ƒ is differentiable at x, to Lennart Carleson's much more sophisticated result that the Fourier series of an L^{2} function actually converges almost everywhere.
[edit] Divergence
Since Fourier series have such good convergence properties, many are often surprised by some of the negative results. For example, the Fourier series of a continuous Tperiodic function need not converge pointwise.
In 1922, Andrey Kolmogorov published an article entitled "Une série de FourierLebesgue divergente presque partout" in which he gave an example of a Lebesgueintegrable function whose Fourier series diverges almost everywhere. He later constructed an example of an integrable function whose Fourier series diverges everywhere (Katznelson 1976).
[edit] See also
 Gibbs phenomenon
 Laurent series — the substitution q = e^{ix} transforms a Fourier series into a Laurent series, or conversely. This is used in the qseries expansion of the jinvariant.
 Sturm–Liouville theory
 ATS theorem
[edit] Notes
 ^ Gallica  Fourier, JeanBaptisteJoseph (17681830). Oeuvres de Fourier. 1888
 ^ Georgi P. Tolstov (1976). Fourier Series. CourierDover. ISBN 0486633179. http://books.google.com/books?id=XqqNDQeLfAkC&pg=PA82&dq=fourierseries+converges+continuousfunction&ei=L0rJSMvANIPsswOspzXDA&sig=ACfU3U3teR3Wwlu7HYq_qHV4QZqj6sYP5A.
 ^ Since the integral defining the Fourier transform of a periodic function is not convergent, it is necessary to view the periodic function and its transform as distributions. In this sense is a Dirac delta function, which is an example of a distribution.
[edit] References
 William E. Boyce and Richard C. DiPrima, Elementary Differential Equations and Boundary Value Problems, Eighth edition. John Wiley & Sons, Inc., New Jersey, 2005. ISBN 0471433381
 Joseph Fourier, translated by Alexander Freeman (published 1822, translated 1878, rereleased 2003). The Analytical Theory of Heat. Dover Publications. ISBN 0486495310. 2003 unabridged republication of the 1878 English translation by Alexander Freeman of Fourier's work Théorie Analytique de la Chaleur, originally published in 1822.
 Katznelson, Yitzhak (1976), An introduction to harmonic analysis (Second corrected ed.), New York: Dover Publications, Inc, ISBN 0486633314
 Felix Klein, Development of mathematics in the 19th century. Mathsci Press Brookline, Mass, 1979. Translated by M. Ackerman from Vorlesungen über die Entwicklung der Mathematik im 19 Jahrhundert, Springer, Berlin, 1928.
 Walter Rudin, Principles of mathematical analysis, Third edition. McGrawHill, Inc., New York, 1976. ISBN 007054235X
[edit] External links
 An interactive flash tutorial for the Fourier Series
 Phasor Phactory Allows custom control of the harmonic amplitudes for arbitrary terms
 Java applet shows Fourier series expansion of an arbitrary function
 Example problems  Examples of computing Fourier Series
 Fourier series explanation  A simple, nonmathematical approach
 Eric W. Weisstein, Fourier Series at MathWorld.
 Fourier Series Module by John H. Mathews
 Joseph Fourier  A site on Fourier's life which was used for the historical section of this article
 In the bottom of this interactive lecture, there is a Java animation showing how the Fourier series is affected when the term of rank n+1 is added to the n Fourier series terms.
This article incorporates material from example of Fourier series on PlanetMath, which is licensed under the GFDL.