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Fourier Series

A Fourier series is a way of representing a periodic function as a (possibly infinite) sum of sine and cosine functions. It is an
to a Taylor series, which represents functions as possibly infinite sums of monomial terms.

A sawtooth wave represented by a successively larger sum of trigonometric terms.

For functions that are not periodic, the Fourier series is replaced by the Fourier transform. For functions of two variables that
periodic in both variables, the trigonometric basis in the Fourier series is replaced by the spherical harmonics. The Fourier se
well as its generalizations are essential throughout the physical sciences, since the trigonometric functions are eigenfunction
Laplacian, which appears in many physical equations.

Contents
Definition of the Fourier Series

Applications and Generalizations

Derivation of the Fourier Series

References

Definition of the Fourier Series

The Fourier series is a particular way of rewriting functions as a series of trigonometric functions. Read on below to learn how
series is constructed.

DEFINITION

The Fourier series of a periodic function of period is

for some set of Fourier coefficients and defined by the integrals

In order to compute the Fourier series representation of some periodic function , therefore, one needs only to compute the a
set of integrals for arbitrary . Often, one can immediately set all or to zero by noting that the function is odd or even
an odd function will have no cosine contributions and vice versa.

The normalization factors in front of the coefficients come from the fact that the cosine and sine functions as defined are orth
but not orthonormal. The factor of multiplying therefore comes from the fact that the normalization for is different, sin

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is twice the average value of the function over .

Note that for a periodic function of period , the integral limits in the definitions of the Fourier coefficients may be shifted by a
constant factor as long as the integration window remains length always.

EXAMPLE

Find the Fourier series of the square wave, for which the function over one period is

The square wave and successive refinements of its truncated Fourier series [1]. Note that the plotted square wave has a different period than in the formula above.

The function is odd and has average value zero, with period . Therefore, all vanish; one must only compute the
integrals to find the :

where in the last line the fact that is a positive integer was used. Therefore, the Fourier series for the square wave is

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Note that near the jump discontinuities for the square wave, the finite truncations of the Fourier series tend to overshoot. This
common aspect of Fourier series for any discontinuous periodic function which is known as the Gibbs phenomenon.

TRY IT YOURSELF

Find the second Fourier coefficient for the sawtooth wave, which takes values
on and is periodic outside this domain.

TRY IT YOURSELF

Find the third Fourier coefficient for the function which is on and Submit your answer

periodic outside this region.

TRY IT YOURSELF

Find the Fourier series of the triangle wave which is defined by

for and is periodic outside this region.

Hint: Try plotting the given function first.

Applications and Generalizations

The Heat Equation and Spherical Harmonics:

Fourier originally devised the use of Fourier series as a method of solving the heat equation

where is temperature, is time, and is some constant.

As can be shown from functional analysis, the set of eigenfunctions of the operator in one dimension are complet
meaning that any function can be represented by a linear combination of them. In one dimension, these eigenfunctions are e

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the sine and cosine functions. Since the heat equation prominently features the operator , by representing functions via th
Fourier series, Fourier was able to solve for the asymptotic temperature distribution in a material given an initial temperature
distribution.

In a higher-dimensional equation using such as the Schrödinger equation for the hydrogen atom, it is more appropriate to
the higher-dimensional generalization of the Fourier series, the spherical harmonics.

The Fourier Transform:

The Fourier series as described above suffices to represent any periodic function. One can also say that this means the
trigonometric functions are a complete set for representing functions on a compact interval, since any periodic function may b
represented by the function over just one finite period.

For arbitrary functions over the entire real line which are not necessarily periodic, no Fourier series will be everywhere conve
this case, however, it is possible to represent a function by its Fourier transform. Given a function , its Fourier transform
written

One can treat this formula like the same inner product that defines the coefficients of the Fourier series. Previously, the coeffi
were numbers indexed by a discrete variable . Now, the variable is continuous, and the function gives the value of t
"coefficient" of the oscillating function , which is one of an uncountable set of trigonometric functions. It is also possib
define the Fourier transform exactly analogous to the Fourier series, where a real trigonometric basis is used rather than a co
basis.

Fourier transform of the six-term truncation of the Fourier series for the square wave. The Fourier transform is zero except at the six frequency values that contribute to the Fourier series.

The Basel Problem:

The Basel Problem is a well-known problem in mathematical analysis, concerned with computing a certain value of the Riem
zeta function:

It can be shown that for values , where a positive integer, this function takes values

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where is the Bernoulli number.

The Basel problem asks for computation of , which can be seen from the above formula to be

EXAMPLE

Solve the Basel problem, i.e. compute , using Fourier series.

The proof uses Parseval's identity, a generalization of the Pythagorean theorem

where the are a modified version of Fourier coefficients of defined by

and is a function periodic on .

Consider the function which is defined by on and is periodic outside this interval. When , the coef
because is odd. Otherwise, computing these coefficients yields

Plugging into Parseval's identity, one has

Note that the left hand side is equal to . Evaluating the integral on the right,

Therefore, comparing to Parseval's identity above, one finds the result

Derivation of the Fourier Series

In linear algebra, a vector with components in the standard basis can be written in a different, orthonormal ba
via the formula

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where denotes the inner product or dot product of and .

This formula may be generalized to functions, where the inner product between two real functions and becomes an integ
both functions are periodic with period , this inner product is (up to some particular normalization)

and in general a function may be written

for any set of basis functions .

The Fourier series is simply a particular way of rewriting functions, using the basis . That is, the basis f
are the combination of two particular sets of functions and . These sets are the functions

where ranges over the non-negative integers.

Writing out the basis change with these functions, any function can therefore be decomposed into the Fourier series

with the coefficients and defined by the inner products

as described previously.

References

1. Thenub314, . Fourier series for square wave. Retrieved from https://en.wikipedia.org/wiki/Square_wave

Cite as: Fourier Series. Brilliant.org. Retrieved 09:44, April 27, 2018, from https://brilliant.org/wiki/fourier-series/

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