Fourier Series A Fourier series is a trigonometric series of the form:

+ a 0 ck eikx = + (ak cos kx + bk sin kx) 2 k=1

1 1 (a ib ) and c where ck = 2 k k k = 2 (ak + ibk ). If the series converges, it will dene a real-valued function which is periodic with period 2 . The goal is to express (or better approximate) any reasonable periodic function as a Fourier series. Since the functions eikx are eigenfuncd2 opertions of the self-adjoint operator d 2 ating on functions dened on the unit circle S 1, they form a complete orthonormal base for with respect to the inner-product

1 + f ()g ()d 2 Therefore by Linear Algebra we have the following equations for the coecients: 1 + ck = f ()eik d 2

or equivalently: 1 + 1 + ak = f () cos k d, bk = f () sin k d For functions with period 2L, we make a change x. of variables x = L Basic Properties of Fourier Series 1. Parsevals identity
+ 1 f 2= |f ()|2d = | ck | 2 2 k=

or equivalently a2 1 2 2) 0 f = + (a2 + b k 4 2 k=1 k 2. Bessels inequality

N 2 a 1 2) (a2 + b f 2 | ck | 2 = 0 + k k 4 2 k=1 k = N N

3. For an even function f all the bk s are zero and we have a Fourier Cosine Series. For an odd function f all the ak s are zero and we have a Fourier Sine Series. 4. The Fourier series of a piecewise dierentiable periodic function (not necessarily continuous) converges pointwise to the function, except at points of discontinuities where it converges to the average value of the two onesided limits. More generally speaking, the series converges in the sense of mean squared distances (or L2-norm). 5. If a Fourier series of f () is dierentiated term by term, we obtain the Fourier series of its derivative f (). Integration term by term is also possible if we are careful with the constant term a0. It works best if the mean of the function is zero.

Basic Examples 1. f (x) = (x), the Dirac delta function at x = 0, periodically extended.

( x)
k=

eikx

Hence the delta function is approximated by the partial sums sin(N + 1 ikx 2 )x DN (x) = e = x sin 2 k=N
N

DN (x) is called the Dirichlet Kernel

x , < 2. The step function f (x) = sign(x) = |x | x , x = 0, periodically extended. f is odd with Fourier sine series:

4 sin((2k 1)x) sign(x) k=1 2k 1

Putting x = 2 , we obtain: 1 1 1 = 1 + + 4 3 5 7 and Parsevals identity shows that 2 1 = 2 (2k 1) 8 k=1 Integration of this series and xing the constant of integration (by computing a0) will give us the Fourier cosine series for f (x) = |x|: 4 cos((2k 1)x) | x| 2 k=1 (2k 1)2 Putting x = 0 gives us (again): 1 1 2 = 1 + 2 + 2 + 8 3 5
x on [, ], periodically extended. 3. f (x) = 2 f is odd and its Fourier series is: x sin kx (1)k+1 2 k k=1

Applying Parsevals identity:

1 + x 2 2 41 1 = ( ) dx = 2 2 12 2 k=1 k2

Therefore: 2 1 = (2) = 2 k 6 k=1 Integration of this series and xing the constant of integration will give us the Fourier series for the even function f (x) = x2
2 cos kx k +1 2 x 4 (1) 2 3 k k=1

4. For f (x) = eix on [, ], ( R, not an integer), periodically extended, we have:

(1)k (ei ei ) + i(+k)x 1 1 ck = 2 e dx = i(+k) = 2 (1)k sin + k 1 (eix + eix ) and sin x = Since cos x = 2 1 (eix eix )we get (after cleaning up frac2i tions):

sin 2 sin (1)k cos x + cos kx 2 k2 k=1 2 sin k sin x sin kx 2 2 k k=1 Similarly for f (x) = ex on [, ], ( R), we have:

(1)k (e e ) (1)k sinh + (+ik)x 1 dx = +ik = ik ck = 2 e 2

Using this we can easily derive Fourier series for cosh x and sinh x.

n , equating Furthermore, since ex = x n=0 n! coecients of will compute the Fourier series of any power xn (extended periodically):

1 + x ikx e e dx = 2

1 + n ikx n x e dx 2 n!