Fourier series

"Fourier's theorem" redirects here. For the number of real roots of a polynomial, see Budan's theorem § Fourier's theorem.

Template:Fourier transforms A Fourier series (/ˈfʊrieɪ, -iər/) is a series expansion of a periodic function into a sum of trigonometric functions. The Fourier series is an example of a trigonometric series. By expressing a function as a sum of sines and cosines, many problems involving the function become easier to analyze because trigonometric functions are well understood. For example, Fourier series were first used by Joseph Fourier to find solutions to the heat equation. This application is possible because the derivatives of trigonometric functions fall into simple patterns. Fourier series cannot be used to approximate arbitrary functions, because most functions have infinitely many terms in their Fourier series, and the series do not always converge. Well-behaved functions, for example smooth functions, have Fourier series that converge to the original function. The coefficients of the Fourier series are determined by integrals of the function multiplied by trigonometric functions, described in Fourier series § Definition.

The study of the convergence of Fourier series focus on the behaviors of the partial sums, which means studying the behavior of the sum as more and more terms from the series are summed. The figures below illustrate some partial Fourier series results for the components of a square wave.

• A square wave (represented as the blue dot) is approximated by its sixth partial sum (represented as the purple dot), formed by summing the first six terms (represented as arrows) of the square wave's Fourier series. Each arrow starts at the vertical sum of all the arrows to its left (i.e. the previous partial sum).
  A square wave (represented as the blue dot) is approximated by its sixth partial sum (represented as the purple dot), formed by summing the first six terms (represented as arrows) of the square wave's Fourier series. Each arrow starts at the vertical sum of all the arrows to its left (i.e. the previous partial sum).
• The first four partial sums of the Fourier series for a square wave. As more harmonics are added, the partial sums converge to the square wave.
  The first four partial sums of the Fourier series for a square wave. As more harmonics are added, the partial sums converge to the square wave.
• Function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s_6(x)} (in red) is a Fourier series sum of 6 harmonically related sine waves (in blue). Its Fourier transform Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S(f)} is a frequency-domain representation that reveals the amplitudes of the summed sine waves.
  Function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s_6(x)} (in red) is a Fourier series sum of 6 harmonically related sine waves (in blue). Its Fourier transform Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S(f)} is a frequency-domain representation that reveals the amplitudes of the summed sine waves.

Fourier series are closely related to the Fourier transform, a more general tool that can even find the frequency information for functions that are not periodic. Periodic functions can be identified with functions on a circle; for this reason Fourier series are the subject of Fourier analysis on the circle group, denoted by Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbb{T}} or Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S_1} . The Fourier transform is also part of Fourier analysis, but is defined for functions on Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbb{R}^n} .

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 in Fourier's time. Fourier originally defined the Fourier series for real-valued functions of real arguments, and used the sine and cosine functions in the decomposition. Many other Fourier-related transforms have since been defined, extending his initial idea to many applications and birthing an area of mathematics called Fourier analysis.

History

See also: Fourier analysis § History

The Fourier series is named in honor of Jean-Baptiste Joseph Fourier (1768–1830), who made important contributions to the study of trigonometric series, after preliminary investigations by Leonhard Euler, Jean le Rond d'Alembert, and Daniel Bernoulli.Template:Efn-ua 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 (Analytical theory of heat) in 1822. The Mémoire introduced Fourier analysis, specifically Fourier series. Through Fourier's research the fact was established that an arbitrary (at first, continuous and later generalized to any piecewise-smooth) function can be represented by a trigonometric series. The first announcement of this great discovery was made by Fourier in 1807, before the French Academy. 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.

Independently of Fourier, astronomer Friedrich Wilhelm Bessel introduced Fourier series to solve Kepler's equation. His work was published in 1819, unaware of Fourier's work which remained unpublished until 1822.

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 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, Peter Gustav Lejeune Dirichlet and Bernhard 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 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, shell theory, etc.

Beginnings

Joseph Fourier wrote

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \varphi(y)=a_0\cos\frac{\pi y}{2}+a_1\cos 3\frac{\pi y}{2}+a_2\cos5\frac{\pi y}{2}+\cdots.}

Multiplying both sides by Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \cos(2k+1)\frac{\pi y}{2}} , and then integrating from Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y=-1} to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y=+1} yields:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_k=\int_{-1}^1\varphi(y)\cos(2k+1)\frac{\pi y}{2}\,dy.}

— Joseph Fourier, Mémoire sur la propagation de la chaleur dans les corps solides (1807).

This immediately gives any coefficient a_k of the trigonometric 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 Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} &\int_{-1}^1\varphi(y)\cos(2k+1)\frac{\pi y}{2}\,dy \\ &= \int_{-1}^1\left(a\cos\frac{\pi y}{2}\cos(2k+1)\frac{\pi y}{2}+a'\cos 3\frac{\pi y}{2}\cos(2k+1)\frac{\pi y}{2}+\cdots\right)\,dy \end{align}} can be carried out term-by-term. But all terms involving Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \cos(2j+1)\frac{\pi y}{2} \cos(2k+1)\frac{\pi y}{2}} for j ≠ k vanish when integrated from −1 to 1, leaving only the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k^{\text{th}}} term, which is 1.

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".

Fourier's motivation

File:Fourier heat in a plate.png

This resulting heat distribution in a metal plate is easily solved using Fourier's method

The Fourier series expansion of the sawtooth function (below) looks more complicated than the simple formula Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)=\tfrac{x}{\pi}} , so it is not immediately apparent why one would need the Fourier series. While there are many applications, Fourier's motivation was in solving the heat equation. For example, consider a metal plate in the shape of a square whose sides measure Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \pi} meters, with coordinates Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (x,y) \in [0,\pi] \times [0,\pi]} . 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 Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y=\pi} , is maintained at the temperature gradient Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle T(x,\pi)=x} degrees Celsius, for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (0,\pi)} , then one can show that the stationary heat distribution (or the heat distribution after a long time has elapsed) is given by

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle T(x,y) = 2\sum_{n=1}^\infty \frac{(-1)^{n+1}}{n} \sin(nx) {\sinh(ny) \over \sinh(n\pi)}.}

Here, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sinh} is the hyperbolic sine function. This solution of the heat equation is obtained by multiplying each term of the equation from Analysis § Example by Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sinh(ny)/\sinh(n\pi)} . While our example function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} seems to have a needlessly complicated Fourier series, the heat distribution Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle T(x,y)} is nontrivial. The function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle T} cannot be written as a closed-form expression. This method of solving the heat problem was made possible by Fourier's work.

Other applications

Another application 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.

Definition

The Fourier series of a complex-valued P-periodic function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} , integrable over the interval Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle [0,P]} on the real line, is defined as a trigonometric series of the form Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum_{n=-\infty}^\infty c_n e^{i 2\pi \tfrac{n}{P} x }, } such that the Fourier coefficients Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_n} are complex numbers defined by the integral Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_n = \frac{1}{P}\int_0^P s(x)\ e^{-i 2\pi \tfrac{n}{P} x }\,dx.} The series does not necessarily converge (in the pointwise sense) and, even if it does, it is not necessarily equal to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} . Only when certain conditions are satisfied (e.g. if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} is continuously differentiable) does the Fourier series converge to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} , i.e., Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x) = \sum_{n=-\infty}^\infty c_n e^{i 2\pi \tfrac{n}{P} x }.} For functions satisfying the Dirichlet sufficiency conditions, pointwise convergence holds. However, these are not necessary conditions and there are many theorems about different types of convergence of Fourier series (e.g. uniform convergence or mean convergence). The definition naturally extends to the Fourier series of a (periodic) distribution Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} (also called Fourier-Schwartz series). Then the Fourier series converges to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} in the distribution sense.

The process of determining the Fourier coefficients of a given function or signal is called analysis, while forming the associated trigonometric series (or its various approximations) is called synthesis.

Synthesis

A Fourier series can be written in several equivalent forms, shown here as the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle N^\text{th}} partial sums Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s_N(x)} of the Fourier series of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} :

File:Fourier series illustration.svg

Fig 1. The top graph shows a non-periodic function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} in blue defined only over the red interval from 0 to P. The function can be analyzed over this interval to produce the Fourier series in the bottom graph. The Fourier series is always a periodic function, even if original function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} is not.

Template:Equation box 1

Template:Equation box 1 The harmonics are indexed by an integer, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n,} which is also the number of cycles the corresponding sinusoids make in interval Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} . Therefore, the sinusoids have:

• a wavelength equal to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \tfrac{P}{n}} in the same units as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} .
• a frequency equal to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \tfrac{n}{P}} in the reciprocal units of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} .

These series can represent functions that are just a sum of one or more frequencies in the harmonic spectrum. In the limit Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle N\to\infty} , a trigonometric series can also represent the intermediate frequencies or non-sinusoidal functions because of the infinite number of terms.

Analysis

The coefficients can be given/assumed, such as a music synthesizer or time samples of a waveform. In the latter case, the exponential form of Fourier series synthesizes a discrete-time Fourier transform where variable Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} represents frequency instead of time. In general, the coefficients are determined by analysis of a given function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} whose domain of definition is an interval of length Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} .Template:Efn-ua

The Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \tfrac{2}{P}} scale factor follows from substituting Eq.1 into Eq.3 and utilizing the orthogonality of the trigonometric system. The equivalence of Eq.1 and Eq.2 follows from Euler's formula Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \cos x = \frac{e^{ix} + e^{-ix}}{2}, \quad \sin x = \frac{e^{ix} - e^{-ix}}{2i},} resulting in: Template:Equation box 1 with Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_{0}} being the mean value of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} on the interval Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} . Conversely: Template:Equation box 1

Example

File:Sawtooth pi.svg

Plot of the sawtooth wave, a periodic continuation of the linear function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)=x/\pi} on the interval Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (-\pi,\pi]}

File:Periodic identity function.gif

Animated plot of the first five successive partial Fourier series

Consider a sawtooth function: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x) = s(x + 2\pi k) = \frac{x}{\pi}, \quad \mathrm{for } -\pi < x < \pi,\text{ and } k \in \mathbb{Z}.} In this case, the Fourier coefficients are given by Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} a_0 &= 0.\\ a_n & = \frac{1}{\pi}\int_{-\pi}^{\pi}s(x) \cos(nx)\,dx = 0, \quad n \ge 1. \\ b_n & = \frac{1}{\pi}\int_{-\pi}^{\pi}s(x) \sin(nx)\, dx\\ &= -\frac{2}{\pi n}\cos(n\pi) + \frac{2}{\pi^2 n^2}\sin(n\pi)\\ &= \frac{2\,(-1)^{n+1}}{\pi n}, \quad n \ge 1.\end{align}} It can be shown that the Fourier series converges to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} at every point Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} is differentiable, and therefore: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} s(x) &= a_0 + \sum_{n=1}^\infty \left[a_n\cos\left(nx\right)+b_n \sin\left(nx\right)\right] \\[4pt] &=\frac{2}{\pi}\sum_{n=1}^\infty \frac{(-1)^{n+1}}{n} \sin(nx), \quad \mathrm{for}\ (x-\pi)\ \text{is not a multiple of}\ 2\pi. \end{align}} When Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x=\pi} , the Fourier series converges to 0, which is the half-sum of the left- and right-limit of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} at Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x=\pi} . This is a particular instance of the Dirichlet theorem for Fourier series.

This example leads to a solution of the Basel problem.

Amplitude-phase form

If the function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} is real-valued then the Fourier series can also be represented as Template:Equation box 1 where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A_{n}} is the amplitude and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \varphi_{n}} is the phase shift of the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n^{th}} harmonic.

The equivalence of Eq.4 and Eq.1 follows from the trigonometric identity: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \cos\left(2\pi \tfrac{n}{P}x-\varphi_n\right) = \cos(\varphi_n)\cos\left(2\pi \tfrac{n}{P} x\right) + \sin(\varphi_n)\sin\left(2\pi \tfrac{n}{P} x\right),} which implies Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_n = A_n \cos(\varphi_n)\quad \text{and}\quad b_n = A_n \sin(\varphi_n)}

File:Correlation function.svg

Fig 2. The blue curve is the cross-correlation of a square wave and a cosine template, as the phase lag of the template varies over one cycle. The amplitude and phase at the maximum value are the polar coordinates of one harmonic in the Fourier series expansion of the square wave. The corresponding rectangular coordinates can be determined by evaluating the correlation at just two samples separated by 90°.

are the rectangular coordinates of a vector written in polar coordinates as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A_n \angle \varphi_n = a_n + i b_{n}} where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A_n = \sqrt{a_n^2 + b_n^2}\quad \text{and}\quad \varphi_n = \operatorname{atan2}(b_n, a_n) = -\operatorname{Arg}(c_n)}

An example of determining the parameter Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \varphi_n } for one value of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} is shown in Figure 2. It is the value of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \varphi } at the maximum correlation between Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} and a cosine template, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \cos(2\pi \tfrac{n}{P} x - \varphi)} . The blue graph is the cross-correlation function, also known as a matched filter:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \Chi(\varphi) &= \int_{P} s(x) \cdot \cos\left( 2\pi \tfrac{n}{P} x -\varphi \right)\, dx\quad \varphi \in \left[ 0, 2\pi \right]\\ &=\cos(\varphi) \underbrace{\int_{P} s(x) \cdot \cos\left( 2\pi \tfrac{n}{P} x\right) dx}_{X(0)} + \sin(\varphi) \underbrace{\int_{P} s(x) \cdot \sin\left( 2\pi \tfrac{n}{P} x\right) dx}_{ X(\pi/2) } \end{align}}

Fortunately, it is not necessary to evaluate this entire function, because its derivative is zero at the maximum: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X'(\varphi) = \sin(\varphi)\cdot X(0) - \cos(\varphi)\cdot X(\pi/2) = 0, \quad \textrm{at}\ \varphi = \varphi_n.} Hence Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \varphi_n \equiv \arctan(b_n/a_n) = \arctan(X(\pi/2)/X(0)). }

Common notations

The notation Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_n} is inadequate for discussing the Fourier coefficients of several different functions. Therefore, it is customarily replaced by a modified form of the function (Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s,} in this case), such as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \widehat{s}(n)} or Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S[n],} and functional notation often replaces subscripting:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} s(x) &= \sum_{n=-\infty}^\infty \widehat{s}(n)\cdot e^{i 2\pi \tfrac{n}{P} x} && \scriptstyle \text{common mathematics notation} \\ &= \sum_{n=-\infty}^\infty S[n]\cdot e^{i 2\pi \tfrac{n}{P} x} && \scriptstyle \text{common engineering notation} \end{align}}

In engineering, particularly when the variable Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 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.

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

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S(f) \ \triangleq \ \sum_{n=-\infty}^\infty S[n]\cdot \delta \left(f-\frac{n}{P}\right),}

where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} represents a continuous frequency domain. When variable Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} has units of seconds, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} has units of hertz. The "teeth" of the comb are spaced at multiples (i.e. harmonics) of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \tfrac{1}{P}} , which is called the fundamental frequency. Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} can be recovered from this representation by an inverse Fourier transform:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \mathcal{F}^{-1}\{S(f)\} &= \int_{-\infty}^\infty \left( \sum_{n=-\infty}^\infty S[n]\cdot \delta \left(f-\frac{n}{P}\right)\right) e^{i 2 \pi f x}\,df, \\[6pt] &= \sum_{n=-\infty}^\infty S[n]\cdot \int_{-\infty}^\infty \delta\left(f-\frac{n}{P}\right) e^{i 2 \pi f x}\,df, \\[6pt] &= \sum_{n=-\infty}^\infty S[n]\cdot e^{i 2\pi \tfrac{n}{P} x} \ \ \triangleq \ s(x). \end{align}}

The constructed function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S(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.Template:Efn-ua

Table of common Fourier series

Some common pairs of periodic functions and their Fourier series coefficients are shown in the table below.

• Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} designates a periodic function with period Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P.}
• Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_0, a_n, b_n} designate the Fourier series coefficients (sine-cosine form) of the periodic function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x).}

Time domain Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)}	Plot	Frequency domain (sine-cosine form) Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align}& a_0 \\ & a_n \quad \text{for } n \ge 1 \\ & b_n \quad \text{for } n \ge 1\end{align}}	Remarks	Reference
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)=A \left| \sin\left(\frac{2\pi}{P}x\right)\right| \quad \text{for } 0 \le x < P}	File:PlotRectifiedSineSignal.svg	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} a_0 = & \frac{2A}{\pi}\\ a_n = & \begin{cases} \frac{-4A}{\pi}\frac{1}{n^2-1} & \quad n \text{ even} \\ 0 & \quad n \text{ odd} \end{cases}\\ b_n = & 0\\ \end{align}}	Full-wave rectified sine
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)=\begin{cases} A \sin\left(\frac{2\pi}{P}x\right) & \quad \text{for } 0 \le x < P/2 \\ 0 & \quad \text{for } P/2 \le x < P\\ \end{cases} }	File:PlotHalfRectifiedSineSignal.svg	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} a_0 = & \frac{A}{\pi}\\ a_n = & \begin{cases} \frac{-2A}{\pi}\frac{1}{n^2-1} & \quad n \text{ even} \\ 0 & \quad n \text{ odd} \end{cases}\\ b_n = & \begin{cases} \frac{A}{2} & \quad n=1 \\ 0 & \quad n > 1 \end{cases}\\ \end{align}}	Half-wave rectified sine
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)=\begin{cases} A & \quad \text{for } 0 \le x < D \cdot P \\ 0 & \quad \text{for } D \cdot P \le x < P\\ \end{cases} }	File:PlotRectangleSignal.svg	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} a_0 = & AD\\ a_n = & \frac{A}{n \pi} \sin \left( 2 \pi n D \right)\\ b_n = & \frac{2A}{n \pi} \left( \sin \left( \pi n D \right) \right) ^2\\ \end{align}}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 0 \le D \le 1}
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)=\frac{Ax}{P} \quad \text{for } 0 \le x < P}	File:PlotSawtooth1Signal.svg	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} a_0 = & \frac{A}{2}\\ a_n = & 0\\ b_n = & \frac{-A}{n \pi}\\ \end{align}}
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)=A-\frac{Ax}{P} \quad \text{for } 0 \le x < P}	File:PlotSawtooth2Signal.svg	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} a_0 = & \frac{A}{2}\\ a_n = & 0\\ b_n = & \frac{A}{n \pi}\\ \end{align}}
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)=\frac{4A}{P^2}\left( x-\frac{P}{2} \right)^2 \quad \text{for } 0 \le x < P}	File:PlotParabolaSignal.svg	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} a_0 = & \frac{A}{3}\\ a_n = & \frac{4A}{\pi^2 n^2}\\ b_n = & 0\\ \end{align}}

Table of basic transformation rules

See also: Fourier transform § Basic properties

This table shows some mathematical operations in the time domain and the corresponding effect in the Fourier series coefficients. Notation:

• Complex conjugation is denoted by an asterisk.
• Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x),r(x)} designate Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} -periodic functions or functions defined only for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x \in [0,P]. }
• Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S[n], R[n]} designate the Fourier series coefficients (exponential form) of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle r.}

Property	Time domain	Frequency domain (exponential form)	Remarks	Reference
Linearity	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a\cdot s(x) + b\cdot r(x)}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a\cdot S[n] + b\cdot R[n]}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a,b \in \mathbb{C}}
Time reversal / Frequency reversal	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(-x)}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S[-n]}
Time conjugation	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s^*(x)}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S^*[-n]}
Time reversal & conjugation	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s^*(-x)}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S^*[n]}
Real part in time	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{Re}{(s(x))}}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{1}{2}(S[n] + S^*[-n])}
Imaginary part in time	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{Im}{(s(x))}}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{1}{2i}(S[n] - S^*[-n])}
Real part in frequency	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{1}{2}(s(x)+s^*(-x))}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{Re}{(S[n])}}
Imaginary part in frequency	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{1}{2i}(s(x)-s^*(-x))}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{Im}{(S[n])}}
Shift in time / Modulation in frequency	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x-x_0)}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S[n] \cdot e^{-i 2\pi\tfrac{x_0}{P}n}}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_0 \in \mathbb{R}}
Shift in frequency / Modulation in time	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x) \cdot e^{i 2\pi \frac{n_0}{P}x}}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S[n-n_0] \!}	Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n_0 \in \mathbb{Z}}

Properties

Symmetry relations

When the real and imaginary parts of a complex function are decomposed into their even and odd parts, there are four components, denoted below by the subscripts RE, RO, IE, and IO. And there is a one-to-one mapping between the four components of a complex time function and the four components of its complex frequency transform:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{array}{rlcccccccc} \mathsf{Time\ domain} & s & = & s_{\mathrm{RE}} & + & s_{\mathrm{RO}} & + & i\ s_{\mathrm{IE}} & + & i\ s_{\mathrm{IO}} \\ &\Bigg\Updownarrow\mathcal{F} & &\Bigg\Updownarrow\mathcal{F} & &\ \ \Bigg\Updownarrow\mathcal{F} & &\ \ \Bigg\Updownarrow\mathcal{F} & &\ \ \Bigg\Updownarrow\mathcal{F}\\ \mathsf{Frequency\ domain} & S & = & S_\mathrm{RE} & + & i\ S_\mathrm{IO}\, & + & i\ S_\mathrm{IE} & + & S_\mathrm{RO} \end{array} }

From this, various relationships are apparent, for example:

• The transform of a real-valued function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (s_\mathrm{RE}+s_\mathrm{RO})} is the conjugate symmetric function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S_\mathrm{RE}+i\ S_\mathrm{IO}.} Conversely, a conjugate symmetric transform implies a real-valued time-domain.
• The transform of an imaginary-valued function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (i\ s_\mathrm{IE}+i\ s_\mathrm{IO})} is the conjugate antisymmetric function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S_\mathrm{RO}+i\ S_\mathrm{IE},} and the converse is true.
• The transform of a conjugate symmetric function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (s_\mathrm{RE}+i\ s_\mathrm{IO})} is the real-valued function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S_\mathrm{RE}+S_\mathrm{RO},} and the converse is true.
• The transform of a conjugate antisymmetric function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (s_\mathrm{RO}+i\ s_\mathrm{IE})} is the imaginary-valued function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i\ S_\mathrm{IE}+i\ S_\mathrm{IO},} and the converse is true.

Riemann–Lebesgue lemma

Main article: Riemann–Lebesgue lemma

If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S} is integrable, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\textstyle \lim_{|n| \to \infty} S[n]=0} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\textstyle \lim_{n \to +\infty} a_n=0} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\textstyle \lim_{n \to +\infty} b_n=0.}

Parseval's theorem

Main article: Parseval's theorem

If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} belongs to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle L^2(P)} (periodic over an interval of length Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} ) then: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{1}{P}\int_{P} |s(x)|^2 \, dx = \sum_{n=-\infty}^\infty \Bigl|S[n]\Bigr|^2.}

Plancherel's theorem

Main article: Plancherel theorem

If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_0,\, c_{\pm 1},\, c_{\pm 2}, \ldots} are coefficients and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\textstyle \sum_{n=-\infty}^\infty |c_n|^2 < \infty} then there is a unique function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s\in L^2(P)} such that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S[n] = c_n} for every Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} .

Convolution theorems

Main article: Convolution theorem § Periodic convolution (Fourier series coefficients)

Given Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} -periodic functions, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s_P} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle r_P} with Fourier series coefficients Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S[n]} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R[n],} Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \in \mathbb{Z},}

• The pointwise product: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h_P(x) \triangleq s_P(x)\cdot r_P(x)} is also Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} -periodic, and its Fourier series coefficients are given by the discrete convolution of the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R} sequences: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle H[n] = \{S*R\}[n].}
• The periodic convolution: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h_P(x) \triangleq \int_{P} s_P(\tau)\cdot r_P(x-\tau)\, d\tau} is also Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} -periodic, with Fourier series coefficients: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle H[n] = P \cdot S[n]\cdot R[n].}
• A doubly infinite sequence Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left \{c_n \right \}_{n \in Z}} in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_0(\mathbb{Z})} is the sequence of Fourier coefficients of a function in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle L^1([0,2\pi])} if and only if it is a convolution of two sequences in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \ell^2(\mathbb{Z})} . See

Derivative property

If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} is a Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} -periodic function on Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbb{R}} which is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k} times differentiable, and its Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k^{\text{th}}} derivative is continuous, then Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} belongs to the function space Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle C^k(\mathbb{R})} .

• If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s \in C^k(\mathbb{R})} , then the Fourier coefficients of the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k^{\text{th}}} derivative of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} can be expressed in terms of the Fourier coefficients Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \widehat{s}[n]} of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} , via the formula Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \widehat{s^{(k)}}[n] = \left(i\frac{2\pi n}{P}\right)^k \widehat{s}[n].} In particular, since for any fixed Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k\geq 1} we have Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \widehat{s^{(k)}}[n]\to 0} as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n\to\infty} , it follows that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |n|^k\widehat{s}[n]} tends to zero, i.e., the Fourier coefficients converge to zero faster than the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k^{\text{th}}} power of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |n|} .

Compact groups

Main articles: Compact group, Lie group, and Peter–Weyl theorem

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 L²(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 Peter–Weyl theorem, which proves results about representations of compact groups analogous to those about finite groups.

File:F orbital.png

The atomic orbitals of chemistry are partially described by spherical harmonics, which can be used to produce Fourier series on the sphere.

Riemannian manifolds

Main articles: Laplace operator and Riemannian manifold

If the domain is not a group, then there is no intrinsically defined convolution. However, if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} is a compact Riemannian manifold, it has a Laplace–Beltrami operator. The Laplace–Beltrami operator is the differential operator that corresponds to Laplace operator for the Riemannian manifold Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} . Then, by analogy, one can consider heat equations on Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} . Since Fourier arrived at his basis by attempting to 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 Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle L^2(X)} , where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} is a Riemannian manifold. The Fourier series converges in ways similar to the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle [-\pi,\pi]} case. A typical example is to take Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} to be the sphere with the usual metric, in which case the Fourier basis consists of spherical harmonics.

Locally compact Abelian groups

Main article: Pontryagin duality

The generalization to compact groups discussed above does not generalize to noncompact, nonabelian groups. However, there is a straightforward generalization to Locally Compact Abelian (LCA) groups.

This generalizes the Fourier transform to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle L^1(G)} or Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle L^2(G)} , where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle G} is an LCA group. If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle G} is compact, one also obtains a Fourier series, which converges similarly to the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle [-\pi,\pi]} case, but if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle G} is noncompact, one obtains instead a Fourier integral. This generalization yields the usual Fourier transform when the underlying locally compact Abelian group is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbb{R}} .

Extensions

Fourier-Stieltjes series

See also: Bochner's theorem § Special cases, and Wiener's lemma

Formally, the Fourier-Stieltjes series can be defined as the Fourier series whose coefficients are given by Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_n = \hat\mu(n)=\frac{1}{P}\int_0^P \ e^{-i 2\pi \tfrac{n}{P} x }\,d\mu(x), \quad \forall n\in\mathbb{Z},} for any Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu \in M} , where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle M} is the space finite Borel measures on the interval Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle [0,P]} . As such, when Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu \in M} , the function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \hat{\mu}(n)} is also referred to as a Fourier-Stieltjes transform.

This follows from an earlier and more concrete representation of a Radon measure (i.e. a locally finite Borel measure) on Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbb{R}} , given by F. Riesz. That is, if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F} is a function of bounded variation on the interval Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle [0,P]} then the Fourier coefficients can be expressed by the Riemann-Stieltjes integral Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_n = \frac{1}{P}\int_0^P \ e^{-i 2\pi \tfrac{n}{P} x }\,dF(x), \quad \forall n\in\mathbb{Z},} called the Fourier-Stieltjes coefficients of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F} . As the distributional derivative of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F} is a Radon measure, it is subject to the Lebesgue decomposition and can be expressed as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle dF = F'dx + dF_s} . If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle dF_s = 0} the expression reduces to the original definition of the Fourier coefficients, hence a Fourier series is a Fourier-Stieltjes series.

The question whether or not Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} exists for a given sequence of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_n} forms the basis of the trigonometric moment problem.

The Fourier series can be generalized still further from measures to distributions. If the Fourier coefficients are determined by a distribution Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F \in \mathcal{D}'} then the series is sometimes described as a Fourier-Schwartz series.

While it is often extremely difficult to decide whether a given series is a Fourier or a Fourier-Stieltjes series, deciding whether or not it is a Fourier-Schwartz series is relatively trivial.

Fourier series on a square

We can also define the Fourier series for functions of two variables Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y} in the square Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle [-\pi,\pi]\times[-\pi,\pi]} : Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} f(x,y) & = \sum_{j,k \in \Z} c_{j,k}e^{ijx}e^{iky},\\[5pt] c_{j,k} & = \frac{1}{4 \pi^2} \int_{-\pi}^\pi \int_{-\pi}^\pi f(x,y) e^{-ijx}e^{-iky}\, dx \, dy. \end{align}}

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, a discrete form of the Fourier cosine transform, which uses only cosine as the basis function.

For two-dimensional arrays with a staggered appearance, half of the Fourier series coefficients disappear, due to additional symmetry.

Fourier series of a Bravais-lattice-periodic function

A three-dimensional Bravais lattice is defined as the set of vectors of the form Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{R} = n_1\mathbf{a}_1 + n_2\mathbf{a}_2 + n_3\mathbf{a}_3} where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n_i} are integers and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{a}_i} are three linearly independent but not necessarily orthogonal vectors. Let us consider some function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(\mathbf{r})} with the same periodicity as the Bravais lattice, i.e. Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(\mathbf{r}) = f(\mathbf{R}+\mathbf{r})} for any lattice vector Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{R}} . This situation frequently occurs in solid-state physics where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(\mathbf{r})} might, for example, represent the effective potential that an electron "feels" inside a periodic crystal. In presence of such a periodic potential, the quantum-mechanical description of the electron results in a periodically modulated plane-wave commonly known as Bloch state.

In order to develop Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(\mathbf{r})} in a Fourier series, it is convenient to introduce an auxiliary function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g(x_1,x_2,x_3) \triangleq f(\mathbf{r}) = f{ \left (x_1\frac{\mathbf{a}_1}{a_1} + x_2\frac{\mathbf{a}_2}{a_2} + x_3\frac{\mathbf{a}_3}{a_3} \right )}.} Both Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(\mathbf{r})} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g(x_1,x_2,x_3)} contain essentially the same information. However, instead of the position vector Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{r}} , the arguments of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g} are coordinates Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_{1,2,3} } along the unit vectors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{a}_{i}/{a_i}} of the Bravais lattice, such that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g} is an ordinary periodic function in these variables,Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g(x_1,x_2,x_3) = g(x_1+a_1,x_2,x_3) = g(x_1,x_2+a_2,x_3) = g(x_1,x_2,x_3+a_3)\quad\forall\;x_1,x_2,x_3.} This trick allows us to develop Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g} as a multi-dimensional Fourier series, in complete analogy with the square-periodic function discussed in the previous section. Its Fourier coefficients areFailed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} c(m_1, m_2, m_3) = \frac{1}{a_3}\int_0^{a_3} dx_3 \frac{1}{a_2}\int_0^{a_2} dx_2 \frac{1}{a_1}\int_0^{a_1} dx_1\, g(x_1, x_2, x_3)\, e^{-i 2\pi \left(\tfrac{m_1}{a_1} x_1+\tfrac{m_2}{a_2} x_2 + \tfrac{m_3}{a_3} x_3\right)} \end{align},} where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m_1,m_2,m_3} are all integers. Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c(m_1,m_2,m_3)} plays the same role as the coefficients Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_{j,k}} in the previous section but in order to avoid double subscripts we note them as a function.

Once we have these coefficients, the function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g} can be recovered via the Fourier series Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g(x_1, x_2, x_3)=\sum_{m_1, m_2, m_3 \in \Z } \,c(m_1, m_2, m_3) \, e^{i 2\pi \left( \tfrac{m_1}{a_1} x_1+ \tfrac{m_2}{a_2} x_2 + \tfrac{m_3}{a_3} x_3\right)}.} We would now like to abandon the auxiliary coordinates Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_{1,2,3} } and to return to the original position vector Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{r}} . This can be achieved by means of the reciprocal lattice whose vectors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{b}_{1,2,3}} are defined such that they are orthonormal (up to a factor Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2\pi} ) to the original Bravais vectors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{a}_{1,2,3}} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{a}_i\cdot\mathbf{b_j}=2\pi\delta_{ij}, } with Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \delta_{ij} } the Kronecker delta. With this, the scalar product between a reciprocal lattice vector Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{Q}} and an arbitrary position vector Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{r}} written in the Bravais lattice basis becomes Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{Q} \cdot \mathbf{r} = \left ( m_1\mathbf{b}_1 + m_2\mathbf{b}_2 + m_3\mathbf{b}_3 \right ) \cdot \left (x_1\frac{\mathbf{a}_1}{a_1}+ x_2\frac{\mathbf{a}_2}{a_2} +x_3\frac{\mathbf{a}_3}{a_3} \right ) = 2\pi \left( x_1\frac{m_1}{a_1}+x_2\frac{m_2}{a_2}+x_3\frac{m_3}{a_3} \right ),} which is exactly the expression occurring in the Fourier exponents. The Fourier series for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(\mathbf{r}) =g(x_1,x_2,x_3)} can therefore be rewritten as a sum over all the reciprocal lattice vectors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{Q}= m_1\mathbf{b}_1+m_2\mathbf{b}_2+m_3\mathbf{b}_3 } ,Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(\mathbf{r})=\sum_{\mathbf{Q}} c(\mathbf{Q})\, e^{i \mathbf{Q} \cdot \mathbf{r}},} and the coefficients areFailed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c(\mathbf{Q}) = \frac{1}{a_3} \int_0^{a_3} dx_3 \, \frac{1}{a_2}\int_0^{a_2} dx_2 \, \frac{1}{a_1}\int_0^{a_1} dx_1 \, f\left(x_1\frac{\mathbf{a}_1}{a_1} + x_2\frac{\mathbf{a}_2}{a_2} + x_3\frac{\mathbf{a}_3}{a_3} \right) e^{-i \mathbf{Q} \cdot \mathbf{r}}.} The remaining task will be to convert this integral over lattice coordinates back into a volume integral. The relation between the lattice coordinates Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_{1,2,3}} and the original cartesian coordinates Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{r} = (x,y,z)} is a linear system of equations, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{r} = x_1\frac{\mathbf{a}_1}{a_1}+x_2\frac{\mathbf{a}_2}{a_2}+x_3\frac{\mathbf{a}_3}{a_3},} which, when written in matrix form, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{bmatrix}x\\y\\z\end{bmatrix} =\mathbf{J}\begin{bmatrix}x_1\\x_2\\x_3\end{bmatrix} =\begin{bmatrix}\frac{\mathbf{a}_1}{a_1},\frac{\mathbf{a}_2}{a_2},\frac{\mathbf{a}_3}{a_3}\end{bmatrix}\begin{bmatrix}x_1\\x_2\\x_3\end{bmatrix}\,,} involves a constant matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{J}} whose columns are the unit vectors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{a}_j/a_j } of the Bravais lattice. When changing variables from Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{r}} to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (x_1,x_2,x_3)} in an integral, the same matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{J}} appears as a Jacobian matrixFailed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{J}=\begin{bmatrix} \dfrac{\partial x}{\partial x_1} & \dfrac{\partial x}{\partial x_2} & \dfrac{\partial x}{\partial x_3 } \\[12pt] \dfrac{\partial y}{\partial x_1} & \dfrac{\partial y}{\partial x_2} & \dfrac{\partial y}{\partial x_3} \\[12pt] \dfrac{\partial z}{\partial x_1} & \dfrac{\partial z}{\partial x_2} & \dfrac{\partial z}{\partial x_3} \end{bmatrix}\,.}

Its determinant Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle J } is therefore also constant and can be inferred from any integral over any domain; here we choose to calculate the volume of the primitive unit cell Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \Gamma } in both coordinate systems: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle V_{\Gamma} = \int_{\Gamma} d^3 r = J \int_{0}^{a_1} dx_1 \int_{0}^{a_2} dx_2 \int_{0}^{a_3} dx_3=J\, a_1 a_2 a_3 } The unit cell being a parallelepiped, we have Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle V_{\Gamma}=\mathbf{a}_1\cdot(\mathbf{a}_2 \times \mathbf{a}_3)} and thus Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle d^3r=J dx_1 dx_2 dx_3 =\frac{\mathbf{a}_1\cdot(\mathbf{a}_2 \times \mathbf{a}_3)}{a_1 a_2 a_3} dx_1 dx_2 dx_3.} This allows us to write Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c (\mathbf{Q})} as the desired volume integral over the primitive unit cell Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \Gamma } in ordinary cartesian coordinates: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c(\mathbf{Q}) = \frac{1}{\mathbf{a}_1\cdot(\mathbf{a}_2 \times \mathbf{a}_3)}\int_{\Gamma} d^3 r\, f(\mathbf{r})\cdot e^{-i \mathbf{Q} \cdot \mathbf{r}}\,. }

Hilbert space

See also: Riesz–Fischer theorem

As the trigonometric series is a special class of orthogonal system, Fourier series can naturally be defined in the context of Hilbert spaces. For example, the space of square-integrable functions on Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle [-\pi,\pi]} forms the Hilbert space Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle L^2([-\pi,\pi])} . Its inner product, defined for any two elements Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g} , is given by: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \langle f, g \rangle = \frac{1}{2\pi}\int_{-\pi}^{\pi} f(x)\overline{g(x)}\,dx.} This space is equipped with the orthonormal basis Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left\{e_n=e^{inx}: n \in \Z\right\}} . Then the (generalized) Fourier series expansion of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f \in L^{2}([-\pi,\pi])} , given by Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x) = \sum_{n=-\infty}^\infty c_n e^{i n x },} can be written as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f=\sum_{n=-\infty}^\infty \langle f,e_n \rangle \, e_n.}

File:Fourier series integral identities.gif

Sines and cosines form an orthogonal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} or the functions are different, and π only if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} are equal, and the function used is the same. They would form an orthonormal set, if the integral equaled 1 (that is, each function would need to be scaled by Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 1/\sqrt{\pi}} ).

The sine-cosine form follows in a similar fashion. Indeed, the sines and cosines form an orthogonal set: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{-\pi}^{\pi} \cos(mx)\, \cos(nx)\, dx = \frac{1}{2}\int_{-\pi}^{\pi} \cos((n-m)x)+\cos((n+m)x)\, dx = \pi \delta_{mn}, \quad m, n \ge 1, } Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{-\pi}^{\pi} \sin(mx)\, \sin(nx)\, dx = \frac{1}{2}\int_{-\pi}^{\pi} \cos((n-m)x)-\cos((n+m)x)\, dx = \pi \delta_{mn}, \quad m, n \ge 1} (where δ_mn is the Kronecker delta), and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{-\pi}^{\pi} \cos(mx)\, \sin(nx)\, dx = \frac{1}{2}\int_{-\pi}^{\pi} \sin((n+m)x)+\sin((n-m)x)\, dx = 0;} Hence, the set Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left\{\frac{1}{\sqrt{2}},\frac{\cos x}{\sqrt{2}},\frac{\sin x}{\sqrt{2}},\dots,\frac{\cos (nx)}{\sqrt{2}},\frac{\sin (nx)}{\sqrt{2}},\dots \right\},} also forms an orthonormal basis for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle L^2([-\pi,\pi])} . The density of their span is a consequence of the Stone–Weierstrass theorem, but follows also from the properties of classical kernels like the Fejér kernel.

Fourier theorem proving convergence of Fourier series

Main article: Convergence of Fourier series

In engineering, the Fourier series is generally assumed to converge except at jump discontinuities since the functions encountered in engineering are usually better-behaved than those in other disciplines. In particular, if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} is continuous and the derivative of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} (which may not exist everywhere) is square integrable, then the Fourier series of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} converges absolutely and uniformly to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s(x)} . If a function is square-integrable on the interval Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle [x_0,x_0+P]} , then the Fourier series converges to the function almost everywhere. It is possible to define Fourier coefficients for more general functions or distributions, in which case pointwise convergence often fails, and convergence in norm or weak convergence is usually studied.

• Four partial sums (Fourier series) of lengths 1, 2, 3, and 4 terms, showing how the approximation to a square wave improves as the number of terms increases [ (animation)]
  Four partial sums (Fourier series) of lengths 1, 2, 3, and 4 terms, showing how the approximation to a square wave improves as the number of terms increases [ (animation)]
• Four partial sums (Fourier series) of lengths 1, 2, 3, and 4 terms, showing how the approximation to a sawtooth wave improves as the number of terms increases [ (animation)]
  Four partial sums (Fourier series) of lengths 1, 2, 3, and 4 terms, showing how the approximation to a sawtooth wave improves as the number of terms increases [ (animation)]
• Example of convergence to a somewhat arbitrary function. Note the development of the "ringing" (Gibbs phenomenon) at the transitions to/from the vertical sections.
  Example of convergence to a somewhat arbitrary function. Note the development of the "ringing" (Gibbs phenomenon) at the transitions to/from the vertical sections.

The theorems proving that a Fourier series is a valid representation of any periodic function (that satisfies the Dirichlet conditions), and informal variations of them that do not specify the convergence conditions, are sometimes referred to generically as Fourier's theorem or the Fourier theorem.

Least squares property

The earlier Eq.2:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s_N(x) = \sum_{n=-N}^N S[n]\ e^{i 2\pi\tfrac{n}{P} x},}

is a trigonometric polynomial of degree Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle N} that can be generally expressed as:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle p_N(x)=\sum_{n=-N}^N p[n]\ e^{i 2\pi\tfrac{n}{P}x}.}

Parseval's theorem implies that:

Convergence theorems

See also: Gibbs phenomenon

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

Template:Math theorem If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} is continuously differentiable, then Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (i n) S[n]} is the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} th Fourier coefficient of the first derivative Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s'} . Since Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s'} is continuous, and therefore bounded, it is square-integrable and its Fourier coefficients are square-summable. Then, by the Cauchy–Schwarz inequality,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \biggl(\sum_{n\ne 0}\bigl|S[n]\bigr|\biggr)^2\le \sum_{n\ne 0}\frac1{n^2}\cdot\sum_{n\ne 0}\bigl|nS[n]\bigr|^2.}

This means that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} is absolutely summable. The sum of this series is a continuous function, equal to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} , since the Fourier series converges in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle L^1} to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} :

This result can be proven easily if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} is further assumed to be Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \textstyle C^2} , since in that case Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \textstyle n^2S[n]} tends to zero as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \rightarrow \infty} . More generally, the Fourier series is absolutely summable, thus converges uniformly to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} , provided that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} satisfies a Hölder condition of order Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \alpha > \tfrac12} . In the absolutely summable case, the inequality:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sup_x \bigl|s(x) - s_N(x)\bigr| \le \sum_{|n| > N} \bigl|S[n]\bigr|}

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 Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s} is differentiable at Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} , to more sophisticated results such as Carleson's theorem which states that the Fourier series of an Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \textstyle L^2} function converges almost everywhere.

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 titled 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.

It is possible to give explicit examples of a continuous function whose Fourier series diverges at 0: for instance, the even and 2π-periodic function f defined for all x in [0,π] by

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x) = \sum_{n=1}^{\infty} \frac{1}{n^2} \sin\left[ \left( 2^{n^3} +1 \right) \frac{x}{2}\right].}

Because the function is even the Fourier series contains only cosines:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum_{m=0}^\infty C_m \cos(mx).}

The coefficients are:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle C_m=\frac 1\pi\sum_{n=1}^{\infty} \frac{1}{n^2} \left\{\frac 2{2^{n^3} +1-2m}+\frac 2{2^{n^3} +1+2m}\right\}}

As m increases, the coefficients will be positive and increasing until they reach a value of about Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle C_m\approx 2/(n^2\pi)} at Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m=2^{n^3}/2} for some n and then become negative (starting with a value around Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle -2/(n^2\pi)} ) and getting smaller, before starting a new such wave. At Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x=0} the Fourier series is simply the running sum of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle C_m,} and this builds up to around

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac 1{n^2\pi}\sum_{k=0}^{2^{n^3}/2}\frac 2{2k+1}\sim\frac 1{n^2\pi}\ln 2^{n^3}=\frac n\pi\ln 2}

in the nth wave before returning to around zero, showing that the series does not converge at zero but reaches higher and higher peaks. Note that though the function is continuous, it is not differentiable.

See also

• ATS theorem
• Carleson's theorem
• Dirichlet kernel
• Discrete Fourier transform
• Fast Fourier transform
• Fejér's theorem
• Fourier analysis
• Fourier inversion theorem
• Fourier sine and cosine series
• Fourier transform
• Gibbs phenomenon
• Half-range Fourier series
• Laurent series – the substitution q = e^ix transforms a Fourier series into a Laurent series, or conversely. This is used in the q-series expansion of the j-invariant.
• Least-squares spectral analysis
• Multidimensional transform
• Non-harmonic Fourier series
• Residue theorem integrals of f(z), singularities, poles
• Sine and cosine transforms
• Spectral theory
• Sturm–Liouville theory
• Trigonometric moment problem

References

Bibliography

• Akhiezer, N. I. (1965). The Classical Moment Problem and Some Related Questions in Analysis. Philadelphia, PA: Society for Industrial and Applied Mathematics. doi:10.1137/1.9781611976397. ISBN 978-1-61197-638-0.
• Alexander, Charles K.; Sadiku, Matthew N. O. (2009). Fundamentals of Electric Circuits. Boston: McGraw-Hill. ISBN 978-0-07-352955-4.
• Boyce, William E.; DiPrima, Richard C. (2005). Elementary Differential Equations and Boundary Value Problems (8th ed.). New Jersey: John Wiley & Sons, Inc. ISBN 0-471-43338-1.
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External links

• Template:Springer
• Hobson, Ernest (1911). "Fourier's Series" . Encyclopædia Britannica. 10 (11th ed.). pp. 753–758.
• Weisstein, Eric W. "Fourier Series". MathWorld.
• Joseph Fourier – A site on Fourier's life which was used for the historical section of this article at the Wayback Machine (archived December 5, 2001)