Fourier series

A Fourier series is an expansion of a periodic function f(x) in terms of an infinite sum of sines and cosines. Fourier series make use of the orthogonality relationships of the sine and cosine functions. The computation and study of Fourier series is known as harmonic analysis and is extremely useful as a way to break up an arbitrary periodic function into a set of simple terms than can be plugged in, solved individually, and then recombined to obtain the solution to the original problem or an approximation to it to whatever accuracy is desired or practical. Examples of successive approximations to common functions using Fourier series are illustrated above.

In particular, since the superposition principle holds for solutions of a linear homogeneous ordinary differential equation, if such an equation can be solved in the case a single sinusoid, the solution for an arbitrary function is immediately available by expressing the original function as a Fourier series and then plugging in the solution for each sinusoidal component. In some special cases where the Fourier series can be summed in closed form, this technique can even yield analytic solutions.

Any set of functions that form a complete orthogonal system have a corresponding generalized Fourier series analogous to the Fourier series. For example, using orthogonality of the roots of a Bessel function of the first kind gives a so-called Fourier-Bessel series.

The computation of the (usual) Fourier series is based on the integral identities

			(1)
			(2)
			(3)
			(4)
			(5)

,

Using the method for a generalized Fourier series, the usual Fourier series involving sines and cosines is obtained by taking and . Since these functions form a complete orthogonal system over , the Fourier series of a function f(x) is given by

(6)

where

			(7)
			(8)
			(9)

.

A Fourier series converges to the function (equal to the original function at points of continuity or to the average of the two limits at points of discontinuity)

(10)

if the function satisfies so-called Dirichlet conditions.

As a result, near points of discontinuity, a "ringing" known as theGibbs phenomenon, illustrated above, can occur.

For a function f(x) periodic on an interval instead of , a simple change of variables can be used to transform the interval of integration from to . Let

			(11)
			(12)

,

(13)

Therefore,

			(14)
			(15)
			(16)

Similarly, the function is instead defined on the interval , the above equations simply become

			(17)
			(18)
			(19)

,

Thecoefficients for Fourier series expansions of a few common functions are given in Beyer (1987, pp. 411-412) and Byerly (1959, p. 51). One of the most common functions usually analyzed by this technique is the square wave. The Fourier series for a number of common functions are summarized in the table below.

function	f(x)	Fourier series
Fourier series--sawtooth wave
Fourier series--square wave
Fourier series--triangle wave	T(x)

If a function is even so that , then is odd. (This follows since is odd and an even function times an odd function is an odd function.) Therefore, for all n. Similarly, if a function is odd so that , then is odd. (This follows since is even and aneven function times an odd function is an odd function.) Therefore, for all n.

The notion of a Fourier series can also be extended to complex coefficients. Consider a real-valued function f(x). Write

(20)

Now examine

			(21)
			(22)
			(23)
			(24)
			(25)

so

(26)

The coefficients can be expressed in terms of those in the Fourier series

			(27)
			(28)
			(29)

,

			(30)
			(31)

.