168
FourierSeries
relatetowidersettings,suchasthetime-frequencyanaly-sisunderlyingtherecenttheoriesofwaveletanalysisandlocaltrigonometricanalysis.
I.HISTORICALBACKGROUND
ThereareantecedentstothenotionofFourierseriesintheworkofEulerandD.Bernoullionvibratingstrings,butthetheoryofFourierseriestrulybeganwiththepro-foundworkofFourieronheatconductionatthebegin-ningofthe19thcentury.Fourierdealswiththeproblemofdescribingtheevolutionofthetemperature
T
(
x
,
t
)ofathinwireoflength
π
,stretchedbetween
x
=
0and
x
=
π
,withaconstantzerotemperatureattheends:
T
(0
,
t
)
=
0and
T
(
π,
t
)
=
0.Heproposedthattheinitialtempera-ture
T
(
x
,
0)
=
f(
x
)couldbeexpandedinaseriesofsinefunctions:f(
x
)
=
∞
n
=
1
b
n
sin
nx
(1)with
b
n
=
2
π
π
0
f(
x
)sin
nxdx
.
(2)
A.FourierSeries
AlthoughFourierdidnotgiveaconvincingproofofcon-vergenceofthein
fi
niteseriesinEq.(1),hedidoffertheconjecturethatconvergenceholdsforan
“
arbitrary
”
func-tionf.SubsequentworkbyDirichlet,Riemann,Lebesgue,andothers,throughoutthenexttwohundredyears,wasneededtodelineatepreciselywhichfunctionswereexpandableinsuchtrigonometricseries.Partofthiswork entailedgivingaprecisede
fi
nitionoffunction(Dirichlet),andshowingthattheintegralsinEq.(2)areproperlyde
fi
ned(RiemannandLebesgue).ThroughoutthisarticleweshallstateresultsthatarealwaystruewhenRiemannintegralsareused(exceptforSectionIVwhereweneedtouseresultsfromthetheoryofLebesgueintegrals).InadditiontopositingEqs.(1)and(2),Fourierarguedthatthetemperature
T
(
x
,
t
)isasolutiontothefollowing
heatequationwithboundaryconditions:
∂
T
∂
t
=
∂
2
T
∂
x
2
,
0
<
x
< π,
t
>
0
T
(0
,
t
)
=
T
(
π,
t
)
=
0
,
t
≥
0
T
(
x
,
0)
=
f
(
x
)
,
0
≤
x
≤
π.
MakinguseofEq.(1),Fouriershowedthatthesolution
T
(
x
,
t
)satis
fi
es
T
(
x
,
t
)
=
∞
n
=
1
b
n
e
−
n
2
t
sin
nx
.
(3)Thiswasthe
fi
rstexampleoftheuseofFourierseriestosolve
boundaryvalueproblems
inpartialdifferentialequa-tions.ToobtainEq.(3),FouriermadeuseofD.Bernoulli
’
smethodof
separationofvariables,
whichisnowastan-dardtechniqueforsolvingboundaryvalueproblems.Agood,shortintroductiontothehistoryofFourierse-riescanbefoundin
TheMathematicalExperience
.Be-sideshismanymathematicalcontributions,Fourierhasleftuswithoneofthetrulygreatphilosophicalprinciples:
“
Thedeepstudyofnatureisthemostfruitfulsourceof knowledge.
”
II.DEFINITIONOFFOURIERSERIES
TheFouriersineseries,de
fi
nedinEqs.(1)and(2),isaspe-cialcaseofamoregeneralconcept:theFourierseriesfora
periodicfunction.
Periodicfunctionsariseinthestudyof wavemotion,whenabasicwaveformrepeatsitselfperi-odically.Suchperiodicwaveformsoccurinmusicaltones,intheplanewavesofelectromagneticvibrations,andinthevibrationofstrings.Thesearejustafewexamples.Periodiceffectsalsoariseinthemotionoftheplanets,inACelectricity,and(toadegree)inanimalheartbeats.Afunctionfissaidtohaveperiod
P
iff(
x
+
P
)
=
f(
x
)forall
x
.Fornotationalsimplicity,weshallrestrictourdiscussiontofunctionsofperiod2
π
.Thereisnolossofgeneralityindoingso,sincewecanalwaysuseasim-plechangeofscale
x
=
(
P
/
2
π
)
t
toconvertafunctionof period
P
intooneofperiod2
π
.Ifthefunctionfhasperiod2
π
,thenits
Fourierseries
is
c
0
+
∞
n
=
1
{
a
n
cos
nx
+
b
n
sin
nx
}
(4)with
Fouriercoef
fi
cientsc
0
,
a
n
,and
b
n
de
fi
nedbytheintegrals
c
0
=
12
π
π
−
π
f(
x
)
dx
(5)
a
n
=
1
π
π
−
π
f(
x
)cos
nxdx
,
(6)
b
n
=
1
π
π
−
π
f(
x
)sin
nxdx
.
(7)[
Note:
Thesineseriesde
fi
nedbyEqs.(1)and(2)isaspecialinstanceofFourierseries.Iffisinitiallyde
fi
nedovertheinterval[0
,π
],thenitcanbeextendedto[
−
π,π
](asanoddfunction)bylettingf(
−
x
)
=−
f(
x
),andthenextendedperiodicallywithperiod
P
=
2
π
.TheFourierseriesforthisodd,periodicfunctionreducestothesineseriesinEqs.(1)and(2),because
c
0
=
0,each
a
n
=
0,andeach
b
n
inEq.(7)isequaltothe
b
n
inEq.(2).]
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