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**Example: a simple Fourier series
**

We now use the formulae above to give a Fourier series expansion of a very simple function. Consider a sawtooth function (as depicted in the figure):

In this case, the Fourier coefficients are given by

And therefore:

In general:

In some special cases where the Fourier series can be summed in closed form. this technique can even yield analytic solutions. In particular. Using the method for a generalized Fourier series. using orthogonality of the roots of a Bessel function of the first kind gives a so-called Fourier-Bessel series. and then recombined to obtain the solution to the original problem or an approximation to it to whatever accuracy is desired or practical. The computation of the (usual) Fourier series is based on the integral identities (1) (2) (3) (4) (5) for . Examples of successive approximations to common functions using Fourier series are illustrated above. 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. where is the Kronecker delta. the Fourier series of a function is given by (6) where (7) (8) (9) . Since these functions form a cosines is obtained by taking complete orthogonal system over . since the superposition principle holds for solutions of a linear homogeneous ordinary differential equation.A Fourier series is an expansion of a periodic function in terms of an infinite sum of sines and cosines. For example. solved individually. the usual Fourier series involving sines and and . Fourier series make use of the orthogonality relationships of the sine and cosine functions. Any set of functions that form a complete orthogonal system have a corresponding generalized Fourier series analogous to the Fourier series. if such an equation can be solved in the case of a single sinusoid. 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 that can be plugged in.

For a function periodic on an interval instead of ... a simple change of variables can be used to transform the interval of integration from to . 3. As a result. 2. a "ringing" known as the Gibbs phenomenon. (14) (15) . illustrated above. near points of discontinuity. . can occur. 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. Note that the coefficient of the constant term has been written in a special form compared to the general form for a generalized Fourier series in order to preserve symmetry with the definitions of and .and .. and plugging this in gives (13) Therefore. Let (11) (12) Solving for gives .

function Fourier series--sawtooth wave Fourier series--square wave Fourier series--triangle wave If a function is even so that . 411-412) and Byerly (1959. the function is instead defined on the interval become . pp. The coefficients for Fourier series expansions of a few common functions are given in Beyer (1987. Consider a realvalued function . (This follows since is even and an even function times an odd function is an odd function. The Fourier series for a few common functions are summarized in the table below. the above equations simply (17) (18) (19) In fact. for all .(16) Similarly. if a function is odd so that . Similarly.) Therefore. p. 51). then is odd. p. One of the most common functions usually analyzed by this technique is the square wave. any interval can be used. with the choice being one of convenience or personal preference (Arfken 1985. (This follows since is odd and an even function times an odd function is an odd function. for periodic with period . Write (20) Now examine (21) (22) (23) Fourier series .) Therefore. 769). then is odd. The notion of a Fourier series can also be extended to complex coefficients. for all .

Lacunary Fourier Series. Fourier-Legendre Series. Generalized Fourier Series. Power Spectrum. Fourier Cosine Series. Gibbs Phenomenon. Harmonic Analysis. Fourier Series--Square Wave. Simple Harmonic Motion. Riesz-Fischer Theorem. Dirichlet Fourier Series Conditions. Fourier Series-Triangle Wave. Fourier Transform. Superposition Principle REFERENCES: . these become (31) (32) These equations are the basis for the extremely important Fourier transform. Fourier Series--Semicircle. which is obtained by transforming from a discrete variable to a continuous one as the length . Harmonic Addition Theorem. Fourier Series--Power. Fourier Series-Sawtooth Wave. Fourier Sine Series. Fourier-Bessel Series.(24) (25) so (26) The coefficients can be expressed in terms of those in the Fourier series (27) (28) (29) (30) For a function periodic in . Lebesgue Constants. SEE ALSO: Complete Set of Functions.

1950. Brown. G. Davis. 14 in Mathematical Methods for Physicists. and McKean. G. 3rd ed. Körner. T. Introduction to Fourier Analysis and Generalised Functions. Exercises for Fourier Analysis. Lighthill. 760-793. 39-168.1 in Handbook of Complex Variables. . pp. Fourier Analysis. 1999.html. 1994. Math. R. Introduction to the Theory of Fourier's Series and Integrals. Krantz. New York: McGraw-Hill. Cylindrical. "Expansions in Fourier Series. rev. pp. England: Cambridge University Press. New York: Wiley. Fourier Series and Orthogonal Functions. Boca Raton. New York: Dover." Ch. and enl. T." Ch. 195-202. "Practical Fourier Analysis. 4th ed. V. D. M. 2 in Orthogonal Functions." http://www. N. B.ericweisstein. E.. Boston. New York: Academic Press. W. Dym. W. Groemer.com/encyclopedias/books/FourierTransforms.Arfken. with Applications to Problems in Mathematical Physics. "Fourier Series. F. Fourier Series and Boundary Value Problems. 1992. New York: Dover. G. 1985. W. Cambridge. Körner. W. Morrison. and Ellipsoidal Harmonics. and Spherical. Sansone. English ed. 1967. P. An Elementary Treatise on Fourier's Series. Monthly 103. 297-304. "Similarities between Fourier and Power Series. Geometric Applications of Fourier Series and Spherical Harmonics. 1959. Beyer. New York: Cambridge University Press. New York: Dover. H. S. rev. 1996. MA: Birkhäuser. 1991. T. Askey. "Books about Fourier Transforms. W. T. England: Cambridge University Press. New York: Dover. CA: Brooks/Cole. Introduction to Fourier Analysis. and Churchill. 3rd ed. 1972. 1958. E. pp. Byerly. J. Pacific Grove. Fourier Series and Integrals. H. Whittaker. J. S. and Haimo. 1988. 1993. FL: CRC Press. E. H. H. Cambridge. R.)." Amer. Folland. Weisstein. 260-284. G. New York: Cambridge University Press. New York: Dover. 1987. pp. Carslaw. W. 28th ed. (Ed. CRC Standard Mathematical Tables. 1963. "Fourier Series. 1996. 1993. FL: Academic Press. H." Ch. 10 in The Calculus of Observations: A Treatise on Numerical Mathematics. 5th ed. H. Fourier Analysis and Its Applications. G." §15. Orlando. and Robinson.

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