Fourier series

The Fourier Convergence Theorem

Suppose that f and f 0 are piecewise continuous on the interval −L < x < L. Further
assume that f is defined outside the interval −L < x < L so that it is a periodic function
with a period T = 2L, i.e., f (x + 2L) = f (x) for every real number x. Then, f has the
Fourier series, F (x), which is given by formula
∞
a0 X  nπx nπx 
F (x) = + an cos + bn sin ,
2 n=1
L L

where Z L
1
a0 = f (x)dx
L −L
Z L
1 nπx
an = f (x) cos dx, n = 1, 2, 3, · · ·
L −L L
Z L
1 nπx
bn = f (x) sin dx, n = 1, 2, 3, · · ·
L −L L
The Fourier series converges to the function given by

f (x0 ), if f is continuous at x0
F (x0 ) = x→xlim f (x)+ lim f (x)
x→x0 −
 0+ , if f is discontinuous at x0
2

The Fourier series F is also a periodic function with a period T = 2L.

Remark.

Just because a Fourier series could have infinitely many terms does not mean that it will
always have that many terms. If a periodic function f can be expressed by finitely many
terms normally found in the Fourier series, then f must be the Fourier series of itself.

The following trigonometric identities are very helpful in this topic:

sin(−nπ) = − sin(nπ) = 0 for all integer n

cos(−nπ) = cos(nπ) = (−1)n for all integer n