Professional Documents
Culture Documents
In mathematics, a Fourier series (English pronunciation: a superposition of the corresponding eigensolutions. This
/frie/) is a way to represent a (wave-like) function as superposition or linear combination is called the Fourier
the sum of simple sine waves. More formally, it decom- series.
poses any periodic function or periodic signal into the From a modern point of view, Fouriers results are some-
sum of a (possibly innite) set of simple oscillating func-
what informal, due to the lack of a precise notion of
tions, namely sines and cosines (or, equivalently, complex function and integral in the early nineteenth century.
exponentials). The discrete-time Fourier transform is a Later, Peter Gustav Lejeune Dirichlet[3] and Bernhard
periodic function, often dened in terms of a Fourier se- Riemann[4][5][6] expressed Fouriers results with greater
ries. The Z-transform, another example of application, precision and formality.
reduces to a Fourier series for the important case |z|=1.
Fourier series are also central to the original proof of Although the original motivation was to solve the heat
the NyquistShannon sampling theorem. The study of equation, it later became obvious that the same tech-
Fourier series is a branch of Fourier analysis. niques could be applied to a wide array of mathematical
and physical problems, and especially those involving lin-
ear dierential equations with constant coecients, for
which the eigensolutions are sinusoids. The Fourier se-
1 History ries has many such applications in electrical engineering,
vibration analysis, acoustics, optics, signal processing,
See also: Fourier analysis History image processing, quantum mechanics, econometrics,[7]
thin-walled shell theory,[8] etc.
The Fourier series is named in honour of Jean-Baptiste
Joseph Fourier (17681830), who made important con-
tributions to the study of trigonometric series, after 2 Denition
preliminary investigations by Leonhard Euler, Jean le
Rond d'Alembert, and Daniel Bernoulli.[nb 1] Fourier in-
troduced the series for the purpose of solving the heat In this section, s(x) denotes a function of the real variable
equation in a metal plate, publishing his initial results in x, and s is integrable on an interval [x0 , x0 + P], for real
his 1807 Mmoire sur la propagation de la chaleur dans numbers x0 and P. We will attempt to represent s in that
les corps solides (Treatise on the propagation of heat in interval as an innite sum, or series, of harmonically re-
solid bodies), and publishing his Thorie analytique de la lated sinusoidal functions. Outside the interval, the series
chaleur (Analytical theory of heat) in 1822. The Mmoire is periodic with period P (frequency 1/P). It follows that
introduced Fourier analysis, specically Fourier series. if s also has that property, the approximation is valid on
Through Fouriers research the fact was established that the entire real line. We can begin with a nite summation
an arbitrary (continuous)[1] function can be represented (or partial sum):
by a trigonometric series. The rst announcement of this
great discovery was made by Fourier in 1807, before the
French Academy.[2] Early ideas of decomposing a pe- A0
N
riodic function into the sum of simple oscillating func- sN (x) = + An sin( 2nx
P +n ), integer for N 1.
2 n=1
tions date back to the 3rd century BC, when ancient as-
tronomers proposed an empiric model of planetary mo-
sN (x) is a periodic function with period P. Using the
tions, based on deferents and epicycles.
identities:
The heat equation is a partial dierential equation. Prior
to Fouriers work, no solution to the heat equation was
known in the general case, although particular solutions sin( 2nx + n ) sin(n ) cos( 2nx ) + cos(n ) sin( 2nx )
P P P
were known if the heat source behaved in a simple way, { ( )} ( ) (
1 i 2nx + 1 i
2nx
P +n +
1
in particular, if the heat source was a sine or cosine sin( 2nx
+ n ) Re e P n
= e
P i 2i 2i
wave. These simple solutions are now sometimes called
eigensolutions. Fouriers idea was to model a complicated
heat source as a superposition (or linear combination) of we can also write the function in these equivalent forms:
simple sine and cosine waves, and to write the solution as where:
1
2 2 DEFINITION
x0 +P x0 +P
1 i
2nx 1 2
cn = Re{s(x)} e P dx + i Im{s(x)} ei
P x0 P x0
x0 +P x0 +P
1 2nx 1
= (Re{s(x)} + i Im{s(x)}) ei P dx =
P x0 P x0
x0 +P 2nx
CRn = 1
P x0
Re{s(x)} ei P dx and
x0 +P 2nx
CIn = 1
Im{s(x)} ei P dx
P x0 Another
visualisation of an approximation of a square wave
N
2nx
N
2nx
N by taking the rst 2nx
1, 2, 3 and 4 terms of its Fourier
sN (x) = CRn ei P +i CIn ei P = (Cseries. CIn
Rn + i(An ) ei P animation
interactive . can be seen here)
| {z }
n=N n=N n=N
Cn
2.4 Example 2: Fouriers motivation 3
1
an = s(x) cos(nx) dx = 0, n 0.
1
bn = s(x) sin(nx) dx
2 2
= cos(n) + 2 2 sin(n)
n n
2 (1)n+1
= , n 1.
n
It can be proven that Fourier series converges to s(x) at
every point x where s is dierentiable, and therefore:
s(x)
1
x
0
3 2 2 3
( )
(1)n+1 sinh(ny)
(
n ) i2f x
1
T (x, y) = 2 sin(nx) . F {S(f )} = S[n] f e df,
n=1
n sinh(n) n= P
(
n ) i2f x
Here, sinh is the hyperbolic sine function. This solution = S[n] f e df,
of the heat equation is obtained by multiplying each term n= P
of Eq.1 by sinh(ny)/sinh(n). While our example func-
2nx def
tion s(x) seems to have a needlessly complicated Fourier = S[n] ei P = s (x).
series, the heat distribution T(x, y) is nontrivial. The n=
function T cannot be written as a closed-form expression.
This method of solving the heat problem was made pos- The constructed function S(f) is therefore commonly
sible by Fouriers work. referred to as a Fourier transform, even though the
Fourier integral of a periodic function is not convergent
at the harmonic frequencies.[nb 2]
2.5 Other applications
been discovered, all of which are consistent with one an- may write any arbitrary vector r in the coordinate-system
other, but each of which emphasizes dierent aspects of of the lattice:
the topic. Some of the more powerful and elegant ap-
proaches are based on mathematical ideas and tools that
a1 a2 a3
were not available at the time Fourier completed his orig- r = x1 + x2 + x3 ,
inal work. Fourier originally dened the Fourier series a1 a2 a3
for real-valued functions of real arguments, and using the where ai = |ai|.
sine and cosine functions as the basis set for the decom-
Thus we can dene a new function,
position.
Many other Fourier-related transforms have since been ( )
dened, extending the initial idea to other applications. g(x , x , x ) := f (r) = f x a1 + x a2 + x a3 .
1 2 3 1 2 3
This general area of inquiry is now sometimes called a1 a2 a3
harmonic analysis. A Fourier series, however, can be
This new function, g(x1 , x2 , x3 ) , is now a function of
used only for periodic functions, or for functions on a
three-variables, each of which has periodicity a1 , a2 , a3
bounded (compact) interval.
respectively: g(x1 , x2 , x3 ) = g(x1 + a1 , x2 , x3 ) =
g(x1 , x2 + a2 , x3 ) = g(x1 , x2 , x3 + a3 ) . If we write
a series for g on the interval [0, a1 ] for x1 , we can dene
4 Extensions the following:
m1
f (x, y) = cj,k eijx eiky , g(x1 , x2 , x3 ) = hone (m1 , x2 , x3 ) ei2 a1 x1
j,kZ(integers) m1 =
Further dening:
1
cj,k = f (x, y)eijx eiky dx dy.
4 2
a2
Aside from being useful for solving partial dierential htwo (m , m , x ) := 1
m2
m1 m2
4.2 Fourier series of Bravais-lattice- g(x1 , x2 , x3 ) = htwo (m1 , m2 , x3 )ei2 a1 x1 ei2 a2 x2
periodic-function m1 = m2 =
a1 a2 a3
r = (x, y, z) = x1 + x2 + x3 , 1
a1 a2 a3 def
f, g =
f (x)g(x) dx.
2
we can solve this system of three linear equations for x,
y, and z in terms of x1 , x2 and x3 in order to calculate The basic Fourier series result for Hilbert spaces can be
the volume element in the original cartesian coordinate written as
system. Once we have x, y, and z in terms of x1 , x2 and
x3 , we can calculate the Jacobian determinant:
f= f, en en .
x x x n=
1 1 1
x y z This corresponds exactly to the complex exponential for-
x x2 mulation given above. The version with sines and cosines
2 x2
is also justied with the Hilbert space interpretation. In-
x y z
deed, the sines and cosines form an orthogonal set:
x x3 x3
3
x y z
which after some calculation and applying some non- cos(mx) cos(nx) dx = mn , m, n 1,
trivial cross-product identities can be shown to be equal
to:
sin(mx) sin(nx) dx = mn , m, n 1
a1 a2 a3 (where mn is the Kronecker delta), and
a1 (a2 a3 )
(it may be advantageous for the sake of simplifying cal-
culations, to work in such a cartesian coordinate system, cos(mx) sin(nx) dx = 0;
5.1 Compact groups 7
Plancherels theorem.
If c0 , c1 , c2 , . . . are co-
ecients and n= |cn |2 < then there is a
unique function f L2 ([, ]) such that f(n) =
cn for every n.
The rst convolution theorem states that if f and g
are in L1 ([, ]), the Fourier series coecients of
the 2-periodic convolution of f and g are given by:
[f\
2 g](n) = 2 f(n) g(n),
[nb 4]
Sines and cosines form an orthonormal set, as illustrated above.
The integral of sine, cosine and their product is zero (green and where:
red areas are equal, and cancel out) when m, n or the functions
are dierent, and pi only if m and n are equal, and the function
used is the same.
def
( def ( ))
[f 2 g] (x) = f (u) g[pv(x u)]du, and pv(x) =Arg eix
| {z }
furthermore, the sines and cosines are orthogonal to the value principal
constant function 1. An orthonormal basis for L2 ([,])
consisting of real functions is formed by the functions 1 = f (u) g(x u) du, 2 is g(x) when-periodic.
kernels like the Fejr kernel. The second convolution theorem states that the
Fourier series coecients of the product of f and
g are given by the discrete convolution of the f and
5 Properties g sequences:
If the domain is not a group, then there is no intrinsi- Note that fN is a trigonometric polynomial of degree N.
cally dened convolution. However, if X is a compact Parsevals theorem implies that
Riemannian manifold, it has a LaplaceBeltrami oper-
ator. The LaplaceBeltrami operator is the dierential Theorem. The trigonometric polynomial
operator that corresponds to Laplace operator for the Rie- fN is the unique best trigonometric polynomial
mannian manifold X. Then, by analogy, one can consider of degree N approximating f(x), in the sense
heat equations on X. Since Fourier arrived at his basis that, for any trigonometric polynomial p fN
by attempting to solve the heat equation, the natural gen- of degree N, we have
eralization is to use the eigensolutions of the Laplace
Beltrami operator as a basis. This generalizes Fourier se- fN f 2 < p f 2 ,
2
ries to spaces of the type L (X), where X is a Riemannian where the Hilbert space norm is dened as:
manifold. The Fourier series converges in ways similar to
the [, ] case. A typical example is to take X to be the
sphere with the usual metric, in which case the Fourier 1
g2 = |g(x)|2 dx.
basis consists of spherical harmonics. 2
[8] Flugge, Wilhelm (1957). Statik und Dynamik der Schalen. Walter Rudin (1976). Principles of mathematical
Berlin: Springer-Verlag. analysis (3rd ed.). New York: McGraw-Hill, Inc.
ISBN 0-07-054235-X.
[9] Dorf, Richard C.; Tallarida, Ronald J. (1993-07-15).
Pocket Book of Electrical Engineering Formulas (1 ed.). A. Zygmund (2002). Trigonometric series (third
Boca Raton,FL: CRC Press. pp. 171174. ISBN ed.). Cambridge: Cambridge University Press.
0849344735.
ISBN 0-521-89053-5. The rst edition was pub-
[10] Georgi P. Tolstov (1976). Fourier Series. Courier-Dover. lished in 1935.
ISBN 0-486-63317-9.
[15] Hans Kuzmany (1998). Solid-state spectroscopy. Fourier Series 3D interactive demonstration
Springer. p. 14. ISBN 978-3-540-63913-8. HTML5 and JavaScript webpage: Interactive
Fourier Series demonstration (time, frequency,
[16] Karl H. Pribram; Kunio Yasue; Mari Jibu (1991). Brain magnitude and phase axes in 3D view)
and perception. Lawrence Erlbaum Associates. p. 26.
ISBN 978-0-89859-995-4. Java applet shows Fourier series expansion of an ar-
bitrary function
9.1 Further reading Example problems Examples of computing
Fourier Series
William E. Boyce; Richard C. DiPrima (2005). Ele-
mentary Dierential Equations and Boundary Value Hazewinkel, Michiel, ed. (2001), Fourier series,
Problems (8th ed.). New Jersey: John Wiley & Encyclopedia of Mathematics, Springer, ISBN 978-
Sons, Inc. ISBN 0-471-43338-1. 1-55608-010-4
Joseph Fourier, translated by Alexander Free- Weisstein, Eric W. Fourier Series. MathWorld.
man (published 1822, translated 1878, re-released
2003). The Analytical Theory of Heat. Dover Pub- Fourier Series Module by John H. Mathews
lications. ISBN 0-486-49531-0. Check date values
in: |date= (help) 2003 unabridged republication of Joseph Fourier A site on Fouriers life which was
the 1878 English translation by Alexander Freeman used for the historical section of this article at the
of Fouriers work Thorie Analytique de la Chaleur, Wayback Machine (archived December 5, 2001)
originally published in 1822. SFU.ca 'Fourier Theorem'
Enrique A. Gonzalez-Velasco (1992). Connections
Example of the mechanical generation of a Fourier
in Mathematical Analysis: The Case of Fourier Se-
series to draw a plane curve, Fourier curve tracing
ries. American Mathematical Monthly. 99 (5):
427441. doi:10.2307/2325087.
This article incorporates material from example of Fourier
Katznelson, Yitzhak (1976). An introduction to series on PlanetMath, which is licensed under the Creative
harmonic analysis (Second corrected ed.). New Commons Attribution/Share-Alike License.
York: Dover Publications, Inc. ISBN 0-486-63331-
4.
Felix Klein, Development of mathematics in the 19th
century. Mathsci Press Brookline, Mass, 1979.
Translated by M. Ackerman from Vorlesungen ber
die Entwicklung der Mathematik im 19 Jahrhundert,
Springer, Berlin, 1928.
11
11.2 Images
File:AtomicOrbital_n4_l2.png Source: https://upload.wikimedia.org/wikipedia/commons/0/04/AtomicOrbital_n4_l2.png License: CC-
BY-SA-3.0 Contributors: Transferred from en.wikipedia to Commons by Zinder using CommonsHelper. Original artist: The original
uploader was DMacks at English Wikipedia
File:Fourier_Series.svg Source: https://upload.wikimedia.org/wikipedia/commons/2/2c/Fourier_Series.svg License: Public domain Con-
tributors: Own work Original artist: Jim.belk
File:Fourier_heat_in_a_plate.png Source: https://upload.wikimedia.org/wikipedia/commons/a/a7/Fourier_heat_in_a_plate.png Li-
cense: Public domain Contributors: Own work Original artist: Loisel at English Wikipedia
File:Fourier_series_and_transform.gif Source: https://upload.wikimedia.org/wikipedia/commons/2/2b/Fourier_series_and_
transform.gif License: CC0 Contributors: File:Fourier transform time and frequency domains (small).gif Original artist: Lucas V. Barbosa
File:Fourier_series_integral_identities.gif Source: https://upload.wikimedia.org/wikipedia/commons/a/a2/Fourier_series_integral_
identities.gif License: Public domain Contributors: Own work Original artist: LucasVB
File:Fourier_series_sawtooth_wave_circles_animation.gif Source: https://upload.wikimedia.org/wikipedia/commons/7/7e/Fourier_
series_sawtooth_wave_circles_animation.gif License: CC BY-SA 3.0 Contributors: Own work Original artist: Cmglee
File:Fourier_series_square_wave_circles_animation.gif Source: https://upload.wikimedia.org/wikipedia/commons/1/1a/Fourier_
series_square_wave_circles_animation.gif License: CC BY-SA 3.0 Contributors: Own work Original artist: Cmglee
File:Periodic_identity_function.gif Source: https://upload.wikimedia.org/wikipedia/commons/e/e8/Periodic_identity_function.gif Li-
cense: Public domain Contributors: No machine-readable source provided. Own work assumed (based on copyright claims). Original artist:
No machine-readable author provided. LucasVB assumed (based on copyright claims).
File:Sawtooth_pi.svg Source: https://upload.wikimedia.org/wikipedia/commons/0/04/Sawtooth_pi.svg License: CC BY-SA 3.0 Contrib-
utors: Own work Original artist: Krishnavedala
File:SquareWaveFourierArrows,rotated.gif Source: https://upload.wikimedia.org/wikipedia/commons/0/0f/
SquareWaveFourierArrows%2Crotated.gif License: CC0 Contributors: https://commons.wikimedia.org/wiki/File:
SquareWaveFourierArrows.gif Original artist: Bob K