Fourier series

A Fourier series (/ˈfʊrieɪ, -iər/[1]) is an expansion of a periodic function into a sum of trigonometric functions. The Fourier series is an example of a trigonometric
series, but not all trigonometric series are Fourier series.[2] By expressing a function as a sum of sines and cosines, many problems involving the function become
easier to analyze because trigonometric functions are well understood. For example, Fourier series were first used by Joseph Fourier to find solutions to the heat
equation. This application is possible because the derivatives of trigonometric functions fall into simple patterns. Fourier series cannot be used to approximate
arbitrary functions, because most functions have infinitely many terms in their Fourier series, and the series do not always converge. Well-behaved functions, for
example smooth functions, have Fourier series that converge to the original function. The coefficients of the Fourier series are determined by integrals of the
function multiplied by trigonometric functions, described in Common forms of the Fourier series below.

The study of the convergence of Fourier series focus on the behaviors of the partial sums, which means studying the behavior of the sum as more and more terms
from the series are summed. The figures below illustrate some partial Fourier series results for the components of a square wave.

A square wave (represented as the The first four partial sums of the Function (in red) is a Fourier
blue dot) is approximated by its Fourier series for a square wave. series sum of 6 harmonically
sixth partial sum (represented as As more harmonics are added, the related sine waves (in blue). Its
the purple dot), formed by summing partial sums converge to (become Fourier transform is a
the first six terms (represented as more and more like) the square frequency-domain representation
arrows) of the square wave's wave. that reveals the amplitudes of the
Fourier series. Each arrow starts at summed sine waves.
the vertical sum of all the arrows to
its left (i.e. the previous partial
sum).

Fourier series are closely related to the Fourier transform, which can be used to find the frequency information for functions that are not periodic. Periodic
functions can be identified with functions on a circle, for this reason Fourier series are the subject of Fourier analysis on a circle, usually denoted as or . The
Fourier transform is also part of Fourier Analysis, but is defined for functions on .

Since Fourier's time, many different approaches to defining and understanding the concept of Fourier series have been discovered, all of which are consistent with
one another, but each of which emphasizes different aspects of the topic. Some of the more powerful and elegant approaches are based on mathematical ideas and
tools that were not available in Fourier's time. Fourier originally defined the Fourier series for real-valued functions of real arguments, and used the sine and cosine
functions in the decomposition. Many other Fourier-related transforms have since been defined, extending his initial idea to many applications and birthing an area
of mathematics called Fourier analysis.

Common forms of the Fourier series

The Fourier series can be represented in different forms. The sine-cosine form, exponential form, and amplitude-phase form are expressed here for a periodic
function with periodicity of P.

Sine-cosine form

The Fourier series coefficients[3] are defined by the integrals:

Fig 1. The top graph shows a non-periodic function

s(x) in blue defined only over the red interval from
0 to P. The Fourier series can be thought of as
analyzing the periodic extension (bottom graph) of
the original function. The Fourier series is always
a periodic function, even if original function s(x)
wasn't.

Fourier series coefficients

  
 

   
(Eq. 1)

It is notable that is the average value of the function . This is a property that extends to similar transforms such as the Fourier transform.[A]

With these coefficients defined the Fourier series is:

Fourier series

 
 

 
 
(Eq. 2)

Many others use the symbol, because it is not always true that the sum of the Fourier series is equal to . It can fail to converge entirely, or converge to
something that differs from . While these situations can occur, their differences are rarely a problem in science and engineering, and authors in these
disciplines will sometimes write Eq. 2 with replaced by .

The integer index in the Fourier series coefficients is the number of cycles the corresponding or from the series make in the function's period .
Therefore the terms corresponding to and have:

a wavelength equal to and having the same units as .

a frequency equal to and having reciprocal units as .

Example

Consider a sawtooth function:

In this case, the Fourier coefficients are given by

Plot of the sawtooth wave, a periodic continuation of the linear

function on the interval

It can be shown that the Fourier series converges to at every point where is Animated plot of the first five successive partial Fourier series
differentiable, and therefore:

 
 

 
 
(Eq.8)

When is an odd multiple of , the Fourier series converges to 0, which is the half-sum of the left- and right-limit of s at . This is a particular instance of the
Dirichlet theorem for Fourier series.

This example leads to a solution of the Basel problem.

Exponential form

It is possible to simplify the integrals for the Fourier series coefficients by using Euler's formula.

With the definitions

Complex Fourier series coefficients

 
 

   
(Eq. 3)
By substituting equation Eq. 1 into Eq. 3 it can be shown that:[4]

Complex Fourier series coefficients

Given the complex Fourier series coefficients, it is possible to recover and from the formulas

Complex Fourier series coefficients

With these definitions the Fourier series is written as:

Fourier series, exponential form

(Eq. 4)
 

   
 

This is the customary form for generalizing to complex-valued functions. Negative values of correspond to negative frequency. (Also see Fourier transform
§ Negative frequency).

Amplitude-phase form

The Fourier series in amplitude-phase form is:

Fourier series, amplitude-phase form

 
 

 
 
(Eq. 5)

Its harmonic is .

is the harmonic's amplitude and is its phase shift.

The fundamental frequency of is the term for when equals 1, and can be referred to as the harmonic.
is sometimes called the harmonic or DC component. It is the mean value of .

Clearly Eq. 5 can represent functions that are just a sum of one or more of the harmonic frequencies. The remarkable thing, for those not yet familiar with this
concept, is that it can also represent the intermediate frequencies and/or non-sinusoidal functions because of the potentially infinite number of terms ( ).

The coefficients and can be understood and derived in terms of the cross-correlation between and
a sinusoid at frequency . For a general frequency and an analysis interval the cross-
correlation function:

Fig 2. The blue curve is the cross-correlation of a

square wave and a cosine function, as the phase
lag of the cosine varies over one cycle. The
amplitude and phase lag at the maximum value
are the polar coordinates of one harmonic in the
Fourier series expansion of the square wave. The
corresponding rectangular coordinates can be
determined by evaluating the cross-correlation at
just two phase lags separated by 90º.
  
 

 
 
(Eq. 6)

is essentially a matched filter, with template .[B] Here denotes   If is -periodic, is arbitrary, often chosen to be or But in

general, the Fourier series can also be used to represent a non-periodic function on just a finite interval, as depicted in Fig.1.

The maximum of is a measure of the amplitude of frequency in the function , and the value of at the maximum determines the phase of
that frequency. Figure 2 is an example, where is a square wave (not shown), and frequency is the harmonic. It is also an example of deriving the
maximum from just two samples, instead of searching the entire function. That is made possible by a trigonometric identity:

Equivalence of polar and rectangular forms

 
 

 
 
(Eq

Combining this with Eq. 6 gives:

which introduces the definitions of and .[5]  And we note for later reference that and can be simplified:

The derivative of is zero at the phase of maximum correlation.

And the correlation peak value is:

Therefore and are the rectangular coordinates of a vector with polar coordinates and

Extensions to non-periodic functions

Fourier series can also be applied to functions that are not necessarily periodic. The simplest extension occurs when the function is defined only in a fixed
interval . In this case the integrals defining the Fourier coefficients can be taken over this interval. In this case all of the convergence results will be
the same as for the periodic extension of to the whole real line. In particular, it may happen that for a continuous function there is a discontinuity in the
periodic extension of at and . In this case, it is possible to see Gibbs phenomenon at the end points of the interval.

For functions which have compact support, meaning that values of are defined everywhere but identically zero outside some fixed interval , the
Fourier series can be taken on any interval containing the support .

For both the cases above, it is sometimes desirable to take an even or odd reflection of the function, or extend it by zero in the case the function is only defined on
a finite interval. This allows one to prescribe desired properties for the Fourier coefficients. For example, by making the function even you ensure . This is
often known as a cosine series. One may similarly arrive at a sine series.

In the case where the function doesn't have compact support and is defined on entire real line, one can use the Fourier transform. Fourier series can be taken for a
truncated version of the function or to the periodic summation.

Partial Sum Operator

Frequently when describing how Fourier series behave, authors introduce the partial sum operator for a function .[6]

 
 

   
(Eq. 8)
Where are the Fourier coefficients of . Unlike series in calculus, it is important that the partial sums are taken symmetrically for Fourier series, otherwise
convergence results may not hold.

Convergence

A proof that a Fourier series is a valid representation of any periodic function (that satisfies the Dirichlet conditions) is overviewed in § Fourier theorem proving
convergence of Fourier series.

In engineering applications, the Fourier series is generally assumed to converge except at jump discontinuities since the functions encountered in engineering are
better-behaved than functions encountered in other disciplines. In particular, if is continuous and the derivative of (which may not exist everywhere) is
square integrable, then the Fourier series of converges absolutely and uniformly to .[7] If a function is square-integrable on the interval , then
the Fourier series converges to the function at almost everywhere. It is possible to define Fourier coefficients for more general functions or distributions, in which
case point wise convergence often fails, and convergence in norm or weak convergence is usually studied.

Four partial sums (Fourier series) Four partial sums (Fourier series) Example of convergence to a
of lengths 1, 2, 3, and 4 terms, of lengths 1, 2, 3, and 4 terms, somewhat arbitrary function. Note
showing how the approximation to showing how the approximation to the development of the "ringing"
a square wave improves as the a sawtooth wave improves as the (Gibbs phenomenon) at the
number of terms increases number of terms increases transitions to/from the vertical
(animation) (https://upload.wikimedi (animation) (https://upload.wikimedi sections.
a.org/wikipedia/commons/b/bd/Fou a.org/wikipedia/commons/1/1e/Fou
rier_series_square_wave_circles_ rier_series_sawtooth_wave_circles
animation.svg) _animation.svg)

Other common notations

The notation is inadequate for discussing the Fourier coefficients of several different functions. Therefore, it is customarily replaced by a modified form of the
function ( , in this case), such as or , and functional notation often replaces subscripting:

In engineering, particularly when the variable represents time, the coefficient sequence is called a frequency domain representation. Square brackets are often
used to emphasize that the domain of this function is a discrete set of frequencies.

Another commonly used frequency domain representation uses the Fourier series coefficients to modulate a Dirac comb:

where represents a continuous frequency domain. When variable has units of seconds, has units of hertz. The "teeth" of the comb are spaced at multiples
(i.e. harmonics) of , which is called the fundamental frequency. can be recovered from this representation by an inverse Fourier transform:
The constructed function is therefore commonly referred to as a Fourier transform, even though the Fourier integral of a periodic function is not
convergent at the harmonic frequencies.[C]

History
The Fourier series is named in honor of Jean-Baptiste Joseph Fourier (1768–1830), who made important contributions to the study of trigonometric series, after
preliminary investigations by Leonhard Euler, Jean le Rond d'Alembert, and Daniel Bernoulli.[D] Fourier introduced the series for the purpose of solving the heat
equation in a metal plate, publishing his initial results in his 1807 Mémoire sur la propagation de la chaleur dans les corps solides (Treatise on the propagation of
heat in solid bodies), and publishing his Théorie analytique de la chaleur (Analytical theory of heat) in 1822. The Mémoire introduced Fourier analysis,
specifically Fourier series. Through Fourier's research the fact was established that an arbitrary (at first, continuous[8] and later generalized to any piecewise-
smooth[9]) function can be represented by a trigonometric series. The first announcement of this great discovery was made by Fourier in 1807, before the French
Academy.[10] Early ideas of decomposing a periodic function into the sum of simple oscillating functions date back to the 3rd century BC, when ancient
astronomers proposed an empiric model of planetary motions, based on deferents and epicycles.

The heat equation is a partial differential equation. Prior to Fourier's work, no solution to the heat equation was known in the general case, although particular
solutions were known if the heat source behaved in a simple way, in particular, if the heat source was a sine or cosine wave. These simple solutions are now
sometimes called eigensolutions. Fourier's idea was to model a complicated heat source as a superposition (or linear combination) of simple sine and cosine waves,
and to write the solution as a superposition of the corresponding eigensolutions. This superposition or linear combination is called the Fourier series.

From a modern point of view, Fourier's results are somewhat informal, due to the lack of a precise notion of function and integral in the early nineteenth century.
Later, Peter Gustav Lejeune Dirichlet[11] and Bernhard Riemann[12][13][14] expressed Fourier's results with greater precision and formality.

Although the original motivation was to solve the heat equation, it later became obvious that the same techniques could be applied to a wide array of mathematical
and physical problems, and especially those involving linear differential equations with constant coefficients, for which the eigensolutions are sinusoids. The
Fourier series has many such applications in electrical engineering, vibration analysis, acoustics, optics, signal processing, image processing, quantum mechanics,
econometrics,[15] shell theory,[16] etc.

Beginnings

Joseph Fourier wrote:

Multiplying both sides by , and then integrating from to yields:

— Joseph Fourier, Mémoire sur la propagation de la chaleur dans les corps solides. (1807)[17][E]

This immediately gives any coefficient ak of the trigonometrical series for φ(y) for any function which has such an expansion. It works because if φ has such an
expansion, then (under suitable convergence assumptions) the integral

can be carried out term-by-term. But all terms involving for j ≠ k vanish when integrated from −1 to 1, leaving only the
term.

In these few lines, which are close to the modern formalism used in Fourier series, Fourier revolutionized both mathematics and physics. Although similar
trigonometric series were previously used by Euler, d'Alembert, Daniel Bernoulli and Gauss, Fourier believed that such trigonometric series could represent any
arbitrary function. In what sense that is actually true is a somewhat subtle issue and the attempts over many years to clarify this idea have led to important
discoveries in the theories of convergence, function spaces, and harmonic analysis.

When Fourier submitted a later competition essay in 1811, the committee (which included Lagrange, Laplace, Malus and Legendre, among others) concluded:
...the manner in which the author arrives at these equations is not exempt of difficulties and...his analysis to integrate them still leaves something to be desired on
the score of generality and even rigour.

Fourier's motivation

The Fourier series expansion of the sawtooth function (above) looks more complicated than the simple formula , so it is not immediately apparent why
one would need the Fourier series. While there are many applications, Fourier's motivation was in solving the heat equation. For example, consider a metal plate in
the shape of a square whose sides measure meters, with coordinates . If there is no heat source within the plate, and if three of the four
sides are held at 0 degrees Celsius, while the fourth side, given by , is maintained at the temperature gradient degrees Celsius, for in ,
then one can show that the stationary heat distribution (or the heat distribution after a long period of time has elapsed) is given by
Here, sinh is the hyperbolic sine function. This solution of the heat equation is obtained by multiplying each term of Eq.6
by . While our example function seems to have a needlessly complicated Fourier series, the heat
distribution is nontrivial. The function cannot be written as a closed-form expression. This method of solving
the heat problem was made possible by Fourier's work.

Complex Fourier series animation

An example of the ability of the complex Fourier series to trace any two dimensional closed figure is shown in the adjacent
animation of the complex Fourier series tracing the letter 'e' (for exponential). Note that the animation uses the variable 't' to
parameterize the letter 'e' in the complex plane, which is equivalent to using the parameter 'x' in this article's subsection on
complex valued functions.
Heat distribution in a metal plate,
In the animation's back plane, the rotating vectors are aggregated in an order that alternates between a vector rotating in the using Fourier's method
positive (counter clockwise) direction and a vector rotating at the same frequency but in the negative (clockwise) direction,
resulting in a single tracing arm with lots of zigzags. This perspective shows how the addition of each pair of rotating
vectors (one rotating in the positive direction and one rotating in the negative direction) nudges the previous trace (shown
as a light gray dotted line) closer to the shape of the letter 'e'.

In the animation's front plane, the rotating vectors are aggregated into two sets, the set of all the positive rotating vectors
and the set of all the negative rotating vectors (the non-rotating component is evenly split between the two), resulting in two
tracing arms rotating in opposite directions. The animation's small circle denotes the midpoint between the two arms and
also the midpoint between the origin and the current tracing point denoted by '+'. This perspective shows how the complex Complex Fourier series tracing the
Fourier series is an extension (the addition of an arm) of the complex geometric series which has just one arm. It also shows letter 'e'. (The Julia source code that
how the two arms coordinate with each other. For example, as the tracing point is rotating in the positive direction, the generates the frames of this
negative direction arm stays parked. Similarly, when the tracing point is rotating in the negative direction, the positive animation is here[18] in Appendix B.)
direction arm stays parked.

In between the animation's back and front planes are rotating trapezoids whose areas represent the values of the complex Fourier series terms. This perspective
shows the amplitude, frequency, and phase of the individual terms of the complex Fourier series in relation to the series sum spatially converging to the letter 'e' in
the back and front planes. The audio track's left and right channels correspond respectively to the real and imaginary components of the current tracing point '+' but
increased in frequency by a factor of 3536 so that the animation's fundamental frequency (n=1) is a 220 Hz tone (A220).

Other applications

Another application is to solve the Basel problem by using Parseval's theorem. The example generalizes and one may compute ζ(2n), for any positive integer n.

Table of common Fourier series

Some common pairs of periodic functions and their Fourier series coefficients are shown in the table below.

designates a periodic function with period .

designate the Fourier series coefficients (sine-cosine form) of the periodic function .
 Frequency domain (sine-cosine
form)
Time domain
Plot Remarks Reference

Full-wave rectified sine [19]: p. 193 

Half-wave rectified [19]: p. 193 

sine

[19]: p. 192 

[19]: p. 192 

[19]: p. 193 

Table of basic properties

This table shows some mathematical operations in the time domain and the corresponding effect in the Fourier series coefficients. Notation:

Complex conjugation is denoted by an asterisk.

designate -periodic functions or functions defined only for
designate the Fourier series coefficients (exponential form) of and
 Property Time domain Frequency domain (exponential form) Remarks Reference

Linearity

Time reversal / Frequency reversal [20]: p. 610 

Time conjugation [20]: p. 610 

Time reversal & conjugation

Real part in time

Imaginary part in time

Real part in frequency

Imaginary part in frequency

Shift in time / Modulation in frequency [20]: p. 610 

Shift in frequency / Modulation in time [20]: p. 610 

Symmetry properties
When the real and imaginary parts of a complex function are decomposed into their even and odd parts, there are four components, denoted below by the
subscripts RE, RO, IE, and IO. And there is a one-to-one mapping between the four components of a complex time function and the four components of its
complex frequency transform:[21]

From this, various relationships are apparent, for example:

The transform of a real-valued function (s + sRO) is the even symmetric function SRE + i SIO. Conversely, an even-symmetric transform
RE
implies a real-valued time-domain.
The transform of an imaginary-valued function (i s + i s ) is the odd symmetric function S + i SIE, and the converse is true.
IE IO RO
The transform of an even-symmetric function (s + i sIO) is the real-valued function SRE + SRO, and the converse is true.
RE
The transform of an odd-symmetric function (s + i sIE) is the imaginary-valued function i SIE + i SIO, and the converse is true.
RO

Other properties

Riemann–Lebesgue lemma

If is integrable, , and This result is known as the Riemann–Lebesgue lemma.

Parseval's theorem

If belongs to (periodic over an interval of length ) then:

An extension of Parseval's theorem to ; If belongs to (periodic over an interval of length ), and is of a finite-length then:[22]

for , then

and for , then

Plancherel's theorem

If are coefficients and then there is a unique function such that for every .

Convolution theorems

Given -periodic functions, and with Fourier series coefficients and

 The pointwise product:

is also -periodic, and its Fourier series coefficients are given by the discrete convolution of the and sequences:

The periodic convolution:

is also -periodic, with Fourier series coefficients:

A doubly infinite sequence in is the sequence of Fourier coefficients of a function in if and only if it is a convolution
of two sequences in . See [23]

Derivative property

We say that belongs to if is a 2π -periodic function on which is times differentiable, and its derivative is continuous.

If , then the Fourier coefficients of the derivative can be expressed in terms of the Fourier coefficients of the function ,
via the formula .

If , then . In particular, since for a fixed we have as , it follows that tends to

zero, which means that the Fourier coefficients converge to zero faster than the kth power of n for any .

Compact groups

One of the interesting properties of the Fourier transform which we have mentioned, is that it carries convolutions to pointwise products. If that is the property
which we seek to preserve, one can produce Fourier series on any compact group. Typical examples include those classical groups that are compact. This
generalizes the Fourier transform to all spaces of the form L2 (G), where G is a compact group, in such a way that the Fourier transform carries convolutions to
pointwise products. The Fourier series exists and converges in similar ways to the [−π,π] case.

An alternative extension to compact groups is the Peter–Weyl theorem, which proves results about representations of compact groups analogous to those about
finite groups.

Riemannian manifolds

If the domain is not a group, then there is no intrinsically defined convolution. However, if is a compact Riemannian
manifold, it has a Laplace–Beltrami operator. The Laplace–Beltrami operator is the differential operator that corresponds to
Laplace operator for the Riemannian manifold . Then, by analogy, one can consider heat equations on . Since Fourier
arrived at his basis by attempting to solve the heat equation, the natural generalization is to use the eigensolutions of the
Laplace–Beltrami operator as a basis. This generalizes Fourier series to spaces of the type , where is a The atomic orbitals of chemistry are
Riemannian manifold. The Fourier series converges in ways similar to the case. A typical example is to take to partially described by spherical
be the sphere with the usual metric, in which case the Fourier basis consists of spherical harmonics. harmonics, which can be used to
produce Fourier series on the
sphere.
Locally compact Abelian groups

The generalization to compact groups discussed above does not generalize to noncompact, nonabelian groups. However, there is a straightforward generalization
to Locally Compact Abelian (LCA) groups.

This generalizes the Fourier transform to or , where is an LCA group. If is compact, one also obtains a Fourier series, which converges
similarly to the case, but if is noncompact, one obtains instead a Fourier integral. This generalization yields the usual Fourier transform when the
underlying locally compact Abelian group is .

Extensions

Fourier series on a square

We can also define the Fourier series for functions of two variables and in the square :
Aside from being useful for solving partial differential equations such as the heat equation, one notable application of Fourier series on the square is in image
compression. In particular, the JPEG image compression standard uses the two-dimensional discrete cosine transform, a discrete form of the Fourier cosine
transform, which uses only cosine as the basis function.

For two-dimensional arrays with a staggered appearance, half of the Fourier series coefficients disappear, due to additional symmetry.[24]

Fourier series of Bravais-lattice-periodic-function

A three-dimensional Bravais lattice is defined as the set of vectors of the form:

where are integers and are three linearly independent vectors. Assuming we have some function, , such that it obeys the condition of periodicity for any
Bravais lattice vector , , we could make a Fourier series of it. This kind of function can be, for example, the effective potential that one
electron "feels" inside a periodic crystal. It is useful to make the Fourier series of the potential when applying Bloch's theorem. First, we may write any arbitrary
position vector in the coordinate-system of the lattice:

where meaning that is defined to be the magnitude of , so is the unit vector directed along .

Thus we can define a new function,

This new function, , is now a function of three-variables, each of which has periodicity , , and respectively:

This enables us to build up a set of Fourier coefficients, each being indexed by three independent integers . In what follows, we use function notation
to denote these coefficients, where previously we used subscripts. If we write a series for on the interval for , we can define the following:

And then we can write:

Further defining:

We can write once again as:

Finally applying the same for the third coordinate, we define:

We write as:

Re-arranging:

Now, every reciprocal lattice vector can be written (but does not mean that it is the only way of writing) as , where are integers
and are reciprocal lattice vectors to satisfy ( for , and for ). Then for any arbitrary reciprocal lattice vector and
arbitrary position vector in the original Bravais lattice space, their scalar product is:

So it is clear that in our expansion of , the sum is actually over reciprocal lattice vectors:

where

Assuming

we can solve this system of three linear equations for , , and in terms of , and in order to calculate the volume element in the original rectangular
coordinate system. Once we have , , and in terms of , and , we can calculate the Jacobian determinant:

which after some calculation and applying some non-trivial cross-product identities can be shown to be equal to:

(it may be advantageous for the sake of simplifying calculations, to work in such a rectangular coordinate system, in which it just so happens that is parallel to
the x axis, lies in the xy-plane, and has components of all three axes). The denominator is exactly the volume of the primitive unit cell which is enclosed by
the three primitive-vectors , and . In particular, we now know that

We can write now as an integral with the traditional coordinate system over the volume of the primitive cell, instead of with the , and variables:

writing for the volume element ; and where is the primitive unit cell, thus, is the volume of the primitive unit cell.
Hilbert space interpretation

In the language of Hilbert spaces, the set of functions is an orthonormal basis for the space of square-integrable functions on
. This space is actually a Hilbert space with an inner product given for any two elements and by:

where is the complex conjugate of

The basic Fourier series result for Hilbert spaces can be written as

This corresponds exactly to the complex exponential formulation given above. The version
with sines and cosines is also justified with the Hilbert space interpretation. Indeed, the sines
and cosines form an orthogonal set:

(where δmn is the Kronecker delta), and

Sines and cosines form an orthogonal set, as illustrated above. The

integral of sine, cosine and their product is zero (green and red
areas are equal, and cancel out) when , or the functions are
furthermore, the sines and cosines are orthogonal to the constant function . An orthonormal different, and π only if and are equal, and the function used is
basis for consisting of real functions is formed by the functions and the same. They would form an orthonormal set, if the integral
, with n= 1,2,.... The density of their span is a consequence of the equaled 1 (that is, each function would need to be scaled by
Stone–Weierstrass theorem, but follows also from the properties of classical kernels like the ).
Fejér kernel.

Fourier theorem proving convergence of Fourier series

These theorems, and informal variations of them that don't specify the convergence conditions, are sometimes referred to generically as Fourier's theorem or the
Fourier theorem.[25][26][27][28]

The earlier Eq.7

is a trigonometric polynomial of degree that can be generally expressed as:

Least squares property

Parseval's theorem implies that:

Theorem — The trigonometric polynomial is the unique best trigonometric polynomial of degree approximating , in the sense that, for
any trigonometric polynomial of degree , we have:

where the Hilbert space norm is defined as:

Convergence theorems

Because of the least squares property, and because of the completeness of the Fourier basis, we obtain an elementary convergence result.
 Theorem — If belongs to (an interval of length ), then converges to in , that is,  converges to 0 as .

We have already mentioned that if is continuously differentiable, then is the Fourier coefficient of the derivative . It follows, essentially from
the Cauchy–Schwarz inequality, that is absolutely summable. The sum of this series is a continuous function, equal to , since the Fourier series converges in
the mean to :

Theorem — If , then converges to uniformly (and hence also pointwise.)

This result can be proven easily if is further assumed to be , since in that case tends to zero as . More generally, the Fourier series is
absolutely summable, thus converges uniformly to , provided that satisfies a Hölder condition of order . In the absolutely summable case, the
inequality:

proves uniform convergence.

Many other results concerning the convergence of Fourier series are known, ranging from the moderately simple result that the series converges at if is
differentiable at , to Lennart Carleson's much more sophisticated result that the Fourier series of an function actually converges almost everywhere.

Divergence

Since Fourier series have such good convergence properties, many are often surprised by some of the negative results. For example, the Fourier series of a
continuous T-periodic function need not converge pointwise. The uniform boundedness principle yields a simple non-constructive proof of this fact.

In 1922, Andrey Kolmogorov published an article titled Une série de Fourier-Lebesgue divergente presque partout in which he gave an example of a Lebesgue-
integrable function whose Fourier series diverges almost everywhere. He later constructed an example of an integrable function whose Fourier series diverges
everywhere (Katznelson 1976).

See also
ATS theorem Gibbs phenomenon
Carleson's theorem Half range Fourier series
Dirichlet kernel Laurent series – the substitution q = eix transforms a Fourier series
Discrete Fourier transform into a Laurent series, or conversely. This is used in the q-series
Fast Fourier transform expansion of the j-invariant.
Fejér's theorem Least-squares spectral analysis
Fourier analysis Multidimensional transform
Fourier sine and cosine series Spectral theory
Fourier transform Sturm–Liouville theory
Residue theorem integrals of f(z), singularities, poles

Notes
A. Some authors define differently so that the same integral can be used to define and . This changes Eq. 2 so that the first term needs
to be divided by 2, and is no longer the average value.
B. The scale factor which could be inserted later, results in a series that converges to instead of
C. Since the integral defining the Fourier transform of a periodic function is not convergent, it is necessary to view the periodic function and its
transform as distributions. In this sense is a Dirac delta function, which is an example of a distribution.
D. These three did some important early work on the wave equation, especially D'Alembert. Euler's work in this area was mostly
comtemporaneous/ in collaboration with Bernoulli, although the latter made some independent contributions to the theory of waves and
vibrations. (See Fetter & Walecka 2003, pp. 209–210).
E. These words are not strictly Fourier's. Whilst the cited article does list the author as Fourier, a footnote indicates that the article was actually
written by Poisson (that it was not written by Fourier is also clear from the consistent use of the third person to refer to him) and that it is, "for
reasons of historical interest", presented as though it were Fourier's original memoire.

References
1. "Fourier" (https://www.dictionary.com/browse/Fourier). 5. Dorf, Richard C.; Tallarida, Ronald J. (1993). Pocket Book of
Dictionary.com Unabridged (Online). n.d. Electrical Engineering Formulas (1st ed.). Boca Raton,FL: CRC
2. Zygmund, A. (2002). Trigonometric Series (3nd ed.). Cambridge, Press. pp. 171–174. ISBN 0849344735.
UK: Cambridge University Press. ISBN 0-521-89053-5. 6. Katznelson, Yitzhak (1976). An introduction to Harmonic Analysis
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Equations (2nd ed.). Englewood Cliffs, New Jersey: Prentice Hall. ISBN 0-486-63331-4.
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pp. 42–44. ISBN 0-521-59771-4.
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the nineteenth century" (https://books.google.com/books?id=91AqB Oeuvres de Fourier (http://gallica.bnf.fr/ark:/12148/bpt6k33707.imag
gAAQBAJ&pg=PA204). In Ten, C. L. (ed.). Routledge History of e.r=Oeuvres+de+Fourier.f223.pagination.langFR) [The Works of
Philosophy. Vol. VII: The Nineteenth Century. Routledge. p. 204. Fourier] (in French). Paris: Gauthier-Villars et Fils. pp. 218–219 –
ISBN 978-1-134-92880-4. via Gallica.
9. Fasshauer, Greg (2015). "Fourier Series and Boundary Value 18. Sepesi, G (13 February 2022). "Zeno's Enduring Example" (https://t
Problems" (http://www.math.iit.edu/~fass/Notes461_Ch3Print.pdf) owardsdatascience.com/zenos-illustrative-example-bb371b99f25
(PDF). Math 461 Course Notes, Ch 3. Department of Applied a?source=friends_link&sk=8a6f90c96adf5b4a28d223a4a0db735
Mathematics, Illinois Institute of Technology. Retrieved 6 November 0). Towards Data Science. pp. Appendix B.
2020. 19. Papula, Lothar (2009). Mathematische Formelsammlung: für
10. Cajori, Florian (1893). A History of Mathematics (https://archive.org/ Ingenieure und Naturwissenschaftler [Mathematical Functions for
details/ahistorymathema00cajogoog). Macmillan. p. 283 (https://arc Engineers and Physicists] (in German). Vieweg+Teubner Verlag.
hive.org/details/ahistorymathema00cajogoog/page/n254). ISBN 978-3834807571.
11. Lejeune-Dirichlet, Peter Gustav (1829). "Sur la convergence des 20. Shmaliy, Y.S. (2007). Continuous-Time Signals. Springer.
séries trigonométriques qui servent à représenter une fonction ISBN 978-1402062711.
arbitraire entre des limites données" (https://archive.org/details/arxiv 21. Proakis, John G.; Manolakis, Dimitris G. (1996). Digital Signal
-0806.1294) [On the convergence of trigonometric series which Processing: Principles, Algorithms, and Applications (https://archiv
serve to represent an arbitrary function between two given limits]. e.org/details/digitalsignalpro00proa) (3rd ed.). Prentice Hall. p. 291
Journal für die reine und angewandte Mathematik (in French). 4: (https://archive.org/details/digitalsignalpro00proa/page/291).
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12. "Ueber die Darstellbarkeit einer Function durch eine 22. Sharkas, Hesham (2022). "Solution of Integral of The Fourth Power
trigonometrische Reihe" (http://www.maths.tcd.ie/pub/HistMath/Peo of a Finite-Length Exponential Fourier Series". ResearchGate.
ple/Riemann/Trig/) [About the representability of a function by a doi:10.13140/RG.2.2.31527.83368/2 (https://doi.org/10.13140%2FR
trigonometric series]. Habilitationsschrift, Göttingen; 1854. G.2.2.31527.83368%2F2).
Abhandlungen der Königlichen Gesellschaft der Wissenschaften zu
23. "Characterizations of a linear subspace associated with Fourier
Göttingen, vol. 13, 1867. Published posthumously for Riemann by
series" (https://mathoverflow.net/q/46626). MathOverflow. 2010-11-
Richard Dedekind (in German). Archived (https://web.archive.org/w
19. Retrieved 2014-08-08.
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Riemann/Trig/) from the original on 20 May 2008. Retrieved 19 May 24. Vanishing of Half the Fourier Coefficients in Staggered Arrays (http
2008. s://www.youtube.com/watch?v=V7l9Im9zneg)
13. Mascre, D.; Riemann, Bernhard (1867), "Posthumous Thesis on the 25. Siebert, William McC. (1985). Circuits, signals, and systems (https://
Representation of Functions by Trigonometric Series", in Grattan- books.google.com/books?id=zBTUiIrb2WIC&q=%22fourier%27s+t
Guinness, Ivor (ed.), Landmark Writings in Western Mathematics heorem%22&pg=PA402). MIT Press. p. 402. ISBN 978-0-262-
1640–1940 (https://books.google.com/books?id=UdGBy8iLpocC), 19229-3.
Elsevier (published 2005), p. 49, ISBN 9780080457444 26. Marton, L.; Marton, Claire (1990). Advances in Electronics and
14. Remmert, Reinhold (1991). Theory of Complex Functions: Electron Physics (https://books.google.com/books?id=27c1WOjCB
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SF4jf7GEC). Springer. p. 29. ISBN 9780387971957. p. 369. ISBN 978-0-12-014650-5.
15. Nerlove, Marc; Grether, David M.; Carvalho, Jose L. (1995). 27. Kuzmany, Hans (1998). Solid-state spectroscopy (https://books.goo
Analysis of Economic Time Series. Economic Theory, gle.com/books?id=-laOoZitZS8C&q=%22fourier+theorem%22&pg=
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Further reading
William E. Boyce; Richard C. DiPrima (2005). Elementary Differential Fetter, Alexander L.; Walecka, John Dirk (2003). Theoretical Mechanics
Equations and Boundary Value Problems (8th ed.). New Jersey: of Particles and Continua (https://books.google.com/books?id=olMp
John Wiley & Sons, Inc. ISBN 0-471-43338-1. StYOlnoC&pg=PA209). Courier. ISBN 978-0-486-43261-8.
Joseph Fourier, translated by Alexander Freeman (2003). The Felix Klein, Development of mathematics in the 19th century. Mathsci
Analytical Theory of Heat. Dover Publications. ISBN 0-486-49531- Press Brookline, Mass, 1979. Translated by M. Ackerman from
0. 2003 unabridged republication of the 1878 English translation by Vorlesungen über die Entwicklung der Mathematik im 19
Alexander Freeman of Fourier's work Théorie Analytique de la Jahrhundert, Springer, Berlin, 1928.
Chaleur, originally published in 1822. Walter Rudin (1976). Principles of mathematical analysis (https://archiv
Enrique A. Gonzalez-Velasco (1992). "Connections in Mathematical e.org/details/principlesofmath00rudi) (3rd ed.). New York: McGraw-
Analysis: The Case of Fourier Series". American Mathematical Hill, Inc. ISBN 0-07-054235-X.
Monthly. 99 (5): 427–441. doi:10.2307/2325087 (https://doi.org/10.2 A. Zygmund (2002). Trigonometric Series (third ed.). Cambridge:
307%2F2325087). JSTOR 2325087 (https://www.jstor.org/stable/23 Cambridge University Press. ISBN 0-521-89053-5. The first edition
25087). was published in 1935.

External links
"Fourier series" (https://www.encyclopediaofmath.org/index.php?title=Fourier_series), Encyclopedia of Mathematics, EMS Press, 2001 [1994]
Hobson, Ernest (1911). "Fourier's Series"  (https://en.wikisource.org/wiki/1911_Encyclop%C3%A6dia_Britannica/Fourier%27s_Series).
Encyclopædia Britannica. Vol. 10 (11th ed.). pp. 753–758.
Weisstein, Eric W. "Fourier Series" (https://mathworld.wolfram.com/FourierSeries.html). MathWorld.
Joseph Fourier – A site on Fourier's life which was used for the historical section of this article (https://web.archive.org/web/20011205152434/
http://www.shsu.edu/~icc_cmf/bio/fourier.html) at the Wayback Machine (archived December 5, 2001)

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