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Fourier Series: Sergio Castro

The document defines a complex Fourier series as an infinite sum of terms involving complex exponentials. A Fourier series decomposes functions into a sum of simple oscillating functions like sines and cosines. The Fourier coefficients that determine the series are found by integrating the function against complex exponentials. Bessel's inequality relates the Fourier coefficients to the integral of the squared function. The theorem states that if a function is differentiable at a point, its Fourier series converges to the function's value at that point.

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Sergio Castro
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83 views4 pages

Fourier Series: Sergio Castro

The document defines a complex Fourier series as an infinite sum of terms involving complex exponentials. A Fourier series decomposes functions into a sum of simple oscillating functions like sines and cosines. The Fourier coefficients that determine the series are found by integrating the function against complex exponentials. Bessel's inequality relates the Fourier coefficients to the integral of the squared function. The theorem states that if a function is differentiable at a point, its Fourier series converges to the function's value at that point.

Uploaded by

Sergio Castro
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Fourier Series

Sergio Castro
Denition
A complex Fourier series is a two-tailed series of the form

ck eik = + c2 e2i + c1 ei + c0 + c1 ei + c2 e2i + . . . .


k=

(1)

A complex Fourier series is a case of a Laurent series expansion. From the Laurent Decomposition theorem, we know that for 0 < + a function f (z) analytic on < |z z0 | < can be decomposed to
f (z) = f0 (z) + f1 (z)

where f (z) is analytic for |z z0 | < and f1 (z) is analytic for |z z0 | > and . Expressing f0 (z)+f1 (z) as a two-tailed series we write the Laurent Expansion

f (z) =
k=

ak (z z0 )k

for < |z z0 | <

which converges absolutely and converges uniformly for r |z z0 | s (where < r < s < ). Expressing z in terms of , we write the Laurent Expansion on the circle |z| = r as
z = rei

f (z) = f (re ) =
k=

ak rk eik .

Set ck = ak rk and we have the Fourier series expansion (1) associated with f (rei ), a function of . The Fourier coecients of our Fourier expansion are ck = ak rk for < k < . To nd the set of ck , suppose we have a function f (ei ) such that

f (e ) =
k=

cj eij .

To isolate cj , we make our term in the series equal to one by multiplying d by eik and integrating with respect to 2

eij eik =
j=

eij eik

1 d = 2 2

ei(jk) d =

1 if j = k 0 if j = k

So for f (rei ) we can write

f (re )e

ik d

=
j=

cj

eij eik

d = ck 2

Thus, the Fourier coecients of any piecewise continuous function f (ei ) are

ck =

f (ei )eik

d 2

for < k <

(2)

Example.

We now show that a Fourier series decomposes functions into a sum of simple oscillating functions (sines and cosines). Let's nd a Fourier series for 1 if < < 0 f (ei ) = 1 if 0 < <
0

We begin by nding the Fourier coecients ck (2). For k = 0,


ck =

eik

d + 2

eik
0

d 1 = (1 (1)k ) = 2 ik

0
2 ik

if k is even if k is odd

So the complex Fourier series of f (ei ) is associated with


2 1 ik 2 3i 2 2 2 3i e = + ( )e + ( )ei + ( )ei + ( )e + . . . i k odd k 3i i i 3i

Using Euler's formula, we can see that the cosine terms of every k and k pair cancel out leaving only the sum of sines
= 1 1 4 (sin + sin 3) + sin 5 + . . . ). 3 5

We will now use the following theorem in the proof for the convergence of the Fourier series from this example.

Bessel's Inequality.
ck e
ik

, then

If f (ei ) is piecewise continuous with Fourier series


|ck |2
k=

|f (ei )|2

d 2

We will not prove the inequality, but it follows that ck 0 as k .

Theorem.

Suppose f (ei ) is piecewise continuous with the Fourier series ck eik . If f (ei ) is dierentiable at 0 , then the Fourier series of f (ei converges to f (ei0 ) at = 0 ,
n

f (e ) =
k=

i0

ck e

ik0

= lim

m,n

ck eik0
k=m

Proof.

We begin by proving the theorem for 0 = 0 and ei0 = 1. We want to show that f (ei ) converges to f (1) at = 0. We dene
f (ei ) f (1) g(e ) = (ei 1)
i

(3)

and assume f (ei ) is dierentiable at = 0. This implies that lim g(ei ) 0 exists and that g(ei ) is piecewise continuous. Let's nd the the Fourier coecients, bk , associated with bk eik for g(ei ). Bessel's Inequality tells us that bk 0 as k , so we can compute ck from bk . From (3) we get
f (ei ) = g(ei )(ei 1) + f (1) so d i i ik d ck = g(e )(e 1)e + f (1) eik 2 2

Expressing these integrals in terms of bk , we get ck = bk1 bk for k = 0 and c0 = b1 b0 + f (1), so


n n

ck = f (1) +
k=m k=m

(bk1 bk ) = f (1) + bm1 bn

which tends to f(1) as m, n . This proves that the series converges for = 0. For = 0, we dene
h(ei ) = f (ei(+0 ) ) associated with ak eik

to be piecewise continuous and dierentiable at = 0.

ak =

f (e

i(+0 )

)e

ik d

f (eikg )eikg eik0

dg = ck eik0 2 ak .

So the Fourier series of f (ei ) evaluated at = 0 is

ak eik0 =

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