Fourier series

Last updated

In mathematics, a Fourier series ( /ˈfʊri,-iər/ [1] ) is a periodic function composed of harmonically related sinusoids, combined by a weighted summation. With appropriate weights, one cycle (or period) of the summation can be made to approximate an arbitrary function in that interval (or the entire function if it too is periodic). As such, the summation is a synthesis of another function. The discrete-time Fourier transform is an example of Fourier series. The process of deriving weights that describe a given function is a form of Fourier analysis. For functions on unbounded intervals, the analysis and synthesis analogies are Fourier transform and inverse transform.

Contents

Function
s
(
x
)
{\displaystyle s(x)}
(in red) is a sum of six sine functions of different amplitudes and harmonically related frequencies. Their summation is called a Fourier series. The Fourier transform,
S
(
f
)
{\displaystyle S(f)}
(in blue), which depicts amplitude vs frequency, reveals the 6 frequencies (at odd harmonics) and their amplitudes (1/odd number). Fourier series and transform.gif
Function (in red) is a sum of six sine functions of different amplitudes and harmonically related frequencies. Their summation is called a Fourier series. The Fourier transform, (in blue), which depicts amplitude vs frequency, reveals the 6 frequencies (at odd harmonics) and their amplitudes (1/odd number).

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. [upper-alpha 1] 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 [2] and later generalized to any piecewise-smooth [3] ) 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. [4] 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 [5] and Bernhard Riemann [6] [7] [8] 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, [9] shell theory, [10] etc.

Definition

Consider a real-valued function, that is integrable on an interval of length which will be the period of the Fourier series. The correlation function:

is essentially a matched filter, with template Its peak value is a relative measure of the presence of frequency in function The analysis process determines, for certain key frequencies, the maximum correlation and the corresponding phase offset, The synthesis process (the actual Fourier series), in terms of parameters to be determined by analysis, is:

Fourier series, amplitude-phase form

 

 

 

 

(Eq.1)

The sum of the sinusoidal components of a Fourier series is a periodic function, whether or not the original function, s(x), is periodic. Fourier series illustration.svg
The sum of the sinusoidal components of a Fourier series is a periodic function, whether or not the original function, s(x), is periodic.
If
s
(
t
)
{\displaystyle s(t)}
is a function contained in an interval of length
P
{\displaystyle P}
(and zero elsewhere), the upper-right quadrant is an example of what its Fourier series coefficients (
A
n
{\displaystyle A_{n}}
) might look like when plotted against their corresponding harmonic frequencies. The upper-left quadrant is the corresponding Fourier transform of
s
(
t
)
.
{\displaystyle s(t).}
The Fourier series summation (not shown) synthesizes a periodic summation of
s
(
t
)
,
{\displaystyle s(t),}
whereas the inverse Fourier transform (not shown) synthesizes only
s
(
t
)
.
{\displaystyle s(t).} Fourier transform, Fourier series, DTFT, DFT.svg
If is a function contained in an interval of length (and zero elsewhere), the upper-right quadrant is an example of what its Fourier series coefficients () might look like when plotted against their corresponding harmonic frequencies. The upper-left quadrant is the corresponding Fourier transform of The Fourier series summation (not shown) synthesizes a periodic summation of whereas the inverse Fourier transform (not shown) synthesizes only

Rather than computationally intensive cross-correlation, Fourier analysis customarily exploits a trigonometric identity:

where parameters and replace and and can be found by evaluating the cross-correlation at only two values of phase: [11]

Fourier coefficients

 

 

 

 

(Eq.2)

Then: and (see Atan2) or more directly:

Fourier series, sine-cosine form

 

 

 

 

(Eq.3)

And note that and can be reduced to    and  

Another applicable identity is Euler's formula. Here, complex conjugation is denoted by an asterisk:

Therefore, with definitions:

the final result is:

Fourier series, exponential form

 

 

 

 

(Eq.4)

This is the customary form for generalizing to complex-valued (next section).

Complex-valued functions

If is a complex-valued function of a real variable both components (real and imaginary part) are real-valued functions that can be represented by a Fourier series. The two sets of coefficients and the partial sum are given by:

   and   

Defining yields:

 

 

 

 

(Eq.5)

This is identical to Eq.4 except and are no longer complex conjugates. The formula for is also unchanged:

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. [upper-alpha 2]

Convergence

In engineering applications, the Fourier series is generally presumed to converge almost everywhere (the exceptions being at discrete discontinuities) since the functions encountered in engineering are better-behaved than the functions that mathematicians can provide as counter-examples to this presumption. 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 . [12] If a function is square-integrable on the interval , then the Fourier series converges to the function at almost every point. Convergence of Fourier series also depends on the finite number of maxima and minima in a function which is popularly known as one of the Dirichlet's condition for Fourier series. See Convergence of Fourier series. It is possible to define Fourier coefficients for more general functions or distributions, in such cases convergence in norm or weak convergence is usually of interest.

An interactive animation can be seen here.

Examples

Example 1: a simple Fourier series

Plot of the sawtooth wave, a periodic continuation of the linear function
s
(
x
)
=
x
/
p
{\displaystyle s(x)=x/\pi }
on the interval
(
-
p
,
p
]
{\displaystyle (-\pi ,\pi ]} Sawtooth pi.svg
Plot of the sawtooth wave, a periodic continuation of the linear function on the interval
Animated plot of the first five successive partial Fourier series Periodic identity function.gif
Animated plot of the first five successive partial Fourier series

We now use the formula above to give a Fourier series expansion of a very simple function. Consider a sawtooth wave

In this case, the Fourier coefficients are given by

It can be proven that Fourier series converges to at every point where is differentiable, and therefore:

 

 

 

 

(Eq.7)

When , 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 us to a solution to the Basel problem.

Example 2: Fourier's motivation

Heat distribution in a metal plate, using Fourier's method Fourier heat in a plate.png
Heat distribution in a metal plate, using Fourier's method

The Fourier series expansion of our function in Example 1 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.7 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.

Example 3: complex Fourier series animation

complex Fourier series converging to drawing of the letter 'e'

An example of the ability of the complex Fourier series to draw any two dimensional closed figure is shown in the adjacent animation of the complex Fourier series converging to a drawing in the complex plane of the letter 'e' (for exponential). The animation alternates between fast rotations to take less time and slow rotations to show more detail. The terms of the complex Fourier series are shown in two rotating arms: one arm is an aggregate of all the complex Fourier series terms that rotate in the positive direction (counter clockwise, according to the right hand rule), the other arm is an aggregate of all the complex Fourier series terms that rotate in the negative direction. The constant term that does not rotate at all is evenly split between the two arms. The animation's small circle represents the midpoint between the extent of the two arms, which is also the midpoint between the origin and the complex Fourier series approximation which is the '+' symbol in the animation. (The GNU Octave source code for generating this animation is here. [13] Note that the animation uses the variable 't' to parameterize the drawing in the complex plane, equivalent to the use of the parameter 'x' in this article's subsection on complex valued functions.)

Other applications

Another application of this Fourier series 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.

Beginnings

Joseph Fourier wrote:[ dubious ]

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

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 jk vanish when integrated from −1 to 1, leaving only the kth 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 .[ citation needed ]

Birth of harmonic analysis

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 at the time Fourier completed his original work. Fourier originally defined the Fourier series for real-valued functions of real arguments, and using the sine and cosine functions as the basis set for the decomposition.

Many other Fourier-related transforms have since been defined, extending the initial idea to other applications. This general area of inquiry is now sometimes called harmonic analysis. A Fourier series, however, can be used only for periodic functions, or for functions on a bounded (compact) interval.

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, which is a Fourier-related transform using only the cosine basis functions.[ citation needed ]

Fourier series of Bravais-lattice-periodic-function

The 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 following condition 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 a Fourier series of the potential then when applying Bloch's theorem. First, we may write any arbitrary vector in the coordinate-system of the lattice:

where

Thus we can define a new function,

This new function, , is now a function of three-variables, each of which has periodicity a1, a2, a3 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 g on the interval [0, a1] for x1, 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 as , where are integers and are the reciprocal lattice vectors, we can use the fact that to calculate that for any arbitrary reciprocal lattice vector and arbitrary vector in space , their scalar product is:

And so it is clear that in our expansion, 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 cartesian 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 cartesian 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

Sines and cosines form an orthonormal set, as illustrated above. The integral of sine, cosine and their product is zero (green and red areas are equal, and cancel out) when
m
{\displaystyle m}
,
n
{\displaystyle n}
or the functions are different, and p only if
m
{\displaystyle m}
and
n
{\displaystyle n}
are equal, and the function used is the same. Fourier series integral identities.gif
Sines and cosines form an orthonormal 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 different, and π only if and are equal, and the function used is the same.

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

furthermore, the sines and cosines are orthogonal to the constant function . An orthonormal basis for consisting of real functions is formed by the functions and , with n = 1, 2, …. The density of their span is a consequence of the Stone–Weierstrass theorem, but follows also from the properties of classical kernels like the Fejér kernel.

Properties

Table of basic properties

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

PropertyTime domainFrequency domain (exponential form)RemarksReference
Linearity
Time reversal / Frequency reversal [15] :p. 610
Time conjugation [15] :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 [15] :p. 610
Shift in frequency / Modulation in time [15] :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: [16]

From this, various relationships are apparent, for example:

Riemann–Lebesgue lemma

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

Parseval's theorem

If belongs to (an interval of length ) 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

Derivative property

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

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.

The atomic orbitals of chemistry are partially described by spherical harmonics, which can be used to produce Fourier series on the sphere. F orbital.png
The atomic orbitals of chemistry are partially described by spherical harmonics, which can be used to produce Fourier series on the sphere.

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 Riemannian manifold. The Fourier series converges in ways similar to the case. A typical example is to take to be the sphere with the usual metric, in which case the Fourier basis consists of spherical harmonics.

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 .

Table of common Fourier series

Some common pairs of periodic functions and their Fourier Series coefficients are shown in the table below. The following notation applies:

Time domain
PlotFrequency domain (sine-cosine form)
RemarksReference
PlotRectifiedSineSignal.svg
Full-wave rectified sine [18] :p. 193
PlotHalfRectifiedSineSignal.svg
Half-wave rectified sine [18] :p. 193
PlotRectangleSignal.svg
PlotSawtooth1Signal.svg
[18] :p. 192
PlotSawtooth2Signal.svg
[18] :p. 192
PlotParabolaSignal.svg
[18] :p. 193

Approximation and convergence of Fourier series

Recalling Eq.5 ,

it is a trigonometric polynomial of degree , generally:

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

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 nth 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.

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". [19] [20] [21] [22]

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.[ citation needed ] 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

Notes

  1. These three did some important early work on the wave equation, especially D'Alembert. Euler's work in this area was mostly Euler–Bernoulli beam equation|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).
  2. 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.
  3. 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.

Related Research Articles

Discrete Fourier transform

In mathematics, the discrete Fourier transform (DFT) converts a finite sequence of equally-spaced samples of a function into a same-length sequence of equally-spaced samples of the discrete-time Fourier transform (DTFT), which is a complex-valued function of frequency. The interval at which the DTFT is sampled is the reciprocal of the duration of the input sequence. An inverse DFT is a Fourier series, using the DTFT samples as coefficients of complex sinusoids at the corresponding DTFT frequencies. It has the same sample-values as the original input sequence. The DFT is therefore said to be a frequency domain representation of the original input sequence. If the original sequence spans all the non-zero values of a function, its DTFT is continuous, and the DFT provides discrete samples of one cycle. If the original sequence is one cycle of a periodic function, the DFT provides all the non-zero values of one DTFT cycle.

Taylor series Expression of a function as an infinite sum

In mathematics, the Taylor series of a function is an infinite sum of terms that are expressed in terms of the function's derivatives at a single point. For most common functions, the function and the sum of its Taylor series are equal near this point. Taylor's series are named after Brook Taylor, who introduced them in 1715.

Laplaces equation Second order partial differential equation

In mathematics and physics, Laplace's equation is a second-order partial differential equation named after Pierre-Simon Laplace who first studied its properties. This is often written as

Dirac delta function Pseudo-function δ such that an integral of δ(x-c)f(x) always takes the value of f(c)

In mathematics, the Dirac delta function is a generalized function or distribution, a function on the space of test functions. It was introduced by physicist Paul Dirac. It is called a function, although it is not a function RC.

Fourier transform Mathematical transform that expresses a function of time as a function of frequency

In mathematics, a Fourier transform (FT) is a mathematical transform that decomposes functions depending on space or time into functions depending on spatial or temporal frequency, such as the expression of a musical chord in terms of the volumes and frequencies of its constituent notes. The term Fourier transform refers to both the frequency domain representation and the mathematical operation that associates the frequency domain representation to a function of space or time.

In calculus, and more generally in mathematical analysis, integration by parts or partial integration is a process that finds the integral of a product of functions in terms of the integral of the product of their derivative and antiderivative. It is frequently used to transform the antiderivative of a product of functions into an antiderivative for which a solution can be more easily found. The rule can be thought of as an integral version of the product rule of differentiation.

In linear algebra, two vectors in an inner product space are orthonormal if they are orthogonal unit vectors. A set of vectors form an orthonormal set if all vectors in the set are mutually orthogonal and all of unit length. An orthonormal set which forms a basis is called an orthonormal basis.

Spherical harmonics Special mathematical functions defined on the surface of a sphere

In mathematics and physical science, spherical harmonics are special functions defined on the surface of a sphere. They are often employed in solving partial differential equations in many scientific fields.

In mathematics, a Gaussian function, often simply referred to as a Gaussian, is a function of the form

In mathematics, the Gibbs phenomenon, discovered by Henry Wilbraham (1848) and rediscovered by J. Willard Gibbs (1899), is the peculiar manner in which the Fourier series of a piecewise continuously differentiable periodic function behaves at a jump discontinuity. The nth partial sum of the Fourier series has large oscillations near the jump, which might increase the maximum of the partial sum above that of the function itself. The overshoot does not die out as n increases, but approaches a finite limit. This sort of behavior was also observed by experimental physicists, but was believed to be due to imperfections in the measuring apparatus.

Radon transform

In mathematics, the Radon transform is the integral transform which takes a function f defined on the plane to a function Rf defined on the (two-dimensional) space of lines in the plane, whose value at a particular line is equal to the line integral of the function over that line. The transform was introduced in 1917 by Johann Radon, who also provided a formula for the inverse transform. Radon further included formulas for the transform in three dimensions, in which the integral is taken over planes. It was later generalized to higher-dimensional Euclidean spaces, and more broadly in the context of integral geometry. The complex analogue of the Radon transform is known as the Penrose transform. The Radon transform is widely applicable to tomography, the creation of an image from the projection data associated with cross-sectional scans of an object.

Sinc function Special mathematical function defined as sin(x)/x

In mathematics, physics and engineering, the sinc function, denoted by sinc(x), has two forms, normalized and unnormalized.

Fejér kernel

In mathematics, the Fejér kernel is a summability kernel used to express the effect of Cesàro summation on Fourier series. It is a non-negative kernel, giving rise to an approximate identity. It is named after the Hungarian mathematician Lipót Fejér (1880–1959).

In mathematics, Parseval's theorem usually refers to the result that the Fourier transform is unitary; loosely, that the sum of the square of a function is equal to the sum of the square of its transform. It originates from a 1799 theorem about series by Marc-Antoine Parseval, which was later applied to the Fourier series. It is also known as Rayleigh's energy theorem, or Rayleigh's identity, after John William Strutt, Lord Rayleigh.

In mathematics, the Hankel transform expresses any given function f(r) as the weighted sum of an infinite number of Bessel functions of the first kind Jν(kr). The Bessel functions in the sum are all of the same order ν, but differ in a scaling factor k along the r axis. The necessary coefficient Fν of each Bessel function in the sum, as a function of the scaling factor k constitutes the transformed function. The Hankel transform is an integral transform and was first developed by the mathematician Hermann Hankel. It is also known as the Fourier–Bessel transform. Just as the Fourier transform for an infinite interval is related to the Fourier series over a finite interval, so the Hankel transform over an infinite interval is related to the Fourier–Bessel series over a finite interval.

In calculus, the Leibniz integral rule for differentiation under the integral sign, named after Gottfried Leibniz, states that for an integral of the form

In mathematics, vector spherical harmonics (VSH) are an extension of the scalar spherical harmonics for use with vector fields. The components of the VSH are complex-valued functions expressed in the spherical coordinate basis vectors.

Common integrals in quantum field theory are all variations and generalizations of Gaussian integrals to the complex plane and to multiple dimensions. Other integrals can be approximated by versions of the Gaussian integral. Fourier integrals are also considered.

In optics, the Fraunhofer diffraction equation is used to model the diffraction of waves when the diffraction pattern is viewed at a long distance from the diffracting object, and also when it is viewed at the focal plane of an imaging lens.

References

  1. "Fourier". Dictionary.com Unabridged. Random House.
  2. Stillwell, John (2013). "Logic and the philosophy of mathematics in the nineteenth century". In Ten, C. L. (ed.). Routledge History of Philosophy. Volume VII: The Nineteenth Century. Routledge. p. 204. ISBN   978-1-134-92880-4.|volume= has extra text (help)
  3. Fasshauer, Greg (2015). "Fourier Series and Boundary Value Problems" (PDF). Math 461 Course Notes, Ch 3. Department of Applied Mathematics, Illinois Institute of Technology. Retrieved 6 November 2020.
  4. Cajori, Florian (1893). A History of Mathematics. Macmillan. p.  283.
  5. Lejeune-Dirichlet, Peter Gustav (1829). "Sur la convergence des séries trigonométriques qui servent à représenter une fonction arbitraire entre des limites données" [On the convergence of trigonometric series which serve to represent an arbitrary function between two given limits]. Journal für die reine und angewandte Mathematik (in French). 4: 157–169. arXiv: 0806.1294 .
  6. "Ueber die Darstellbarkeit einer Function durch eine trigonometrische Reihe" [About the representability of a function by a trigonometric series]. Habilitationsschrift, Göttingen; 1854. Abhandlungen der Königlichen Gesellschaft der Wissenschaften zu Göttingen, vol. 13, 1867. Published posthumously for Riemann by Richard Dedekind (in German). Archived from the original on 20 May 2008. Retrieved 19 May 2008.
  7. Mascre, D.; Riemann, Bernhard (1867), "Posthumous Thesis on the Representation of Functions by Trigonometric Series", in Grattan-Guinness, Ivor (ed.), Landmark Writings in Western Mathematics 1640–1940, Elsevier (published 2005), p. 49, ISBN   9780080457444
  8. Remmert, Reinhold (1991). Theory of Complex Functions: Readings in Mathematics. Springer. p. 29. ISBN   9780387971957.
  9. Nerlove, Marc; Grether, David M.; Carvalho, Jose L. (1995). Analysis of Economic Time Series. Economic Theory, Econometrics, and Mathematical Economics . Elsevier. ISBN   0-12-515751-7.
  10. Wilhelm Flügge, Stresses in Shells (1973) 2nd edition. ISBN   978-3-642-88291-3. Originally published in German as Statik und Dynamik der Schalen (1937).
  11. Dorf, Richard C.; Tallarida, Ronald J. (1993). Pocket Book of Electrical Engineering Formulas (1st ed.). Boca Raton,FL: CRC Press. pp. 171–174. ISBN   0849344735.
  12. Tolstov, Georgi P. (1976). Fourier Series. Courier-Dover. ISBN   0-486-63317-9.
  13. Sepesi, G (2021). "The Geometry of Exponential Growth". Towards Data Science. pp. section 5, GNU Octave source code.
  14. Fourier, Jean-Baptiste-Joseph (1888). Gaston Darboux (ed.). Oeuvres de Fourier [The Works of Fourier] (in French). Paris: Gauthier-Villars et Fils. pp. 218–219 via Gallica.
  15. 1 2 3 4 Shmaliy, Y.S. (2007). Continuous-Time Signals. Springer. ISBN   978-1402062711.
  16. Proakis, John G.; Manolakis, Dimitris G. (1996). Digital Signal Processing: Principles, Algorithms, and Applications (3rd ed.). Prentice Hall. p.  291. ISBN   978-0-13-373762-2.
  17. "Characterizations of a linear subspace associated with Fourier series". MathOverflow. 2010-11-19. Retrieved 2014-08-08.
  18. 1 2 3 4 5 Papula, Lothar (2009). Mathematische Formelsammlung: für Ingenieure und Naturwissenschaftler[Mathematical Functions for Engineers and Physicists] (in German). Vieweg+Teubner Verlag. ISBN   978-3834807571.
  19. Siebert, William McC. (1985). Circuits, signals, and systems. MIT Press. p. 402. ISBN   978-0-262-19229-3.
  20. Marton, L.; Marton, Claire (1990). Advances in Electronics and Electron Physics. Academic Press. p. 369. ISBN   978-0-12-014650-5.
  21. Kuzmany, Hans (1998). Solid-state spectroscopy. Springer. p. 14. ISBN   978-3-540-63913-8.
  22. Pribram, Karl H.; Yasue, Kunio; Jibu, Mari (1991). Brain and perception. Lawrence Erlbaum Associates. p. 26. ISBN   978-0-89859-995-4.

Further reading

  • William E. Boyce; Richard C. DiPrima (2005). Elementary Differential Equations and Boundary Value Problems (8th ed.). New Jersey: John Wiley & Sons, Inc. ISBN   0-471-43338-1.
  • Joseph Fourier, translated by Alexander Freeman (2003). The Analytical Theory of Heat. Dover Publications. ISBN   0-486-49531-0. 2003 unabridged republication of the 1878 English translation by Alexander Freeman of Fourier's work Théorie Analytique de la Chaleur, originally published in 1822.
  • Enrique A. Gonzalez-Velasco (1992). "Connections in Mathematical Analysis: The Case of Fourier Series". American Mathematical Monthly. 99 (5): 427–441. doi:10.2307/2325087. JSTOR   2325087.
  • Fetter, Alexander L.; Walecka, John Dirk (2003). Theoretical Mechanics of Particles and Continua. Courier. ISBN   978-0-486-43261-8.
  • Katznelson, Yitzhak (1976). An introduction to harmonic analysis (Second corrected ed.). New 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 über die Entwicklung der Mathematik im 19 Jahrhundert, Springer, Berlin, 1928.
  • Walter Rudin (1976). Principles of mathematical analysis (3rd ed.). New York: McGraw-Hill, Inc. ISBN   0-07-054235-X.
  • A. Zygmund (2002). Trigonometric Series (third ed.). Cambridge: Cambridge University Press. ISBN   0-521-89053-5. The first edition was published in 1935.

This article incorporates material from example of Fourier series on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.