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Note:

For a piecewise continuous function of period $ 2\pi $,



$ \displaystyle{\int_{-\pi}^{\pi} f(x) \ dx \ = \ \int_{a}^{a + 2\pi} f(x) \ dx \ \ \ {\mbox for \ all \ } a \in {\mathbb{R}}.
}$


(For the sake of completeness, we include a proof here. By the Fundamental Theorem of Calculus, the function $ h(a) := \int_{a}^{a + 2\pi} f(x) \ dx$ has the derivative $ h'(a) = f(a+2\pi)-f(a)$. Since $ f$ is $ 2\pi $-periodic, we see that $ h'(a)=0$ for all $ a \in {\mathbb{R}}$, whence there is a constant $ c \in {\mathbb{R}}$ such that $ h(a)=c$ for all $ a \in {\mathbb{R}}$. In particular, it follows that $ c=h(-\pi)=\int_{-\pi}^{\pi} f(x) \ dx$. Thus we obtain $ \int_{a}^{a + 2\pi} f(x) \ dx=h(a)=c=\int_{-\pi}^{\pi} f(x) \ dx$ for all $ a \in {\mathbb{R}}$, which finishes the proof.)



Thus, the integral over some interval of length $ 2\pi $ is equal to the integral over any such interval. In case $ f$ is given on the interval $ [0, 2\pi]$ rather than $ [-\pi, \pi]$, we can calculate the Fourier coefficients as follows:



$ a_n = \displaystyle{\frac{1}{\pi} \int_{0}^{2\pi}} f(x)\cos nx  dx,    b_n = \frac{1}{\pi} \displaystyle{\int_{0}^{2\pi}} f(x)\sin nx  dx$.



Matthias Neufang 2002-09-18