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Fourier coefficients for $ 2\pi $-periodic functions

In 1822, the French scientist Joseph Fourier conjectured that every function of period $ 2\pi $ can be represented by the series of the form (1), where

$\displaystyle a_0 = \frac{1}{\pi} \displaystyle{\int_{-\pi}^{\pi}} f(x)  dx,$ (5)

$\displaystyle a_n = \frac{1}{\pi} \displaystyle{\int_{-\pi}^{\pi}} f(x)\cos nx  dx,$ (6)

$\displaystyle b_n = \frac{1}{\pi} \displaystyle{\int_{-\pi}^{\pi}} f(x)\sin nx  dx.$ (7)

There is a mild restriction on a function $ f$ defined on an interval $ I$ under which the above statement is true: it is required to be piecewise continuously differentiable. (This means that there are finitely many points $ \{x_i\}$ in $ I$ such that $ f$ is differentiable except possibly at these points, and the derivative is piecewise continuous. We recall that a function $ f(x)$ is called piecewise continuous if it is continuous except possibly at finitely many points, and at each such point of discontinuity $ x$, the one-sided limits $ \lim_{t \rightarrow x+} f(t)$ and $ \lim_{t \rightarrow x-} f(t)$ both exist and are finite. Note that both functions in Example 2 satisfy this requirement.




next up previous
Next: Example 4 (calculation of Up: Fseries_1 Previous: Example 2 (discontinuous periodic
Matthias Neufang 2002-09-18