Fourier Analysis
A Basic Introduction
Johar M. Ashfaque
1 Fourier Series
Fourier series is a type of series representation which is well suited for the analysis of periodic functions.
Consider a function f defined on R and with period 2π that is
f (x + 2π) = f (x), x ∈ R.
And assume further that f belongs to the vector space
Z π
2
|f (x)|2 dx < ∞ .
L (−π, π) = f :
−π
To such a function, associate formally the series
∞
a0 X
f∼ + (an cos nx + bn sin nx),
2 n=1
where Z π
1
an = f (x) cos nx dx, n = 0, 1, 2, ...
π −π
and Z π
1
bn = f (x) sin nx dx, n = 1, 2, ...
π −π
The assumption that f belongs to
Z π
2
|f (x)|2 dx < ∞
L (−π, π) = f :
−π
implies that the integrals defining an and bn are well defined.
The series
∞
a0 X
f∼ + (an cos nx + bn sin nx)
2 n=1
is called the Fourier series associated to f and an , bn are called Fourier coefficients.
Calculation of the Fourier coefficients can often be simplified using the following
• If f is 2π-periodic then Z 2π Z a+2π
f (x)dx = f (x)dx, ∀a ∈ R.
0 a
• If f is even, that is f (x) = f (−x) for all x then
Z a Z a
f (x)dx = 2 f (x)dx, ∀a > 0.
−a 0
• If f is odd, that is f (x) = −f (−x) for all x then
Z a
f (x)dx = 0, ∀a > 0.
−a
1
If f is an even function, then x 7→ f (x) cos nx is even and x 7→ f (x) sin nx is odd; if f is odd, then
x 7→ f (x) cos nx is odd and x 7→ f (x) sin nx is even.
Theorem 1.1 If f is an even function then bn = 0 for all n and
2 π
Z
an = f (x) cos nx dx, n = 0, 1, 2, ....
π 0
If f is odd then an = 0 for all n and
Z π
2
bn = f (x) sin nx dx, n = 1, 2, ....
π 0
2 Fourier Series: Complex Form
Complex exponential functions give a convenient way to rewrite Fourier series. By considering Fourier
series in complex form allows to work with one set of coefficients {cn }∞
n=−∞ where all the coefficients are
given by a single formula. Then
π
einx + e−inx
Z
1
an cos nx + bn sin nx = f (x) cos nx dx
π −π 2
Z π
− e−inx
inx
1 e
+ f (x) sin nx dx
π −π 2i
Z π
1
= f (x)e−inx dx einx
2π −π
Z π
1
f (x)e dx e−inx
inx
2π −π
and Z π
a0 1
= f (x)dx.
2 2π −π
Let us now define the numbers
Z π
1
cn = f (x)e−inx dx, n ∈ Z.
2π −π
When speaking of Fourier series of f in complex form, one simply means the infinite series appearing in
∞
X
f∼ cn einx .
n=−∞
Note. There is an easy way to come from the Fourier coefficients with respect to sine functions and
cosine functions to the coefficients for Fourier series in complex form. In fact
a0
c0 =
2
and for n ∈ N
an − ibn an + ibn
cn = , c−n = .
2 2
On the other hand, if the Fourier coefficients in complex form are known then
a0 = 2c0 , an = cn + c−n , bn = i(cn − c−n ).
2
3 Parseval’s Theorem
Assume that the function f ∈ L2 (−π, π) has the Fourier coefficients {an }∞ ∞
n=0 , {bn }n=1 or in complex
∞
form {cn }n=−∞ . Then
Z π ∞ ∞
1 1 1X X
|f (x)|2 dx = |a0 |2 + (|an |2 + |bn |2 ) = |cn |2 .
2π −π 4 2 n=1 n=−∞
As a consequence of Parseval’s theorem, note that if f ∈ L2 (−π, pi) then
∞
X
|cn |2 < ∞.
n=−∞
The converse also holds: if
∞
X
|cn |2 < ∞
n=−∞
then
∞
X
f (x) = cn einx
−∞
define a function in L2 (−π, π).
4 Fourier Transform By Examples
Example 1. We determine the Fourier transform
f (ω) ≡ F (f (x); ω)
for f (x) = 1 for −a < x < a and f (x) = 0 otherwise.
Z a
f (ω) = dx e−iωx
−a
i −iaω
= (e − eiaω )
ω
2 sin(aω)
=
ω
Example 2. We determine the Fourier transform
f (ω) ≡ F (f (x); ω)
for f (x) = e−a|x| with a > 0.
Z 0 Z ∞
f (ω) = dx eax e−iωx + dx e−ax e−iωx
−∞ 0
1 1
= +
a − iω a + iω
2a
=
a2 + ω 2
3
Example 3. Using our result from Example 2, we would like to determine the Fourier transform of
1
f (x) =
x2 + ω 2
without carrying out any further integration. We would also like to determine A(a) such that
f (x) = Ae−a|x|
leading to the representation of Dirac’s δ-function in the limit a → ∞.
The integrals for Fourier transform and inverse transform differ by i → −i which is irrelevant for even
functions. In addition the inverse Fourier transform includes an extra prefactor (2π)−1 .
We have that
−1 1
2aF ;x = e−a|x|
a + ω2
2
and therefore
1 2π −a|ω| π
F ;ω = e = e−a|ω|
a2 + x2 2a a
In the limit a → ∞: The function e−a|x| vanishes at x 6= 0 for a → ∞. Moreover,
Z ∞
2A
dx A e−a|x| = =1
−∞ a
a
for A = 2 and
a −a|x|
lim e = δ(x).
a→∞ 2
a −a|x|
The Fourier transform of 2e is
a2
.
a2 + ω2
Taking the limit a → ∞ we have that
f (ω) = 1
for f (x) = δ(x).
