Fourier Series

Fourier analysis was originally concerned with representing and analyzing periodic phenomena,
via Fourier series, and later with extending those insights to nonperiodic phenomena, via the
Fourier transform. In fact, one way of getting from Fourier series to the Fourier transform is to
consider nonperiodic phenomena (and thus just about any general function) as a limiting case of
periodic phenomena as the period tends to infinity. A discrete set of frequencies in the periodic
case becomes a continuum of frequencies in the nonperiodic case, the spectrum is born.
the most important principle of the subject: Every signal has a spectrum and is determined by its
spectrum. You can analyze the signal either in the time (or spatial) domain or in the frequency
domain.
In the modern formulation of partial differential equations, the Fourier transform has become the
basis for defining the objects of study, while still remaining a tool for solving specific equations.

Periodic Phenomena
periodic phenomena according to whether they are periodic in time or periodic in space.
In the case of time the phenomenon comes to you. For example, you stand at a fixed point in the
ocean (or on an electrical circuit) and the waves (or the electrical current) wash over you with a
regular, recurring pattern of crests and troughs. The height of the wave is a periodic function of
time. Sound is another example: sound reaches your ear as a longitudinal pressure wave, a
periodic compression and rarefaction of the air. In the case of space, you come to the
phenomenon. You take a picture and you observe repeating patterns.
Temporal and spatial periodicity come together most naturally in wave motion. Take the case of
one spatial dimension, and consider a single sinusoidal wave traveling along a string (for
example). For such a wave the periodicity in time is measured by the frequency , with
dimension 1/sec and units Hz (Hertz = cycles per second), and the periodicity in space is
measured by the wavelength , with dimension length and units whatever is convenient for the
particular setting. If we fix a point in space and let the time vary (take a video of the wave
motion at that point) then successive crests of the wave come past that point times per second,
and so do successive troughs. If we fix the time and examine how the wave is spread out in space
(take a snapshot instead of a video) we see that the distance between successive crests is a
constant , as is the distance between successive troughs. The frequency and wavelength are
related through the equation v = , where v is the speed of propagation this is nothing but the
wave version of speed = distance/time. Thus the higher the frequency the shorter the wavelength,
and the lower the frequency the longer the wavelength. If the speed is fixed, like the speed of
electromagnetic waves in a vacuum, then the frequency determines the wavelength and vice
versa; if you can measure one you can find the other. For sound we identify the physical property
of frequency with the perceptual property of pitch, for light frequency is perceived as color.
Simple sinusoids are the building blocks of the most complicated wave forms thats what
Fourier analysis is about.
a function f(t) is periodic of period T if there is a number T > 0 such that f(t + T) = f(t) for all t.
If there is such a T then the smallest one for which the equation holds is called the fundamental
period of the function f. 2 Every integer multiple of the fundamental period is also a period:
f(t + nT) = f(t), n = 0, 1, 2,...3
The state of the system is described by a single sinusoid, say of the form
A sin(2t + ).
The parameters in this expression are the amplitude A, the frequency and the phase . The
period of this function is 1/, since
A sin(2 t + 1 + ) = A sin(2t + 2 1 + ) = A sin(2t + 2 + ) = A sin(2t + )
From simple, single sinusoids we can build up much more complicated periodic functions by
taking sums. To highlight the essential ideas its convenient to standardize a little and consider
functions with period 1. This simplifies some of the writing and it will be easy to modify the
formulas if the period is not 1. The basic function of period 1 is sin 2t, and so the Fourier-type
sum we considered briefly in the previous lecture looks like
An sin(2nt + n). n=1 to N