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[parent] determination of Fourier coefficients (Derivation)

Suppose that the real function $f$ may be presented as sum of the Fourier series:

$\displaystyle f(x) \;=\; \frac{a_0}{2}+\sum_{m=0}^\infty(a_m\cos{mx}+b_m\sin{mx})$ (1)

Therefore, $f$ is periodic with period $2\pi$ . For expressing the Fourier coefficients $a_m$ and $b_m$ with the function itself, we first multiply the series (1) by $\cos{nx}$ ($n \in \mathbb{Z}$ ) and integrate from $-\pi$ to $\pi$ . Supposing that we can integrate termwise, we may write
$\displaystyle \int_{-\pi}^\pi\!f(x)\cos{nx}\,dx \,=\, \frac{a_0}{2}\!\int_{-\pi... ...^\pi\!\cos{mx}\cos{nx}\,dx+b_m\!\int_{-\pi}^\pi\!\sin{mx}\cos{nx}\,dx\right)\!.$ (2)

When $n = 0$ , the equation (2) reads
$\displaystyle \int_{-\pi}^\pi f(x)\,dx = \frac{a_0}{2}\cdot2\pi = \pi a_0,$ (3)

since in the sum of the right hand side, only the first addend is distinct from zero.

When $n$ is a positive integer, we use the product formulas of the trigonometric identities, getting $$\int_{-\pi}^\pi\cos{mx}\cos{nx}\,dx = \frac{1}{2}\int_{-\pi}^\pi[\cos(m-n)x+\cos(m+n)x]\,dx,$$ $$\int_{-\pi}^\pi\sin{mx}\cos{nx}\,dx = \frac{1}{2}\int_{-\pi}^\pi[\sin(m-n)x+\sin(m+n)x]\,dx.$$ The latter expression vanishes always, since the sine is an odd function. If $m \neq n$ , the former equals zero because the antiderivative consists of sine terms which vanish at multiples of $\pi$ ; only in the case $m = n$ we obtain from it a non-zero result $\pi$ . Then (2) reads

$\displaystyle \int_{-\pi}^\pi f(x)\cos{nx}\,dx = \pi a_n$ (4)

to which we can include as a special case the equation (3).

By multiplying (1) by $\sin{nx}$ and integrating termwise, one obtains similarly

$\displaystyle \int_{-\pi}^\pi f(x)\sin{nx}\,dx = \pi b_n.$ (5)

The equations (4) and (5) imply the formulas $$a_n \;=\; \frac{1}{\pi}\int_{-\pi}^\pi f(x)\cos{nx}\,dx \quad (n = 0,\,1,\,2,\,\ldots)$$ and $$b_n \;=\; \frac{1}{\pi}\int_{-\pi}^\pi f(x)\sin{nx}\,dx \quad (n = 1,\,2,\,3,\,\ldots)$$ for finding the values of the Fourier coefficients of $f$ .




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See Also: uniqueness of Fourier expansion, Fourier sine and cosine series, orthogonality of Chebyshev polynomials

Other names:  calculation of Fourier coefficients
Keywords:  Fourier coefficients

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Cross-references: formulas, imply, multiples, terms, antiderivative, odd function, sine, vanishes, expression, trigonometric identities, product formulas, integer, positive, right hand side, equation, integrate, series, function, Fourier coefficients, period, periodic, Fourier series, sum, real function
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This is version 4 of determination of Fourier coefficients, born on 2008-09-12, modified 2009-05-04.
Object id is 11022, canonical name is DeterminationOfFourierCoefficients.
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Classification:
AMS MSC42A16 (Fourier analysis :: Fourier analysis in one variable :: Fourier coefficients, Fourier series of functions with special properties, special Fourier series)
 26A42 (Real functions :: Functions of one variable :: Integrals of Riemann, Stieltjes and Lebesgue type)

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