Oxford Calculus: Fourier Series Derivation

University of Oxford Mathematician Dr Tom Crawford explains how to derive the Fourier Series coefficients for any periodic function. Accompanying FREE worksheet courtesy of Maple Learn here.

We start by deriving the orthogonality relations for sine and cosine, which are essential for the derivations of the Fourier Series coefficients. The integral relations rely on the trigonometric ‘product-to-sum formulae’ which enable the product of two sine or cosine terms to be separated and thus integrated directly. The delta function is also introduced to help to simplify the notation.

We then assume that a Fourier Series of the required form exists, with as yet unknown coefficients a0, an and bn. These are derived by first integrating the entire equation from -L to L to get a0; then multiplying by cosine and integrating to get the an coefficients for each n; and finally multiplying by sine and integrating to get the bn coefficients for each n. The integrals are evaluated using the previously derived orthogonality relations.

Finally, the interchanging of the summation and integral signs is addressed with a very brief discussion of uniform convergence and what this means in the context of a series.

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