Fourier Series

Sergio Castro
Denition
A complex Fourier series is a two-tailed series of the form

ck eik = + c2 e2i + c1 ei + c0 + c1 ei + c2 e2i + . . . .

k=

(1)

A complex Fourier series is a case of a Laurent series expansion. From the Laurent Decomposition theorem, we know that for 0 < + a function f (z) analytic on < |z z0 | < can be decomposed to
f (z) = f0 (z) + f1 (z)

where f (z) is analytic for |z z0 | < and f1 (z) is analytic for |z z0 | > and . Expressing f0 (z)+f1 (z) as a two-tailed series we write the Laurent Expansion

f (z) =
k=

ak (z z0 )k

for < |z z0 | <

which converges absolutely and converges uniformly for r |z z0 | s (where < r < s < ). Expressing z in terms of , we write the Laurent Expansion on the circle |z| = r as
z = rei

f (z) = f (re ) =
k=

ak rk eik .

Set ck = ak rk and we have the Fourier series expansion (1) associated with f (rei ), a function of . The Fourier coecients of our Fourier expansion are ck = ak rk for < k < . To nd the set of ck , suppose we have a function f (ei ) such that

f (e ) =
k=

cj eij .

To isolate cj , we make our term in the series equal to one by multiplying d by eik and integrating with respect to 2

eij eik =
j=

eij eik

1 d = 2 2

ei(jk) d =

1 if j = k 0 if j = k

So for f (rei ) we can write

f (re )e

ik d

=
j=

cj

eij eik

d = ck 2

Thus, the Fourier coecients of any piecewise continuous function f (ei ) are

ck =

f (ei )eik

d 2

for < k <

(2)

Example.

We now show that a Fourier series decomposes functions into a sum of simple oscillating functions (sines and cosines). Let's nd a Fourier series for 1 if < < 0 f (ei ) = 1 if 0 < <
0

We begin by nding the Fourier coecients ck (2). For k = 0,

ck =

eik

d + 2

eik
0

d 1 = (1 (1)k ) = 2 ik

0
2 ik

if k is even if k is odd

So the complex Fourier series of f (ei ) is associated with

2 1 ik 2 3i 2 2 2 3i e = + ( )e + ( )ei + ( )ei + ( )e + . . . i k odd k 3i i i 3i

Using Euler's formula, we can see that the cosine terms of every k and k pair cancel out leaving only the sum of sines
= 1 1 4 (sin + sin 3) + sin 5 + . . . ). 3 5

We will now use the following theorem in the proof for the convergence of the Fourier series from this example.

Bessel's Inequality.
ck e
ik

, then

If f (ei ) is piecewise continuous with Fourier series

|ck |2
k=

|f (ei )|2

d 2

We will not prove the inequality, but it follows that ck 0 as k .

Theorem.

Suppose f (ei ) is piecewise continuous with the Fourier series ck eik . If f (ei ) is dierentiable at 0 , then the Fourier series of f (ei converges to f (ei0 ) at = 0 ,
n

f (e ) =
k=

i0

ck e

ik0

= lim

m,n

ck eik0
k=m

Proof.

We begin by proving the theorem for 0 = 0 and ei0 = 1. We want to show that f (ei ) converges to f (1) at = 0. We dene
f (ei ) f (1) g(e ) = (ei 1)
i

(3)

and assume f (ei ) is dierentiable at = 0. This implies that lim g(ei ) 0 exists and that g(ei ) is piecewise continuous. Let's nd the the Fourier coecients, bk , associated with bk eik for g(ei ). Bessel's Inequality tells us that bk 0 as k , so we can compute ck from bk . From (3) we get
f (ei ) = g(ei )(ei 1) + f (1) so d i i ik d ck = g(e )(e 1)e + f (1) eik 2 2

Expressing these integrals in terms of bk , we get ck = bk1 bk for k = 0 and c0 = b1 b0 + f (1), so

n n

ck = f (1) +
k=m k=m

(bk1 bk ) = f (1) + bm1 bn

which tends to f(1) as m, n . This proves that the series converges for = 0. For = 0, we dene
h(ei ) = f (ei(+0 ) ) associated with ak eik

to be piecewise continuous and dierentiable at = 0.

ak =

f (e

i(+0 )

)e

ik d

f (eikg )eikg eik0

dg = ck eik0 2 ak .

So the Fourier series of f (ei ) evaluated at = 0 is

ak eik0 =