[Math] Derivation of fourier series equation

fourier series

No matter where I search, every time if there's an article about Fourier series derivation, the first step made by author is to present the following formula:

$$f(x) = \frac{a_0}{2}+\sum_{n=1}^\infty \left(a_n \cos(\frac{2\pi}{T}nx) + b_n \sin(\frac{2\pi}{T}nx)\right)$$

Then, given that formula, the coefficients $a_n$ and $b_n$ are derived. My question is, how did Fourier come up with this main equation? Was it just a lucky guess? It could have been, because there are various proofs showing that the formula is true.

Here the main equation just appears there without justification, just like formulas for even and odd cases below. It's really hard to call the article a derivation in my opinion.

Best Answer

This answer is mostly for students who used an algebra approach. I don't know if Fourier himself thought up the series this way, but it is common today. I left a lot of steps out and mainly showed ideas that I struggled with when I first tried to motivate the Fourier Series.

I'll start off by observing a trigonometric polynomial:

$T(x) = c_0 + c_1 \cos(x) + c_2 \cos(2x)+...+c_n \cos(n x) + d_1 \sin(x) + ... + d_n \sin(n x)$

where $c_n$ and $d_n$ are some non-zero value. The goal is write the orthogonal basis, from there I can find the coefficients. So, I need declare the inner product: $<\textbf{f},\textbf{g}> = \int_0^{2\pi} f(x)g(x)dx$

Before I can obtain a orthogonal basis, I should first get the orthonormal basis by using the Gram–Schmidt process. Where $\|\textbf{g}_0\| = \|\textbf{g}_1\| =\|\textbf{g}_2\| = ... =\|\textbf{g}_n\| = 1$.

$\|\textbf{f}\|^2 = <\textbf{f}><\textbf{f}> = 2\pi$

Thus, $\|\textbf{f}\| = \sqrt{2\pi}$

and

$e_0 = \frac{\textbf{f}}{\|\textbf{f}\|}$

$\textbf{g}_0 = e_0 = \frac{1}{\sqrt{2\pi}}$

$\textbf{g}_1 = e_1 = \frac{1}{\sqrt{\pi}}\cos(x)$ ...

$\textbf{g}_n = e_n = \frac{1}{\sqrt{\pi}}\cos(nx)$...

$\textbf{g}_{n+1} = e_{n+1} = \frac{1}{\sqrt{\pi}}\sin((n+1)x)$...

$\textbf{g}_{2n} = e_{2n} = \frac{1}{\sqrt{\pi}}\sin(nx)$

The orthogonal basis yields:

$a_0 = \frac{2}{\sqrt{2\pi}}<\textbf{f},\textbf{g}_0>$ (Use 2 because it makes generalizing the coefficients possible.)

$a_1 = \frac{1}{\sqrt{\pi}}<\textbf{f},\textbf{g}_1>$...

$a_n = \frac{1}{\sqrt{\pi}}<\textbf{f},\textbf{g}_n>$...

$b_n = \frac{1}{\sqrt{\pi}}<\textbf{f},\textbf{g}_{2n}>$

Now that everything is divided into sines and cosines I can get the coefficients:

$a_n = \frac{1}{\pi}\int_0^{2\pi} f(x)\cos(nx)dx $

and

$b_n = \frac{1}{\pi}\int_0^{2\pi} f(x)\sin(nx)dx $