Fourier analysis, PDEs: Fourier analysis


Fourier analysis



Fourier series

  • periodic function
    • a function
       is called a periodic function if
       is defined for all real x (perhaps except at some points, like
       and if there is some positive number p, called a period of
      , such that

     for all x.

    • first few case, we will study various functions
       of period
      .

 

  • given function of period
    , Fourier series
    • given function of period
       can be represented by a trigonometric series; Fourier series,

    • coefficients of Fourier series are the so-called Fourier coefficients of
      , given by the Euler formulas









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Fourier series expansion and function approximation