Fourier series

Exponential form of the Fourier series

By application of Euler's formula, the Fourier series of a square-integrable 𝐿2( −𝑎,𝑎) function may be expressed as

𝑓(𝑥)=spanℤ⁡𝐶𝑛𝑒𝑖𝑛𝜋𝑥/𝑎

where

𝐶𝑛=⟨𝑒𝑛|𝑓⟩=12𝑎∫𝐿−𝑎𝑒𝑖𝑛𝜋𝑥/𝑎𝑓(𝑥)𝑑𝑥

Hence the Hilbert space 𝐿2( −𝑎,𝑎) has the orthonormal dense basis

𝐿2(−𝑎,𝑎)=span⁡{|𝑒𝑛⟩=𝑥↦𝑒𝑖𝑛𝜋𝑥/𝑎:𝑛∈ℤ}

with

⟨𝑒𝑛|𝑒𝑚⟩=12𝑎∫𝑎−𝑎𝑒−𝑖𝑛𝜋𝑥/𝑎𝑒𝑖𝑚𝜋𝑥/𝑎𝑑𝑥=𝛿𝑛𝑚


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