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)=span𝐶𝑛𝑒𝑖𝑛𝜋𝑥/𝑎

where

𝐶𝑛=𝑒𝑛|𝑓=12𝑎𝐿𝑎𝑒𝑖𝑛𝜋𝑥/𝑎𝑓(𝑥)𝑑𝑥

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

𝐿2(𝑎,𝑎)=span{|𝑒𝑛=𝑥𝑒𝑖𝑛𝜋𝑥/𝑎:𝑛}

with

𝑒𝑛|𝑒𝑚=12𝑎𝑎𝑎𝑒𝑖𝑛𝜋𝑥/𝑎𝑒𝑖𝑚𝜋𝑥/𝑎𝑑𝑥=𝛿𝑛𝑚


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