The Fourier series

Any piece-wise regular periodic function (finite # of discontinuities, finite # of extreme values) can be written as a series of imaginary exponentials.
Assume f(x) is a periodic function of x with fundamental period L.

f(x) = ∑-∞+∞Cnexp(iknx).

Here kn = n2π/L, Δk = kn+1 - kn = 2π/L.  The coefficients Cm are given by

Cm = (1/L)∫0L f(x)exp(-ikmx)dx.

Using eikx = cos(kx) + i sin(kx) we can also write

f(x) = A0/2 + ∑n=1 Ancos(knx) + ∑n=1 Bnsin(knx),

with
A0 = (2/L)∫0Lf(x)dx,
Am = (2/L)∫0Lf(x)cos(kmx)dx,
Bm = (2/L)∫0Lf(x)sin(kmx)dx,

We have An = (Cn + C-n), Bn = i(Cn - C-n), A0 = 2C0,  n > 0.

Fourier's theorem states that any periodic function with spatial period (wavelength) L can be synthesized by a sum of harmonic functions whose spatial periods (wavelengths) are integral submultiples of L, (such as L/2, L/3, ...). 


In the limit  L --> ∞ Fourier's theorem can be generalized to

f(x) = (1/(2π)1/2)∫-∞+∞ f(k)exp(ikx)dk 
f(k) = (1/(2π)1/2)∫-∞+∞ f(x)exp(-ikx)dx

Here f(x) and f(k) are Fourier transforms of each other.

[Assume f(x) is a periodic function with period L.
f(t) = ∑-∞+∞ Cnexp(iknx) .
Cn = (1/L)∫0Lf(x)exp(-iknx)dx = (1/L)∫-L/2L/2f(x)exp(-iknx)dx.
Using Δk  = 2π/L, Δk/(2π) = 1/L, we write
Cn = (Δk/(2π))∫-L/2L/2f(x)exp(-iknx)dx.

f(x) = (1/(2π))∑-∞+∞[exp(iknx)Δk ∫-L/2L/2f(x')exp(-iknx')dx'].
As L --> ∞ , Δk --> 0, and this becomes
f(x) = (1/(2π))∫-∞+∞exp(iknx)dk ∫-∞+∞f(x')exp(-iknx')dx'.

Defining f(k) = (1/(2π)1/2)∫-∞+∞ f(x)exp(-ikx)dx
we have f(x) = (1/(2π)1/2)∫-∞+∞ f(k)exp(ikx)dk.]

Note: A Fourier transform is a linear transform;

f(x) = c1f1(x) + c2f2(x)  implies  f(k) = c1f1(k) + c2f2(k.

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