We have already discussed, in chapter 4, how complicated functions may be expressed as power series. However, this is not the only way in which a function may be represented as a series, and the subject of this chapter is the expression of functions as a sum of sine and cosine terms. Such a representation is called a Fourier series. Unlike Taylor series, a Fourier series can describe functions that are not everywhere continuous and/or differentiable. There are also other advantages in using trigonometric terms. They are easy to differentiate and integrate, their moduli are easily taken and each term contains only one characteristic frequency. This last point is important because, as we shall see later, Fourier series are often used to represent the response of a system to a periodic input, and this response often depends directly on the frequency content of the input. Fourier series are used in a wide variety of such physical situations, including the vibrations of a finite string, the scattering of light by a diffraction grating and the transmission of an input signal by an electronic circuit.

The Dirichlet conditions

We have already mentioned that Fourier series may be used to represent some functions for which a Taylor series expansion is not possible. The particular conditions that a function f(x) must fulfil in order that it may be expanded as a Fourier series are known as the Dirichlet conditions, and may be summarised by the following four points:

1. (i) the function must be periodic;

2. (ii) […]