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Appendix B

                                      Fourier series and Fourier integral


















                                                     Fourier series
                        An arbitrary function f (è) which satis®es the Dirichlet conditions can be expanded as
                                                       1
                                                  a 0  X
                                           f (è) ˆ  ‡    (a n cos nè ‡ b n sin nè)         (B:1)
                                                  2
                                                      nˆ1
                        where è is a real variable, n is a positive integer, and the coef®cients a n and b n are
                        constants. The Dirichlet conditions specify that f (è) is single-valued, is continuous
                        except for a ®nite number of ®nite discontinuities, and has a ®nite number of maxima
                        and minima. The series expansion (B.1) of the function f (è) is known as a Fourier
                        series.
                          We note that
                                                  cos n(è ‡ 2ð) ˆ cos nè
                                                  sin n(è ‡ 2ð) ˆ sin nè
                        so that each term in equation (B.1) repeats itself in intervals of 2ð. Thus, the function
                        f (è) on the left-hand side of equation (B.1) has the property
                                                    f (è ‡ 2ð) ˆ f (è)
                        which is to say, f (è) is periodic with period 2ð. For convenience, we select the range
                        ÿð < è < ð for the period, although any other range of width 2ð is acceptable. If a
                        function F(j) has period p, then it may be converted into a function f (è) with period
                        2ð by introducing the new variable è de®ned by è   2ðj=p, so that
                        f (è)   F(2ðj= p). If a non-periodic function F(è) is expanded in a Fourier series, the
                        function f (è) obtained from equation (B.1) is identical with F(è) over the range
                        ÿð < è < ð, but outside that range the two functions do not agree.
                          To ®nd the coef®cients a n and b n in the Fourier series, we ®rst multiply both sides
                        of equation (B.1) by cos mè and integrate from ÿð to ð. The resulting integrals are
                        evaluated in equations (A.12), (A.14), and (A.16). For n ˆ 0, all the integrals on the
                        right-hand side vanish except the ®rst, so that
                                                ð
                                               …
                                                           a 0
                                                  f (è)dè ˆ  3 2ð ˆ ða 0
                                                ÿð          2
                        For m . 0, all the integrals on the right-hand side vanish except for the one in which
                        n ˆ m, giving

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