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Diff — Fourier series

Revision #1236 → #1829 · back to history

modifiedFourier series of a periodic function0b4f9a896074
FieldFrom #1236To #1829
anchors[{"section":"Definition","snippet":"The Fourier series of a complex-valued"},{"type":"math_alttext","value":"{\\displaystyle \\sum _{n=-\\infty }^{\\infty }c_{n}e^{i2\\pi {\\tfrac {n}{P}}x},}"},{"type":"math_alttext","value":"{\\displaystyle c_{n}={\\frac {1}{P}}\\int _{0}^{P}s(x)\\ e^{-i2\\pi {\\tfrac {n}{P}}x}\\,dx.}"},{"type":"math_alttext","value":"{\\displaystyle s(x)=\\sum _{n=-\\infty }^{\\infty }c_{n}e^{i2\\pi {\\tfrac {n}{P}}x}.}"}]
modifiedFourier series of the sawtooth function9232fb6168bd
FieldFrom #1236To #1829
anchors[{"section":"Example","snippet":"Consider a sawtooth function"},{"type":"math_alttext","value":"{\\displaystyle s(x)=s(x+2\\pi k)={\\frac {x}{\\pi }},\\quad \\mathrm {for} -\\pi <x<\\pi ,{\\text{ and }}k\\in \\mathbb {Z} .}"},{"type":"math_alttext","value":"{\\displaystyle {\\begin{aligned}a_{0}&=0.\\\\a_{n}&={\\frac {1}{\\pi }}\\int _{-\\pi }^{\\pi }s(x)\\cos(nx)\\,dx=0,\\quad n\\geq 1.\\\\b_{n}&={\\frac {1}{\\pi }}\\int _{-\\pi }^{\\pi }s(x)\\sin(nx)\\,dx\\\\&=-{\\frac {2}{\\pi n}}\\cos(n\\pi )+{\\frac {2}{\\pi ^{2}n^{2}}}\\sin(n\\pi )\\\\&={\\frac {2\\,(-1)^{n+1}}{\\pi n}},\\quad n\\geq 1.\\end{aligned}}}"},{"type":"math_alttext","value":"{\\displaystyle {\\begin{aligned}s(x)&=a_{0}+\\sum _{n=1}^{\\infty }\\left[a_{n}\\cos \\left(nx\\right)+b_{n}\\sin \\left(nx\\right)\\right]\\\\[4pt]&={\\frac {2}{\\pi }}\\sum _{n=1}^{\\infty }{\\frac {(-1)^{n+1}}{n}}\\sin(nx),\\quad \\mathrm {for} \\ (x-\\pi )\\ {\\text{is not a multiple of}}\\ 2\\pi .\\end{aligned}}}"}]
addedDirichlet theorem for Fourier series (pointwise convergence)eafee939ed8c
modifiedParseval's theorem for Fourier series1b0e3e96f61d
FieldFrom #1236To #1829
anchors[{"section":"Parseval's theorem","snippet":"periodic over an interval of length"},{"type":"math_alttext","value":"{\\displaystyle {\\frac {1}{P}}\\int _{P}|s(x)|^{2}\\,dx=\\sum _{n=-\\infty }^{\\infty }{\\Bigl |}S[n]{\\Bigr |}^{2}.}"}]
modifiedFourier coefficients of pointwise product3ece3568eb0b
FieldFrom #1236To #1829
anchors[{"section":"Convolution theorems","snippet":"discrete convolution of the"},{"type":"math_alttext","value":"{\\displaystyle h_{P}(x)\\triangleq s_{P}(x)\\cdot r_{P}(x)}"},{"type":"math_alttext","value":"{\\displaystyle H[n]=\\{S*R\\}[n].}"}]
modifiedFourier coefficients of periodic convolutionf5c80da46d36
FieldFrom #1236To #1829
noteMathlib has Fourier-transform convolution theorems (`Real.fourier_bilin_convolution_eq`) but no analogue for Fourier coefficients on `AddCircle T`.Mathlib has Fourier-transform convolution theorems but no analogue for Fourier coefficients on `AddCircle T`.
modifiedPeter–Weyl theorem8888f184ca42
FieldFrom #1236To #1829
noteNo occurrence of Peter–Weyl was found in Mathlib.No occurrence of Peter–Weyl was found in Mathlib (loogle confirms no decl name contains `PeterWeyl`).
modifiedFourier transform on locally compact Abelian groups34150020f29e
FieldFrom #1236To #1829
mathlib.moduleMathlib.Analysis.Fourier.FiniteAbelian.PontryaginDualityMathlib.Topology.Algebra.PontryaginDual
noteMathlib handles the finite-abelian case via `PontryaginDuality`, but no general LCA-group Fourier transform is defined.Mathlib defines `PontryaginDual` and develops the finite-abelian case in `Mathlib.Analysis.Fourier.FiniteAbelian`, but no general LCA-group Fourier transform is defined.
modifiedFourier–Stieltjes seriesb764d8363cd7
FieldFrom #1236To #1829
anchors[{"section":"Fourier-Stieltjes series","snippet":"the Fourier-Stieltjes series can be defined as the Fourier series whose coefficients are given by"},{"type":"math_alttext","value":"{\\displaystyle c_{n}={\\hat {\\mu }}(n)={\\frac {1}{P}}\\int _{0}^{P}\\ e^{-i2\\pi {\\tfrac {n}{P}}x}\\,d\\mu (x),\\quad \\forall n\\in \\mathbb {Z} ,}"}]
modifiedRiesz representation for Fourier–Stieltjes coefficients5bd3a99f2f7f
FieldFrom #1236To #1829
anchors[{"section":"Fourier-Stieltjes series","snippet":"is a function of bounded variation"},{"type":"math_alttext","value":"{\\displaystyle c_{n}={\\frac {1}{P}}\\int _{0}^{P}\\ e^{-i2\\pi {\\tfrac {n}{P}}x}\\,dF(x),\\quad \\forall n\\in \\mathbb {Z} ,}"}]
modifiedFourier series on the square7b2efd74369d
FieldFrom #1236To #1829
anchors[{"section":"Fourier series on a square","snippet":"We can also define the Fourier series for functions of two variables"},{"type":"math_alttext","value":"{\\displaystyle {\\begin{aligned}f(x,y)&=\\sum _{j,k\\in \\mathbb {Z} }c_{j,k}e^{ijx}e^{iky},\\\\[5pt]c_{j,k}&={\\frac {1}{4\\pi ^{2}}}\\int _{-\\pi }^{\\pi }\\int _{-\\pi }^{\\pi }f(x,y)e^{-ijx}e^{-iky}\\,dx\\,dy.\\end{aligned}}}"}]
mathlib.match_kindgeneralizationexact
note`AddCircleMulti` defines multivariate Fourier monomials `mFourier` and coefficients on `UnitAddTorus d`, generalizing the 2D-square case.Verified via decl_exists: `UnitAddTorus.mFourierCoeff` does exist in `Mathlib.Analysis.Fourier.AddCircleMulti`, giving multivariate Fourier coefficients (covers the two-variable / unit-square case).
provenanceaiai-moderated
modifiedBravais lattice612634fba63e
FieldFrom #1236To #1829
anchors[{"section":"Fourier series of a Bravais-lattice-periodic function","snippet":"A three-dimensional Bravais lattice is defined as the set of vectors"},{"type":"math_alttext","value":"{\\displaystyle \\mathbf {R} =n_{1}\\mathbf {a} _{1}+n_{2}\\mathbf {a} _{2}+n_{3}\\mathbf {a} _{3}}"}]
noteNo definition of a Bravais lattice was found in Mathlib.No definition of a Bravais lattice was found in Mathlib (loogle confirms no decl name contains `Bravais`).
modifiedFourier series of a Bravais-lattice-periodic function2e3c2253bc5d
FieldFrom #1236To #1829
anchors[{"section":"Fourier series of a Bravais-lattice-periodic function","snippet":"The Fourier series for"},{"type":"math_alttext","value":"{\\displaystyle g(x_{1},x_{2},x_{3})=\\sum _{m_{1},m_{2},m_{3}\\in \\mathbb {Z} }\\,c(m_{1},m_{2},m_{3})\\,e^{i2\\pi \\left({\\tfrac {m_{1}}{a_{1}}}x_{1}+{\\tfrac {m_{2}}{a_{2}}}x_{2}+{\\tfrac {m_{3}}{a_{3}}}x_{3}\\right)}.}"},{"type":"math_alttext","value":"{\\displaystyle \\mathbf {a} _{i}\\cdot \\mathbf {b_{j}} =2\\pi \\delta _{ij},}"},{"type":"math_alttext","value":"{\\displaystyle \\mathbf {Q} \\cdot \\mathbf {r} =\\left(m_{1}\\mathbf {b} _{1}+m_{2}\\mathbf {b} _{2}+m_{3}\\mathbf {b} _{3}\\right)\\cdot \\left(x_{1}{\\frac {\\mathbf {a} _{1}}{a_{1}}}+x_{2}{\\frac {\\mathbf {a} _{2}}{a_{2}}}+x_{3}{\\frac {\\mathbf {a} _{3}}{a_{3}}}\\right)=2\\pi \\left(x_{1}{\\frac {m_{1}}{a_{1}}}+x_{2}{\\frac {m_{2}}{a_{2}}}+x_{3}{\\frac {m_{3}}{a_{3}}}\\right),}"},{"type":"math_alttext","value":"{\\displaystyle f(\\mathbf {r} )=\\sum _{\\mathbf {Q} }c(\\mathbf {Q} )\\,e^{i\\mathbf {Q} \\cdot \\mathbf {r} },}"},{"type":"math_alttext","value":"{\\displaystyle c(\\mathbf {Q} )={\\frac {1}{a_{3}}}\\int _{0}^{a_{3}}dx_{3}\\,{\\frac {1}{a_{2}}}\\int _{0}^{a_{2}}dx_{2}\\,{\\frac {1}{a_{1}}}\\int _{0}^{a_{1}}dx_{1}\\,f\\left(x_{1}{\\frac {\\mathbf {a} _{1}}{a_{1}}}+x_{2}{\\frac {\\mathbf {a} _{2}}{a_{2}}}+x_{3}{\\frac {\\mathbf {a} _{3}}{a_{3}}}\\right)e^{-i\\mathbf {Q} \\cdot \\mathbf {r} }.}"},{"type":"math_alttext","value":"{\\displaystyle \\mathbf {r} =x_{1}{\\frac {\\mathbf {a} _{1}}{a_{1}}}+x_{2}{\\frac {\\mathbf {a} _{2}}{a_{2}}}+x_{3}{\\frac {\\mathbf {a} _{3}}{a_{3}}},}"},{"type":"math_alttext","value":"{\\displaystyle {\\begin{bmatrix}x\\\\y\\\\z\\end{bmatrix}}=\\mathbf {J} {\\begin{bmatrix}x_{1}\\\\x_{2}\\\\x_{3}\\end{bmatrix}}={\\begin{bmatrix}{\\frac {\\mathbf {a} _{1}}{a_{1}}},{\\frac {\\mathbf {a} _{2}}{a_{2}}},{\\frac {\\mathbf {a} _{3}}{a_{3}}}\\end{bmatrix}}{\\begin{bmatrix}x_{1}\\\\x_{2}\\\\x_{3}\\end{bmatrix}}\\,,}"},{"type":"math_alttext","value":"{\\displaystyle \\mathbf {J} ={\\begin{bmatrix}{\\dfrac {\\partial x}{\\partial x_{1}}}&{\\dfrac {\\partial x}{\\partial x_{2}}}&{\\dfrac {\\partial x}{\\partial x_{3}}}\\\\[12pt]{\\dfrac {\\partial y}{\\partial x_{1}}}&{\\dfrac {\\partial y}{\\partial x_{2}}}&{\\dfrac {\\partial y}{\\partial x_{3}}}\\\\[12pt]{\\dfrac {\\partial z}{\\partial x_{1}}}&{\\dfrac {\\partial z}{\\partial x_{2}}}&{\\dfrac {\\partial z}{\\partial x_{3}}}\\end{bmatrix}}\\,.}"}]
modifiedFourier series in Hilbert space L^2e33cfc42c620
FieldFrom #1236To #1829
anchors[{"section":"Hilbert space","snippet":"the space of square-integrable functions"},{"type":"math_alttext","value":"{\\displaystyle \\langle f,g\\rangle ={\\frac {1}{2\\pi }}\\int _{-\\pi }^{\\pi }f(x){\\overline {g(x)}}\\,dx.}"},{"type":"math_alttext","value":"{\\displaystyle f(x)=\\sum _{n=-\\infty }^{\\infty }c_{n}e^{inx},}"},{"type":"math_alttext","value":"{\\displaystyle f=\\sum _{n=-\\infty }^{\\infty }\\langle f,e_{n}\\rangle \\,e_{n}.}"}]
modifiedSines and cosines form an orthonormal basis of L^2c07f083d3f4a
FieldFrom #1236To #1829
anchors[{"section":"Hilbert space","snippet":"the sines and cosines form an orthogonal set"},{"type":"math_alttext","value":"{\\displaystyle \\int _{-\\pi }^{\\pi }\\cos(mx)\\,\\cos(nx)\\,dx={\\frac {1}{2}}\\int _{-\\pi }^{\\pi }\\cos((n-m)x)+\\cos((n+m)x)\\,dx=\\pi \\delta _{mn},\\quad m,n\\geq 1,}"},{"type":"math_alttext","value":"{\\displaystyle \\int _{-\\pi }^{\\pi }\\sin(mx)\\,\\sin(nx)\\,dx={\\frac {1}{2}}\\int _{-\\pi }^{\\pi }\\cos((n-m)x)-\\cos((n+m)x)\\,dx=\\pi \\delta _{mn},\\quad m,n\\geq 1}"},{"type":"math_alttext","value":"{\\displaystyle \\int _{-\\pi }^{\\pi }\\cos(mx)\\,\\sin(nx)\\,dx={\\frac {1}{2}}\\int _{-\\pi }^{\\pi }\\sin((n+m)x)+\\sin((n-m)x)\\,dx=0;}"},{"type":"math_alttext","value":"{\\displaystyle \\left\\{{\\frac {1}{\\sqrt {2}}},{\\frac {\\cos x}{\\sqrt {2}}},{\\frac {\\sin x}{\\sqrt {2}}},\\dots ,{\\frac {\\cos(nx)}{\\sqrt {2}}},{\\frac {\\sin(nx)}{\\sqrt {2}}},\\dots \\right\\},}"}]
mathlib.declorthonormal_fourierfourierBasis
noteMathlib proves orthonormality of complex exponentials (`orthonormal_fourier`) and that they form a Hilbert basis, but not the real sin/cos version explicitly.Mathlib proves the complex-exponential Fourier basis is a Hilbert basis (orthonormality via `fourierBasis`), but the real sin/cos orthonormal basis is not packaged as a named lemma.
provenanceaiai-moderated
addedStone–Weierstrass theorem1f2bab3c7443
addedFejér kernel42e9e7776043
modifiedBest trigonometric polynomial approximationca0f90ade0f8
FieldFrom #1236To #1829
mathlib.moduleMathlib.Analysis.InnerProductSpace.L2SpaceMathlib.Analysis.InnerProductSpace.l2Space
modifiedCarleson's theorem2aa4c91a25eb
FieldFrom #1236To #1829
noteCarleson's theorem on a.e. convergence of L² Fourier series is not present in Mathlib.Carleson's theorem on a.e. convergence of L² Fourier series is not present in Mathlib (loogle confirms no decl name contains `Carleson`).
addedUniform boundedness principle (Banach–Steinhaus)a237cb58b7d6