96 Chapter 1 Fourier Series and Integrals
Proof: Let the pointxbe chosen; it is to remain fixed. To begin with, we
assume thatfiscontinuousatx, so the sum of the series should bef(x).
Another way to say this is that
Nlim→∞SN(x)−f(x)=^0 ,
whereSNis the partial sum of the Fourier series off,
SN(x)=a 0 +
∑N
n= 1
ancos(nx)+bnsin(nx). (2)
Of course, thea’s andb’s are the Fourier coefficients off,
a 0 = 21 π
∫π
−π
f(z)dz,
an=^1
π
∫π
−π
f(z)cos(nz)dz,
bn=
1
2 π
∫π
−π
f(z)sin(nz)dz.
(3)
The integrals havezas their variable of integration, but that does not affect
their value.
Part 1.Transformation ofSN(x).
In order to show a relationship betweenSN(x)andf, we replace the co-
efficients in Eq. (2) by the integrals that define them and use elementary
algebra on the results:
SN(x)= 21 π
∫π
−π
f(z)dx+
∑N
n= 1
[
1
π
∫π
−π
f(z)cos(nz)dzcos(nx)
+
1
π
∫π
−π
f(z)sin(nz)dzsin(nx)
]
(4)
=
1
2 π
∫π
−π
f(z)dx+
∑N
n= 1
[ 1
π
∫π
−π
f(z)cos(nz)cos(nx)dz
+^1
π
∫π
−π
f(z)sin(nz)sin(nx)dz
]
(5)
= 21 π
∫π
−π
f(z)dx+
∑N
n= 1
[
1
π
∫π
−π
f(z)
(
cos(nz)cos(nx)
+sin(nz)sin(nx)
)
dz