In mathematics, a Fourier series decomposes a periodic function or periodic signal into a sum of simple oscillating functions, namely sines and cosines (or complex exponentials). The study of Fourier series is a branch of Fourier analysis. Fourier series were introduced by Joseph Fourier (1768–1830) for the purpose of solving the heat equation in a metal plate. It led to a revolution in mathematics, forcing mathematicians to reexamine the foundations of mathematics and leading to many modern theories such as Lebesgue integration.

The heat equation is a partial differential equation. Prior to Fourier's work, there was no known solution to the heat equation in a general situation, although particular solutions were known if the heat source behaved in a simple way, in particular, if the heat source was a sine or cosine wave. These simple solutions are now sometimes called eigensolutions. Fourier's idea was to model a complicated heat source as a superposition (or linear combination) of simple sine and cosine waves, and to write the solution as a superposition of the corresponding eigensolutions. This superposition or linear combination is called the Fourier series.

Although the original motivation was to solve the heat equation, it later became obvious that the same techniques could be applied to a wide array of mathematical and physical problems. The basic results are very easy to understand using the modern theory.

The Fourier series has many applications in electrical engineering, vibration analysis, acoustics, optics, signal processing, image processing, quantum mechanics, etc.

From Wikipedia under the GNU Free Documentation License
Tue Aug 11 07:13:59 2009

GILA 3: The Fourier transform, and why it works
harrisonbrown.wordpress.com
GILA 3: The Fourier transform, and why it works

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hu, 03 Sep 2009 23:17:18 GM

Since, as noted way above, is , we can view the above as saying that plus an error term related to the other . Fourier coefficients. of . Now if all the remaining . Fourier coefficients. are small, the magnitude of the error term isn t enough ...

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terrytao.wordpress.com
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One can achieve a non-trivial bound by . Fourier. analysis. One can expand. where are the . Fourier coefficients. of : As there are just as many quadratic residues as non-residues, , so we may drop the term. From summing the geometric series ...

PDE w/o ODE? - Quant Network - Financial Engineering Forum
quantnet.com
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numerical methods; second-order equations (method of undetermined . coefficients. , application to oscillations and resonance, boundary-value problems and eigenvalues); . Fourier. series; linear partial differential equations (heat flow, ...

From Google Blog Search: "fourier coefficients"
Thu Sep 17 17:26:58 2009