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Periodic Functions and Fourier Series

A Fourier series expands a periodic function as a sum of discrete sinusoidal modes. On an interval of length LL with periodic identification, the normalized complex modes are

Finitesampledversionsoftheseperiodicexpansionsarecomputedwiththe[FastFourierTransform](/math−toolkit/fast−fourier−transform/).en(x)=1Lexp⁡(2πinxL),n∈Z. Finite sampled versions of these periodic expansions are computed with the [Fast Fourier Transform](/math-toolkit/fast-fourier-transform/). e_n(x) = \frac{1}{\sqrt L} \exp \left( \frac{2\pi i n x}{L} \right), \qquad n\in\mathbb Z.

For the phase notation behind these modes, see Complex Exponentials.

For suitable functions, and for every L2L^2 function in the norm-convergence sense,

f(x)∼∑n∈Zcnen(x),cn=∫0Len(x)∗f(x) dx.f(x) \sim \sum_{n\in\mathbb Z} c_n e_n(x), \qquad c_n = \int_0^L e_n(x)^*f(x)\,dx.

The symbol ∼\sim is a reminder that convergence needs interpretation. In quantum mechanics, Hilbert-space norm convergence is often the right first meaning.

Why Quantum Mechanics Needs Fourier Series

Section titled “Why Quantum Mechanics Needs Fourier Series”

Fourier series are the finite-volume version of Fourier transforms. They appear whenever boundary conditions make momenta discrete:

  • a particle on a ring has periodic momentum modes;
  • a particle in a box has sine or cosine standing-wave modes;
  • numerical simulations often put systems in a finite periodic box;
  • crystals and lattices use reciprocal-space ideas built from periodic modes;
  • finite-temperature and imaginary-time methods use discrete frequency sums.

The full-line transform lives at Fourier Transform. This page explains the interval and periodic case, where sums replace integrals.

The reciprocal-lattice identity connecting periodic real-space sums to Fourier-space sums is Poisson Summation Formula.

You should know:

The periodic modes are orthonormal on [0,L][0,L]:

∫0Lem(x)∗en(x) dx=δmn.\int_0^L e_m(x)^*e_n(x)\,dx = \delta_{mn}.

Indeed,

∫0Lem(x)∗en(x) dx=1L∫0Lexp⁡[2πi(n−m)xL]dx.\int_0^L e_m(x)^*e_n(x)\,dx = \frac{1}{L} \int_0^L \exp \left[ \frac{2\pi i(n-m)x}{L} \right]dx.

If n=mn=m, the integrand is 11 and the result is 11. If n≠mn\ne m, the exponential completes an integer number of periods and the result is 00.

This is the same algebra as an orthonormal basis of vectors, but with an integral replacing a dot product.

For a periodic function ff, the coefficient

cn=⟨en∣f⟩=∫0Len(x)∗f(x) dxc_n = \langle e_n\vert f\rangle = \int_0^L e_n(x)^*f(x)\,dx

measures the component of ff in mode nn. The partial sum

SN(x)=∑n=−NNcnen(x)S_N(x) = \sum_{n=-N}^{N} c_n e_n(x)

is the projection of ff onto the modes with ∣n∣≤N\lvert n\rvert\le N.

For f∈L2([0,L])f\in L^2([0,L]), the Fourier series converges to ff in L2L^2 norm:

lim⁡N→∞∫0L∣f(x)−SN(x)∣2 dx=0.\lim_{N\to\infty} \int_0^L \lvert f(x)-S_N(x)\rvert^2\,dx = 0.

Pointwise convergence requires additional hypotheses. Smooth periodic functions have rapidly decaying coefficients; functions with jumps have slower decay and may display Gibbs oscillations near discontinuities.

The complex exponential form is compact, but real functions are often expanded as

f(x)∼a02+∑n=1∞[ancos⁡(2πnxL)+bnsin⁡(2πnxL)].f(x) \sim \frac{a_0}{2} + \sum_{n=1}^{\infty} \left[ a_n\cos \left( \frac{2\pi n x}{L} \right) + b_n\sin \left( \frac{2\pi n x}{L} \right) \right].

The sine and cosine coefficients are equivalent to the complex coefficients. The best choice depends on symmetry and boundary conditions:

  • even periodic functions use only cosines;
  • odd periodic functions use only sines;
  • hard-wall box eigenfunctions use a sine basis on 0<x<L0\lt x\lt L;
  • Neumann endpoint conditions naturally lead to cosine modes.

The differential expression

−d2dx2-\frac{d^2}{dx^2}

has different eigenfunctions depending on the boundary conditions.

For periodic boundary conditions,

f(0)=f(L),f′(0)=f′(L),f(0)=f(L), \qquad f'(0)=f'(L),

the eigenfunctions are the complex modes en(x)e_n(x) with wave numbers

kn=2πnL.k_n = \frac{2\pi n}{L}.

For Dirichlet boundary conditions,

f(0)=f(L)=0,f(0)=f(L)=0,

the normalized sine modes are

un(x)=2Lsin⁡(nπxL),n=1,2,3,….u_n(x) = \sqrt{\frac{2}{L}} \sin \left( \frac{n\pi x}{L} \right), \qquad n=1,2,3,\ldots .

This is the basis that appears in the Infinite Square Well. The mathematical reason these modes organize the problem is Sturm–Liouville Theory.

For a particle on a ring of circumference LL, wavefunctions satisfy periodic boundary conditions. The momentum eigenfunctions are

ψn(x)=1Le2πinx/L.\psi_n(x) = \frac{1}{\sqrt L} e^{2\pi i n x/L}.

Applying the momentum operator gives

−iℏddxψn(x)=pnψn(x),pn=ℏkn=2πℏnL.-i\hbar\frac{d}{dx}\psi_n(x) = p_n\psi_n(x), \qquad p_n = \hbar k_n = \frac{2\pi\hbar n}{L}.

The finite circumference makes the allowed momenta discrete. For a free particle on the ring, the energies are

En=pn22m=(2πℏn)22mL2.E_n = \frac{p_n^2}{2m} = \frac{(2\pi\hbar n)^2}{2mL^2}.

Except for n=0n=0, the states nn and −n-n have the same energy but opposite momentum.

The Fourier series of a periodic box becomes the Fourier transform in a large-volume limit. For periodic length LL,

pn=2πℏnL,Δp=2πℏL.p_n = \frac{2\pi\hbar n}{L}, \qquad \Delta p = \frac{2\pi\hbar}{L}.

As L→∞L\to\infty, the spacing Δp\Delta p tends to zero and sums over modes become integrals:

∑nΔp F(pn)⟶∫−∞∞F(p) dp.\sum_n \Delta p\,F(p_n) \longrightarrow \int_{-\infty}^{\infty}F(p)\,dp.

This is the bridge between discrete finite-volume normalization and continuum momentum normalization. It is also the source of many factors of 2π2\pi and ℏ\hbar in box-to-continuum calculations.

For a complete orthonormal Fourier basis,

∫0L∣f(x)∣2 dx=∑n∈Z∣cn∣2.\int_0^L \lvert f(x)\rvert^2\,dx = \sum_{n\in\mathbb Z} \lvert c_n\rvert^2.

In quantum mechanics, this identity says that the probability norm can be computed either from the wavefunction in position space or from its discrete mode coefficients. If the state is normalized, then

∑n∈Z∣cn∣2=1.\sum_{n\in\mathbb Z} \lvert c_n\rvert^2 = 1.

The continuous analogue is the Plancherel property of the Fourier transform.

The theorem-level treatment, including inner products and derivative norms, is Plancherel and Parseval Theorems.

  • Forgetting that the boundary conditions determine which Fourier modes are allowed.
  • Treating a Fourier series as pointwise convergent without checking hypotheses.
  • Mixing periodic modes 2πn/L2\pi n/L with box sine modes nπ/Ln\pi/L.
  • Dropping normalization factors such as 1/L1/\sqrt L.
  • Confusing a finite-volume discrete momentum sum with a continuum momentum integral.
  • Differentiating a Fourier series term by term when the function lacks enough regularity.
  • Treating Gibbs oscillations near a discontinuity as a numerical error rather than a convergence phenomenon.
  • G. B. Folland, Fourier Analysis and Its Applications, American Mathematical Society, 1992.
  • G. B. Arfken, H. J. Weber, and F. E. Harris, Mathematical Methods for Physicists, 7th ed., Academic Press, 2013.
  • B. C. Hall, Quantum Theory for Mathematicians, Springer, 2013.
  • R. Shankar, Principles of Quantum Mechanics, 2nd ed., Springer, 1994.
  • D. J. Griffiths and D. F. Schroeter, Introduction to Quantum Mechanics, 3rd ed., Cambridge University Press, 2018.
  1. Prove the orthogonality relation for en(x)=L−1/2e2πinx/Le_n(x)=L^{-1/2}e^{2\pi i n x/L}.
Solution

Compute

∫0Lem(x)∗en(x) dx=1L∫0Lexp⁡[2πi(n−m)xL]dx.\int_0^L e_m(x)^*e_n(x)\,dx = \frac{1}{L} \int_0^L \exp \left[ \frac{2\pi i(n-m)x}{L} \right]dx.

If n=mn=m, the integral is LL, so the normalized result is 11. If n≠mn\ne m, the antiderivative is proportional to

e2πi(n−m)x/L,e^{2\pi i(n-m)x/L},

which has the same value at x=0x=0 and x=Lx=L, so the integral vanishes. Thus the result is δmn\delta_{mn}.

  1. For f(x)=1f(x)=1 on [0,L][0,L] with periodic boundary conditions, find the normalized Fourier coefficients cnc_n.
Solution

The coefficients are

cn=∫0L1Le−2πinx/L dx.c_n = \int_0^L \frac{1}{\sqrt L} e^{-2\pi i n x/L}\,dx.

For n=0n=0,

c0=L.c_0=\sqrt L.

For n≠0n\ne0, the exponential integrates to zero over a full period. Thus only the zero mode is present.

  1. Why does an infinite square well use nπ/Ln\pi/L rather than 2πn/L2\pi n/L?
Solution

The infinite square well imposes Dirichlet conditions ψ(0)=ψ(L)=0\psi(0)=\psi(L)=0, not periodic conditions. The allowed standing waves are

sin⁡(nπxL),n=1,2,3,….\sin \left( \frac{n\pi x}{L} \right), \qquad n=1,2,3,\ldots .

Periodic modes instead satisfy equality of the values and derivatives at 00 and LL, leading to wave numbers 2πn/L2\pi n/L.

  1. Show how the momentum spacing in a periodic box tends to a continuum.
Solution

The allowed momenta are

pn=2πℏnL.p_n = \frac{2\pi\hbar n}{L}.

Adjacent values differ by

Δp=2πℏL.\Delta p = \frac{2\pi\hbar}{L}.

As L→∞L\to\infty, Δp→0\Delta p\to0, so sums over momentum labels can approach integrals when the summand is smooth enough and normalized with the appropriate factor of Δp\Delta p.