Videos for Periodic Functions


There are three ways to think about a function on the unit circle, as explained in the first video:

  1. It's a function on a geometric set, and we can give it the inner product $\langle {\bf f} | {\bf g} \rangle =\int_{S^1} \bar f g ds$, where $s$ is arclength. I have intentionally avoided writing a variable for $f$ and $g$, because there are many ways to parametrize the circle.
  2. We can parametrize our circle by $x = \cos(\theta)$, $y=\sin(\theta)$, with $\theta$ running from $-\infty$ to $\infty$. Of course, $\theta$ and $\theta + 2\pi$ refer to the same point, so we have a periodic function $f$ on $\mathbb{R}$ with $f(\theta+2\pi)=f(\theta)$. Our inner product comes from integrating over just one period: $\langle {\bf f} | {\bf g} \rangle =\int_0^{2\pi} \overline{f(\theta)} g(\theta) d\theta$.
  3. Finally, we can think of a function on the interval $[0,2\pi]$, but insist that the values and derivatives match at the endpoints: $f(0)=f(2\pi)$, $f'(0)=f'(2\pi)$, etc.
All three pictures give exactly the same space of functions. "Functions on the circle", "periodic functions on the line" and "functions on an interval" mean exactly the same thing.

Now let's switch to functions with period $L$ instead of period $2\pi$. Functions in the space $L^2(S^1_L)$ can either be viewed as

  1. Functions on a circle of circumference $L$.
  2. Periodic functions on $\mathbb{R}$ with $f(x+L)=f(x)$, or
  3. Functions on $[0,L]$ with periodic boundary conditions $f(0)=f(L)$, $f'(0)=f'(L)$, etc. [Strictly speaking we can't assume that our functions are differentiable, or even continuous. But if the one-sided derivatives at $0$ and $L$ disagree, then this is like a periodic function where the derivative takes a jump at $x=0$.]
In all of these cases our inner product is $\langle {\bf f}| {\bf g} \rangle = \int_0^L \overline{f(x)} g(x) dx.$

Now that we have our function space, we can look at some operators. $A = d^2/dx^2$ and $P = -id/dx$ are both Hermitian, so we can find an orthogonal basis of eigenvectors. The eigenvalues of $A$ are $0$ (with multiplicity 1) and $-4n^2\pi^2/L^2$ (with multiplicity 2). The eigenvectors are $\cos(2\pi n x/L)$ with $n=0,1,2,\ldots$ and $\sin(2 \pi n x/L)$ with $n=1, 2,\ldots$. This is explained in the following video:

The eigenvalues of $P$ are $2 \pi n/L$, where now $n$ can be positive or negative or zero. The eigenvectors are $\exp(2 \pi i n x/L) = \cos(2 \pi n x/L ) + i \sin(2 \pi n x/L)$. Diagonalizing $P$, and the vectors we get that way, are explained in the third video.

From these orthonormal bases we get two more ways to decompose a function. If $f(x)$ is a periodic function with period $L$, then we can write $$f(x) = \frac{a_0}{2} + \sum_{n=1}^\infty \left [ a_n \cos\left ( \frac{2 \pi n x}{L}\right ) + b_n \sin\left ( \frac{2 \pi n x}{L}\right )\right ],$$ where \begin{eqnarray*} a_n & = & \frac{2}{L}\int_0^L f(x) \cos \left ( \frac{2 \pi n x}{L}\right )dx , \cr b_n & = & \frac{2}{L}\int_0^L f(x) \sin \left ( \frac{2 \pi n x}{L}\right )dx. \end{eqnarray*} We can also write $$f(x) = \sum_{n=-\infty}^\infty c_n \exp(2 \pi i n x/L), \qquad \hbox{with}$$ $$c_n = \frac{1}{L} \int_0^L f(x) \exp(-2\pi i n x/L) dx.$$ The coefficients $c_n$ are often written $\hat f_n$ and are called the Fourier coefficients of $f$.