F O U R I E R A NA LY S I S

Fourier analysis is a subject that was born in physics but grew up in mathematics. Now it is part
of the standard repertoire for mathematicians, physicists and engineers. This diversity of interest
is often overlooked, but in this much-loved book, Tom Körner provides a shop window for some
of the ideas, techniques and elegant results of Fourier analysis, and for their applications. These
range from number theory, numerical analysis, control theory and statistics, to earth science,
astronomy and electrical engineering. The prerequisites are few (a reader with knowledge of
second- or third-year undergraduate mathematics should have no difficulty following the text),
and the style is lively and entertaining.
This edition of Körner’s 1989 text includes a foreword written by Professor Terence Tao
introducing it to a new generation of fans.

T. W. Körner is Emeritus Professor of Fourier Analysis at the University of Cambridge. His

other books include The Pleasures of Counting (Cambridge, 1996) and Where Do Numbers Come
From? (Cambridge, 2019).
 CAMBRIDGE
MATHEMATICAL LIBRARY

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and counts many classics of the mathematical literature within its list. Some of these titles
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of considerable relevance today.
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Recent titles include the following:

Attractors for Semigroups and Evolution Equations

OLGA A. LADYZHENSKAYA
Fourier Analysis
T. W. KÖRNER
Transcendental Number Theory
ALAN BAKER
An Introduction to Symbolic Dynamics and Coding (Second Edition)
DOUGLAS LIND & BRIAN MARCUS
Reversibility and Stochastic Networks
F. P. KELLY
The Geometry of Moduli Spaces of Sheaves (Second Edition)
DANIEL HUYBRECHTS & MANFRED LEHN
Smooth Compactifications of Locally Symmetric Varieties (Second Edition)
AVNER ASH, DAVID MUMFORD, MICHAEL RAPOPORT &
YUNG-SHENG TAI
Markov Chains and Stochastic Stability (Second Edition)
SEAN MEYN & RICHARD L. TWEEDIE
F O U R I E R A NA LY S I S

T. W. K Ö R N E R
University of Cambridge

With a Foreword by

T E R E N C E TAO
University of California, Los Angeles
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Information on this title: www.cambridge.org/9781009230056
DOI: 10.1017/9781009230063

© Cambridge University Press 1988

This publication is in copyright. Subject to statutory exception

and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.

First published 1988

First paperback edition (with corrections) 1989
Reprinted with Foreword 2022

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. . . mathematical ideas originate in empirics, although the genealogy is sometimes
long and obscure. But, once they are so conceived, the subject begins to live a
peculiar life of its own and is better compared to a creative one, governed by
almost entirely aesthetical motivations, than to anything else and, in particular,
to an empirical science. There is, however, a further point which, I believe, needs
stressing. As a mathematical discipline travels far from its empirical source, or
still more, if it is a second and third generation only indirectly inspired by ideas
coming from ‘reality’, it is beset with very grave dangers. It becomes more and
more purely aestheticising, more and more purely 1’art pour 1’art. This need not
be bad, if the field is surrounded by correlated subjects, which still have closer
empirical connections, or if the discipline is under the influence of men with an
exceptionally well-developed taste. But there is a grave danger that the subject will
develop along the line of least resistance, that the stream, so far from its source,
will separate into a multitude of insignificant branches, and that the discipline
will become a disorganised mass of details and complexities. In other words, at
a great distance from its empirical source, or after much ‘abstract’ inbreeding, a
mathematical subject is in danger of degeneration.
von Neumann (from the first paper in his collected works)

Some calculus tricks are quite easy. Some are enormously difficult. The fools who
write the text books of advanced mathematics – and they are mostly clever fools
– seldom take the trouble to show you how easy the easy calculations are. On the
contrary, they seem to desire to impress you with their tremendous cleverness by
going about it in the most difficult way.
Being myself a remarkably stupid fellow, I have had to unteach myself the difficul-
ties, and now beg to present to my fellow fools the parts that are not hard. Master
these thoroughly, and the rest will follow. What one fool can do, another can.
(from Calculus Made Easy by Sylvanus P. Thompson)

‘Now,’ Herbie says, ‘wait a minute. A story goes with it.’

(from A Story Goes With It by Damon Runyon)
 Contents

Foreword by Terence Tao page xi

Preface xiii

Part I Fourier Series 1

1 Introduction 3
2 Proof of Fejér’s theorem 6
3 Weyl’s equidistribution theorem 11
4 The Weierstrass polynomial approximation theorem 15
5 A second proof of Weierstrass’s theorem 19
6 Hausdorff’s moment problem 21
7 The importance of linearity 24
8 Compass and tides 28
9 The simplest convergence theorem 32
10 The rate of convergence 35
11 A nowhere differentiable function 38
12 Reactions 42
13 Monte Carlo methods 46
14 Mathematical Brownian motion 50
15 Pointwise convergence 56
16 Behaviour at points of discontinuity I 59
17 Behaviour at points of discontinuity II 62
18 A Fourier series divergent at a point 67
19 Pointwise convergence, the answer 74

Part II Some Differential Equations 77

20 The undisturbed damped oscillator does not explode 79

vii
viii Contents

21 The disturbed damped linear oscillator does not explode 83

22 Transients 88
23 The linear damped oscillator with periodic input 93
24 A non-linear oscillator I 99
25 A non-linear oscillator II 104
26 A non-linear oscillator III 113
27 Poisson summation 116
28 Dirichlet’s problem for the disc 121
29 Potential theory with smoothness assumptions 124
30 An example of Hadamard 131
31 Potential theory without smoothness assumptions 134

Part III Orthogonal Series 143

32 Mean square approximation I 145

33 Mean square approximation II 150
34 Mean square convergence 155
35 The isoperimetric problem I 159
36 The isoperimetric problem II 166
37 The Sturm–Liouville equation I 170
38 Liouville 175
39 The Sturm–Liouville equation II 179
40 Orthogonal polynomials 185
41 Gaussian quadrature 191
42 Linkages 197
43 Tchebychev and uniform approximation I 201
44 The existence of the best approximation 207
45 Tchebychev and uniform approximation II 212

Part IV Fourier Transforms 219

46 Introduction 221
47 Change in the order of integration I 226
48 Change in the order of integration II 230
49 Fejér’s theorem for Fourier transforms 240
50 Sums of independent random variables 245
51 Convolution 253
52 Convolution on T 259
53 Differentiation under the integral 265
54 Lord Kelvin 270
 Contents ix

55 The heat equation 274

56 The age of the earth I 282
57 The age of the earth II 285
58 The age of the earth III 289
59 Weierstrass’s proof of Weierstrass’s theorem 292
60 The inversion formula 295
61 Simple discontinuities 300
62 Heat flow in a semi-infinite rod 308
63 A second approach 315
64 The wave equation 324
65 The transatlantic cable I 332
66 The transatlantic cable II 335
67 Uniqueness for the heat equation I 338
68 Uniqueness for the heat equation II 344
69 The law of errors 347
70 The central limit theorem I 349
71 The central limit theorem II 357

Part V Further Developments 363

72 Stability and control 365

73 Instability 368
74 The Laplace transform 372
75 Deeper properties 379
76 Poles and stability 386
77 A simple time delay equation 395
78 An exception to a rule 403
79 Many dimensions 407
80 Sums of random vectors 413
81 A chi squared test 418
82 Haldane on fraud 425
83 An example of outstanding statistical treatment I 429
84 An example of outstanding statistical treatment II 434
85 An example of outstanding statistical treatment III 436
86 Will a random walk return? 443
87 Will a Brownian motion return? 451
88 Analytic maps of Brownian motion 455
89 Will a Brownian motion tangle? 461
90 La Famille Picard va á Monte Carlo 467
x Contents

Part VI Other Directions 471

91 The future of mathematics viewed from 1800 473

92 Who was Fourier? I 475
93 Who was Fourier? II 478
94 Why do we compute? 481
95 The diameter of stars 484
96 What do we compute? 488
97 Fourier analysis on the roots of unity 491
98 How do we compute? 497
99 How fast can we multiply? 500
100 What makes a good code? 503
101 A little group theory 506
102 A good code? 509
103 A little more group theory 513
104 Fourier analysis on finite Abelian groups 519
105 A formula of Euler 525
106 An idea of Dirichlet 532
107 Primes in some arithmetical progressions 539
108 Extension from real to complex variable 546
109 Primes in general arithmetical progressions 552
110 A word from our founder 558
Appendix A: The circle T 560
Appendix B: Continuous function on closed bounded sets 563
Appendix C: Weakening hypotheses 565
Appendix D: Ode to a galvanometer 575
Appendix E: The principle of the argument 577
Appendix F: Chase the constant 580
Appendix G: Are share prices in Brownian motion? 581
Index 585
 Foreword
terence tao

Mathematical monographs tend to fall, broadly speaking, into two categories. On

one hand, one has the undergraduate texts, in which the basics of some subject are
covered extensively and systematically, with many examples and exercises for the
student to practice core techniques and concepts. On the other hand, one has the
graduate texts, where the author assumes that the student is mathematically mature
enough to recognise and fill in routine arguments and standard calculations, and is
now ready to proceed to the cutting edge of the field.
This book is a rare example of one that stakes a middle ground: it does not com-
prehensively introduce the fundamental definitions and results in Fourier analysis,
but instead provides a sampler of bite-sized (and largely stand-alone) examples of
how the themes of the subject (in particular, that of decomposing a general function
into simple oscillating modes, and then reconstituting these modes back together to
reconstruct the original function) arise naturally in both mathematical and practical
contexts.
One feature of this book that is particularly valuable for beginning students
is that standard arguments in analysis that would be very quickly breezed through
in more advanced texts (using phrases such as ‘by a routine scaling argument’,
‘by linearity we may assume without loss of generality that’, and so forth) are
instead carefully worked through by the author. I would encourage such students
to study and internalise these arguments when they are presented in this text,
as they will certainly encounter them many more times in their studies and their
research.
The text does not need to be read in a linear fashion; I myself spent many pleasant
hours as a graduate student browsing through whatever topics in the book took my
fancy, whether it was reading about the fascinating history of the transatlantic cable,

xi
xii Foreword

the application of Fourier-analytic ideas to locate primes in arithmetic progressions,

or using Fourier-analytic solutions to the heat equation to estimate the age of the
Earth. I hope you find this book as enjoyable to dip into as I have.

Department of Mathematics, UCLA, Los Angeles CA 90095-1555

 Preface

This book is meant neither as a drill book for the successful nor as a lifebelt for the
unsuccessful student. Rather, it is intended as a shop window for some of the ideas,
techniques and elegant results of Fourier analysis.
I have tried to write a series of interlinked essays accessible to a student with
a good general background in mathematics such as an undergraduate at a British
university is supposed to have after two years of study. If the reader has not covered
the relevant topic, say contour integration or probability, then she can usually omit,
or better, skim through any chapters which involve this topic without impairing her
ability to cope with subsequent chapters.
It is a consequence of the plan of this book that nothing is done in great depth
or generality. If the reader wants to acquire facility with the Laplace transform or
to study the L2 convergence of the Fourier series of an L2 function she must look
elsewhere. It is very much easier to acquire a skill or to generalise a theorem when
one is under the pressure of immediate necessity than when one is told that such a
skill or generalisation might just possibly come in useful some day.
Another consequence is that, although anything specifically presented as a proof
or statement of a result is intended to meet the pure mathematician’s criteria for
accuracy, the rigour of the accompanying discussion will vary according to the
subject discussed. (Compare Chapter 3, Chapter 8 and Chapter 14.) For this I make
no apology. ‘It is the mark of the educated mind to use for each subject the degree
of exactness which it admits’ (Aristotle).
I must however apologise for a major, though perhaps unavoidable, fault in this
book. The historical remarks which I make in connection with certain problems
are brief and, if only for that reason, paint only a small part of a very complicated
picture. Moreover, a glance at the average history of mathematics shows that math-
ematicians are remarkably incompetent historians. I make no claim to superiority
and can only advise that the reader consults the original sources before accepting
the truth of any historical sketch drawn in this book.

xiii
xiv Preface

Any textbook owes more to the books and lectures of others than to the nominal
author. At one stage I had a list of over 25 names of unwitting contributors to this
one. However, a long list prompts more interest in its omissions than its inclusions
so I shall simply record my immense debt to the inspiring lectures of G. Friedlander,
J.P. Kahane, H.P. Swinnerton-Dyer and H. Shapiro.
This book would never have seen the light of day without the labours of sev-
eral generations of Cambridge typists. I should like to thank in particular Robyn
Bringan, Debbie McCleland and Betty Sharples. It would have contained many
more great and small mathematical errors without the careful scrutiny of Jonathan
Partington, Richard Hildich, Chris Budd and an anonymous referee.
I close the preface by dedicating this book to my parents with love and respect.

T.W. Körner