A. Fourier Series

Here we recall, in the most general form, how a function is expanded into a series in an orthogonal system of functions — we use this expansion everywhere we solve boundary value problems by separation of variables. Suppose in the domain GG there is given a system of functions φ1(M),φ2(M),\varphi_1(M), \varphi_2(M), \ldots, pairwise orthogonal with the weight function ρ(M)\rho(M) >0> 0, that is

Gρ(M)φn(M)φm(M)dG\displaystyle \iiint_G \rho(M) \cdot \varphi_n(M) \cdot \varphi_m(M) \,dG =0,n\displaystyle = 0, \quad n m.\displaystyle \neq m.
(A.1)

The function f(M)f(M) is called expandable in this system if it can be represented by a convergent series

f(M)\displaystyle f(M) =n=1cnφn(M).\displaystyle = \sum_{n=1}^{\infty} c_n \cdot \varphi_n(M).
(A.2)

The coefficients cnc_n (they are called Fourier coefficients) are found thanks to orthogonality. Let us multiply both sides of (A.2) by ρ(M)φm(M)\rho(M) \cdot \varphi_m(M) and integrate over the domain GG. Due to orthogonality (A.1) only one term survives on the right-hand side — the one with nn =m= m:

Gρ(M)f(M)φn(M)dG\displaystyle \iiint_G \rho(M) \cdot f(M) \cdot \varphi_n(M) \,dG =cnGρ(M)φn2(M)dG,\displaystyle = c_n \cdot \iiint_G \rho(M) \cdot \varphi_n^2(M) \,dG,
(A.3)

whence the expansion coefficients are determined uniquely:

cn\displaystyle c_n =Gρ(M)f(M)φn(M)dGGρ(M)φn2(M)dG.\displaystyle = \frac{\displaystyle \iiint_G \rho(M) \cdot f(M) \cdot \varphi_n(M) \,dG}{\displaystyle \iiint_G \rho(M) \cdot \varphi_n^2(M) \,dG}.
(A.4)

The denominator in formula (A.4) is the squared norm of the function φn\varphi_n:

φn2\displaystyle \|\varphi_n\|^2 =Gρ(M)φn2(M)dG.\displaystyle = \iiint_G \rho(M) \cdot \varphi_n^2(M) \,dG.
(A.5)

Formula (A.4) is universal: whatever the orthogonal system, the expansion coefficients in it are computed in the same way. The weight ρ(M)\rho(M) is determined by the coordinate system in which the variables separate: it is the factor with which the coordinate enters the volume element (the Jacobian) and with respect to which orthogonality holds for the system {φn}\{\varphi_n\}. For the main systems it equals:

Coordinate systemρCartesian (1D)1polar (r)rspherical (r)r2\begin{array}{c|c} \text{Coordinate system} & \rho\\ \hline \text{Cartesian (1D)} & 1\\ \text{polar } (r) & r\\ \text{spherical } (r) & r^2 \end{array}