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I am doing a fourier series example, and the solution contains of a somewhat surprising claim.

Let $f(t)$ be a real-valued, even function, that is, $f(t) = f(-t)$.

Then

$$\int\limits_{-\infty}^\infty f(t) (\cos(\omega t) + i\sin(\omega t)) \mathrm{dt} = \int\limits_{-\infty}^\infty f(t) \cos(\omega t) \mathrm{dt} $$

Because "even $\times$ odd = 0, even $\times$ even is not necessarily zero"

Is there a way to justify the above explanation?

  • You don't even need to consider infinite integrals. Using your even function $f$, $$\int_{-a}^a f(t),\mathrm dt=\int_{-a}^0 f(t),\mathrm dt+\int_0^a f(t),\mathrm dt=2\int_0^a f(t),\mathrm dt$$ – J. M. ain't a mathematician Nov 13 '17 at 04:22

2 Answers2

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If $f$ is even and $g$ is odd, then $h := f \cdot g$ is also odd, so its integral over an interval $[-T,T]$ is zero. $$\int_{-T}^Th(t) \mathop{dt} = \int_0^Th(t) \mathop{dt} + \int_{-T}^0 h(t) \mathop{dt} = \int_0^T h(t) \mathop{dt}- \int_0^T h(t) \mathop{dt} = 0 $$ Here, $g(t) = i \sin (\omega t)$.


If $f$ is even and $g$ is even, then $f \cdot g$ is also even, and all we can say is $$\int_{-T}^T h(t) \mathop{dt} = 2 \int_0^T h(t) \mathop{dt}.$$ Here, $g(t) = \cos(\omega t)$.


In response to your comment: in general ($h$ doesn't have to be odd or even), we have $$\int_{-T}^0 h(t) \mathop{dt} = -\int_T^0 h(-u) \mathop{du} = \int_0^T h(-u) \mathop{du}.$$ When $h$ is odd, then this becomes $- \int_0^T h(u) \mathop{du}$. When $h$ is even, this becomes $\int_0^T h(u) \mathop{du}$. I used these facts in my above computations.

angryavian
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  • Sorry for the confusion but isn't $\int_{-T}^T h(t) \mathop{dt} = \int_0^T h(t) \mathop{dt} + \int_{-T}^0 h(t) \mathop{dt} = \int_0^T h(t) \mathop{dt} - \int_0^T h(t) \mathop{dt} = 0$ since https://math.stackexchange.com/questions/1316529/why-does-an-integral-change-signs-when-flipping-the-boundaries – Shamisen Expert Nov 13 '17 at 04:45
  • @StackexchangeHouseNinja See my updated answer. – angryavian Nov 13 '17 at 04:50
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I think you can consider integral on $(-\infty,0)$ and $[0,+\infty)$

z3wood
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