I know how to prove $\zeta (2)=\pi ^{2}/6$ by using the trigonometric Fourier series expansion of $x^{2}/4$. How can one prove the same result using the complex Fourier series of $f(x)=x$ for $0\leq x\leq 1$? Any suggestion?
3 Answers
Use the definition:
Say $f$ is defined on $[-\pi, \pi]$.
If $f(z) = \sum_{-\infty}^{\infty} {c_{n} e^{inz}}$
then
$c_{n} = \frac{1}{2\pi}\int_{-\pi}^{\pi}{f(z)e^{-inz}} dz$
If you put $f(z) = z$, can you work out what $c_{n}$ turns out to be?
To integrate, you can try integration by parts.

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@VFG: I am curious though, was this homework? It is ok to ask I believe, as long as you say it is homework and show what you have tried so far. – Aryabhata Aug 27 '10 at 23:29
Extending off from Aryabhatta answer:
For our situation: We have $f(x)=x ~~~{\text{ for }} 0\leq x\leq 1$
$2L=1,\Rightarrow L=\frac{1}{2}$
So restating we have:
$f(x) = \displaystyle\sum_{n=-\infty}^{\infty} {c_{n} e^{inx}}, \text{ where }c_{n} = \displaystyle\frac{1}{2\pi}\int_{-\frac{1}{2}}^{\frac{1}{2}}{f(x)e^{-inx}} ~\mathrm{d}x,~~~~~~n=0,~\pm 1,~\pm 2, \cdots~ $
$ \Rightarrow~~ c_{n} = \displaystyle\frac{1}{2\pi}\int_{-\frac{1}{2}}^{\frac{1}{2}}{xe^{-inx}}~\mathrm{d}x $
After integrating the complex Fourier coefficient we see that we get the following:
$\Rightarrow~~~~\displaystyle c_n=i\left(\frac{\cos(\frac{n}{2})}{2\pi n}-\frac{\sin(\frac{n}{2})}{\pi n^2}\right),~~~\text{for }n \in \mathbb{R}$
Lastly plugging back $c_n$ into $f(x)$ we then get our desired result for $n=0,~\pm 1,~\pm 2, \cdots~$.
Please update if you see any mistakes with any of the work. It has been quite some time since I work with Fourier Series and went off from my head. Feel free to edit mistakes as necessary if willing.
Thanks.

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It seems strange that you have included Aryabhatta's answer word for word within your own. – Jonas Meyer Jun 02 '11 at 07:36
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1@Jonas: His really was not needed to be restated, I was just putting so people could follow along without having to scroll back and forth between the two. His was just for some generic interval as I was trying to ask the question at hand. Could remove if seems strange. That is why I added the note above before proceeding. – night owl Jun 02 '11 at 07:42
This is not related but you would like to see this article: A Short Proof of ζ (2) = π2/6 T.H. Marshall American Math monthly April 2010.
$$\frac{2\pi ^{2p}}{2p+1}+\sum_{n=1}^{\infty }a_{n,2p}\cdot \cos nx,$$
where
$$a_{n,2p}=\frac{2}{\pi }\int_{0}^{\pi }x^{2p}\cos nx;\mathrm{d}x.$$
For $x=\pi $, it gives
$$\pi ^{2p}=\frac{2\pi ^{2p}}{2p+1}+\frac{2}{\pi }\sum_{n=1}^{\infty }a_{n,2p}\cdot \cos n\pi .$$
...
– Américo Tavares Jun 02 '11 at 14:58