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Let $f:[a,b] \rightarrow \mathbb{R}$ be a continuous function. We want to express $f$ as (possibly infinite) sum of sines and cosines with different frequencies. Then, Fourier analysis yields a construction of such a decomposition with the aid of the Fourier transform. Is that construction always the unique solution to the problem?

I found this https://www.edaboard.com/threads/is-fourier-transform-unique.48115/ which might answer my question with yes. I have worked with all the terms irfan1 uses in his answer but I can't see how that proofs the claim.

Thomas Andrews
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Burinon
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  • Yes, multiply the function with the various sines/cosines and integrate. This recovers all the coefficients in such a series. – Thorgott Jul 22 '21 at 11:26
  • Assume that there are two decompoitions and apply the Parseval theorem to the difference of two decompositions. – Heedong Do Jul 22 '21 at 11:28

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If you're interested in $L^2$ convergence, then you could use a Fourier Series of exponentials, a Fourier cosine series, a Fourier sin series, or a Fourier transform, which is an integral "sum" of terms. All of these will converge in $L^2$. You can also use various series where the frequencies are not harmonic. This is because $Lf=-\frac{d^2}{dx^2}f$ is self-adjoint on the twice absolutely continuous functions on $[a,b]$ with any of the following endpoint conditions $$ \cos(\alpha)f(a)+\sin(\alpha)f'(a)=0 \\ \cos(\beta)f(b)+\sin(\beta)f'(b) = 0. $$ These conditions yield different sets of eigenfunctions for $L$, and each such set is a complete orthogonal set of functions for $L^2[a,b]$.

As a simple example, let $\alpha=0$ $\beta=\pi/2$ so that the conditions above become $$ f(a)=0,\;\; f'(b)=0. $$ For normalization, choose $f'(a)=1$. The solutions satisfying the conditions at $a$ have the form $$ f_{\lambda}(x)= \frac{\sin(\sqrt{\lambda}(x-a))}{\sqrt{\lambda}} $$ These become eigenfunctions of the problem if $f_{\lambda}'(b)=0$, which gives the eigenvalue equation $$ \cos(\sqrt{\lambda}(b-a))=0 $$ The eigenvalues $\lambda$ must satisfy $$ \sqrt{\lambda}(b-a)=\frac{\pi}{2},\frac{3\pi}{2},\frac{5\pi}{2},\cdots . $$ The eigenfunctions are, up to multiplicative constants, the functions $\sin(\lambda (x-a))$ where $\lambda$ values are chosen so that $\cos(\lambda(b-a))=0$. If you choose mixed conditions where the $\alpha,\beta$ are not simple, then you end up with a variety of non-trivial sequences of eigenvalues. The corresponding eigenfunctions form a complete orthogonal basis of $L^2[a,b]$.

Disintegrating By Parts
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