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Parseval's Theorem


Parseval's theorem expresses the squared L2-norm of a function in terms of its Fourier series coefficients. Let f be a square integrable real function on [-pi,pi], with a_n=pi^(-1)int_(-pi)^pif(x)cos(nx)dx for n>=0 and b_n=pi^(-1)int_(-pi)^pif(x)sin(nx)dx for n>=1. Define its finite partial sum by

 S_N(x)=1/2a_0+sum_(n=1)^Na_ncos(nx)+sum_(n=1)^Nb_nsin(nx).
(1)

Squaring this finite sum gives

 [S_N(x)]^2=1/4a_0^2+a_0sum_(n=1)^N[a_ncos(nx)+b_nsin(nx)]+sum_(n=1)^Nsum_(m=1)^N[a_na_mcos(nx)cos(mx)+a_nb_mcos(nx)sin(mx)+a_mb_nsin(nx)cos(mx)+b_nb_msin(nx)sin(mx)].
(2)

Integrating and using that the trigonometric functions are orthogonal, with delta_(nm) the Kronecker delta,

 int_(-pi)^pi[S_N(x)]^2dx=1/4a_0^2int_(-pi)^pidx+a_0int_(-pi)^pisum_(n=1)^N[a_ncos(nx)+b_nsin(nx)]dx+int_(-pi)^pisum_(n=1)^Nsum_(m=1)^N[a_na_mcos(nx)cos(mx)+a_nb_mcos(nx)sin(mx)+a_mb_nsin(nx)cos(mx)+b_nb_msin(nx)sin(mx)]dx
=1/4a_0^2(2pi)+0+sum_(n=1)^Nsum_(m=1)^N[a_na_mpidelta_(nm)+0+0+b_nb_mpidelta_(nm)],
(3)

so

 1/piint_(-pi)^pi[S_N(x)]^2dx=1/2a_0^2+sum_(n=1)^N(a_n^2+b_n^2).
(4)

The trigonometric complete orthogonal system gives S_N->f in L2 (Axler 2026, p. 356). Hence the norms converge, and taking N->infty yields

 1/piint_(-pi)^pi[f(x)]^2dx=1/2a_0^2+sum_(n=1)^infty(a_n^2+b_n^2).
(5)

This establishes equality in Bessel's inequality without assuming pointwise convergence of the Fourier series or interchanging products of infinite series and integrals.

For a generalized Fourier series of a normalized complete orthogonal system, the analogous identity is ||f||^2=sum_(j)|<f,phi_j>|^2, using the inner product linear in its first argument (Axler 2026, pp. 244-245).

For a square integrable complex function, use the complex exponential Fourier series coefficients

 c_n=1/(2pi)int_(-pi)^pif(x)e^(-inx)dx.
(6)

The corresponding normalization gives

 1/(2pi)int_(-pi)^pi|f(x)|^2dx=sum_(n=-infty)^infty|c_n|^2.
(7)

Both normalizations agree with the conventions for Fourier series (NIST, §1.8).


See also

Bessel's Inequality, Complete Orthogonal System, Fourier Series, Generalized Fourier Series, Plancherel's Theorem, Power Spectrum

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References

Axler, S. Measure, Integration & Real Analysis. Author-hosted revision, June 12, 2026. https://measure.axler.net/MIRA.pdf.Gradshteyn, I. S. and Ryzhik, I. M. Tables of Integrals, Series, and Products, 6th ed. San Diego, CA: Academic Press, p. 1101, 2000.Kaplan, W. Advanced Calculus, 4th ed. Reading, MA: Addison-Wesley, p. 501, 1992.National Institute of Standards and Technology. "Fourier Series." §1.8 in NIST Digital Library of Mathematical Functions. https://dlmf.nist.gov/1.8.

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Parseval's Theorem

Cite this as:

Weisstein, Eric W. "Parseval's Theorem." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ParsevalsTheorem.html

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