##Why Fourier series possible?
We first begin with a few basic identities on the size of sets. Show that the set of possible functions representing sets is not larger than the set of available functions?
##Why Fourier series is plausible?
To show that Fourier series is plausible, let us consider some arbitrary trignometric functions and see if it is possible to express them as the sum of sines and cosines:
$1.\quad\sin^2(x) = ?$
Based on the double angle formula,
$$\cos(2x) = 1 - 2 \sin^2(x)$$
Rearranging,
$$\sin^2(x) = \frac{1-\cos(2x)}{2}$$
$2.\quad\sin(2x)\cdot\cos(2x) = ?$
Based on the double angle formula,
$$\qquad\sin(2x) = 2\sin(x)\cos(x)$$
Rearranging,
$$\begin{array}{ccl}
\sin(2x)\cdot\cos(x) & = & [2\sin(x)\cos(x)]\cdot\cos(x)\\
& = & 2 \sin(x) [ 1 - \sin^2(x)]\\
& = & 2\sin(x) - 2\sin^3(x)\\
\end{array}$$
Based on the triple angle formula,
$$\sin(3x) = 3\sin(x) - 4\sin^3(x)$$
Rearranging,
$$\sin^3(x) = \frac{3\sin(x)-\sin(3x)}{4}$$
Substituting back in the former equation, we get
$$
\begin{array} {ccl}
\sin(2x) & = & 2\sin(x) - 2 [\frac{3\sin(x)-\sin(3x)}{4}]\\
& = & \frac{1}{2}\sin(x) + \frac{1}{2}\sin(3x)\\
\end{array}
$$
Thus, we see that both these functions could be expressed as sums of sines and cosines. It is possible to show that every product of trignometric functions can be expressed as a sum of sines and cosines:
$$
\begin{array}{ccl}
e^{i\theta} & = & \cos \theta + i \sin \theta\\
e^{-i\theta} & = & \cos \theta - i \sin \theta\\
\end{array}{ccl}
$$
Solving for $\cos \theta$ and $\sin \theta$
$$
\begin{array}{ccl}
\cos \theta & = & \frac{1}{2}e^{i\theta} + \frac{1}{2}e^{-i\theta}\\
\sin \theta & = & \frac{1}{2i}e^{i\theta} - \frac{1}{2i}e^{-i\theta}\\
\end{array}
$$
It is easy to show that any product of cosines and sines can be expressed as the product of exponentials which will reduce to a sum of sines and cosines.
As a final test to see if the Fourier series really could exist for any periodic function, we consider a periodic function with a sharp peak as shown below
If it is possible to approximate the above function using a sum of sines and cosines, then it can be argued that *any* continuous periodic function can be expressed in a similar way. This is because any function could be expressed as a number of peaks at every position.
It turns out that the above function can be approximated as the difference of two cosines, namely, $\cos^{2n}(x) + cos^{2n+1}(x)$
 
Summing these two functions we get the following:
##What is the Fourier series actually?
Now, to begin proving that the Fourier series is a true fact let us begin with the following hypthesis:
Let f ____ be a continuous, periodic function where I is some the time interval(period of the function). Then it can be expressed as
$$
\begin{array}{ccl}
f & = & \Sigma e^{inx}\\
& = & a0 + \Sigma a~n\cos nx + \Sigma b~n\sin nx\\
\end{array}
$$
##Why is Fourier series useful?