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Mathematics 1822

The Analytical Theory of Heat

Joseph Fourier

Even a jagged shape is just a sum of smooth sine waves — heat taught us how to hear them.

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In depth · the introduction

Pluck any complicated wiggle apart and you find it was a stack of simple, pure waves all along.

The big idea

Fourier was trying to do something practical: predict how heat spreads through a metal bar and cools over time. To solve the problem he needed a way to describe any starting pattern of temperature — hot here, cold there, with sharp edges.

His answer turned out to be far bigger than heat. He showed that any pattern, however jagged, can be built by adding together smooth, repeating waves — sine waves — of different speeds and sizes. A handful of these waves gives a rough match; add more and the match gets sharper. Each wave is one "pure tone," and the recipe of which tones and how loud is what we now call a Fourier series.

How it came about

Fourier had a turbulent life — he marched with Napoleon to Egypt, governed a French district, and did much of this work in stolen hours. In 1807 he handed the French Academy a memoir claiming that even a function with jumps could be written as a sum of sines and cosines. The great mathematicians judging it, Lagrange among them, were unconvinced; they thought smooth waves could never add up to something with a sharp corner.

Fourier was, in the main, right and they were wrong — though it took a century of later mathematicians to say exactly when and how his sums behave. His treatise finally appeared in 1822, and the idea quietly conquered science.

Why it mattered

Once you can break any signal into pure tones, you can measure them, store them, change them, and rebuild the signal. That is the hidden machinery behind compressing a song into an MP3, taking an MRI scan, cleaning up a noisy recording, and sending data over the air. Fourier's heat problem handed the modern world its way of seeing the frequencies inside everything.

A way to picture it

Think of a musical chord. Strike it and you hear one sound — but it is really several pure notes played at once, and a trained ear (or a tuner app) can name each one. Fourier's claim is that every signal is like that chord: a single shape on the outside, a stack of pure tones on the inside. To analyse it is to write down its sheet music; to rebuild it is to play those notes back together.

An interactive plot: choose a target waveform (square, sawtooth or triangle), then drag a slider to add sine waves one at a time; faint curves show each pure wave while a bold curve shows their sum gradually taking the target's shape.

Where it sits

The vibrating-string puzzle of the 1700s had hinted that waves could be added up, but it was Fourier who made it a universal tool and tied it to physics. From here the line runs to Maxwell's waves and Planck's energy packets, and straight into the information age: when Shannon measured a channel's capacity, and when today's audio and image codecs do their work, they are speaking Fourier's language of frequencies.

The original document
Original source text
J.-B. J. Fourier · Théorie analytique de la chaleur (Paris, 1822) · Eng. trans. A. Freeman, 1878
Preliminary Discourse
Heat, like gravity, penetrates every substance of the universe, its rays occupy all parts of space. The object of our work is to set forth the mathematical laws which this element obeys.
The discourse lays out the programme: to treat heat as a measurable physical quantity governed by a differential equation, and to solve that equation for bodies of given shape and given initial temperature. It is here that Fourier states his conviction that observation of nature, not abstraction, drives the mathematics.
Profound study of nature is the most fertile source of mathematical discoveries.
The equation of the movement of heat
Fourier derives the partial differential equation governing how temperature changes in time and space: the rate of change at a point is proportional to the curvature of the temperature profile there. Solving it on a bounded body forces the central question — how to express the initial temperature distribution as a combination of simple oscillating modes.
Of the development of an arbitrary function in trigonometric series
To meet that question Fourier makes his boldest claim: that an arbitrary function on an interval — even one with corners or jumps — can be written as an infinite sum of sines and cosines, with coefficients given by definite integrals. Where his contemporaries doubted that discontinuous functions could be so represented, he insists on it.
it remains incontestable that separate functions, or parts of functions, are exactly expressed by trigonometric convergent series, or by definite integrals.
On the reach of analysis
Mathematical analysis is as extensive as nature itself; it defines all perceptible relations, measures times, spaces, forces, temperatures; this difficult science is formed slowly, but it preserves every principle which it has once acquired; it grows and strengthens itself incessantly.
[ … ]
The remaining chapters apply the method to heat flow in a ring, a sphere, a cylinder, and a rectangular prism, working out the trigonometric (and, for unbounded bodies, integral) representations in each case. The complete treatise runs to several hundred pages and is available in full at the source below.
Paris · 1822