Ciro Santilli @cirosantilli 34

The Fourier series of an $L^2$ function (i.e. the function generated from the infinite sum of weighted sines) converges to the function pointwise almost everywhere.

The theorem also seems to hold (maybe trivially given the transform result) for the Fourier series (TODO if trivially, why trivially).

Only proved in 1966, and known to be a hard result without any known simple proof.

This theorem of course implies that Fourier basis is complete for $L^2$, as it explicitly constructs a decomposition into the Fourier basis for every single function.

TODO vs Riesz-Fischer theorem. Is this just a stronger pointwise result, while Riesz-Fischer is about norms only?

One of the many fourier inversion theorems.

Finding a complete basis such that each vector solves a given differential equation is the basic method of solving partial differential equation through separation of variables.

The first example of this you must see is solving partial differential equations with the Fourier series.

Notable examples:

Completeness: math.stackexchange.com/questions/2192665/is-this-set-of-bessel-functions-a-basis-for-all-c10-a-functions TODO

This is the Bessel function analogue to Fourier basis is complete for $L^2$.

$L^p$ for $p==2$.

$L^2$ is by far the most important of $L^p$ because it is quantum mechanics states live, because the total probability of being in any state has to be 1!

$L^2$ has some crucially important properties that other $L^p$ don't (TODO confirm and make those more precise):