Reviews ordinary differential equations, including solutions by Fourier series. Physical derivation of the classical linear partial differential equations (heat, wave, and Laplace equations). Solution ...

In this article, we derive a series expansion of the multivariate normal probability integrals based on Fourier series. The basic idea is to transform the limits of each integral from hi to ∞ to be ...

Amid the chaos of revolutionary France, one man’s mathematical obsession gave way to a calculation that now underpins much of mathematics and physics. The calculation, called the Fourier transform, ...