The Fourier transform is one of the most important mathematical tools in
a wide variety of fields in science and engineering. In the abstract it
can be viewed as the transformation of a signal in one domain (typically
time or space) into another domain, the frequency domain. Applications
of Fourier transforms, often called Fourier analysis or harmonic
analysis, provide useful decompositions of signals into fundamental or
"primitive" components, provide shortcuts to the computation of
complicated sums and integrals, and often reveal hidden structure in
data. Fourier analysis lies at the base of many theories of science and
plays a fundamental role in practical engineering design. The origins of
Fourier analysis in science can be found in Ptolemy's decomposing
celestial orbits into cycles and epicycles and Pythagorus' de- composing
music into consonances. Its modern history began with the eighteenth
century work of Bernoulli, Euler, and Gauss on what later came to be
known as Fourier series. J. Fourier in his 1822 Theorie analytique de la
Chaleur [16] (still available as a Dover reprint) was the first to
claim that arbitrary periodic functions could be expanded in a
trigonometric (later called a Fourier) series, a claim that was
eventually shown to be incorrect, although not too far from the truth.
It is an amusing historical sidelight that this work won a prize from
the French Academy, in spite of serious concerns expressed by the judges
(Laplace, Lagrange, and Legendre) re- garding Fourier's lack of rigor.