TITLE: How does knowing a function as even or odd help in integration ??
QUESTION [15 upvotes]: So, I am learning Fourier Series and it involves integration. I am not too good at integration.
Now, the resource I use is videos by Dr. Chris Tisdell. In the opening video he says that knowing whether the function as even or odd will greatly simplify the integration process.  
So, I have two questions:
1. What is even/odd function?
2. How will that simplify integration ?

REPLY [22 votes]: Odd and even functions
Even and odd are terms used to describe particularly well-behaved functions.
An even function is symmetric about the $y$-axis. That is, if we reflect the graph of the function in the $y$-axis, then it doesn’t change. Formally, we say that $\,f$ is even if, for all $x$ and $-x$ in the domain of $\,f$, we have
$$f(-x)=f(x)$$
Examples of even functions are $\,f(x)=x^2$ and $\,f(x)=\cos x$.
An odd function has rotational symmetry of order two about the origin. That is, if we rotate the graph of the function $180^\circ$ about the origin, then it doesn’t change. Formally, we say that $\,f$ is odd if, for all $x$ and $-x$ in the domain of $\,f$, we have
$$f(-x)=-f(x)$$
Examples of odd functions are $\,f(x)=x^3$ and $\,f(x)=\sin x$.
Integration
When calculating Fourier series, you often consider integrals of the form
$$I=\int_{-a}^a f(x)\,\mathrm{d}x$$
If $\,f$ is odd or even, then sometimes you can make this simpler. We can rewrite that integral in the following way:
\begin{align*}
I=\int_{-a}^a f(x)\,\mathrm{d}x
&= \int_{-a}^0 f(x)\,\mathrm{d}x + \int_0^a f(x)\,\mathrm{d}x \\
&= \int_0^a f(-x)\,\mathrm{d}x + \int_0^a f(x)\,\mathrm{d}x
\end{align*}
For an even function, we have $f(-x)=f(x)$, whence
$$I = 2\int_0^a f(x)\,\mathrm{d}x$$
For an odd function, we have $f(-x)=-f(x)$, whence
$$I = \int_0^a (-f(x)+f(x))\,\mathrm{d}x = 0$$
That’s what it means to simplify the integration: the integral of an odd or even function over the interval $[-a,a]$ can be put into a nicer form (and sometimes we can see that it vanishes without ever computing an integral).

REPLY [2 votes]: The "what is" part has already be answered by Alex White.
The "how does it help in integration" part is easy: If your integration interval is symmetric around $0$ (which especially includes integration over all of $\mathbb R$), then the integral over any integrable odd function is zero, no exception. Therefore as soon as you've found that your integrand is odd and your integration interval is symmetric, you're done. Also, for general functions, if you can easily split them into even and odd parts, you only have to consider the integral over the even part for symmetric integration intervals.
Another important property is that the product of two even or of two odd functions is even, and the product of an even and an odd function is odd. For example, if $f$ is even, $x\mapsto f(x)\sin(x)$ is odd, and therefore the integral over it is zero (provided it is well defined).