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Aakash Jog
2015-16
Contents
1 Lecturer Information
2 Required Reading
3 Additional Reading
2 Periodic Functions
II
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3 Bessels Inequality
4 Riemann-Lebesgues Lemma
5 Dirichlets Kernel
11
15
Lecturer Information
Barak Sober
Office: Shenkar Physics 201
E-mail: barakino@gmail.com
Telephone: +972 3-640-6024
Required Reading
1. Folland, G.B.: Fourier Analysis and its applications, Wadsworth &
Brooks/Cole mathematics series, 1992
Additional Reading
1. Katznelson, Yitzhak. An introduction to Harmonic analysis. Cambridge
University Press, 2004.
Part I
P
n=0
N
P
n=0
Theorem 1. If fn (x)
f (x), then
n=1 are continuous functions, and fn (x)
f (x) is also continuous.
Theorem 2. If a sequence of functions converges pointwise as well as uniformly, then the limit function must be the same.
Theorem 3 (Weierstrass M-test). If |uk (x)| ck on D for k {1, 2, 3, . . . }
and the numerical series
k=1
uk (x)
k=1
converges uniformly on D.
Periodic Functions
Part II
X
n
n
1
f (x) = a0 +
an cos
x + bn sin
x
2
L
L
n=1
!
;
m
n
cos
x cos
x dx = L ;
L
L
2L ;
m 6= n
m = n 6= 0
m=n=0
Proof.
L
E=
n
m
x cos
x dx
cos
L
L
L
cos cos =
cos(+)
2
cos()
2
1
cos (m + n) x + cos (m n) x
2
L
L
!
If m 6= n,
E=
1 sin
(m + n) L x
(m + n) L
sin
(m n) L x
(m n) L
=0
If m = n 6= 0,
!
L
1
E=
cos 2m x + 1 dx
2
L
L
1
=
2
1
cos 2m x dx + x
L
2 L
=L
6
L
dx
If m = n = 0,
L
E=
cos(0) cos(0) dx
L
= x|LL
= 2L
L
0
m
n
sin
x sin
x dx =
L
L
L
;
;
m 6= n
m=n
L
f (x) dx =
L
f (x) dx =
1
2
X
1
an
a0 dx +
2
n=1
cos n x dx + bn
L
sin n x dx
L
L
a0 dx
L
1
= a0 2L
2
L
1
a0 =
f (x) dx
L
L
f (x) cos m x dx
L
for m N.
Similarly, for m N \ {0},
L
1
bm =
L
f (x) sin m x dx
L
X
1
f (x) a0 +
an cos n x + bn sin n x
2
L
L
i=1
where, for m N,
1
am =
L
f (x) cos m x dx
L
f (x) sin m x dx
L
By Eulers formula,
1 i
e + ei
2
1 i
sin =
e ei
2i
cos =
Therefore,
1
i
=
2i
2
8
!
X
in
in
in
1
1 in x
i
f (x) a0 +
an
e L + e L x bn
e L x e L x
2
2
2
n=1
!
X
in
in
1
1
i
1
i
e L x
a0 +
an bn + e L x
an + b n
2
2
2
2
2
n=1
1
X
X
in
in
i
i
1
1
1
e L x
e L x
an b n +
an + b n
a0 +
2
2
2
2
2
n=
n=1
cn e
in
x
L
n=
Bessels Inequality
1 2 X
1
a0 +
an 2 + b n 2
2
L
n=1
L
f (x)2 dx
L
Riemann-Lebesgues Lemma
1 2 X
a0 +
an 2 + b n 2
2
n=1
As the function is
piecewise continuous
in [L, L], its integral
from L to L is finite.
L
f (x)2 dx
L
1
a0 2 +
an 2 + b n 2 <
2
n=1
Therefore,
lim an 2 n
lim an 2 + bn 2
n
lim 0
Therefore,
lim an = 0
Similarly,
lim bn = 0
Exercise 1.
If f (x) is piecewise continuous on [, ], show that
lim
1
f (x) sin n +
x dx = 0
2
Solution 1.
1
1
1
sin n +
x = sin(nx) cos
x + cos(nx) sin
x
2
2
2
Therefore, the limit is
!
1
0 = lim
f (x) cos
x sin(nx) dx
n
2
+ lim
1
f (x) sin
x cos(nx) dx
2
10
Let
!
1
x
g1 = f (x) cos
2
!
1
g2 = f (x) sin
x
2
Therefore,
Therefore,
lim
f (x) sin n +
1
x dx = 0
2
Dirichlets Kernel
1
+ cos(t) + cos(2t) + + cos(mt)
2
sin
=
m+
2 sin
1
2
1
t
2
Then,
1
Sm (f, x) =
m
1X
f (x + t)
cos(nt) dt
2 n=1
11
Proof.
m
X
1
Sm (f, x) = a0 +
an cos(nx) + bn sin(nx)
2
n=1
1
1
f (s) ds
{z
m
X
1
n=1
{z
m
X
1
n=1
1
=
f (s) sin(ns) ds
sin(nx)
an
1
=
f (s) cos(ns) ds
cos(nx)
a0
{z
bn
m
1 X
cos(ns) cos(nx) + sin(ns) sin(nx) ds
f (s) +
2 n=1
m
1 X
cos n(s x) ds
f (s) +
2 n=1
Let
t=sx
dt = ds
Therefore,
1
Sm (f, x) =
As the function is
2-periodic, the limits
can be changed from
x and x to
and .
m
1 X
f (t + x) +
cos(nt) dt
2 n=1
f (t + x)Dm (t) dt
f (t + x)Dm (t) dt
1
=
f (t) Dm (t)
12
X
1
f (x ) + f (x+ )
a0 +
an cos(nx) + bn sin(nx) =
2
2
n=1
and for x = or x = ,
X
f ( ) + f ( + )
1
a0 +
an cos(nx) + bn sin(nx) =
2
2
n=1
Exercise 2.
Prove that x [0, 1],
x( x) =
2 X
1
cos(2nx)
2
6
n=1 n
Solution 2.
Let the function be extended naturally to [0, ]. Hence, let the function be
extended evenly to [, ].
Therefore as the function is even, the Fourier series of the function is
a0 X
x( x)
+
an cos(nx)
2
n=1
Therefore,
1
a0 =
f (x) dx
x( x) dx
0
2
13
1
an =
f (x) cos(nx) dx
x( x) cos(nx) dx
0
x x2 cos(nx) dx
x x2
2
=
from 0 to is zero.
x2
cos(nx) dx
( 2x)
0
>
sin(nx)
( 2x) sin(nx)
n
n
!
cos(nx) dx dx
0
dx
0
!
dx
sin(nx)
n
0
!
cos(nx)
2 cos(nx)
( 2x)
+
dx
n2
n2
( 2x)
2
cos(nx)
= ( 2x)
n2 0
2
= 2 (1)n+1 1
n
Therefore,
an =
0
n2
;
;
n = 2k
n = 2k + 1
Therefore,
x( x) =
2 X
1
cos(2k)
2
6
k=1 n
X
1
n cos(nx) + n sin(nx)
f 0 (x) 0 +
2
n=1
Therefore,
1
0 =
f 0 (x) dx
f () f ()
=
=0
1
n =
f 0 (x) cos(nx) dx
n
1
= f (x) cos(nx) +
f (x) sin(nx) dx
Therefore,
n = nbn
n = nan
Theorem 15. Let the complex Fourier coefficient of f (x) be cn . Then, the
complex Fourier coefficient of f 0 (x) is
n = incn
15
On a general interval,
this theorem translates
to term-by-term
differentiation, i.e.,
the order of
summation and
differentiation can be
changed.
X
1
f (x) = a0 +
an cos(nx) + bn sin(nx)
2
n=1
cn einx
=
n=
then,
f 0 (x)
=
n=1
incn einx
n=
This theorem also
holds for a general
interval [L, L].
xi y i
i=1
Theorem 18.
hx, yi
hx, xi hy, yi
16