Introduction to Fourier Analysis

Home assignment 2

1. Assume that han iN N

n=1 and hbn in=1 are two finite sequences of complex
numbers. Let Bk = kn=1 bn denote the k th partial sum of the series
P P
bn ,
and let B0 = 0. Prove the summation by parts formula
N
X N
X −1
an bn = aN BN − aM BM −1 − (an+1 − an ) Bn .
n=M n=M

Solution. It is a straightforward approach to start with the left-hand side

and expand the multiplicand bn in terms of the partial sums Bn . This way
we get
N
X N
X N
X N
X
an b n = an (Bn − Bn−1 ) = an Bn − an Bn−1
n=M n=M n=M n=M
N
X −1 N
X −1
= aN BN + an Bn − aM BM −1 − an+1 Bn
n=M n=M
N
X −1
= aN BN − aM BM −1 − (an+1 − an ) Bn .
n=M

2. Using the previous exercise prove Dirichlet’s

P∞ test for convergence of a
series: if the partial sums of the series n=1 bn are bounded, and if han i
is
P∞ a sequence of real numbers tending monotonically to 0, then the series
n=1 an bn converges.

Solution.
P∞ Let hBn i∞n=1 be the sequence of the partial
 sums of the series
n=1 bn , let C ∈ R+ be a constant such that Bn < C for every n ∈ Z+ ,
 
and suppose that an arbitrarily small positive real number ε is given. Let M
ε
and N be positive integers with N > M and so large that a` < 3C for all
integers ` > M . Then a simple summation by parts gives the estimate
   
X N   N
X −1 
an bn  = aN BN − aM BM −1 − (an+1 − an ) Bn 
   

   
n=M n=M
N
X −1
     
6  aN  · C +  aM  · C + C an+1 − an 
n=M
  
N −1
ε ε X

6 ·C + ·C +C (an+1 − an )

3C 3C 
n=M

2ε 2ε  
= + C |aN − aM | 6 + C aM  < ε,
3 3
thereby proving that the sequence of partial sums of the series ∞
P
n=1 an bn is
a fundamental sequence.
 
3. Let f be the 2π-periodic saw tooth function defined for x < π by
 π+x
− , −π < x < 0,
f (x) = π−x2
2
, 0 < x < π.
Sketch the graph of f and show that
1 X einx
f (x) ∼ .
2i n6=0 n

Solution. Since the function f is odd, we have fb(0) = 0 and, for non-zero
integers n,
Zπ Zπ  
1 −inx i π−x
fb(n) = f (x) e dx = − sin nxdx
2π π 2
−π 0
 
x=π Zπ
i  (π − x) cos nx 1
= + cos nxdx
2π n 0 n
 x=π  0
i π 1 sin nx i 1
= − + · =− = ,
2π n n n 0 2n 2ni
as required.
The graph of the function f :

4. Show using the Dirichlet test that the Fourier series in the previous exercise
converges at every point. What can you say about the sum of the series at
the origin in terms of values of f ?
Solution. At zero the convergence is obvious, since the symmetric partial
sums of the Fourier series of f vanish and therefore the series converges to
zero at the origin. This value is the arithmetic mean of the one-sided limits
± π2 which the function
 f has at the origin.
For fixed x ∈ R \ 0 and all N ∈ Z+ , we have
   
N N  iN x 
X
inx −inx 

 X 
inx 
e − 1  4
e −e  6 2 e  = 2  ix 6 ,
 
e −1 ix
|e − 1|
 
 n=1   n=1 

so that the partial sums of the series ∞ inx

− e−inx ) are bounded. Since
P
n=1 (e
1
n
−→ 0 as n −→ ∞, the Dirichlet test implies that the series
∞
X 1 inx
e − e−inx


n=1
n

converges, and the partial sums of this series are precisely the symmetric
partial sums of the Fourier series of f at x.
P
5. Prove that
P if the series cn of complex numbers converges and the sum
is s, then cn is Cesàro-summable to s.
Solution. Let hsn i∞ be the sequence of partial sums of the series ∞
P
PN n=1 n=1 cn ,
1
and let σN = N n=1 sn for each N ∈ Z+ . We know that sn − −−
n −−
−→ → s and
∞
we have to prove that σn − − −− −
→
n −→ ∞ s as well.
Let us first suppose that s = 0, and suppose that ε is some given  arbitra-
rily small positive real number. Let N0 ∈ Z+ be so large that sn  < 2ε for all

integers n > NP  the number N be an integer greater than N0 and so
0 , and let
N0
large that N  n=1 sn  < 2ε . Then
1  

P  P  PN  
   N s n
  N0
s n

n=N +1
sn  ε N − N0 ε
σN  =  n=1  6  n=1  +
   0
6 + · < ε,
 N   N  N 2 N 2

and thus σN −−−−−→ 0.

N −→ ∞
Let us next tackle the general case s ∈ C. Consider the series

−s + c1 + c2 + c3 + . . . .

These series converges to zero, and so it is Cesàro-summable to zero as well.

This means that
−s + N
P
n=1 (−s + sn )
−−−−−−−→ 0,
N +1 N −→∞
so that PN
N sn
· n=1 −−−−−−−→ s.
N +1 N N −→∞
Let ε be an arbitrarily small positive real number, and let the integer N be
so large that
   
 σN  ε  N σN  ε
N + 1 < 2 and  N + 1 − s < 2
   

The first condition can be assumed since the limit NN+1 σN −→ s readily
implies that the sequence hσN i∞
N =1 is bounded. Now
   
  
σ N − s 6 σ N − N σ N   N σN  ε ε
+ − s  < + = ε,
 N + 1 N + 1  2 2

so that σN −
−−−−→ s.
N −→ ∞

6. Let
Zπ
1  
LN = DN (x)dx,
2π
−π
where DN is the Dirichlet kernel. Show that for all positive N ,
LN > c log N,
for some positive constant c. Hence hDN i is not a family of good kernels.
Solution. The Dirichlet kernel DN satisfies the equality
sin N + 21 x


DN (x) =
sin x2

for all x ∈ R \ 0 and each N ∈ Z+ . Therefore
Zπ Zπ  1


1   1 sin N + 2
x
LN = DN (x)dx =  dx

x
2π π  sin 2


−π 0
π (N + 21 )
Zπ  1

 ZπN
sin N + 2 x dx |sin y| dy |sin y| dy
Z
 = >
x y y
0 0 0
N Zπn N
X 1  
sin y dy 
X 1
>  log N,
n=1
πn n=1
n
π(n−1)

where “” means “> c” for some fixed positive real constant c.