Dini's Test for Pointwise Convergence

Aye Pyone
Associate Professor
Department of Mathematics
Taunggyi University
09403711872
Abstract: We introduce 2 -periodic functions on [ ,  ]. These functions can be extended to piecewise
continuous 2 -periodic functions on the set of all real numbers. These functions are can be approximated by
trigonometric polynomials, called the Fourier series of the given functions. Finally, we present that if a function
f is piecewise continuous 2 -periodic function on [ ,  ] then its Fourier series converges pointwise to f.

1. Introduction
In this paper, some complicated functions are approximate by new functions. These
new functions are called approximations, more precisely, these are polynomials. There are
two questions between approximations and original functions. How close is the
approximation to the original function? How to simple to approximation? This work is started
by Joseph Fourier. He used sequences of trigonometric functions for approximation. In
particular, he used the series of the form


a
n 0
n cos(nx)  bn sin(nx) 

to approximate his solution. Such series are called trigonometric series. The series derived
by Fourier's method is called Fourier series. We check Fourier series whether or not
converge.
Ulisse Dini (1845-1918) is Italian mathematician and his field is mathematical analysis.
He is the honourable member of London Mathematical Society. He wrote five books. His
famous theorems are Dini’s Theorem, Dini’s test and Dini-Lipschitz Theorem [1]. Dini’s
Theorem can be found in [3-4].
Johann Peter Gustav Lejeune Dirichlet ( 1805-1859) was a German mathematician. He
contributes number theory and theory of Fourier series. He gave the modern formal definition
of a function. To prove Dini's test we need Dirichlet kernel[1-5].
2. Trigonometric Polynomials
In this section, we collect some definitions of functions and their properties to
investigate pointwise convergence for trigonometric polynomials.
2.1 Definition. A function of the form

p( x)    an cos(nx)  bn sin(nx)  (2.1)
n 0
is called a trigonometric polynomial.
2.2 Definition. A function f is called a t-periodic function if f ( x  t )  f ( x) for every x in
the domain of f.
The trigonometric polynomials are 2 -periodic function since

p( x  2 )    an cos(nx  2 )  bn sin(nx  2 ) 
n 0

   an cos(nx)  bn sin(nx) 
n 0

 p( x)
for every x  .
If a function f defined on interval [a, b] has one-sided limit at c in [a, b] , we write
 2

f (c  )  lim f ( x) and f (c  )  lim f ( x)

x c x c
provided that the above limits exists and are finite.
2.3 Definition. A function f is said to be piecewise continuous on the closed interval [a, b] if
there exist finitely many points
a  c0  c1  c2   cn1  cn  b
such that
 f is continuous in each open interval (c j 1, c j ) for j  1, 2, , n;
 f (a ) and f (a ) exist and
 
 for j  1, 2, , n, the limits f (c j ) and f (c j 1 ) exist.
Hence f is continuous everywhere except possibly a finite number of points where it has jump
discontinuities.
The space of piecewise continuous functions on [a, b] will be denoted by CP0 [a, b].
2.4 Example. Consider the function
( x / 3)  1 if  1  x  0

f ( x)   x 2 if 0  x  1
 0 if 1  x  2.


Figure 2.1. Piecewise continuous of function f in Example 2.4

Then f  CP0 [1, 2] (see Figure 2.1). There are three intervals (1,0),(0,1) and [1, 2] . Since
f (1 )  2 / 3, f (0 )  1, f (0 )  0, f (1 )  1, f (1 )  0 and f (2 )  0 , the discontinuities of
f are at 0 and 1.
b
Note that if f  C [a, b] , then f is integrable on [a, b]. That is,  f ( x)dx is
0
P a finite
a

number. Indeed, with c1  c2   cn1 the jump discontinuities of f, we have

b c1 c2 cn

 f ( x)dx   f ( x)dx   f ( x)dx 

a c0 c1
 
cn1
f ( x)dx

and each interval on the right is finite because within the limit of integration, the function is
bounded and continuous.
2.5 Definition. A function f is said to be an even(odd) function if
f ( x)  f ( x) and f ( x)   f ( x)
for every x in the domain of f. The function f ( x)  x 2 and g ( x)  x3 are even and odd
functions since f ( x)  ( x)2  f ( x) and g ( x)  ( x)3   g ( x) for every x in the domain
of f and g (see Figure 2.2).
 3

Figure 2.2. Graph of even and odd functions and

Note that even functions are symmetric with respect to y-axis and odd functions are
symmetric with respect to origin. There is an property concerning even and odd functions
which is useful.
2.6 Proposition. If f  CP0 [a, b] is even function, then
t t

t
f ( x)dx  2 f ( x)dx.
0

If f  C [a, b] is odd function, then

0
P
t

 f ( x)dx  0.
t
Proof. For an even function f, we have
t 0 t


t
f ( x)dx   f ( x)dx   f ( x)dx
t 0
0 t
  f (u )d (u )   f ( x)dx by substituting x  u
t 0
t t
  f ( x)d ( x)   f ( x)dx because f is even
0 0
t
 2 f ( x)d ( x).
0
For an odd function f, we have
t 0 t


t
f ( x)dx   f (u )d (u )   f ( x)dx by substituting x  u
t 0
t t
   f ( x)d ( x)   f ( x)dx because f is odd
0 0

 0. 
2.7 Theorem. Let f be piecewise continuous in and t-periodic. Then
t a t

 f ( x)dx  
0 a
f ( x)dx, a  .

Proof. Consider the function H (a) defined by

a t
H (a)  
a
f ( x)dx

for a  . To prove this theorem we need to show that H is constant. We rewrite H as

 4

0 a t a t a
H (a)   f ( x)dx   f ( x)dx   f ( x)dx   f ( x)dx.
a 0 0 0
By the Fundamental Theorem of Calculus, and f is t-periodic,
H (a)  f (a  t )  f (a)  0.
Hence H   0 so that H is constant. 
Trigonometric polynomials are integrable on ( ,  ) since each terms is continuous
functions on the given interval.

2.8 Theorem. If m, n  , the set of all integers, then

 sin(mx) cos(nx)dx  0,
 0, mn   0, mn
 
 sin(mx)sin(nx)dx  0, m  0 or n  0 and  cos(mx) cos(nx)dx   2 , mn0
 , mn0  , m  n  0.
 
Proof. The proof is clear by direction calculation. 
Now we find the the coefficients an and bn in (2.1). We approximate a function on
f  CP0 [ ,  ] by (2.1). That is,

f ( x) p( x)    an cos(nx)  bn sin(nx)  (2.2)
n 0

If we integrate (2.2) from  to  for n  0 then we have





f ( x)dx  2a0

and for n  1we have

 



f ( x) cos(nx)dx  an and 

f ( x)sin(nx)dx  bn .

That is,
 
1 1
an 
 

f ( x) cos(nx)dx (n  0) and bn 
 

f ( x)sin(nx)dx (n  1). (2.3)

2.9 Definition. Suppose f  CP0 [ ,  ] . The numbers an and bn defined by (2.3), are called
the Fourier coefficients of f and the corresponding series (2.1) is called the Fourier series of
f.

3. Riemann-Lebesgue Lemma
We learn that if a function is piecewise continuous on the interval [a, b] then its
antiderivative function converges pointwise to zero. This is the following theorem.
3.1 Theorem ( Riemann-Lebesgue Lemma) If f  CP0 [a, b] then
b b
lim  f ( x) cos(nx)dx  0 and lim  f ( x)sin(nx)dx  0.
n  n 
a a

Proof. We prove only the second part. Similar, we can prove the first part. Let   0 and P
be a partition of [a, b] satisfying
b

0   f  L( f , P ) 
a
2
 5

where L( f , P) is lower sum. For mi  glb  f ( x) : xi 1  x  xi  , define a function g on [a, b]

b
by g ( x)  mi where xi 1  x  xi and g (b)  mn . Then f
a
 L( f , P) and so
b

0   ( f  g)  .
a
2
Choose
n
4
n

| m | .
i 1
i

Since f  g ,
b b b

 f ( x) sin(nx)dx    f ( x)  g ( x)  sin(nx)dx   g ( x) sin(nx)dx

a a a
b b
   f ( x)  g ( x)  sin(nx)dx   g ( x) sin(nx)dx
a a

b xi xi

  f ( x)  g ( x) sin(nx) dx    g ( x) sin(nx)dx
i 1 xi 1
a

  cos(nx) 
b xi xi

   f ( x)  g ( x)  dx   mi  
a i 1  n xi 1

b
2 xi
   f ( x)  g ( x)  dx   mi
n i 1
a

 xi

  2 mi n
4 mi
2 i 1

i 1

 .
b
Hence lim  f ( x)sin(nt )dt  0 . 
n 
a

3.2 Corollary. If f is integrable on [ ,  ] with an and bn the Fourier coefficients of f, then
an  0 and bn  0.
4. The Dirichlet Kernel
Suppose f is integrable on [ ,  ] and 2 -periodic on , so the Fourier series exists.
The partial sums of the Fourier series are written as Sn f ( x). To be precise,
a0 n
S n f ( x)    (an cos(kx)  bn sin(kx)).
2 k 1
Then, we rewrite it as follows:
 n 
1 1
Sn f ( x)   f (t )     f (t ) cos(kt ) cos(kx)  f (t )sin(kt )sin(kx) dt
2  k 1  

1  n


2  f (t ) 

1  2 
k 1
cos k ( x  t )  dt.

By substituting s  x  t we have
 6

x 
1  n

Sn f ( x)    f ( x  s ) 1  2 cos(ks)  ds
2 x   k 1 
x 
1  n

  f ( x  s ) 1  2 cos(ks)  ds
2 x   k 1 

1  n

 
2 
f ( x  s ) 

1  2k 1
cos(ks)  ds

(4.1)

since f is 2 -periodic. The sequence of trigonometric polynomials from within the integral,
n
Dn ( s)  1  2 cos(ks),
k 1
is called the Dirichlet kernel.

Figure 4.1. Graphs of Dirichlet kernels and

Its properties will prove useful for determining the pointwise convergence of Fourier series.
4.1 Theorem. The Dirichlet kernel has the following properties.
(a) Dn is an even 2 -periodic function for each n  , where is the set of natural
numbers.
(b) Dn (0)  2n  1 for each n  .
(c) Dn ( s )  2n  1 for each n  and all s.

1
(d)
2  D (s)ds  1 for each n 

n .

sin(n  1/ 2) s
(e) Dn ( s)  for each n  and s / 2 is not an integer multiple of  .
sin(s / 2)
Proof. (a) Since
n n
Dn ( s  2 )  1  2 cos k ( s  2 )  1  2 cos( ks)  Dn ( s),
k 1 k 1

Dn is 2 -periodic. Dn is even because

n
Dn ( s )  1  2 cos(ks)  Dn ( s).
k 1
n
(b) Dn (0)  1  2 cos 0  1  2n.
k 1
 7

n
(c) Dn ( s )  1  2 cos(ks)  1  2  cos( s)  cos(2 s)  cos( ns)   1  2n.
k 1
 
1 1  n

(d)
2  Dn (s)ds  2 1 2 
  k 1 cos(ks) ds



1   sin(2s) sin(ns)  
  s  2 sin( s)     
2   2 n  
 1.
(e) Suppose n  and s  m for any m . Then
n
Dn ( s)  1  2 cos(ks)
k 1
n n
cos( s / 2)
  cos(ks)  sin(s / 2)  sin(ks)
k  n k  n
since cosine is even and sine is odd.

1  n 
  
sin( s / 2)  k  n
sin( s / 2) cos(ks )  cos(s / 2) sin(ks )

n
1
 
sin( s / 2) k  n
sin(k  1/ 2)s

sin(n  1/ 2) s
 .
sin( s / 2)

We rewrite (4.1) as follows:

1
S n f ( x) 
2 

f ( x  t )Dn (t )dt.

Figure 4.2. Graphs of and envelope

4.2 Theorem. Let f :  be a 2 -periodic function integrable on [ ,  ] with Fourier

a0 
series given by f ( x)    an cos(nx)  bn sin(nx) . If there is a   0 and s  such that
2 n 1

f ( x  t )  f ( x  t )  2s

0
t
dt  ,

then
a0 
   an cos(nx)  bn sin(nx)   s.
2 n 1
 8

Proof. Since Dn is even,


1
S n f ( x) 
2 

f ( x  t ) Dn (t )dt

0 
1 1

2 

f ( x  t ) Dn (t )dt 
2  f ( x  t ) D (t )dt
0
n


1

2   f ( x  t )  f ( x  t ) D (t )dt.
0
n

By Theorem 4.1(d) and (e),


1
S n f ( x)  s 
2   f ( x  t )  f ( x  t )  2s  D (t )dt
0
n


1 f ( x  t )  f ( x  t )  2s t

2 
0
t sin(t / 2)
sin(n  1/ 2)tdt.

Since
 
f ( x  t )  f ( x  t )  2s t f ( x  t )  f ( x  t )  2s t
0 t sin(t / 2)
dt  
0
t sin(t / 2)
dt


f ( x  t )  f ( x  t )  2s
 dt ,
0
t

and by Riemann-Lesbegaue Lemma, Sn f  s as n  . 

This theorem is called the Dini's test for pointwise convergence of Fourier series. We
now illustrate the Theorem 4.2.
4.3 Example. Suppose f ( x)  x for   x   , f ( )  0 and f is 2 -periodic on . This
function is called a sawtooth wave(see Figure 4.3).

Figure 4.3. Graphs of sawtooth wave in Example 4.3 and for that function
Since f is odd, an  0 for n  0. For n  1,

1 2
 x sin(nx)dx  n (1)
n 1
bn  .
 
Therefore,
2(1)n1 
f ( x)
n 1 n

sin(nx).

For x  ( ,  ), let 0    min(  x,   x) . By using Dini's test, we have

 9

 
f ( x  t)  f ( x  t)  2x x  t  x  t  2x
0
t
dt  
0
t
dt  0  ,

and so

(1)n 1

n 1 n
sin(nx)  x (  x   ) . (4.2)

In particular, when x   / 2 , (4.2) becomes


(1)n1 
(1)n

n 1 n
sin(n / 2)   / 2  
n  0 2n  1
  / 2.

When x   , the series converges to 0, which is the middle of the "jump" for f. This is a
typical for converging to the middle of a jump discontinuity of f. To see this, denote the one-
sided limits of f at x by
f ( x  )  lim f (t ) and f ( x  )  lim f (t ).
t x t x
4.4 Corollary. Suppose f :  is 2 -periodic and piecewise continuous on [ ,  ]. If
both one-sided limits exist at x and there is a   0 such that both
 
f ( x  t)  f ( x ) f ( x  t)  f ( x )
0 t
dt   and 0 t
dt  

then the Fourier series of f converges to

f ( x )  f ( x )
.
2
f ( x )  f ( x )
Proof. Suppose f has a jump discontinuity at x with s  . Consider
2
 
f ( x  t )  f ( x  t )  2s f (x  t)  f (x  t)  f (x )  f (x )
0 t
dt  0 t
dt

 
f ( x  t )  f ( x ) f ( x  t)  f ( x )
 dt   dt
0
t 0
t
 .
Then by Theorem (4.2)(Dini's test), the Fourier series of f converges to
f ( x )  f ( x )
. 
2
4.5 Example. Let f (x) be the 2 -periodic function defined on [ ,  ] by

1 if    x  0
f ( x)  
 1 if 0  x   .
Hence the graph of f is the rectangular wave(see Figure 4.4). The coefficients are: an  0
for n  0 and for n  1,
2
bn  1  (1)n  .
n  
Hence we have the associated Fourier series of f on [ ,  ] :
4 sin(3x) sin(5 x)  4  sin(2n  1) x


sin( x) 
3

5
     2n  1 .
n 1
 10

The function f is not continuous at x  k where k  0, 1, 2, 3, . Then f (k  )  1 and
f (k  )  1. For x  , let   min(k  x, x  k ). Since
 
f ( k  t )  f ( k   ) 11

0
t
dt  
0
t
dt  0  ,

and
 
f ( k  t )  f ( k   ) 1  1

0
t
dt  
0
t
dt  0  ,

the Fourier series of f converges to 0 at t x  k where k  0, 1, 2, 3, .

Figure 4.5. Graphs of function in Example 4.3 and for that function

Acknowledgements
I would like to thank my professor Dr Khin Maw Maw, in Mathematics Department at Taunggyi
University for her encouragement. I am deeply grateful to thank all my colleagues for their comments and
suggestions. Finally, I thank my parents and brothers for their supporting throughout my life.
References
[1] K. R. Davidson and A. P. Donsig, (2010) Real Analysis and Applications, Springer, New York.
[2] G. B. Folland, (1992) Fourier Analysis and Its Applications, Wadsworth & Brooks/Cole, Publishing
Company Belmont, California.
[3] S.G. Krantz, (2005), Real Analysis and Foundations, Second Edt., Chapman & Hall/CRC Press, Boca Raton.
[4] B. S. Thomson, J. B. Bruckner and A. M. Bruckner, (2001) Elementary Real Analysis, Prentice Hall, Inc.,
NJ.
[5] L. Larson, (2020) Introduction to Real Analysis, University of Louisville,
http://www.math.louisville.edu/~lee/ira.