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Numerical Fourier Analysis Second Edition Gerlind Plonka Online Ebook Texxtbook Full Chapter PDF
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Applied and Numerical Harmonic Analysis
Gerlind Plonka
Daniel Potts
Gabriele Steidl
Manfred Tasche
Numerical
Fourier
Analysis
Second Edition
Applied and Numerical Harmonic Analysis
Series Editors
John J. Benedetto Kasso Okoudjou
University of Maryland Tufts University
College Park, MD, USA Medford, MA, USA
Wojciech Czaja
University of Maryland
College Park, MD, USA
This book is published under the imprint Birkhäuser, www.birkhauser-science.com by the registered
company Springer Nature Switzerland AG
The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
The Applied and Numerical Harmonic Analysis (ANHA) book series aims to
provide the engineering, mathematical, and scientific communities with significant
developments in harmonic analysis, ranging from abstract harmonic analysis to
basic applications. The title of the series reflects the importance of applications
and numerical implementation, but richness and relevance of applications and
implementation depend fundamentally on the structure and depth of theoretical
underpinnings. Thus, from our point of view, the interleaving of theory and
applications and their creative symbiotic evolution is axiomatic.
Harmonic analysis is a wellspring of ideas and applicability that has flourished,
developed, and deepened over time within many disciplines and by means of
creative cross-fertilization with diverse areas. The intricate and fundamental rela-
tionship between harmonic analysis and fields such as signal processing, partial
differential equations (PDEs), and image processing is reflected in our state-of-the-
art ANHA series.
Our vision of modern harmonic analysis includes a broad array of mathematical
areas, e.g., wavelet theory, Banach algebras, classical Fourier analysis, time-
frequency analysis, deep learning, and fractal geometry, as well as the diverse topics
that impinge on them.
For example, wavelet theory can be considered an appropriate tool to deal with
some basic problems in digital signal processing, speech and image processing,
geophysics, pattern recognition, biomedical engineering, and turbulence. These
areas implement the latest technology from sampling methods on surfaces to fast
algorithms and computer vision methods. The underlying mathematics of wavelet
theory depends not only on classical Fourier analysis, but also on ideas from abstract
harmonic analysis, including von Neumann algebras and the affine group. This leads
to a study of the Heisenberg group and its relationship to Gabor systems, and of the
metaplectic group for a meaningful interaction of signal decomposition methods.
The unifying influence of wavelet theory in the aforementioned topics illustrates
the justification for providing a means for centralizing and disseminating informa-
tion from the broader, but still focused, area of harmonic analysis. This will be a key
v
vi ANHA Series Preface
role of ANHA. We intend to publish with the scope and interaction that such a host
of issues demands.
Along with our commitment to publish mathematically significant works at the
frontiers of harmonic analysis, we have a comparably strong commitment to publish
major advances in the following applicable topics in which harmonic analysis plays
a substantial role:
The above point of view for the ANHA book series is inspired by the history of
Fourier analysis itself, whose tentacles reach into so many fields.
In the last two centuries, Fourier analysis has had a major impact on the
development of mathematics, on the understanding of many engineering and
scientific phenomena, and on the solution of some of the most important problems
in mathematics and the sciences. Historically, Fourier series were developed in
the analysis of some of the classical PDEs of mathematical physics; these series
were used to solve such equations. In order to understand Fourier series and the
kinds of solutions they could represent, some of the most basic notions of analysis
were defined, e.g., the concept of “function." Since the coefficients of Fourier
series are integrals, it is no surprise that Riemann integrals were conceived to deal
with uniqueness properties of trigonometric series. Cantor’s set theory was also
developed because of such uniqueness questions.
A basic problem in Fourier analysis is to show how complicated phenomena,
such as sound waves, can be described in terms of elementary harmonics. There are
two aspects of this problem: first, to find, or even define properly, the harmonics or
spectrum of a given phenomenon, e.g., the spectroscopy problem in optics; second,
to determine which phenomena can be constructed from given classes of harmonics,
as done, for example, by the mechanical synthesizers in tidal analysis.
Fourier analysis is also the natural setting for many other problems in engineer-
ing, mathematics, and the sciences. For example, Wiener’s Tauberian theorem in
Fourier analysis not only characterizes the behavior of the prime numbers but is
a fundamental tool for analyzing the ideal structures of Banach algebras. It also
provides the proper notion of spectrum for phenomena such as white light. This
ANHA Series Preface vii
latter process leads to the Fourier analysis associated with correlation functions in
filtering and prediction problems. These problems, in turn, deal naturally with Hardy
spaces in complex analysis, as well as inspiring Wiener to consider communications
engineering in terms of feedback and stability, his cybernetics. This latter theory
develops concepts to understand complex systems such as learning and cognition
and neural networks, and it is arguably a precursor of deep learning and its
spectacular interactions with data science and AI.
Nowadays, some of the theory of PDEs has given way to the study of Fourier
integral operators. Problems in antenna theory are studied in terms of unimodular
trigonometric polynomials. Applications of Fourier analysis abound in signal
processing, whether with the fast Fourier transform (FFT), or filter design, or the
adaptive modeling inherent in time-frequency-scale methods such as wavelet theory.
The coherent states of mathematical physics are translated and modulated Fourier
transforms, and these are used, in conjunction with the uncertainty principle, for
dealing with signal reconstruction in communications theory. We are back to the
raison d’etre of the ANHA series!
In the second edition of this book, we have taken the opportunity to update the
monograph, thereby reflecting some recent developments in the field of Numerical
Fourier Analysis. Beside minor corrections, we have included several additional
comments and new references, as for example the remark on a new Fourier approach
to the ANOVA decomposition of high-dimensional trigonometric polynomials in
Sect. 8.5.
We have extended the first edition by adding some topics which have been
missing before. A new Sect. 4.4 on the Fourier transform of measures has been
incorporated, and we would like to thank Robert Beinert, who co-authored this
section. We also added a short Sect. 6.3.3 on the fast two-dimensional discrete cosine
transform.
Moreover, we have included recent research results on the approximation errors
of the nonequispaced fast Fourier transform based on special window functions
in Sect. 7.2, and extended Sect. 2.3 by introducing a new regularized Shannon
sampling formula which leads to error estimates with exponential decay for band-
limited functions. Further, we added Sect. 10.2.3 to present the recently developed
ESPIRA algorithm for the recovery of exponential sums.
We would like to thank all colleagues and students, who helped us to recognize
typos that appeared in the first edition of the book. These have been corrected in the
current edition.
Finally, we thank Springer/Birkhäuser for the excellent cooperation and for
publishing this second edition of this monograph.
ix
Preface to the First Edition
Fourier analysis has been grown to an essential mathematical tool with a tremendous
amount of different applications in applied mathematics, engineering, physics,
and other sciences. Many recent technological innovations from spectroscopy and
computer tomography to speech and music signal processing are based on Fourier
analysis. Fast Fourier algorithms are the heart of data processing methods, and their
societal impact can hardly be overestimated.
The field of Fourier analysis is continuously developing towards the needs in
applications and many topics are part of ongoing intensive research. Due to the
importance of Fourier techniques there are several books on the market focusing on
different aspects of Fourier theory, as e.g. [41, 75, 93, 143, 149, 156, 178, 247, 263,
265, 309, 318, 359, 399, 449, 453], or on corresponding algorithms of the discrete
Fourier transform, see e.g. [52, 63, 64, 82, 197, 305, 362, 421], not counting further
monographs on special applications and generalizations as wavelets [88, 101, 280].
So, why do we write a further book? Reading textbooks in Fourier analysis it
appears as a shortcoming that the focus is either set only on the mathematical theory
or vice versa only on the corresponding discrete Fourier and convolution algorithms,
while the reader needs to consult additional references on the numerical techniques
in the one case or on the analytical background in the other.
The urgent need for a unified presentation of Fourier theory and corresponding
algorithms particularly emerges from new developments in function approximation
using Fourier methods. It is important to understand how well a continuous signal
can be approximated by employing the discrete Fourier transform to sampled
spectral data. A deep understanding of function approximation by Fourier rep-
resentations is even more crucial for deriving more advanced transforms as the
nonequispaced fast Fourier transform, which is an approximative algorithm by
nature, or sparse fast Fourier transforms on special lattices in higher dimensions.
This book encompasses the required classical Fourier theory in the first part
in order to give deep insight into the construction and analysis of corresponding
fast Fourier algorithms in the second part, including recent developments on
nonequispaced and sparse fast Fourier transforms in higher dimensions. In the third
xi
xii Preface to the First Edition
wish to express their gratitude to the University of Hagen for the friendly permission
to use this material for the present book.
Last but not least, the authors would like to thank Springer/Birkhäuser for
publishing this book.
1 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Fourier’s Solution of Laplace Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Fourier Coefficients and Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3 Convolution of Periodic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.4 Pointwise and Uniform Convergence of Fourier Series . . . . . . . . . . . . 27
1.4.1 Pointwise Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.4.2 Uniform Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
1.4.3 Gibbs Phenomenon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
1.5 Discrete Signals and Linear Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
2 Fourier Transform. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.1 Fourier Transform on L1 (R) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.2 Fourier Transform on L2 (R) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
2.3 Poisson Summation Formula and Shannon’s Sampling Theorem . 83
2.4 Heisenberg’s Uncertainty Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
2.5 Fourier-Related Transforms in Time–Frequency Analysis . . . . . . . . . 109
2.5.1 Windowed Fourier Transform. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
2.5.2 Fractional Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
3 Discrete Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
3.1 Motivations for Discrete Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . 123
3.1.1 Approximation of Fourier Coefficients and
Aliasing Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
3.1.2 Computation of Fourier Series and Fourier Transforms . . 129
3.1.3 Trigonometric Polynomial Interpolation . . . . . . . . . . . . . . . . . . 130
3.2 Fourier Matrices and Discrete Fourier Transforms . . . . . . . . . . . . . . . . . 135
3.2.1 Fourier Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
3.2.2 Properties of Fourier Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
3.2.3 DFT and Cyclic Convolutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
3.3 Circulant Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
3.4 Kronecker Products and Stride Permutations . . . . . . . . . . . . . . . . . . . . . . . 159
3.5 Discrete Trigonometric Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
xv
xvi Contents
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 635
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 653
Chapter 1 covers the classical theory of Fourier series of .2π -periodic functions.
In the introductory Sect. 1.1, we sketch Fourier’s theory on heat propagation.
Section 1.2 introduces some basic notions such as Fourier coefficients and Fourier
series of a .2π -periodic function. The convolution of .2π -periodic functions is
handled in Sect. 1.3. Section 1.4 presents the main results on the pointwise and
uniform convergence of Fourier series. For a .2π -periodic, piecewise continuously
differentiable function f , a complete proof of the important convergence theorem
of Dirichlet–Jordan is given. Further we describe the Gibbs phenomenon for partial
sums of the Fourier series of f near a jump discontinuity. Finally, in Sect. 1.5, we
apply Fourier series in digital signal processing and describe the linear filtering of
discrete signals.
In 1804, the French mathematician and Egyptologist Jean Baptiste Joseph Fourier
(1768–1830) began his studies on the heat propagation in solid bodies. In 1807, he
finished a first paper about heat propagation. He discovered the fundamental partial
differential equation of heat propagation and developed a new method to solve this
equation. The mathematical core of Fourier’s idea was that each periodic function
can be well approximated by a linear combination of sine and cosine terms. This
theory contradicted the previous views on functions and was met with resistance
by some members of the French Academy of Sciences, so that a publication was
initially prevented. Later, Fourier presented these results in the famous book The
Analytical Theory of Heat published firstly 1822 in French, cf. [149]. For an image
of Fourier, see Fig. 1.1 (Image source: https://commons.wikimedia.org/wiki/File:
Joseph_Fourier.jpg).
heat equation:
∂ 2v ∂ 2v ∂v
.
2
+ 2
=c , (x, y) ∈ Ω, t > 0
∂x ∂y ∂t
with some constant .c > 0. At steady state, the temperature is independent of the
time such that .v(x, y, t) = v(x, y) satisfies the Laplace equation:
∂ 2v ∂ 2v
. + = 0, (x, y) ∈ Ω.
∂x 2 ∂y 2
What is the temperature .v(x, y) at any point .(x, y) ∈ Ω, if the temperature at each
point of the boundary .Γ is known?
Using polar coordinates
x = r cos ϕ , y = r sin ϕ,
. 0 < r < 1, 0 ≤ ϕ < 2π,
we obtain for the temperature .u(r, ϕ) := v(r cos ϕ, r sin ϕ) by chain rule
∂ 2v ∂ 2v ∂ 2 u 1 ∂u 1 ∂ 2u
. + = + + = 0.
∂x 2 ∂y 2 ∂r 2 r ∂r r 2 ∂ϕ 2
If we extend the variable .ϕ periodically to the real line .R, then .u(r, ϕ) is .2π -periodic
with respect to .ϕ and fulfills
∂ 2u ∂u ∂ 2u
r2
. + r = − , 0 < r < 1, ϕ ∈ R. (1.1)
∂r 2 ∂r ∂ϕ 2
1.1 Fourier’s Solution of Laplace Equation 3
Since the temperature at the boundary .Γ is given, we know the boundary condition:
u(1, ϕ) = f (ϕ),
. ϕ ∈ R, (1.2)
and hence
The variables r and .ϕ can be independently chosen. If .ϕ is fixed and r varies, then
the left-hand side of (1.3) is a constant. Analogously, if r is fixed and .ϕ varies, then
the right-hand side of (1.3) is a constant. Let .λ be the common value of both sides.
Then, we obtain two linear differential equations:
Since nontrivial solutions of (1.5) must have the period .2π , we obtain the solutions
a0
2 for .λ = 0 and .an cos(nϕ) + bn sin(nϕ) for .λ = n , .n ∈ N, where .a0 , .an , and
.
2
.bn with .n ∈ N are real constants. For .λ = 0, the linear differential equation (1.4)
has the linearly independent solutions 1 and .ln r, where only 1 is bounded on .(0, 1).
For .λ = n2 , Eq. (1.4) has the linearly independent solutions .r n and .r −n , where only
a0
2 and .r (an cos(nϕ) + bn sin(nϕ)),
n
.r is bounded on .(0, 1). Thus, we see that .
n
.n ∈ N, are the special solutions of the Laplace equation (1.1). If .u1 and .u2 are
solutions of the linear equation (1.1), then .u1 + u2 is a solution of (1.1) too. Using
the superposition principle, we obtain a formal solution of (1.1) of the form
∞
a0 Σ n ( )
u(r, ϕ) =
. + r an cos(nϕ) + bn sin(nϕ) . (1.6)
2
n=1
By the boundary condition (1.2), the coefficients .a0 , .an , and .bn with .n ∈ N must be
chosen so that
∞
a0 Σ ( )
.u(1, ϕ) = + an cos(nϕ) + bn sin(nϕ) = f (ϕ), ϕ ∈ R. (1.7)
2
n=1
Fourier conjectured that this could be done for an arbitrary .2π -periodic function f .
We will see that this is only the case, if f fulfills some additional conditions. As
shown in the next section, from (1.7), it follows that
4 1 Fourier Series
⎧ 2π
1
an =
. f (ψ) cos(nψ) dψ, n ∈ N0 , . (1.8)
π 0
⎧ 2π
1
bn = f (ψ) sin(nψ) dψ, n ∈ N. (1.9)
π 0
too. Note that the temperature in the origin of the closed unit disk is equal to the
⎧ 2π
mean value . a20 = 2π
1
0 f (ψ) dψ of the temperature f at the boundary.
Now we show that u fulfills the Laplace equation in .[0, 1) × R. Let .0 < r0 < 1
be arbitrarily fixed. By
∂k ⎛ ⎛ kπ ⎞ kπ ⎞
. un (r, ϕ) = r n k
n an cos nϕ + + bn sin(nϕ + )
∂ϕ k 2 2
∂k
|
. un (r, ϕ)| ≤ 4 r n nk M ≤ 4 r0n nk M
∂ϕ k
Σ
for .0 ≤ r ≤ r0 . The series .4 M ∞ n k
n=1 r0 n is convergent. By the Weierstrass
Σ∞ ∂ k ∂k
criterion, . n=1 ∂ϕ k un is uniformly convergent on .[0, r0 ] × R. Consequently, . ∂ϕ k u
exists and
1.1 Fourier’s Solution of Laplace Equation 5
Σ ∂k ∞
∂k
.
k
u= un .
∂ϕ ∂ϕ k
n=1
∂ k
Analogously, one can show that . ∂r k u exists and
Σ ∂k ∞
∂k
.
k
u= un .
∂r ∂r k
n=1
Since all .un are solutions of the Laplace equation (1.1) in .[0, 1) × R, it follows by
term by term differentiation that u is also a solution of (1.1) in .[0, 1) × R.
Finally, we simplify the representation of the solution (1.6) with the coeffi-
cients (1.8) and (1.9). Since the series in (1.6) converges uniformly on .[0, 1] × R,
we can change the order of summation and integration such that
⎧ ⎛1
1 2π ∞
Σ ( )⎞
.u(r, ϕ) = f (ψ) + r n cos n(ϕ − ψ) dψ.
π 0 2
n=1
it follows
∞
Σ 1 − r cos θ
1+
. r n cos(nθ ) =
1 + r 2 − 2r cos θ
n=1
and hence
∞
1 Σ n 1 1 − r2
. + r cos(nθ ) = .
2 2 1 + r 2 − 2r cos θ
n=1
Thus, for .0 ≤ r < 1 and .ϕ ∈ R, the solution of (1.6) can be represented as Poisson
integral:
⎧
1 2π 1 − r2
.u(r, ϕ) = f (ψ) dψ .
2π 0 1 + r 2 − 2r cos(ϕ − ψ)
6 1 Fourier Series
for all .a ∈ R so that we can integrate over any interval of length .2π .
Using Hölder’s inequality it can be shown that the spaces .Lp (T) for .1 ≤ p ≤ ∞
are continuously embedded as
In the following we are mainly interested in the Hilbert space .L2 (T) consisting of
all absolutely square-integrable functions .f : T → C with inner product and norm:
1.2 Fourier Coefficients and Fourier Series 7
⎧ π ⎛ 1 ⎧ π ⎞ 1/2
1
(f, g)L2 (T)
. := f (x) g(x) dx , ||f ||L2 (T) := |f (x)|2 dx .
2π −π 2π −π
1 ( π i(k−j ) )
.(eik· , eij · ) = e − e−π i(k−j )
2π i(k − j )
2i sin π(k − j )
= = 0.
2π i(k − j )
( )
2. Now we prove the completeness of the set (1.10). We have to show that . f, eik· =
0 for all .k ∈ Z implies .f = 0.
First we consider a continuous function .f ∈ C(T) having .(f, eik· ) = 0 for
all .k ∈ Z. Let us denote by
{Σ
n }
.Tn := ck eik· : ck ∈ C (1.11)
k=−n
By assumption we have:
Σ
n Σ
n
.(f, pn ) = (f, ck ei k· ) = ck (f, ei k· ) = 0 .
k=−n k=−n
Hence we conclude:
as .n → ∞, so that .f = 0.
3. Now let .f ∈ L2 (T) with .(f, eik· ) = 0 for all .k ∈ Z be given. Then
⎧ x
h(x) :=
. f (t) dt, x ∈ [0, 2π ),
0
(
Hence, the .2π -periodically continued continuous function .h − (h, 1) fulfills . h −
)
(h, 1), eik· = 0 for all .k ∈ Z. Using the first part of this proof, we obtain .h =
(h, 1) = const. Since .f (x) = h' (x) = 0 almost everywhere, this yields the
assertion. □
Once we have an orthonormal basis of a Hilbert space, we can represent its elements
with respect to this basis. Let us consider the finite sum:
Σ
n ⎧
( ) 1 π
Sn f :=
. ck (f ) eik· ∈ Tn , ck (f ) := f, eik· = f (x) e−ikx dx ,
2π −π
k=−n
called nth Fourier partial sum of f with the Fourier coefficients .ck (f ). By definition
Sn : L2 (T) → L2 (T) is a linear operator which possesses the following important
.
approximation property.
1.2 Fourier Coefficients and Fourier Series 9
Lemma 1.2 The Fourier partial sum operator .Sn : L2 (T) → L2 (T) is an
orthogonal projector onto .Tn , i.e.,
Σ
n
||f − Sn f ||2 = ||f ||2 −
. |ck (f )|2 . (1.13)
k=−n
Proof
1. For each trigonometric polynomial
Σ
n
p=
. ck eik· (1.14)
k=−n
Σ
n
( )
= ||f ||2 + − ck ck (f ) − ck ck (f ) + |ck |2
k=−n
Σ
n Σ
n
= ||f ||2 − |ck (f )|2 + |ck − ck (f )|2 .
k=−n k=−n
Thus,
Σ
n
||f − p||2 ≥ ||f ||2 −
. |ck (f )|2 ,
k=−n
where equality holds only in the case .ck = ck (f ), .k = −n, . . . , n, i.e., if and
only if .p = Sn f .
2. For .p ∈ Tn of the form (1.14), the corresponding Fourier coefficients are
.ck (p) = ck for .k = −n, . . . , n and .ck (p) = 0 for all .|k| > n. Thus,
Σ
n
(Sn f, g) =
. ck (f ) ck (g) = (f, Sn g)
k=−n
10 1 Fourier Series
for all .f, g ∈ L2 (T), the Fourier partial sum operator .Sn is self-adjoint,
i.e., .Sn is an orthogonal projection. Moreover, .Sn has the operator norm
.||Sn ||L2 (T)→L2 (T) = 1. □
As an immediate consequence of Lemma 1.2, we obtain the following
Theorem 1.3 Every function .f ∈ L2 (T) has a unique representation of the form
Σ ⎧
( ) 1 π
.f = ck (f ) eik· , ck (f ) := f, eik· = f (x) e−ikx dx , (1.15)
2π −π
k∈Z
. lim ||Sn f − f || = 0 .
n→∞
Σ
n
||Sn f ||2 =
. |ck (f )|2 ≤ ||f ||2 < ∞ .
k=−n
Consequently, for arbitrary .ε > 0, there exists an index .N (ε) ∈ N such that
Σ
. |ck (f )|2 < ε .
|k|>N (ε)
Hence .(Sn f )∞
n=0 is a Cauchy sequence. In the Hilbert space .L2 (T), each Cauchy
sequence is convergent. Assume that .limn→∞ Sn f = g with .g ∈ L2 (T). Since
1.2 Fourier Coefficients and Fourier Series 11
1 y 1 y
0.5
0.5
x
−π − π2 π π x
2
−π − π2 π π
−0.5 2
−0.5
−1
−1.5 −1
(g, eik· ) = lim (Sn f, eik· ) = lim (f, Sn eik· ) = (f, eik· )
.
n→∞ n→∞
Clearly, the partial sums⎧ of the Fourier series are the Fourier partial sums. The
π
constant term .c0 (f ) = 2π
1
−π f (x) dx in the Fourier series of f is the mean value
of f .
Remark 1.4 For fixed .L > 0, a function .f : R → C is called L-periodic, if
f (x + L) = f (x) for all .x ∈ R. By substitution we see that the Fourier series of an
.
Σ ⎧ L/2
1
f =
. ck(L) (f ) e2π ik·/L , ck(L) (f ) := f (x) e−2π ikx/L dx . (1.17)
L −L/2
k∈Z
where
12 1 Fourier Series
⎧
⎪
⎪ arctan yx x > 0,
⎪
⎪
⎪
⎪ arctan yx + π x < 0, y ≥ 0 ,
⎪
⎪
⎪
⎨ arctan y − π x < 0, y < 0 ,
. atan2(y, x) :=
x
⎪π
⎪ x = 0, y > 0 ,
⎪
⎪ 2
⎪−π
⎪ x = 0, y < 0 ,
⎪
⎪
⎪
⎩
2
0 x = y = 0.
Note that .atan2 is a modified inverse tangent. Thus, for .(x, y) ∈ R2 \ {(0, 0)},
.atan2(y, x) ∈ (−π, π ] is defined as the angle between the vectors .(1, 0)
T and
T
( )
.(x, y) . The sequence . |ck (f )| is called the spectrum or modulus of f and
( ) k∈Z
. ϕk
k∈Z
the phase of f .
For fixed .a ∈ R, the .2π -periodic extension of a function .f : [−π + a, π + a) →
C to the whole line .R is given by .f (x + 2π n) := f (x) for all .x ∈ [−π + a, π + a)
and all .n ∈ Z. Often we have .a = 0 or .a = π .
Example 1.5 Consider the .2π -periodic extension of the real-valued function
f (x) = e−x , .x ∈ (−π, π ) with .f (±π ) = cosh π = 12 (e−π + eπ ). Then, the
.
1 ⎛ ⎞ (−1)k sinh π
=− e−(1+ik)π − e(1+ik)π = .
2π (1 + ik) (1 + i k) π
Figure 1.3 shows both the 8th and 16th Fourier partial sums .S8 f and .S16 f .
For .f ∈ L2 (T), it holds the Parseval equality (1.16). Thus, the Fourier
coefficients .ck (f ) converge to zero as .|k| → ∞. Since
y y
20 20
15 15
10 10
5 5
x x
−π − π2 π π −π − π2 π π
2 2
Fig. 1.3 The .2π -periodic function f given by .f (x) := e−x , .x ∈ (−π, π ), with .f (±π ) =
cosh(π ) and its Fourier partial sums .S8 f (left) and .S16 f (right)
1.2 Fourier Coefficients and Fourier Series 13
⎧ π
1
.|ck (f )| ≤ |f (x)| dx = ||f ||L1 (T) ,
2π −π
the integrals
⎧ π
1
ck (f ) =
. f (x) e−ikx dx , k∈Z
2π −π
also exist for all functions .f ∈ L1 (T), i.e., the Fourier coefficients are well-defined
for any function of .L1 (T). The next lemma contains simple properties of Fourier
coefficients.
Lemma 1.6 The Fourier coefficients of .f, g ∈ L1 (T) have the following properties
for all .k ∈ Z:
1. Linearity: For all .α, β ∈ C,
ck (e−ik0 · f ) = ck+k0 (f ) .
In particular .|ck (f (· − x0 ))| = |ck (f )|, i.e., translation does not change the
spectrum of f .
3. Differentiation–Multiplication: For absolute continuous functions .f ∈ L1 (T),
i.e., .f ' ∈ L1 (T), we have:
ck (f ' ) = i k ck (f ) .
.
Proof The first property follows directly from the linearity of the integral. The
translation–modulation property can be seen as
⎧
( ) 1 π
ck f (· − x0 ) =
. f (x − x0 ) e−ikx dx
2π −π
⎧ π
1
= f (y) e−ik(y+x0 ) dy = e−ikx0 ck (f ),
2π −π
⎧ π ⎧ π
1 −ikx 1
. ik f (x) e dx = f ' (x) e−ikx dx = ck (f ' ).
2π −π 2π −π
□
The complex Fourier series
Σ
. f = ck (f ) eik·
k∈Z
Σ( ∞
1 )
f =
. a0 (f ) + ak (f ) cos(k·) + bk (f ) sin(k·) , (1.19)
2
k=1
where
1 Σ ∞ ⎛ π ⎞
f =
. a0 (f ) + rk sin k · + + ϕk .
2 2
k=1
with sine oscillations of amplitudes .rk = 2 |ck (f )|, angular frequencies k, and phase
shifts . π2 + ϕk . For even/odd functions, the Fourier series simplify to pure cosine/sine
series.
Lemma 1.7 If .f ∈ L2 (T) is even, i.e., .f (x) = f (−x) for all .x ∈ T, then .ck (f ) =
c−k (f ) for all .k ∈ Z and f can be represented as a Fourier cosine series:
∞
Σ Σ ∞
1
f = c0 (f ) + 2
. ck (f ) cos(k·) = a0 (f ) + ak (f ) cos(k·) .
2
k=1 k=1
If .f ∈ L2 (T) is odd, i.e., .f (x) = −f (−x) for all .x ∈ T, then .ck (f ) = −c−k (f )
for all .k ∈ Z and f can be represented as a Fourier sine series
1.2 Fourier Coefficients and Fourier Series 15
∞
Σ ∞
Σ
.f = 2i ck (f ) sin(k·) = bk (f ) sin(k·).
k=1 k=1
−x
Example 1.9 The .2π -periodic extension of the function .s(x) = π2π , .x ∈ (0, 2π ),
with .s(0) = 0 is odd and has jump discontinuities at .2π k, .k ∈ Z, of unit height.
This so-called sawtooth function has the Fourier sine series:
∞
Σ 1
. sin(k·) .
πk
k=1
Figure 1.4 illustrates the corresponding Fourier partial sum .S8 f . Applying the
Parseval equality (1.16), we obtain:
∞
Σ 1 1
. = ||s||2 = .
2π 2 k 2 12
k=1
This implies
0.5
x
π π 3π 2π
2 2
−0.5
−π π
Fig. 1.4 The Fourier partial sums .S8 f of the even .2π -periodic function f given by .f (x) := x 2 ,
.x∈ [−π, π ) (left) and of the odd .2π -periodic function f given by .f (x) = 12 − 2π
x
, .x ∈ (0, 2π ),
with .f (0) = f (2π ) = 0 (right)
16 1 Fourier Series
∞
Σ 1 π2
.
2
= .
k 6
k=1
The last equation can be also obtained from the Fourier series in Example 1.8 by
setting .x := π and assuming that the series converges in this point.
Example 1.10 We consider the .2π -periodic extension of the rectangular pulse
function .f : [−π, π ) → R given by
⎧
0 x ∈ (−π, 0),
f (x) =
.
1 x ∈ (0, π )
The convolution of two .2π -periodic functions .f, g ∈ L1 (T) is the function .h =
f ∗ g given by
⎧ π
1
.h(x) := (f ∗ g)(x) = f (y) g(x − y) dy .
2π −π
(f (· − t) ∗ g)(x) = (f ∗ g)(x − t) .
.
Figure 1.5 shows the convolution of two special .2π -periodic functions.
1.3 Convolution of Periodic Functions 17
1 1
0.1
−π π −π π −π π
Fig. 1.5 Two .2π -periodic functions f (red) and g (green). right: The corresponding convolution
.f∗ g (blue)
The following theorem shows that the convolution is well-defined for certain
functions.
Theorem 1.11
1. Let .f ∈ Lp (T), .1 ≤ p ≤ ∞ and .g ∈ L1 (T) be given. Then, .f ∗ g exists almost
everywhere and .f ∗ g ∈ Lp (T). Further we have the Young inequality:
Proof
1. Let .p ∈ (1, ∞) and . p1 + 1
q = 1. Then, we obtain by Hölder’s inequality:
⎧ π
1
.|(f ∗ g)(x)| ≤ |f (y)| |g(x − y)| dy
2π −π
=|g|1/p |g|1/q
⎛ 1 ⎧ π ⎞ 1/p ⎛ 1 ⎧ π ⎞ 1/q
≤ |f (y)| |g(x − y)|dy p
|g(x − y)| dx
2π −π 2π −π
⎛ 1 ⎧ π ⎞ 1/p
1/q
= ||g||L1 (T) |f (y)|p |g(x − y)|dy .
2π −π
18 1 Fourier Series
Note that both sides of the inequality may be infinite. Using this estimate and
Fubini’s theorem, we get:
⎧ ⎧
p p/q ( 1 )2 π π
.||f ∗ g||Lp (T) ≤ ||g||L1 (T) |f (y)|p |g(x − y)| dy dx
2π −π −π
⎧ π ⎧
p/q ( 1 )2
π
= ||g||L1 (T) |f (y)| p
|g(x − y)| dx dy
2π −π −π
1+p/q p p p
= ||g||L1 (T) ||f ||Lp (T) = ||g||L1 (T) ||f ||Lp (T) .
⎛ 1 ⎧π ⎞ 1/p ⎛ 1 ⎧π ⎞ 1/q
.|(f ∗ g)(x)| ≤ |f (x − y)| dy |g(y)|q dy
p
2π 2π
−π −π
and consequently
Now the second assertion follows, since the translation is continuous in the
Lp (T) norm (see [144, Proposition 8.5]), i.e., .||f (·+t)−f ||Lp (T) → 0 as t → 0.
.
Define .q ' by . q1 + 1
q' = 1. Then, we obtain by Hölder’s inequality:
⎧ π
1
.h(x) := |f (x − y)g(y)| dy
2π −π
⎧ π
1
= |f (x − y)|1−s |g(y)| |f (x − y)|s dy
2π −π
⎛ 1 ⎧ π ⎞ 1/q
≤ |f (x − y)|(1−s)q |g(y)|q dy
2π −π
⎛ 1 ⎧ π '
⎞ 1/q '
× |f (x − y)|sq dy .
2π −π
1.3 Convolution of Periodic Functions 19
Using that by definition .sq ' = p and .q/q ' = (sq)/p, this implies
⎧ π ⎛ 1 ⎧ π ⎞ q/q '
1
.hq (x) ≤ |f (x − y)|(1−s)q |g(y)|q dy
|f (x − y)|p dy
2π
−π 2π −π
⎧ π ⎛ ⎧ π ⎞ (sq)/p
1 1
= |f (x − y)|(1−s)q |g(y)|q dy |f (x − y)|p dy
2π −π 2π −π
⎧ π
1 sq
= |f (x − y)|(1−s)q |g(y)|q dy ||f ||Lp (T)
2π −π
such that
⎛ 1 ⎧ π ⎞ q/(qt) ⎛ 1 ⎧ π ⎞ 1/t
q
.||h|| = |h(x)| dx = |hq (x)|t dx
qt
Lr (T) 2π −π 2π −π
= ||hq ||Lt (T)
⎛ 1 ⎧ π ⎛ 1 ⎧ π ⎞ t ⎞ 1/t
sq
≤ ||f ||Lp (T) |f (x − y)|(1−s)q |g(y)|q dy dx
2π −π 2π −π
Taking the qth root finishes the proof. Alternatively, the third step can be proved
using the Riesz–Thorin theorem. □
The convolution of an .L1 (T) function and an .Lp (T) function with .1 ≤ p < ∞
is in general not defined pointwise as the following example shows.
Example 1.12 We consider the .2π -periodic extension of .f : [−π, π ) → R given
by
⎧
|y|−3/4 y ∈ [−π, π ) \ {0} ,
f (y) :=
. (1.20)
0 y = 0.
The extension denoted by f is even and belongs to .L1 (T). The convolution .(f ∗
f )(x) is finite for all .x ∈ [−π, π ) \ {0}. However, for .x = 0, this does not hold
true, since
20 1 Fourier Series
⎧ π ⎧ π
. f (y) f (−y) dy = |y|−3/2 dy = ∞ .
−π −π
ck (f ∗ g) = ck (f ) ck (g) ,
. k ∈ Z.
Proof Using Fubini’s theorem, we obtain by the .2π -periodicity of .g e−i k · that
⎧ π ⎛⎧ π ⎞
1
ck (f ∗ g) =
. f (y) g(x − y) dy e−i kx dx
(2π )2 −π −π
⎧ π ⎛⎧ π ⎞
1 −i ky
= f (y) e g(x − y) e−i k(x−y) dx dy
(2π )2 −π −π
⎧ π ⎛⎧ π ⎞
1
= f (y) e−i ky g(t) e−i kt dt dy = ck (f ) ck (g) .
(2π )2 −π −π
□
The convolution of functions with certain functions, so-called kernels, is of
particular interest.
Example 1.14 The nth Dirichlet kernel for .n ∈ N0 is defined by
Σ
n
Dn (x) :=
. eikx , x ∈ R. (1.21)
k=−n
Σ
n
Dn (x) = 1 + 2
. cos(kx) .
k=1
x Σ
n
( x) x
. sin Dn (x) = sin + 2 cos(kx) sin
2 2 2
k=1
x Σ⎛ (2k − 1)x ⎞
n
(2k + 1)x (2n + 1)x
= sin + sin − sin = sin .
2 2 2 2
k=1
1.3 Convolution of Periodic Functions 21
y
15
1
10
x
−π − π2 π π
2
−5 −5 5
Fig. 1.6 The Dirichlet kernel .D8 (left) and its Fourier coefficients .ck (D8 ) (right)
sin (2n+1)x
Dn (x) =
.
2
, x ∈ [−π, π )\{0} , (1.22)
sin x2
with .Dn (0) = 2n + 1. Figure 1.6 depicts the Dirichlet kernel .D8 . The Fourier
coefficients of .Dn are
⎧
1 k = −n, . . . , n,
ck (Dn ) =
.
0 |k| > n .
Σ
n
f ∗ Dn =
. ck (f ) eik· = Sn f , (1.23)
k=−n
which is just the nth Fourier partial sum of f . By the following calculations, the
Dirichlet kernel fulfills
⎧ π
1 4
.||Dn ||L1 (T) = |Dn (x)| dx ≥ 2 ln n . (1.24)
2π −π π
Note that .||Dn ||L1 (T) are called Lebesgue constants. Since .sin x ≤ x for .x ∈ [0, π2 ),
we get by (1.22) that
⎧ ⎧
1 π | sin((2n + 1)x/2)| 2 π | sin((2n + 1)x/2)|
||Dn ||L1 (T) =
. dx ≥ dx.
π 0 sin(x/2) π 0 x
22 1 Fourier Series
Substituting .y = 2n+1
2 x results in
⎧ (n+ 21 )π
2 | sin y|
||Dn ||L1 (T)
. ≥ dy
π 0 y
n ⎧ kπ
Σ n ⎧
2 | sin y| 2 Σ kπ | sin y|
≥ dy ≥ dy
π y π (k−1)π kπ
k=1 (k−1)π k=1
Σ
n ⎧ n+1
4 1 4 dx 4
= ≥ 2 ≥ 2 ln n.
π2 k π 1 x π
k=1
4
||Dn ||L1 (T) =
. ln n + O(1) , n → ∞.
π2
1 Σ
n
.Fn := D j ∈ Tn . (1.25)
n+1
j =0
By (1.22) and (1.25), we obtain .Fn (0) = n + 1 and for .x ∈ [−π, π ) \ {0}
( )
1 Σ sin (j + 12 )x
n
.Fn (x) = .
n+1 sin x2
j =0
In contrast to the Dirichlet kernel, the Fejér kernel is nonnegative. Figure 1.7 shows
the Fejér kernel .F8 . The Fourier coefficients of .Fn are
⎧
|k|
1− k = −n, . . . , n ,
ck (Fn ) =
.
n+1
0 |k| > n .
1.3 Convolution of Periodic Functions 23
9
1
−π π −5 5
Fig. 1.7 The Fejér kernel .F8 (left) and its Fourier coefficients .ck (F8 ) (right)
Then, .σn f is called the nth Fejér sum or nth Cesàro sum of f . Further, we have:
⎧ π
1
||Fn ||L1 (T) =
. Fn (x) dx = 1.
2π −π
Example 1.16 The nth de la Vallée Poussin kernel .V2n for .n ∈ N is defined by
1 Σ Σ
2n−1 2n
V2n
. = Dj = 2 F2n−1 − Fn−1 = ck (V2n ) eik·
n
j =n k=−2n
By Theorem 1.11 the convolution of two .L1 (T) functions is again a function
in .L1 (T). The space .L1 (T) forms together with the addition and the convolution
a so-called Banach algebra. Unfortunately, there does not exist an identity element
24 1 Fourier Series
y y
π π
π π
2 2
x x
π π 3π 2π π π 3π 2π
2 2 2 2
− π2 − π2
−π −π
Fig. 1.8 The convolution .f ∗ D32 of the .2π -periodic sawtooth function f and the Dirichlet kernel
.D32 approximates f quite good except at the jump discontinuities (left). The convolution .f ∗ F32
of f and the Fejér kernel .F32 approximates f not as good as .f ∗ D32 , but it does not oscillate near
the jump discontinuities (right)
with respect to .∗, i.e., there is no function .g ∈ L1 (T) such that .f ∗ g = f for all
f ∈ L1 (T). As a remedy we can define approximate identities. Figure 1.8 shows the
.
different approximations .f ∗D32 and .f ∗F32 of the .2π -periodic sawtooth function f .
A sequence .(Kn )n∈N of functions .Kn ∈ L1 (T) is called an approximate identity
or a summation kernel , if it satisfies the following properties:
⎧π
−π Kn (x) dx ⎧= 1 for all .n ∈ N,
1
1. . 2π
π
2. .||Kn ||L1 (T) = 2π
1
|Kn (x)| dx ≤ C < ∞ for all .n ∈ N,
( ⎧ −δ ⎧−ππ)
3. .limn→∞ −π + δ |Kn (x)| dx = 0 for each .0 < δ < π .
Theorem 1.17 For an approximate identity .(Kn )n∈N , it holds:
⎛ ⎧ −δ ⎧ δ ⎧ π ⎞
1
= sup + + |f (x − u) − f (x)| |Kn (u)| du .
2π x∈T −π −δ δ
By the properties 2 and 3 of the reproducing kernel .Kn , we obtain for sufficiently
large .n ∈ N that
1
||Kn ∗ f − f ||C(T) ≤ ε C +
. ||f ||C(T) ε.
π
Since .ε > 0 can be chosen arbitrarily small, this yields the assertion. □
Example 1.18 The sequence .(Dn )n∈N of Dirichlet kernels defined in Example 1.14
is not an approximate identity, since .||Dn ||L1 (T) is not uniformly bounded for all
.n ∈ N by (1.24). Indeed we will see in the next section that .Sn f = Dn ∗ f does in
Proof Since .(Fn )n∈N is an approximate identity, the Fejér sums .σn f converge
uniformly to f as .n → ∞. If a real-valued function .f : T → R fulfills the estimate
.m ≤ f (x) ≤ M for all .x ∈ T with certain constants .m, M ∈ R, then
⎧ π
1
(σn f )(x) =
. Fn (y) f (x − y) dy
2π −π
The Theorem 1.20 of Fejér has many important consequences such as follows.
Theorem 1.21 (Approximation Theorem of Weierstrass) If .f ∈ C(T), then for
each .ε > 0 there exists a trigonometric polynomial .p = σn f ∈ Tn of sufficiently
large degree n such that .||f − p||C(T) < ε. Further this trigonometric polynomial
p is a weighted Fourier partial sum given by (1.27).
Finally we present two important inequalities for any trigonometric polynomial
.p ∈ Tn with fixed .n ∈ N. The inequality of S. M. Nikolsky compares different
norms of any trigonometric polynomial .p ∈ Tn . The inequality of S. N. Bernstein
estimates the norm of the derivative .p' by the norm of a trigonometric polynomial
.p ∈ Tn .
Proof
1. Setting .m := n s, we have .ps ∈ Tm and hence .ps ∗ Dm = ps by (1.23). Using
the Cauchy–Schwarz inequality, we can estimate
⎧ π
1
|p(x)s | ≤
. |p(t)|s |Dm (x − t)| dt
2π −π
⎧ π
s−q/2 1
≤ ||p||C(T) |p(t)|q/2 |Dm (x − t)| dt
2π −π
s−q/2
≤ ||p||C(T) || |p|q/2 ||L2 (T) ||Dm ||L2 (T) .
Since
q/2
|| |p|q/2 ||L2 (T) = ||p||Lq (T) ,
. ||Dm ||L2 (T) = (2m + 1)1/2 ,
1.4 Pointwise and Uniform Convergence of Fourier Series 27
we obtain:
s−q/2 q/2
||p||sC(T) ≤ (2m + 1)1/2 ||p||C(T) ||p||Lq (T)
.
In Sect. 1.3, it was shown that a Fourier series of an arbitrary function .f ∈ L2 (T)
converges in the norm of .L2 (T), i.e.,
Obviously, we have .limn→∞ fn (x) = 0 for all .x ∈ [0, 2π ]. But it holds for .n → ∞,
⎧ 1/n
1 n
.||fn ||2L2 (T) = n2 dx = → ∞.
2π 0 2π
As known (see, e.g., [274, pp. 52–53]), if a sequence .(fn )n∈N , where .fn ∈ Lp (T)
with .1 ≤ p ≤ ∞,
( converges
) to .f ∈ Lp (T) in the norm of .Lp (T), then there exists
a subsequence . fnk k∈N such that for almost all .x ∈ [0, 2π ],
In 1966, L. Carleson proved the fundamental result that the Fourier series of an
arbitrary function .f ∈ Lp (T), .1 < p < ∞, converges almost everywhere. For a
proof see, e.g., [178, pp. 232–233]. Kolmogoroff [245] showed that an analog result
for .f ∈ L1 (T) is false.
A natural question is whether the Fourier series of every function .f ∈ C(T)
converges uniformly or at least pointwise to f . From Carleson’s result it follows
that the Fourier series of .f ∈ C(T) converges almost everywhere, i.e., in all points
of .[0, 2π ] except for a set of Lebesgue measure zero. In fact, many mathematicians
like Riemann, Weierstrass, and Dedekind conjectured over long time that the Fourier
series of a function .f ∈ C(T) converges pointwise to f . But one has neither
pointwise nor uniform convergence of the Fourier series of a function .f ∈ C(T) in
general. A concrete counterexample was constructed by Du Bois–Reymond in 1876
and was a quite remarkable surprise. It was shown that there exists a real-valued
function .f ∈ C(T) such that
To see that pointwise convergence fails in general, we need the following principle
of uniform boundedness of sequences of linear bounded operators; see, e.g., [434,
Korollar 2.4].
Theorem 1.24 (Theorem of Banach–Steinhaus) Let X and Y be Banach spaces.
Then a sequence .(Tn )n∈N of bounded linear operators from X to Y converges
pointwise to a bounded linear operator .T : X → Y , i.e., for all .f ∈ X, we have:
1.4 Pointwise and Uniform Convergence of Fourier Series 29
for arbitrary .f ∈ C(T), it follows .||Tn ||C(T)→C ≤ ||Dn ||L1 (T) . To verify the opposite
direction, consider for an arbitrary .ε > 0 the function
Dn
fε :=
. ∈ C(T),
|Dn | + ε
implies .||Tn ||C(T)→C ≥ ||Dn ||L1 (T) − ε. For .ε → 0, we obtain the assertion. □
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"Hän tarkoittaa, että ihmisten päähän voisi pistää sanoa, että pikku
Hannes olisi hänen — hänen poikansa"!
"Jospa voisin käsittää missä Niilo Olavin silmät ovat olleet"! jatkoi
vapaaherratar yhtä äänekkäästi mietiskelemistään… "Hän
käyskentelee täällä murjotellen kuukausmääriä ja nostaa sellaisen
helvetin mellakan tuon toisen pienen pippuripussin vuoksi, joka on
rakastunut serkkuriiviöönsä", — tässä teki Niilo Olavi epätoivoisen,
mutta aivan tuloksettoman kokeen keskeyttääkseen äitiään — "sen
sijaan että hän talttuisi ja pitäisi silmänsä auki niin että osaisi
suunnata ne oikeaan paikkaan".
"Neiti Karin Maria voi olla ylpeä siitä, että siinä määrin olette äitiäni
miellyttänyt", lisäsi siihen parooni raukka ujosti, koettaen kääntää
kaiken leikiksi. "Hän muutoin tavallisesti on hyvin vaativainen
nuorten naisten suhteen".
Niilo Olavi Stjerne kuuli naurun — oli kulunut aikoja siitä kun joku
nuori tyttö oli nauraa raikahuttanut Marieholman salissa. Hän kääntyi
ja tuli molempien, naisten luo.
Silloin kuuli hän taas — tällä kertaa aivan selvään — että joku
koetti tunkeutua hänen ikkunansa viereisen seljapensaan ja muurin
väliin. Hän nousi ylös paikaltaan akkunalaudalta — ja yhtäkkiä
pälkähti hänen päähänsä, että siellä tietysti oli vain Tiina, joka oli
ollut ulkona sotilasten tanssiaisissa.
"Onko siellä Tiina?" kysyi hän hiljaa, ettei herättäisi ketään talossa
ja ettei piika nolostuisi.
"Ei Agneta", kuiskasi ääni, jonka tyttö liiankin hyvin tunsi, vaikkakin
se nyt oli pakahtua pidätetystä naurusta.
"Serkku Joachim!…"
"Mutta", hän katsoi yhtäkkiä ujosti häneen, "miten olet tänne tullut?
Miten pisti päähäsi?…"
Agneta ei tiennyt itse että tämä tulinen, kiihkeä koti-ikävä, joka nyt
kokonaan tempasi hänet, todellisuudessa olikin vain Joachimin —
hänen rakkautensa, hänen lemmityn seuransa kaipuuta. Hän
painautui hillittömästi itkien hänen syliinsä.
Tyttö oli hänen — hän rakasti häntä koko sielultaan, hän ikävöitsi
häntä joka veripisarallaan, jokaisella voimakkaan, nuoren ruumiinsa
hermolla yö ja yksinäisyys yhdisti heidät ja kumminkin… Hän ei
ojentanut kättänsä tyttöänsä kohti, ei vetänyt häntä luoksensa — ei
vaikkei heidän väliänsä ollut enemmän kuin vaaksan vertanen — ei
vaipunut hänen jalkoihinsa, ei rukouksillaan häntä ahdistanut, joita
tyttö tässä tuokiossa, sen tiesi hän, ei olisi voinut vastustaa. Kenties
juuri tämä autuas tieto, tämä riemuitseva voiton varmuus siitä että
hän oli rakastettu, teki tuon kuumaverisen, ajattelemattoman
luutnantti Skytten hienotunteisemmaksi ja ritarillisemmaksi kuin mitä
muut miehet mahdollisesti, samat tunteet sydämessä, olisivat hänen
sijassansa olleet Hän olisi niin helpostikuin ei mitään paikaltansa
akkunan puitteelta voinut kiepsahtaa sisälle huoneeseen — hän
voitti sen kiusauksen. Lähtöön valmistautuessaan otti hän Agnetan
käden, joka hervotonna riippui hänen kupeellansa ja vei sen viime
kerran, viipyen huulillensa. Mutta hän ei virkkanut sanaakaan, — hän
tiesi ettei hän enää voinut luottaa ääneensä.
"Jumala tietää, josko sinä koskaan voit käsittää, miten paljon minä
nyt sinua rakastan…"
Mutta kun hän oli mennyt, seisoi Agneta vielä kauan kuuvalossa
avoimen akkunan ääressä. Kerran kohotti hän vasemman kätensä ja
katsoi sitä, — sen käden, jota Joachim viimeksi oli suudellut ja vei
sen hiljaa, hitaasti huulillensa.