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In this lecture, we shall discuss the convergence of FS (without proofs) and the properties

of termwise diﬀerentiation and integration.

In Example 9 (cf. Lecture 1 of Module 4), we notice that the FS of f (0) = 0 = f (0).

However, the FS of f (±L) = 0 ̸= ±L = f (±L). Thus, the FS of f (x) is not f (x) at

x = ±L.

Under various assumptions on a function f (x), one can prove that the Fourier series

of f (x) does converge to f (x) for all x in [−L, L]. We now have the following results:

THEOREM 1. (The convergence of FS) Let f ∈ C 2 ([−L, L]) ( a twice continuously

diﬀerentiable function on the interval [−L, L]) be such that f (−L) = f (L) and f ′ (−L) =

f ′ (L). Let an and bn be the Fourier coeﬃcients of f (x), and let

M = max |f ′′ (x)|.

x∈[−L,L]

{ }

a0 ∑

∞ 4L2 M

nπx nπx

f (x) − + [an cos( ) + bn sin( )] ≤ 2 , (1)

2 L L π N

n=1

REMARK 2.

• As N → ∞, the right hand side of (1) → 0, which implies that the sum in brackets

on the left side of (1) converges to f (x) as N → ∞, i.e.,

∞ [

1 ∑ nπx nπx ]

f (x) ∼ a0 + an cos( ) + bn sin( ) .

2 L L

n=1

• The inequality (1) tells us how many terms of Fourier Series f (x) will suﬃce, in

order to approximate f (x) to within a certain error.

• The conditions f (−L) = f (L) and f ′ (−L) = f ′ (L) ensure that if the interval [−L, L]

is bent into a circle by joining x = −L to x = L, then the graph of f (x) above this

circle is continuous and has a well deﬁned tangent line (or derivative) at the juncture

where −L and L are identiﬁed.

MODULE 4: FOURIER SERIES 8

Periodic extensions of functions: We begin with some facts concerning periodic func-

tions and periodic extensions of functions.

DEFINITION 3. Let f : [−L, L] → R be such that f (−L) = f (L). Then the periodic

extension of f (x) is the unique periodic function fe(x) of period 2L, such that fe(x) = f (x)

for −L ≤ x ≤ L.

In order to have periodic extension to exist, we must have f (−L) = f (L). Thus, note

that the function f (x) = x, deﬁned for −L ≤ x ≤ L, does not have a periodic extension.

To remedy this situation, we deﬁne

1

f (±L) = {f (L− ) + f (−L+ )},

2

where

f (L− ) := lim f (x) := lim f (L − h)

x→L− h→0+

and

f (−L+ ) := lim f (x) := lim f ((−L) + h).

x→(−L)+ h→0+

We now state a sequence of convergence results without proofs. For a proof, readers

may refer to [1, 9].

THEOREM 4. (Pointwise convergence of FS) Let f (x) ∈ C 1 ([−L, L]) and assume that

f (−L) = f (L) and f ′ (−L) = f ′ (L). Then the FS of f (x) = f (x) ∀ x ∈ [−L, L].

That is, if the N -th partial sum of Fourier series of f (x) is denoted by

1 ∑ N

nπx nπx

SN (x) = a0 + [an cos( ) + bn sin( )],

2 L L

n=1

where ∫ ∫

L L

1 nπy 1 nπy

an = f (y) cos( ) dy and bn = f (y) sin( ) dy,

L −L L L −L L

then, for any ﬁxed x ∈ [−L, L], we have

∑ ∞

1 nπx nπx

f (x) ∼ a0 + [an cos( ) + bn sin( )] ≡ lim SN (x) = f (x).

2 L L N →∞

n=1

REMARK 5. Note that when f and f ′ are piecewise continuous on [−L, L], the Fourier

series converges to f (x). FS converges to the average of the left and right-hand limits at

points where f is discontinuous.

THEOREM 6. (Uniform convergence of FS) Let f (x) ∈ C 2 ([−L, L]) be such that

f (−L) = f (L) and f ′ (−L) = f ′ (L). Then the FS of f (x) converges uniformly to f (x).

MODULE 4: FOURIER SERIES 9

That is, the sequence of partial sums S1 (x), S2 (x), . . . of Fourier Series of f (x) con-

verge uniformly to f (x). Indeed,

4L2 M

|f (x) − SN (x)| ≤ , ∀x ∈ [−L, L],

π2N

where

M = max |f ′′ (x)|.

−L≤x≤L

(i) f (x) is continuous at all but a ﬁnite number of points in [a, b],

−

(ii) ∀ x0 ∈ (a, b), the limits f (x+

0 ) and f (x0 ) exist, and

(iii) the limits f (a+ ) and f (b− ) exist.

EXAMPLE 8. The function

x, 0 < x < 1,

f (x) = 2, 1 < x < 2,

(x − 2)2 , 2 ≤ x ≤ 3

DEFINITION 9. f (x) is piecewise C 1 on [a, b] if f (x) and f ′ (x) are piecewise continuous

on [a, b].

Note: If f ′ (x) is piecewise continuous on [a, b], then f (x) is automatically piecewise

continuous on [a, b].

for FS of piecewise C 1 functions.

DEFINITION 10. Let f (x) : [−L, L] → R be a piecewise C 1 -function. Deﬁne the adjusted

function f¯(x) as follows:

{

1 + − −L < x < L,

2 [f (x ) + f (x )],

f¯(x) = −

(2)

1 +

2 [f (−L ) + f (L )], x = ±L.

Note: The above deﬁnition tells that f¯(x) coincides at all points in (−L, L), where f (x)

is continuous, but f¯(x) is the average of the left-hand and right-hand limits of f (x) at

points of discontinuity in (−L, L). The value of f¯(x) at x = ±L can be thought of as an

average of left-hand and right-hand limits, if we bend the interval [−L, L] into a circle.

MODULE 4: FOURIER SERIES 10

THEOREM 11. Let f : [−L, L] → R be a piecewise C 1 function and let f¯(x) be the adjusted

function as deﬁned in (2). Then FS of f (x) = f¯(x), for all x ∈ [−L, L]. In fact, we have

If f (x) is piecewise C 1 and has no discontinuities in [−L, L] and f (−L) = f (L), then

there is still hope for uniform convergence of FS of f (x) to f (x) in [−L, L]. The following

theorem provides the uniform convergence of FS of f (x) to f (x) for such functions.

THEOREM 12. Let f (x) : [−L, L] → R be a piecewise C 1 function such that f (−L) =

f (L). Then FS of f (x) converges uniformly to f (x) on [−L, L]. That is,

−L≤x≤L

REMARK 13.

• Note that in the above theorem we have not assumed that f ′ (x) is continuous ev-

erywhere. The graph of f (x) may have corners. However, the continuity assump-

tion ensures that the graph of f (x) will have no gaps. Moreover, the assumption

f (−L) = f (L) ensures that the periodic extension f˜(x) has no gaps (i.e., f (x) yields

a continuous function on the circle of circumference 2L).

The term-by-term diﬀerentiation of a Fourier series is not always permissible. For example,

the FS for f (x) = x, −π < x < π (see, Example 7) is

∞

∑ sin nx

f (x) ∼ 2 (−1)n+1 ,

n

n=1

∞

∑

2 (−1)n+1 cos nx

n=1

The following theorem gives suﬃcient conditions for using termwise diﬀerentiation.

MODULE 4: FOURIER SERIES 11

f (x). Let f ′ (x) and f ′′ (x) be piecewise continuous on [−L, L]. Then, The FS of f ′ (x) can

be obtained from the FS for f (x) by termwise diﬀerentiation. In particular, if

a0 ∑ { nπx }

∞

nπx

f (x) = + an cos + bn sin ,

2 L L

n=1

then

πn { nπx }

∞

∑ nπx

f ′ (x) ∼ −an sin + bn cos .

L L L

n=1

Notice that the above theorem does not apply to Example 7 as the 2π-periodic exten-

sion of f (x) fails to be continuous on (−∞, ∞).

THEOREM 15. (Integration of FS) Let f (x) : [−L, L] → R be piecewise continuous

function with FS

a0 ∑ { nπx }

∞

nπx

f (x) ∼ + an cos + bn sin .

2 L L

n=1

Then, for any x ∈ [−L, L], we have

∫ x ∫ x ∞ ∫ x {

∑ }

a0 nπt nπt

f (t)dt = dt + an cos + bn sin dt.

−L −L 2 −L n=1

L L

Practice Problems

{ {

x, 0 < x < π, x, 0 < x < π,

(a) f (x) = ; (b) f (x) =

π − x, π < x < 2π. 0, π < x ≤ 2π.

(i) sin2 x, 0 < x < π; (ii) cos x + cos(2x), 0 < x < π

∞

8 ∑ n sin(2nx)

cos x = − .

π (1 − 4n2 )

n=1

4. Find the function represented by the new series which are obtained by termwise

integration of the following series from 0 to x:

cos(kx)

(−1)k+1 = ln(2 cos(x/2)), −π < x < π.

k

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