You are on page 1of 5

MODULE 4: FOURIER SERIES 7

Lecture 2 Convergence of Fourier Series

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

1 Convergence of FS for continuous functions

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]

Then for any N ≥ 1,


{ }
a0 ∑
∞ 4L2 M
nπx nπx
f (x) − + [an cos( ) + bn sin( )] ≤ 2 , (1)
2 L L π N
n=1

for all x ∈ [−L, L].


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

2 Convergence of FS for piecewise continuous functions

DEFINITION 7. A function f : [a, b] → R is piecewise continuous on [a, b] if


(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

is piecewise continuous on [0, 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].

The following definition is convenient in the formulation of the convergence theorem


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

FS of f (x) = fē(x), −∞ < x < ∞,

where fē(x) is the periodic extension of the adjusted function f¯(x).

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,

max |f (x) − SN (x)| → 0 as N → ∞, (3)


−L≤x≤L

where SN (x) is the N -th partial sum of FS of f (x).


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).

3 Differentiation and integration of FS

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

which converges for all x, whereas its derived series




2 (−1)n+1 cos nx
n=1

diverges for every x.

The following theorem gives sufficient conditions for using termwise differentiation.
MODULE 4: FOURIER SERIES 11

THEOREM 14. (Differentiation of FS) Let f (x) : R → R be continuous and f (x+2L) =


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 (−∞, ∞).

Termwise integration of a FS is permissible under much weaker conditions.


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

1. Discuss the convergence of the FS of the following functions f :


{ {
x, 0 < x < π, x, 0 < x < π,
(a) f (x) = ; (b) f (x) =
π − x, π < x < 2π. 0, π < x ≤ 2π.

2. Determine the FS of the following functions by differentiating the appropriate FS:


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

3. Differentiate the FS of f (x) = | sin x| term by term to prove that



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