Mathematical Methods

MA2306
(Lecture 9)

Dr. Sangita Jha

Department of Mathematics,
NIT Rourkela

January 23, 2022

Dr. Sangita Jha (NIT Rourkela) January 23, 2022 1 / 15

Uniform Convergence of Fourier series

Theorem
Suppose that
1 f (x) is continuous on [−pi, π]
2 f (−π) = f (π)
3 f 0 (x) is piecewise continuous in (−π, π).
Then the Fourier series
∞
a0 X
+ (an cos nx + bn sin nx
2 n=1

converges absolutely and uniformly to f (x) in [−π, π].

Dr. Sangita Jha (NIT Rourkela) January 23, 2022 2 / 15

Differentiation of Fourier Series

Theorem
Suppose that
1 f (x) is continuous on [−π, π]
2 f (−π) = f (π)
3 f 0 (x) is piecewise continuous in (−π, π).
Then the Fourier series
∞
a0 X
+ (an cos nx + bn sin nx
2 n=1

is differentiable at each x ∈ (−π, π) at which the second order

derivative f 00 exists:
∞
f 0 (x) =
X
n(−an sin nx + bn cos nx.
n=1

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Dr. Sangita Jha (NIT Rourkela) January 23, 2022 4 / 15
Complex form of Fourier series

1 Eulers Equation: eiθ = cos θ + i sin θ.

eiθ e−iθ
cos θ = + 2 .
2
2

eiθ e−iθ
3 sin θ = 2i − 2i .

4 Why to study complex form: Advantage is its differentiation

d iθ
formula dθ e = ieiθ and addition formula ei(θ+φ) = eiθ eiφ are
simpler than the corresponding formula for cosine and sine.

Dr. Sangita Jha (NIT Rourkela) January 23, 2022 5 / 15

Transformation of Fourier series into complex form

If a Fourier series can be expanded in a series as

∞
a0 X
f (x) = + (an cos nx + bn sin nx)
2 n=1

The complex form can be written in the compact form as

∞
X
f (x) = cn einx ,
n=−∞

a0 an −ibn an +ibn
where c0 = 2 , cn = 2 , c−n = 2 .

Dr. Sangita Jha (NIT Rourkela) January 23, 2022 6 / 15

Compute the coefficients cn

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Dr. Sangita Jha (NIT Rourkela) January 23, 2022 8 / 15
Complex Fourier series

Definition
Suppose f is periodic with period 2π and integrable over [−π, π]. The
Rπ 1 −inx dx are called the Fourier
numbers defined by cn = 2π f (x)e
−π
∞
cn einx is called the Fourier series
P
coefficients of f , and the series
n=−∞
of f .

Exercise 1: Let f be the 2π periodic function determined by

f (x) = x, −π < x ≤ 2π.

Exercise 2: Let f be the 2π periodic function determined by

f (x) = −1, if − π < x < 0 and 1 if 0 ≤ x < π.

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Bessel’s Inequality

Bessel’s Inequality: If f is a 2π periodic and Riemann integrable on

[−π, π] and the Fourier coefficients are defined by
Rπ
cn = 1
2π f (x)e−inx dx, then
−π

∞
1
X Z
2
|cn | ≤ 6π|f (x)|2 dx.
−∞
2π
−π

Dr. Sangita Jha (NIT Rourkela) January 23, 2022 13 / 15

Theorem
Suppose f is 2π-periodic, continuous, and piecewise smooth and also
suppose that f 0 is piecewise smooth. If
∞ ∞
X a0 X
cn einx = + (an cos nx + bn sin nx)
n=−∞
2 n=1

is the Fourier series of f (x), then f 0 (x) is the sum of the derived series
∞
X ∞
X
incn einx = (nbn cos nx − an sin nx)
n=−∞ n=1

for all x at which f 0 (x) exists. At the points where f has jumps, the
0 − 0 (x+ )
series converges to f (x )+f 2 .

Dr. Sangita Jha (NIT Rourkela) January 23, 2022 14 / 15

Examples

Problem 1: What can you say about the convergence of the Fourier
series of f (x) = |x|, −π ≤ x ≤ π?

Problem 2: What can you say about the convergence of the Fourier
series of f (x) = x, −π < x ≤ π?

Dr. Sangita Jha (NIT Rourkela) January 23, 2022 15 / 15