Aye Pyone

15.11.20
1. Introduction

We will associate a -periodic function with a trigonometric series

or a series of the form

We will deal with these series are in a sense equal to f. To do this, we need some terminology
and introduce a class of functions.
2. Piecewise Continuous and Piecewise Smooth Functions
We will use the following notation:

means and

means and .

For a function we will use the following

and
provided that the above limits exists and are finite.

A function f is said to be piecewise continuous on the closed interval if there

exist finitely many points

such that

 f is continuous in each open interval for

 and exist and

 for the limits and 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 will be denoted by

2.1 Example. Consider the function
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Figure 2.1. Piecewise continuous of function f in Example

2.1

Then (see Figure 2.1). There are three intervals and . Since

and , the discontinuities of

f are at 0 and 1.
2.2 Example. Consider the function

Figure 2.2. Not piecewise continuous of function f in Example 2.2

Then (see Figure 2.2). The inside discontinuities of f are at 1 and 2. Because

(not finite), f is not piecewise continuous.

A function f is said to be piecewise smooth on a closed interval if f is piecewise

continuous and its derivative is also piecewise continuous on This means that
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exists and is continuous everywhere in except possibly at a finite number of

points. Moreover, at each point where is discontinuous the one sided limits of exist and

are finite. The space of piecewise smooth on will be denoted by

2.3 Example. The function is piecewise smooth on It is continuous on

and its derivative exists everywhere except at (see Figure 2.3).

Figure 2.3. Piecewise smooth of function f in Example 2.3

2.4 Example. Consider the function

Then (see Figure 2.4) and The inside discontinuity of f is at 0.

The derivative of f is

The derivative is not piecewise continuous because

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Figure 2.4. Piecewise smooth of function f in Example 2.4

2.5 Example. Consider the function

Then (see Figure 2.5) but The inside discontinuity of f is at 0.

The derivative is

The derivative is not piecewise continuous because are not finite (the function f has
a cusp at ).

Figure 2.5. Not piecewise smooth of function f in Example 2.5

A function f is said to be piecewise continuous (piecewise smooth) on the whole real

line if f is piecewise continuous (piecewise smooth) on each closed interval .

2.6 Remark. Note that if , then f is integrable on That is, is a

finite number. Indeed, with the jump discontinuities of f, we have

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and each interval on the right is finite because within the limit of integration, the function is
bounded and continuous.
3. Even, Odd and Periodic Functions
A function f is said to be an even(odd) function if

and

for every x in the domain of f. The function and are even and odd

functions since and for every x in the domain

of f and g (see Figure 3.1).

g ( x)  x3
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.

3.1 Proposition. If is even function, then

If is odd function, then

Proof. For an even function f, we have

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by substituting

because f is even

For an odd function f, we have

by substituting

because f is odd

3.2 Proposition. If are even and odd functions then , and

are even and odd functions.

Proof. Since f is even, we have so that the product of two even

functions is even. Since g is odd, we have so that the product of two

odd functions is even. Since f and g are even and odd, we have so
that the product of even and odd functions is even. 

Recall that a function f is said to be P-periodic or periodic with periodic P ( ) if

for all x in the domain of f.

3.3 Example. The functions and are -periodic and is -periodic

because

, and

for all (see Figure 3.2).

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
3.4 Example. Denote by the floor function. Thus, for , the greatest integer

less or equal to x. For instance, and (see Figure 3.3(a)).

The function f defined by is 1-periodic function because

for . The function f is called sawtooth function. It is piecewise smooth in (see

Figure 3.3(b)).

(a) (b)

x   x 
 

3.5 Example. Consider the function f defined by for every . Then

f is continuous at because

.
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Again f is 2-periodic because

for every (see Figure 3.4). It is called triangle wave function.

Figure 3.5. Graph of triangle wave function

An important property of periodic functions is the following.

3.6 Theorem. Let f be piecewise continuous in and P-periodic. Then

Proof. Consider the function defined by

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

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By the Fundamental Theorem of Calculus, and f is P-periodic,

Hence so that H is constant. 

4. Orthogonality of Functions

We define an inner product in the space of of piecewise continuous

functions on

The norm of a function is defined

4.1 Example. Let and

Note that

In we have
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Two functions are said to be orthogonal if That is, f and g are

orthogonal if A set of functions is orthonormal if the

elements of S are mutually orthogonal and each of element of S has norm 1. That is,

 for every

 for every

4.2 Example. The functions and are orthogonal in

because

The set is orthogonal but it is not orthonormal because

However, if we replace f and g by

and
5. The Trigonometric System

The trigonometric system over the interval (or over any interval of length )
consists of the functions

5.1 Lemma. The trigonometric system is orthogonal over .

Proof. We need to verify that the following inner products are zero.

We have for
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We have for

and

For


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5.2 Lemma. The norm of the trig functions on are

Proof. We have

5.3 Corollary. The following system is orthonormal over ,

6. Fourier Series of -Periodic Functions

Let and -periodic, we would like to associate to the function f a series

in such a way that at each point where f is continuous the value of f and the series are the
same:

If a given function f has such a representation, how can find the coefficients

in terms of f? The answer is easily find by using the orthogonality of the

trigonometric system. We get:
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To find and :

and

Similar arguments give

We have therefore established the association

for a -periodic function . The associated series is called the Fourier series of
f. The coefficients are given by
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We have worked the integrations over the interval Because of the -

periodicity, we could have used any interval of length Hence for any real number a, we
also have

In many situation with symmetry, it is useful to take We have then

6.1 Example. Let f be the -periodic function determined by the formula

for
The graph of f is the triangle wave(see Figure 3.5). We now find the coefficients. Since

f is even. Then and

Also, We have the Fourier series of f , is

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6.2 Example. Let f (x) be the -periodic function defined on by

Hence the graph of f is the rectangular wave(see Figure 6.1). The coefficients are:

for and for

Hence we have the associated Fourier series of f on :

Figure 6.1 Rectangular wave

6.3 Example. Let f (x) be the -periodic function defined on by

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Hence the graph of f see Figure 6.2 . The coefficients are: and for

Hence we have the associated Fourier series of f on :

Figure 6.2. Graph of function f in Example

6.3
Convergence of Fourier Series

We have seen in the previous paper [1] how to associate to a -periodic function f a Fourier
series

Now we are going to investigate how the Fourier series represents f. We first introduce the

following notation. For we denote by the Nth partial sum of the

Fourier series of f. That is,

Hence
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The infinite series is therefore The Fourier series converges at a point if

exists.
We consider the functions and their Fourier series of Example 6.1, 6.2 and 6.3 of []. We

see how the graphs of partial sums compare to those of f.

2. Examples

2.1 Example. The Fourier series of the function on in Example 6.1[] is

Thus,

It appears that as N gets larger, the graph of gets closer to that of f (see Figure 2.1).
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N  0,1, 3, 5
2.2 Example. The Fourier series of the function defined by

in Example 6.1[] is

Thus,

It appears as N get larger, the graph of gets closer to f at the points at the point where f is
continuous (see Figure 2.2).
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N  1, 3,10, 30
2.3 Example. The Fourier series of the function defined by

in Example 6.3[] is

Thus,

It appears as N get larger, the graph of gets closer to f at the points at the point where f is
continuous (see Figure 2.3).
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N  1, 3,10, 30
3. Pointwise Convergence of Fourier Series

The above examples suggest that the Nth partial sum converges to f. This is indeed
the case at each point where f is continuous. At each discontinuity, the partial sum approach

the average value of f. To be precise, we defined the average of f at the point as

Hence if f is continuous at , then

3.1 Example. Consider the function f of Example 6.2 [] defined by

We have

,
(see Figure 6.1).
3.2 Example. Consider the function f of Example 6.3 [] defined by

We have

for
and
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(see Figure 6.2).

We have the following theorem:

3.3 Theorem (Pointwise Convergence). Let be -periodic. Then the Fourier

series of f converges to at each point of . That is,

where

and
Again this means that at all points x where f is continuous, we have

and at the point where f is discontinuous we have

To prove this theorem we will need the following tow lemmas.

3.4 Lemma. (Riemann-Lebesgue Lemma) If f is piecewise smooth on an interval ,

then

Proof. Since f is piecewise smooth, then there are finitely many points

such that f and are continuous in each interval Furthermore,

and are finite. Thus, the integrals of f and exist in each interval. We have,
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We use integration by parts in each subinterval to obtain

(assuming Let such that

and .
Then

and

It follows that

Since as then

3.5 Lemma. For every , with we have the identity

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Proof. Let By using

Since we rewrite the last two sum as follows:

and

Therefore,

Now we use the trigonometries

Hence

We have
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
After these two lemmas, we start the proof of the convergence of Fourier series.

Proof. (of Theorem 3.3) Let be the Nth partial sum of the Fourier series of f. That is,

We would like to prove that

We can rewrite

by Lemma 3.5.

Define the function called the Dirichlet kernel,

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D20

Note that is even since

Also is continuous since rational function of continuous functions is continuous and

constant function is continuous. That is continuous at a point follows from L'

Hopital's rule:

Furthermore, is -periodic since

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We will use the integral of .

since for

We also have
So far we proved that

By using that substitution , and by using the -periodicity of f and , we rewrite

as

Since then to prove that

it is enough to prove that

and

For this, we consider the functions h and k defined in defined in by

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and

Since k is continuous. Since

and

is continuous at 0. For the function h, it is piecewise smooth in each closed interval not

containing 0. At we have

and

Hence h is piecewise continuous on We claim that

and We now prove

the first limit. Let Since the integrand is piecewise continuous, we can find a positive

number such that

***
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The integrand is piecewise smooth on the interval Lemma 3.4 implies that

Thus,

By using we have

It follows from this and the claim that

A similar argument gives

3.6 Example. The -periodic function f defined on by (the triangle wave

function) is continuous on . It is therefore equal to its Fourier series for all . In

particular,

Fourier can be used to evaluate numerical series. For

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3.7 Example. The -periodic function f defined on by for and

for is continuous everywhere except at the points with . Thus

is equal its Fourier series for In particular,

For we have which is the value of the Fourier series when We

can use the series to evaluate the alternating series Indeed, for we get

Hence

3.8 Example. The -periodic function f defined on by for and

for is continuous everywhere except at the points with .

The Fourier series of f is equal to everywhere except at the points We have

At the points we have the average value At such points the

Fourier series is
Differentiation and Integration of Fourier Series
1. Differentiation of Fourier Series
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We dealing with series of functions, one has to be careful on how to use termwise

differentiation. Consider the function of Example 3.7 defined by for and

for . We found the Fourier series of f. We have in particular

We are tempted to differentiate and write

But this cannot be the case since the series diverges. To be able to use term by term
differentiation we need an extra condition on f. More precisely, we have

1.1 Theorem. Let f be -periodic and continuous function on such that its derivative

is piecewise smooth. Let be the Fourier coefficients of f. Then the Fourier

coefficients of of are

Proof. We first claim that if g is continuous on an interval and is piecewise

continuous on then

To end this, let be the possible jump discontinuities of .

Then

We use the claim to compare the Fourier coefficients of

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For we use integration by parts to obtain

and

2.2 Example. Consider the triangle wave function of Example 3.6. It is defined on by

This function is continuous on and is -periodic. Furthermore, its derivative

is piecewise smooth: for and for Hence is

the function of Example 3.7. We have found

and by the Theorem 3.1 we can differentiate term by term to get

2. Integration of Fourier Series

In general an antiderivative of a periodic function is not periodic. For example,

is periodic (of any periodic) but its antiderivative are not periodic. The
following lemma gives a necessary and sufficient condition for an antiderivative to be
periodic.
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2.1 Lemma. Let be P-periodic and piecewise continuous function on . The

antiderivative F of f defined by

is P-periodic if and only if

Proof. If the antiderivative F of f is P-periodic then

Conversely, suppose that f satisfies We need to show that

We have


We get the following result about term by term integration of Fourier series.

2.2 Therorem. Let f be a piecewise smooth and -periodic function satisfying

Consider the antiderivative of f defined by Then the Fourier series of F is

obtained from that of f by termwise integration. That is, if

then
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Proof. The antiderivative F is continuous and it is also -periodic function by Lemma 2.1.

Since is piecewise smooth, then we can apply the Theorem about the differentiation of
Fourier series. Consider the Fourier series of F:

Then

and so

Since


2.3 Example. We start the rectangular wave function of Example 3.7: f is defined by

for and for and f is -periodic function. We have

found

Since we can integrate term by term to obtain the Fourier series of

with In fact, for and

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We have recovered again

For the -periodic function on termwise integration of its Fourier

series is not a pure trigonometric series but will contain an extra term, a contribution from

since More precisely, for , we have

and for we have

The series is the Fourier series of the -periodic function given

on the interval by

In fact, this allows us to obtain an expression of over by using the series for x and for

we have
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Uniform Convergence of Fourier Series

A sequence of functions defined on an interval I is said to converge uniformly to

a function on I if the following holds

This means that for any given we can find N that depends only on so that is

within from for all and for all

f ( x)  
A sequence of functions defined on an interval I is said to converge pointwise to

a function on I if the following holds

In the pointwise convergence N depends on and on x. The uniform convergence is stronger

than pointwise convergence. To show Fourier series of converges uniformly to f we

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need some facts. Given a series of functions, a practical test for uniform
convergence is the following.

Weierstrass M-test. Let a series of functions on an interval I be given. If there is a

sequence of real numbers such that

and if then a series of functions converges uniformly on I.

1.1 Theorem(Schwartz Inequalities) Given series of real numbers and so that

and , then

Given piecewise continuous functions f and g on an interval , then we have

Proof. The proof for first inequality is based on the following observation: if A, B, and C are

real constants such that , then

Now let and define and by

and

For , we have

Thus,
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and the observation implies that Since by hypothesis and

are finite, letting we get

We now prove the second inequality. Since f and g are integrable on is

integrable on For any , and so

Thus,

If then

Let Then

and hence


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1.2 Theorem (Bessel inequality) Let f be a -periodic and piecewise continuous function
with Fourier series

Then

Proof. Let be the Nth partial sum of the Fourier series of f. We have

(1.1)
Now

To find we integrate both sides from 0 to and use the fact that

We have
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To find we use the orthogonality of the trigonometric system. We have

We rewrite (1.1) as follows:

and then

1.3 Theorem. Let

be the Fourier series of a piecewise smooth and -periodic function f. If

then the Fourier series converges uniformly.

Proof. Suppose that the Fourier coefficients of f satisfy . We use

Weierstrass M-test to show that the Fourier series converges uniformly on . For this, we

take and observe that

1.4 Theorem. If a function f is continuous in , is piecewise smooth and -periodic, then

the Fourier series
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converges uniformly to f on .

Proof. Suppose that f is continuous piecewise smooth and -periodic. Let

and

be the Fourier series of f and We need to show that the first series converges uniformly.

For this, it is enough to show that the series . We apply Bessel's inequality

to

We know that and Hence

by Schwartz inequality.
This proves the uniform convergence of the Fourier series of f. 
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