4.

pointwise convergence

Pointwise convergence of Fourier series for piecewise smooth functions

Theorem 4.1. Let f be a piecewise smooth function on [0, L]. Then the Fourier series
∞ ∞
X 2kπx X 2kπx
a0 + ak cos + bk sin
k=1 L k=1 L
f (x ) + f (x− )
+
of f converges to for all x ∈ (0, L). Moreover, if x = 0 or L, then the
2
f (0+ ) + f (L− )
series converges to .
2
Remark 4.2. In particular if f is continuous at x0 , x0 ∈ (0, L), then the Fourier series
of f converges to f (x0 ).

Example 4.3. (1) f (x) = x, x ∈ [0, π]


 0, −π ≤ x < 0
(2) f (x) =  ;
1, 0≤x≤π
∞
1 2X sin(2k + 1)x
+ = f (x) if − π < x < 0 or 0 < x < π
2 π k=1 2k + 1
and
∞
1 2X sin(2k + 1)x
+ = 1/2, if x = 0, −π, π
2 π k=1 2k + 1

(3) f (x) = x2 , −π ≤ x ≤ π;
∞
π2 (−1)k cos kx
= x2 for all − π ≤ x ≤ π
X
+4 2
3 k=1 k

43
44 Jan 31, 23

We will need the following two facts arising from Bessel’s inequality in order to prove
the theorem.
Fact 1. (Bessel’s inequality)
Let {ψk : k ∈ N} be a set of functions that is orthonormal on [a, b]. Then
n
|(f, ψk )|2
X
(f, f ) ≥ for all n.
k=1

Proof.

Corollary 4.4. (1) In particular, if f is a piecewise continuous function on [0, L], and
∞ ∞
X 2kπx X 2kπx
a0 + ak cos + bk sin
k=1 L k=1 L
is the Fourier series of f , then lim ak → 0 and lim bk → 0.
k→∞ k→∞
(2) Similarly, if f is a piecewise continuous function on [0, L], and
∞
X kπx
a0 + ak cos
k=1 L
is the Fourier cosine series of f , then lim ak → 0.
k→∞

Further Remark 4.5. In Corollary 4.4 (and also fact 2 below), instead of assuming
Z L
f being piecewise continuous, it is indeed enough to assume only |f (x)|dx < ∞; see
0
Appendix.
 Jan 31, 23 45

Applying our Bessel’s inequality further, we also have

Fact 2. Let f be a piecewise continuous function on [0, T ]. Then
Z T
(2n + 1)πx
lim f (x) sin dx = 0.
n→∞ 0 2T

Proof. We will just prove the case T = π.

Dirichlet kernel
n
1 X
Dn (x) = + cos kx
2 k=1

sin[(2n + 1)x/2]
= when x 6= 2kπ, k ∈ Z.
2 sin(x/2)
Note that
Z π
Dn (x)dx = π/2.
0

We can now prove our main theorem. We will just prove the case L = 2π. First recall
that the Fourier series of a function f on [0, 2π] is defined as
46 Jan 31, 23

∞ 
1 Z 2π 1X Z 2π Z 2π 
f (s)ds + cos kx f (s) cos ksds + sin kx f (s) sin ksds
2π 0 π k=1 0 0
∞ 
1 Zπ 1X Z π Z π 
= f (s)ds + cos kx f (s) cos ksds + sin kx f (s) sin ksds
2π −π π k=1 −π −π
∞ Z π
1 Zπ 1X
= f (s)ds + f (s) cos k(s − x)ds.
2π −π π k=1 −π

Hence in order to prove the theorem, it suffices to show that

n
f (x+ ) + f (x− ) 1Zπ 1 X 1Zπ
= lim f (s)[ + cos k(s − x)]ds = lim f (s)Dn (s − x)ds.
2 n→∞ π −π 2 k=1 n→∞ π −π

Note that
1Zπ
f (s)Dn (s − x)ds
π −π
1 Z x+π 1Zx
= f (s)Dn (s − x)ds + f (s)Dn (s − x)ds
π x π x−π
( since f is periodic of period 2π.)
1Zπ 1Z0
= f (x + s)Dn (s)ds + f (x + s)Dn (s)ds = In (x) + IIn (x).
π 0 π −π

f (x+ ) 1Zπ sin(n + 21 )s

In (x) − = (f (x + s) − f (x+ )) ds
2 π 0 2 sin(s/2)
1 Z π (f (x + s) − f (x+ )) s/2 1
= sin(n + )sds
π 0 s sin s/2 2
and the function
(f (x + s) − f (x+ )) s/2
s sin s/2
is piecewise continuous. It is then clear from fact 2 that In (x) → f (x+ ).
 Jan 31, 23 47

Similarly, we can conclude that IIn (x) → f (x− ).

Remark 4.6. It follows from Further remark 4.5 that the above estimate works as long
as
(f (x + s) − f (x+ ))
Z π
s/2
| |ds < ∞ since | | ≤ π/2 on [−π, π].
0 s sin s/2
Similar conclusion holds for IIn . In particular, if either (f is piecewise continuous)
(i) f is differentiable at x0 or
(ii) |f (x0 + s) − f (x0 )| ≤ C|s|α (0 < α ≤ 1 for all s,
then the Fourier series of f converges at x0 to f (x0 ). Consequently, if f is identically
zero on (a, b) ⊂ [0, L], then its Fourier series is also identically zero on (a, b) (this is
called the localization principle).

Further Remark 4.7. Indeed, in Theorem 4.1, it is enough to assume that f is mono-
tone.

More examples
(1) f (x) = x − π, −π ≤ x ≤ π;
∞
X 2(−1)k+1 sin kx
−π + = x − π if − π < x < π
k=1 k
and
∞
X 2(−1)k+1 sin kx
−π + = −π if x = −π, or x = π
k=1 k

(2) f (x) = x3 − π 2 x, −π ≤ x ≤ π;

∞
X (−1)k
12 sin kx =
k=1 k3
48 Jan 31, 23

(3) cos ax, a 6∈ Z, −π ≤ x ≤ π;

∞
2a sin aπ 1 X (−1)n+1
( 2+ 2 2
cos nx) =
π 2a n=1 n − a


 0, −π ≤ x ≤ 0
(4) f (x) = 
sin x, 0 < x ≤ π;
∞
1 1 2X cos 2kx
+ sin x − =
π 2 π k=1 4k 2 − 1
 Jan 31, 23 49

Pointwise convergence of Fourier sine series and Fourier cosine series

Similarly, we have
Theorem Let f be a piecewise smooth function on [0, L]. Then its Fourier sine series
and Fourier cosine series converge to
f (x+ ) + f (x− )
if x ∈ (0, L).
2
Note that the theorem follows immediately from the theorem on Fourier series.

Z 2π
Further Remark 4.8. Since |Dn (x)|dx → ∞, one can construct a continuous func-
0
tion f such that its Fourier series is unbounded at x0 for any given x0 .
50 Jan 31, 23

Theorem (absolute and uniform convergence of Fourier series)

The following is a quick review of what you have learned in MA3110/3210.
Series of functions

P
Definition 4.9. A (infinite) series of functions fn (x) is said to converge to f on a
Pn
set A0 if its sequence of initial sums ( k=1 fk (x)) converges to f (x) for every x ∈ A0 .
Pn P∞
If ( k=1 fk (x))∞
n=1 converges uniformly to f (x) on A0 , then we say n=1 fn (x) converges
Pn
uniformly to f on A0 . If ( k=1 |fk (x)|)∞
n=1 converges for all x ∈ A0 , we say the series
P∞
n=1 fn (x) converges absolutely on A0 .

Theorem 4.10. (1) If fn is continuous on an interval I for each n ∈ N and

P
fn (x)
converges uniformly to f on I, then f is also continuous.

2. (term by term differentiation) Let fn be differentiable functions on an interval J

P∞
for each n ∈ N such that n=1 fn0 (x) converges uniformly on all bounded subintervals
P∞
of J. If there exists x0 ∈ J such that
P
n=1 fn (x0 ) converges, then the series fn (x)
converges uniformly to a differentiable function f on any bounded subintervals of J and
P∞
f 0 (x) = n=1 fn0 (x) on J.

P
Cauchy criterion A series fn (x) converges uniformly on I if and only if given any
ε > 0, there exists K = K(ε) such that

|fm (x) + fm−1 (x) + · · · + fn+1 (x)| < ε for all x ∈ I, m > n ≥ K.
 Jan 31, 23 51

Weierstrass M -test Let |fn (x)| ≤ Mn for all x ∈ I, Mn ∈ R for each n ∈ N and
Mn < ∞. Then the series
P P
fn (x) converges uniformly on I.

We can now prove that for any function f ∈ S2π , its Fourier series converges uniformly
and absolutely to f .
Proof. It follows from Weierstrass M-test that the Fourier series converges uniformly
to f on [−π, π].
Thus, if f ∈ S2π , then
Z π Z π N N
2 2
(2πa20 [a2k + b2k ]).
X X
|f | dx = lim |a0 + (ak cos kx + bk sin kx)| dx = lim +π
−π N →∞ −π N →∞
k=1 k=1

Hence we have shown the Parseval’s identity for functions in S2π .

Let us now state a fact from theory of integral: given any piecewise continuous function
f on [−π, π], there exists a sequence {fn } ⊂ S2π such that (indeed, this is true for any
square integrable function) Z π
|fn − f |2 dx → 0.
−π
Suppose
∞
X
fn (x) = a0,n + (ak,n cos kx + bk,n sin kx)
k=1
and
∞
X
f (x) = a0 + (ak cos kx + bk sin kx).
k=1
By Bessel’s inequality, we have
∞ Z π
2π|a0,n − a0 |2 + π (|ak,n − ak |2 + |bk,n − bk |2 ) ≤ |fn − f |2 dx.
X

k=1 −π

Hence,
∞
2
(|ak,n − ak |2 + |bk,n − bk |2 ) → 0 as n → ∞.
X
2π|a0,n − a0 | +
k=1
52 Jan 31, 23

Minkowski’s inequality (indeed, this is just the triangle inequality of norms).

∞
!1/2 ∞
!1/2 ∞
!1/2
2 2 2
X X X
a) |ak + bk | ≤ |ak | + |bk |
k=1 k=1 k=1
Z b !1/2 !1/2 !1/2
Z b Z b
2 2 2
b) |f + g| ≤ |f | + |g|
a a a
Proof.

It follows from Minkowski’s inequality that

∞ ∞
!
2πa20,n [a2k,n b2k,n ] = 2πa20 + π [a2k + b2k ]
X X
lim +π +
n→∞
k=1 k=1

and Z π Z π
lim
n→∞
|fn |2 = |f |2 .
−π −π
This completes our proof of Parseval’s identity for Fourier series.

Derivatives of Fourier series

Let f be a piecewise smooth function on [0, L] and let
∞ ∞
X 2kπx X 2kπx
a0 + ak cos + bk sin
k=1 L k=1 L
be the Fourier series of f on (0, L). We would like to know if f 0 (x0 ) exists, what can we
say about its Fourier series, in particular, we would like to know whether
∞ ∞
2kπ 2kπx X 2kπ 2kπx
f 0 (x0 ) =
X
−ak sin + bk cos .
k=1 L L k=1 L L
It will be wonderful that if this is true. Unfortunately, it is not always true. For example,
 Jan 31, 23 53

Theorem 4.11. (§ 19)

Let f be a continuous function of period 2π such that its derivative f 0 is piecewise
continuous on [−π, π]. Then the Fourier series of f
∞
X
a0 + (ak cos kx + bk sin kx)
k=1

is differentiable at each point x0 ∈ (−π, π) at which the second derivative f 00 exists:

∞
f 0 (x0 ) =
X
k(−ak sin kx0 + bk cos kx0 ). (4.1)
k=1

Question: what about 2nd derivative of Fourier series?

Proof.
54 Jan 31, 23

Dirichlet’s test and Abel’s test

Next, as many of you are not very familiar with Dirichlet test while it can be an
important tool, I would like to spend some time talking about it and its application to
Fourier series. Unfortunately, we cannot find it in our textbook.
First, let us recall the alternating series test:
∞
(−1)n an converges if an & 0 (nondecreasing and converges to 0).
X
The series
n=1
∞
sin(kπ/4)
X
Can we apply this to the series ? The answer is of course yes with some
k=1 k
∞
X sin(kx)
modifications. What about ?
k=1 k

We will then need to make some more observation. The key observation is Abel’s lemma
for summation. One can interpret it as ’summation by parts’ similar to integration by
parts.
Pn
Abel’s Lemma Let (an ) and (bn ) be sequences and let Sn = k=1 bk be the sequence
of partial sums with S0 = 0. Then
m
X m−1
X
ak bk = am Sm − an+1 Sn + (ak − ak+1 )Sk
k=n+1 k=n+1

for m > n, m, n ∈ N.

Dirichlet’s Test Let (an ) be a decreasing sequence of real numbers that converges to 0
PN P∞
and there exists an M > 0 such that | k=1 bk | ≤ M for N ∈ N. Then the series k=1 ak b k
converges.
P∞
Abel’s Test Let (an ) be a convergent monotone sequence and let k=1 bk converges.
P∞
Then the series k=1 ak bk converges.
 Jan 31, 23 55

With the help of Dirichlet’s test and Abel’s lemma, we can now show that
P∞
Proposition 4.12. If ak & 0, the Fourier sine series k=1 ak sin kx converges uniformly
on [δ, π − δ] for all δ > 0 (δ < π/2).

Proof
Recall that
n
X cos(N + 1/2)x − cos x/2
| sin kx| ≤ | | ≤ 1/(sin(δ/2)) ≤ π/δ for all x ∈ [δ, π − δ].
k=1 2 sin x/2
Pn
Thus, by Abel’s lemma, we have by letting Sn (x) = k=1 sin kx and S0 (x) = 0,
m
X m−1
X
| ak sin kx| = |am Sm (x) − an+1 Sn (x) + (ak − ak+1 )Sk (x)|
k=n+1 k=n+1

for m > n, m, n ∈ N. The above is less than

 
m−1
π X π
am + an+1 + (ak − ak+1 ) = × 2an+1 .
δ k=n+1 δ
It is then clear that
m
X
| ak sin kx| < ε
k=n+1
for n ≥ m > N (ε) sufficiently large since limk→∞ ak = 0. Hence the Fourier sine series
converges uniformly on [δ, π − δ].
Question What about Fourier cosine series and Fourier series?
56 Jan 31, 23

smoothness of function versus rate of convergence of Fourier series

We already known from Theorem 4.6 that (4.1) holds if f is periodic and sufficiently
smooth. Since both kak and kbk go to 0 as k → ∞ (why?), we know |ak |, |bk | ≤ C/k.
This gives a rate of convergence of the Fourier series. We would like to explore more in
this direction here. Here is a simple observation using integration by parts:

Z π Z π
πbk (f ) = f (x) sin kxdx = [−f (x) cos kx/k]π−π + f 0 (x) cos kx/kdx = πak (f 0 )/k
−π −π

if f is continuous with period 2π with its derivative being piecewise continuous on [−π, π].

It follows that kbk → 0 since ak (f 0 ) → 0.

Indeed, we have the following

Theorem 4.13. If f is a continuous function of period 2π such that f 0 is piecewise

continuous on [−π, π], then kak , kbk → 0 as k → ∞.

Applying the above theorem repeatedly, if f ∈ S2π , then k n ak , k n bk → 0 as k → ∞ for

all n ∈ N.