Math 2.0

Harmonic analysis on Euclidean spaces Definition

Convergence of Fourier series

Builds on Fourier seriesPartial sumPointwise convergenceUniform convergenceLp space

Definition

Let f ⁣:ℝ→ℂf \colon \R \to \C be 2π2\pi-periodic and integrable on [−π,π][-\pi, \pi], and let SNf(x)=∑n=−NNf^(n)einxS_N f(x) = \sum_{n=-N}^{N} \hat f(n) e^{inx} be the symmetric partial sums of its Fourier series.

  1. The Fourier series of ff converges at x∈ℝx \in \R if the limit lim⁡N→∞SNf(x)\lim_{N \to \infty} S_N f(x) exists in ℂ\C. It converges to ff at xx if this limit equals f(x)f(x).
  2. It converges pointwise on a set E⊆ℝE \subseteq \R if it converges at each x∈Ex \in E (see pointwise convergence). It converges almost everywhere if it converges to ff at each xx outside a set of measure zero.
  3. It converges uniformly to ff on EE if sup⁡x∈E∣SNf(x)−f(x)∣→0\sup_{x \in E} \abs{S_N f(x) - f(x)} \to 0 as N→∞N \to \infty (see uniform convergence).
  4. For 1≤p<∞1 \le p < \infty and f∈Lp(𝕋)f \in L^p(\mathbb{T}), it converges in LpL^p if ∫−ππ∣SNf−f∣p dx→0\int_{-\pi}^{\pi} \abs{S_N f - f}^p \, dx \to 0 as N→∞N \to \infty, in the Lebesgue space Lp(𝕋)L^p(\mathbb{T}).

Remarks

The partial sums are taken symmetric in nn; with this convention the real form a02+∑n=1N(ancos⁡nx+bnsin⁡nx)\frac{a_0}{2} + \sum_{n=1}^{N} (a_n \cos nx + b_n \sin nx) has the same partial sums. Example: for f(x)=∣x∣f(x) = \abs{x} on [−π,π][-\pi, \pi], extended periodically, ∣f^(n)∣≤2πn2\abs{\hat f(n)} \le \frac{2}{\pi n^2}, so the series converges uniformly to ff on ℝ\R. Non-example: for the square wave equal to sgn⁡x\operatorname{sgn} x on (−π,π)(-\pi, \pi), the series converges at every point but not uniformly on ℝ\R. Indeed a uniform limit of continuous functions would be continuous. Convergence of SNf(x)S_N f(x) is a different question from summability, where averages such as the Cesàro means of SNf(x)S_N f(x) are used.

Reading path

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  1. Fourier series concept
  2. Lp space concept
  3. Partial sum concept
  4. Pointwise convergence concept
  5. Uniform convergence concept
  6. Convergence of Fourier series definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Convergence_of_Fourier_series
About this page
TagSRY5M3HCKH
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Kinddefinition
WritingW0 stub
MSC42A20, 42A24
DefinesConvergence of Fourier series
UsesFourier series, Partial sum, Pointwise convergence, Uniform convergence, Lp space

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