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Harmonic analysis

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You are on page 1of 16

Aakash Jog

2015-16

Contents

1 Lecturer Information

2 Required Reading

3 Additional Reading

2 Periodic Functions

II

This work is licensed under the Creative Commons Attribution-NonCommercialShareAlike 4.0 International License. To view a copy of this license, visit http:

//creativecommons.org/licenses/by-nc-sa/4.0/.

3 Bessels Inequality

4 Riemann-Lebesgues Lemma

5 Dirichlets Kernel

11

15

Lecturer Information

Barak Sober

Office: Shenkar Physics 201

E-mail: barakino@gmail.com

Telephone: +972 3-640-6024

Required Reading

1. Folland, G.B.: Fourier Analysis and its applications, Wadsworth &

Brooks/Cole mathematics series, 1992

Additional Reading

1. Katznelson, Yitzhak. An introduction to Harmonic analysis. Cambridge

University Press, 2004.

Part I

1

P

n=0

N

P

n=0

and {fn (x) : D R} be a sequence of functions. fn (x) is said to converge

pointwise, to a limit function

f (x) on D, if > 0, x D, N N, such

that n > N , fn (x) f (x) < .

Definition 3 (Uniform convergence of sequence of functions). Let D R,

and {fn (x) : D R} be a sequence of functions. fn (x) is said to converge

uniformly

to f (x) on D if > 0, N N, such that, n > N , x D,

fn (x) f (x) < .

U

Theorem 1. If fn (x)

f (x), then

n=1 are continuous functions, and fn (x)

f (x) is also continuous.

Theorem 2. If a sequence of functions converges pointwise as well as uniformly, then the limit function must be the same.

Theorem 3 (Weierstrass M-test). If |uk (x)| ck on D for k {1, 2, 3, . . . }

and the numerical series

k=1

uk (x)

k=1

converges uniformly on D.

Periodic Functions

periodic if 0 < L R, such that x R,

f (x) = f (x + L)

For a function

f (x) = k, as any

positive number is a

period, there is no

minimum L. Hence,

@L .

4

Definition 6 (Even functions). A function is said to be even if f (x) = f (x).

symmeteric about the

origin.

Odd functions are

symmeteric about the

y-axis.

L

h(x) dx = 0

L

Part II

1

X

n

n

1

f (x) = a0 +

an cos

x + bn sin

x

2

L

L

n=1

!

Then

L

L

;

m

n

cos

x cos

x dx = L ;

L

L

2L ;

m 6= n

m = n 6= 0

m=n=0

Proof.

L

E=

n

m

x cos

x dx

cos

L

L

L

cos cos =

cos(+)

2

cos()

2

1

cos (m + n) x + cos (m n) x

2

L

L

!

If m 6= n,

E=

1 sin

(m + n) L x

(m + n) L

sin

(m n) L x

(m n) L

=0

If m = n 6= 0,

!

L

1

E=

cos 2m x + 1 dx

2

L

L

1

=

2

1

cos 2m x dx + x

L

2 L

=L

6

L

dx

If m = n = 0,

L

E=

cos(0) cos(0) dx

L

= x|LL

= 2L

Then

L

0

m

n

sin

x sin

x dx =

L

L

L

;

;

m 6= n

m=n

Then

L

m

n

sin

x cos

x dx = 0

L

L

L

term,

L

L

f (x) dx =

L

f (x) dx =

1

2

X

1

an

a0 dx +

2

n=1

cos n x dx + bn

L

sin n x dx

L

L

a0 dx

L

1

= a0 2L

2

L

1

a0 =

f (x) dx

L

L

1

am =

L

f (x) cos m x dx

L

for m N.

Similarly, for m N \ {0},

L

1

bm =

L

f (x) sin m x dx

L

X

1

f (x) a0 +

an cos n x + bn sin n x

2

L

L

i=1

where, for m N,

1

am =

L

f (x) cos m x dx

L

1

bm =

L

f (x) sin m x dx

L

By Eulers formula,

1 i

e + ei

2

1 i

sin =

e ei

2i

cos =

Therefore,

1

i

=

2i

2

8

!

X

in

in

in

1

1 in x

i

f (x) a0 +

an

e L + e L x bn

e L x e L x

2

2

2

n=1

!

X

in

in

1

1

i

1

i

e L x

a0 +

an bn + e L x

an + b n

2

2

2

2

2

n=1

1

X

X

in

in

i

i

1

1

1

e L x

e L x

an b n +

an + b n

a0 +

2

2

2

2

2

n=

n=1

cn e

in

x

L

n=

Bessels Inequality

piecewise continuous if, for every finite interval [a, b] there is a finite number

of discontinuity points, and the one-sided limits at each of these points are

also finite.

Definition 10 (Piecewise continuously differentiable functions). f : R R

is said to be piecewise continuously differentiable if it is piecewise continuous,

and

f (x + h) f (x+ )

<

lim+

h0

h

and

f (x + h) f (x )

lim

<

h0

h

Theorem 8 (Bessels Inequality). Let f (x) be a piecewise continuous function

defined on [L, L]. Then

1 2 X

1

a0 +

an 2 + b n 2

2

L

n=1

L

f (x)2 dx

L

Riemann-Lebesgues Lemma

on [L, L], then

lim an = lim bn = 0

1 2 X

a0 +

an 2 + b n 2

2

n=1

As the function is

piecewise continuous

in [L, L], its integral

from L to L is finite.

L

f (x)2 dx

L

1

a0 2 +

an 2 + b n 2 <

2

n=1

Therefore,

lim an 2 n

lim an 2 + bn 2

n

lim 0

Therefore,

lim an = 0

Similarly,

lim bn = 0

Exercise 1.

If f (x) is piecewise continuous on [, ], show that

lim

1

f (x) sin n +

x dx = 0

2

Solution 1.

1

1

1

sin n +

x = sin(nx) cos

x + cos(nx) sin

x

2

2

2

Therefore, the limit is

!

1

0 = lim

f (x) cos

x sin(nx) dx

n

2

+ lim

1

f (x) sin

x cos(nx) dx

2

10

Let

!

1

x

g1 = f (x) cos

2

!

1

g2 = f (x) sin

x

2

Therefore,

Therefore,

lim

f (x) sin n +

1

x dx = 0

2

Dirichlets Kernel

m

1 X

Dm (t) = +

cos(nt)

2 n=1

Theorem 10 (Second representation of Dirichlets kernel). Let m N.

Then, for t 6= 2k, where k Z,

Dm (t) =

1

+ cos(t) + cos(2t) + + cos(mt)

2

sin

=

m+

2 sin

1

2

1

t

2

m

X

1

Sm (f, x) = a0 +

an cos(nx) + bn sin(nx)

2

n=1

Then,

1

Sm (f, x) =

m

1X

f (x + t)

cos(nt) dt

2 n=1

11

Proof.

m

X

1

Sm (f, x) = a0 +

an cos(nx) + bn sin(nx)

2

n=1

1

1

f (s) ds

{z

m

X

1

n=1

{z

m

X

1

n=1

1

=

f (s) sin(ns) ds

sin(nx)

an

1

=

f (s) cos(ns) ds

cos(nx)

a0

{z

bn

m

1 X

cos(ns) cos(nx) + sin(ns) sin(nx) ds

f (s) +

2 n=1

m

1 X

cos n(s x) ds

f (s) +

2 n=1

Let

t=sx

dt = ds

Therefore,

1

Sm (f, x) =

As the function is

2-periodic, the limits

can be changed from

x and x to

and .

m

1 X

f (t + x) +

cos(nt) dt

2 n=1

f (t + x)Dm (t) dt

f (t + x)Dm (t) dt

1

=

f (t) Dm (t)

12

continuously differentiable function.

Then, x (, ),

X

1

f (x ) + f (x+ )

a0 +

an cos(nx) + bn sin(nx) =

2

2

n=1

and for x = or x = ,

X

f ( ) + f ( + )

1

a0 +

an cos(nx) + bn sin(nx) =

2

2

n=1

Exercise 2.

Prove that x [0, 1],

x( x) =

2 X

1

cos(2nx)

2

6

n=1 n

Solution 2.

Let the function be extended naturally to [0, ]. Hence, let the function be

extended evenly to [, ].

Therefore as the function is even, the Fourier series of the function is

a0 X

x( x)

+

an cos(nx)

2

n=1

Therefore,

1

a0 =

f (x) dx

x( x) dx

0

2

13

valid for [L, L].

1

an =

f (x) cos(nx) dx

x( x) cos(nx) dx

0

x x2 cos(nx) dx

x x2

from 0 to is zero, i.e.

if the limits are and

0, the function sin x is

zero.

2

=

from 0 to is zero.

x2

cos(nx) dx

( 2x)

0

>

sin(nx)

( 2x) sin(nx)

n

n

!

cos(nx) dx dx

0

dx

0

!

dx

sin(nx)

n

0

!

cos(nx)

2 cos(nx)

( 2x)

+

dx

n2

n2

( 2x)

2

cos(nx)

= ( 2x)

n2 0

2

= 2 (1)n+1 1

n

Therefore,

an =

0

n2

;

;

n = 2k

n = 2k + 1

Therefore,

x( x) =

2 X

1

cos(2k)

2

6

k=1 n

be piecewise continuous. Then the Fourier series converges absolutely to some

limit and uniformly to f (x).

14

and f 0(x)

the Fourier coefficients of f 0 (x) are

0 = 0

n = nbn

n = nan

Proof. Assuming f 0 (x) is integrable,

X

1

n cos(nx) + n sin(nx)

f 0 (x) 0 +

2

n=1

Therefore,

1

0 =

f 0 (x) dx

f () f ()

=

=0

1

n =

f 0 (x) cos(nx) dx

n

1

= f (x) cos(nx) +

f (x) sin(nx) dx

Therefore,

n = nbn

n = nan

Theorem 15. Let the complex Fourier coefficient of f (x) be cn . Then, the

complex Fourier coefficient of f 0 (x) is

n = incn

15

On a general interval,

this theorem translates

to term-by-term

differentiation, i.e.,

the order of

summation and

differentiation can be

changed.

f () = f (), and let f 0 (x) be piecewise continuous.

If

X

1

f (x) = a0 +

an cos(nx) + bn sin(nx)

2

n=1

cn einx

=

n=

then,

f 0 (x)

=

n=1

incn einx

n=

This theorem also

holds for a general

interval [L, L].

f () = f () and let f 0 (x) be piecewise continuous. Then, Sm (f, x) converges

uniformly to f (x).

Definition 12 (Inner product). Let x and y be vectors. Their inner product

is defined to be

hx, yi =

xi y i

i=1

Theorem 18.

hx, yi

hx, xi hy, yi

f 0 (x). Let Sm (f, x) converge uniformly to f (x). Then, the Fourier series is

term-by-term differentiable.

16

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