MS217 Spring 2008: Review of Fourier Series and Convergence Results

Please Note: This is just a review of Fourier series and does not necessarily include everything we discussed
in lecture on this topic.

Roughly speaking, the term “Fourier series” refers to a series of sine, cosine or both sine and cosine functions,
which is used to represent a given function. In class, we discussed both the full Fourier series (sine and cosine
functions), and also sine and cosine series (just one or the other). Although they are related, we will start
by reviewing just the full Fourier series.

Note: The “full” Fourier series is really just a Fourier series, but I sometimes use the extra term “full” to
help distinguish it from the sine or cosine series. Below I will often just call it a Fourier series.

Fourier Series

Fourier series are associated with periodic functions. So, we’ll start with a function f (x) that has period
2L. The main questions we want to answer are 1) What is the Fourier series for f , and 2) Does the Fourier
series converge to f , and, if so, in what way?

Definition of Fourier Series If you’re asked to write down the Fourier series associated to f (x), just use
the definition:
∞ ∞
A0 X nπ X nπ
+ An cos( x) + Bn sin( x),
2 n=1
L n=1
L
where Z L Z L
1 nπ 1 nπ
An = f (x) cos( x)dx, Bn = f (x) sin( x)dx.
L −L L L −L L
Convergence Roughly speaking, the smoother f is, the better the Fourier series will converge to it. A very
coarse way to think about this is: (note F.S. stands for Fourier series)

f (x) smooth → F.S. converges uniformly to f (x) for all x

f (x) continuous with corners → F.S. converges pointwise to f (x) for all x
1
f (x) has jump discontinuities → F.S. converges pointwise to [f (x+ ) + f (x− )] for all x.
2
More precisely, “smooth” means f is continuously differentiable, “continuous with corners” means that f is
continuous but f 0 has jump discontinuities (like a periodic version of the absolute value function), and “jump
discontinuities” means both f and f 0 have jump discontinuities, but are otherwise continuous. In class, we
discussed exactly what a jump discontinuity was when we talked about piecewise continuous functions, and
we also discussed the quantity 12 [f (x+ ) + f (x− )], which is just the average of the left and right limits of
f at x. Your notes from lecture should also contain a precise definition of pointwise and uniform convergence.

On any assessed work or exams, you should be as precise as possible when stating convergence results (see
your notes from lecture for the exact statement of the convergence theorems). However, if you don’t know
all the exact details, stating the rough statements, as written above, will get you a good amount of partial
credit. Just remember: intuitively, more smoothness means better convergence!
Sine and Cosine Series

Sine and cosine series are defined for any function on an interval - the function doesn’t need to be periodic.
So here, we’ll start with a function g(x) defined on the interval [0, L]. Again, we want to know 1) What is
the sine/cosine series for g, and 2) Does the sine/cosine series converge to g, and, if so, in what way?

The key thing about sine and cosine series is that they can be related back to the full Fourier series though
the even and odd extensions of g. Therefore, if you remember how to define the even and odd extensions,
and what this relationship is, you don’t need to remember any additional information about convergence of
sine and cosine series. You can just apply the results you already know from full Fourier series.

Let’s start by recalling the definitions.

Definitions of Sine and Cosine Series If you’re asked to write down the sine or cosine series for a function
g, use the formulas
∞
2 L
Z
A0 X nπ nπ
+ An cos( x), An = g(x) cos( x)dx
2 n=1
L L 0 L
for the cosine series, and
∞ Z L
X nπ 2 nπ
Bn sin( x), Bn = g(x) sin( x)dx
n=1
L L 0 L
for the sine series. Don’t forget the extra factor of 2 and that the domain of integration is just
[0, L], not [−L, L]! Since g is only defined on [0, L], it doesn’t make sense to integrate it over a larger domain.

In class, we derived these formulas using the full Fourier series and the even and odd extensions of g. I’m not
going to rewrite that derivation here, but let’s recall some key facts about the even and odd extensions that
will help us determine the convergence properties of the sine and cosine series. One key fact to remember is:

Sine is an odd function! → The sine series goes with the odd extension!
Cosine is an even function! → The cosine series goes with the even extension!

In fact, the sine series is the full Fourier series of the odd extension (extended periodically on the whole line),
and the cosine series is the full Fourier series of the even extension (extended periodically on the whole line).

Convergence Since the sine/cosine series are the full Fourier series of the odd/even extensions, respectively,
to determine their convergence properties, we need to determine how smooth the odd/even extensions are.

Since both the odd and even extensions equal the original function on (0, L), if the original function is
continuous, the sine and cosine series will both converge at least pointwise to g on (0, L) (open interval!).
To get better convergence, ie uniform convergence, the corresponding extension needs to be smooth. This
means the extension has to be smooth at the ends, 0, ±L, ±2L, ..., where we patch it together. The extra
conditions from the theorem we discussed in class (g(0) = g(L) = 0 for the sine series, g 0 (0) = g 0 (L) = 0
for the cosine series), ensure that this is the case. If these conditions hold, the the corresponding series
converges to g uniformly on [0, L] (closed interval!).

Again, please refer to your notes for the precise statements of the convergence theorems. On the assessed
coursework and exam, please be as precise as possible when stating convergence results. But, if you can
convince me that you understand the ideas behind the results (ex:“more smoothness of the appropriate
extension means better convergence”), it will earn you a decent amount of partial credit.