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Absolutely convergent Fourier reconstruction for C2 periodic functions

Statement

Let f:R→C be twice continuously differentiable and 2π-periodic. For each n∈Z, define its Fourier coefficient by cn=(2π)−1∫−ππf(x)e−inx dx. The normalized exponentials are orthonormal: (2π)−1∫−ππei(k−n)x dx is 1 for k=n and 0 otherwise. Also ∑n∈Z∣cn∣<∞, the Fourier series ∑n∈Zcneinx converges absolutely and uniformly to f, and the symmetric partial sums ∑∣n∣≤Nincneinx of the Fourier series of f′ converge to f′ in the normalized L2 norm ∥q∥22=(2π)−1∫−ππ∣q(x)∣2 dx.

Facts & Assumptions

Given: A twice continuously differentiable 2π-periodic function f:R→C.

[A1]

Periodicity and C2 regularity imply f(π)=f(−π) and f′(π)=f′(−π); all integrals below are over the compact interval [−π,π].

[A2]

For a continuous periodic function q, write ∥q∥∞:=sup⁡x∈[−π,π]∣q(x)∣.

Proof

technique · direct Fourier coefficient estimates followed by a Fejér-kernel uniqueness argument
1.1givenA1algebra

For n≠0, integrate by parts twice in the definition of cn. The boundary terms vanish because f and f′ have matching endpoint values and einπ=e−inπ, so f′′^(n)=−n2cn, where f′′^(n)=(2π)−1∫−ππf′′(x)e−inx dx. Thus ∣cn∣≤(2πn2)−1∫−ππ∣f′′(x)∣ dx. The comparison ∑n≥1n−2≤1+∫1∞x−2 dx<∞, together with finite c0, gives ∑n∣cn∣<∞.

2.1step 1.1algebra

The bound sup⁡x∣∑N<∣n∣≤Mcneinx∣≤∑∣n∣>N∣cn∣ makes the partial sums uniformly Cauchy. They converge uniformly to a continuous periodic function g; integrating the uniformly convergent series term by term shows g^(n)=cn: for integer ℓ=k−n, the normalized integral of eiℓx is 1 if ℓ=0, while if ℓ≠0 its antiderivative is eiℓx/(iℓ) and its endpoint values at −π,π agree, so the integral is 0. Hence h=f−g is continuous, periodic, and all its Fourier coefficients vanish.

3.1step 2.1algebra

For an integer N≥0, put KN(t)=(N+1)−1∣∑j=0Neijt∣2. Expanding the finite square gives KN(t)=∑∣k∣≤N(1−∣k∣/(N+1))eikt; therefore KN≥0 and (2π)−1∫−ππKN(t) dt=1. For a continuous periodic q, define σNq(x)=(2π)−1∫−ππq(x−t)KN(t) dt. The finite expansion shows that if every Fourier coefficient of q is zero, then σNq(x)=0 for every x.

4.1step 3.1algebra

Given ε>0, uniform continuity of q gives 0<δ<π such that ∣q(x−t)−q(x)∣<ε whenever ∣t∣<δ, uniformly in x. For δ≤∣t∣≤π, the geometric-sum identity gives KN(t)=(N+1)−1∣sin⁡((N+1)t/2)/sin⁡(t/2)∣2≤((N+1)sin⁡2(δ/2))−1. Splitting the convolution integral at δ, positivity and unit mass of KN bound sup⁡x∣σNq(x)−q(x)∣ by ε+2∥q∥∞((N+1)sin⁡2(δ/2))−1. Thus σNq→q uniformly. Applying this to h, whose Fejér means vanish by step 3.1, gives h=0, so g=f and the Fourier series reconstructs f absolutely and uniformly.

5.1A1step 4.1step 2.1algebra∎

Integration by parts once gives the n-th Fourier coefficient of f′ as incn. The Fejér means σNf′ are trigonometric polynomials of degree at most N and converge uniformly to f′ by step 4.1. The symmetric Fourier partial sum SNf′=∑∣n∣≤Nincneinx is the orthogonal projection onto that finite span, since the exponentials are orthonormal by the elementary integral in step 2.1. Therefore ∥f′−SNf′∥2≤∥f′−σNf′∥2≤∥f′−σNf′∥∞→0, proving the stated L2 convergence.

Dependency tree · 0 levels

Nothing. This result depends on no other item in the library.

Sources