On differentiability and Fourier coefficients (Vretblad's text)

  • #1
psie
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TL;DR Summary
I'm reading Vretblad's Fourier Analysis and its Applications. In the chapter on Fourier series, there is a section on differentiable functions and an exercise to prove variants of a theorem that relates smoothness to an upper bound on the Fourier coefficients.
Let ##\mathbb T## be the unit circle and denote the complex Fourier coefficient of ##f## by ##c_n##. Then there is the following theorem;

Theorem 4.4 If ##f\in C^k(\mathbb T)##, then ##|c_n|\leq M/|n|^k## for some constant ##M##.

This theorem is not really proved in the book, but if ##f## is (Riemann) integrable over ##\mathbb T##, then the Fourier coefficients are bounded. This follows from the definition of ##c_n##, namely $$|c_n|=\left|\frac{1}{2\pi}\int_{-\pi}^{\pi} f(t)e^{-int}dt\right|\leq \frac{1}{2\pi}\int_{-\pi}^{\pi}\left|f(t)\right|\left|e^{-int}\right|dt=\frac{1}{2\pi}\int_{-\pi}^{\pi} |f(t)|dt=M,$$ since ##f## is integrable on ##\mathbb T##. If ##b_n## denotes the Fourier coefficient of ##f^{(k)}##, then by recursively applying partial integration, and noting that if ##g## is continuous on ##\mathbb T##, then ##g(\pi)=g(-\pi)##, so \begin{align} b_n &= \frac{1}{2\pi}\int_{\mathbb T}f^{(k)}(t)e^{-int}dt \nonumber \\ &= \frac{1}{2\pi}[f^{(k-1)}(t)e^{-int}]^{\pi}_{-\pi}+\frac{1}{2\pi}in\int_{\mathbb T}f^{(k-1)}(t)e^{-int} dt \nonumber \\ &= \ldots \nonumber \\ &=(in)^k \frac{1}{2\pi}\int_{\mathbb T}f(t)e^{-int}dt \nonumber \\ &= (in)^kc_n \nonumber.\end{align}
Since ##f^{(k)}## is continuous (and thus integrable), we have ##|b_n|\leq M## for some ##M##, i.e. ##|n^k c_n|\leq M##, and the claim of the theorem follows.

Then there is the following exercise in the book;

Try to prove the following partial improvements of Theorem 4.4:
(a) If ##f'## is continuous and differentiable on ##\mathbb T## except possibly for a finite number of jump discontinuities, then ##|c_n|\leq M/|n|## for some constant ##M##.
(b) If ##f## is continuous on ##\mathbb T## and has a second derivative everywhere except possibly for a finite number of points, where there are "corners" (i.e., the left-hand and right-hand first derivative exist but are different from each other), then ##|c_n|\leq M/n^2## for some constant ##M##.

1. I struggle with seeing the difference in the assumptions of these two statements. Is (a) not assuming the same as (b)?
2. Consider statement (a) and the assumptions on ##f'##. What does this tell us about ##f##? I've been trying to compute the Fourier coefficients of ##f'## as above for the "proof" of theorem 4.4, i.e. via partial integration, but I'm not sure what properties ##f## has.
3. Any hints for (b)?

Grateful for any help.
 
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  • #2
In (a), [itex]f[/itex] does not have to be continuous, but can have a jump discontinuity wherever [itex]f'[/itex] does. An example would be the periodic function defined by [tex]
f: x \mapsto \begin{cases}
0 & -\pi < x \leq 0 \\
1 + \sin x & 0 < x \leq \pi
\end{cases}[/tex] with derivative [tex]
f'(x) = \begin{cases}
0 & -\pi < x < 0 \\
\cos x & 0 < x < \pi. \end{cases}[/tex] In (b) it is expressly stated that [itex]f[/itex] is continuous.
 
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  • #3
pasmith said:
In (a), [itex]f[/itex] does not have to be continuous, but can have a jump discontinuity wherever [itex]f'[/itex] does.
Maybe ##f'## in (a) is a typo for ##f##? Otherwise I do not see how to obtain the bound ##|c_n|\leq M/|n|##.
 
  • #4
The key is that we must define [tex]
c_n = \frac{1}{2\pi} \sum_{j=1}^N \int_{x_j}^{x_{j+1}} f(x)e^{-inx}\,dx[/tex] where [itex]-\pi = x_1 < \dots < x_j< \dots < x_{N+1} = \pi[/itex] with [itex]x_2, \dots, x_{N}[/itex] being points of discontinuity of [itex]f'[/itex] or [itex]f[/itex]. Then integrating by parts gives [tex]
c_n = \frac{i}{2n\pi} \sum_{j=1}^N \left(\left[ f(x)e^{-inx} \right]_{x_j}^{x_{j+1}} - \int_{x_j}^{x_{j+1}} f'(x)e^{-inx}\,dx\right).[/tex] Now [tex]
\sum_{j=1}^N \left[ f(x)e^{-inx} \right]_{x_j}^{x_{j+1}} = (-1)^n(f(\pi^{-}) - f(-\pi^{+})) - \sum_{j=2}^{N} (f(x_j^{+}) - f(x_j^{-}))e^{-inx_j}[/tex] and if [itex]f[/itex] is not continuous then either [itex]f(\pi^{-}) \neq f(-\pi^{+})[/itex] or [itex]f(x_j^{+}) \neq f(x_j^{-})[/itex] for some [itex]j[/itex].
 
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  • #5
pasmith said:
The key is that we must define [tex]
c_n = \frac{1}{2\pi} \sum_{j=1}^N \int_{x_j}^{x_{j+1}} f(x)e^{-inx}\,dx[/tex] where [itex]-\pi = x_1 < \dots < x_j< \dots < x_{N+1} = \pi[/itex] with [itex]x_2, \dots, x_{N}[/itex] being points of discontinuity of [itex]f'[/itex] or [itex]f[/itex]. Then integrating by parts gives [tex]
c_n = \frac{i}{2n\pi} \sum_{j=1}^N \left(\left[ f(x)e^{-inx} \right]_{x_j}^{x_{j+1}} - \int_{x_j}^{x_{j+1}} f'(x)e^{-inx}\,dx\right).[/tex] Now [tex]
\sum_{j=1}^N \left[ f(x)e^{-inx} \right]_{x_j}^{x_{j+1}} = (-1)^n(f(\pi^{-}) - f(-\pi^{+})) - \sum_{j=2}^{N} (f(x_j^{+}) - f(x_j^{-}))e^{-inx_j}[/tex] and if [itex]f[/itex] is not continuous then either [itex]f(\pi^{-}) \neq f(-\pi^{+})[/itex] or [itex]f(x_j^{+}) \neq f(x_j^{-})[/itex] for some [itex]j[/itex].
I think this shows that we need ##f## to be piecewise ##C^1## in (a) to arrive at $$|c_n|=\left|\frac{1}{n2\pi}\sum_{j=1}^N \int_{x_j}^{x_{j+1}} f'(x)e^{-inx}dx\right|\leq \frac{M}{|n|},$$ where ##M=\frac{1}{2\pi}\int_{-\pi}^\pi |f'(x)|dx## if ##f## is assumed to be piecewise ##C^1## (meaning it is continuous and has a piecewise continuous derivative).

(b) seems to also have some missing assumptions. If we repeat your argument, we require integrability of the second derivative, which is not stated in the exercise. Here probably too we require piecewise ##C^2##. Then the exercise is just the same as (a) basically.
 

1. What is Vretblad's text "On differentiability and Fourier coefficients" about?

Vretblad's text explores the connection between differentiability of a function and the decay of its Fourier coefficients. It investigates the relationship between smoothness properties of a function and the behavior of its Fourier series.

2. What are Fourier coefficients?

Fourier coefficients are the coefficients that appear in the Fourier series representation of a function. They represent the amplitudes of the different sinusoidal components that make up the function's periodic expansion.

3. How does differentiability of a function relate to its Fourier coefficients?

Vretblad's text shows that the decay rate of the Fourier coefficients of a function is related to the differentiability of the function. Specifically, the faster the Fourier coefficients decay, the more differentiable the function is.

4. What are some key results or theorems discussed in Vretblad's text?

Some key results in Vretblad's text include the relationship between the smoothness of a function and the decay rate of its Fourier coefficients, as well as conditions under which a function is infinitely differentiable based on its Fourier coefficients.

5. How does Vretblad's text contribute to the field of analysis?

Vretblad's text provides insights into the interplay between differentiability and Fourier coefficients, shedding light on the connection between the analytic and harmonic aspects of functions. This contributes to a deeper understanding of the behavior of functions and their Fourier series representations.

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