Hilbert space: Fourier Series

In summary, the hint says to do it first for f(t)=\exp(2\pi ikt),k\in\mathbb{Z}. I have done so. The Fourier series for f converges uniformly to f on [a,b] if: 1.) f, f', and f'' are all continuous on [a,b] and, 2.) f satisfies the boundary conditions.
  • #1
benorin
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So I'm working this HW problem, namely

Suppose f is a continuous function on [itex]\mathbb{R}[/itex], with period 1. Prove that

[tex]\lim_{N\rightarrow\infty} \frac{1}{N}\sum_{n=1}^{N} f(\alpha n) = \int_{0}^{1} f(t) dt[/tex]

for every real irrational number [itex]\alpha[/itex].

The above is for context. The hint says to "Do it first for [itex]f(t)=\exp(2\pi ikt),k\in\mathbb{Z}[/itex]," and I have done so. I supposed that the hint pointed to using the Fourier series for f. My question is: since f is continuous, may I assume that the Fourier series for f converges uniformly to f? [I recall something about the Gibbs phenomenon that made me ask.]
 
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  • #2
My PDE book says that you may conclude that the Fourier series for [itex]f[/itex] converges uniformly to [itex]f[/itex] on [itex][a,b][/itex] if:

1.) [itex]f[/itex], [itex]f'[/itex], and [itex]f''[/itex] are all continuous on [itex][a,b][/itex] and,
2.) f satisfies the boundary conditions.

So continuity of [itex]f[/itex] alone is not sufficient to establish uniform convergence.
 
  • #3
I agree with the main point of your post Tom. That is, that

Tom Mattson said:
continuity of [itex]f[/itex] alone is not sufficient to establish uniform convergence.

But what boundary conditions are we talking about in condition 2. ?! Is this said in the context of the Sturm-Liouville equation that has [itex]cos(2\pi nx/(b-a))[/itex] and [itex]sin(2\pi nx/(b-a))[/itex] as its eigenfunctions? Namely, if f satisfies the same boundary conditions as the ones associated with the sturm-liouville equation that has [itex]cos(2\pi nx/(b-a))[/itex] and [itex]sin(2\pi nx/(b-a))[/itex] as a basis for its solutions, and satisfies condition 1., then the Fourier serie of f converges uniformly to f on [a,b].

What I said might not make perfect sense as I didn't do a lot of Sturm-Liouville, but I find it really fascinating.
 
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  • #4
Specifically, what are necessary and sufficient conditions that the Fourier series for f:

i. actually converge to f ?

ii. be uniformly convergent ?

iii. both i and ii ?
 
  • #5
Did I interpet the hint correctly then? (Or are Fourier series not the way to go?)
 
  • #6
benorin said:
Specifically, what are necessary and sufficient conditions that the Fourier series for f:
i. actually converge to f ?
ii. be uniformly convergent ?
iii. both i and ii ?

I found it uncomfortable quoting myself, but... I did. Anyhow,

A sufficient condition for (ii) is... if f is a periodic entire function of period 2*pi, then the [usual] Fourier series for f converges uniformly on every horizontal strip containing the real axis.
 
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What is a Hilbert space?

A Hilbert space is a mathematical concept that represents a complete and infinite-dimensional vector space. It is named after German mathematician David Hilbert and is used in various branches of mathematics and physics, including functional analysis, quantum mechanics, and signal processing.

How is a Hilbert space related to Fourier series?

A Hilbert space is the underlying mathematical structure used to define and study Fourier series. Fourier series are used to represent periodic functions as a sum of sine and cosine functions, and they are widely used in mathematics and engineering to analyze and approximate various phenomena.

What is the significance of the Fourier transform in Hilbert space?

The Fourier transform is a mathematical operation that allows us to convert a function from the time or space domain to the frequency domain. In Hilbert space, the Fourier transform is a powerful tool that helps us understand the properties of a function and its representation in terms of Fourier series.

Can all functions be represented as a Fourier series in Hilbert space?

No, not all functions can be represented as a Fourier series in Hilbert space. The function must be periodic and satisfy certain conditions for it to have a valid Fourier representation. However, many natural and artificially created signals can be approximated well by Fourier series in Hilbert space.

How is Hilbert space used in signal processing?

Hilbert space is used extensively in signal processing to analyze and manipulate signals. The use of Fourier series in Hilbert space allows for efficient compression and filtering of signals, as well as the extraction of important features and patterns. Additionally, Hilbert spaces are used to model and analyze more complex signals, such as non-periodic or multidimensional signals.

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