On differentiability and Fourier coefficients (Vretblad's text)

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Discussion Overview

The discussion centers on the differentiability of functions and their Fourier coefficients as presented in Vretblad's text. Participants explore the implications of various assumptions regarding continuity and differentiability on the bounds of Fourier coefficients, specifically in the context of Theorem 4.4 and its proposed improvements.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • Post 1 introduces Theorem 4.4, stating that if a function is in \( C^k(\mathbb T) \), then its Fourier coefficients are bounded by \( |c_n| \leq M/|n|^k \) for some constant \( M \). It also presents two exercises that propose improvements to this theorem.
  • Some participants note that in exercise (a), the function \( f \) does not need to be continuous and can have jump discontinuities, while in exercise (b), continuity is explicitly required.
  • There is a suggestion that the assumptions in (a) and (b) may not be as distinct as initially thought, with some participants questioning whether \( f' \) in (a) might be a typo for \( f \).
  • One participant proposes a method for calculating \( c_n \) using integration by parts, emphasizing the importance of defining the points of discontinuity and the implications for the continuity of \( f \).
  • Another participant argues that for the bounds in (a) to hold, \( f \) should be piecewise \( C^1 \), while also suggesting that exercise (b) may require similar assumptions regarding the integrability of the second derivative.

Areas of Agreement / Disagreement

Participants express differing views on the assumptions required for exercises (a) and (b), with no consensus reached on whether the conditions are adequately specified or if they overlap significantly. The discussion remains unresolved regarding the necessary properties of \( f \) for the proposed bounds on \( c_n \).

Contextual Notes

Participants highlight potential limitations in the assumptions regarding continuity and differentiability, particularly the need for piecewise smoothness in the context of the proposed improvements to Theorem 4.4. There is also mention of missing assumptions related to the integrability of derivatives.

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TL;DR
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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In (a), f does not have to be continuous, but can have a jump discontinuity wherever f&#039; does. An example would be the periodic function defined by <br /> f: x \mapsto \begin{cases}<br /> 0 &amp; -\pi &lt; x \leq 0 \\<br /> 1 + \sin x &amp; 0 &lt; x \leq \pi<br /> \end{cases} with derivative <br /> f&#039;(x) = \begin{cases}<br /> 0 &amp; -\pi &lt; x &lt; 0 \\<br /> \cos x &amp; 0 &lt; x &lt; \pi. \end{cases} In (b) it is expressly stated that f is continuous.
 
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pasmith said:
In (a), f does not have to be continuous, but can have a jump discontinuity wherever f&#039; 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|##.
 
The key is that we must define <br /> c_n = \frac{1}{2\pi} \sum_{j=1}^N \int_{x_j}^{x_{j+1}} f(x)e^{-inx}\,dx where -\pi = x_1 &lt; \dots &lt; x_j&lt; \dots &lt; x_{N+1} = \pi with x_2, \dots, x_{N} being points of discontinuity of f&#039; or f. Then integrating by parts gives <br /> 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&#039;(x)e^{-inx}\,dx\right). Now <br /> \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} and if f is not continuous then either f(\pi^{-}) \neq f(-\pi^{+}) or f(x_j^{+}) \neq f(x_j^{-}) for some j.
 
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pasmith said:
The key is that we must define <br /> c_n = \frac{1}{2\pi} \sum_{j=1}^N \int_{x_j}^{x_{j+1}} f(x)e^{-inx}\,dx where -\pi = x_1 &lt; \dots &lt; x_j&lt; \dots &lt; x_{N+1} = \pi with x_2, \dots, x_{N} being points of discontinuity of f&#039; or f. Then integrating by parts gives <br /> 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&#039;(x)e^{-inx}\,dx\right). Now <br /> \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} and if f is not continuous then either f(\pi^{-}) \neq f(-\pi^{+}) or f(x_j^{+}) \neq f(x_j^{-}) for some j.
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.
 

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