Problem set 1

Fourier series

Problem 1. (1) Let f(x)=(πx)24f(x) = \frac{(\pi - x)^2}{4}, x[0,2π]x\in [0,2\pi]. Calculate the Fourier series of ff. (2) Prove that the Fourier series of ff converges uniformly on [0,2π][0,2\pi], conclude that n=11n2=π26\sum_{n = 1}^{\infty}\frac{1}{n^2} = \frac{\pi^2}{6}.

Problem 2. Calculate n odd 11n2\sum_{n\text{ odd }\geq 1}\frac{1}{n^2} by examing the function f(θ)=θ(πθ)f(\theta) = \theta(\pi - \theta).

Problem 3. (Exercise 2 of chapter 2 in Stein-Sharkarchi) Let ff be a 2π2\pi-periodic function on R\mathbb{R}.

(a). Show that the Fourier series of ff can be written as S(f)(θ)=f(0)+n1[f^(n)+f^(n)]cos(nθ)+i[f^(n)f^(n)]sin(nθ)S(f)(\theta) = f(0)+\sum_{n\geq 1}[\hat{f}(n)+\hat{f}(-n)]\cos(n\theta) + i [\hat{f}(n)-\hat{f}(-n)]\sin(n\theta).

(b). Show that if ff is even, then f^(n)=f^(n)\hat{f}(-n) = \hat{f}(n), so there is no sine term.

(c) Show that if f(θ+π)=f(θ)f(\theta + \pi) = f(\theta) for all θR\theta \in \mathbb{R}, then f^(n)=0\hat{f}(n) = 0 for all odd nn.

(d) Show that if ff is real-valued, then f^(n)=f^(n)\overline{\hat{f}(n)} = \hat{f}(-n) for all nZn\in \mathbb{Z}.

Approximation and convolution

Problem 4.

Let χ(a,b)\chi_{(a,b)} be the function given by

χ(a,b)(x)={1,x(a,b)0,x(a,b) \chi_{(a,b)}(x) = \begin{cases} 1,x\in (a,b)\\ 0,x\notin (a,b)\end{cases}

Let Λ be the function determined by Λ(x)=4(12x)\Lambda(x)=4(\frac{1}{2}-|x|) on [12,12][-\frac{1}{2},\frac{1}{2}] and 0 elsewhere. The function does look like its name “Λ”.

(a) Show that ππΛ(x)dx=1\int_{-\pi}^\pi \Lambda(x)dx = 1. Let ϵ>0\epsilon > 0 be a small positive number. Let Λϵ=12ϵΛ(x2ϵ)\Lambda_{\epsilon} = \frac{1}{2\epsilon}\Lambda(\frac{x}{2\epsilon}). Show that ππΛϵ(x)dx\int_{-\pi}^\pi \Lambda_\epsilon(x)dx is still 1. Observe that when Λϵ(y)\Lambda_\epsilon(y) is non-zero only when y(ϵ,ϵ)y\in (-\epsilon,\epsilon).

(b) Consider the function χ(a,b)Λϵ\chi_{(a,b)}* \Lambda_{\epsilon}, what does it look like? Show that when ε is small enough, χ(a,b)Λϵ(x)=χ(a,b)(x)\chi_{(a,b)}*\Lambda_\epsilon(x) = \chi_{(a,b)}(x) when x(aϵ,a+ϵ)(bϵ,b+ϵ)x\notin (a-\epsilon, a+\epsilon)\cup(b-\epsilon,b+\epsilon).

(c) Show that χ(a,b)Λ\chi_{(a,b)}*\Lambda is continuous.

(d) Conclude that there exists continuous function gg such that χ(a,b)g:=ππχ(a,b)(x)g(x)dx<ϵ\|\chi_{(a,b)}-g\|:=\int_{-\pi}^{\pi}|\chi_{(a,b)}(x)-g(x)|dx<\epsilon (the “:=” means " is defined by"), see problem 5.

(e) Let ff be a Riemann integrable function on [π,π][-\pi,\pi]. Show that for ϵ>0\epsilon > 0, there exists a continuous function gg such that fgL1<ϵ\|f-g\|_{L^1}<\epsilon. (See Lemma 1.5 in Appendix: Integration of Stein-Shakarchi).

Dirichlet Kernel

Problem 5. Let DN(x)=sin((N+12)x)sin(12x)D_N(x) = \frac{\sin((N+\frac{1}{2})x)}{\sin(\frac{1}{2}x)} be the Dirichlet kernel. Let DN:=12π02πDN(x)dx\|D_N\|:=\frac{1}{2\pi}\int_{0}^{2\pi}|D_N(x)|dx.

(a) Prove DNclnN\|D_N\|\geq c\ln N for some c>0c>0.

(b) Show that there exists a continuous function fNf_N such that fN1|f_N|\leq 1 and SN(fN)(0)clnN|S_N(f_N)(0)|\geq c'\ln N. (Hint: Let A+A_+ be the set {x[π,π]:DN(x)>0}\{x\in[-\pi,\pi]:D_N(x)>0\}, AA_{-} be the set {x[π,π]:DN(x)<0}\{x\in [-\pi,\pi]:D_N(x)< 0\}. Let gN(x)=1χA+(x)+(1)χA(x)g_N(x) = 1\cdot \chi_{A_+}(x)+(-1)\cdot \chi_{A_-}(x). Apply problem 4 to gNg_N).