On differentiability and Fourier coefficients (Vretblad's text)

In summary, Vretblad's text on differentiability and Fourier coefficients explores the relationship between the smoothness of functions and their Fourier series representations. It discusses how the differentiability of a function affects the convergence and behavior of its Fourier coefficients, providing insights into the implications of different levels of differentiability on the accuracy of Fourier approximations. The text emphasizes the mathematical framework necessary for understanding these concepts and includes various examples and theorems that illustrate the key points.
  • #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.
 

FAQ: On differentiability and Fourier coefficients (Vretblad's text)

What is the main focus of Vretblad's text on differentiability and Fourier coefficients?

Vretblad's text primarily focuses on the relationship between the differentiability of functions and their Fourier coefficients. It explores how the smoothness of a function affects the convergence and behavior of its Fourier series, providing a detailed analysis of conditions under which Fourier coefficients exhibit specific properties.

How does differentiability affect the convergence of Fourier series?

Differentiability plays a crucial role in the convergence of Fourier series. Generally, if a function is continuously differentiable, its Fourier series converges uniformly to the function. The text discusses various theorems that establish connections between the degree of differentiability and the rate of convergence of the Fourier coefficients.

What are Fourier coefficients, and how are they computed?

Fourier coefficients are the coefficients obtained when expressing a periodic function as a sum of sines and cosines (or complex exponentials). They are computed using integrals over one period of the function. For a function \( f(x) \) with period \( T \), the \( n \)-th Fourier coefficient \( a_n \) is given by \( a_n = \frac{1}{T} \int_0^T f(x) e^{-i \frac{2\pi n}{T} x} dx \).

What are the implications of Vretblad's results for practical applications in signal processing?

The results presented in Vretblad's text have significant implications for signal processing, particularly in understanding how the smoothness of a signal influences its frequency representation. The insights into differentiability and Fourier coefficients can help in designing filters and improving the reconstruction of signals from their Fourier series, leading to better performance in applications such as audio processing and telecommunications.

Are there specific examples in the text that illustrate the concepts of differentiability and Fourier coefficients?

Yes, Vretblad's text includes various examples that illustrate the concepts of differentiability and Fourier coefficients. These examples often involve piecewise smooth functions, showing how different levels of differentiability affect the Fourier coefficients and the convergence of the series. Such examples help clarify the theoretical results and provide practical insights into the behavior of Fourier series.

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