Fourier Series - Exercises 1. Prove that every Hilbert space has an orthonormal basis. 2.

Let {en } be an orthonormal sequence in an innite dimensional Hilbert space, H . Show that the series

(x, en )en
n=1

is unconditionally convergent for every x H (i.e. the series converges, and to the same limit, for every rearrangement thereof). 3. Let {e1 , e2 , , en } be a nite orthonormal set in a Hilbert space H and let Vn be its linear span. Let x H . Set
n

w =
i=1

(x, ei )ei .

Show that w Vn is the unique vector such that xw = min x y .

y Vn

4. Consider the space L2 (0, 1). Dene r0 (t) 1 and

2n

rn (t) =
i=1

(1)i1 [ i 1 i (t) , 2n 2n ]

where sgn(t) equals 1 when t 0 and equals 1 when t < 0. 2 (b) Show that {rn (t)} n=0 is orthonormal in L (0, 1) but that it is not complete. 5. Show that the sets 1 2 cos nt | n N 1

where E denotes the characteristic function of a set E . (a) Show that rn (t) = sgn(sin 2n t), 0 t 1

and 2 sin nt | n N are both complete orthonormal sets in L2 (0, ). 6. (a) Consider L2 (1, 1) and the linear independent set of functions fn where fn (t) = tn . Apply the Gram-Schmidt orthogonalization procedure to obtain an orthonormal sequence {pn } of polynomials. Compute p0 , p1 and p2 . (b) Dene 2 pn (t). Pn (t) = 2n + 1 These are the Legendre polynomials. Show that Pn (t) consists only of even powers of t when n is even, and of only odd powers of t, when n is odd. (c) Show that P0 (t) 1, P1 (t) = t and that, for n 1, (n + 1)Pn+1(t) = (2n + 1)tPn (t) nPn1 (t) for t [1, 1], given that Pn (1) = 1 for all n 0. (This gives a simple recursive formula to compute the Legendre polynomials.) (d) Prove Rodrigues Formula: Pn (t) = 1 dn 2 (t 1)n . n n 2 n! dt

7. (Hermite Polynomials) Consider the Hilbert space

H =

f :RR|

ex |f (x)|2 dx <

with the inner-product 1 (f, g ) =

ex f (x)g (x) dx.

(a) Show that fn (x) = xn belongs to H for every n {0} N. (b) Apply the Gram-Schmidt process to the linearly independent set {fn } to obtain an orthonormal set hn . Dene Hn (x) = 2n n!hn (x). 2

These are the Hermite polynomials. Compute H0 and H1 . (c) Prove Rodrigues Formula: Hn (x) = (1)n ex
a0 2 c0 2
2

d n x 2 e . dxn

8. Let f, g L2 (, ) and let their Fourier series be given by f g Show that 1

+ +

n=1 (an cos nt + bn sin nt) n=1 (cn cos nt + dn sin nt).

f (t)g (t) dt =

a0 c0 + (an cn + bn dn ). 2 n=1

9. Compute the Fourier series of the function: f (t) = 1 t < 0 1 0 < t .

10. Compute the Fourier cosine series of the function f (t) = sin t on [0, ]. 11. (a) Compute the Fourier sine series and the Fourier cosine series of the function f (t) = t on [0, ]. (b) Evaluate: 1 1 and . 2 4 n n n=1 n=1 12. (a) Let f L1 (R). Show that
0

lim

|f (t + ) f (t)| dt = 0.

(b)Show that

lim

eit f (t) dt = 0.

(c) Deduce the Riemann-Lebesgue lemma. 13. For t = , {0} N, show that
n k =1

sin(2k 1)t = 3

sin2 nt . sin t

14. For t = ,

{0} N, show that

n

k =1

cos(2k 1)t =

sin 2nt . 2 sin t

15. For t = 2 ,

{0} N, show that

n

sin kt =
k =1

t 1 cos 2 cos(n + 2 )t . t 2 sin 2

16. Let f L1 (, ). Show that the Fourier series of f converges at a point t if, and only if, there exists r (0, ] such that 1 lim n
r 0 1 )x sin(n + 2 dx (f (t + x) + f (t x)) x

exists and, in that case the series converges to that limit. 17. Let f L1 (, ). Show that the Fourier series of f converges to a value c at a point t if, and only if, there exists r (0, ] such that 1 n lim
r 0

(f (t + x) + f (t x) 2c)

1 )x sin(n + 2 dx = 0. x

18. (a)(Dinis test) Let f L1 (, ) and let t [, ]. Assume that for some r (0, ], the function x f (t + x) + f (t x) 2f (t) x

is integrable on (0, r ). Show that the Fourier series of f converges to f (t) at the point t. (b) Let f be such that, in a neighbourhood of a point t [, ], there exists a constant k such that |f (x) f (t)| |x t|. Show that the Fourier series of f converges to f at t. 19. Let f be a 2 -periodic continuous function on [, ]. Use Fej ers theorem to show that the Fourier series of f converges to f in L2 (, ). 4

Deduce Parsevals identity for f . Hence deduce the completeness of the orthonormal set 1 2 in L2 (, ). 20. Let f : [a, b] R be a function of bounded variation. Show that
b a

cos nt sin nt , |nN

|f (t)| dt V (f ; a, b).

21. Let f : [a, b] R be absolutely continuous. Show that

b a

|f (t)| dt = V (f ; a, b).

22. Let f : [a, b] R be a continuous function of bounded variation. Show that the function vf (x) = V (f ; a, x) is continuous on [a, b]. 23. Let f : [0, 1] R be continuous and assume that it is absolutely continuous on [, 1] for every 0 < < 1. Is it absolutely continuous on [0, 1]? 24. Let f : [0, 1] R be continuous and assume that it is absolutely continuous on [, 1] for every 0 < < 1. If f is integrable on [0, 1], show that f is absolutely continuous on [0, 1]. (In particular, this is true if f is continuous and of bounded variation on [0, 1].) 25. Let f : [, ] R be of bounded variation. Let its Fourier series, in exponential form, be given by

f Show that, for n N, | cn |

cn einx .
n=

1 V (f ; , ). n

Show, via an example, that this estimate cannot be improved.

26.(Mean Value Theorem for Integrals: I) Let f : [a, b] R be monotonic increasing and let g : [a, b] R be continuous. Show that there exists c [a, b] such that
b a

g df = g (c)(f (b) f (a)).

27.(Mean Value Theorem for Integrals: II) Let f : [a, b] R be monotonic increasing and let g : [a, b] R be continuous and of bounded variation. Show that there exists c [a, b] such that
b a

f dg = f (a)(g (c) g (a)) + f (b)(g (b) g (c)).

28. Let f : [a, b] R be monotonic increasing and let g : [a, b] R be continuous. Show that there exists c [a, b] such that
b c b

f (t)g (t) dt = f (a)

a a

g (t) dt + f (b)
c

g (t) dt.

29. Let f : [a, b] R be monotonic increasing and let g : [a, b] R be continuous. If f is also non-negative, show that there exists c [a, b] such that
b b

f (t)g (t) dt = f (b)

a c

g (t) dt.

30. If a trigonometric series a0 (an cos nt + bn sin nt) + 2 n=1 converges uniformly over [, ], show that it converges to a continuous function whose Fourier series is the given series. 31. If a trigonometric series a0 + (an cos nt + bn sin nt) 2 n=1 is such that n |an | < and n |bn | < , show that it is the Fourier series of a continuous function to which it converges uniformly.

32. (a)Let f be an absolutely continuous 2 -periodic function on [, ] which is such that its derivative f L2 (, ). Show that the Fourier series of f converges uniformly to f over [, ]. (b) Let f be a uniformly Lipschitz continuous 2 -periodic function on [, ]. Show that its Fourier series converges to f uniformly over [, ]. (c) Let f be a continuous 2 -periodic function on [, ] which is piecewise smooth. Show that its Fourier series converges to f uniformly over [, ]. 33. Use termwise integration and the result of Exercise 9 to compute the Fourier series of the function f (t) = |t| over the interval [, ]. 34. Compute the Fourier series of the function f (t) = t on [, ] and use it to compute the Fourier series for the function f (t) = t2 . Deduce that 1 1 2 1 1 + + = . 4 9 16 12

t 35. (a) Show that the function f (t) = log |2 sin 2 | is in L1 (, ). (b) For t = 2k, k Z, show that

t log |2 sin | = 2 (c) Deduce that 1 (d) Show that t log |2 cos | = 2 (e) For 0 < t < , show that
n=1

n=1

cos nt . n

1 1 1 + + = log 2. 2 3 4 (1)n1 cos nt . n

k =0

cos(2k + 1)t 1 t = log tan . 2k + 1 2 2