Fourier series: a summary

P. B. Kronheimer, for Math 114

October 18, 2010
This handout describes how to adapt the basic material on Fourier transforms that we
have developed so far, to t the case of Fourier series instead. This rather reverses the
traditional order of things, but thats the way this course goes.
1. Periodic functions
In these notes, when we say that a function f on the real line is periodic, we will mean
(unless we say otherwise) that
f (x +1) = f (x), for all x.
If we write
= /
then we can think a periodic function as a function from to or . Usually however,
we prefer to think of the function on .
We will say that a measurable, periodic function f in this context is integrable if
_
1
0
| f | < .
We will write L
1
() for the space of periodic integrable functions (with values in un-
less otherwise stated), with the usual understanding that we should identify two functions
if they are equal almost everywhere. The space L
1
() is a normed space, with
f
L
1
()
=
_
1
0
| f |.
2 2. Fourier coefcients and their rst properties
2. Fourier coefcients and their rst properties
The Fourier coecients of a function f L
1
() are the numbers

f (n) =
_
1
0
f (x)e
2inx
dx, (n ).
We think of

f as dening a function

f : . The Fourier series of f is the formal
series

f (n)e
2inx
.
We rewrite this series down without any assertion that it actually converges: the question
of convergence is something we will postpone for now. The only observation we make
now is this: if it is known a priori that f can be expressed as
f (x) =

a
n
e
2inx
for some constants a
n
, and if in addition we know that this series converges uniformly
(for example because

|a
n
| < ), then the Fourier coecients of the function f must
be the a
n
, because

f (m) =
_
1
0
f (x)e
2imx
dx
=
_
1
0
_

a
n
e
2inx
_
e
2imx
dx
=

n
a
n
_
1
0
e
2i (nm)x
dx
= a
m
.
We used the uniform convergence to interchange the integration with the summation
at the third line, and then we used the fact that
_
e
2i (nm)x dx
= 0 for n = m.
Before trying to say more about Fourier series and their convergence, we record some
basic facts about the coecients.
Proposition 2.1. The Fourier coecients satisfy:
(a) |

f (n)| f
L
1
()
, for all n;
(b)

f (n) 0 as |n| .
3
Proof. The rst property is straightforward. The second property is the iemann-
Lebesgue lemma. We previously stated the iemann-Lebesgue lemma in the context
of the Fourier transform, and the present statement follows immediately. Indeed, apply-
ing the previous version to the function f (x)
[0,1]
(x) teaches us that
_
1
0
f (x)e
2i x
dx
goes to 0 as || , and the Fourier coecients in the present context are just the
values of this expression at integer values of .
Proposition 2.2. Suppose that F is the indenite integral of a periodic integrable function f : so
F(x) =
_
x
0
f for all x . To ensure that F is also periodic, assume that
_
1
0
f = 0. Then the
Fourier coecients of F and its L
1
-derivative f are related by

f (n) = 2in

F(n).
Proof. We can prove this using integration by parts (as justied in Problem Set 6):

F(n) =
_
1
0
F(x)e
2inx
dx
=
_
1
0
f (x)
_
e
2inx
/(2in)
_
dx +
_
F(x)
_
e
2inx
/(2in)
__
1
0
=
1
2in

f (n) +0.
Corollary 2.3. If f is k times continuously dierentiable, then n
k

f (n) 0 as |n| .
3. Examples
The square wave. Let f be the periodic function that is 1 on [1/4, 1/4] and 1 on
(1/4, 3/4). The Fourier coecients are

f (n) =
_
1
0
e
2inx
dx +2
_
1/4
1/4
e
2inx
dx
=
_
0, n even,
2(1)
(n1)/2
/(n), n odd.
4 3. Examples
Written in terms of cosines, the Fourier series looks like
4

cos(2x)
4
3
cos(6x) +
4
5
cos(10x)
2 1 1 2
1.0
0.5
0.5
1.0
Figure 1: The partial sum of the Fourier series for the square wave, summed to |n| = 11.
The triangle wave. Let g be the indenite integral of the previous square wave f , with
g(0) = 0. The Fourier coecients of g are
g(n) =
_
0, n even,
i (1)
(n+1)/2
/(n)
2
, n odd.
2 1 1 2
0.2
0.1
0.1
0.2
Figure 2: The partial sum of the Fourier series for the triangle wave, summed to
|n| = 11.
Written in terms of sines, the Fourier series of the triangle wave looks like
2

2
sin(2x)
2
9
2
sin(6x) +
2
25
2
sin(10x)
5
Unlike the case of the square wave, this sum is uniformly absolutely convergent.
4. Partial sums and Cesro means
We write s
n
f for the nth partial sum of the Fourier series of f . The partial sum is
interpreted in the symmetric sense, going from n to n:
(s
n
f )(x) =
n

m=n

f (m)e
2imx
.
The nth Cesro mean of the Fourier series is the average of the rst n partial sums:
(
n
f )(x) =
1
n
_
(s
0
f )(x) + +(s
n1
f )(x)
_
.
We can give alternative expressions for the partial sums and Cesro means. We have
(s
n
f )(x) =
n

m=n
_
1
0
f ( y)e
2imy
e
2imx
dy
=
_
1
0
_
n

m=n
e
2im(xy)
_
f ( y) dy
=
_
1
0
D
n
(x y) f ( y) dy.
Here D
n
is the Dirichlet kernel, dened by the formula that arises above:
D
n
(x) =
n

n
e
2imx
.
Summing this geometric series, we nd
D
n
(x) =
sin((2n +1)x)
sin(x)
.
The expression for s
n
f that appears above is a convolution. For periodic functions f and
g in this context, the convolution f g is dened by
( f g)(x) =
_
1
0
f (x y)g( y) dy.
6 5. Pointwise convergence of Cesro means
So we can write
s
n
f = D
n
f . (1)
The Cesro sums can be written similarly. We have

n
f = (1/n)(D
0
+. . . D
n
) f
= F
n
f
where F
n
is the Fejr kernel,
F
n
= (1/n)(D
0
+ + D
n1
).
Summing the series again, we nd
F
n
=
1
n
_
sin(nx)
sin(x)
_
2
.
We summarize this discussion with a proposition:
Proposition 4.1. For f L
1
(), the partial sums s
n
f and the Cesro means
n
f of the Fourier
series of f are given by
s
n
f = D
n
f
and

n
f = F
n
f
respectively, where denotes convolution on and the functions D
n
and F
n
are the Dirichlet kernel
and the Fejr kernel
D
n
(x) =
sin((2n +1)x)
sin(x)
F
n
=
1
n
_
sin(nx)
sin(x)
_
2
.
5. Pointwise convergence of Cesro means
The material on Cesro sums that we developed for the Fourier transform adapts in a
straightforward way to the case of Fourier series.
Theorem 5.1. If f is a periodic integrable function and x
0
is a Lebesgue point of f , then the
Cesaro means (
n
f )(x
0
) converge to f (x
0
) as n .
7
Proof. We draw on what we learned when dealing the Fourier transform. The question
is to show that
(F
n
f )(x
0
) f (x
0
)
as n . The integral
_
1
0
F
n
is 1 (an easy exercise if you use the denitions of D
n
and
F
n
as sums, rather than the formulae in terms of sin). So an equivalent question is to
show
_
1/2
1/2
( f (x
0
y) f (x
0
))F
n
( y) dy 0.
The function F
n
is non-negative, so we are okay if we can show
_
1/2
1/2
| f (x
0
y) f (x
0
)|F
n
( y) dy 0.
To make use of our earlier material directly, we can quietly forget that our functions
extend periodically past the interval [1/2, 1/2] and simply think of the functions on
given by
g( y) =
_
| f (x
0
y) f (x
0
)|, |y| 1/2
0, |y| 1/2
and
G
n
( y) =
_
F
n
( y), |y| 1/2
0, |y| 1/2
Then g is integrable on and has 0 as a Lebesgue point. And G
n
satises the conditions
for an approximation to the identity": that is, with = 1/n, we have
G
n
( y) Const. min(1/, |y|
2
).
It follows from our previous results about convolutions on that
_

g( y)G
n
( y) 0
as n , which is what we need.
We have the following corollaries.
Corollary 5.2. If f is a continuous periodic function, then the Cesro means of the Fourier series,

n
f , converge to f everywhere.
Corollary 5.3. If f L
1
() and

f (n) = 0 for all n, then f = 0 a.e.
8 6. Pointwise convergence of the partial sums
Corollary 5.4. If the partial sums, s
n
f (x
0
), converge as n and x
0
is a Lebesgue point of
f , then the limit is the correct one:
lim
n
(s
n
) f (x
0
) = f (x
0
).
Proof. If the partial sums of any series converge, then the Cesro means also converge,
to the same value. So the corollary follows from the theorem.
As a simple criterion which is a corollary of the previous one:
Corollary 5.5. If f is continuous and the Fourier coecients are absolutely summable (that is

|

f (n)| is nite), then (s
n
f )(x) converges to f (x) as n , for all x.
6. Pointwise convergence of the partial sums
For an integrable function f L
1
(), it may not be the case that the partial sums of the
Fourier series converge almost everywhere. Furthermore, there are continuous periodic
functions f for which (s
n
f )(x) fails to converge for some x. (We sketched an example
of this phenomenon in class.)
If we wish to see (s
n
f )(x) converge to f (x) as n , we should impose some con-
straints on the behavior of f near x. There are various criteria which work. Here is
one. This is Dinis criterion.
Theorem 6.1. If f is a periodic integrable function, then the partial sums of the Fourier series,
(s
n
f )(x
0
), converge to f (x
0
) as n provided that the function
f (x) f (x
0
)
x x
0
(2)
is an integrable function of x on the interval [x
0
1/2, x
0
+1/2].
Before giving the proof, we make some comments. The denominator in (2) goes to zero
only as x x
0
; so, since the numerator is integrable, the integrability of the quotient
depends only on the behavior near x
0
. In other words, the quotient is integrable on
[x
0
1/2, x
0
+ 1/2] provided that is integrable on [x
0
, x
0
+ ] for any positive .
Second the criterion applies in many basic cases: it applies

if f is dierentiable at x
0
;
9

if f is continuous at x
0
and the left- and right-derivatives exist;

if f is Hlder continuous at x
0
with any exponent (0, 1). By denition, this
means that there is a constant C with
| f (x) f (x
0
)| C|x x
0
|

.
The other remark we make is that, on the interval [1/2, 1/2], the function sin(y) is
comparable to the function y:
|2y| | sin(y)| |y|.
So, writing x as x
0
y, Dinis criterion is equivalent to the integrability of
| f (x
0
y) f (x
0
)|
sin(y)
(3)
as a function of y on [1/2, 1/2].
Proof of the Theorem (Dinis Criterion). The rst simple steps of the argument are the same
as our analysis of the Cesro means, but with the Dirichlet kernel D
n
replacing F
n
. These
rst steps tell us that the convergence of the partial sums is equivalent to having
_
1/2
1/2
( f (x
0
y) f (x
0
))D
n
( y) dy 0
as n . We write D
n
( y) as a quotient of sines; the above integral is
_
1/2
1/2
_
f (x
0
y) f (x
0
sin(y)
_
sin((2n +1)y) dy.
The expression that appears in the large parentheses is the same expression that appears
in (3) and that is integrable by hypothesis. So the above integral has the general shape
_
h( y) sin((2n +1)y) dy
for some integrable function h. This integral converges to 0 as n by the iemann-
Lebesgue lemma. This concludes the proof.
10 7. The Poisson summation formula
7. The Poisson summation formula
We return to integrable functions on , rather than periodic functions. The Poisson
summation formula states that, if f : is integrable and

f denotes its Fourier
transform, then under mild conditions on f , we have

n=
f (n) =

n=

f (n). (4)
We will give the proof, and at the same time elucidate what sort of mild conditions
we must impose.
The rst step is to construct from the integrable function f a periodic function F L
1
()
by the formula
F(x) =

n=
f (x +n). (5)
Does this sum make sense? It does, but not necessarily for all x. If write f
n
for the
function on [0, 1] dened by f (x +n), then

f
n

L
1
[0,1]
=
_

| f | < ,
which says that the sum

f
n
is absolutely summable in L
1
[0, 1]. Absolute summability
implies summability, so there does exist an F L
1
[0, 1] such that

n=
f
n
= F
in the sense that the partial sums converge in L
1
norm. It also follows from this that, for
almost all x, the series

f (x +n) is absolutely convergent and converges to F(x).
Having constructed this periodic function F, the key to the Poisson summation formula
is the following simple lemma:
Lemma 7.1. The nth Fourier coecient,

F(n), of the periodic function F is equal to

f (n), where

f is the Fourier transform of f .

11
Proof. Because

N
m=N
f
m
converges to F in L
1
norm on [0, 1], we have

F(n) = lim
N
_
1
0
_
N

m=N
f
m
(x)
_
e
2inx
dx
= lim
N
_
N+1
N
f (x)e
2inx
dx
=
_

f (x)e
2inx
], dx
=

f (n).
We can now understand why the Poisson summation formula (4) might hold. The sum
that appears on the left of (4) is supposed to be F(0): that is, if the sum (5) which
denes F converges at x = 0 to the correct value, then

f (n) = F(0).
On the other hand, because

f (n) =

F(n), the sum on the right of (4) is the Fourier series
of the periodic function F at x = 0. So, if the Fourier series of F converges at x = 0 to the
correct value, then

f (n) =

F(n)
= F(0).
To summarize this, we have (for example), the following sucient conditions (in two
variants) for all this to work. First variant:
Proposition 7.2. The Poisson summation formula (4) holds provided that (a) the sum dening
F in (5) converges at x = 0 to F(0), and (b) the function F(x) satises Dinis criterion at
x = 0.
The second variant uses Corollary 5.5.
Proposition 7.3. The Poisson summation formula (4) holds provided that (a) the sum dening
F in (5) converges to everywhere to a continuous function F, and (b) the sum


f (n) converges
absolutely.
The conditions of the second version of the Proposition hold, for example, if both f
and

f have decay like (1 +|x|)
1
as |x| .
12 8. Two examples of the Poisson summation formula
8. Two examples of the Poisson summation formula
As a rst example of the Poisson summation formula (an example where f is discontin-
uous) take
f (x) =
_
1, |x| 1/4
0, |x| < 1/4,
i.e. the characteristic function of [1/4, 1/4]. (The sum that denes F converges rather
trivially to the periodic function that is 1 on [1/4, 1/4] and 0 elsewhere in its periodic
range.) We certainly have

f (n) = 1.
The Fourier transform of f is the function

f ( ) =
sin(/2)

.
By Dinis criterion, the Fourier series of F converges at x = 0, so we have

f (n) =

f (n),
or in other words
1 =

n=
sin(n/2)
n
(where the term on the right for n = 0 is interpreted using LHpitals rule). Apart from
n = 0, the non-zero contributions come from odd n, and the sum is
1 =
1
2
+2

k=0
(1)
k
(2k +1)
,
i.e.,

4
= 1
1
3
+
1
5

1
7
+ .
This is a series for that can also be deduced from the Taylor series for arctan.
As a second example, we take the Gaussian function, with the variable scaled by R > 0:
f (x) = e
(Rx)
2
.
The Fourier transform is

f ( ) =
1
R
e
(/R)
2
.
13
So the Poisson summation formula gives

e
n
2
R
2
=
1
R

e
n
2
/R
2
.
This formula is more often expressed in terms of t = R
2
:

e
n
2
t
=
1

e
n
2
/t
.
If we dene
(t ) =

e
n
2
t
then the formula reads
(t ) =
1

t
(1/t ).
This is Jacobis identity for the theta function.
We can adapt this example a little. If we apply the summation formula to the function
f (x) = e
(Rx)
2
e
2i ax
,
we obtain

e
n
2
R
2
e
2ina
=
1
R

e
(na)
2
/R
2
.
Writing t = R
2
again and replacing a by x, we have

e
n
2
t
e
2inx
=
1

e
(nx)
2
/t
.
The function H(t, x) that appears on the left of this equality satises the dierential
(4)
H
t
=

2
H
x
2
,
as is easy to see by dierentiating term by term. This equation is the heat equation (though
the factor 4 is not standard). The function H(t, x) is the fundamental solution of the heat
equation in the periodic case. That is, it represents the temperature on a circular wire at
time t, when the heat is initially all concentrated at a single point at x = 0. The function
(t ) represents the temperature at x = 0 as a function of time.