Chapter2 PDF
Chapter2 PDF
One of the applications of Fourier series is the evaluation of certain infinite sums. For
P∞ 1 P∞ 1
example, 2
, 4
, are computed in Chapter 1 (see for example, Remark 2.4.1).
n=1 n n=1 n
In this chapter, we study several other applications of Fourier series.
positive integers
P∞ 1
The Riemann zeta function is defined by ζ(s) = s
, Re(s) > 1. It is
n=1 n
analytic in the region {s ∈ C : Re(s) > 1}.
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use of Bernoulli numbers and polynomials. These Bernoulli numbers Bn are defined
1 n+1
as follows: We set B0 = 1 and for n ≥ 1, define Bn = − Bk . Bernoulli
n+1 k
polynomials are defined recursively as follows:
B0 (x) = 1,
0
Bn (x) = nBn−1 (x) for n ≥ 1,
and
Z1
Bn (x) dx = 0.
0
0
Let us compute B1 (x). By definition, B1 (x) = 1. On integration, we get B1 (x) =
R1
x + c, where c is a constant. But B1 (x) dx = 0. Hence, c = − 12 . In other words,
0
B1 (x) = x− 12 . Similarly Bn (x) can be calculated for n ≥ 2. The Bernoulli polynomials
satisfy the equation Bn (0) = Bn (1) = Bn ∀ n ≥ 2.
Z1
B
b1 (k) = (x − 12 )e−2πikx dx
0
1
=− k 6= 0,
2πik
and
Z1
B
b1 (0) = (x − 21 ) dx = 0.
0
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Thus the Fourier series of B1 (x) can be written as
X −1
B1 (x) = e2πikx .
k6=0
2πik
Z1
B
bn (k) = Bn (x)e−2πikx dx
0
1 Z1
Bn (x)e−2πikx 1
= + Bn0 (x)e−2πikx dx, k 6= 0
−2πik 0 2πik
0
Z1
1
= nBn−1 (x)e−2πikx dx
2πik
0
n b
= Bn−1 (k) k 6= 0,
2πik
and B
bn (0) = 0. Thus by induction we have
−n! X e2πikx
Bn (x) = .
(2πi)n k6=0 k n
(2n)! X e2πikx
B2n (x) = −
(2π)2n (i)2n k6=0 k 2n
( −1 ∞
)
(−1)n+1 (2n)! X e2πikx X e2πikx
= +
(2π)2n k=−∞
k 2n
k=1
k 2n
( ∞ ∞
)
(−1)n+1 (2n)! X e−2πikx X e2πikx
= + .
(2π)2n k=1
k 2n
k=1
k 2n
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Thus ( ∞
)
(−1)n+1 (2n)! X 1
B2n (x) = · 2cos(2πkx) .
(2π)2n k=1
k 2n
Evaluating at x = 0, we get
∞
(−1)n+1 2(2n)! X 1
B2n (0) = .
(2π)2n k=1
k 2n
(−1)n+1 (2π)2n
ζ(2n) = B2n · .
2(2n)!
Zπ Zπ
2
|f (x) − fb(0)| dx ≤ |f 0 (x)|2 dx.
−π −π
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Proof. Given that f is a continuous and piecewise C1 function on T . We can write
the Fourier series of f as
X
f (x) = fb(0) + fb(n)einx .
n6=0
Zπ
1 2 X 2
f (x) − f (0) dx = f (n) .
b b
2π
−π n6=0
Zπ
1 X
|f 0 (x)|2 dx = n2 |fb(n)|2 . (2.1)
2π n6=0
−π
Now,
Zπ Zπ
1 0 2 1
|f (x)| dx − |f (x) − fb(0)|2 dx
2π 2π
−π −π
X X
= n2 |fb(n)|2 − |fb(n)|2 ,
n6=0 n6=0
X
= (n2 − 1)|fb(n)|2 ≥ 0.
n6=0
This proves Wirtinger’s inequality. Clearly, equality holds if and only if (n2 − 1)
|fb(n)|2 = 0 for all n 6= 0. This means that fb(n) = 0 for all integers |n| ≥ 2. Thus
f (x) = fb(0) + fb(1) eix + fb(−1) e−ix .
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Now, we shall prove the isoperimetric inequality.
Suppose that the boundary curve Γ having length L is parameterized by the arc
length. In other words, the boundary curve Γ : z(s) = x(s) + i y(s) satisfies the
equation
2 2
dx dy
+ = 1.
ds ds
Let
Lθ Lθ
f (θ) = x , g(θ) = y .
2π 2π
2 2
0 2 0 L 0 2 L 0
f (θ) + g (θ) = x (θ) + y (θ)
2π 2π
L2
= 2 x0 (θ)2 + y 0 (θ)2
4π
L2
= 2.
4π
Also note that
Zπ
g 0 (θ) dθ = g(π) − g(−π) = 0.
−π
Zπ Zπ
0
A = Area (Ω) = f (θ)g (θ) dθ = (f (θ) − fb(0))g 0 (θ) dθ
−π −π
π
Z Zπ
1
≤ (f (θ) − fb(0))2 dθ + g 0 (θ)2 dθ
2
−π −π
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π
Z Zπ
1
≤ f 0 (θ)2 dθ + g 0 (θ)2 dθ ,
2
−π −π
Zπ
1
f 0 (θ)2 + g 0 (θ)2 dθ
A≤
2
−π
L2
= ,
4π
Zπ Zπ
α(1) = Re f (θ) e−iθ dθ = f (θ) cos θ dθ = α(−1),
−π −π
and
Zπ Zπ
β(1) = Im f (θ) e−iθ dθ = f (θ) sin θ dθ = −β(−1).
−π −π
Thus f = fb(0) + 2α(1) cos θ − 2β(1) sin θ, and g = c + 2β(1) cos θ + 2α(1) sin θ. Thus
2
L2
f − fb(0) + (g − c)2 = 4[α(1)2 + β(1)2 ]. On the other hand, f 0 (θ)2 + g 0 (θ)2 = 4π 2,
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L2 L2
which leads to 4[α(1)2 + β(1)2 ] = 4π 2
. Thus f − fb(0))2 + (g − c)2 = 4π 2
, showing that
the resulting curve is a circle.
Z1 X
∞
−(x − k)2
fb(n) = exp e−2πinx dx
k=−∞
2t
0
∞ Z1
−(x − k)2
X
= exp e−2πinx dx
k=−∞ 0
2t
∞ −k+1
−x2
X Z
= exp e−2πinx dx
k=−∞ −k
2t
Z∞
−x2
= exp e−2πinx dx
2t
−∞
√ 2 n2 t
= 2πt e−2π .
The last inequality will be proved in Proposition 3.3.2 later. Clearly, fb ∈ l1 (Z). Thus
∞
√ X
exp −2π 2 n2 t e2πinx .
f (x) = 2πt
n=−∞
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t
Letting x = 0, and changing t to 2π
, we get
∞ ∞
√ X −πn2
X
2
t exp (−πn t) = exp .
n=−∞ n=−∞
t
In other words,
1
θ(t) = t− 2 θ 1
t
.
Z1
1 = cn (1 − x2 )n dx
−1
Z1
= 2cn (1 − x2 )n dx
0
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√1
Zn
≥ 2cn (1 − x2 )n dx
0
√1
Zn
≥ 2cn (1 − nx2 ) dx
0
4cn
= √ ,
3 n
3√ √ √
which shows that cn ≤ 4
n < n. Fix δ > 0. Then kn (x) ≤ n(1 − δ 2 )n for
δ ≤ |x| ≤ 1, from which it follows that kn → 0 uniformly in δ ≤ |x| ≤ 1. In order to
prove the theorem, it is enough to assume that [a, b] = [0, 1], as there is a bijection
x−a
x 7→ b−a
between [a, b] and [0, 1]. Further it is enough to prove the theorem for such
function g for which g(0) = g(1) = 0. Assume for a moment that this theorem has
been proved for such functions.
Consider g(x) = f (x) − f (0) − x[f (1) − f (0)], x ∈ [0, 1]. Clearly, g(0) =
g(1) = 0. Thus g can be approximated by a sequence of polynomials which in turn
will approximate f . Thus, we assume that [a, b] = [0, 1] and f (0) = f (1) = 0. We
also define f (x) = 0 for x ∈
/ [0, 1]. Then f is uniformly continuous on R. Define
Z1
Pn (x) = f (x + t)kn (t) dt, x ∈ [0, 1]
−1
Z1−x
= f (x + t)kn (t) dt
−x
Z1
= f (t)kn (t − x) dt
0
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Z1
= f (t)kn (x − t) dt,
−1
as kn (−x) = kn (x). This shows that Pn (x) is indeed a polynomial. By the observation
made above, we conclude that Pn converges to f uniformly on [0, 1]. This proves the
theorem.
π 2 2 4 4 6 6 8 8
= ···
2 1 3 3 5 5 7 7 9
This can be obtained by calculating the Fourier series of the functionf (x) = cos px
on [−π, π], where p is a real number but not an integer. Thus
Zπ
1
fb(n) = cos px e−inx dx
2π
−π
π
Z Zπ
1
= ei(p−n)x dx + e−i(p+n)x dx
4π
−π −π
n
(−1) p
= sin pπ.
π p − n2
2
As fb ∈ l1 (Z) it is clear that the Fourier series of f converges pointwise [−π, π]. Thus
∞
p X (−1)n inx
cos px = sin (pπ) e
π n=−∞
p2 − n2
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" ∞
#
p 1 X (−1)n inx
= sin (pπ) 2 + 2 2 − n2
e
π p n=1
p
Letting x = π, we get,
" ∞
#
p 1 X 1
cos (pπ) = sin (pπ) 2 + 2 .
π p n=1
p2 − n2
In other words,
∞
X 2p 1
= π cot (pπ) − .
n=1
p2 −n 2 p
∞
p2
X sin (pπ)
ln 1 − 2 = ln
n=1
n pπ
In other words, we get,
∞
p2
Y
sin (pπ) = pπ 1− 2 .
n=1
n
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In order to prove this theorem, first we shall prove the following lemma.
Lemma 2.6.2. A sequence of numbers {ξn } in [0, 1) is equidistributed if and only if
N Z 1
1 X
lim f (ξn ) = f (x) dx,
N →∞ N
n=1 0
Z1 Zb
χ[a,b) (x) dx = dx = b − a.
0 a
Further
N
X
χ[a,b) (ξn ) = #{1 ≤ n ≤ N : ξn ∈ [a, b)}.
n=1
Thus
N Z 1
1 X
lim χ[a,b) (ξn ) = χ[a,b) (x) dx,
N →∞ N
n=1 0
this shows that the sequence {ξn } is equidistributed. Conversely, suppose the sequence
{ξn } is equidistributed. Then as shown above
N Z 1
1 X
lim χ[a,b) (ξn ) = χ[a,b) (x) dx.
N →∞ N
N =1 0
But any step function on [0,1] is a linear combination of functions of the form χ[a,b) .
Hence, the result follows for every step function. If f ∈ L1 ([0, 1]), then given > 0
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there exist step functions s and t such that s ≤ f ≤ t and
Z1
(t(x) − s(x)) dx < .
0
Since the lemma holds for s,
N Z 1 Z 1
1 X
lim s(ξn ) = s(x) dx ≤ + f (x) dx.
N →∞ N
n=1 0 0
N Z 1
1 X
t(ξn ) ≤ 2 + f (x) dx.
N n=1
0
But
N N Z 1
1 X 1 X
f (ξn ) ≤ t(ξn ) ≤ 2 + f (x) dx.
N n=1 N n=1
0
1 PN R1
Similarly, we can show that f (ξn ) ≥ f (x) dx − 2. Thus, for all N ≥ N0 , we
N n=1 0
get,
XN Z1
1
N f (ξn ) − f (x) dx < 2,
n=1
0
N
1 X 2πikξn
lim e = 0, (2.2)
N →∞ N
n=1
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for each non zero integer k, by using lemma. Conversely, suppose (2.2) holds for
k 6= 0. Since any trigonometric polynomial f is a linear combination of functions of
the form e2πikx , we can conclude by linearity that
N Z 1
1 X
lim f (ξn ) = f (x) dx.
N →∞ N
n=1 0
2.7 Exercises
In the following problems, ]x[ denotes the fractional part of x ∈ R.
1
2.7.1. Show that { ]n 2 [ : n = 1, 2, 3, . . .} is equidistributed in [0, 1).
√
n
1+ 3
2.7.2. Verify whether 2
: n = 1, 2, 3, . . . is equidistributed in [0, 1] or
not.
R1
2.7.3. Let f be a continuous function on [0, 1]. Suppose f (x) xn dx = 0, n =
0
1, 2, 3, . . . . Using Weierstrass theorem, show that f is identically zero on [0,1].
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