Refers to Fourier Analysis by Stein

# Convolutions

The motivation of convolutions is below

Fact 2.3.1 Note that

SN(f)(x)=(fDN)(x)S_N(f)(x)=(f*D_N)(x)


Definition 2.3.2 Suppose that f,gR(S1)f,g\in \mathcal R(S^1), we define their convolutions fgf*g by

(fg)(x)=12πππf(t)g(xt)dt(f*g)(x)=\dfrac1{2\pi}\int^\pi_{-\pi}f(t)g(x-t)\mathrm dt

Loosely speaking, convolutions correspond to weighted averages.

Property 2.3.3 Suppose that f,g,hR(S1)f,g,h\in \mathcal R(S^1),then

  1. f(g+h)=(fg)+(fh)f*(g+h)=(f*g)+(f*h)
  2. (cf)g=c(fg)=f(cg),cC(cf)*g=c(f*g)=f*(cg),\forall c\in\mathbb C
  3. fg=gff*g=g*f
  4. (fg)h=f(gh)(f*g)*h=f*(g*h)
  5. fgf*g is continuous
  6. fg^(n)=f^(n)g^(n)\widehat{f*g}(n)=\hat f(n)\hat g(n)

From 5 we see that the fgf*g is more regular than f,gf,g

Proof

Tips: Approximation, Uniformly continuous, Interpolation

Note that

Lemma 2.3.4 Suppose fR(S1)f\in \mathcal R(S^1) and f<B|f|<B, then exists {fkC(S1)}\{f_k\in C(S^1)\} so that

supx[π,π]fk(x)B,k\sup_{x\in[-\pi,\pi]}|f_k(x)|\leq B, \ \forall k

and

ππf(x)fk(x)dx0,ask\int^\pi_{-\pi}|f(x)-f_k(x)|\mathrm dx\to 0, \text{ as } k\to\infty

then the rest is obvious.

# Good kernels

The motivation of good kernels is below

Fact 2.4.1 We use the family of trigonometric polynomials below to proof Theorem 2.2.1

Gk=(cosθ+ϵ)kG_k=(\cos\theta +\epsilon)^k

as a result, we can isolate the behavior of ff at the origin.


Definition 2.4.2 A fmaily of kernels {Kn(x)R(S1)}n=1\{K_n(x)\in \mathcal R(S^1)\}^\infty_{n=1} is said to be a family of good kernels if it satisfies the following properties

  1. For all n1n\geq 1,

12πππKn(x)dx=1\dfrac 1{2\pi}\displaystyle\int^\pi_{-\pi}K_n(x)\mathrm dx=1

  1. There exists M>0M>0 such that for all n1n\geq 1

ππKn(x)dxM\int ^\pi_{-\pi}|K_n(x)|\mathrm dx\leq M

  1. For every δ>0\delta >0,

δxπKn(x)dx0,asn\int_{\delta\leq |x|\leq \pi}|K_n(x)|\mathrm dx\to 0,\text{ as } n\to \infty

The importance of good kernels is highlighted by their use in connection with convolutions.

Theorem 2.4.3 Let {Kn}n=1\{K_n\}^\infty_{n=1} be a family of good kernels ,and fR(S1)f\in\mathcal R(S^1). Then

(fKn)(x)f(x),asn(f*K_n)(x)\to f(x),\text{ as }n\to \infty

whenver ff is continuous at xx. Espeicially if fC(S1)f\in C(S^1), then

(fKn)(x)f(x),asn(f*K_n)(x)\rightrightarrows f(x),\text{ as }n\to\infty

Proof

Tips: Interpolation

Because of the result, the family {Kn}\{K_n\} is referred to as an approximation to the identity

It is natural now for us to ask whether DND_N is a good kernel. Unfortunately, this is not the case, for

Fact 2.4.4 Note that

ππDN(x)dxclnN,asn\int^\pi_{-\pi}|D_N(x)|\mathrm dx\geq c\ln N,\text{ as }n\to\infty

Proof

Considering that

SN(f)(x)=(fDN)(x)S_N(f)(x)=(f*D_N)(x)

the conclusion suggests that the pointwise convergence of Fourier series is intricate, and may even fail at points of continuity.

# Cesàro and Abel summability

The motivation of Cesàro and Abel summability is upon. Since a Fourier series may fail to converge at individual points, we are led to try overcome this failure by interpreting the limit

limNSN(f)=f\lim_{N\to\infty}S_N(f)=f

in a different sense.


# Cesàro means and summation

Definition 2.5.1 Let σN\sigma_N be

σN=S0+...+SN1N\sigma_N=\dfrac{S_0+...+S_{N-1}}{N}

the quantity σN\sigma_N is called the NthN^{th} Cesàro mean of the sequence {Sk}\{S_k\} or the NthN^{th} Cesàro sum of the series k=0ck\displaystyle \sum^{\infty }_{k=0}c_k, and if

σNσ,asN\sigma_N\to\sigma,\text{ as }N\to\infty

we say that the series ck\displaystyle \sum c_k is Cesàro summable to σ\sigma.

And Cesàro summation is more inclusive than convergence.

Property 2.5.2 If a series is convergent to ss, then it is Cesàro summable to ss, but the converse doesn't work.

Though Dirichlet kernels fail to belong to the family of good kernels, their averages do form.

We form NthN^{th} Cesàro mean of the Fourier series, which by definition is

σN(f)(x)=S0(f)(x)+...+SN1(f)(x)N\sigma_N(f)(x)=\dfrac{S_0(f)(x)+...+S_{N-1}(f)(x)}{N}

# Fejér kernel

Definition 2.5.3 The NthN^{th} Fejér kernel is given by

FN(x)=D0(x)+...+DN1(x)N=1Nsin2(Nx/2)sin2(x/2)F_N(x)=\dfrac{D_0(x)+...+D_{N-1}(x)}{N}=\dfrac 1N\dfrac {\sin^2(Nx/2)}{\sin^2(x/2)}

The closed form is easy to calculate. And we have such observation that

Property 2.5.4 Note that

σN(f)(x)=(fFN)(x)\sigma_N(f)(x)=(f*F_N)(x)

Property 2.5.5 The Fejér kernel is a good kernel.

Now applying Theorem 2.4.3 to Fejér kernel yields the following result

Theorem 2.5.6 If fR(S1)f\in \mathcal R(S^1), then

σN(f)f,asN\sigma_N(f)\to f,\text{ as } N\to\infty

at every point of continuity of ff. Moreover, if fC(S1)f\in C(S^1), then

σN(f)f,asN\sigma_N(f)\rightrightarrows f,\text{ as }N\to\infty

Corollary 2.5.7 If fC(S1)f\in C(S^1), then it can be uniformly approximated by trigonometric polynomials.

Corollary 2.5.7 is the periodic analogue of the Weierstrass approximation theorem for polynomials.

# Abel means and summation

Definition 2.5.8 A series of complex numbers k=0ck\displaystyle \sum^\infty_{k=0}c_k is said to be Abel summable to ss if the series

A(r)=k=0ckck,r[0,1)A(r)=\sum^\infty_{k=0}c_kc^k,\ \forall r\in [0,1)

converges, and

A(r)s,r1A(r)\to s,\ r\to 1^-

The quantities A(r)A(r) are call the Able means of the series.

Property 2.5.9 If a series is convergent to ss, then it is Abel summable to ss, but the converse doesn't work. Moreover, when the series is Cesàro summable, it is always Abel summable to the same sum, but the converse doesn't work.

Loosely, we have the graph to show the connection between these kinds of summation

SS(C)S(A)S\subset S(C)\subset S(A)

Example

k=0(1)k(k+1)\sum ^\infty_{k=0}(-1)^k(k+1)

is Abel summable but not Cesàro summable.

# Poisson kernel

Definition 2.5.10 If fR(S1)f\in\mathcal R(S^1), we define the Able means of the function f(θ)f(\theta)

Ar(f)(θ)=n=rnaneinθA_r(f)(\theta)=\sum^\infty_{n=-\infty}r^{|n|}a_ne^{in\theta}

It is to adapt Abel summability to the context of Fourier series.

f(θ)n=aneinθf(\theta)\sim \displaystyle \sum^\infty_{n=-\infty}a_ne^{in\theta}

And it's easy to tell that Ar(f)A_r(f) converges absolutely and uniformly for each 0r<10\leq r<1.

Definition 2.5.11 For 0r<10\leq r<1, Poisson kernel is given by

Pr(θ)=n=rneinθP_r(\theta)=\sum^\infty_{n=-\infty}r^{|n|}e^{in\theta}

Property 2.5.11 Note that

Ar(f)(θ)=(fPr)(θ)A_r(f)(\theta)=(f*P_r)(\theta)

Lemma 2.5.12 If 0r<10\leq r<1, then

Pr(θ)=1r212rcosθ+r2P_r(\theta)=\dfrac{1-r^2}{1-2r\cos \theta+r^2}

Property 2.5.13 Poisson kernel is a good kernel, as r1r\to 1^-.

Remark

In this case, the family of kernels is indexed by a continuous parameter 0r<10\leq r<1, rather than the discrete nn considered previously. In the definition of good kernels, we simply replace nn by rr and take the limit in property 3 appropriately, for example r1r\to 1^- in this case.

Proof

Note that

cosθ=cos2tsin2t,1=cos2t+sin2t\cos \theta =\cos^2t-\sin^2t,\ 1=\cos ^2t+\sin^2t

wherer θ=2t\theta=2t.

Now applying Theorem 2.4.3 to Fejér kernel yields the following result

Theorem 2.5.14 If fR(S1)f\in \mathcal R(S^1), then

Ar(f)f,asr1A_r(f)\to f,\text{ as } r\to1^-

at every point of continuity of ff. Moreover, if fC(S1)f\in C(S^1), then

Ar(f)f,asr1A_r(f)\rightrightarrows f,\text{ as }r\to1^-