傅里叶分析导论学习笔记（一）

傅里叶级数的基本性质

1.卷积

f,g integrable on R ,2π-periodic, their convolution f*g on [-π,π] is defined by

$(f*g)(x) = \frac{1}{2π}\int ^{\pi}_{-\pi}f(y)g(x-y) {\rm d}y$

2.傅里叶系数

$a_n=\frac{1}{L}\int^{L}_0f(x)e^{-2\pi inx/L} {\rm d}x$ , $n\in \mathbb{Z}$

3.黎曼可积的定义

$\forall \epsilon>0$,there exists a division such that $U-L<\epsilon$

while $U=\sum _{\lambda} supf(x)\Delta x_i$

$L=\sum _{\lambda} inff(x)\Delta x_i$

an example of a Riemann integrable function which has infinitely many discontinuities

$$f(x)=\begin{cases} 1 & {\frac {1}{n+1}}<x\leq \frac{1}{n},n为奇数 \\ 0 & {\frac {1}{n+1}}<x\leq \frac{1}{n},n为偶数 \\ 0 & x=0 \end{cases}$$

4.circle function

$f(x)$ is $2\pi$ periodic or $f(x)$ def in $2\pi$ interval and has same value at its endpoints.

if $f(\theta) = F(e^{i\theta})$ then f and F has same smoothness properties.

5.傅里叶级数

$a_n = \hat {f}(n)=\frac{1}{L}\int^{b}_{a}f(x)e^{-2\pi inx/L} {\rm d}x$,$b-a=L$

$f(x)$~$\sum _{n=-\infty}^{\infty}a_ne^{2\pi inx/L}$

partial sum

$S_N(f)(x)=\sum _{n=-N}^{N}a_ne^{2\pi inx/L}$

6.kernel

Dirichlet kernel

$D_N(x)=\sum _{n=-N}^{N}e^{inx}$

$D_N(x)=\frac{sin[(N+\frac{1}{2})x]}{sin\frac{x}{2}}$

Poisson kernel

$p_r(\theta)=\sum _{n=-\infty}^{\infty}r^{|n|}e^{in\theta}$

$p_r(\theta)=\frac{1-r^2}{1-2rcos\theta +r^2}$

twice continuously differentiable $\Rightarrow$ Fourier Series uniformly converge to function itself