Section 11B

Fourier Series and LpL^{p} of Unit Circle

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Problem 11B.1

Show that the family {ek}k∈Z\left\{ e_{k}\right\}_{k \in \mathbf{Z}} of trigonometric functions defined by 11.1 is an orthonormal basis of L2((−π,π])L^{2}((-\pi , \pi ]).

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Problem 11B.2

Use the result of Exercise 12(a) in Section 11A to show that

1+132+152+172+⋯=π28 1+\frac{1}{3^{2}}+\frac{1}{5^{2}}+\frac{1}{7^{2}}+\cdots = \frac{\pi ^{2}}{8}
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Problem 11B.3

Use techniques similar to Example 11.32 to evaluate ∑n=1∞1n4\sum_{n = 1}^{\infty } \frac{1}{n^{4}}.

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Remark.
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If you feel industrious, you may also want to evaluate ∑n=1∞1/n6\sum_{n = 1}^{\infty } 1 / n^{6}. Similar techniques work to evaluate ∑n=1∞1/nk\sum_{n = 1}^{\infty } 1 / n^{k} for each positive even integer kk. You can become famous if you figure out how to evaluate ∑n=1∞1/n3\sum_{n = 1}^{\infty } 1 / n^{3}, which currently is an open question.

Problem 11B.4

Suppose f,g:∂D→Cf, g: \partial \mathbf{D} \rightarrow \mathbb {C} are measurable functions. Prove that the function (w,z)↦f(w)g(zw‾)(w, z) \mapsto f(w) g(z \overline{w}) is a measurable function from ∂D×∂D\partial \mathbf{D} \times \partial \mathbf{D} to C\mathbb {C}.

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Remark.
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Here the σ\sigma-algebra on ∂D×∂D\partial \mathbf{D} \times \partial \mathbf{D} is the usual product σ\sigma-algebra as defined in 5.2.

Problem 11B.5

Where does the proof of 11.42 fail when p=∞p = \infty?

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Problem 11B.6

Suppose f∈L1(∂D)f \in L^{1}(\partial \mathbf{D}). Prove that ff is real valued (almost everywhere) if and only if f^(−n)=f^(n)\widehat{f}(-n) = \widehat{f}(n) for every n∈Zn \in \mathbf{Z}.

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Problem 11B.7

Suppose f∈L1(∂D)f \in L^{1}(\partial \mathbf{D}). Show that f∈L2(∂D)f \in L^{2}(\partial \mathbf{D}) if and only if ∑n=−∞∞∣f^(n)∣2<∞\sum_{n = -\infty }^{\infty }\left|\widehat{f}(n)\right|^{2} < \infty.

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Problem 11B.8

Suppose f∈L2(∂D)f \in L^{2}(\partial \mathbf{D}). Prove that ∣f(z)∣=1\left|f(z)\right| = 1 for almost every z∈∂Dz \in \partial \mathbf{D} if and only if

∑k=−∞∞f^(k)f^(k−n)‾={1 if n=00 if n≠0 \sum _{k = -\infty }^{\infty } \widehat{f}(k) \overline{\widehat{f}(k-n)} = \begin{cases} 1 & \text{ if } n = 0 \\ 0 & \text{ if } n \neq 0\end{cases}

for all n∈Zn \in \mathbf{Z}.

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Problem 11B.9

For this exercise, for each r∈[0,1)r \in [0,1) think of Pr\mathcal{P}_{r} as an operator on L2(∂D)L^{2}(\partial \mathbf{D}).

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(a)

Show that Pr\mathcal{P}_{r} is a self-adjoint compact operator for each r∈[0,1)r \in [0,1).

(b)

For each r∈[0,1)r \in [0,1), find all eigenvalues and eigenvectors of Pr\mathcal{P}_{r}.

(c)

Prove or disprove: lim⁡r↑1∥I−P∥r=0\lim_{r \uparrow 1}\left\| I-\mathcal{P}\right\|_{r} = 0.

Problem 11B.10

Suppose f∈L1(∂D)f \in L^{1}(\partial \mathbf{D}). Define T:L2(∂D)→L2(∂D)T: L^{2}(\partial \mathbf{D}) \rightarrow L^{2}(\partial \mathbf{D}) by Tg=f∗gT g = f * g.

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(a)

Show that TT is a compact operator on L2(∂D)L^{2}(\partial \mathbf{D}).

(b)

Prove that TT is injective if and only if f^(n)≠0\widehat{f}(n) \neq 0 for every n∈Zn \in \mathbf{Z}.

(c)

Find a formula for T∗T^{*}.

(d)

Prove: TT is self-adjoint if and only if all Fourier coefficients of ff are real.

(e)

Show that TT is a normal operator.

Problem 11B.11

Show that if f,g∈L1(∂D)f, g \in L^{1}(\partial \mathbf{D}) then

(f∗g)∼(t)=12π∫−ππf~(x)g~(t−x)dx (f * g)^{\sim }(t) = \frac{1}{2 \pi } \int _{-\pi }^{\pi } \widetilde{f}(x) \widetilde{g}(t-x) d x

for those t∈Rt \in \mathbb {R} such that (f∗g)(eit)(f * g)\left(e^{i t}\right) makes sense; here (f∗g)∼,f~(f * g)^{\sim }, \widetilde{f}, and g~\widetilde{g} denote the transfers to the real line as defined in 11.24.

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Problem 11B.12

Suppose 1≤p≤∞1 \leq p \leq \infty. Prove that if f∈Lp(∂D)f \in L^{p}(\partial \mathbf{D}) and g∈Lp′(∂D)g \in L^{p^{\prime }}(\partial \mathbf{D}), then f∗gf * g is a continuous function on ∂D\partial \mathbf{D}.

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Problem 11B.13

Suppose g∈L1(∂D)g \in L^{1}(\partial \mathbf{D}) is such that g^(n)≠0\widehat{g}(n) \neq 0 for infinitely many n∈Zn \in \mathbf{Z}. Prove that if f∈L1(∂D)f \in L^{1}(\partial \mathbf{D}), then f∗g≠gf * g \neq g.

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Problem 11B.14

Show that there exists a two-sided sequence …,b−2,b−1,b0,b1,b2,…\ldots , b_{-2}, b_{-1}, b_{0}, b_{1}, b_{2}, \ldots such that lim⁡n→±∞bn=0\lim_{n \rightarrow \pm \infty } b_{n} = 0 but there does not exist f∈L1(∂D)f \in L^{1}(\partial \mathbf{D}) with f^(n)=bn\widehat{f}(n) = b_{n} for all n∈Zn \in \mathbf{Z}.

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Problem 11B.15

Prove that if f,g∈L2(∂D)f, g \in L^{2}(\partial \mathbf{D}), then

fg^(n)=∑k=−∞∞f^(k)g^(n−k) \widehat{f g}(n) = \sum _{k = -\infty }^{\infty } \widehat{f}(k) \widehat{g}(n-k)

for every n∈Zn \in \mathbf{Z}.

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Problem 11B.16

Suppose f∈L1(∂D)f \in L^{1}(\partial \mathbf{D}). Prove that Pr(Psf)=Prsf\mathcal{P}_{r}\left(\mathcal{P}_{s} f\right) = \mathcal{P}_{r s} f for all r,s∈[0,1)r, s \in [0,1).

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Problem 11B.17

Suppose p∈[1,∞]p \in [1, \infty ] and f∈Lp(∂D)f \in L^{p}(\partial \mathbf{D}). Prove that if 0≤r<s<10 \leq r < s < 1, then

∥Prf∥p≤∥Psf∥p \left\| \mathcal{P}_r f\right\| _{p} \leq \left\| \mathcal{P}_s f\right\| _{p}
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Problem 11B.18

Prove Wirtinger's inequality: If f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} is a continuously differentiable 2π2 \pi-periodic function and ∫−ππf(t)dt=0\int_{-\pi }^{\pi } f(t) d t = 0, then

∫−ππ(f(t))2dt≤∫−ππ(f′(t))2dt \int _{-\pi }^{\pi }(f(t))^{2} d t \leq \int _{-\pi }^{\pi }\left(f^{\prime }(t)\right)^{2} d t

with equality if and only if f(t)=asin⁡(t)+bcos⁡(t)f(t) = a \sin (t)+b \cos (t) for some constants a,ba, b.

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