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Sergio Castro
Denition
A complex Fourier series is a two-tailed series of the form
(1)
A complex Fourier series is a case of a Laurent series expansion. From the Laurent Decomposition theorem, we know that for 0 < + a function f (z) analytic on < |z z0 | < can be decomposed to
f (z) = f0 (z) + f1 (z)
where f (z) is analytic for |z z0 | < and f1 (z) is analytic for |z z0 | > and . Expressing f0 (z)+f1 (z) as a two-tailed series we write the Laurent Expansion
f (z) =
k=
ak (z z0 )k
which converges absolutely and converges uniformly for r |z z0 | s (where < r < s < ). Expressing z in terms of , we write the Laurent Expansion on the circle |z| = r as
z = rei
f (z) = f (re ) =
k=
ak rk eik .
Set ck = ak rk and we have the Fourier series expansion (1) associated with f (rei ), a function of . The Fourier coecients of our Fourier expansion are ck = ak rk for < k < . To nd the set of ck , suppose we have a function f (ei ) such that
f (e ) =
k=
cj eij .
To isolate cj , we make our term in the series equal to one by multiplying d by eik and integrating with respect to 2
eij eik =
j=
eij eik
1 d = 2 2
ei(jk) d =
1 if j = k 0 if j = k
f (re )e
ik d
=
j=
cj
eij eik
d = ck 2
Thus, the Fourier coecients of any piecewise continuous function f (ei ) are
ck =
f (ei )eik
d 2
(2)
Example.
We now show that a Fourier series decomposes functions into a sum of simple oscillating functions (sines and cosines). Let's nd a Fourier series for 1 if < < 0 f (ei ) = 1 if 0 < <
0
eik
d + 2
eik
0
d 1 = (1 (1)k ) = 2 ik
0
2 ik
if k is even if k is odd
Using Euler's formula, we can see that the cosine terms of every k and k pair cancel out leaving only the sum of sines
= 1 1 4 (sin + sin 3) + sin 5 + . . . ). 3 5
We will now use the following theorem in the proof for the convergence of the Fourier series from this example.
Bessel's Inequality.
ck e
ik
, then
|ck |2
k=
|f (ei )|2
d 2
Theorem.
Suppose f (ei ) is piecewise continuous with the Fourier series ck eik . If f (ei ) is dierentiable at 0 , then the Fourier series of f (ei converges to f (ei0 ) at = 0 ,
n
f (e ) =
k=
i0
ck e
ik0
= lim
m,n
ck eik0
k=m
Proof.
We begin by proving the theorem for 0 = 0 and ei0 = 1. We want to show that f (ei ) converges to f (1) at = 0. We dene
f (ei ) f (1) g(e ) = (ei 1)
i
(3)
and assume f (ei ) is dierentiable at = 0. This implies that lim g(ei ) 0 exists and that g(ei ) is piecewise continuous. Let's nd the the Fourier coecients, bk , associated with bk eik for g(ei ). Bessel's Inequality tells us that bk 0 as k , so we can compute ck from bk . From (3) we get
f (ei ) = g(ei )(ei 1) + f (1) so d i i ik d ck = g(e )(e 1)e + f (1) eik 2 2
ck = f (1) +
k=m k=m
which tends to f(1) as m, n . This proves that the series converges for = 0. For = 0, we dene
h(ei ) = f (ei(+0 ) ) associated with ak eik
ak =
f (e
i(+0 )
)e
ik d
dg = ck eik0 2 ak .
ak eik0 =