Convergence of Fourier Series — Question 3

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Question 3

You may use the Fourier identity F(x)=π26−π|x|2+x24=∑n=1∞cos⁡nxn2,−π≤x≤π,F(x)=\frac{\pi^2}{6}-\frac{\pi|x|}{2}+\frac{x^2}{4} =\sum_{n=1}^{\infty}\frac{\cos nx}{n^2}, \qquad -\pi\leq x\leq\pi, extended periodically. Let PN=∑n=1Ncos⁡(nx)/n2P_N=\sum_{n=1}^N\cos(nx)/n^2, N≥1N\geq 1.

Tasks

  1. Prove uniform convergence and find the exact value of ∥F−PN∥∞\|F-P_N\|_\infty as a positive numerical series.

  2. Determine all points where this maximum absolute error occurs, modulo 2π2\pi.

  3. Prove strict two-sided bounds using integrals and determine the smallest integer NN for which the uniform error is less than 1/1001/100.

  4. Find the exact squared mean-square error as a series and compare its decay rate with that of the uniform error. Sketch F−P5F-P_5 and its upper and lower uniform-error levels.

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Question 3 – Solution

Strategy. Positive coefficients make the usual triangle bound attain its value at a common phase.

Step 1: Turn the tail estimate into an equality. The Weierstrass test applies because ∑n−2<∞\sum n^{-2}<\infty. Put TN=∑n>Nn−2T_N=\sum_{n>N}n^{-2}. For every xx, |F(x)−PN(x)|≤TN|F(x)-P_N(x)|\leq T_N, while at x=0x=0 every cosine equals one. Hence ∥F−PN∥∞=TN.\boxed{\|F-P_N\|_\infty=T_N.} This is an exact error, not merely a sufficient upper bound.

Step 2: Identify every equality point. For the tail to equal TNT_N, every positive summand must have cos⁡nx=1\cos nx=1. Using two consecutive integers n>Nn>N forces x=0x=0 modulo 2π2\pi. For the tail to equal −TN-T_N, every cos⁡nx\cos nx would have to be −1-1. But then cos⁡(2nx)=1\cos(2nx)=1 for a frequency also in the tail, a contradiction. Thus the maximum absolute error occurs exactly at x=0x=0 modulo 2π2\pi.

Step 3: Certify the minimal truncation. Strict monotonicity of t−2t^{-2} gives 1N+1<TN<1N.\boxed{\frac 1{N+1}<T_N<\frac 1N.} At N=100N=100, TN<1/100T_N<1/100. At N=99N=99, TN>1/100T_N>1/100; monotonicity excludes every smaller NN. Therefore the exact smallest choice is N=100\boxed{N=100}. The two integral bounds straddle the threshold tightly enough to decide it.

Step 4: Compare the two norms. Orthogonality gives ∥F−PN∥22=π∑n>N1n4,π3(N+1)3<∥F−PN∥22<π3N3.\boxed{\|F-P_N\|_2^2=\pi\sum_{n>N}\frac 1{n^4},\qquad \frac{\pi}{3(N+1)^3}<\|F-P_N\|_2^2<\frac{\pi}{3N^3}.} The uniform error is of order N−1N^{-1}, whereas the L2L^2 error is of order N−3/2N^{-3/2} (its square is of order N−3N^{-3}). Distinguish the norm from its square.

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