Fourier Cosine Series — Question 6

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Question 6

Let f=1f=1 on [0,π/2)[0,\pi/2), f(π/2)=1/2f(\pi/2)=1/2, and f=0f=0 on (π/2,π](\pi/2,\pi]. Write CN=a0/2+∑n=1Nancos⁡nxC_N=a_0/2+\sum_{n=1}^Na_n\cos nx, including C0=a0/2C_0=a_0/2, and define σN=1N+1∑j=0NCj.\sigma_N=\frac 1{N+1}\sum_{j=0}^N C_j. Let FF be the even 2π2\pi-periodic extension. The ordinary Fourier convergence theorem may be used for this piecewise constant function.

Tasks

  1. Compute the mean and coefficients. Show that C1C_1 becomes negative although the target is nonnegative.

  2. Derive the coefficient weights in σN\sigma_N. Expand KN(t)=(N+1)−1|∑j=0Neijt|2K_N(t)=(N+1)^{-1}|\sum_{j=0}^Ne^{ijt}|^2 and prove nonnegativity and integral 2π2\pi over one period.

  3. Verify σN(x)=(2π)−1∫−ππF(x−t)KN(t)dt\sigma_N(x)=(2\pi)^{-1}\int_{-\pi}^{\pi}F(x-t)K_N(t)dt, then prove 0≤σN≤10\leq\sigma_N\leq 1 everywhere.

  4. Determine all limits of σN\sigma_N on [0,π][0,\pi] by averaging convergent sequences of partial sums. Sketch C9,σ9C_9,\sigma_9 and the target, and explain the tradeoff made by averaging.

Original worksheet page 1: question and worked solution for 8-5-006
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Question 6 – Solution

Strategy. Use an average with a nonnegative kernel and unit total mass to preserve the range of the data.

Step 1: Exhibit a negative partial sum. The mean is 1/21/2 and an=2sin⁡(nπ/2)/(πn)\boxed{a_n=2\sin(n\pi/2)/(\pi n)}. Thus C1=1/2+(2/π)cos⁡xC_1=1/2+(2/\pi)\cos x has minimum 1/2−2/π<0\boxed{1/2-2/\pi<0} at π\pi, despite 0≤f≤10\leq f\leq 1.

Step 2: Compute the weights and kernel. Mode nn appears in N+1−nN+1-n of the partial sums, giving σN=12+∑n=1N(1−nN+1)ancos⁡nx.\sigma_N=\frac 12+\sum_{n=1}^N\left(1-\frac n{N+1}\right)a_n\cos nx. Counting pairs with index difference nn in the squared modulus gives KN=1+2∑n=1N(1−n/(N+1))cos⁡ntK_N=1+2\sum_{n=1}^N(1-n/(N+1))\cos nt. The squared-modulus definition proves KN≥0K_N\geq 0, and integrating the finite expansion gives ∫−ππKN=2π\int_{-\pi}^{\pi}K_N=2\pi.

Step 3: Prove preservation of the range. Insert the finite kernel expansion into the convolution. The average integral of F(x−t)cos⁡ntF(x-t)\cos nt is ancos⁡nx/2a_n\cos nx/2; after shifting variables, its sine component vanishes by evenness of FF. The constant term gives mean 1/21/2. This proves the formula. Because 0≤F≤10\leq F\leq 1 and the kernel is nonnegative with mass 2π2\pi, 0≤σN(x)≤1.\boxed{0\leq\sigma_N(x)\leq 1.}

Step 4: Identify the limits and tradeoff. Ordinary partial sums tend to one left of the jump, zero right of it, and 1/21/2 at the jump. The extension is continuous at zero and π\pi, with values one and zero. Arithmetic means of a convergent sequence have the same limit, so σN\sigma_N has exactly these limits. Averaging damps the higher modes and prevents overshoot, but spreads the finite transition instead of fitting the edge as sharply.

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Original worksheet page 2: question and worked solution for 8-5-006

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