Fourier Series — Question 1

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Question 1

Let f(x)=x+x2f(x)=x+x^2 for −π<x<π-\pi<x<\pi, extend with period 2π2\pi, and assign f(π+2kπ)=π2f(\pi+2k\pi)=\pi^2. Use SN=a02+∑n=1N(ancos⁡nx+bnsin⁡nx),(an,bn)=1π∫−ππf(x)(cos⁡nx,sin⁡nx)dx.S_N=\frac{a_0}{2}+\sum_{n=1}^N(a_n\cos nx+b_n\sin nx),\qquad (a_n,b_n)=\frac 1\pi\int_{-\pi}^{\pi}f(x)(\cos nx,\sin nx)\,dx. For piecewise smooth periodic functions, the Fourier series converges to the average of the one-sided limits.

Tasks

  1. Separate the even and odd contributions and derive all coefficients, including a0a_0.

  2. Determine the sum at every point, explaining why the two endpoint limits differ despite periodicity. Sketch ff and S8S_8 on one period.

  3. Find the best approximation to ff in span⁡{1,cos⁡x,sin⁡x}\operatorname{span}\{1,\cos x,\sin x\} for squared integral error. Prove optimality and uniqueness.

  4. Compute that minimum error exactly by orthogonality and direct integration. Explain why changing the assigned endpoint value would not change this approximation.

Original worksheet page 1: question and worked solution for 8-6-001
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Question 1 – Solution

Strategy. Use parity to separate coefficients, then use orthogonal projection to measure the combined approximation.

Step 1: Separate the two symmetries. The even part is x2x^2 and the odd part is xx. Odd integrands give zero in the cross terms. Integration by parts gives a0=2π23,an=4(−1)nn2,bn=2(−1)n+1n.\boxed{a_0=\frac{2\pi^2}{3},\qquad a_n=\frac{4(-1)^n}{n^2},\qquad b_n=\frac{2(-1)^{n+1}}n.} For example, ∫0πxsin⁡nx=−π(−1)n/n\int_0^\pi x\sin nx=-\pi(-1)^n/n and ∫0πx2cos⁡nx=2π(−1)n/n2\int_0^\pi x^2\cos nx=2\pi(-1)^n/n^2.

Step 2: Identify the periodic join. Inside the base interval the sum is x+x2x+x^2. At the join, the left limit is π2+π\pi^2+\pi and the right limit is π2−π\pi^2-\pi, so the sum is π2\pi^2. Periodicity identifies the location of the join, not its two one-sided limits. The assigned value equals this average; the target still has a jump.

Step 3: Prove the projection claim. Orthogonality gives p(x)=π2/3−4cos⁡x+2sin⁡x.\boxed{p(x)=\pi^2/3-4\cos x+2\sin x.} The residual f−pf-p is orthogonal to the three basis functions. For any other q=A+Bcos⁡x+Csin⁡xq=A+B\cos x+C\sin x, ∥f−q∥22=∥f−p∥22+2π(A−π2/3)2+π(B+4)2+π(C−2)2.\|f-q\|_2^2=\|f-p\|_2^2+ 2\pi(A-\pi^2/3)^2+\pi(B+4)^2+\pi(C-2)^2. Thus pp is the unique minimizer in this span.

Step 4: Compute the error independently. The odd cross term integrates to zero, giving ∥f∥22=2π5/5+2π3/3\|f\|_2^2=2\pi^5/5+2\pi^3/3, while ∥p∥22=2π5/9+20π\|p\|_2^2=2\pi^5/9+20\pi. Consequently min⁡∥f−q∥22=8π545+2π33−20π.\boxed{\min\|f-q\|_2^2=\frac{8\pi^5}{45}+\frac{2\pi^3}{3}-20\pi.} Changing isolated endpoint values changes neither integrals nor coefficients. It may change whether the assigned values equal the series sums.

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Original worksheet page 2: question and worked solution for 8-6-001

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