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Lecture

Convergence of Fourier Series

Description

This lecture covers the convergence of Fourier series in L² space, focusing on trigonometric polynomials and the Weierstrass approximation theorem. The instructor explains the Fourier inversion formula, Plancherel formula, and the properties of trigonometric polynomials. The lecture concludes with the proof of the convergence theorem and the approximation of functions in L² space.

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Instructor

Maria Colombo

Official source

Ontological neighbourhood

Information engineering

Signal processing: Fourier analysis

Related concepts (32)

Fourier transform

In physics and mathematics, the Fourier transform (FT) is a transform that converts a function into a form that describes the frequencies present in the original function. The output of the transform is a complex-valued function of frequency. The term Fourier transform refers to both this complex-valued function and the mathematical operation. When a distinction needs to be made the Fourier transform is sometimes called the frequency domain representation of the original function.

Hilbert space

In mathematics, Hilbert spaces (named after David Hilbert) allow the methods of linear algebra and calculus to be generalized from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise naturally and frequently in mathematics and physics, typically as function spaces. Formally, a Hilbert space is a vector space equipped with an inner product that induces a distance function for which the space is a complete metric space.

Plancherel theorem

In mathematics, the Plancherel theorem (sometimes called the Parseval–Plancherel identity) is a result in harmonic analysis, proven by Michel Plancherel in 1910. It states that the integral of a function's squared modulus is equal to the integral of the squared modulus of its frequency spectrum. That is, if is a function on the real line, and is its frequency spectrum, then A more precise formulation is that if a function is in both Lp spaces and , then its Fourier transform is in , and the Fourier transform map is an isometry with respect to the L2 norm.

Fourier series

A Fourier series (ˈfʊrieɪ,_-iər) is an expansion of a periodic function into a sum of trigonometric functions. The Fourier series is an example of a trigonometric series, but not all trigonometric series are Fourier series. By expressing a function as a sum of sines and cosines, many problems involving the function become easier to analyze because trigonometric functions are well understood. For example, Fourier series were first used by Joseph Fourier to find solutions to the heat equation.

Chebyshev polynomials

The Chebyshev polynomials are two sequences of polynomials related to the cosine and sine functions, notated as and . They can be defined in several equivalent ways, one of which starts with trigonometric functions: The Chebyshev polynomials of the first kind are defined by Similarly, the Chebyshev polynomials of the second kind are defined by That these expressions define polynomials in may not be obvious at first sight, but follows by rewriting and using de Moivre's formula or by using the angle sum formulas for and repeatedly.

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