Partial Differential Equations: Exercises

09 Differentiation and integration of Fourier series

Exercise 1: Integrating a Fourier series

This exercise once again makes use of the table of Fourier series.

We saw in class that

\[ \theta = 2 \sum_{n=1}^{\infty} \frac{(-1)^{n+1}}{n} \sin{n\theta} \]

for all \(\theta \in (-\pi, \pi)\).

  1. Use this equation, along with the Integration Theorem, to derive the result in entry 16 of the table.

Then, starting from entry 16 of the table, make use of the Integration Theorem to show that:

  1. \(\theta^3 - \pi^2 \theta = 12 \sum_{n=1}^{\infty} \frac{(-1)^{n}}{n^3} \sin{n\theta}\)

  2. \(\theta^4 - 2\pi^2 \theta^2 = 48 \sum_{n=1}^{\infty} \frac{(-1)^{n+1}}{n^4} \cos{n\theta}\)

  3. \(\sum_{n=1}^\infty \frac{1}{n^4} = \frac{\pi^4}{90}\)

Coming soon!

Exercise 2: Differentiating a Fourier series

When is term-by-term differentiation of a Fourier series valid? This exercise explores this question in a specific case.

Consider the \(2\pi\)-periodic extension \(f\) of the function with \(f(\theta) = e^\theta\) for \(\theta \in (-\pi, \pi]\). This function is piecewise smooth, so we know that

\[ f(\theta) = \sum_{n=-\infty}^{\infty} c_n e^{i n \theta} \]

at all points of continuity, where the \(c_n\) are the Fourier coefficients of \(f\). If we formally differentiate both sides of this equation (the right side term-by-term), we obtain

\[ e^\theta = f'(\theta) = \sum_{n=-\infty}^{\infty} i n c_n e^{i n \theta}. \]

But by uniqueness of Fourier coefficients, this would say \(c_n = i n c_n\) for all \(n\), which only happens if \(c_n=0\). But this is clearly false! Discuss what went wrong.

The Differentiation Theorem only applies to the Fourier series of continuous functions. The function \(f\) is discontinuous when \(\theta\) is an odd multiple of \(\pi\), so the Differentiation Theorem does not apply, and we cannot differentiate the Fourier series of \(f\) term-by-term.