Math 172: Convergence of the Fourier Series

نویسنده

  • ANDRÁS VASY
چکیده

We now discuss convergence of the Fourier series on compact intervals I. ‘Convergence’ depends on the notion of convergence we use, such as (i) L: uj → u in L if ‖uj − u‖L2 → 0 as j →∞. (ii) uniform, or C: uj → u uniformly if ‖uj−u‖C0 = supx∈I |uj(x)−u(x)| → 0. (iii) uniform with all derivatives, or C∞: uj → u in C∞ if for all non-negative integers k, supx∈I |∂uj(x)− ∂u(x)| → 0. (iv) pointwise: uj → u pointwise if for each x ∈ I, uj(x) → u(x), i.e. for each x ∈ I, |uj(x)− u(x)| → 0. Note that pointwise convergence is too weak for most purposes, so e.g. just because uj → u pointwise, it does not follow that ∫ I uj(x) dx → ∫ u(x) dx. This would follow, however, if one assumes uniform convergence, or indeed L (or L) convergence, since ∣∣∣ ∫ I uj(x) dx− ∫

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On the convergence rate of a modified Fourier series

The rate of convergence for an orthogonal series that is a minor modification of the Fourier series is proved. This series converges pointwise at a faster rate than the Fourier series for nonperiodic functions. We present the error as an asymptotic expansion, where the lowest term in this expansion is of asymptotic order two. Subtracting out the terms from this expansion allows us to increase t...

متن کامل

Convergence acceleration of modified Fourier series in one or more dimensions

Modified Fourier series have recently been introduced as an adjustment of classical Fourier series for the approximation of nonperiodic functions defined on d-variate cubes. Such approximations offer a number of advantages, including uniform convergence. However, like Fourier series, the rate of convergence is typically slow. In this paper we extend Eckhoff’s method to the convergence accelerat...

متن کامل

A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model

We develop an efficient Fourier-based numerical method for pricing Bermudan and discretely monitored barrier options under the Heston stochastic volatility model. The two-dimensional pricing problem is dealt with by a combination of a Fourier cosine series expansion, as in [9, 10], and high-order quadrature rules in the other dimension. Error analysis and experiments confirm a fast error conver...

متن کامل

Least squares approximations of power series

The classical least squares solutions in C[−1,1] in terms of linear combinations of ul-traspherical polynomials are extended in order to estimate power series on (−1,1). Approximate rates of uniform and pointwise convergence are obtained, which correspond to recent results of U. Luther and G. Mastroianni on Fourier projections with respect to Jacobi polynomials.

متن کامل

Reopening the Convergence Debate when Sharp Breaks and Smooth Shifts Wed, 1870-2010

Abstract This paper attempts to re-investigate the catching-up (stochastic convergence) hypothesis among the selected 16 OECD countries applying the time series approach of convergence hypothesis with annual data over one century. To reach this aim, we propose a model which specifies a trend function, incorporating both types of structural breaks – that is, sharp breaks and smooth shifts usin...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2015