Real Analysis – Differentiability and Decay of Fourier Series Coefficients

fourier seriesreal-analysis

I want to know the answer/references for the question on decay of Fourier series coefficients and the differentiability of a function. Does the magitude of fourier series coefficients {$a_k$} of a differentiable function in $L^2 (\mathbb{R})$ (or in any suitable space) decay as fast as or faster than $k^{-1}$. I want to know if there any such theorem ? Also about the converse statement. ?

Best Answer

There is even a quantitative version of this principle: If $f$ is in $C^r\bigl({\mathbb R}/(2\pi{\mathbb Z})\bigr)$ and if $f^{(r)}$ is of bounded variation $V$ on a full period then the complex Fourier coefficients of $f$ satisfy the estimate $$|c_k|\leq {V\over 2\pi k^{r+1}}\qquad(k\ne0)\ .\qquad(*)$$ In order to prove this for $r=0$ one needs the following

${\it Lemma}.\ $ Let $f$ and $g$ be continuous and $2\pi$-periodic. If $f$ is of bounded variation $V$ and $g$ has a periodic primitive $G$ of absolute value $\leq G^*$ then $$\left|\int_{-\pi}^\pi f(t)g(t)\>dt\right|\leq V\>G^*\ .$$ This is easy to prove by partial integration when $f$ is in $C^1$ and requires some work otherwise. In order to prove (*) for arbitrary $r\geq0$ proceed by induction.