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The direct image of a coherent sheaf under a closed immersion puts $\mathcal{G}=f_{\ast }\mathcal{F}$ in the category of coherent sheaves on ${\mathbb{P}}_k^n$. By sheaf cohomology under a closed inclusion and the supplied compatibility of twisting with direct image,Here is a proof of the required Serre vanishing on projective space. A coherent sheaf on ${\mathbb{P}}_k^n$ is the sheaf associated with a graded module for a finite graded $k[t_0,\dots ,t_n]$-module. Equivalently, it has a presentation by finite sums of twisting sheaves. Use a finite twisting resolution of a coherent sheaf on projective space: resolve the graded module by a finite graded free resolution, using the Hilbert syzygy theorem, and sheafify; exactness of localization preserves the resolution. Its terms are finite sums of $\mathcal{O}(a)$.

Choose $d$ sufficiently large that all twists $a+d$ occurring in these finitely many terms are nonnegative. The cohomology of twisting sheaves on projective space then vanishes in every positive degree for every resolution term. In a short exact sequence $0\to {\mathcal{K}}_{j+1}\to {\mathcal{E}}_j\to {\mathcal{K}}_j\to 0$, with ${\mathcal{K}}_0=\mathcal{G}$, the long exact sequence in sheaf cohomology identifies $H^p({\mathcal{K}}_j(d))$ with $H^{p+1}({\mathcal{K}}_{j+1}(d))$ for $p>0$. Iterating to the final acyclic term provesThe standard graded-module description used here is given in Stacks Project, Section 30.15; the vanishing follows from the displayed finite-resolution argument.

An ${\mathcal{O}}_X$-module $\mathcal{F}$ is a quasi-coherent sheaf when every affine open $V=\mathrm{Spec}A\subseteq X$ has $\mathcal{F}{|}_V\cong \tilde{M}$ for some $A$-module $M$. For a morphism $f:X\to Y$, its direct image sheaf iswhile the pullback of a sheaf of modules is

If $i:Z\hookrightarrow X$ is a closed immersion of Noetherian schemes, then on an affine open $V=\mathrm{Spec}A\subseteq X$ one has $Z\cap V=\mathrm{Spec}(A/I)$. The restriction of $i_{\ast }{\mathcal{O}}_Z$ corresponds to the cyclic $A$-module $A/I$, so it is finitely generated. Hence $i_{\ast }{\mathcal{O}}_Z$ is a coherent sheaf; more generally this is the direct image of a coherent sheaf under a closed immersion.

Coherence need not survive an arbitrary pushforward. Letbe the open immersion. The sheaf ${\mathcal{O}}_{D(x)}$ is coherent, butis not a finitely generated $k[x]$-module. Therefore $j_{\ast }{\mathcal{O}}_{D(x)}$ is not coherent.