Past exam of the analysis course of the University of Oxford / 2008 / B / 7 / Solution

With the classical real coefficientsthe partial sum is $s_n^f=a_0/2+{\sum }_{j=1}^n(a_j\cos jx+b_j\sin jx)$. It is the orthogonal projection onto the first trigonometric modes. Completeness of the trigonometric orthonormal system therefore gives $\Vert s_n^f-f{\Vert }_2\to 0$.

For $f\in C^1$ periodic, integration by parts has zero endpoint terms and gives $a_j(f^{\prime })=j{b}_j(f)$, $b_j(f^{\prime })=-j{a}_j(f)$, and $a_0(f^{\prime })=0$. ThusFor periodic $C^2$ functions, another integration by parts gives $a_j(f)=-a_j(f^{\prime \prime })/j^2$ and $b_j(f)=-b_j(f^{\prime \prime })/j^2$. Riemann-Lebesgue makes the numerator sequences tend to zero, in particular bounded. The Weierstrass M-test and $\sum j^{-2}<\infty$ prove absolute and uniform convergence. The resulting continuous sum agrees with $f$ in $L^2$ by the first result. Two continuous functions equal almost everywhere are equal everywhere, so the pointwise sum is $f$ for every real $x$.

For the polynomial example the periodic extension is $C^2$: the function, its first derivative and its second derivative match at the endpoints. It is even, so all sine coefficients vanish. Direct integration givesFor example, integration by parts gives ${\int }_0^{\pi }{x}^2\cos (jx)dx=2\pi (-1{)}^j/j^2$ and ${\int }_0^{\pi }{x}^4\cos (jx)dx=4{\pi }^3(-1{)}^j/j^2-24\pi (-1{)}^j/j^4$, from which the cancellation of the $j^{-2}$ terms follows. ThereforeAt $x=0$, the left side vanishes, yielding