Past exam of the mathematics course of the year 1 of the natural sciences course of the University of Cambridge / 2018 / Paper 2 / 18

With the real Fourier series convention,where the Fourier coefficients areFor a square-integrable periodic function, Parseval's identity isThe Fourier coefficients require integrability, and the stated Parseval identity requires square integrability. The expansion agrees with $f$ in the L2 space sense; for piecewise smooth data it converges pointwise to the average of the two one-sided limits. Without such qualifications an arbitrary periodic function need not have a pointwise-convergent Fourier series.

For fixed $r<1$, $\sum r^n\cos (n\theta )$ converges absolutely and uniformly. Thus for integrable $f$, one may integrate the kernel series term by term. The cosine addition formula givesSubstitute this into the defining integral. The constant kernel term gives $\frac{1}{2\pi }\int f=a_0/2$; the remaining terms givewhereThese are the same Fourier coefficients as in part (a). The kernel $2K$ is the Poisson kernel for the unit disk; the factors $r^n$ suppress the higher angular frequencies inside the disk.

The boundary data are odd except at isolated endpoint choices, which do not change integrals. Thus every cosine Fourier coefficient, including $a_0$, vanishes. For the sine Fourier coefficients,Consequently the extension isIt converges absolutely for every $r<1$; its limiting boundary values at jumps are the midpoint of the two one-sided limits.

At a fixed radius, Parseval's identity applied to the preceding Fourier series givesIn polar coordinates, $dA=rdrd\theta$. Integrating over radius and interchanging the nonnegative sum and integral givesThe interchange follows from the monotone convergence theorem. This is the special case of the area norm of the Poisson extension in the unit disk for the odd step boundary data.