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Introduction to Linear Algebra with Mathematica

Preface


Uniform Convergence


Theorem 1: Let f be continuous on [−ℓ, ℓ]. Suppose that the series \[ \frac{a_0}{2} + \sum_{n\ge 1} \left( a_n \,\cos \left( n\,\frac{\pi}{\ell}\,x \right) + b_n \,\sin \left( n\,\frac{\pi}{\ell}\,x \right) \right) \] converges uniformely to f(x) for all x ∈ [−ℓ, ℓ]. Then \begin{align*} a_n &= \frac{1}{\ell} \,\int_{-\ell}^{\ell} f(t)\,\cos \left( n\,\frac{\pi}{\ell}\,t \right) , \qquad n =0,1,2,\ldots , \\ b_n &= \frac{1}{\ell} \,\int_{-\ell}^{\ell} f(t)\,\sin \left( n\,\frac{\pi}{\ell}\,t \right) , \qquad n = 1,2,\ldots . \end{align*}

The partial sums SN(f; x) are defined as \[ S_n (f ; x) = \frac{a_0}{2} + \sum_{k= 1}^n \left( a_k \,\cos \left( k\,\frac{\pi}{\ell}\,x \right) + b_k \,\sin \left( k\,\frac{\pi}{\ell}\,x \right) \right) . \] Since the sequence Sₙ(f; x) converges uniformly to f(x), it follows that \( \displaystyle \quad S_k (x)\,\cos \left( n\,\frac{\pi}{\ell}\,x \right) \quad \) converges uniformly to f(x) cos(nπx/ℓ) as k → ∞ for each fixed n. Observe that |Sₖ(x) cos(nπx/ℓ) − f(x) cos(nπx/ℓ)| ≤ |Sₖ(x) − f(x)|. Therefore, for each fixed n, \[ f(x)\,\cos \left( n\,\frac{\pi}{\ell}\,x \right) = \frac{a_0}{2}\,\cos \left( n\,\frac{\pi}{\ell}\,x \right) +\sum_{k\ge 1} \left( a_k \,\cos \left( k\,\frac{\pi}{\ell}\,x \right) + b_k \,\sin \left( k\,\frac{\pi}{\ell}\,x \right) \right) \cos \left( n\,\frac{\pi}{\ell}\,x \right) \] The uniformly convergent series may be integrated term by term \[ \int_{-\ell}^{\ell} f(x)\, \cos \left( n\,\frac{\pi}{\ell}\,x \right) {\text d}x = \ell\,a_n , \qquad n=0,1,2,\ldots . \] The argument goes analog for product of f(x) and sine function.

 

 

 

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