How to show for $alphain (0,1)$, any $fin C^alpha([0,1]/{sim})$ has a Fourier series $S_nf$ uniformly...












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Technically homework(a midterm) but its over and I'm itching to know the solution. I know how to show it for $alpha>1/2$ (the Fourier series will converge absolutely), but apparently its true for any $alpha$; the question guided me as follows:




  1. Show that if a equicontinuous sequence of functions ($f_n$) converges pointwise to $f$, then $f_n$ converges uniformly to $f$.

  2. Show for $f∈ C^alpha([0,1]/{sim})$ that $S_nf → f$ pointwise.

  3. Show that the sequence $(S_nf)$ is equicontinuous and conclude.


1 and 2 posed no problems to me but I could not do 3. Any help? In addition, I would not mind other ways to prove the result.










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    $begingroup$


    Technically homework(a midterm) but its over and I'm itching to know the solution. I know how to show it for $alpha>1/2$ (the Fourier series will converge absolutely), but apparently its true for any $alpha$; the question guided me as follows:




    1. Show that if a equicontinuous sequence of functions ($f_n$) converges pointwise to $f$, then $f_n$ converges uniformly to $f$.

    2. Show for $f∈ C^alpha([0,1]/{sim})$ that $S_nf → f$ pointwise.

    3. Show that the sequence $(S_nf)$ is equicontinuous and conclude.


    1 and 2 posed no problems to me but I could not do 3. Any help? In addition, I would not mind other ways to prove the result.










    share|cite|improve this question











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      $begingroup$


      Technically homework(a midterm) but its over and I'm itching to know the solution. I know how to show it for $alpha>1/2$ (the Fourier series will converge absolutely), but apparently its true for any $alpha$; the question guided me as follows:




      1. Show that if a equicontinuous sequence of functions ($f_n$) converges pointwise to $f$, then $f_n$ converges uniformly to $f$.

      2. Show for $f∈ C^alpha([0,1]/{sim})$ that $S_nf → f$ pointwise.

      3. Show that the sequence $(S_nf)$ is equicontinuous and conclude.


      1 and 2 posed no problems to me but I could not do 3. Any help? In addition, I would not mind other ways to prove the result.










      share|cite|improve this question











      $endgroup$




      Technically homework(a midterm) but its over and I'm itching to know the solution. I know how to show it for $alpha>1/2$ (the Fourier series will converge absolutely), but apparently its true for any $alpha$; the question guided me as follows:




      1. Show that if a equicontinuous sequence of functions ($f_n$) converges pointwise to $f$, then $f_n$ converges uniformly to $f$.

      2. Show for $f∈ C^alpha([0,1]/{sim})$ that $S_nf → f$ pointwise.

      3. Show that the sequence $(S_nf)$ is equicontinuous and conclude.


      1 and 2 posed no problems to me but I could not do 3. Any help? In addition, I would not mind other ways to prove the result.







      analysis fourier-analysis






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      edited Jan 24 '18 at 14:10







      Calvin Khor

















      asked Nov 8 '14 at 19:07









      Calvin KhorCalvin Khor

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          3 Answers
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          $begingroup$

          Suppose that $|f(x)|le C$ and $|f(x)-f(y)|le C|x-y|^alpha$.





          Express the Difference Using the Dirichlet Kernel



          Using the Dirichlet Kernel, we get
          $$
          begin{align}
          |S_nf(x)-f(x)|
          &=left|,int_{-1/2}^{1/2}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|\
          &=left|,sum_{k=-n}^nint_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|tag{1}
          end{align}
          $$





          Estimate each Integral Using the smoothness of $boldsymbol{f}$



          Since $left|,frac{sin((2n+1)pi y)}{sin(pi y)},right|lefrac{2n+1}{big|2|k|-1big|}$ and each interval is $frac1{2n+1}$ wide, we can bound
          $$
          begin{align}
          left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|
          &lefrac{C}{big|2|k|-1big|}left(frac{2|k|+1}{4n+2}right)^alphatag{2}
          end{align}
          $$





          Estimate each Integral Using Cancellation from $boldsymbol{sin((2n+1)pi x)}$



          For $|y|lefrac12$, we have $|2y|le|sin(pi y)|le|pi y|$, and because
          $$
          int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y),mathrm{d}y=0tag{3}
          $$
          and
          $$
          int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}|sin((2n+1)pi y)|,mathrm{d}y=frac2{(2n+1)pi}tag{4}
          $$
          if we let $m_k$ be the middle of the range of $frac{f(x-y)-f(x)}{sin(pi y)}$ on $left[frac{2k-1}{4n+2},frac{2k+1}{4n+2}right]$, for $kne0$, we can bound
          $$
          begin{align}
          &left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y)frac{f(x-y)-f(x)}{sin(pi y)},mathrm{d}y,right|\
          &=left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y)left[frac{f(x-y)-f(x)}{sin(pi y)}-m_kright],mathrm{d}y,right|\
          &lefrac1{(2n+1)pi}frac{overbrace{pifrac{2|k|+1}{4n+2}}^{sin(pi y)}overbrace{C(2n+1)^{-alpha}vphantom{frac{|}2}}^{Delta (f(x-y)-f(x))}+overbrace{2Cvphantom{()^1}}^{f(x-y)-f(x)}overbrace{pi(2n+1)^{-1}}^{Deltasin(pi y)}}{underbrace{frac{4k^2-1}{(2n+1)^2}}_{sin^2(pi y)}}\
          &=frac{C(2n+1)^{-alpha}}{4|k|-2}+frac{2C}{4k^2-1}tag{5}
          end{align}
          $$





          Use each Estimate in its Proper Place



          If we use estimate $(2)$ for $kle m=n^{frac{alpha}{alpha+1}}$ and estimate $(5)$ for $kgt m$, then we get
          $$
          begin{align}
          sum_{|k|le m}frac{C}{big|2|k|-1big|}left(frac{2|k|+1}{4n+2}right)^alpha
          &lefrac{C}{(4n+2)^alpha}left[1+6sum_{k=1}^m(2k+1)^{alpha-1}right]\
          &lefrac{C}{(4n+2)^alpha}frac3alpha(2m+1)^alpha\
          &simfrac{3C}{alpha2^alpha}n^{-fracalpha{alpha+1}}tag{6}
          end{align}
          $$
          and
          $$
          begin{align}
          sum_{mlt|k|le n}frac{C(2n+1)^{-alpha}}{4|k|-2}
          &lefrac{C}{2^{alpha+1}}frac{H_n}{n^alpha}\
          &simfrac{C}{2^{alpha+1}}frac{log(n)}{n^alpha}\
          &=oleft(n^{-frac{alpha}{alpha+1}}right)tag{7}
          end{align}
          $$
          and
          $$
          begin{align}
          sum_{mlt|k|le n}frac{2C}{4k^2-1}
          &le Csum_{k=m}^inftyfrac1{k^2-1}\
          &=frac{C}{2}sum_{k=m}^inftyleft(frac1{k-1}-frac1{k+1}right)\
          &=frac{C}{2}left(frac1{m-1}+frac1mright)\
          &sim Cn^{-frac{alpha}{alpha+1}}tag{8}
          end{align}
          $$





          Put Everything Together



          Therefore, we have uniform convergence:
          $$
          |S_nf(x)-f(x)|leleft(1+frac3{alpha2^alpha}right)Cn^{-frac{alpha}{alpha+1}}tag{9}
          $$






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          • $begingroup$
            In Wikipedia, it is claimed that we should be able to get uniform convergence on the order of $O(log(n)n^{-alpha})$; that is, the order of the term in $(7)$ that is ignored as too small. I will have to look into this.
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            – robjohn
            Nov 11 '14 at 20:30












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            Thanks, I will read through your answer later today (the formulae are cut off on my mobile phone)
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            – Calvin Khor
            Nov 12 '14 at 8:07










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            This, of course, is a very good answer, but I think that it shows more than it is desired. The question only wants to prove equicontinuity of $S_nf$, which then yields uniform convergence (without the asymptotic (9), of course). I guess that the proof of such equicontinuity should be something along the same lines as this answer, only simpler.
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            – Giuseppe Negro
            Nov 12 '14 at 18:24



















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          While I accepted the answer above, this is how my lecturer (and later my friend) explained it to me (the exam is tomorrow). We first define $$g_n(x):=f(x) - S_n f(x)$$ just to remind ourselves that we need to be careful of cancellations. Then uniform convergence of $S_nf$ to $f$ is equivalent to showing $g_n→ 0$ uniformly; since we know (part 2) that $g_n(x) → 0$ pointwise, it suffices to show $g_n$ is uniformly continuous (by part 1).



          Since $newcommand{d}{text{d}}newcommand{intT}{∫_{-1/2}^{1/2}}g_n(x) = f(x)times 1 - intT f(z-x) D_n(z) d z = intT [f(x) -f(z-x)] D_n(z) d z$ ,



          begin{align}
          |g_n(x) - g_n(y)| ≤ intT |D_n(z)|underbrace{|f(x) - f(z-x) - f(y) + f(z-y)|}_{(star)} d z
          end{align}



          We now need to find bounds independent of $n$ . We use a simple bound for the Dirichlet kernel $D_n$: as there is $C_0$ such that $|sin(2π z)|>C_0|z|$ on $[-1/2,1/2]$,
          $$|D_n(z)| < frac{C_1}{|z|} $$



          Since we don't gain too much form a simple bound we need to bound $(star)$. The trick is to use two different bounds, each good on different sets:



          begin{align} |color{red}{f(x) - f(z-x)} - color{blue}{f(y) + f(z-y)}| &leq C_3|z|^alpha \
          |color{red}{f(x)} - color{blue}{f(z-x)} - color{red}{f(y)} + color{blue}{f(z-y)}|
          &leq C_3|x-y|^alpha \
          end{align}



          Thus $$|g_n(x) - g_n(y)| leq ∫_{|z|leq|x-y|} C_4|z|^{alpha-1} d z + |x-y|^alpha ∫_{|x-y|<|z|<1/2}frac{C_5}{z} d z = I_1 + I_2 $$



          Now $I_1$ is $mathcal{O}(|x-y|)$ because $|z|^{alpha-1}$ is $L^1([-1/2,1/2])$. The second we compute,



          $$I_2 = C_5 |x-y|^alphaleft(logfrac{1}{2} + logfrac{1}{|x-y|}right) $$
          And we win because polynomials beat logarithms.






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          • $begingroup$
            Nice answer. Do you still remember how to show the pointwise convergence?
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            – PhoemueX
            Jan 26 at 10:25












          • $begingroup$
            @PhoemueX Thanks. I believe the "Dirichlet–Dini Criterion" is sufficient, see math.stackexchange.com/questions/1109758/… . Does that make sense? I recall proving it directly, probably by using the $2pi$ periodicity to introduce a $f(x)-f(x-y)$ integrand somewhere in $S_nf $ but my quick attempts weren't enough to bring this memory back.
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            – Calvin Khor
            Jan 26 at 13:54





















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          Actually I just used estimates in the same spirit of the ones used in the answer of Calvin Khor, proving directly the result without appelling to Ascoli-Arzelà theorem and obtaining also an estimate of the rate of convergence, so I think that it makes sense to post this answer.



          First, get $f:mathbb{R}to mathbb{C}$ be a $2pi$-periodic $alpha$-Hölder continuous function and for each $xinmathbb{R}$ define $f_x(t):=f(x+t)-f(x)$.
          We want to prove that:
          $$sup_{xin[-pi,pi]}left|sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)right|to0, Nto+infty.$$
          Now:
          $$sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)=int_{-pi}^pi (f(x+t)-f(x))frac{sinleft((N+frac{1}{2})tright)}{sinleft(frac{t}{2}right)}frac{operatorname{d}t}{2pi}=int_{-pi}^pi f_x(t)frac{sinleft((N+frac{1}{2})tright)}{sinleft(frac{t}{2}right)}frac{operatorname{d}t}{2pi} \ = int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi}+int_{-pi}^pi f_x(t)cosleft(Ntright)frac{operatorname{d}t}{2pi}= \ frac{1}{pi}int_{-pi}^pi frac{f_x(t)}{t}sin(Nt)operatorname{d}t+int_{-pi}^pi f_x(t)left(cotleft(frac{t}{2}right)-frac{2}{t}right)sin(Nt)frac{operatorname{d}t}{2pi}+int_{-pi}^pi f_x(t)cosleft(Ntright)frac{operatorname{d}t}{2pi}.$$



          Now, the only problematic integral is the first, so let's estimate only this one.
          We have that:



          $$int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi} = -int_{-pi}^pi f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)sin(Nt)frac{operatorname{d}t}{2pi},$$
          so:
          $$left|int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi}right| = left|frac{1}{2} int_{-pi}^pi left(f_x(t)cotleft(frac{t}{2}right)-f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)right)sin(Nt)frac{operatorname{d}t}{2pi}right| \ le frac{1}{4pi} int_{-pi}^pi left|f_x(t)cotleft(frac{t}{2}right)-f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)right|operatorname{d}t \ = frac{1}{4pi} int_{-pi}^pi left|f_x(t-frac{pi}{2N})cotleft(frac{t-frac{pi}{2N}}{2}right)-f_x(t+frac{pi}{2N})cotleft(frac{t+frac{pi}{2N}}{2}right)right|operatorname{d}t$$
          So we need an uniform estimate in $x$ for the quantity:
          $$int_{-pi}^pi left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t$$
          for $hto 0$.



          Split the integral for $|t|<2|h|$ and for $2|h|le|t|le pi$ for $|h|<1$. So:
          $$int_{|t|<2|h|} left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t\ le int_{|t|<2|h|} left|f_x(t-h)cotleft(frac{t-h}{2}right)right|operatorname{d}t+int_{|t|<2|h|} left|f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t le \ int_{|t|<2|h|} |t+h|^alphaleft|cotleft(frac{t+h}{2}right)right|operatorname{d}t+int_{|t|<2|h|} |t-h|^alphaleft|cotleft(frac{t-h}{2}right)right|operatorname{d}t\ le c_1 int_{|t|<4|h|} |t|^{alpha-1}operatorname{d}t = c_2 |h|^alpha.$$
          While, for $2|h|le|t|le pi$ we have:
          $$int_{2|h|le|t|le pi} left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t \ le int_{2|h|le|t|le pi} left|f_x(t-h)left(cotleft(frac{t-h}{2}right)-frac{2}{t-h}right)right|operatorname{d}t+int_{2|h|le|t|le pi} left|f_x(t+h)left(cotleft(frac{t+h}{2}right)-frac{2}{t+h}right)right|operatorname{d}t+int_{2|h|le|t|le pi} left|f_x(t-h)frac{2}{t-h}-f_x(t+h)frac{2}{t+h}right|operatorname{d}t.$$
          Now it is clear that the first two integrals aren't a problem, while for the last:
          $$int_{2|h|le|t|le pi} left|f_x(t-h)frac{1}{t-h}-f_x(t+h)frac{1}{t+h}right|operatorname{d}t \ le int_{2|h|le|t|le pi} |t|left|frac{f_x(t-h)-f_x(t+h)}{(t-h)(t+h)}right|operatorname{d}t + |h|^2int_{2|h|le|t|le pi} left|frac{f_x(t-h)+f_x(t+h)}{(t-h)(t+h)}right|operatorname{d}t \ le |2h|^alpha int_{2|h|le|t|le pi} left|frac{t}{(t-h)(t+h)}right|operatorname{d}t + |h|int_{2|h|le|t|le pi} left|t-hright|^{alpha-1}operatorname{d}t+|h|int_{2|h|le|t|le pi} left|t+hright|^{alpha-1}operatorname{d}t \ le c_3|h|^{alpha}(1+log|h|).$$



          Putting all together we get:
          $$sup_{xin[-pi,pi]}left|sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)right|le Cleft|frac{pi}{N}right|^{alpha}log left|frac{pi}{N}right|to 0, Nto+infty$$






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            $begingroup$

            Suppose that $|f(x)|le C$ and $|f(x)-f(y)|le C|x-y|^alpha$.





            Express the Difference Using the Dirichlet Kernel



            Using the Dirichlet Kernel, we get
            $$
            begin{align}
            |S_nf(x)-f(x)|
            &=left|,int_{-1/2}^{1/2}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|\
            &=left|,sum_{k=-n}^nint_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|tag{1}
            end{align}
            $$





            Estimate each Integral Using the smoothness of $boldsymbol{f}$



            Since $left|,frac{sin((2n+1)pi y)}{sin(pi y)},right|lefrac{2n+1}{big|2|k|-1big|}$ and each interval is $frac1{2n+1}$ wide, we can bound
            $$
            begin{align}
            left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|
            &lefrac{C}{big|2|k|-1big|}left(frac{2|k|+1}{4n+2}right)^alphatag{2}
            end{align}
            $$





            Estimate each Integral Using Cancellation from $boldsymbol{sin((2n+1)pi x)}$



            For $|y|lefrac12$, we have $|2y|le|sin(pi y)|le|pi y|$, and because
            $$
            int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y),mathrm{d}y=0tag{3}
            $$
            and
            $$
            int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}|sin((2n+1)pi y)|,mathrm{d}y=frac2{(2n+1)pi}tag{4}
            $$
            if we let $m_k$ be the middle of the range of $frac{f(x-y)-f(x)}{sin(pi y)}$ on $left[frac{2k-1}{4n+2},frac{2k+1}{4n+2}right]$, for $kne0$, we can bound
            $$
            begin{align}
            &left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y)frac{f(x-y)-f(x)}{sin(pi y)},mathrm{d}y,right|\
            &=left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y)left[frac{f(x-y)-f(x)}{sin(pi y)}-m_kright],mathrm{d}y,right|\
            &lefrac1{(2n+1)pi}frac{overbrace{pifrac{2|k|+1}{4n+2}}^{sin(pi y)}overbrace{C(2n+1)^{-alpha}vphantom{frac{|}2}}^{Delta (f(x-y)-f(x))}+overbrace{2Cvphantom{()^1}}^{f(x-y)-f(x)}overbrace{pi(2n+1)^{-1}}^{Deltasin(pi y)}}{underbrace{frac{4k^2-1}{(2n+1)^2}}_{sin^2(pi y)}}\
            &=frac{C(2n+1)^{-alpha}}{4|k|-2}+frac{2C}{4k^2-1}tag{5}
            end{align}
            $$





            Use each Estimate in its Proper Place



            If we use estimate $(2)$ for $kle m=n^{frac{alpha}{alpha+1}}$ and estimate $(5)$ for $kgt m$, then we get
            $$
            begin{align}
            sum_{|k|le m}frac{C}{big|2|k|-1big|}left(frac{2|k|+1}{4n+2}right)^alpha
            &lefrac{C}{(4n+2)^alpha}left[1+6sum_{k=1}^m(2k+1)^{alpha-1}right]\
            &lefrac{C}{(4n+2)^alpha}frac3alpha(2m+1)^alpha\
            &simfrac{3C}{alpha2^alpha}n^{-fracalpha{alpha+1}}tag{6}
            end{align}
            $$
            and
            $$
            begin{align}
            sum_{mlt|k|le n}frac{C(2n+1)^{-alpha}}{4|k|-2}
            &lefrac{C}{2^{alpha+1}}frac{H_n}{n^alpha}\
            &simfrac{C}{2^{alpha+1}}frac{log(n)}{n^alpha}\
            &=oleft(n^{-frac{alpha}{alpha+1}}right)tag{7}
            end{align}
            $$
            and
            $$
            begin{align}
            sum_{mlt|k|le n}frac{2C}{4k^2-1}
            &le Csum_{k=m}^inftyfrac1{k^2-1}\
            &=frac{C}{2}sum_{k=m}^inftyleft(frac1{k-1}-frac1{k+1}right)\
            &=frac{C}{2}left(frac1{m-1}+frac1mright)\
            &sim Cn^{-frac{alpha}{alpha+1}}tag{8}
            end{align}
            $$





            Put Everything Together



            Therefore, we have uniform convergence:
            $$
            |S_nf(x)-f(x)|leleft(1+frac3{alpha2^alpha}right)Cn^{-frac{alpha}{alpha+1}}tag{9}
            $$






            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              In Wikipedia, it is claimed that we should be able to get uniform convergence on the order of $O(log(n)n^{-alpha})$; that is, the order of the term in $(7)$ that is ignored as too small. I will have to look into this.
              $endgroup$
              – robjohn
              Nov 11 '14 at 20:30












            • $begingroup$
              Thanks, I will read through your answer later today (the formulae are cut off on my mobile phone)
              $endgroup$
              – Calvin Khor
              Nov 12 '14 at 8:07










            • $begingroup$
              This, of course, is a very good answer, but I think that it shows more than it is desired. The question only wants to prove equicontinuity of $S_nf$, which then yields uniform convergence (without the asymptotic (9), of course). I guess that the proof of such equicontinuity should be something along the same lines as this answer, only simpler.
              $endgroup$
              – Giuseppe Negro
              Nov 12 '14 at 18:24
















            4












            $begingroup$

            Suppose that $|f(x)|le C$ and $|f(x)-f(y)|le C|x-y|^alpha$.





            Express the Difference Using the Dirichlet Kernel



            Using the Dirichlet Kernel, we get
            $$
            begin{align}
            |S_nf(x)-f(x)|
            &=left|,int_{-1/2}^{1/2}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|\
            &=left|,sum_{k=-n}^nint_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|tag{1}
            end{align}
            $$





            Estimate each Integral Using the smoothness of $boldsymbol{f}$



            Since $left|,frac{sin((2n+1)pi y)}{sin(pi y)},right|lefrac{2n+1}{big|2|k|-1big|}$ and each interval is $frac1{2n+1}$ wide, we can bound
            $$
            begin{align}
            left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|
            &lefrac{C}{big|2|k|-1big|}left(frac{2|k|+1}{4n+2}right)^alphatag{2}
            end{align}
            $$





            Estimate each Integral Using Cancellation from $boldsymbol{sin((2n+1)pi x)}$



            For $|y|lefrac12$, we have $|2y|le|sin(pi y)|le|pi y|$, and because
            $$
            int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y),mathrm{d}y=0tag{3}
            $$
            and
            $$
            int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}|sin((2n+1)pi y)|,mathrm{d}y=frac2{(2n+1)pi}tag{4}
            $$
            if we let $m_k$ be the middle of the range of $frac{f(x-y)-f(x)}{sin(pi y)}$ on $left[frac{2k-1}{4n+2},frac{2k+1}{4n+2}right]$, for $kne0$, we can bound
            $$
            begin{align}
            &left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y)frac{f(x-y)-f(x)}{sin(pi y)},mathrm{d}y,right|\
            &=left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y)left[frac{f(x-y)-f(x)}{sin(pi y)}-m_kright],mathrm{d}y,right|\
            &lefrac1{(2n+1)pi}frac{overbrace{pifrac{2|k|+1}{4n+2}}^{sin(pi y)}overbrace{C(2n+1)^{-alpha}vphantom{frac{|}2}}^{Delta (f(x-y)-f(x))}+overbrace{2Cvphantom{()^1}}^{f(x-y)-f(x)}overbrace{pi(2n+1)^{-1}}^{Deltasin(pi y)}}{underbrace{frac{4k^2-1}{(2n+1)^2}}_{sin^2(pi y)}}\
            &=frac{C(2n+1)^{-alpha}}{4|k|-2}+frac{2C}{4k^2-1}tag{5}
            end{align}
            $$





            Use each Estimate in its Proper Place



            If we use estimate $(2)$ for $kle m=n^{frac{alpha}{alpha+1}}$ and estimate $(5)$ for $kgt m$, then we get
            $$
            begin{align}
            sum_{|k|le m}frac{C}{big|2|k|-1big|}left(frac{2|k|+1}{4n+2}right)^alpha
            &lefrac{C}{(4n+2)^alpha}left[1+6sum_{k=1}^m(2k+1)^{alpha-1}right]\
            &lefrac{C}{(4n+2)^alpha}frac3alpha(2m+1)^alpha\
            &simfrac{3C}{alpha2^alpha}n^{-fracalpha{alpha+1}}tag{6}
            end{align}
            $$
            and
            $$
            begin{align}
            sum_{mlt|k|le n}frac{C(2n+1)^{-alpha}}{4|k|-2}
            &lefrac{C}{2^{alpha+1}}frac{H_n}{n^alpha}\
            &simfrac{C}{2^{alpha+1}}frac{log(n)}{n^alpha}\
            &=oleft(n^{-frac{alpha}{alpha+1}}right)tag{7}
            end{align}
            $$
            and
            $$
            begin{align}
            sum_{mlt|k|le n}frac{2C}{4k^2-1}
            &le Csum_{k=m}^inftyfrac1{k^2-1}\
            &=frac{C}{2}sum_{k=m}^inftyleft(frac1{k-1}-frac1{k+1}right)\
            &=frac{C}{2}left(frac1{m-1}+frac1mright)\
            &sim Cn^{-frac{alpha}{alpha+1}}tag{8}
            end{align}
            $$





            Put Everything Together



            Therefore, we have uniform convergence:
            $$
            |S_nf(x)-f(x)|leleft(1+frac3{alpha2^alpha}right)Cn^{-frac{alpha}{alpha+1}}tag{9}
            $$






            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              In Wikipedia, it is claimed that we should be able to get uniform convergence on the order of $O(log(n)n^{-alpha})$; that is, the order of the term in $(7)$ that is ignored as too small. I will have to look into this.
              $endgroup$
              – robjohn
              Nov 11 '14 at 20:30












            • $begingroup$
              Thanks, I will read through your answer later today (the formulae are cut off on my mobile phone)
              $endgroup$
              – Calvin Khor
              Nov 12 '14 at 8:07










            • $begingroup$
              This, of course, is a very good answer, but I think that it shows more than it is desired. The question only wants to prove equicontinuity of $S_nf$, which then yields uniform convergence (without the asymptotic (9), of course). I guess that the proof of such equicontinuity should be something along the same lines as this answer, only simpler.
              $endgroup$
              – Giuseppe Negro
              Nov 12 '14 at 18:24














            4












            4








            4





            $begingroup$

            Suppose that $|f(x)|le C$ and $|f(x)-f(y)|le C|x-y|^alpha$.





            Express the Difference Using the Dirichlet Kernel



            Using the Dirichlet Kernel, we get
            $$
            begin{align}
            |S_nf(x)-f(x)|
            &=left|,int_{-1/2}^{1/2}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|\
            &=left|,sum_{k=-n}^nint_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|tag{1}
            end{align}
            $$





            Estimate each Integral Using the smoothness of $boldsymbol{f}$



            Since $left|,frac{sin((2n+1)pi y)}{sin(pi y)},right|lefrac{2n+1}{big|2|k|-1big|}$ and each interval is $frac1{2n+1}$ wide, we can bound
            $$
            begin{align}
            left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|
            &lefrac{C}{big|2|k|-1big|}left(frac{2|k|+1}{4n+2}right)^alphatag{2}
            end{align}
            $$





            Estimate each Integral Using Cancellation from $boldsymbol{sin((2n+1)pi x)}$



            For $|y|lefrac12$, we have $|2y|le|sin(pi y)|le|pi y|$, and because
            $$
            int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y),mathrm{d}y=0tag{3}
            $$
            and
            $$
            int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}|sin((2n+1)pi y)|,mathrm{d}y=frac2{(2n+1)pi}tag{4}
            $$
            if we let $m_k$ be the middle of the range of $frac{f(x-y)-f(x)}{sin(pi y)}$ on $left[frac{2k-1}{4n+2},frac{2k+1}{4n+2}right]$, for $kne0$, we can bound
            $$
            begin{align}
            &left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y)frac{f(x-y)-f(x)}{sin(pi y)},mathrm{d}y,right|\
            &=left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y)left[frac{f(x-y)-f(x)}{sin(pi y)}-m_kright],mathrm{d}y,right|\
            &lefrac1{(2n+1)pi}frac{overbrace{pifrac{2|k|+1}{4n+2}}^{sin(pi y)}overbrace{C(2n+1)^{-alpha}vphantom{frac{|}2}}^{Delta (f(x-y)-f(x))}+overbrace{2Cvphantom{()^1}}^{f(x-y)-f(x)}overbrace{pi(2n+1)^{-1}}^{Deltasin(pi y)}}{underbrace{frac{4k^2-1}{(2n+1)^2}}_{sin^2(pi y)}}\
            &=frac{C(2n+1)^{-alpha}}{4|k|-2}+frac{2C}{4k^2-1}tag{5}
            end{align}
            $$





            Use each Estimate in its Proper Place



            If we use estimate $(2)$ for $kle m=n^{frac{alpha}{alpha+1}}$ and estimate $(5)$ for $kgt m$, then we get
            $$
            begin{align}
            sum_{|k|le m}frac{C}{big|2|k|-1big|}left(frac{2|k|+1}{4n+2}right)^alpha
            &lefrac{C}{(4n+2)^alpha}left[1+6sum_{k=1}^m(2k+1)^{alpha-1}right]\
            &lefrac{C}{(4n+2)^alpha}frac3alpha(2m+1)^alpha\
            &simfrac{3C}{alpha2^alpha}n^{-fracalpha{alpha+1}}tag{6}
            end{align}
            $$
            and
            $$
            begin{align}
            sum_{mlt|k|le n}frac{C(2n+1)^{-alpha}}{4|k|-2}
            &lefrac{C}{2^{alpha+1}}frac{H_n}{n^alpha}\
            &simfrac{C}{2^{alpha+1}}frac{log(n)}{n^alpha}\
            &=oleft(n^{-frac{alpha}{alpha+1}}right)tag{7}
            end{align}
            $$
            and
            $$
            begin{align}
            sum_{mlt|k|le n}frac{2C}{4k^2-1}
            &le Csum_{k=m}^inftyfrac1{k^2-1}\
            &=frac{C}{2}sum_{k=m}^inftyleft(frac1{k-1}-frac1{k+1}right)\
            &=frac{C}{2}left(frac1{m-1}+frac1mright)\
            &sim Cn^{-frac{alpha}{alpha+1}}tag{8}
            end{align}
            $$





            Put Everything Together



            Therefore, we have uniform convergence:
            $$
            |S_nf(x)-f(x)|leleft(1+frac3{alpha2^alpha}right)Cn^{-frac{alpha}{alpha+1}}tag{9}
            $$






            share|cite|improve this answer











            $endgroup$



            Suppose that $|f(x)|le C$ and $|f(x)-f(y)|le C|x-y|^alpha$.





            Express the Difference Using the Dirichlet Kernel



            Using the Dirichlet Kernel, we get
            $$
            begin{align}
            |S_nf(x)-f(x)|
            &=left|,int_{-1/2}^{1/2}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|\
            &=left|,sum_{k=-n}^nint_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|tag{1}
            end{align}
            $$





            Estimate each Integral Using the smoothness of $boldsymbol{f}$



            Since $left|,frac{sin((2n+1)pi y)}{sin(pi y)},right|lefrac{2n+1}{big|2|k|-1big|}$ and each interval is $frac1{2n+1}$ wide, we can bound
            $$
            begin{align}
            left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}frac{sin((2n+1)pi y)}{sin(pi y)}[f(x-y)-f(x)],mathrm{d}y,right|
            &lefrac{C}{big|2|k|-1big|}left(frac{2|k|+1}{4n+2}right)^alphatag{2}
            end{align}
            $$





            Estimate each Integral Using Cancellation from $boldsymbol{sin((2n+1)pi x)}$



            For $|y|lefrac12$, we have $|2y|le|sin(pi y)|le|pi y|$, and because
            $$
            int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y),mathrm{d}y=0tag{3}
            $$
            and
            $$
            int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}|sin((2n+1)pi y)|,mathrm{d}y=frac2{(2n+1)pi}tag{4}
            $$
            if we let $m_k$ be the middle of the range of $frac{f(x-y)-f(x)}{sin(pi y)}$ on $left[frac{2k-1}{4n+2},frac{2k+1}{4n+2}right]$, for $kne0$, we can bound
            $$
            begin{align}
            &left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y)frac{f(x-y)-f(x)}{sin(pi y)},mathrm{d}y,right|\
            &=left|,int_{frac{2k-1}{4n+2}}^{frac{2k+1}{4n+2}}sin((2n+1)pi y)left[frac{f(x-y)-f(x)}{sin(pi y)}-m_kright],mathrm{d}y,right|\
            &lefrac1{(2n+1)pi}frac{overbrace{pifrac{2|k|+1}{4n+2}}^{sin(pi y)}overbrace{C(2n+1)^{-alpha}vphantom{frac{|}2}}^{Delta (f(x-y)-f(x))}+overbrace{2Cvphantom{()^1}}^{f(x-y)-f(x)}overbrace{pi(2n+1)^{-1}}^{Deltasin(pi y)}}{underbrace{frac{4k^2-1}{(2n+1)^2}}_{sin^2(pi y)}}\
            &=frac{C(2n+1)^{-alpha}}{4|k|-2}+frac{2C}{4k^2-1}tag{5}
            end{align}
            $$





            Use each Estimate in its Proper Place



            If we use estimate $(2)$ for $kle m=n^{frac{alpha}{alpha+1}}$ and estimate $(5)$ for $kgt m$, then we get
            $$
            begin{align}
            sum_{|k|le m}frac{C}{big|2|k|-1big|}left(frac{2|k|+1}{4n+2}right)^alpha
            &lefrac{C}{(4n+2)^alpha}left[1+6sum_{k=1}^m(2k+1)^{alpha-1}right]\
            &lefrac{C}{(4n+2)^alpha}frac3alpha(2m+1)^alpha\
            &simfrac{3C}{alpha2^alpha}n^{-fracalpha{alpha+1}}tag{6}
            end{align}
            $$
            and
            $$
            begin{align}
            sum_{mlt|k|le n}frac{C(2n+1)^{-alpha}}{4|k|-2}
            &lefrac{C}{2^{alpha+1}}frac{H_n}{n^alpha}\
            &simfrac{C}{2^{alpha+1}}frac{log(n)}{n^alpha}\
            &=oleft(n^{-frac{alpha}{alpha+1}}right)tag{7}
            end{align}
            $$
            and
            $$
            begin{align}
            sum_{mlt|k|le n}frac{2C}{4k^2-1}
            &le Csum_{k=m}^inftyfrac1{k^2-1}\
            &=frac{C}{2}sum_{k=m}^inftyleft(frac1{k-1}-frac1{k+1}right)\
            &=frac{C}{2}left(frac1{m-1}+frac1mright)\
            &sim Cn^{-frac{alpha}{alpha+1}}tag{8}
            end{align}
            $$





            Put Everything Together



            Therefore, we have uniform convergence:
            $$
            |S_nf(x)-f(x)|leleft(1+frac3{alpha2^alpha}right)Cn^{-frac{alpha}{alpha+1}}tag{9}
            $$







            share|cite|improve this answer














            share|cite|improve this answer



            share|cite|improve this answer








            edited Nov 12 '14 at 11:10

























            answered Nov 11 '14 at 10:15









            robjohnrobjohn

            269k27309635




            269k27309635












            • $begingroup$
              In Wikipedia, it is claimed that we should be able to get uniform convergence on the order of $O(log(n)n^{-alpha})$; that is, the order of the term in $(7)$ that is ignored as too small. I will have to look into this.
              $endgroup$
              – robjohn
              Nov 11 '14 at 20:30












            • $begingroup$
              Thanks, I will read through your answer later today (the formulae are cut off on my mobile phone)
              $endgroup$
              – Calvin Khor
              Nov 12 '14 at 8:07










            • $begingroup$
              This, of course, is a very good answer, but I think that it shows more than it is desired. The question only wants to prove equicontinuity of $S_nf$, which then yields uniform convergence (without the asymptotic (9), of course). I guess that the proof of such equicontinuity should be something along the same lines as this answer, only simpler.
              $endgroup$
              – Giuseppe Negro
              Nov 12 '14 at 18:24


















            • $begingroup$
              In Wikipedia, it is claimed that we should be able to get uniform convergence on the order of $O(log(n)n^{-alpha})$; that is, the order of the term in $(7)$ that is ignored as too small. I will have to look into this.
              $endgroup$
              – robjohn
              Nov 11 '14 at 20:30












            • $begingroup$
              Thanks, I will read through your answer later today (the formulae are cut off on my mobile phone)
              $endgroup$
              – Calvin Khor
              Nov 12 '14 at 8:07










            • $begingroup$
              This, of course, is a very good answer, but I think that it shows more than it is desired. The question only wants to prove equicontinuity of $S_nf$, which then yields uniform convergence (without the asymptotic (9), of course). I guess that the proof of such equicontinuity should be something along the same lines as this answer, only simpler.
              $endgroup$
              – Giuseppe Negro
              Nov 12 '14 at 18:24
















            $begingroup$
            In Wikipedia, it is claimed that we should be able to get uniform convergence on the order of $O(log(n)n^{-alpha})$; that is, the order of the term in $(7)$ that is ignored as too small. I will have to look into this.
            $endgroup$
            – robjohn
            Nov 11 '14 at 20:30






            $begingroup$
            In Wikipedia, it is claimed that we should be able to get uniform convergence on the order of $O(log(n)n^{-alpha})$; that is, the order of the term in $(7)$ that is ignored as too small. I will have to look into this.
            $endgroup$
            – robjohn
            Nov 11 '14 at 20:30














            $begingroup$
            Thanks, I will read through your answer later today (the formulae are cut off on my mobile phone)
            $endgroup$
            – Calvin Khor
            Nov 12 '14 at 8:07




            $begingroup$
            Thanks, I will read through your answer later today (the formulae are cut off on my mobile phone)
            $endgroup$
            – Calvin Khor
            Nov 12 '14 at 8:07












            $begingroup$
            This, of course, is a very good answer, but I think that it shows more than it is desired. The question only wants to prove equicontinuity of $S_nf$, which then yields uniform convergence (without the asymptotic (9), of course). I guess that the proof of such equicontinuity should be something along the same lines as this answer, only simpler.
            $endgroup$
            – Giuseppe Negro
            Nov 12 '14 at 18:24




            $begingroup$
            This, of course, is a very good answer, but I think that it shows more than it is desired. The question only wants to prove equicontinuity of $S_nf$, which then yields uniform convergence (without the asymptotic (9), of course). I guess that the proof of such equicontinuity should be something along the same lines as this answer, only simpler.
            $endgroup$
            – Giuseppe Negro
            Nov 12 '14 at 18:24











            2












            $begingroup$

            While I accepted the answer above, this is how my lecturer (and later my friend) explained it to me (the exam is tomorrow). We first define $$g_n(x):=f(x) - S_n f(x)$$ just to remind ourselves that we need to be careful of cancellations. Then uniform convergence of $S_nf$ to $f$ is equivalent to showing $g_n→ 0$ uniformly; since we know (part 2) that $g_n(x) → 0$ pointwise, it suffices to show $g_n$ is uniformly continuous (by part 1).



            Since $newcommand{d}{text{d}}newcommand{intT}{∫_{-1/2}^{1/2}}g_n(x) = f(x)times 1 - intT f(z-x) D_n(z) d z = intT [f(x) -f(z-x)] D_n(z) d z$ ,



            begin{align}
            |g_n(x) - g_n(y)| ≤ intT |D_n(z)|underbrace{|f(x) - f(z-x) - f(y) + f(z-y)|}_{(star)} d z
            end{align}



            We now need to find bounds independent of $n$ . We use a simple bound for the Dirichlet kernel $D_n$: as there is $C_0$ such that $|sin(2π z)|>C_0|z|$ on $[-1/2,1/2]$,
            $$|D_n(z)| < frac{C_1}{|z|} $$



            Since we don't gain too much form a simple bound we need to bound $(star)$. The trick is to use two different bounds, each good on different sets:



            begin{align} |color{red}{f(x) - f(z-x)} - color{blue}{f(y) + f(z-y)}| &leq C_3|z|^alpha \
            |color{red}{f(x)} - color{blue}{f(z-x)} - color{red}{f(y)} + color{blue}{f(z-y)}|
            &leq C_3|x-y|^alpha \
            end{align}



            Thus $$|g_n(x) - g_n(y)| leq ∫_{|z|leq|x-y|} C_4|z|^{alpha-1} d z + |x-y|^alpha ∫_{|x-y|<|z|<1/2}frac{C_5}{z} d z = I_1 + I_2 $$



            Now $I_1$ is $mathcal{O}(|x-y|)$ because $|z|^{alpha-1}$ is $L^1([-1/2,1/2])$. The second we compute,



            $$I_2 = C_5 |x-y|^alphaleft(logfrac{1}{2} + logfrac{1}{|x-y|}right) $$
            And we win because polynomials beat logarithms.






            share|cite|improve this answer









            $endgroup$













            • $begingroup$
              Nice answer. Do you still remember how to show the pointwise convergence?
              $endgroup$
              – PhoemueX
              Jan 26 at 10:25












            • $begingroup$
              @PhoemueX Thanks. I believe the "Dirichlet–Dini Criterion" is sufficient, see math.stackexchange.com/questions/1109758/… . Does that make sense? I recall proving it directly, probably by using the $2pi$ periodicity to introduce a $f(x)-f(x-y)$ integrand somewhere in $S_nf $ but my quick attempts weren't enough to bring this memory back.
              $endgroup$
              – Calvin Khor
              Jan 26 at 13:54


















            2












            $begingroup$

            While I accepted the answer above, this is how my lecturer (and later my friend) explained it to me (the exam is tomorrow). We first define $$g_n(x):=f(x) - S_n f(x)$$ just to remind ourselves that we need to be careful of cancellations. Then uniform convergence of $S_nf$ to $f$ is equivalent to showing $g_n→ 0$ uniformly; since we know (part 2) that $g_n(x) → 0$ pointwise, it suffices to show $g_n$ is uniformly continuous (by part 1).



            Since $newcommand{d}{text{d}}newcommand{intT}{∫_{-1/2}^{1/2}}g_n(x) = f(x)times 1 - intT f(z-x) D_n(z) d z = intT [f(x) -f(z-x)] D_n(z) d z$ ,



            begin{align}
            |g_n(x) - g_n(y)| ≤ intT |D_n(z)|underbrace{|f(x) - f(z-x) - f(y) + f(z-y)|}_{(star)} d z
            end{align}



            We now need to find bounds independent of $n$ . We use a simple bound for the Dirichlet kernel $D_n$: as there is $C_0$ such that $|sin(2π z)|>C_0|z|$ on $[-1/2,1/2]$,
            $$|D_n(z)| < frac{C_1}{|z|} $$



            Since we don't gain too much form a simple bound we need to bound $(star)$. The trick is to use two different bounds, each good on different sets:



            begin{align} |color{red}{f(x) - f(z-x)} - color{blue}{f(y) + f(z-y)}| &leq C_3|z|^alpha \
            |color{red}{f(x)} - color{blue}{f(z-x)} - color{red}{f(y)} + color{blue}{f(z-y)}|
            &leq C_3|x-y|^alpha \
            end{align}



            Thus $$|g_n(x) - g_n(y)| leq ∫_{|z|leq|x-y|} C_4|z|^{alpha-1} d z + |x-y|^alpha ∫_{|x-y|<|z|<1/2}frac{C_5}{z} d z = I_1 + I_2 $$



            Now $I_1$ is $mathcal{O}(|x-y|)$ because $|z|^{alpha-1}$ is $L^1([-1/2,1/2])$. The second we compute,



            $$I_2 = C_5 |x-y|^alphaleft(logfrac{1}{2} + logfrac{1}{|x-y|}right) $$
            And we win because polynomials beat logarithms.






            share|cite|improve this answer









            $endgroup$













            • $begingroup$
              Nice answer. Do you still remember how to show the pointwise convergence?
              $endgroup$
              – PhoemueX
              Jan 26 at 10:25












            • $begingroup$
              @PhoemueX Thanks. I believe the "Dirichlet–Dini Criterion" is sufficient, see math.stackexchange.com/questions/1109758/… . Does that make sense? I recall proving it directly, probably by using the $2pi$ periodicity to introduce a $f(x)-f(x-y)$ integrand somewhere in $S_nf $ but my quick attempts weren't enough to bring this memory back.
              $endgroup$
              – Calvin Khor
              Jan 26 at 13:54
















            2












            2








            2





            $begingroup$

            While I accepted the answer above, this is how my lecturer (and later my friend) explained it to me (the exam is tomorrow). We first define $$g_n(x):=f(x) - S_n f(x)$$ just to remind ourselves that we need to be careful of cancellations. Then uniform convergence of $S_nf$ to $f$ is equivalent to showing $g_n→ 0$ uniformly; since we know (part 2) that $g_n(x) → 0$ pointwise, it suffices to show $g_n$ is uniformly continuous (by part 1).



            Since $newcommand{d}{text{d}}newcommand{intT}{∫_{-1/2}^{1/2}}g_n(x) = f(x)times 1 - intT f(z-x) D_n(z) d z = intT [f(x) -f(z-x)] D_n(z) d z$ ,



            begin{align}
            |g_n(x) - g_n(y)| ≤ intT |D_n(z)|underbrace{|f(x) - f(z-x) - f(y) + f(z-y)|}_{(star)} d z
            end{align}



            We now need to find bounds independent of $n$ . We use a simple bound for the Dirichlet kernel $D_n$: as there is $C_0$ such that $|sin(2π z)|>C_0|z|$ on $[-1/2,1/2]$,
            $$|D_n(z)| < frac{C_1}{|z|} $$



            Since we don't gain too much form a simple bound we need to bound $(star)$. The trick is to use two different bounds, each good on different sets:



            begin{align} |color{red}{f(x) - f(z-x)} - color{blue}{f(y) + f(z-y)}| &leq C_3|z|^alpha \
            |color{red}{f(x)} - color{blue}{f(z-x)} - color{red}{f(y)} + color{blue}{f(z-y)}|
            &leq C_3|x-y|^alpha \
            end{align}



            Thus $$|g_n(x) - g_n(y)| leq ∫_{|z|leq|x-y|} C_4|z|^{alpha-1} d z + |x-y|^alpha ∫_{|x-y|<|z|<1/2}frac{C_5}{z} d z = I_1 + I_2 $$



            Now $I_1$ is $mathcal{O}(|x-y|)$ because $|z|^{alpha-1}$ is $L^1([-1/2,1/2])$. The second we compute,



            $$I_2 = C_5 |x-y|^alphaleft(logfrac{1}{2} + logfrac{1}{|x-y|}right) $$
            And we win because polynomials beat logarithms.






            share|cite|improve this answer









            $endgroup$



            While I accepted the answer above, this is how my lecturer (and later my friend) explained it to me (the exam is tomorrow). We first define $$g_n(x):=f(x) - S_n f(x)$$ just to remind ourselves that we need to be careful of cancellations. Then uniform convergence of $S_nf$ to $f$ is equivalent to showing $g_n→ 0$ uniformly; since we know (part 2) that $g_n(x) → 0$ pointwise, it suffices to show $g_n$ is uniformly continuous (by part 1).



            Since $newcommand{d}{text{d}}newcommand{intT}{∫_{-1/2}^{1/2}}g_n(x) = f(x)times 1 - intT f(z-x) D_n(z) d z = intT [f(x) -f(z-x)] D_n(z) d z$ ,



            begin{align}
            |g_n(x) - g_n(y)| ≤ intT |D_n(z)|underbrace{|f(x) - f(z-x) - f(y) + f(z-y)|}_{(star)} d z
            end{align}



            We now need to find bounds independent of $n$ . We use a simple bound for the Dirichlet kernel $D_n$: as there is $C_0$ such that $|sin(2π z)|>C_0|z|$ on $[-1/2,1/2]$,
            $$|D_n(z)| < frac{C_1}{|z|} $$



            Since we don't gain too much form a simple bound we need to bound $(star)$. The trick is to use two different bounds, each good on different sets:



            begin{align} |color{red}{f(x) - f(z-x)} - color{blue}{f(y) + f(z-y)}| &leq C_3|z|^alpha \
            |color{red}{f(x)} - color{blue}{f(z-x)} - color{red}{f(y)} + color{blue}{f(z-y)}|
            &leq C_3|x-y|^alpha \
            end{align}



            Thus $$|g_n(x) - g_n(y)| leq ∫_{|z|leq|x-y|} C_4|z|^{alpha-1} d z + |x-y|^alpha ∫_{|x-y|<|z|<1/2}frac{C_5}{z} d z = I_1 + I_2 $$



            Now $I_1$ is $mathcal{O}(|x-y|)$ because $|z|^{alpha-1}$ is $L^1([-1/2,1/2])$. The second we compute,



            $$I_2 = C_5 |x-y|^alphaleft(logfrac{1}{2} + logfrac{1}{|x-y|}right) $$
            And we win because polynomials beat logarithms.







            share|cite|improve this answer












            share|cite|improve this answer



            share|cite|improve this answer










            answered Apr 20 '15 at 0:26









            Calvin KhorCalvin Khor

            12.3k21438




            12.3k21438












            • $begingroup$
              Nice answer. Do you still remember how to show the pointwise convergence?
              $endgroup$
              – PhoemueX
              Jan 26 at 10:25












            • $begingroup$
              @PhoemueX Thanks. I believe the "Dirichlet–Dini Criterion" is sufficient, see math.stackexchange.com/questions/1109758/… . Does that make sense? I recall proving it directly, probably by using the $2pi$ periodicity to introduce a $f(x)-f(x-y)$ integrand somewhere in $S_nf $ but my quick attempts weren't enough to bring this memory back.
              $endgroup$
              – Calvin Khor
              Jan 26 at 13:54




















            • $begingroup$
              Nice answer. Do you still remember how to show the pointwise convergence?
              $endgroup$
              – PhoemueX
              Jan 26 at 10:25












            • $begingroup$
              @PhoemueX Thanks. I believe the "Dirichlet–Dini Criterion" is sufficient, see math.stackexchange.com/questions/1109758/… . Does that make sense? I recall proving it directly, probably by using the $2pi$ periodicity to introduce a $f(x)-f(x-y)$ integrand somewhere in $S_nf $ but my quick attempts weren't enough to bring this memory back.
              $endgroup$
              – Calvin Khor
              Jan 26 at 13:54


















            $begingroup$
            Nice answer. Do you still remember how to show the pointwise convergence?
            $endgroup$
            – PhoemueX
            Jan 26 at 10:25






            $begingroup$
            Nice answer. Do you still remember how to show the pointwise convergence?
            $endgroup$
            – PhoemueX
            Jan 26 at 10:25














            $begingroup$
            @PhoemueX Thanks. I believe the "Dirichlet–Dini Criterion" is sufficient, see math.stackexchange.com/questions/1109758/… . Does that make sense? I recall proving it directly, probably by using the $2pi$ periodicity to introduce a $f(x)-f(x-y)$ integrand somewhere in $S_nf $ but my quick attempts weren't enough to bring this memory back.
            $endgroup$
            – Calvin Khor
            Jan 26 at 13:54






            $begingroup$
            @PhoemueX Thanks. I believe the "Dirichlet–Dini Criterion" is sufficient, see math.stackexchange.com/questions/1109758/… . Does that make sense? I recall proving it directly, probably by using the $2pi$ periodicity to introduce a $f(x)-f(x-y)$ integrand somewhere in $S_nf $ but my quick attempts weren't enough to bring this memory back.
            $endgroup$
            – Calvin Khor
            Jan 26 at 13:54













            0












            $begingroup$

            Actually I just used estimates in the same spirit of the ones used in the answer of Calvin Khor, proving directly the result without appelling to Ascoli-Arzelà theorem and obtaining also an estimate of the rate of convergence, so I think that it makes sense to post this answer.



            First, get $f:mathbb{R}to mathbb{C}$ be a $2pi$-periodic $alpha$-Hölder continuous function and for each $xinmathbb{R}$ define $f_x(t):=f(x+t)-f(x)$.
            We want to prove that:
            $$sup_{xin[-pi,pi]}left|sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)right|to0, Nto+infty.$$
            Now:
            $$sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)=int_{-pi}^pi (f(x+t)-f(x))frac{sinleft((N+frac{1}{2})tright)}{sinleft(frac{t}{2}right)}frac{operatorname{d}t}{2pi}=int_{-pi}^pi f_x(t)frac{sinleft((N+frac{1}{2})tright)}{sinleft(frac{t}{2}right)}frac{operatorname{d}t}{2pi} \ = int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi}+int_{-pi}^pi f_x(t)cosleft(Ntright)frac{operatorname{d}t}{2pi}= \ frac{1}{pi}int_{-pi}^pi frac{f_x(t)}{t}sin(Nt)operatorname{d}t+int_{-pi}^pi f_x(t)left(cotleft(frac{t}{2}right)-frac{2}{t}right)sin(Nt)frac{operatorname{d}t}{2pi}+int_{-pi}^pi f_x(t)cosleft(Ntright)frac{operatorname{d}t}{2pi}.$$



            Now, the only problematic integral is the first, so let's estimate only this one.
            We have that:



            $$int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi} = -int_{-pi}^pi f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)sin(Nt)frac{operatorname{d}t}{2pi},$$
            so:
            $$left|int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi}right| = left|frac{1}{2} int_{-pi}^pi left(f_x(t)cotleft(frac{t}{2}right)-f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)right)sin(Nt)frac{operatorname{d}t}{2pi}right| \ le frac{1}{4pi} int_{-pi}^pi left|f_x(t)cotleft(frac{t}{2}right)-f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)right|operatorname{d}t \ = frac{1}{4pi} int_{-pi}^pi left|f_x(t-frac{pi}{2N})cotleft(frac{t-frac{pi}{2N}}{2}right)-f_x(t+frac{pi}{2N})cotleft(frac{t+frac{pi}{2N}}{2}right)right|operatorname{d}t$$
            So we need an uniform estimate in $x$ for the quantity:
            $$int_{-pi}^pi left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t$$
            for $hto 0$.



            Split the integral for $|t|<2|h|$ and for $2|h|le|t|le pi$ for $|h|<1$. So:
            $$int_{|t|<2|h|} left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t\ le int_{|t|<2|h|} left|f_x(t-h)cotleft(frac{t-h}{2}right)right|operatorname{d}t+int_{|t|<2|h|} left|f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t le \ int_{|t|<2|h|} |t+h|^alphaleft|cotleft(frac{t+h}{2}right)right|operatorname{d}t+int_{|t|<2|h|} |t-h|^alphaleft|cotleft(frac{t-h}{2}right)right|operatorname{d}t\ le c_1 int_{|t|<4|h|} |t|^{alpha-1}operatorname{d}t = c_2 |h|^alpha.$$
            While, for $2|h|le|t|le pi$ we have:
            $$int_{2|h|le|t|le pi} left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t \ le int_{2|h|le|t|le pi} left|f_x(t-h)left(cotleft(frac{t-h}{2}right)-frac{2}{t-h}right)right|operatorname{d}t+int_{2|h|le|t|le pi} left|f_x(t+h)left(cotleft(frac{t+h}{2}right)-frac{2}{t+h}right)right|operatorname{d}t+int_{2|h|le|t|le pi} left|f_x(t-h)frac{2}{t-h}-f_x(t+h)frac{2}{t+h}right|operatorname{d}t.$$
            Now it is clear that the first two integrals aren't a problem, while for the last:
            $$int_{2|h|le|t|le pi} left|f_x(t-h)frac{1}{t-h}-f_x(t+h)frac{1}{t+h}right|operatorname{d}t \ le int_{2|h|le|t|le pi} |t|left|frac{f_x(t-h)-f_x(t+h)}{(t-h)(t+h)}right|operatorname{d}t + |h|^2int_{2|h|le|t|le pi} left|frac{f_x(t-h)+f_x(t+h)}{(t-h)(t+h)}right|operatorname{d}t \ le |2h|^alpha int_{2|h|le|t|le pi} left|frac{t}{(t-h)(t+h)}right|operatorname{d}t + |h|int_{2|h|le|t|le pi} left|t-hright|^{alpha-1}operatorname{d}t+|h|int_{2|h|le|t|le pi} left|t+hright|^{alpha-1}operatorname{d}t \ le c_3|h|^{alpha}(1+log|h|).$$



            Putting all together we get:
            $$sup_{xin[-pi,pi]}left|sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)right|le Cleft|frac{pi}{N}right|^{alpha}log left|frac{pi}{N}right|to 0, Nto+infty$$






            share|cite|improve this answer









            $endgroup$


















              0












              $begingroup$

              Actually I just used estimates in the same spirit of the ones used in the answer of Calvin Khor, proving directly the result without appelling to Ascoli-Arzelà theorem and obtaining also an estimate of the rate of convergence, so I think that it makes sense to post this answer.



              First, get $f:mathbb{R}to mathbb{C}$ be a $2pi$-periodic $alpha$-Hölder continuous function and for each $xinmathbb{R}$ define $f_x(t):=f(x+t)-f(x)$.
              We want to prove that:
              $$sup_{xin[-pi,pi]}left|sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)right|to0, Nto+infty.$$
              Now:
              $$sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)=int_{-pi}^pi (f(x+t)-f(x))frac{sinleft((N+frac{1}{2})tright)}{sinleft(frac{t}{2}right)}frac{operatorname{d}t}{2pi}=int_{-pi}^pi f_x(t)frac{sinleft((N+frac{1}{2})tright)}{sinleft(frac{t}{2}right)}frac{operatorname{d}t}{2pi} \ = int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi}+int_{-pi}^pi f_x(t)cosleft(Ntright)frac{operatorname{d}t}{2pi}= \ frac{1}{pi}int_{-pi}^pi frac{f_x(t)}{t}sin(Nt)operatorname{d}t+int_{-pi}^pi f_x(t)left(cotleft(frac{t}{2}right)-frac{2}{t}right)sin(Nt)frac{operatorname{d}t}{2pi}+int_{-pi}^pi f_x(t)cosleft(Ntright)frac{operatorname{d}t}{2pi}.$$



              Now, the only problematic integral is the first, so let's estimate only this one.
              We have that:



              $$int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi} = -int_{-pi}^pi f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)sin(Nt)frac{operatorname{d}t}{2pi},$$
              so:
              $$left|int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi}right| = left|frac{1}{2} int_{-pi}^pi left(f_x(t)cotleft(frac{t}{2}right)-f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)right)sin(Nt)frac{operatorname{d}t}{2pi}right| \ le frac{1}{4pi} int_{-pi}^pi left|f_x(t)cotleft(frac{t}{2}right)-f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)right|operatorname{d}t \ = frac{1}{4pi} int_{-pi}^pi left|f_x(t-frac{pi}{2N})cotleft(frac{t-frac{pi}{2N}}{2}right)-f_x(t+frac{pi}{2N})cotleft(frac{t+frac{pi}{2N}}{2}right)right|operatorname{d}t$$
              So we need an uniform estimate in $x$ for the quantity:
              $$int_{-pi}^pi left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t$$
              for $hto 0$.



              Split the integral for $|t|<2|h|$ and for $2|h|le|t|le pi$ for $|h|<1$. So:
              $$int_{|t|<2|h|} left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t\ le int_{|t|<2|h|} left|f_x(t-h)cotleft(frac{t-h}{2}right)right|operatorname{d}t+int_{|t|<2|h|} left|f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t le \ int_{|t|<2|h|} |t+h|^alphaleft|cotleft(frac{t+h}{2}right)right|operatorname{d}t+int_{|t|<2|h|} |t-h|^alphaleft|cotleft(frac{t-h}{2}right)right|operatorname{d}t\ le c_1 int_{|t|<4|h|} |t|^{alpha-1}operatorname{d}t = c_2 |h|^alpha.$$
              While, for $2|h|le|t|le pi$ we have:
              $$int_{2|h|le|t|le pi} left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t \ le int_{2|h|le|t|le pi} left|f_x(t-h)left(cotleft(frac{t-h}{2}right)-frac{2}{t-h}right)right|operatorname{d}t+int_{2|h|le|t|le pi} left|f_x(t+h)left(cotleft(frac{t+h}{2}right)-frac{2}{t+h}right)right|operatorname{d}t+int_{2|h|le|t|le pi} left|f_x(t-h)frac{2}{t-h}-f_x(t+h)frac{2}{t+h}right|operatorname{d}t.$$
              Now it is clear that the first two integrals aren't a problem, while for the last:
              $$int_{2|h|le|t|le pi} left|f_x(t-h)frac{1}{t-h}-f_x(t+h)frac{1}{t+h}right|operatorname{d}t \ le int_{2|h|le|t|le pi} |t|left|frac{f_x(t-h)-f_x(t+h)}{(t-h)(t+h)}right|operatorname{d}t + |h|^2int_{2|h|le|t|le pi} left|frac{f_x(t-h)+f_x(t+h)}{(t-h)(t+h)}right|operatorname{d}t \ le |2h|^alpha int_{2|h|le|t|le pi} left|frac{t}{(t-h)(t+h)}right|operatorname{d}t + |h|int_{2|h|le|t|le pi} left|t-hright|^{alpha-1}operatorname{d}t+|h|int_{2|h|le|t|le pi} left|t+hright|^{alpha-1}operatorname{d}t \ le c_3|h|^{alpha}(1+log|h|).$$



              Putting all together we get:
              $$sup_{xin[-pi,pi]}left|sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)right|le Cleft|frac{pi}{N}right|^{alpha}log left|frac{pi}{N}right|to 0, Nto+infty$$






              share|cite|improve this answer









              $endgroup$
















                0












                0








                0





                $begingroup$

                Actually I just used estimates in the same spirit of the ones used in the answer of Calvin Khor, proving directly the result without appelling to Ascoli-Arzelà theorem and obtaining also an estimate of the rate of convergence, so I think that it makes sense to post this answer.



                First, get $f:mathbb{R}to mathbb{C}$ be a $2pi$-periodic $alpha$-Hölder continuous function and for each $xinmathbb{R}$ define $f_x(t):=f(x+t)-f(x)$.
                We want to prove that:
                $$sup_{xin[-pi,pi]}left|sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)right|to0, Nto+infty.$$
                Now:
                $$sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)=int_{-pi}^pi (f(x+t)-f(x))frac{sinleft((N+frac{1}{2})tright)}{sinleft(frac{t}{2}right)}frac{operatorname{d}t}{2pi}=int_{-pi}^pi f_x(t)frac{sinleft((N+frac{1}{2})tright)}{sinleft(frac{t}{2}right)}frac{operatorname{d}t}{2pi} \ = int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi}+int_{-pi}^pi f_x(t)cosleft(Ntright)frac{operatorname{d}t}{2pi}= \ frac{1}{pi}int_{-pi}^pi frac{f_x(t)}{t}sin(Nt)operatorname{d}t+int_{-pi}^pi f_x(t)left(cotleft(frac{t}{2}right)-frac{2}{t}right)sin(Nt)frac{operatorname{d}t}{2pi}+int_{-pi}^pi f_x(t)cosleft(Ntright)frac{operatorname{d}t}{2pi}.$$



                Now, the only problematic integral is the first, so let's estimate only this one.
                We have that:



                $$int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi} = -int_{-pi}^pi f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)sin(Nt)frac{operatorname{d}t}{2pi},$$
                so:
                $$left|int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi}right| = left|frac{1}{2} int_{-pi}^pi left(f_x(t)cotleft(frac{t}{2}right)-f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)right)sin(Nt)frac{operatorname{d}t}{2pi}right| \ le frac{1}{4pi} int_{-pi}^pi left|f_x(t)cotleft(frac{t}{2}right)-f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)right|operatorname{d}t \ = frac{1}{4pi} int_{-pi}^pi left|f_x(t-frac{pi}{2N})cotleft(frac{t-frac{pi}{2N}}{2}right)-f_x(t+frac{pi}{2N})cotleft(frac{t+frac{pi}{2N}}{2}right)right|operatorname{d}t$$
                So we need an uniform estimate in $x$ for the quantity:
                $$int_{-pi}^pi left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t$$
                for $hto 0$.



                Split the integral for $|t|<2|h|$ and for $2|h|le|t|le pi$ for $|h|<1$. So:
                $$int_{|t|<2|h|} left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t\ le int_{|t|<2|h|} left|f_x(t-h)cotleft(frac{t-h}{2}right)right|operatorname{d}t+int_{|t|<2|h|} left|f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t le \ int_{|t|<2|h|} |t+h|^alphaleft|cotleft(frac{t+h}{2}right)right|operatorname{d}t+int_{|t|<2|h|} |t-h|^alphaleft|cotleft(frac{t-h}{2}right)right|operatorname{d}t\ le c_1 int_{|t|<4|h|} |t|^{alpha-1}operatorname{d}t = c_2 |h|^alpha.$$
                While, for $2|h|le|t|le pi$ we have:
                $$int_{2|h|le|t|le pi} left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t \ le int_{2|h|le|t|le pi} left|f_x(t-h)left(cotleft(frac{t-h}{2}right)-frac{2}{t-h}right)right|operatorname{d}t+int_{2|h|le|t|le pi} left|f_x(t+h)left(cotleft(frac{t+h}{2}right)-frac{2}{t+h}right)right|operatorname{d}t+int_{2|h|le|t|le pi} left|f_x(t-h)frac{2}{t-h}-f_x(t+h)frac{2}{t+h}right|operatorname{d}t.$$
                Now it is clear that the first two integrals aren't a problem, while for the last:
                $$int_{2|h|le|t|le pi} left|f_x(t-h)frac{1}{t-h}-f_x(t+h)frac{1}{t+h}right|operatorname{d}t \ le int_{2|h|le|t|le pi} |t|left|frac{f_x(t-h)-f_x(t+h)}{(t-h)(t+h)}right|operatorname{d}t + |h|^2int_{2|h|le|t|le pi} left|frac{f_x(t-h)+f_x(t+h)}{(t-h)(t+h)}right|operatorname{d}t \ le |2h|^alpha int_{2|h|le|t|le pi} left|frac{t}{(t-h)(t+h)}right|operatorname{d}t + |h|int_{2|h|le|t|le pi} left|t-hright|^{alpha-1}operatorname{d}t+|h|int_{2|h|le|t|le pi} left|t+hright|^{alpha-1}operatorname{d}t \ le c_3|h|^{alpha}(1+log|h|).$$



                Putting all together we get:
                $$sup_{xin[-pi,pi]}left|sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)right|le Cleft|frac{pi}{N}right|^{alpha}log left|frac{pi}{N}right|to 0, Nto+infty$$






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                $endgroup$



                Actually I just used estimates in the same spirit of the ones used in the answer of Calvin Khor, proving directly the result without appelling to Ascoli-Arzelà theorem and obtaining also an estimate of the rate of convergence, so I think that it makes sense to post this answer.



                First, get $f:mathbb{R}to mathbb{C}$ be a $2pi$-periodic $alpha$-Hölder continuous function and for each $xinmathbb{R}$ define $f_x(t):=f(x+t)-f(x)$.
                We want to prove that:
                $$sup_{xin[-pi,pi]}left|sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)right|to0, Nto+infty.$$
                Now:
                $$sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)=int_{-pi}^pi (f(x+t)-f(x))frac{sinleft((N+frac{1}{2})tright)}{sinleft(frac{t}{2}right)}frac{operatorname{d}t}{2pi}=int_{-pi}^pi f_x(t)frac{sinleft((N+frac{1}{2})tright)}{sinleft(frac{t}{2}right)}frac{operatorname{d}t}{2pi} \ = int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi}+int_{-pi}^pi f_x(t)cosleft(Ntright)frac{operatorname{d}t}{2pi}= \ frac{1}{pi}int_{-pi}^pi frac{f_x(t)}{t}sin(Nt)operatorname{d}t+int_{-pi}^pi f_x(t)left(cotleft(frac{t}{2}right)-frac{2}{t}right)sin(Nt)frac{operatorname{d}t}{2pi}+int_{-pi}^pi f_x(t)cosleft(Ntright)frac{operatorname{d}t}{2pi}.$$



                Now, the only problematic integral is the first, so let's estimate only this one.
                We have that:



                $$int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi} = -int_{-pi}^pi f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)sin(Nt)frac{operatorname{d}t}{2pi},$$
                so:
                $$left|int_{-pi}^pi f_x(t)cotleft(frac{t}{2}right)sin(Nt)frac{operatorname{d}t}{2pi}right| = left|frac{1}{2} int_{-pi}^pi left(f_x(t)cotleft(frac{t}{2}right)-f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)right)sin(Nt)frac{operatorname{d}t}{2pi}right| \ le frac{1}{4pi} int_{-pi}^pi left|f_x(t)cotleft(frac{t}{2}right)-f_x(t+frac{pi}{N})cotleft(frac{t+frac{pi}{N}}{2}right)right|operatorname{d}t \ = frac{1}{4pi} int_{-pi}^pi left|f_x(t-frac{pi}{2N})cotleft(frac{t-frac{pi}{2N}}{2}right)-f_x(t+frac{pi}{2N})cotleft(frac{t+frac{pi}{2N}}{2}right)right|operatorname{d}t$$
                So we need an uniform estimate in $x$ for the quantity:
                $$int_{-pi}^pi left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t$$
                for $hto 0$.



                Split the integral for $|t|<2|h|$ and for $2|h|le|t|le pi$ for $|h|<1$. So:
                $$int_{|t|<2|h|} left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t\ le int_{|t|<2|h|} left|f_x(t-h)cotleft(frac{t-h}{2}right)right|operatorname{d}t+int_{|t|<2|h|} left|f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t le \ int_{|t|<2|h|} |t+h|^alphaleft|cotleft(frac{t+h}{2}right)right|operatorname{d}t+int_{|t|<2|h|} |t-h|^alphaleft|cotleft(frac{t-h}{2}right)right|operatorname{d}t\ le c_1 int_{|t|<4|h|} |t|^{alpha-1}operatorname{d}t = c_2 |h|^alpha.$$
                While, for $2|h|le|t|le pi$ we have:
                $$int_{2|h|le|t|le pi} left|f_x(t-h)cotleft(frac{t-h}{2}right)-f_x(t+h)cotleft(frac{t+h}{2}right)right|operatorname{d}t \ le int_{2|h|le|t|le pi} left|f_x(t-h)left(cotleft(frac{t-h}{2}right)-frac{2}{t-h}right)right|operatorname{d}t+int_{2|h|le|t|le pi} left|f_x(t+h)left(cotleft(frac{t+h}{2}right)-frac{2}{t+h}right)right|operatorname{d}t+int_{2|h|le|t|le pi} left|f_x(t-h)frac{2}{t-h}-f_x(t+h)frac{2}{t+h}right|operatorname{d}t.$$
                Now it is clear that the first two integrals aren't a problem, while for the last:
                $$int_{2|h|le|t|le pi} left|f_x(t-h)frac{1}{t-h}-f_x(t+h)frac{1}{t+h}right|operatorname{d}t \ le int_{2|h|le|t|le pi} |t|left|frac{f_x(t-h)-f_x(t+h)}{(t-h)(t+h)}right|operatorname{d}t + |h|^2int_{2|h|le|t|le pi} left|frac{f_x(t-h)+f_x(t+h)}{(t-h)(t+h)}right|operatorname{d}t \ le |2h|^alpha int_{2|h|le|t|le pi} left|frac{t}{(t-h)(t+h)}right|operatorname{d}t + |h|int_{2|h|le|t|le pi} left|t-hright|^{alpha-1}operatorname{d}t+|h|int_{2|h|le|t|le pi} left|t+hright|^{alpha-1}operatorname{d}t \ le c_3|h|^{alpha}(1+log|h|).$$



                Putting all together we get:
                $$sup_{xin[-pi,pi]}left|sum_{n=-N}^Nhat{f}(n)e^{inx}-f(x)right|le Cleft|frac{pi}{N}right|^{alpha}log left|frac{pi}{N}right|to 0, Nto+infty$$







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                answered Jan 24 at 19:38









                BobBob

                1,7011725




                1,7011725






























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