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Harmonic Analysis

Spring 2019-20

Department of Mathematics and Applied Mathematics

University of Crete

Teacher: Mihalis Kolountzakis


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  1. 20-2-2020:    Reduced office hours on Monday Feb 24, only 11:00-11:45. Please come also on Thursday at 11:00 if you want.
  2. 6-2-2020:    Intermediate exam: Monday March 23, 2020, 9-11, in our usual classroom.
    Those of you who have a significant reason to be exempt from this exam must contact me by email until Monday, March 16, 2020. No exceptions beyond that date.

    Exceptions listed here.
  3. 23-1-2020:     Το μάθημα θα διδαχθεί στα Αγγλικά μια και στο ακροατήριο θα υπάρχουν φοιτητές από το πρόγραμμα Erasmus. Θα γίνει με τέτοιο τρόπο ώστε με μια στοιχειώδη γνώση Αγγλικών να μην έχει κανείς πρόβλημα να το παρακολουθήσει. Όλες οι ασκήσεις και τα διαγωνίσματα θα είναι και στις δύο γλώσσες.


Room A208. Mon and Thu, 9-11.

Teacher's office hours: Mon 11-1.

Course description

Goal: Introduction to harmonic analysis, mostly Fourier Series.

Contents: Quick introduction to Lebesgue measure on the real line. Periodicity, trigonometric polynomials, orthogonality. Fourier coefficients and Fourier series of periodic functions. Absolute convergence and size of Fourier coefficients with respect to function smoothness. Uniqueness, convolution, kernels, Cesaro means, Fejer's theorem and applications. The $L^2$ theory. Pointwise convergence of Fourier series. Norm convergence. Localization. Bernsterin's inequality.

Books and lecture notes

  1. [KP]: M. Kolountzakis and Ch. Papachristodoulos, Fourier Analysis, 2015. In Greek.

Student evaluation

Intermediate exam 40%, final exam 60%. This remains the same for all further examination periods.

Class diary

Mon, 3 Feb. 2020:

Today we talked about Lebesgue measure on the real line, how it is defined, saw some examples (for instance, we proved that all countable setss have measure 0) and listed some basic properties of the set function $m(E)$ (the Lebesgue measure of the set $E \subseteq \RR$). We proved some (but not all) of these properties. We also defined the ternary Cantor set and saw that it has measure 0 without being a countable set.

Problems: No 1 ( / )

Thu, 6 Feb. 2020:

We used the concept of Lebesgue measure to define the integral of arbitrary functions. First we defined the integral of simple functions (functions that take finitely many values only) and then we defined, using them, the integral of arbitrary nonnegative functions. The integral of signed (or complex valued) functions is obtained by linearity. We also defined the function space $L^1(A)$, which consists of those functions defined on $A \subseteq \RR$ for which $\int_A \Abs{f} \lt \infty$. Using these definitions we proved several statements regarding the integral (exercises 1.9, 1.10, 1.12, 1.13 (Markov’s inequality)). We stated (without proof) the monotone convergence theorem and, using it, we did exercises 1.15, 1.16.

Problems: No 2 ( / )

Tue, 10 Feb. 2020:

Today we talked about the Dominated Convergence Theorem and its applications. Then we talked about Lebesgue measure in $\RR^2$ and also saw that the Lebesgue integral in $\RR^2$ is defined in exactly the same way as in $\RR$. We stated Fubini’s theorem on repeated integration and saw how this is applied in order to show that the convolution of two functions in $L^1(\RR)$ is defined almost everywhere and its integral is bounded by the product of the integrals of the absolute values of the factors: $\int_\RR \Abs{f*g} \le \int_\RR \Abs{f} \int_\RR \Abs{g}$. Finally we talked about norms in vector spaces and saw their axioms and that the $L^1(A)$ norm $$ \Norm{f}_1 = \int_A \Abs{f} $$ for functions in $L^1(A)$ has these properties provided we do not distinguish functions that differ only on a set of measure 0.

Problems: No 3 ( / )

Thu, 13 Feb. 2020:

Today we completed our crash-course on Lebesgue measure and integration (Chapter 1 of [KP]). We studied $L^p$ spaces and the basic inequalities for $L^p$ norms (Hölder and Cauchy’s inequalities) and saw that $L^p(A) \subseteq L^q(A)$ if $m(A) \lt \infty$ and $p \gt q$. We also saw that $C_0(\RR)$ is dense in $L^p(\RR)$ (for $p\lt\infty$) and saw how to use this to prove (a) that translation is continuous in $L^p(\RR)$ ($p\lt\infty$) and also to prove the Riemann-Lebesgue lemma for the Fourier Transform on $L^1(\RR)$.

Problems: No 4 ( / )

Tue, 17 Feb. 2020:

We talked about periodic functions and then about trigonometric polynomials. We proved (uniqueness theorem) that a trigonometric polynomial of degree $\le N$ which is 0 at $2n+1$ different points in $[0, 2\pi)$ is necessarily the zero polynomial (has all its coefficients equal to 0). Then we defined the inner product on $[0, 2\pi)$ and saw some of its elementary properties. Please read the entire Chapter 2 of [KP].

Problems: No 5( / )

Thu, 20 Feb. 2020:

We covered § 3.1 and 3.2 of [KP]. We defined the Fourier coefficients and the Fourier series of a function in $L^1(\TT)$ and saw some elementary properties of it, such as the bound $$ \Abs{\ft{f}(n)} \le \Lone{f} = \frac{1}{2\pi}\int_0^{2\pi}\Abs{f}, $$ which implies that, for any $k \in \ZZ$, the linear map $f \to \ft{f}(k)$ is a bounded and, therefore, continuous map from $L^1(\TT) \to \CC$. We computed the Fourier series of some simple functions. We spoke about general trigonometric series (as opposed to Fourier series) and saw that an absolutely convergent trigonometric series converges uniformly to a continuous function and it is the Fourier series of that function. Finally we defined the so-called Poisson kernel via its Fourier series and found a formula for it, from which we derived some of the properties of this function as the parameter $r \to 1 - $.

Problems: No 6( / )

Tue, 24 Feb. 2020:

Today we saw how some simple changes in the function (translation, modulation, etc) translate in the Fourier side, i.e., what the Fourier coefficients of the changed function are compared to those of the unchanged function. Then we introduced the $O(\cdot)$ and $(o(\cdot)$ asymptotic notations and proved that if $f \in C^j(\TT)$ then $\ft{f}(n) = O(n^{-j})$. In particular, if $f \in C^2(\TT)$ it follows that the Fourier series of $f$ is absolutely and uniformly convergent. We finished Chapter 3 of [KP].

Problems: No 7( / )