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So for a periodic function $f$ (of period $1$, say), I know the Riemann-Lebesgue Lemma which states that if $f$ is $L^1$ then the Fourier coefficients $F(n)$ go to zero as $n$ goes to infinity. And as far as I know, the converse of this is not true. My question, then, is this:

Under what conditions on the Fourier coefficients $F(n)$ is the function $f$, defined pointwise as the Fourier series with $F(n)$ as coefficients,

  1. integrable,
  2. continuous, and
  3. differentiable?
Liam Baker
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  • Since we can always change $f$ on a set of measure zero without affecting the Fourier coefficients, we can never conclude continuity or differentiability from the Fourier coefficients. But one may ask "is there a continuous/differentiable $f$ which has these Fourier coefficients"? –  Aug 28 '15 at 22:46
  • Thanks @Bungo, I've edited the question to make more clear which $f$ I'm talking about. – Liam Baker Aug 28 '15 at 22:52

2 Answers2

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Here's a partial answer, too long for a comment. I'm not sure about necessary and sufficient conditions for continuity or differentiability, but it's not too hard to find sufficient conditions.

Certainly, if $\sum |F(n)| < \infty$ then the series $\displaystyle \sum F(n) e^{iun}$ converges absolutely and uniformly, by the Weierstrass M-test, so $f$ is continuous in that case.

But this condition does not imply differentiability; indeed, by spacing the nonzero coefficients appropriately, with increasingly long sections of zeros (a so-called lacunary Fourier series), one can make $f$ continuous but nowhere differentiable. Stein and Shakarchi construct such a function in their book Fourier Analysis.

Here is a sufficient condition for $f$ to be continuously differentiable: Decay of Fourier Coefficients and Smoothness

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I'm aware of one necessary and sufficient condition. It comes out of the Spectral Theorem for selfadjoint operators. The domain of $L=\frac{1}{i}\frac{d}{dx}$ on $L^{2}[-\pi,\pi]$ consists of all periodic absolutely continuous functions on $[-\pi,\pi]$ with $f' \in L^{2}[-\pi,\pi]$. $L$ is selfadjoint on this domain. From the Spectral Theorem: $$ \mathcal{D}(L) = \left\{ f \in L^{2}[-\pi,\pi] : \sum_{n}n^{2}|\hat{f}(n)|^{2} < \infty \right\} $$ Therefore, $f \in L^{2}[-\pi,\pi]$ is equal a.e. to an absolutely continuous periodic function $g$ on $[-\pi,\pi]$ with $g' \in L^{2}$ iff $\sum_n n^{2}|\hat{f}(n)|^{2} < \infty$.

It's much harder to say something like this for $L^{p}$ functions where $p \ne 2$.

Disintegrating By Parts
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