Please give me a link to a reference for an example of a continuous function whose Fourier series diverges at a dense set of points. (given by Du Bois-Reymond). I couldn't find this in Wikipedia.
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As I mentioned in comments below, Kolmogorov's example is for a discontinuous function in $L^1$.
For a continuous function whose Fourier series diverges at all rational multiples of $2\pi$ (and hence on a dense set) see Katznelson's book: An Introduction to Harmonic Analysis Chapter 2, Remark after proof of Theorem 2.1. Note that the Fourier series of such a continuous function still converges almost everywhere by Carleson's theorem.
TCL
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Why the function in Katznelson's book doesn't satisfy Fourier's Theorem? I know it is continuous but I suppose I can't derive it term by term to check if the derivate is piecewise continuous. – Cleto Pereira Jul 13 '20 at 22:20
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Carleson's theorem works for $p > 1$ only. – stoic-santiago Dec 08 '23 at 05:08
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Actually, such an almost-everywhere divergent Fourier series was constructed by Kolmogorov.
For an explicit example, you can consider a Riesz product of the form:
$$ \prod_{k=1}^\infty \left( 1+ i \frac{\cos 10^k x}{k}\right)$$
which is divergent. For more examples, see here and here.
Edit: (response to comment). Yes, you are right, du Bois Reymond did indeed construct the examples of Fourier series diverging at a dense set of points. However the result of Kolmogorov is stronger in that it gives almost everywhere divergence.
The papers of du Bois Reymond are:
Ueber die Fourierschen Reihen
J. M. ain't a mathematician
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@George S. : It is given in this link http://www-history.mcs.st-and.ac.uk/history/Biographies/Du_Bois-Reymond.html that Du Bois-Reymond gave such function. – Rajesh D Dec 19 '10 at 11:26
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@J.M. : I am not able to read them as they are not in english. Please suggest where to search for english versions. Also is the function given by Du Bois Reymond continuous everywhere ? – Rajesh D Dec 19 '10 at 12:37
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@Rajesh: Ask George; I only cleaned up his answer a bit. – J. M. ain't a mathematician Dec 19 '10 at 12:42
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3@George. Kolmogorov's example is for an $L^1$ function, not continuous. By a famous theorem of Carleson, for a continuous function, the Fourier series converges almost everywhere. – TCL Dec 19 '10 at 16:13
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@Rajesh. I thought the above mentioned du Bois Reymond's example is one. Existence of such examples is also garunteed by Baire Category theorem. – TCL Dec 19 '10 at 22:30
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@Rajesh: See Y. Katznelson,"An introduction to Harmonic Analysis" 2nd ed. p. 52. – TCL Dec 19 '10 at 23:33
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Kolmogorov improved his result to a Fourier series diverging everywhere. Original papers, in French:
Kolmogorov, A. N.: Une série de Fourier-Lebesgue divergente presque partout, Fund. Math., 4, 324-328 (1923).
Kolmogorov, A. N.: Une série de Fourier-Lebesgue divergente partout, Comptes Rendus, 183, 1327-1328 (1926).
J. M. ain't a mathematician
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