Problem 358
Hard Remainders and Fourier Series

Show that for f(x) satisfying Dirichlet's conditions

Show that for $f(x)$ satisfying Dirichlet's conditions on $(-\pi,\pi)$ with continuous third derivative (and periodic boundary matching of $f,f',f''$), $$ a_n=\frac1{\pi n^3}\int_{-\pi}^\pi f'''(x)\sin(nx)\,dx, \qquad b_n=-\frac1{\pi n^3}\int_{-\pi}^\pi f'''(x)\cos(nx)\,dx. $$

Explanation of Method

Three successive integrations by parts on $a_n=\frac1\pi\int f\cos(nx)\,dx$ (and similarly for $b_n$) each strip off one derivative from $f$ and one power of $n$ from the denominator; the boundary terms vanish at every stage because $\sin(n\pi)=\sin(-n\pi)=0$ and, when a $\cos$ boundary term appears, because the corresponding derivative of $f$ agrees at $\pm\pi$ by periodicity.

  1. Integrate $a_n$ by parts once, using $\sin(n\pi)=0$ to kill the boundary term.
  2. Integrate by parts a second time, using periodicity of $f'$ to kill that boundary term.
  3. Integrate a third time, again using $\sin(n\pi)=0$, to arrive at the $f'''$ formula; repeat the parallel three steps for $b_n$.

Step 1 · First integration by parts (for $a_n$)

With $u=f(x)$, $dv=\cos(nx)\,dx$, and $\sin(n\pi)=\sin(-n\pi)=0$: $$ a_n = \frac1\pi\int_{-\pi}^\pi f(x)\cos(nx)\,dx = -\frac1{\pi n}\int_{-\pi}^\pi f'(x)\sin(nx)\,dx. $$

Step 2 · Second and third integrations

With $u=f'(x)$, $dv=\sin(nx)\,dx$, and using $\cos(n\pi)=\cos(-n\pi)=(-1)^n$ together with periodicity $f'(\pi)=f'(-\pi)$ (so the boundary term cancels): $$ a_n = -\frac1{\pi n^2}\int_{-\pi}^\pi f''(x)\cos(nx)\,dx. $$ One more integration by parts (using $\sin(n\pi)=0$ again): $$ \boxed{a_n = \frac1{\pi n^3}\int_{-\pi}^\pi f'''(x)\sin(nx)\,dx} $$

Step 3 · The parallel derivation for $b_n$

The identical three-step process, starting from $b_n=\frac1\pi\int f\sin(nx)\,dx$ (using $\cos(n\pi)=\cos(-n\pi)$ and periodicity of $f$ to kill the first boundary term, $\sin(n\pi)=0$ for the second, and periodicity of $f''$ for the third), gives $$ \boxed{b_n = -\frac1{\pi n^3}\int_{-\pi}^\pi f'''(x)\cos(nx)\,dx} $$


Summary Table

PropertyValue
$a_n$$\dfrac1{\pi n^3}\displaystyle\int_{-\pi}^\pi f'''(x)\sin(nx)\,dx$
$b_n$$-\dfrac1{\pi n^3}\displaystyle\int_{-\pi}^\pi f'''(x)\cos(nx)\,dx$
Consequencecoefficients decay at least as fast as $1/n^3$ (since $f'''$ is bounded)

Additional Notes

Result

$$ a_n=\frac1{\pi n^3}\int_{-\pi}^\pi f'''(x)\sin(nx)\,dx, \qquad b_n=-\frac1{\pi n^3}\int_{-\pi}^\pi f'''(x)\cos(nx)\,dx. $$