Math 4330/5330, Fourier Analysis

Semester 2, 2018-19

Course Lecturer:

Dr. Judith Packer, Dept. of Mathematics

Tel: (303) 492-6979
Office: Math 227
Email: packer@colorado.edu
URL: http://math.colorado.edu/~packer

Course Information:
 Fourier analysis, first developed by Joseph Fourier in the 1800's, is a way of studying functions by decomposing them into certain types of "building block" functions. In calculus, you have learned how nice enough functions can be given Taylor series expansions and approximated by polynomials. Fourier's idea was that nice enough functions on closed, bounded intervals of R could be given a infinite series expansion involving the trigonometric functions {cosnx: n= 0, 1, 2, ...}, and {sin nx: n = 1, 2, ...}. This great idea was very fruitful and had many applications, particularly in the field of partial differential equations coming from physics.
The material to be covered includes the Appendix, most of Chapters 1 and 3, and parts of Chapters 2, 5, and 6, in the book "Fourier Analysis" by Eric Stade. Topics include:
A review of the definition and arithmetic of complex numbers, periodic functions on the real line R, and functions on the circle T, trigonometric functions with period 2 pi, Fourier coefficients of periodic functions, Fourier series, convergence of Fourier series, Gibb's phenonomenon for Fourier series at points of discontinuity, study of uniform convergence, differentiaion and integration of Fourier series, Fourier series with other periods, applications of Fourier series to solutions to boundary value problems in partial differntial equations: the heat equation and the wave equation, vector spaces of functions, L^2 spaces and inner products, the Hilbert space L^2([-pi, pi],), orthogonality and orthonormal bases for L^2([-pi, pi],), functions defined on R, the function space L^1(R), convolution of functions defined on R, the Fourier transform on L^1(R), Fourier inversion in L^1(R), the Hilbert space L^2(R), the Fourier transform and Fourier inversion in L^2(R).

Prerequisite:
 Math 2400 Calc. 3 and Math 2130 Linear Algebra. A knowledge of the rudiments of complex numbers is also required, and Math 3001 Introduction to Analysis would be helpful background.

Course Text:
 We will use the text "Fourier Analysis" by Eric Stade, J. Wiley and Sons, 2005, covering the Appendix, most of Chapter 1, parts of Chapter 2, most of Chapter 3, and parts of Chapters 5 and 6.

Assessment: If you are absent from an exam, or do not hand in the take-home exam on time, without a valid excuse, you will receive a grade of "F" for that exam. Examples of valid excuse are: documented illness (doctor's letter required), religious observance, and serious family emergency.

Lecture Hours and Venue:
MWF 1 - 1:50 p.m. in ECCR 108.

Office Hours:
M 4 p.m. - 5 p.m., WF 3 - 4 p.m., and by appointment.

Homework:
Some Important Names associated with Fourier Analysis :

  • Fun Animations (Quicktime), courtesy of Dr. Alfred Clark Jr., University of Rochester:
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    Last modified January 14, 2019.