diff --git a/pages/Math401/Math401_T3.md b/pages/Math401/Math401_T3.md index 41a43f5..33f6643 100644 --- a/pages/Math401/Math401_T3.md +++ b/pages/Math401/Math401_T3.md @@ -42,7 +42,7 @@ The inner product space $L^2(\mathbb{R},\lambda)$ is complete. #### Definition of general Hilbert space -A Hilbert space is a complete inner product space. +A Hilbert space is a complete inner product vector space. #### General Pythagorean theorem @@ -66,6 +66,41 @@ Immediate from the general Pythagorean theorem. ### Orthonormal bases +An orthonormal subset $S$ of a Hilbert space $\mathscr{H}$ is a set all of whose elements have norm 1 and are mutually orthogonal. ($\forall u,v\in S, \langle u,v\rangle=0$) + #### Definition of orthonormal basis -An orthonormal basis of a Hilbert space $\mathscr{H}$ is a set of orthonormal vectors that spans $\mathscr{H}$. \ No newline at end of file +An orthonormal subset of $S$ of a Hilbert space $\mathscr{H}$ is an orthonormal basis of $\mathscr{H}$ if there are no other orthonormal subsets of $\mathscr{H}$ that contain $S$ as a proper subset. + +#### Theorem of existence of orthonormal basis + +Every separable Hilbert space has an orthonormal basis. + +[Proof ignored here] + +#### Theorem of Fourier series + +Let $\mathscr{H}$ be a separable Hilbert space with an orthonormal basis $\{e_n\}$. Then for any $f\in \mathscr{H}$, + +$$ +f=\sum_{n=1}^\infty \langle f,e_n\rangle e_n +$$ + +The series converges to some $g\in \mathscr{H}$. + +[Proof ignored here] + +#### Fourier series in $L^2([0,2\pi],\lambda)$ + +Let $f\in L^2([0,2\pi],\lambda)$. + +$$ +f_N(x)=\sum_{n:|n|\leq N} c_n\frac{e^{inx}}{\sqrt{2\pi}} +$$ + +where $c_n=\frac{1}{2\pi}\int_0^{2\pi} f(x)e^{-inx} dx$. + +The series converges to some $f\in L^2([0,2\pi],\lambda)$ as $N\to \infty$. + +This is the Fourier series of $f$. +