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Does the series come back? Bessel, Parseval, and mean-square convergence

Partial sums are the best L² approximations; Bessel bounds the energy, and Parseval says nothing is lost — convergence in the mean, the easy and complete answer.

Partial sums minimize the mean-square error

Before asking whether the series converges, ask a softer, geometric question: among all trigonometric polynomials of degree N, which one is closest to f in the mean-square sense? In a Hilbert space the answer is forced: the closest point in a subspace is the orthogonal projection, and its coordinates are the Fourier coefficients. So the partial sum S_N f is the best degree-N approximation, full stop.

Use the orthonormal tones e_n (the cos/sin scaled to unit norm) and write c_n = ⟨f, e_n⟩.
Let S_N = sum_{n=0}^{N} c_n e_n  be the partial sum, and let T = sum_{n=0}^{N} d_n e_n be ANY degree-N trig polynomial.

Compute the squared error, using ⟨e_m, e_n⟩ = 0 for m != n and = 1 for m = n (Pythagoras):

   ‖f - T‖^2 = ‖f‖^2 - 2 Re ⟨f, T⟩ + ‖T‖^2
             = ‖f‖^2 - 2 Re sum d_n^* c_n + sum |d_n|^2          (expand the inner products)
             = ‖f‖^2 - sum |c_n|^2 + sum |c_n - d_n|^2.            (complete the square)

The first two pieces do not depend on the choice of T.  The last piece sum |c_n - d_n|^2 >= 0,
and is ZERO exactly when d_n = c_n for all n.

=> ‖f - T‖^2 is minimized precisely by T = S_N.   The Fourier partial sum is the best L^2 fit.   QED
Completing the square: the Fourier partial sum is the unique best mean-square approximation.

Bessel's inequality: energy is bounded

Set T = S_N in the identity above; since ‖f − S_N‖² ≥ 0, the partial energy sum_{n≤N} |c_n|² ≤ ‖f‖² for every N. Letting N → ∞ gives Bessel's inequality: sum of |c_n|² ≤ ‖f‖². Two free gifts: the coefficient series converges, and (by the n-th term test) c_n → 0 — a foretaste of the Riemann–Lebesgue lemma.

Parseval: equality, and completeness

Bessel becomes the equality Parseval's identity sum |c_n|² = ‖f‖² exactly when the trig system is complete — when no nonzero function is orthogonal to every tone. Equivalently, ‖f − S_N‖ → 0: the series converges to f in the mean. For every square-integrable f this holds, and the Riesz–Fischer theorem supplies the converse: every square-summable coefficient sequence is the Fourier series of some L² function.