Integration by parts and fourier series

In summary, the conversation discusses the use of integration by parts on complex functions and the proof for differentiation of complex functions. It is determined that integration by parts can be applied to complex functions and that the differentiation of complex functions follows the same rules as real functions. However, there may be some differences in the meaning of a limit in complex numbers.
  • #1
zeithief
29
0
hello,
i'm a self learner currently learning Fourier series.

Anyway, I'm having some problem with a question regarding the inner product of two complex functions. This is defined by an integral from negative infi to positive infi of the multiplication of one function and the complex conjugate of the other. Since it is an integral of two function I'm wondering if integration by parts that we learn in high school which applies for real function is workable on complex functions?

A link to a proof will be even more appreciated!

Thank!
 
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  • #2
zeithief said:
Since it is an integral of two function I'm wondering if integration by parts that we learn in high school which applies for real function is workable on complex functions?

The proof should be quite simple. Do you know how to prove integration by parts for the reals? (If not, start by proving the product rule).

After you have that proof, just substitute "real" for "complex". All the math in the proof is addition and multiplication, and so everything holds for both real and complex numbers.
 
  • #3
ok. but is there a proof of the differention of a complex function f is the differentiation of its real part plus i times its differentiated imaginary part? or simply the differentiation of the complex function can be done exactly the same way as one would do for a real function?
 
  • #4
zeithief said:
ok. but is there a proof of the differention of a complex function f is the differentiation of its real part plus i times its differentiated imaginary part? or simply the differentiation of the complex function can be done exactly the same way as one would do for a real function?

Yes.

Differentiation on complex functions is defined the same way.

[tex]f'(x) = \lim_{h \to 0} \frac{f(x+h) - f(x)}{h}[/tex]

There are some subtle differences in the meaning of a limit in complex numbers. (In the real numbers, you can only approach from the left or right, but in C, you can approach from any direction). But those differences don't matter. The only limit identity used in the proof is that [tex]\lim_{x \to a} (f(x) + g(x)) = \lim_{x \to a} f(x) + \lim_{x \to a} g(x)[/tex], which is true for both R and C.

So what you're really doing is showing that

[tex]\lim_{h \to 0} \frac{f(x+h)g(x+h) - f(x)g(x)}{h} = \lim_{h \to 0} \frac{f(x+h) - f(x)}{h}g(x) + \lim_{h \to 0} \frac{g(x+h) - g(x)}{h}f(x)[/tex].

(I hope I got that all correct).
 
  • #5
Tac-tics, the functions the OP is concerned about are complex-valued functions defined on the set of real numbers.

zeithief said:
ok. but is there a proof of the differention of a complex function f is the differentiation of its real part plus i times its differentiated imaginary part?
The rule (f+g)'(x)=f'(x)+g'(x) follows immediately from the definitions (of the derivative and f+g). The rule (cf)'(x)=cf'(x) where c is a complex number follows immediately from the definitions (of the derivative and cf). What to do with f+ig should be obvious from these rules.
 
  • #6
Fredrik said:
Tac-tics, the functions the OP is concerned about are complex-valued functions defined on the set of real numbers.

Yes, and what I was getting at applies to functions C -> C, of which functions R -> C is a subset.
 
  • #7
Tac-Tics said:
Yes, and what I was getting at applies to functions C -> C, of which functions R -> C is a subset.
My point was just that there's no need to consider complex limits here.

By the way, the set of functions from [itex]\mathbb R[/itex] to [itex]\mathbb C[/itex] is not a subset of the set of functions from [itex]\mathbb C[/itex] to [itex]\mathbb C[/itex].
 
  • #8
Fredrik said:
My point was just that there's no need to consider complex limits here.

Ah, you're right.

By the way, the set of functions from [itex]\mathbb R[/itex] to [itex]\mathbb C[/itex] is not a subset of the set of functions from [itex]\mathbb C[/itex] to [itex]\mathbb C[/itex].

It depends on your formalism, but if you treat R as a subset of C, then every function R->C where f(x) = y, there is a function f' : C->C, f'(x + 0i) = y. So unless I missed something, regardless of your formalism, it's isomorphic to a subset of C->C.
 
  • #9
No, {f| f:C->R} is a subset of {f|f:C->C}. {f|f:R->C} is not. The notation f:C->C means that f is defined for all complex numbers which is not the case for f:R->C. The range does not have to be all of C.
 
  • #10
HallsofIvy said:
No, {f| f:C->R} is a subset of {f|f:C->C}. {f|f:R->C} is not. The notation f:C->C means that f is defined for all complex numbers which is not the case for f:R->C. The range does not have to be all of C.

I suppose you are right. But each can still be lifted trivially into C->C.
 

Related to Integration by parts and fourier series

1. What is integration by parts and how does it work?

Integration by parts is a method of integration used to evaluate integrals that involve products of functions. It is based on the concept of the product rule in calculus, and involves choosing one function to differentiate and another function to integrate. The formula for integration by parts is ∫udv = uv − ∫vdu, where u and v are the two chosen functions.

2. When should I use integration by parts?

Integration by parts is useful for evaluating integrals of products of functions, especially when one of the functions is easily integrable and the other is not. It is also helpful for simplifying more complex integrals into a form that is easier to evaluate.

3. What are the steps to solve an integral using integration by parts?

The steps for solving an integral using integration by parts are as follows:

  • Identify the functions u and v to be differentiated and integrated, respectively.
  • Use the formula ∫udv = uv − ∫vdu to rewrite the integral.
  • Differentiate u and integrate v to find the new integrals.
  • Substitute the new integrals into the formula and solve for the original integral.

4. What is a Fourier series and how is it related to integration by parts?

A Fourier series is a way of representing a periodic function as a sum of simpler trigonometric functions. It is used in many areas of mathematics and science, including signal processing and differential equations. Integration by parts can be used to find the coefficients of the Fourier series by evaluating integrals involving trigonometric functions.

5. Can integration by parts be applied to improper integrals?

Yes, integration by parts can be applied to improper integrals, as long as the chosen functions satisfy the conditions for convergence. However, it may be necessary to use other methods in conjunction with integration by parts to evaluate the integral.

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