This is from a practice midterm, and I'm having trouble with the first part. Suppose $f$ is a $2\pi$-periodic function that is continuous and differentiable on the interval $[-\pi, \pi]$, but has jump discontinuities at $-\pi$ and $\pi$. Also, suppose there exists a positive constant $M$ such that both $|f(x)|,|f'(x)| \le M$ for all $x \in (-\pi, \pi)$.
(i) Establish the bound
$$
|\hat{f}(n)| \le \frac{2M}{|n|}, \text{ if }n\ne0
$$
(ii) Show that $\sum |\hat{f}(n)|$ does not converge absolutely.
Once we have (i), part (ii) is immediate (apparently not. However, a simple proof by contradiction tells that $f$ must be continuous everywhere, but of course it is not at $\pm \pi$, so the series must diverge).
I'm not sure how to get that bound. If $n\ne 0$, I'm trying to just do
$$
\hat{f}(n) = \frac{1}{2\pi}\int_{-\pi}^{\pi} f(x)e^{-inx}dx \le \frac{M}{2\pi in}(e^{in\pi}-e^{-in\pi}) = \frac{M}{\pi n}\sin(n\pi) =0
$$
which, I mean, I guess is less than the desire bound, but I've obviously done something incorrectly.
I feel like this should be really straight forward, but, essentially, I'm not sure how to rectify the facts that:
1. I didn't take into account that $f$ is discontinuous at the end points.
2. $f$ and $f'$ are only bounded on the open interval and not necessarily the closed one.
3. In fact, I didn't even use the derivative of $f$ at all.
Any help would be appreciated.
So I was able to locate the solution to the problem. There, though, there was a very helpful hint given that would have saved me some trouble. It was to "integrate by parts." At that point, it becomes clear: if you let $f_1$ be the left limit of $f$ at $\pi$ and $f_2$ be the right limit at $-\pi$, then because approaching $\pi$ from the left means we use values strictly less than $\pi$ and approaching $-\pi$ from the right uses values strictly greater than $-\pi$ which puts us in the open interval, we can apply the bound to the $f_i$s (I'll have to remember that approach). The other integral obtained when we integrate by parts will contain $f'$ in the integrand which we bound by $M$ because we just need to be differentiable on the open interval; the various constants obtained by integrating combined with $M$ gives us the desired bound above.