Let $f \in L^2([0,2\pi])$ if $2$$\pi$ periodic. Then $f$ can be decomposed using a Fourier series as $$ f(x) = \sum_{n=-\infty}^\infty f_n e^{in x}. $$
Now suppose we approximate $f$ by $f^N$ where $f^N$ is given by $$ f^N(x) = \sum_{n=-N}^N f_n e^{in x}. $$ I am wondering what the rate of convergence is of this approximation in $L^2([0,2\pi])$? I assume it should be exponential (spectral) as it is based on a Fourier series. I.e.
$$ \begin{align} ||f - f^N||_{L^2([0,2\pi])}^2 & = \int_0^{2\pi} |f - f^N|^2 dx \\ & = \int_0^{2\pi} |\sum_{n=-\infty}^\infty f_n e^{in x} - \sum_{n=-N}^N f_n e^{in x}|^2 dx \\ & = \int_0^{2\pi} |\sum_{n=-\infty}^\infty f_n e^{in x} - \sum_{n=-N}^N f_n e^{in x}|^2 dx \\ & = \int_0^{2\pi} |\sum_{n=-\infty}^{-N-1} f_n e^{in x} + \sum_{n=N+1}^{\infty} f_n e^{in x}|^2 dx \\ & \le \int_0^{2\pi} \left(|\sum_{n=-\infty}^{-N-1} f_n e^{in x}| + |\sum_{n=N+1}^{\infty} f_n e^{in x}|\right)^2 dx \\ & \le \int_0^{2\pi} \left(\sum_{n=-\infty}^{-N-1} |f_n| + \sum_{n=N+1}^{\infty} |f_n|\right)^2 dx \\ & \le C \left(\sum_{n=-\infty}^{-N-1} |f_n| + \sum_{n=N+1}^{\infty} |f_n|\right)^2 \\ \end{align} $$ But this doesn't seem to be leading anywhere..I want to end up with something like $$||f - f^N||_{L^2([0,2\pi])}^2 = Ce^{-N}. $$ I don't have much experience with rate of convergence so what is the actual rate of convergence for this approximation and what is the technique used to obtain it?
There's nothing that can be said about the rate of convergence without further assumptions on $f$; in fact $||f-f^N||$ can tend to $0$ arbitrarily slowly.
Roughly speaking, a faster rate of convergence implies some sort of smoothness for $f$. For example, If $||f-f^N||\to0$ exponentially then $f_n\to0$ exponentially, which implies that $f$ is infinitely differentiable.
Edit: Someone supplied a reference for the "arbitrarily slowly" statement. This is much more trivial than that:
Proof. Let $a_n^2=s_{n-1}-s_n$, and define $f(t)=\sum_{n=1}^\infty a_ne^{int}$. Then $$||f-f^N||_2^2=\sum_{n=N+1}^\infty a_n^2=s_N.$$