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3.1
ties of it without getting into mathematical rigour. We shall make some observations
in order to put the matter in a rigorous fashion.
For f : R C, the Fourier transform of f is defined by
Z
fb() =
(3.1)
(3.2)
However, we stick onto the definition given in (3.1). Let s f (x) = f (x s), s R.
Then
Z
(s f )b() =
(s f )(x)e2ix dx =
f (x s)e2ix dx =
f (y)e2i(s+y) dy,
so that
(s f )b() = e2is fb().
(3.3)
85
(3.4)
f (x)e
2ix
1
dx =
f (y)e2i dy
Thus
1
fb () = fb .
(3.5)
Observations
The definition of (3.1) makes sense if f is assumed to be in L1 (R).
For the validity of (3.23.4), we require f , Ms f , f L1 (R).
In fact, the operators s , Ms , s R and D given by D f (x) =
1
f x
1/p
, > 0 are
(3.6)
b
dn
f () = (2i)n n fb().
dxn
(3.7)
More generally,
If g(x) = 2ixf (x), then
d b
f ().
d
More generally, if g(x) = (2ix)n f (x), then
dn
gb() = n fb() .
d
gb() =
86
(3.8)
(3.9)
Observations
The property (3.6) requires the differentiability of f on R and f 0 L1 (R). Sim-
Thus, if we assume the required conditions on f as observed, the definition and the
properties (3.13.9) will be valid.
3.2
Schwartz space on R
Based on the observations of section 3.1, we ask the following question. Do
we have a subspace of L1 (R) which contains both f (n) and xm f for m, n N and is
invariant under Fourier transform ? The answer is the space of all rapidly decreasing
functions on R known as the Schwartz space.
Definition 3.2.1. Let C (R) denote the space of all infinitely differentiable functions
on R. The Schwartz class of rapidly decreasing functions S(R), is defined to be the
collection of all f C (R) for which
m dn
< for all m, n N0 .
f
(x)
sup x
dxn
xR
It is clear that if f S(R), then p f S(R) for any polynomial p and f (n) S(R)
for any n.
87
1
e x2 1
2 (x) =
0
if x [1, 1]
otherwise.
It can be easily shown that the functions in (1) and (2) belong to S(R).
(3) Let Hk denote the Hermite polynomial
Hk (x) = (1)k
dk x2 x2
e
e , k N0 .
dxk
2
Let hk (x) = Hk ( 2x)ex denote the Hermite functions. Then the functions hk
can easily be shown to be in S(R).
Apart from verifying the examples, it is left as an exercise to the reader to
show that the functions ex , e|x| ,
1
1+x2
1 p < . In fact, if
|(x)| dx =
R
(1 + x2 )p |(x)|p
dx c
(1 + x2 )p
1
dx < ,
(1 + x2 )p
88
(a) 1 (x).
(b) 2 (x).
(a) ex .
(b) e|x| .
(c)
1
1+x2 .
The function defined in 3.2.2 (2) above belongs to D(R). Clearly, D(R)
S(R). We shall show that D(R) is dense in Lp (R), 1 p < . This in turn leads to
the density of S(R) in Lp (R), 1 p < .
Proposition 3.2.5. The space D(R) is dense in Lp (R), 1 p < .
Proof. Let f Lp (R) (1 p < ). Choose D(R), 0 such that
1. For > 0 consider (x) = 1 x and define
R
R
(x)dx =
Z
f (x) =
f (x y) (y)dy.
(3.10)
f (y)D (x y)dy,
(3.11)
Note that
Z
f (x) =
R
|f | kf kp k kp0 ,
90
where
1
1
+ 0 = 1,
p p
|f |p dx
p1
|f (x y)|p dx | (y)|dy = kf kp k k1 = kf kp .
(3.12)
Again, using
p1
Z
kf F kp = |f (x) (x)f (x)|p dx
R
91
p1
Z
= |f (x) f (x)(x) + f (x)(x) f (x)(x)|p dx
R
p1
p1
Z
Z
|f (x)|p |1 (x)|p dx + |f (x) f (x)|p |(x)|p dx
R
p1
|f (x)|p dx + kf f kp .
|x|> 1
Since each term on the right hand side of above inequality goes to zero as goes to
zero, we conclude that kf F kp 0 as 0. Thus, D(R) is dense in Lp (R),
(1 p < ).
3.3
2ix
f (x)e
N
ZN
dx =
d
(f (x)) e2ix dx =
dx
ZN
N
N
= e2ix f (x)N + 2i
ZN
f (x)e2ix dx.
But e
2ix
f (x) 0 as N . Thus
Z
ZN
0b
0
2ix
(f ) () = f (x)e
dx = lim
f 0 (x)e2ix dx
R
N
N
ZN
= 2i lim
N
N
= 2i fb(),
92
f (x)e2ix dx
Z
Z
1
fb( + h) fb()
= f (x)e2i(+h)x dx f (x)e2ix dx
h
h
R
R
Z
h e2ihx 1 i
= xf (x)e2ix
dx.
xh
R
e2ihx 1
= 2i+O(h), using power series expansion of the exponential funcxh
e2ihx 1
tion. We also have lim
= 2i. Then, by applying dominated convergence
h0
xh
theorem, we get
But
Z
Z
fb( + h) fb()
= 2i
xf (x)e2ix dx =
g(x)e2ix dx = gb(),
lim
h0
h
93
Proof. We have
Z
fb() =
2ix
f (x)e
Z
dx =
In particular, fb(0) =
ex e2ix dx.
ex dx. But
2
R R (x2 +y2 )
2
ex dx =
e
dxdy. Chang-
x2
Z2 Z
dx =
A simple integration leads to
r2
Z
rdrd = 2
x2
2
dx
(3.8),
b
d b
f () = 2ixf (x) ()
d
Z
= 2i
xf (x)e2ix dx
= 2i
xex e2ix dx
Z
=i
rer drd.
f 0 (x)e2ix dx
= i(f 0 )b()
= i(2i)fb() (using (3.6))
= 2 fb().
94
d b
f () = 2 fb() with fb(0) = 1. In
d
= 2. On integration, we get ln fb() = 2 + ln c, where c
(fb)0 ()
fb()
2
is the constant of integration. This leads to fb() = ce . Using fb(0) = 1, we get
2
c = 1. Thus fb() = e .
d
d
(f g) =
f g and x(f g) = xf g, one can easily show that
dx
dx
f g S(R). It is also clear that f g = g f by applying change of variables.
Since
(f g)b = fb gb.
To see this, consider
Z
(f g)b() =
R
Z
=
R
(f g)(x)e2ix dx =
Z
f (x u)g(u)du e2ix dx
R
R
Z
g(u) f (x u)e2ix dx du,
R
Z
g(u) f (t)e2i(u+t) dt du
R
95
(3.13)
g(u)e2iu du = fb()b
g (),
= fb()
R,
Z
f (x)b
g (x)dx =
Proof. Consider
fb(y)g(y)dy.
R
Z
f (x)b
g (x)dx =
Z
f (x) g(t)e2itx dt dx
Z
Z
= g(t) f (x)e2itx dx dt
R
Z
g(t)fb(t)dt,
=
R
1
(x) =
1
2
= ex / .
Then
Z
D (x)dx =
Z
(x)dx =
96
ex dx = 1.
(3.14)
M
2
. Clearly, f is uniformly
continuous on K. Thus there exists > 0 such that if |xy| < , then |f (x)f (y)| <
x, y K. If |x y| < but either x or y lies outside K, then both |x| and |y| are
bigger than
M
2
Consider
f D (x) f (x) =
D (y)dy.
Thus
Z
f (x y) f (x)] D (y)dy
f D (x) f (x) =
R
[f (x y) f (x)]] D (y)dy
=
|y|<
f (x y) f (x)] D (y)dy.
+
|y|>
Hence,
Z
|f D (x) f (x)| +
f (x y) f (x)] D (y))dy x R,
|y|>
97
y 2
1
e dy.
fb()e2ix d.
(3.15)
f (0) =
(3.16)
Once this is proved, we will obtain (3.15). In fact, if f S(R), then x f S(R) for
x R. Applying (3.16) to x f , we get
Z
f (x) = x f (0) =
Z
(x f ) ()d =
b
e2ix fb()d.
(3.17)
R
2
In order to prove (3.16), take (x) = ex . As is even f D (0) = f (x)
R
lim
(3.18)
R
2
1 e
= D (). Thus, by multiplication
2
fb() e d = f (0).
98
(3.19)
2
As lim e = 1 and fb S(R) L (R) it follows from Lebesgues dominated
0
R
R
2
convergence theorem that lim fb()e d = fb() d. Thus (3.16) follows from
0 R
(3.19).
3.4
h(0) =
(3.20)
Since h = f f, we get, b
h = fb fb. But
fb() =
f(x) e2ix dx =
f (x) e
2ix
Z
dx =
|fb()|2 d = kfbk22 .
(3.21)
R
Z
Z
f (y)f (y)dy =
99
|f (y)|2 dy.
Thus
h(0) = kf k22 .
(3.22)
kb
gn fbn k2 = k(gn fn )bk2
= kgn fn k2
= kgn f + f fn k2
kgn f k2 + kf fn k2 0,
100
In order to prove F is onto, let f L2 (R). Choose {fn } S(R) such that fn f
in L2 . Then there exists gn S(R) such that gbn = fn . Clearly, {gn } is Cauchy and
hence gn g for some g L2 . We take gb = f.
3.5
f (x)e2ix dx.
We can also extend the definition of fb from S(R). As S(R) is dense in L1 (R), we can
choose {fn } S(R) such that fn f in L1 for any given f L1 . Further, it can
be easily shown that {fbn } is uniformly Cauchy. Then there exists g continuous such
that fbn g uniformly on R and we define fb = g. As in the L2 case fb is well defined.
Moreover,
Z
fbn () =
fn (x)e2ix dx.
f (x)e2ix dx.
101
1 1
2,2
i.
Proof. We can prove the theorem immediately if we use the density of S(R) in L1 (R).
However, we give an alternative elementary proof. First, we have to show that fb is
continuous. (See problem 3.7.2.) If f = [a,b] then one can show that fb C0 . As
a simple measurable function is a linear combination of characteristic functions, the
result will follow for a simple measurable function. Since any non-negative measurable
function can be approximated by a sequence of simple measurable functions, the result
will be true for a non-negative measurable function. But any real valued function f
can be written as f = f + f , the result will follow for a real valued function. As a
complex valued function f = u + iv, the result will follow for the general function.
102
f (x y) g(y)dy.
One can show that L1 (R) is a Banach algebra. But L1 (R) has no multiplicative
identity.
p < . Then kf D f kp 0 as .
Proof. Consider
Z
(f D )(x) f (x) =
Z
f (x y)D (y)dy f (x)
R
Z
D (y)dy
R
=
R
103
Then,
p 1
p
Z
[f (x y) f (x)]D (y)dy dx
R
R
Z
Z
|D (y)| dy |f (x y) f (x)|p dx
kf D f kp =
ky f f kp |(y)|dy.
R
f () D gb( x) d.
R
f () b
h() d,
fb()h()d =
2iy
h(y) e
R
Z
dy =
104
R
Theorem 3.5.6. Let f, g L1 (R). Let = gb L1 (R) such that (x)dx = 1 and
R
R
2ix
1
b
is even. Then f ()g() e
d converges to f in L -norm as 0.
R
fb()e2ix d
a.e.
R
R
2 2
fb()e
convergence theorem,
Z
2 2
fb()ek e2ix d
fb()e2ix d.
Thus
Z
105
3.6
Solved problems
Solution.
1
Z
h0, 1 i h 1 ,0i =
2
Z2
h0, 1 i (y)h 1 ,0i (x y)dy =
h 1 ,0i (x y)dy.
Thus, for this integral to be non-zero, y should belong to [0, 21 ][x, x+ 12 ]. If 0 x < 21 ,
then
1
Z2
1
h
i
h
i
0, 1 1 ,0 (x) = dy = x.
2
2
2
x
If
1
2
0,
1
2
i
1
,0
2
dy =
1
+ x.
2
h0, 1 i h 1 ,0i = 0.
2
Thus
0,
1
2
i
1
,0
2
106
1
2
|x|
0
if |x|
1
2
otherwise.
f (x) |f (x)| 1
g(x) =
0 otherwise.
1
1
1 if x [ , ]
2 2
Solution. (x) =
0
otherwise
Z
(s)
b =
(x) e2ixs dx =
Z2
e2ixs dx =
sin s
,
s
12
1
Z2
(0)
b =
ds = 1
12
sin s
if s 6= 0
s
(s)
b =
1
if s = 0
107
s 6= 0
3.7
Exercises
exp 1 +
for 0 x a
x2 (x a)2
(x) =
0
otherwise.
3.7.5. Find the Fourier transform of f (x) = ea|x| , x R. For a, b > 0, find
R
dx
.
2
2
2
2
0 (a + x )(b + x )
108