Chapter 3 Fourier transform

3.1

Definition and basic properties

First, let us look at the definition of Fourier transform and some basic proper-

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() =

f (x) e2ix dx.

(3.1)

The definition of Fourier transform of f can also be defined as

Z
1
b
f (x) eix dx.
f () =
2

(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)

Let Ms f (x) = e2ixs f (x), s R. Then

Z
Z
Z
b
2ix
2ixs
2ix
(Ms f ) () =
(Ms f )(x)e
dx =
e
f (x)e
dx =
f (x)e2i(s)x dx,

85

which shows that

(Ms f )b() = s fb().

(3.4)

For > 0, define f (x) = f (x), x R. Then

Z
fb () =

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

bounded operators on Lp (R) and ks f kp = kMs f kp = kD f kp = kf kp , 1 p < .

The Fourier transform satisfies the following properties also:
(f 0 )b() = 2i fb().

(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)

These four properties will be proved in section 3.2.

Observations
The property (3.6) requires the differentiability of f on R and f 0 L1 (R). Sim-

ilarly, to obtain (3.7), we have to assume that f must be n times differentiable

on R and the nth derivative of f belongs to L1 (R).
The property (3.8) requires that both f and xf L1 (R).
The property (3.9) requires the xk f L1 (R) for 0 k n.

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

Examples 3.2.2. (1) 1 (x) = eax , a > 0.

(2)

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

do not belong to S(R).

Remark 3.2.3. Clearly S(R) is a subspace of Lp (R),

1 p < . In fact, if

S(R), then (1 + x2 ) (x) L (R). Thus

Z

|(x)| dx =
R

(1 + x2 )p |(x)|p
dx c
(1 + x2 )p

1
dx < ,
(1 + x2 )p

showing that Lp (R).

Definition 3.2.4. Let supp(f ) denote the support of a function f : R R defined
to be the closure of {x R : f (x) 6= 0}. The class of test functions, denoted by D(R),
is defined to be the space of infinitely differentiable functions on R whose supports
are compact.

88

(a) 1 (x).

(b) 2 (x).

(c) Hermite functions.

Figure 3.1: Schwartz space functions.

89

(a) ex .

(b) e|x| .

(c)

1
1+x2 .

Figure 3.2: Functions which are not in Schwartz space.

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

by making a change of variables. By applying Holders inequality, we get

|f | kf kp k kp0 ,
90

where

1
1
+ 0 = 1,
p p

which shows that f is well defined. An application of Minkowskis integral

inequality shows that
p1

|f |p dx

p1

|f (x y)|p dx | (y)|dy = kf kp k k1 = kf kp .

(3.12)
Again, using

(x)dx = 1, we can write

Z
f (x) f (x) = [f (x y) f (x)] (y) dy,
R

which in turn will imply that

Z
Z
kf f kp ky f f kp D (y) dy ky f f kp (y) dy.
R

Since the map g 7 s g is continuous for g Lp (R) (1 p < ), it follows that

ky f f kp 0 as 0. (See problem 3.7.1.) Now, applying Lebesgues dominated
convergence theorem, we can show that kf f kp 0 as 0. Choose a cut
off function D(R), 0 1 and = 1 on [1, 1].
Define F (x) = (x)f (x). Since for two functions h and k, supp hk
supp h supp k, F has compact support. Further, by using (3.11), one can show
that f is infinitely differentiable as D(R). This in turn will imply that
F D(R).
Using the properties of f

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

Fourier transform on the Schwartz space

First, we shall prove (3.5) of section 3.1. Let N N. Consider
ZN

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

e2ix d(f (x))

N
N

ZN
= 2i lim

N
N

= 2i fb(),
92

f (x)e2ix dx

proving (3.6). An application of mathematical induction leads to (3.7). We shall now

establish (3.8). Let f S(R). Define g(x) = 2ixf (x), so that g S(R). Consider
for h > 0,

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

proving our assertion. As a consequence,


b
(2ix)2 f (x) () = [2ix(2ix)f (x)]b() = [2ixg(x)]b()
d h b0 i b00
d
[2ixf (x)]b() =
f () = f ().
=
d
d
Now, one can obtain (3.9) inductively. The equations in (3.6) to (3.9) lead to the
following:
Theorem 3.3.1. If f S(R) then fb S(R).
In the next proposition, we shall show that the Fourier transform of a Gaussian
function is itself.
2
Proposition 3.3.2. If f (x) = ex , then fb() = f ().

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-

ing into polar co-ordinates by setting x = r cos , y = r sin , we get

x2

Z2 Z

dx =


A simple integration leads to

r2

Z
rdrd = 2

x2

2
dx

= 1. Thus, fb(0) = 1. Also, by using

(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

Thus, we end up with a differential equation

other words,

(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 .

Definition 3.3.3. For f, g S(R), we define the convolution of f and g by

R
f (x y)g(y)dy.
(f g)(x) =

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

The following property is an important property of Fourier transform which

states that the Fourier transform of convolution of two functions becomes the product
of their Fourier transforms:

(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

by using Fubinis theorem. Now letting x u = t, we get

Z
(f g)b() =
R

Z
g(u) f (t)e2i(u+t) dt du
R

95

(3.13)

g(u)e2iu du = fb()b
g (),

= fb()

R,

proving our assertion.

Theorem 3.3.4. (Multiplication formula) If f, g S(R), then
Z

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

by using Fubinis theorem.

2

Proposition 3.3.5. Let (x) = ex . Then for any f S(R), f D converges

to f uniformly on R as 0.
Proof. Consider

1
(x) =

1
2
= ex / .

Then
Z

D (x)dx =

Z
(x)dx =

96

ex dx = 1.

(3.14)

As f S(R), f C0 (R). Therefore, given  > 0, there exists a compact set K =

[M, M ](say) in R such that |f (x)| < , for all x, |x| >

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

and hence |f (x) f (y)| < . Thus f is uniformly continuous on R.

Consider

f D (x) f (x) =

f (x y)D (y)dy 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|>

using the uniform continuity of f . Further

|f (x y) f (x)| 2 sup |f (x)| 2kf k ,

xR

as f S(R). Thus for every x R,

Z
|f D (x) f (x)|  + 2kf k
|y|>

97

y 2
1
e dy.

As 0 the above integral goes to 0. Thus f D converges to f uniformly on

R as 0.
Theorem 3.3.6. For f S(R), the following Fourier inversion formula is valid.
Z
f (x) =

fb()e2ix d.

(3.15)

Proof. It is enough to show that

Z
fb()d.

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

D (x)dx. By Proposition 3.3.5, f D converges to f uniformly on R as 0.

In particular, we have
Z

f (x) D (x)dx = f (0).

lim

(3.18)

R
2

Further, we have [ex ]b() =

1 e

= D (). Thus, by multiplication

formula, (3.18) becomes

Z
lim

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

Fourier transform for L2-functions on R

Theorem 3.4.1. Let f S(R) then kfbk2 = kf k2 .

Proof. Define f(x) := f (x). Then, clearly f S(R). Define h := f f, then
h S(R). By Fourier inversion formula, we have
Z
b
h()d.

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 =

f (y) e2iy dy.

This shows that fb = fb. Hence, b

h = fb fb = fbfb, = |fb|2 . From (3.20), we have
Z
h(0) =

|fb()|2 d = kfbk22 .

(3.21)

On the other hand, as h = f f,

h(0) = f f(0) =

f(0 y)f (y)dy

R
Z

Z
f (y)f (y)dy =

99

|f (y)|2 dy.

Thus
h(0) = kf k22 .

(3.22)

From (3.21) and (3.22), we get kfbk2 = kf k2 .

Consider F : S(R) S(R) defined by Ff = fb. Then clearly F is linear.
Further, using the Fourier inversion formula, it follows that F is one-one and onto.
Thus the Fourier transform is a linear isomorphism on S(R).
Theorem 3.4.2. (Plancherel) The map F initially defined on S(R) extends to the
whole of L2 (R) and satisfies kf k2 = kFf k2 f L2 (R). Moreover, the Fourier
transform is a unitary operator on L2 (R).
Proof. Let f L2 (R). In order to define Fourier transform for a function f L2 (R)
we use the density argument. Since S(R) is dense in L2 (R), there exists a sequence
{fn } in S(R) such that kfn f k2 0 as n .
In particular, {fn } is a Cauchy sequence with respect to L2 -norm. As kfbn
fbm k2 = kfn fm k2 , it follows that {fbn } is also a Cauchy sequence. Since L2 (R) is a
Banach space, there exists g in L2 (R) such that fbn g in L2 (R). Call g = fb. To see
that it is well defined, let {gn } S(R) be any other approximating sequence for f in
L2 (R). Then

kb
gn fbn k2 = k(gn fn )bk2
= kgn fn k2
= kgn f + f fn k2
kgn f k2 + kf fn k2 0,
100

as n . Thus, fb is well defined. We also have fbn g = fb in L2 (R). Hence

kfbk2 = lim kfbn k2 = kfn k2 = kf k2 f L2 (R).
n

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

Fourier transform for L1-functions on R

Definition 3.5.1. Let f L1 (R). Then the Fourier transform of f is defined to be

Z
fb() =

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.

Then it follows from Lebesgue dominated convergence theorem that

Z
fb() =

f (x)e2ix dx.

101

(a) Fourier transform of h

1 1
2,2

(b) Fourier transform of e2|x| .

i.

Theorem 3.5.2. (Riemann-Lebesgue Lemma) If f L1 (R), then fb C0 (R).

This means lim fb() = 0.
||

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

Definition 3.5.3. For f, g L1 (R), the convolution of f and g is defined as

Z
(f g)(x) =

f (x y) g(y)dy.

One can show that L1 (R) is a Banach algebra. But L1 (R) has no multiplicative
identity.

Figure 3.3: h0, 1 i h 1 ,0i .

2

Theorem 3.5.4. Suppose L1 (R) be such that

(x)dx = 1. Let f Lp (R), 1

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

[f (x y) f (x)] D (y) dy.

=
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 =

using Minkowskis integral inequality. Thus

Z
kf D f kp

ky f f kp |(y)|dy.
R

As 0, ky f f kp 0 and ky f kp 2kf kp . Hence kf D () f kp 0 as

0 by dominated convergence theorem.
Proposition 3.5.5. Let f, g L1 (R). Then
Z

fb() e2ix g()d =

fb() e2ix g()d =

f () D gb( x) d.
R

Proof. Let h() = e2ix g(). Then

Z

f () b
h() d,

fb()h()d =

using multiplication formula. Since

Z
b
h() =

2iy

h(y) e
R

Z
dy =

e2iy g(y) e2iy dy = D gb( x)

proving our assertion.

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

Proof. It follows from the above proposition that

Z

fb()g() e2ix d = (f D )(x).

Then, by Theorem 3.5.4 we conclude that f D f in L1 -norm as 0.

Corollary 3.5.7. (Inversion formula) Suppose f and fb L1 (R). Then
Z
f (x) =

fb()e2ix d

a.e.

Proof. Let g(x) = ex . Then g L1 and gb L1 . By theorem 3.5.6,

R
R

2 2
fb()e

e2ix d f in the L1 -norm as 0. Hence, there exists a sequence k 0

R
2 2
such that fb()ek e2ix d f (x) pointwise a.e. Applying Lebesgue dominated
R

convergence theorem,
Z

2 2
fb()ek e2ix d

fb()e2ix d.

Thus
Z

fb()e2ix d = f (x) a.e.

Corollary 3.5.8. If f L1 (R) and fb = 0, then f = 0 a.e.

105

3.6

Solved problems

3.6.1. Calculate h0, 1 i h 1 ,0i .

2

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

< x < 0, then

x+ 12

0,

1
2

i
1
,0
2

dy =

1
+ x.
2

In the other regions

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.

3.6.2. Show that Lp (R) L1 (R) + L2 (R) for 1 p 2.

Solution. Let f Lp (R). Define g and h as

f (x) |f (x)| 1
g(x) =
0 otherwise.

f (x) |f (x)| > 1

h(x) =
0 otherwise.
Then f (x) = g(x)+h(x). Further |g(x)|2 f (x) and |h(x)| |f (x)|. Thus g L2 (R)
and h L1 (R).
3.6.3. Find the Fourier transform of [ 1 , 1 ]
2 2

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

3.7.1. Show that the map x 7 x f is continuous from R into L1 (R).

3.7.2. Let f L1 (R). Then show that fb is continuous on R.
3.7.3. Let


 

exp 1 +
for 0 x a
x2 (x a)2
(x) =

0
otherwise.

Show that D(R).



R sin x 2
3.7.4. Evaluate
dx. (Hint: Use Plancherel theorem)
x

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