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Math 248 Homework 1

Edward Burkard

Exercise 1. Prove the following Fourier Transforms where a > 0 and c R:


a. fd
(x) = fb()
\
b. f (x
c) = e2ic fb()
2ixc
c. [e
f (x)]b = fb( c)
\
d. f (ax) = 1 fb()
a

0 (x) = 2i fb()
e. f[
1 d b
\
f. xf
(x) = 2i
d f ()
g. [(f g)(x)]b = fb()b
g ()

Proof.
a.
def
fd
(x) =

e2ix f (x) dx = fb()

b.
Z
\
f (x
c)

e2ix f (x c) dx

=
R

u=xc du=dx

e2i(u+c) f (u) du
Z
e2ic
e2iu f (u) du

2ic

fb()

c.
Z

[e2ixc f (x)]b =

e2ix e2ixc f (x) dx

e2i(c)x f (x) dx

=
R

= fb( c)
d.
Z
f\
(ax)

e2iax f (ax) dx
R
Z
1
e2iu f (u) dx
a R
1b
f ()
a

=
u=ax,

=a

du=dx

=
e. Suppose f C0 (R).
0 (x) =
f[

e2ix f 0 (x)dx

Let u = e2ix and dv = f 0 (x)dx, then du = 2ie2ix dx and v = f . So


Z
Z

e2ix f 0 (x) dx = e2ix f (x) + 2ie2ix f (x) dx
R
R

2ix

= e
f (x) + 2i fb()
=

2i fb()
1

f.
1 d b
f ()
2i d

=
=
=
=
=

Z
1 d
e2ix f (x) dx
2i d R
Z
1
d 2ix
e
f (x) dx
2i R d
Z
1
(2ix)e2ix f (x) dx
2i R
Z
1
(2i) e2ix [xf (x)] dx
2i
R
Z
2ix
e
[xf (x)] dx
R

\
= xf
(x)
g.
Z
[(f g)(x)]b

=
F ubini0 s T heorem

2ix

e
ZR Z

Z Z
(f g)(x) dx =

f (x y)g(y) dy dx
R

e2i(xy+y) f (x y)g(y) dx dy
ZR R
Z
e2iy g(y) e2i(xy) f (x y) dx dy
R
ZR
e2iy g(y)fb() dy
R
Z
fb() e2iy g(y) dy

fb()b
g ()

=
=


Exercise 2. Compute the Fourier Transforms of the following functions where a > 0:
2

a. f (x) = eax
1
b. f (x) = x2 +a
2
(Hint: Use contour integration and the Residue Theorem)
c. f (x) = ea|x|
Proof.
2

a. Since f 0 (x) = 2axeax , by Exercise 1.f above we have:


2
d b
id
i
2 b
0 )() = (2i)fb() =
f () = [(2axeax )]b() = (f
f ()
d
a
a
a
So we are left with the differential equation:

2
d b
f () = fb()
d
a
Solving for fb(), we see the general solution is:

fb() = ce a

Consider the function f1 () = e

2
a

f(). So we have

2 d
d
2 2 b
2 2 b
2 2 b
f1 () =
e a f () + e a
e a f ()
e a f () = 0
fb() =
d
a
d
a
a
so that f1 () is constant. To find the constant, let = 0 in order to obtain
Z
2
b
f1 (0) = f (0) =
eax .

To compute this integral, consider the following


(fb)2 () =

Z

eax

2

Z
=

ea(x

+y 2 )

R2

which follows from Fubinis theorem. By changing to polar coordinates this becomes
(fb)2 ()

Z
=

rear ddr

rear dr

2
0

Let u = ar2 , then du = 2ardr

=
=

1
a
1
a

eu du

hence,
f1 () = e

2
a

1
fb() = fb(0) =
a

or

e a
fb() =
a
b. Lets try to take the transform of f :
Z
fb() =
R

e2ix
dx
x2 + a2

To do this integral, use contour integration:


e2iz
dz
2
2
Cr z + a
where Cr (without loss of generality say r > a) is the semicircle in the upper complex plane (Im(z) 0).
Then we have that
!
Z
Z
e2iz
e2iz
b
f () = lim
dz
dz .
2
2
2
2
r
Cr z + a
Cupper z + a
Z

First consider the second integral. Since r > a we have


|z 2 + a2 | ||z|2 |a|2 | = ||a|2 |z|2 | |a2 r2 | = r2 a2
so

Z
Z

e2iz
|e2iz |

dz

dz


2
2
2
2
Cupper z + a

Cupper |z + a |
Z
1

dz
2 a2
r
Cupper
r
=
2(r2 a2 )
Since this tends to 0 as r tends to infinity, by the Residue theorem:
e2iz
1
dz =
lim Res(f ; ia)
2
2
r C z + a
2i r
r
To compute the residue, consider the function
Z

fb() = lim

f1 (z) =
then

e2iz
z + ia

1
e2a
fb() =
lim f1 (ia) =
2i r
4a

c.
fd
(x)

=
=
=
=

a|x|
e\
Z
e2ix ea|x| dx
R
Z
Z
e2ix eax dx +
e2ix eax dx
(,0]
[0,)
Z
Z
e(2ixax) dx +
e(2ix+ax) dx
(,0]

=
=
=

[0,)



ex(2ia)
e

+
2i + a
2i a 0

 

1
1
0 + 0
2i + a
2i a
1
1
+
a 2i
a + 2i
x(2ia) 0

Proof. Note that ex


Now consider

ex dx = 1. (Hint:
R
2
> 0 so R ex dx > 0.

Exercise 3. Prove that

Z
e

e(x

R
R2

x2

+y 2 )

2 Z
dx =

= )

e(x

+y 2 )

dxdy

R2

By switching to polar coordinates we have:

rer ddr

let u = r2 , then
1
2

eu ddu =

eu du

10=1

=
So

R
R

ex dx = 1.

Exercise 4. Let f L1 (R). Define F (x, ) := e2ix f (x). Then F is continuous for each x. Show that
Z
G() :=
F (x, )dx
R

is continuous.
Proof. Let R be an arbitrary point. Now choose any sequence {n } converging to , and define Fn (x) = F (x, n ).
Then since F is continuous we have:
Z
lim Fn (x) = lim
F (x, n ) dx = F (x, )
n

and |Fn | |F |. Now since F L , by the dominated convergence theorem we have:


Z
Z
lim G(n ) = lim
Fn (x) dx =
F (x, ) dx = G()
n

So G is continuous.
Exercise 5. If f (x), xf (x) L1 (R), then fb D(R) (differentiable functions on R) and


dfb
d

\ ().
= 2ixf

Proof.

 2ihx
Z
fb( + h) fb()
e
1
=
dx
e2ix
h
h
R
The integrand in the above equation is bounded by xf (x) which is an L1 function and tends to 2ixf (x)e2ix
pointwise. So by the Lebesgue Dominated Convergence Theorem
Z

e2ix

e2ihx 1
h


dx [2ixf ]b()

in the L1 norm. So letting h 0, we see that the first equation becomes:


d b
f ()
d

fb( + h) fb()
lim
h0
h

 2ihx
Z
e
1
=
dx
e2ix
h
R
= [2ixf ]b()
=

So clearly fb is differentiable.

Exercise 6. xn f (m) S (R) n, m 0.


Proof.
Lemma 1. f S (R) if and only if p, q 0 C such that |xp f (q) | C(1 + |x|)p
Let n, m 0 be arbitrary.
|xp (xn f (m) )(q) | =

since n n p + 1

|xp (nxn1 f (m) + xn f (m+q) )|

|nxn+p1 | + |xn f (m+q) |

c1 n(1 + |x|)(n+p1) + c2 (1 + |x|)n

c1 n(1 + |x|)np+1 + c2 (1 + |x|)n

C(1 + |x|)n

Therefore xn f (m) S (R) as desired.

Exercise 7. Find an example of an f L1x (R) such that fb


/ L1 (R).
Proof. Consider the function

f (x) = rect(x) :=

0
1

|x| >
|x|

1
2
1
2

Clearly this function is in L1x (R) as:


Z

Z
|rect(x)| dx =

rect(x) dx = 1
R

The Fourier transform of rect(x) is:


Z
R

e2ix rect(x) dx =

1
2
1
2

e2ix dx =

sin
:= sinc(x)

Claim: sinc
/ L1 (R).
proof of claim:
Z

Z
|sinc(x)| dx

|sinc(x)| dx

2
0

| sin(x)|
dx
x
0


X
sin 2n+1

Z
=

n=1

4X1
3 n=1 n

2
2n+1
2

2n+1
2
n=1

1
2n + 1
n=1

X
1
3n
n=1

which diverges. Thus sinc


/ L1 (R).
rect(x) is a function that satisfies the requirements.

Exercise 8.
a) Show that S (Rd ) is a R vector space.
b) Show that for every N, , , ||f ||(N,) = supxRd (1 + |x|)N | f (x)| is a seminorm on S (Rd ).
Proof.
a) Let f, g S (Rd ), let c R.
Clearly f + g S (Rd ) and cf S (Rd ) as limits break up over sums and we can factor constants out of
limits. So S (Rd ) is closed under addition and scalar multiplication.
Now check the 8 axioms of a vector space:
Let f, g, h S (Rd ) and r, s R.
(a) Clearly (f + g) + h = f + (g + h).
(b) Clearly f + g = g + f .
(c) Clearly 0 S (Rd ).
(d) Clearly f S (Rd ).
(e) Clearly r(f + g) = rf + rg.
(f) Clearly (r + s)f = rf + sf .
(g) Clearly r(sf ) = (rs)f .
(h) Clearly 1f = f .
Therefore it is (obviously) a vector space, as all of the above properties follow from the definition of a limit.
Give S (Rd ) the topology defined by the seminorms on it, i.e.
||f ||(N,) = sup (1 + |x|)N | f (x)|
xRd

The operations of addition and scalar multiplication are continuous with respect to this topology, so it remains to check that S (Rd ) is Hausdorff and complete to show that it is a Frechet space.
Lemma 2. Let X be a vector space with the topology defined by a family {p }A of seminorms. Then X
is Hausdorff iff for each x 6= 0 there is an A such that p (x) 6= 0.
Since S (Rd ) satisfies the above lemma, it is Hausdorff.
Now to show that S (Rd ) is complete let {fk } be a Cauchy sequence in S (Rd ), then ||fj fk ||(N,) 0 for
all N, . In particular, for each the sequence { fk } converges uniformly to a function, say g . Let ej be

the j th basis vector of Rd , observe:


t

Z
fk (x + tej ) fk (x) =

j fk (x + sej ) ds
0

Let k then the above gives:


Z

g0 (x + tej ) g0 (x) =

gej (x + sej ) ds
0

By the fundamental theorem of calculus we have that gej = j g0 , and using induction on || we get g = g0
for all . Then it follows that ||fk g0 ||(N,) 0 for all .
Hence S (Rd ) is a Frechet space.
(I showed this since showing it was a vector space seemed too easy...)
b) Let f, g S (Rd ) and let c R.
||f + g||(N,)

sup (1 + |x|)N | (f + g)|


xRd

sup (1 + |x|)N | f + g|
xRd

sup (1 + |x|)N (| f | + | g|)


xRd

sup (1 + |x|)N | (f )| + sup (1 + |x|)N | (g)|


xRd

xRd

= ||f ||(N,) + ||g||(N,)


||cf ||(N,)

sup (1 + |x|)N | (cf )|


xRd

sup (1 + |x|)N |c f |
xRd

sup (1 + |x|)N |c|| f |


xRd

= |c| sup (1 + |x|)N | f |


xRd

= |c| ||f ||(N,)



Exercise 9. Show that there is no constant 0 < Cd, < such that |x||| Cd, |xd |, x Rd .
Proof. Let x = ej (the j th standard basis vector of Rd ). Then |x| = 1 and so |x||| = 1 for all . However xd = 0
and hence, since any constant times 0 is 0 we have that there is no constant such that |x||| Cd, |xd |.

Exercise 10. Convolution is well-defined in L1 (Rd ) and
||f g||1 ||f ||1 ||g||1 .
1

Proof. Let f, g L (R ).


Z Z


f (x y)g(y)dy dx


Z Z
|f (x y)||g(y)|dydx
Z Z
|f (x y)||g(y)|dxdy
Z
Z
|g(y)| |f (x y)|dxdy
Z
|g(y)|||f ||1 dy
Z
||f ||1 |g(y)|dy

||f ||1 ||g||1 <

Z
||f g||1 =

|f g|dx

T onelli0 s T hm

=
=

Thus since the L1 norm of f g is finite we get that |f g| is finite a.e. and thus f g is finite a.e.
f g L1 (Rd ).


Exercise 11. Show that the Fourier Transform


F : S (Rd )
7

S (Rd )
fb

and the Inverse Fourier Transform


F 1 : S (Rd )
f

S (Rd )
f

are continuous (as linear) maps with respect to the natural topology of the Schwartz space.
Proof.
Lemma 3.
(1) If x f L1 for || k, then fb C k and fb = [(2ix) f ]b.
f ) = (2i) fb().
\
(2) If f C k , f L1 for || k, and f C0 for || k 1, then (
Lemma 4. If f C , then f S iff x f is bounded for all multi-indicies , iff (x f ) is bounded for all
multi-indicies , .
Let f S , then x L1 C0 for all , . So by Lemma 3, we have that fb is C and
f ) = (1)|| (2i)|| || ( fb)
(x\

Hence ( fb) is bounded for all ,, so fb S by Lemma 4. Moreover, since

(1 + |x|)n1 dx < we have:

f )|| ||x f || C||(1 + |x|)n+1 x f ||


||(x\
u
1
u

where ||f (x)||u = sup{|f (x)| | x X}. So we have that


||fb||(N,) CN,

||f ||(N +n+1,)

||||

by the proof of Lemma 4, and hence F is continuous.


Moreover, since f(x) = fb(x) we have that F 1 is continuous as well.


Exercise 12. Show f = f.


Proof. Take the Fourier transform of both sides then:

f = f
then sinceandare inverses of each other we get:

f = f



Exercise 13. Show f = f = f .

Proof.
f(x)

= f (x)
Z

f() =
e2ix f (x) dx
R
Z
Z

2ix

f (x) =
e
e2ix f (x) dx d
R

= f (x)
= f(x)

f(x)

= f(x)
= f ((x))
= f (x)


Exercise 14. Calculate the Fourier Series of {x} := x [x] where [x] is the integer part of x.
Proof. Note first that {x} := x [x] can be represented by f (x) = x, x [0, 1) with f (x) = f (x + 1) and L = 21 .
Then
Z 21
a0 = 2
x dx = 0
12

and
Z
an

1
2

x cos(2nx) dx
12

21
Z 21

1
1
x sin(2nx)
sin(2nx) dx
1 2n
2n
1
2
2
21

1
00+
cos(2nx)
2
2
4n
1
2

and
Z
bn

1
2

x sin(2nx) dx
12

21
Z 12

1
1
x cos(2nx) +
cos(2nx) dx
1 2n
2n
1
2
2
21

1
1
cos(n) +
sin(2nx)
2
2n
(2n)
1
2

=
=

1
cos(n) + 0
2n
(1)n+1
2n

So
d=
{x}

X
(1)n+1
sin 2n
2n
n=1



Exercise 15. Calculate the Fourier Series of f (x) =

1
2 [n,n+1)
12 [n,n+1)

n even
n odd

10

Proof. Note that the period is 2 and hence L = 1.


Z 1
f (x) cos(nx) dx
an =
1

1
2

1
2

cos(nx) dx +

cos(nx) dx
0

0
1
1 sin(nx)
1 sin(nx)

+
2
n 1
2
n 0
0

=
=
This holds for all n 0.

Z
bn

f (x) sin(nx) dx
1

1
2

sin(nx) dx +
1

1
2

sin(nx) dx
0

0
1
1 cos(nx)
1 cos(nx)


2
n 1
2
n
0


1
1 cos(n)
1 cos(n)
1

2n 2 n
2 n
2n
1
(1)n

n
n
1 + (1)n+1
n

=
=
=
=
This holds for all n 1.
And so the transform of f is

fb() =

X
1 + (1)n+1
sin(n)
n
n=1



Exercise 16. Calculate the Fourier Series of f (x) =

x + 21
x + 21

12 x < 0
0 x 21

Proof. Note that the period is 1 and hence L = 12 .


Z

1
2

a0 = 2

21

Z
an

f (x) dx =

Z
(2x + 1) dx +

21

1
2

(2x + 1) dx =
0

1
2

1
2

f (x) cos(2nx) dx

2
12

=
12

Z
(2x + 1) cos(2nx) dx +

1
2

(2x + 1) cos(2nx) dx
0

0
21


1
+ 1 (cos(2nx) n sin(2nx) + 2nx sin(2nx))
(cos(2nx)
+
n
sin(2nx)
+
2nx
sin(2nx))


2
2
2
2
2n
2n
0
1
2

=
=
=

1
1
1
1
2 2 cos(n) + 2 2 2 2 cos(n)
2
2
2n
2n
2n
2n
1
1
2 2 cos(n)
n2 2
n
1 + (1)n+1
n2 2

11

Z
bn

1
2

f (x) sin(2nx) dx
12

=
12

1
2

(2x + 1) sin(2nx) dx

(2x + 1) sin(2nx) dx +

0
12


1
+ 1 (sin(2nx) + n cos(2nx) 2nx cos(2nx))
(n
cos(2nx)

sin(2nx)
+
2nx
cos(2nx))


2
2
2
2
2n
2n
1
0
2

1
1
1
1
=
sin(n)
+
2 2 sin(n)
2
2
2n
2n 2n 2n
= 0
Thus we have:

1 X 1 + (1)n+1
fb() = +
cos(2n)
2 n=1
n2 2

e2ia e2ib
Exercise 17. Show fb() =
is defined for = 0 (fb(0) = b a).
2i
Proof.
lim fb()

=
L0 H o
pital

=
=
as desired.

e2ia e2ib
0
2i
2iae2ia (2ib)e2ib
lim
0
2i
2ia + 2ib
2i
ba
lim

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