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Edward Burkard
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) =
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 =
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
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
2
d b
f () = fb()
d
a
Solving for fb(), we see the general solution is:
fb() = ce a
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 .
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
=
=
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
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
ex dx = 1. (Hint:
R
2
> 0 so R ex dx > 0.
Z
e
e(x
R
R2
x2
+y 2 )
2 Z
dx =
= )
e(x
+y 2 )
dxdy
R2
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
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()
fb( + h) fb()
lim
h0
h
2ihx
Z
e
1
=
dx
e2ix
h
R
= [2ixf ]b()
=
So clearly fb is differentiable.
since n n p + 1
C(1 + |x|)n
0
1
|x| >
|x|
1
2
1
2
Z
|rect(x)| dx =
rect(x) dx = 1
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
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
Z
fk (x + tej ) fk (x) =
j fk (x + sej ) ds
0
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
xRd
sup (1 + |x|)N |c f |
xRd
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
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 ).
S (Rd )
fb
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\
||||
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
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
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