12.4 Fourier Transforms and Distribution

Definition 12.4.1 (Fourier Transform).label Let $f\in L^{1}(\R^{n})$ then the Fourier transform of $f$ is

\begin{align*}\ha{f}(\xi)\define \integral{\R^n}{}e^{-2\pi ix\cd\xi}f(x)dx\end{align*}

for $x,\xi\in\R^{n}$. The Fourier transform is bounded since $\norm{\ha{f}}{\infty}\leq\norm{f}{1}$.

Theorem 12.4.2 (Properties of the Fourier Transform).label Let $f,g\in L^{1}(\R^{n})$ then

  1. (1)

    $\ha{f*g}=\ha{f}\cd\ha{g}$ [1]

  2. (2)

    If $f_{a}(x)\define f(x+a)$ then $\ha{f_a}(\xi)=e^{2\pi ia}\ha{f}(\xi)$

  3. (3)

    If $T\in GL(n,\R)$ then $\ha{f\circ T}(\xi)=\abs{\det T}\inv\ha{f}((T\inv)^{*}\xi)$[2]. In particular if $T\in SO(n,\R)$ then $\ha{f\circ T}(\xi)=\ha{f}(T\xi)$.[3]

Proof.

  1. (1)
    \begin{align*}\ha{f*g}(\xi)=\integral{\R^n}{}\integral{\R^n}{}e^{-2\pi i x\cd\xi}f(x-y)g(y)dydx=\integral{}{}\integral{}{}e^{-2\pi i(x-y)\cd\xi}f(x-y)e^{-2\pi iy\cd \xi}g(y)dxdy=\ha{f}(\xi)\integral{}{}e^{-2\pi i y\cd\xi}g(y)dy=\ha{f}(\xi)\ha{g}(\xi)\end{align*}

    by Fubini and translation invariance of Lebesgue measure.

  2. (2)

    Change of variable

  3. (3)

    Let $y=Tx$ then $x=T\inv y$ and $g(x)\define f(T(x))$ so

    \begin{align*}\ha{f\circ T}(\xi)=\integral{\R^n }{}e^{-2\pi i\xi\cd x}g(x)dx=\integral{\R^n }{}e^{-2\pi i\xi\cd T\inv(y)}f(y)\abs{\det T}\inv dy=\abs{\det T}\inv \integral{}{}e^{-2\pi i((T\inv)^*\xi)\cd y}f(y)dy\end{align*}

$\square$

Definition 12.4.3 (Schwartz Class).label Denote the Schwartz Class by

\begin{align*}\cali{S}(\R^{n})=\curl{u\in C^\infty(\R^n):\SUP{x\in\R^n}\abs{x^\al\pd^\be u}<\infty}\end{align*}

Since $C^{\infty}_{c}(\R^{n})\suf\cali{S}(\R^{n})$, we have $\cl{\cali{S}(\R^n)}=L^{p}(\R^{n})$ for all $p\geq 1$ under the $L^{p}(\R^{n})$ topology. In particular $\cali{S}(\R^{n})$ are uniformly continuous.

[4]

Proposition 12.4.4 (Fourier Transform on Schwartz Functions).label Suppose that $f,g\in \cali{S}(\R^{n})$ then

  1. (1)

    $\ha{f}\in C^{\infty}$ and $\pd^{\be}(\ha{f})=\ha{c f}$ where $c=(-2\pi ix)^{\be}$ [5]

  2. (2)

    $\ha{\pd^\be f}(\xi)=(2\pi i\xi)^{\be} \ha{f}(\xi)$

  3. (3)

    $\cali{S}$ is stable under Fourier Transform

  4. (4)

    $\integral{}{}(f\ha{g})dx=\integral{}{}(\ha{f}g)dx$

Proof. See Folland

  1. (1)

    Take $\pd^{\be}$ under $\integral{}{}$ which generate the multiplicative term

  2. (2)

    Integration by parts with boundary terms vanishing by $f\in\cali{S}$

  3. (3)

    Follows from (1) and (2)

  4. (4)

    An application of Fubini shows

    \begin{align*}\integral{}{}f(x)\ha{g}(x)dx=\integral{}{}f(x)\integral{}{}e^{-2\pi ix\cd y}g(y)dydx=\integral{}{}g(y)\integral{}{}e^{-2\pi ix\cd y}f(x)dxdy=\integral{}{}\ha{f}gdx\end{align*}

$\square$

Theorem 12.4.5 (Gaussian under Fourier Transform).label Let $f(x)=e^{-\pi a\abs{x}^2}, a>0$ then $\ha{f}(\xi)=a^{-n/2}e^{-\pi\abs{\xi}^2/a}$

Proof. We scale $a$ to $1$ by $x\mto a^{-1/2}x$ then

\begin{align*}\ha{f}(\xi)=\integral{\R^n}{}e^{-2\pi ix\cd \xi}e^{-\pi \abs{x}^2}dx=\prods{n}{j=1}\integral{\R}{}e^{-2\pi ix_j\xi_j-\pi x_j^2}dx_{j}=\prods{n}{j=1}e^{-\pi \xi_j^2}\end{align*}

where the last index we use complex analysis. First drop $j$ and let $z=x+i\xi$ since $e^{-\pi z^2}$ is entire and decay rapidly in modulus, for $\abs{\Im z}$ bounded and $\abs{\Re z}\to\infty$. By Cauchy and taking limit we deform contour to the real axis

\begin{align*}e^{-\pi \xi^2}\integral{}{}e^{-\pi z^2}dz=e^{-\pi \xi^2}\integral{}{}e^{-\pi x^2}dx=e^{-\pi \xi^2}=1\end{align*}

$\square$

Lemma 12.4.6 (Riemann-Lebesgue).label If $f\in L^{1}(\R^{n})$ then $\ha{f}$ is continuous and $\ha{f}(\xi)\to 0$ as $\abs{\xi}\to\infty$.

Proof. Let $\curl{f_j}$ be a sequence of Schwartz functions that converges to $f$ in $L^{1}$. This convergence will then be uniform since

\begin{align*}\norm{\ha{f}-\ha{f_j}}{\infty}\leq\norm{f-f_j}{1}\end{align*}

and uniform limit of continuous functions is continuous. Also observe $\norm{\ha{f}}{\infty}\leq\norm{f}{1}$$\square$

Definition 12.4.7 (Inverse Fourier Transform).label Let $f\in L^{1}(\R^{n})$ then define the inverse Fourier transform of $f$

\begin{align*}\check{f}=\integral{\R^n}{}e^{2\pi i x\cd \xi}f(\xi)d\xi=\ha{f}(-x)\end{align*}

Theorem 12.4.8 (Fourier Inversion).label Let $f\in \cali{S}(\R^{n})$ then $(\ha{f})^{\vee}=f$

Proof. Given $\e>0,x$ fixed define

\begin{align*}\p(\xi)\define e^{2\pi i x\cd\xi-\pi\e^2\abs{\xi}^2}\end{align*}

then by Theorem 12.4.5

\begin{align*}\ha{\p}(y)=\integral{}{}e^{-2\pi iy\cd \xi}\p(\xi)d\xi=\integral{}{}e^{-2\pi i(y-x)\cd\xi}e^{-\pi \e^2\abs{\xi}^2}d\xi=\e^{-n}e^{-\pi\abs{y-x}^2/\e^2}\end{align*}

Let $g(u)\define e^{-\pi\abs{u}^2}$ then

\begin{align*}\ha{\p}(y)=\e^{-n}g\parens{\frac{x-y}{\e}}=:g_{\e}(x-y)\end{align*}

By Proposition 12.4.4(4)

\begin{align*}\integral{}{}e^{-\pi \e^2\abs{\xi}^2}e^{2\pi ix\cd\xi}\ha{f}(\xi)d\xi=\integral{}{}\p(\xi)\ha{f}(\xi)d\xi=\integral{}{}\ha{\p}(\xi)f(\xi)d\xi=\integral{}{}f(y)\ha{\p}(y)dy=\integral{}{}f(y)g_{\e}(x-y)dy=(f*g_{\e})(x)\end{align*}

$\square$

Lemma 12.4.9.label Suppose $\p\in L^{1},f\in L^{p}$ for $1\leq p\leq\infty$ and $\integral{}{}\pdx=a$. For each $\e>0$ define $\p_{\e}(x)\define\e^{-n}\p\parens{\frac{x}{\e}}$. Then $f*\p_{\e}\to af$ in the $L^{p}$ norm.[6]

Proof. Observe by change of variables $u=x/\e$

\begin{align*}\integral{}{}\p_{\e}(x)dx=\integral{}{}\frac{1}{\e^{n}}\p \parens{\frac{x}{\e}}dx=\integral{}{}\p(u)du=a\end{align*}

then

\begin{align*}(f*\p_{\e})(x)-af(x)&=\integral{}{}f(x-y)\p_{\e}(y)dy-\integral{}{}f(x)\p_{\e}(y)dy\\&=\integral{}{}\braks{f(x-y)-f(x)}\p_{\e}(y)dy\\&=\integral{}{}\braks{f(x-y)-f(x)}\e^{-n}\p\parens{\frac{y}{\e}}dy\\&=\integral{}{}\braks{f(x-\e y)-f(x)}\p(y)dy\end{align*}

By Minkowski’s inequality

\begin{align*}\norm{f*\p_\e-f}{p}\leq \integral{}{}\norm{f_{-\e y}-f}{p}\abs{\p(y)}dy\end{align*}

where $f_{x}(y)\define f(x+y)$ and by Dominated Convergence Theorem we are done.$\square$

Lemma 12.4.10 (Approximate Identity Smoothing).label Let $f\in\cali{S}(\R^{n})$ then $f*g_{\e}\to f$ uniformly as $\e\to 0$.[7]

Proof. By Lemma 12.4.9$\square$

Theorem 12.4.11 (Plancherel).label The Fourier Transform extends uniquely to a unitary isomorphism of $L^{2}$ onto itself, i.e. for $f\in L^{2}$

\begin{align*}(\norm{f}{2})^{2}=(\norm{\ha{f}}{2})^{2}\end{align*}

[8]

Remark 12.4.12.label The Laplacian can be expressed as $\la=\sums{n}{i=1}\pd_{i}^{2}$. One can use the Fourier transform to characterize the linear operator $L=\sums{}{\al}c_{\al}(x)\pd^{\al}$ that commute with translation and rotation. So for all $f\in C^{\infty}$ and $T:\R^{n}\to\R^{n}$ we have $(Lf)\circ T=L(f\circ T)$.

Theorem 12.4.13.label Let $L=\sums{}{\abs{\al}\leq k}c_{\al}(x)\pd^{\al}$ be a linear differential operator on $\R^{n}$ then $L$ commutes with rotation and translation if and only if $L$ is a polynomial of $\la$, i.e. $L=\sums{}{}a_{j}(\la)^{j}$ for $a_{j}\in\R$.

Proof. $L$ commute with translations then $c_{\al}$ are constants since $\pd^{\al}$ are invariant under translations. $(\ha{Lu})(\xi)=P(\xi)\ha{u}$ where $P(\xi)=\sums{}{\abs{\al}\leq k }c_{\al}(2\pi i\xi)^{\al}$. Since Fourier Transform commute with rotations, $P(\xi)$ must be radial in $\xi$ so $P$ is a function of $\abs{\xi}$. So $P(\xi)=\sums{}{}c_{,}m(2\pi i\abs{\xi})^{m}=\sums{}{j}c_{j}(2\pi i\abs{\xi})^{2j}=\sums{}{j}c_{j}(2\pi i\abs{\xi}^{2})^{j}=\sums{}{}a_{j}(\la)^{j}$$\square$

Proposition 12.4.14 (Green’s Identities).label Let $\OM\suf\R^{n}$ be a bounded domain with $C^{\infty}$ boundary $S\define \pd \OM$. Then for any $u,v\in C^{2}(\cl{\OM})$ we have

  1. (1)

    $\integral{S }{}v\pd_{\nu} ud\s=\integral{\OM}{}(v\la u-\nabla v\cd \nabla u)dx$

  2. (2)

    $\integral{S}{}(v\pd_{\nu} u-u\pd_{\nu} v)d\s=\integral{\OM}{}(v\la u-u\la v)dx$

Proof. This is a simple corollary of Gauss Divergence Theorem in $\R^{n}$ [9]

\begin{align*}\integral{S }{}(\vec{F}\vec{\nu})d\s=\integral{\OM}{}(\vec{\nabla}\cd \vec{F})dx\end{align*}

Take $\vec{F}=v\vec{\nabla}u$ then $\vec{\nabla}(v\vec{\nabla}u)=\vec{\nabla}v\cd \vec{\nabla}u-v\la u$$\square$

Corollary 12.4.15.label If $u$ is a harmonic function in $\OM$ as above then $\integral{S }{}(\pd_{\nu} v)d\s=0$

Definition 12.4.16 (Radial Laplacian).label Given a radial function $f(x)=\p(r)$ where $r=\sqrt{x_{1}^{2}+\cds+x_{n}^{2}}$ then

\begin{align*}\la f=\p''(r)+\frac{n-1}{r}\p'(r)\end{align*}

Proof. Apply chain rule.$\square$

Proposition 12.4.17.label A radial function $f(x)$ is harmonic in $\R^{n}\del\curl{0}\iff \begin{cases}\p(r)=a+br^{2-n}&n\geq 3\\ \p(r)=a+b\log r&n=2\end{cases}$

Proof. By Proposition 12.4.14 we have

\begin{align*}\la f=0\iff\frac{\p''}{\p'}=-\frac{n-1}{r}=\frac{1-n}{r}\end{align*}

the logarithmic derivative. Thus

\begin{align*}\log\p'=(1-n)\log r+const=\log(r^{1-n}\cd const)\end{align*}

So $\p'=const\cd r^{1-n}$ then integration finishes the proof.$\square$

Proposition 12.4.18 (Volume of Sphere).label Let $\mathbb{S}^{n-1}$ be the unit sphere in $\R^{n}$ then its area is

\begin{align*}\om_{n}=\frac{2\pi^{n/2}}{\Gam\parens{\frac{n}{2}}}\end{align*}

where $\Gam(s)=\integral{0}{\infty}e^{-t}t^{s-1}dt$

$K$ is a fundamental solution for $L$ if $L(K)=\de$

Theorem 12.4.19.label The distribution associated to the $L^{1}_{loc}$ function

\begin{align*}N(x)\define \frac{\abs{x}^{2-n}}{(2-n)\om_{n}}\end{align*}

is a fundamental solution for $\la$ in $\R^{n}$ for $n\geq 3$.

Proof. It is clear that $N(x)$ is harmonic in $\R^{n}\del \curl{0}$ as it should be for $\la(T_{N})=\de$. We use “regularization” to make $N$ a $C^{\infty}$ function by “shifting” the “pole” at $x=0$ away into $\com^{n}$. Define

\begin{align*}N^{\e}(x)\define\frac{(\abs{x}^{2}+\e^{2})^{2-n}}{(2-n)\om_{n}}\end{align*}

Write $N^{\e}$ for $T_{N^\e}$ then $N^{\e}\to N$ in $\cali{D}'$. First $N^{\e}\to N$ pointwise and $N^{\e},N$ are dominated for $\e\leq 1$ by $\abs{N}\in C^{\infty}_{c}\suf L^{1}_{loc}$. By Dominated Convergence theorem

\begin{align*}\integral{}{}N^{\e}\pdx\to \integral{}{}N\p dx\end{align*}

for $\p\in\cali{D}=C_{c}^{\infty}$.

On radial functions

\begin{align*}\la=\der{^2}{r^2}+\frac{n-1}{n}\der{}{r}\end{align*}

hence

\begin{align*}\la N^{\e}(x)=\frac{n}{\om_{n}}\e^{2}(\abs{x}^{2}+\e^{2})^{-\frac{n+2}{2}}=\e^{-n}\psi\parens{\frac{x}{\e}}\end{align*}

where $\psi(x)=\frac{n}{\om_{n}}\parens{\abs{x}^2+1}^{-\frac{n+2}{2}}$. Observe that

\begin{align*}\la N^{\e}(-x)=\la N^{\e}(x)\end{align*}

so

\begin{align*}\inner{\la N^\e}{\p}=\integral{}{}(\la N^{\e})(x)\p(x)dx=\integral{}{}(\la N^{\e})(-x)\p(x)dx=(\p*\la N^{\e})(0)\end{align*}

By Lemma 12.4.10 with $g=\psi,f=\p$ then $\inner{\la N^\e}{\p}\to a\p(0)$ as $\e\to 0$. It remains to show that $a=1$.$\square$

  1. Fourier Transform is a homomorphismkeyboard_return
  2. $\abs{}$ is for nonoriented measureskeyboard_return
  3. rotational invariance of $\ha{}$keyboard_return
  4. Kamran attended Schwartz’s lecture on martinglale, which was very dry and correct it was like Bourbaki (he was in Bourbaki though not founding), no motivationkeyboard_return
  5. under multi-index notationkeyboard_return
  6. see folland for $p=\infty$keyboard_return
  7. $g_{\e}$ is a mollifier or “approximate identity” in the convolution algebrakeyboard_return
  8. J.Leray (1930s) weak derivatives $\to$ L. Schwartz (1944-1950) Topologies on $\cali{D}',\cali{E}',\cali{S}'$ temperal distribution $\to$ J.Schauder Degree Theory giving Leray-Schauder theory. J.Schauder also develop Sheaves and Spectral sequences when you have a fiber bundle $F\to E\to M$keyboard_return
  9. everything is a corollary of Stoke’skeyboard_return

Post a Comment

Name:Email:
Please enter the tag of the current page (CP) to post the comment.
Tag: