0
votes
0answers
34 views

Fourier Inversion transform

Is what i have highlighted in green a typo? Should it be $\pi e^{-|\xi|}$?
3
votes
1answer
36 views

Poles of Fourier transform

Let $f\in L_2(\mathbb R_+)$ and consider its Fourier transform $$F(\zeta)=\int_0^\infty f(x)e^{ix\zeta}dx$$ Is it true that analytic continuation of $F(\zeta)$ has at most finitely many poles in a ...
1
vote
1answer
25 views

Paley-Wiener theorem for a sector $\{\zeta:-\epsilon<\arg(\zeta)<\pi+\epsilon\}$

One of the variations of the Paley-Wiener theorem yields: If $f\in L^2(\mathbb R_+)$, then the Fourier transform $F$, defined by $$F(\zeta)=\int_0^\infty f(x)e^{ix\zeta}dx$$ is a holomorphic function ...
1
vote
0answers
47 views

Fourier transform and inverse transorm

I have to prove that for $f\in L^1(\mathbb{R})$ $$ \check{\hat{f}}=\hat{\check{f}}, $$ where $$ \hat{f}(\xi):=\int\limits_{\mathbb{R}}e^{-i\xi x}f(x)\mathrm{d}x $$ and ...
1
vote
1answer
38 views

Find an harmonic function in $\mathbb R^n$ which is a polynomial of degree 4 and is 1 at the origin

Find an harmonic function in $R^n$ which It is a polynomial of degree 4 and is =1 at the origin. It is a polynomial of degree 5 and its partial derivatives are both =0 at the origin. Important ...
2
votes
1answer
49 views

Dirichlet problem in the disk: behavior of conjugate function, and the effect of discontinuities

Dirichlet's problem in the unit disk is to construct the harmonic function from the given continuous function on the boundary circle. It is solved by the convolution with the Poisson kernel, and we ...
2
votes
4answers
59 views

Showing that Gaussians are eigenfunctions of the Fourier transform

I'm having a bit of trouble on this problem: I've tried to evaluate the integral directly (using the trick from multivariable calculus where you "square" the integral and convert to polar ...
3
votes
1answer
78 views

asymptotical behavior of integral

I'm interest in the asymptotical of $$\int_{-\pi}^{\pi}\exp\Big((\cos z+i\alpha\sin z-1)t\Big)dz\hspace{3mm}\text{as}\hspace{2mm}t\to\infty$$ for $-1<\alpha<1$. Numberical result suggest that ...
6
votes
0answers
65 views

Proving that two functions involving integrals with Legendre polynomials are equal

I have two functions that I expect to be equal (where $P_{2l}$ are the even Legendre Polynomials): $$F_{2l}(x)=x\, \tanh(\pi x/2)\left|\int_0^1 u^{i x-1}P_{2l}(u)\,du\right|^2$$ ...
0
votes
0answers
20 views

Solution of definite integral of product of bessel function and exponential

I have an integral $I=\int_{\theta} \int_r J_m(k_1r)e^{-j[P_x r \cos(\theta)+P_y r \sin(\theta)]} r dr d\theta$ $0\leq\theta\leq2\pi; r<\infty$ is there any method to solve this?
4
votes
1answer
73 views

Complex Integration: theorem of Residues

I am trying to prove a theorem that is doing my head in a bit. I have tried to simplify the problem as much as possible and leave out the details, even though it might look a bit too big. The ...
3
votes
1answer
79 views

Fourier series without Fourier analysis techniques

It is known that one can sometimes derive certain Fourier series without alluding to the methods of Fourier analysis. It is often done using complex analysis. There is a way of deriving the formula ...
2
votes
0answers
37 views

an “alternate derivation” of Poisson summation formula and discrete Fourier transformation

Inspired by this post, I am trying to do a derivation of a Poisson summation formula. My starting point is this: $$ \frac{1}{2\pi} \int^{\infty}_{-\infty} e^{i k x} dx=\delta(k) $$ I simply wish ...
1
vote
1answer
37 views

A naive example of discrete Fourier transformation

We know a discrete Fourier transformation with discrete $n$ and continuous $x_1,x_2$: $$ \sum_{n\in\mathbb{Z}} e^{-in(x_1-x_2)\frac{2\pi}{L}}=L\delta(x_1-x_2) $$ with Dirac delta function $\delta$. ...
1
vote
1answer
81 views

a generalization of normal distribution to the complex case: complex integral over the real line

How to prove $\int_{\mathbb{R}} e^{-\frac{(x+it)^2}{2}}dx=\sqrt{2\pi}$ for any $t\in \mathbb{R}$? I only obtained the case that $t=0$, $\int_{\mathbb{R}} e^{-\frac{x^2}{2}}dx=\sqrt{2\pi}$. Thanks.
3
votes
1answer
87 views

Solve $\mathscr{F}^{-1} [ \cot{a \omega} \times \mathscr{F} \{ U(t) \sin{\omega_0 t} \} ] $ using contour integration

I wish to evaluate $y(t) = \mathscr{F}^{-1} [ \cot{a \omega} \times \mathscr{F} \{ U(t) \sin{\omega_0 t} \} ] $, where $\mathscr{F}$ represents the Fourier transform, and U(t) represents the ...
0
votes
0answers
21 views

compute the derivative of a function defined by an integration over the whole real line

Let $h(t)=\int _{\mathbb{R}}e^{-\frac{(x+it)^2}{2}}d\lambda(x)$, where $\lambda$ is the Lebesgue measure. I want to prove that $h$ is differentiable and compute the derivative of $h$: ...
1
vote
1answer
24 views

Real-valued Discrete Fourier Transform

I have sequence of $N$ real numbers: $\mathbf{x} = (x_0, x_1, \ldots, x_{N-1})$. Discrete Fourier Transform (DFT) is defined as $$ X_k = \sum_{n=0}^{N-1} x_n e^{-i 2\pi k \frac{n}{N}}, \quad ...
0
votes
1answer
16 views

Let $f(x) := |\cos \frac x 2 |$ for $x \in \mathbb R$. Show by using Eulers formula that the $n$'th Fourier coefficient $c_n$.

Let $f(x) := |\cos \frac x 2 |$ for $x \in \mathbb R$. Show by using Eulers formula that the $n$'th Fourier coefficient $$c_n = \frac 1 {2\pi} \frac {(-1)^{n-1}} {n^2-\frac 1 4}$$ with respect to the ...
1
vote
0answers
20 views

Let $f(x):= \sum^{\infty}_{-\infty} d_n e^{inx}$ for $x \in \mathbb R$. Find the Fourier series for $f$ and show uniform convergence against $f$.

Let $\sum^{\infty}_{-\infty} |d_n| < \infty$ and define $f(x):= \sum^{\infty}_{-\infty} d_n e^{inx}$ for $x \in \mathbb R$. Find the Fourier series for $f$ and show it converge uniformly on ...
1
vote
1answer
119 views

Numerical approximation of trigonometric polynomial

I have the following problem: Let $g$ be a trigonometric polynomial of degree n (there are complex coefficients $c_k$ with $k = -n, ..., n$ such that $g(t) =\sum\limits_{k = -n}^n c_{k}\exp(ikt). $ ...
1
vote
1answer
36 views

Holomorphic Schwartz-space-valued function

I was trying the last few days to generalize the Paley-Wiener theorem in a quite obvious direction... or so I thought. The original Paley-Wiener theorem talks about functions and distributions with ...
0
votes
1answer
52 views

Proving that the function set $\{ (2/l)^{1/2}\sin(n-\frac{1}{2})(\pi x/l) \}_1^{\infty}$ is an orthonormal set

I have the the following problem from my Fourier analysis book: Show that $\{ (2/l)^{1/2}\sin(n-\frac{1}{2})(\pi x/l) \}_1^{\infty}$ is an orthonormal set in $PC(0,l)$, i.e. class of piecewise ...
0
votes
2answers
34 views

discrete fourier transform proof (show equals n*I)

Let $w=e^{(-2\pi i/n)}$. Let $W$ be an $n \times n$ matrix defined by $$ W = \begin{pmatrix} 1 & 1 & 1 & 1 & \cdots & 1 \\ 1 & w & w^2 & w^3 & \cdots & ...
1
vote
0answers
19 views

Real part of a holomorphic function is bounded by polynomial then the holomorphic function is a polynomial [duplicate]

Let $u$ be a harmonic function on $\mathbb{R}^2\cong \mathbb{C}$ such that $Ref= u$ where $f$ is an entire function. If $|u(z)|\leq |z|^n$ for any $z\in\mathbb{C}$, then $f$ is a polynomial of degree ...
0
votes
2answers
54 views

Multiplying and Dividing Series

For example, how do you compute the taylor series for $$e^x \sin x=\sum_{n=0}^{\infty} \frac {x^n}{n!} \sum_{n=0}^{\infty} (-1)^n\frac {x^{2n+1}}{(2n+1)!}$$ Of course I want the result to contain ...
0
votes
0answers
24 views

conflictions of analytic functions to the boundary and Schwarz reflection principle

Let $\Omega$ be an open subset of $\mathbb{C}$ and $f:\Omega\longrightarrow \mathbb{C}$ be a holomorphic function. Then for any $z\in \Omega$ and any $r>0$ such that $D(z,r)\subseteq \Omega$, $f$ ...
0
votes
1answer
159 views

Equality of two series.

EDIT: Consider $m,n\in\mathbb{Z}$ with $\frac{m}{n}\in \mathbb{R} -\mathbb{Z}$ and $n>1$. Given integers $m,n$ I want to prove that $$\bigg\lfloor \frac{m}{n} ...
0
votes
0answers
12 views

When is the fourier transform of a quasi-character $\hat c(\alpha)=|\alpha|c^{-1}(\alpha)$?

This is from lemma $2.4.2$ of Tate's thesis. Let $c$ be a quasi-character on $k^{*}$, the multiplicative group of a number field completed at a non-archimedian place. Lemma 2.4.2 For $c$ in the ...
0
votes
1answer
55 views

Question about the Fourier Transform

Suppose $f$ is continuous and of moderate decrease. i.e. $$|f(x)| \le \frac C{1+x^2},\forall x \in \mathbb R, C>0$$ For fixed $t \in \mathbb R$: $$A(z)=\int_{- \infty}^{t} f(x)e^{-2\pi ...
1
vote
0answers
63 views

On $\int_{-\infty}^{+\infty} {\frac{\tan(t-t_0)}{\cosh^2(t-t_0)} \cos(\omega t) \,\mathrm{d}t}$

How to count this? $$ \int_{-\infty}^{+\infty} {\frac{\tan(t-t_0)}{\cosh^2(t-t_0)} \cos(\omega t) \,\mathrm{d}t} $$ Can we use residue formula?
1
vote
1answer
105 views

Integral $ \int_{-\infty}^\infty \frac{e^{ikx}}{x^{3/2}}dx$

Hi I'm trying to solve this integral Fourier Transform $$ \int_{-\infty}^\infty \frac{e^{ikx}}{x^{3/2}}dx=\sqrt{2\pi|k|}(1+i) (-1+\text{sgn}(k)) $$ where sgn(k)$=1$ for k>1 and $-1$ for k<1. I am ...
0
votes
0answers
37 views

Require help with the convolution of two complex conjugates

I need to find the convolution of the following two functions: When rationalizing the denominator, the numerators become complex conjugates of each other. I have tried obtaining the Fourier ...
2
votes
0answers
101 views

Need help with the convolution of two complex functions

Could someone start me off with how to find the convolution of these two functions? Using the normal equation for convolution seems impossible as a common overlap interval is required for ...
1
vote
0answers
34 views

Uniform Boundedness in N of $\sum\nolimits_{0<\mid n \mid \leq N} \frac{\mathrm{e}^{inx}}{n}$

Show that $\int_0^\infty \frac{\sin(x)}{x}\,\mathrm{d}x = \frac{\pi}{2}$, and using that show that $\sum\nolimits_{0<\mid n \mid \leq N} \frac{\mathrm{e}^{inx}}{n}$ is uniformly bounded in N and ...
4
votes
3answers
68 views

Why does $\|\sum_{i=1}^{N}\langle f,\phi_i\rangle\phi_i\|^2 = \sum_{i=1}^{N}|\langle f,\phi_i\rangle|^2 $?

I'm reading about Fourier analysis and there is one equality, which I don't understand. Why does: $$\left\|\sum_{i=1}^{N}\langle f,\phi_i\rangle\phi_i\right\|^2 = \sum_{i=1}^{N}|\langle ...
1
vote
1answer
78 views

Laplace transform of $g_n(t)=\begin{cases}\frac{(1-e^{-t})^n}{t^n}&:t>0,\\0&:t\le0.\end{cases}$

Find Laplace transform for this function "$g$" $$g_n(t)=\begin{cases}\frac{(1-e^{-t})^n}{t^n}&:t>0,\\0&:t\le0.\end{cases}$$ Then Take advantage of it to calculate the following ...
1
vote
1answer
69 views

Inhomogeneous diffusion equation and initial conditions inversion

While working on a physical diffusion process, I encountered the following Fokker-Planck equation $$ \frac{\partial F}{\partial t} = D (x) \frac{\partial^2 F}{\partial x^2} \tag1$$ where $D(x) > ...
1
vote
1answer
45 views

Fourier Transform Identity

I'm trying to verify the following: $$ \int_{\mathbb{R}} e^{-z\xi^2} \hat{f}(\xi) \; d\xi = \sqrt{\frac{\pi}{z}} \int_{\mathbb{R}} e^{-\pi^2x^2/z} f(x) dx, $$ for $z = \alpha i$ purely imaginary and ...
1
vote
1answer
61 views

Fourier transform of $\frac{d}{dt}\ln\frac{1}{it}$

I'd like to proove the identity $$\mathcal{F}\left(\frac{d}{dt}\ln\frac{1}{it}\right)=2i\pi H$$ with $H=\mathbb{I}_{\mathbb{R}^+}$ ie the Heaviside step function, $\mathcal{F}$ denote the Fourier ...
0
votes
0answers
20 views

Does there exists $f\in L^{1}(\mathbb R)\cap FL^{1}(\mathbb R)$(=Fourier algebra) but $|f|\not \in A(\mathbb R)$?

For $f\in L^{1}(\mathbb R)$; We define the Fourier transform of $f$ as follows: $$\hat{f}(\xi)= \int_{\mathbb R}f(x) e^{-2\pi i \xi x}dx; \ \text {for} \ \xi \in \mathbb R.$$ Consider a Fourier ...
1
vote
1answer
44 views

Complex Fourier integral

Why is the $\omega$ in the solution for this integral written in absolute value? $$\int_{-\infty}^{\infty} \frac{x e^{i\omega x}}{(x^2+1)^2}dx = \frac{\pi \omega}{2}e^{-|\omega|}$$
0
votes
0answers
59 views

Is the Fourier series also a Laurent series?

For a holomorphic function $f(z) = \sum^{\infty}_{n=-\infty}{a_nz^n}$, the substitution $z = e^{j\pi\omega}$ yields the Fourier series $f(z) = \sum^{\infty}_{n=-\infty}{a_ne^{j\pi\omega n}}$. Would it ...
0
votes
2answers
122 views

A contour integral for Fourier transform

How does one show the following, preferably with contour integral on the complex plane? $$\frac{\Gamma(\alpha)}{2\pi}\int_{-\infty}^\infty (ik)^{-\alpha}e^{-ikx}dk = (-x)_+^{\alpha-1},$$ where $x$ is ...
2
votes
1answer
120 views

Is Fourier transform of a $L^{1}$ integrable function is $L^{1}$ integrable?

Let $f:\mathbb R \to \mathbb R$ such that $$f(x)= \frac{\sin \pi x}{x (x^{2}-1)}$$ for $x\in \mathbb R - \{ 0, -1, 1 \}$ and $f(x):= \pi $ for $x=0$ and $f(x)=-\frac{\pi}{2}$ for $x= -1, 1$. Let ...
0
votes
1answer
46 views

Complex Fourier Transform

Quick question, say I have a complex series of data $f(t)$, so that at each data point $t_i$ have a real and imaginary number, is it correct to calculate the power spectrum of that series (so I want ...
1
vote
2answers
62 views

How to estimate (compute) Fourier transform?

Let $f:\mathbb R \to \mathbb R$ such that $$f(x)= \frac{\sin \pi x}{x (x^{2}-1)}$$ for $x\in \mathbb R - \{ 0, -1, 1 \}$ and $f(x):= \pi $ for $x=0$ and $f(x)=-\frac{\pi}{2}$ for $x= -1, 1$. ...
1
vote
1answer
152 views

Contour Integral of Exponential

I want to show the following for $a > 0$: $$e^{-a} = \int_{0}^{\infty}{\frac{e^{-x}}{\sqrt{x}}e^{-a^{2}/(4x)}dx}.$$
0
votes
2answers
47 views

a differential equation equation related to fourier series

I am really struggling with this one. Any help is welcome! For equation $f''(z) + p(z) f'(z) + q(z) f(z) = 0$, where $p(z)$ and $q(z)$ are fixed polynomials. Given $f(0)=f_0$, $f'(0)=f_1$, prove that ...
2
votes
1answer
68 views

Compactly supported smooth function with Laplace transform bounded on a cone

My question is if it is possible to find a compactly supported smooth function $\varphi:\mathbf{R}\to \mathbf{R}$ s.t. the following integration $\int_{\mathbf{R}}\varphi(t)e^{itx}e^{tx}dt$ stays ...