Fourier analysis, also known as spectral analysis, encompasses all sorts of Fourier expansions, including Fourier series, Fourier transform and the discrete Fourier transform (and relatives). The non-commutative analog is (representation-theory).

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Different methods to compute $\sum\limits_{n=1}^\infty \frac{1}{n^2}$

As I have heard people did not trust Euler when he first discovered the formula $$\zeta(2)=\sum_{n=1}^\infty \frac{1}{n^2}=\frac{\pi^2}{6}.$$ However, Euler was Euler and he gave other proofs. I ...
130
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13answers
98k views

Fourier transform for dummies

A vague question of Kevin Lin which didn't quite fit at Mathoverflow: So ... what is the Fourier transform? What does it do? Why is it useful (both in math and in engineering, physics, etc)? ...
46
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4answers
7k views

Connection between Fourier transform and Taylor series

Both Fourier transform and Taylor series are means to represent functions in a different form. My question: What is the connection between these two? Is there a way to get from one to the other (and ...
32
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3answers
849 views

Instructive proofs in functional analysis

I am beginning to learn functional analysis (from Folland and Royden), but I am from a non-mathematical background, so I often encounter techniques in proofs that I am not familiar with (for example ...
31
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5answers
761 views

Fourier - Are sinusoidals strictly required?

We can define all signals as a sum of sinusoidals by taking fourier transform of the signal. Thats OK. My question is, why sinusoidals.? Can there be an another transform like Fourier somewhere in the ...
30
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0answers
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Is this similarity to the Fourier transform of the von Mangoldt function real?

Mathematica knows that the logarithm of $n$ is: $$\log(n) = \lim\limits_{s \rightarrow 1} \zeta(s)\left(1 - \frac{1}{n^{(s - 1)}}\right)$$ The von Mangoldt function should then be: ...
29
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1answer
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Are these zeros equal to the imaginary parts of the Riemann zeta zeros?

Edit 8.8.2013: See this question also. The Fourier cosine transform of an exponential sawtooth wave times $e^{-x/2}$: $$\operatorname{FourierCosineTransform}(\operatorname{SawtoothWave}(e^x)\cdot ...
29
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2answers
1k views

Explicitly reconstructing a function from its moments

Let $f$ be an integrable real valued function defined on $[0,\infty)$. Let $$m_n=\int_0^\infty f(x)x^n \mathrm dx$$ be the $n^{th}$ moment, and suppose that all of these integrals converge ...
20
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1answer
233 views
+100

Using Fourier Series to compute sums

I have just started learning the basics of Fourier series and have some doubts about it. I am aware that Fourier series can be used to compute infinite sums. For example, $\zeta(2)$ and $\eta(2)$ can ...
19
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2answers
792 views

Applications of Pseudodifferential Operators

I am very interested in just about anything that has to do with PDE's, and inevitably pseudodifferential operators comes up. Its obvious that such a novel way of looking at PDE's would be important, ...
18
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1answer
817 views

Accessible proof of Carleson's $L^2$ theorem

Lennart Carleson proved Luzin's conjecture that the Fourier series of each $f\in L^2(0,2\pi)$ converges almost everywhere. Also, Richard Hunt extended the result to $L^p$ ($p>1$). Some time ago I ...
18
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1answer
338 views

Fourier transform of $\operatorname{erfc}^3\left|x\right|$

(this is a follow-up on my another question) Could you please help me to find the Fourier transform of $$f(x)=\operatorname{erfc}^3\left|x\right|,$$ where $\operatorname{erfc}z$ denotes the the ...
17
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3answers
599 views

Fourier transform of $\left|\frac{\sin x}{x}\right|$

Is there a closed form (possibly, using known special functions) for the Fourier transform of the function $f(x)=\left|\frac{\sin x}{x}\right|$? $\hspace{.7in}$ I tried to find one using ...
15
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3answers
4k views

Differential equations and Fourier and Laplace transforms

Why do both the Fourier transform and the Laplace transform appear in the study of differential equations? I've never understood why there are some situations where the Fourier transform is used and ...
15
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2answers
484 views

Closed form for $\sum_{n=-\infty}^{\infty}\frac{1}{(n-a)^2+b^2}$.

What is the closed form for $\sum_{n=-\infty}^{\infty}\frac{1}{(n-a)^2+b^2}$? We can use Fourier series of $e^{-bx}$ ($|x|<\pi$) to evaluate $\sum_{n=-\infty}^{\infty}\frac{1}{n^2+b^2}$. But this ...
15
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5answers
7k views

Difference between Fourier transform and Wavelets

While understanding difference between wavelets and Fourier transform I came across this point in Wikipedia. The main difference is that wavelets are localized in both time and frequency whereas ...
15
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3answers
607 views

A log improper integral

Evaluate : $$\int_0^{\frac{\pi}{2}}\ln ^2\left(\cos ^2x\right)\text{d}x$$ I found it can be simplified to $$\int_0^{\frac{\pi}{2}}4\ln ^2\left(\cos x\right)\text{d}x$$ I found the exact value in the ...
15
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1answer
441 views

Is Fourier transform characterized by its diagonalization properties?

Let us fix the following convention for the Fourier transform in $L^1(\mathbb{R})$ space: $$\hat{f}(\xi)=\int_{-\infty}^\infty f(x)\, e^{-2\pi i x\xi}\, dx.$$ We then have the following properties: ...
15
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4answers
635 views

How to interpret the adjoint?

Let $V \neq \{\mathbf{0}\}$ be a inner product space, and let $f:V \to V$ be a linear transformation on $V$. I understand the definition1 of the adjoint of $f$ (denoted by $f^*$), but I can't say I ...
15
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5answers
872 views

Interpretation of Poisson Summation Formula

This question arises from a Fourier transform class I took about a year back. The poisson summation formula is: $$\displaystyle \sum_{n= - \infty}^{\infty} f(n) = \displaystyle \sum_{k= - ...
15
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2answers
553 views

Intuitively, why is the Gaussian the Fourier transform of itself?

It's a standard exercise to find the Fourier transform of the Gaussian $e^{-x^2}$ and show that it is equal to itself. Although it is computationally straightforward, this has always somewhat ...
15
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1answer
229 views

Is there a combinatoric identity for the multiplicities of the following set?

Are you ready for some psychedelic pictures? Define the multiset$$S_n=\left\{\sum_{j=1}^n(-1)^{\left\lfloor(k-1)/2^{j-1}\right\rfloor}u_n^j\mbox{ for }1\leq k\leq2^n\right\}$$ where ...
14
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4answers
7k views

Non-power-of-2 FFT's?

If I have a program that can compute FFT's for sizes that are powers of 2, how can I use it to compute FFT's for other sizes? I have read that I can supposedly zero-pad the original points, but I'm ...
14
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3answers
896 views

learning algebra and harmonic analysis

I've revised my question a bit in response to the (very helpful) advice so far-- I have an engineering background but am interested in learning abstract harmonic analysis. My interest is rather ...
14
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1answer
452 views

On Vanishing Riemann Sums and Odd Functions

Let $ f: [-1,1] \to \mathbb{R} $ be a continuous function. Suppose that the $ n $-th midpoint Riemann sum of $ f $ vanishes for all $ n \in \mathbb{N} $. In other words, $$ \forall n \in ...
13
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4answers
21k views

Difference between Fourier series and Fourier transformation

Whats the difference between Fourier transformations and Fourier Series? As I've been working with Fourier Series in my maths lectures yet a friend of mine also doing engineering has been working with ...
13
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2answers
2k views

Fourier transform of function composition

Given two functions $f$ and $g$, is there a formula for the Fourier transform of $f \circ g$ in terms of the Fourier transforms of $f$ and $g$ individually? I know you can do this for the sum, the ...
12
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6answers
3k views

How is the Fourier transform “linear”?

A "linear" function usually means one who's graph is a straight line, or that involves no powers higher than 1. And yet, many sources will tell you that the Fourier transform is a "linear transform". ...
12
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5answers
810 views

Definition of convolution?

Why do we use $x - y$ rather than $x + y$ in the definition of the convolution? Is it just convention? (If we are thinking of convolutions as weighted averages, for instance against "good kernels," it ...
12
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1answer
429 views

Tough Inverse Fourier Transform

In reference to this answer I gave the other day, I came across a very interesting function whose IFT would be nice to evaluate as part of completing the solution to the problem I answered. The ...
12
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3answers
3k views

How was the Fourier Transform created?

The Fourier Transform is a very useful and ingenious thing. But how was it initiated? How did Joseph Fourier composed the Fourier Transform formula and the idea of a transformation between periodic ...
12
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3answers
2k views

Fourier transform of fourier transform?

I have the definition of Fourier transform $$\hat f(\lambda) = \int_{\infty}^\infty f(t) \exp(- i \lambda t) dt$$ and have proved the following lemmas: $\hat E(x) = \sqrt{2 \pi} E(x)$ where $E(x) = ...
12
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2answers
338 views

Are Fourier Analysis and Harmonic Analysis the same subject?

Are Fourier Analysis and Harmonic Analysis the same subject? I believe that they are not the same. Maybe there is big difference between those subjects but I need to know what is the main difference ...
12
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3answers
1k views

Delta function integrated from zero

I am trying to understand the motivation behind the following identity stated in Bracewell's book on Fourier transforms: $$\delta^{(2)}(x,y)=\frac{\delta(r)}{\pi r},$$ where $\delta^{(2)}$ is a ...
12
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1answer
405 views

Plancherel formula for compact groups from Peter-Weyl Theorem

I'm trying to derive the following Plancherel formula: $$\|f\|^{2}=\sum_{\xi\in\widehat{G}}{\dim(V_{\xi})\|\widehat{f}(\xi)\|^{2}}$$ from the statement of the Peter-Weyl Theorem as given by Terence ...
11
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2answers
1k views

Is a Fourier transform a change of basis, or is it a linear transformation?

I've frequently heard that a Fourier transform is "just a change of basis". However, I'm not sure whether that's correct, in terms of the terminology of "change of basis" versus "transformation" in ...
11
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3answers
573 views

Dirac Delta or Dirac delta function?

Is Dirac delta a function? What is its contribution to analysis? What I know about it: It is infinite at 0 and 0 everywhere else. Its integration is 1 and I know how does it come.
11
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3answers
12k views

What does the Fourier Transform mean in the context of images?

This is clearly a very important equation with tonnes of properties that I see come up a lot in image processing literature, but I don't understand why this equation is important, and what it is ...
11
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1answer
601 views

Relation between function discontinuities and Fourier transform at infinity

I have made the following assertion a few times in this space without ever having provided a proof: Let $m$ be the smallest number such that a function $f \in L^2(\mathbb{R})$ has a discontinuity in ...
11
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3answers
370 views

The boundedness of an integral

Is there a constant $C$ which is independent of real numbers $a,b,N$, such that $$\left| {\int_{-N}^N \dfrac{e^{i(ax^2+bx)}-1}{x}dx} \right| \le C?$$
11
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2answers
277 views

Fundamental role of the Fourier Transform

I am currently learning about the Fourier Transform and the associated Fourier Analysis. So far I realize that it has a number of applications, but more than that it seems to be central to Functional ...
11
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1answer
266 views

Deriving Fourier inversion formula from Fourier series

Let $g\in C_0^{\infty}(\mathbb{R})$ (infinitely differentiable with compact support), and let $$\hat{g}(y)=\int_{-\infty}^\infty g(x)e^{-ixy}dx$$ Assume that $\hat{g}$ is in the Schwartz class. ...
11
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1answer
160 views

Is $\int_0^\infty \left (\int_0^\infty f(k) k \sin kr \, \mathrm dk \right) \mathrm dr = \int_0^\infty f(k) \, \mathrm dk$ correct?

I am a physicist, and as a physicist I have proved the following equality: $$ \int_0^\infty \left (\int_0^\infty f(k) k \sin kr \,dk \right) dr = \int_0^\infty f(k) dk, $$ where $f$ is a rapidly ...
10
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4answers
385 views

Singular asymptotics of Gaussian integrals with periodic perturbations

At the bottom of page 5 of this paper by Giedrius Alkauskas it is claimed that, for a $1$-periodic continuous function $f$, $$ \int_{-\infty}^{\infty} f(x) e^{-Ax^2}\,dx = \sqrt{\frac{\pi}{A}} ...
10
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3answers
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The mathematics of music - why sine waves?

Of course, the Fourier transform is an extremely elegant mathematical method of overwhelming simplicity, and this straight away puts sine waves (or complex exponentials) on a high pedestal. But what ...
10
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4answers
778 views

Why would you expand a square wave in a Fourier series?

The periodic square wave $$ f(x) = \cases{ 1 \text{ if } 0 \le x \le \pi \\ 0 \text { if } -\pi \le x < 0} $$ seems easy enough to work with. Why transform it into a series of sines and cosines? ...
10
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2answers
768 views

Sobolev space is an algebra

How do you prove that the Sobolev space $H^s(\mathbb{R}^n)$ is an algebra if $s>\frac{n}{2}$, i.e. if $u,v$ are in $H^s(\mathbb{R}^n)$, then so is $uv$? Actually I think we should also have ...
10
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5answers
677 views

Notes for Beginner Fourier Analysis?

Are there any good lecture notes or books on basic fourier analysis that authors publish freely online? It is very difficult to find rigorous mathematical theory of fourier analysis because google is ...
10
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5answers
3k views

Extracting exact frequencies from FFT output

Say I pass 512 samples into my FFT My microphone spits out data at 10KHz, so this represents 1/20s. (So the lowest frequency FFT would pick up would be 40Hz). The FFT will return an array of 512 ...
10
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2answers
595 views

A bound on the Fourier coefficients of an $\alpha$-Lipschitz function

I am asked to show that if $0 < \alpha < 1$, and if $f \in \Lambda^\alpha(\mathbb{T})$, then we have for $k\neq 0$, $$|\widehat{f}(k)| \leq \pi^\alpha \frac{\|f\|_{\Lambda^1}}{k^\alpha}$$ I ...