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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Can you provide help with interpreting this periodogram?

I'm trying to track down the source of some wonky data. The data are response times (RTs) collected from humans using a computer keyboard. Here's a histogram of the RTs, binned to 1ms: Obvious is a ...
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1answer
23 views

Computing Fast Fourier Transform in R

This is a math question with programming application. So I am trying to find 3 things given a certain function in the x domain when transformed into the spectral domain. 1) the Amplitude 2) The ...
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1answer
17 views

Zeros of a finite Fourier integral implies the same for all derivatives

Let $\phi(x)\in C_0^{\infty}(\mathbb{R})$ be an infinitely differentiable finite function with support $\operatorname{supp} \phi \subset [-c,c]$ and let $\mu_0$ be a zero of the function ...
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2answers
722 views

Fourier transform of a function of compact support

My professor occasionally assigns optional difficult problems which we do not turn in from Stein and Shakarchi's Complex Analysis. I am currently studying for a test in that class and try to get all ...
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1answer
45 views

proving Orthonormal basis

I have given a set of functions in $L^2\left(\left[-\frac{a}{2}, -\frac{a}{2} \right]\right)$ consisting of the following functions: $$u_{n}(x)=\sqrt{\frac{2}{a}}f_n(x),$$ where $f_n(x)= ...
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Formal inverse of a matrix ressembling Fourier's matrix

What is the formal inverse of a square $N\times N$ matrix $A$ with entries $A_{ij}=a^{(i-1)(j-1)}$? When $a$ is the $N$th root of unity (i.e. $a=\exp(2 \pi i/N)$), then $A$ is the Fourier matrix and ...
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1answer
27 views

How to show convergence in $\mathcal{S'}(\mathbb R^{d})$?

We put, $\mathcal{S}(\mathbb R^{d})=$ The Schwartz space and $\mathcal{S'}(\mathbb R^{d})=$ The dual of $\mathcal{S}(\mathbb R^{d})$(The space of tempered distributions). Suppose $\alpha > 1$ and ...
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35 views

Avoiding FFTs by reusing prior FFT results

Background From a mathematical point of view, the formulas similar to the following were produced: $F_1(f) = \mathcal{F}(T(t))$ $F_2(f) = \mathcal{F}(T(t)\times sin\Theta t)$ $F_3(f) = ...
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0answers
44 views

Fourier transformation example

I have been studying Fourier transform and to make things completely clear I wanted to make a simple example for myself and I wanted to present it here, in order to verify that I have a correct ...
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1answer
50 views

Where is the symmetry of Fourier transform in its implementation in Maxima and Wolfram Alpha?

From Wikipedia I saw that there is a symmetry of the Fourier transformation $F(F(f))(x) = f(-x)$ This matches the graphical explanation of the (German) Youtube video (9:15 to 9:45). I tried to see ...
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46 views

Understanding the Quantum Fourier Transform

I have a question about the Quantum Fourier Transform. I would like to understand it because I have a re-take for an exam. I have studied the provided / recommended literature extensively. ...
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214 views

Integration of combination of Bessel Function and Exponential Function

I have read "Watson:Treatise Theory of Bessel Function", "Table of Integration, Series and Product", "Handbook of Mathematical Functions, Formulas, Graphs and Mathematical Tables" and other online ...
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1answer
92 views

Using Fourier Transform to solve heat equation

the heat equation of $U(x,t)$ on $-\infty<x<+\infty$ and $t>0$ is $$U_t=U_{xx}+\exp\left({\frac{-x^2}{2}}\right)$$ where $$U(x,t)\rightarrow 0 \quad as\quad x\rightarrow\pm\infty$$ and the ...
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1answer
214 views

Fourier transform of derivative for the bounded function

I was going through the derivation of Wigner distribution properties, and encountered a certain step in the proof I could not justify. Namely, the step requires the following equality to be true: ...
3
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1answer
76 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 ...
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2answers
166 views

$f\in L^{\infty}(\mathbb{R})$ as Fourier transform

i need to know if one can view a function $f\in L^{\infty}(\mathbb{R})$ as a Fourier transform of a certain function, say g? If the answer is positive please state the proof, or help me find one. ...
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1answer
38 views

Positive-definite + continuous at 0 $\Rightarrow$ continuous?

Let $F$ be a functional from $L_2(\mathbb{R})$ to $\mathbb{C}$ that is positive-definite*. We also know that $F$ is continuous at $0$. Can we deduce that $F$ is continuous over $L_2(\mathbb{R})$? ...
3
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1answer
81 views

How to evaluate the integral $\int e^{ipx}e^{ipx} d^{3}x = 0$

I am embarrassed to ask this question. But I came across the following in a physics book: $$\int e^{ipx}e^{ipx} d^{3}x = 0$$ $d^{3}x = dydydz$, as @Semiclassical shows below. This came up in the ...
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1answer
32 views

Fourier transform of $F(x)=\exp(-x^2/(2 \sigma^2))$

I am looking for the fourier transform of $$F(x)=\exp\left(\frac{-x^2}{2a^2}\right)$$ where over $$-\infty<x<+\infty$$ I tried by definition $$f(u)={\int_{-\infty}^{+\infty} ...
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0answers
14 views

Is there a way to characterize the range of a chebyshev series through its coefficients?

Let $f$ be a Chebyshev series of order $n$ $$ f(x) = \sum_{i=0}^n a_i \cos\left( i \arccos\left(x\right)\right), x \in \left[-1, 1\right]. $$ Is it possible to characterize all the $\lbrace a_i ...
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37 views

Is 2D FFT separable?

Suppose I have a 2D matrix (or image). Can I loop on the columns - compute the FFT of each column and then loop on the rows (of the result matrix) and compute the FFT of that? Would that be equivalent ...
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1answer
35 views

Is $C(\mathbb R) \subset H_{s}^{loc}$ (localized Sobolev space)?

We put, Sobolev space $$H_{s}=H_{s}(\mathbb R)=\{f\in L^{2}(\mathbb R):[\int_{\mathbb R} |\hat{f}(\xi)|^{2}(1+|\xi|^{2})^{s}d\xi]^{1/2}<\infty \}.$$ If $U$ is an open set in $\mathbb R,$ the ...
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1answer
32 views

Fourier Transform Properties Proof

If: $y(t) = x(t)*h(t)$ and $g(t) = x(9t)*h(9t)$ (Where * is convolution) How can I use properties of the Fourier transform to show: $g(t) = Ay(Bt)$ and find constants? I think A should be $1/81$ ...
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74 views

Equidistribution of $an^\sigma$

I am stuck at an exercise in Stein's book: Fourier Analysis, and it's exercise 8 in chapter 4. Show that for any $a\ne0$, and $\sigma$ with $0<\sigma<1$, the sequence $an^\sigma$ is ...
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27 views

How to find the global minimum of a function from its Fourier transformed function.

i.e Can $\min{f(t)}$ be expressed by $F(\omega)$? I have a series of data in frequency space. I can do discrete Fourier transform to time space to find its minimum. But I am wondering if there is a ...
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1answer
33 views

Fast Fourier Transformation: inverse transform of the product of polynomials

I have managed to implement and understand most of the Fast Fourier Transformation. However, I have one last question. If one has two polynomials, say $A(x)$ and $B(x)$, and one computes DFT of ...
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284 views

Creating intuition about Laplace & Fourier transforms

I've been reading up a bit on control systems theory, and needed to brush up a bit on my Laplace transforms. I know how to transform and invert the transform for pretty much every reasonable function, ...
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38 views

Fast Fourier Transformation, explanation of $A(x)=A_0(x^2)+x A_1(x^2)$

I was looking at the Fast-Fourier Transformation today, on this site [if you cannot read Russian, simply use Google Translate, which is what I am doing right now]. http://e-maxx.ru/algo/fft_multiply ...
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1answer
38 views

Fourier transform of a Laplace transform

Is there an easy way to find the Fourier transform of a Laplace transform of function? $$ F[L[f(t)]_{s}] $$ Where my $f(t)$ is $\sqrt{t}$. However, Before finding the Fourier transform I do the ...
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61 views

$2\pi$ in the Definition of Fourier Transform

Most textbooks I read define Fourier transform of a function $f \in L^2(\mathbb R)$ as $$ \hat f (\xi) := \int_\mathbb R f(x) e^{-2\pi i x \xi} dx. $$ However, in class my teacher defines it without ...
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1answer
72 views

Functions for which $\mathcal{F}g = f \ast f$

Suppose one is given $f \in L^{2}(\mathbb{R})$, my question is whether or not there exists a $g \in L^{1}(\mathbb{R})$ such that $f \ast f = \mathcal{F}g$ where $\mathcal{F}$ is the Fourier transform. ...
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45 views

Find a relationship between $\hat f$ and $\hat g$, given $g(x)=\int^{x+1}_x f(t)\,dt$, $f\in L^2(\mathbb R)$,

Given $f\in L^2(\mathbb R)$ and $g(x)=\int^{x+1}_x f(t)\,dt$ (a) Relate $\hat f$ and $\hat g$ (b) Prove $g\in H^1(\mathbb R)$ Part A: $$\hat g(k)= \int^{\infty}_{-\infty} \int^{x+1}_{x} ...
3
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1answer
108 views

Amount of sound near a specific frequency at a specific time

I have a sound signal, sampled at 48000 hz. Now I want to know 'how much sound' there is of a specific frequency (or near that frequency) at a specific time. For example, I want to know at 10s how ...
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1answer
52 views

Why would the discrete fourier transform “see” signals like this? What is the origin of spectral leakage?

The discrete fourier transform of $x = (x_{0},\dots,x_{N-1})$ is defined as $\displaystyle X_{k} = \sum_{n=0}^{N-1} x_{n}\omega^{kn}_{N}$ where $\omega^{kn}_{N} = e^{-2\pi ik/N}$ and ...
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1answer
24 views

Is it true that, $x\rho(x/t)\in H^{s}$ for $\rho\in \mathcal{D}(\mathbb R)$ and $s>3/2$?

We put, $\mathcal{D}(\mathbb R)=$ The space of $C^{\infty}-$ functions on $\mathbb R$ with compact support; and the Sobolev space $$H^{s}(\mathbb R)=\{f\in L^{2}(\mathbb R):[\int_{\mathbb R} ...
2
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1answer
44 views

Embedding of weighted Lebesgue space on Fourier side into $C^\infty$

Given $g$, a continuous real-valued function defined in $\mathbb R^n$, $K^g:=\{u:e^g \hat{u}\in L^2(\mathbb R^n,(1/2 \pi)^nd \xi)\}$. Thus $K^g$ can be viewed as a Hilbert space with natural norm ...
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4answers
53 views

How to determine the periods of a periodic function?

I am aware of the other similar questions but was not able to figure out what I want to know from those question thus posting it here. Given a periodic function $f(x)=sin(x)$, Why is the period ...
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0answers
28 views

Intuition about generating functions

I am trying to gain some intuition about moment generating functions. In particular, for a random variable $X$, we have $$ \newcommand{\E}[1]{\mathbf{E}\!\left[#1\right]} M_X(t) = \E{e^{Xt}} = ...
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1answer
36 views

Does the Fourier coefficients of a function $f\in H^1(0,L)$ (the first order Sobolev space) are absolutely summable?

My precise question: Let $f\in H^1(0,L)$ and let $\{f_n\}$ be its Fourier sine series coefficients on $(0,L)$, is it true that $\{f_n\}\in l^1$, i.e. $$\sum_{n}|f_n|< \infty .$$ Thanks
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1answer
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characterization of unital Fourier multipliers on $L^\infty(\mathbb{R})$?

Does there exist a characterization of Fourier multipliers $T \colon L^\infty(\mathbb{R}) \to L^\infty(\mathbb{R})$ which are unital, i.e. $T(1)=1$? In the case of the torus $\mathbb{T}$, it is easy ...
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1answer
39 views

Convolution operator positive definite?

Let $\mu$ be a compactly supported Borel probability measure on $\mathbb{R}^n$. Consider the convolution operator $T: L^2(\mathbb{R}^n) \rightarrow L^2(\mathbb{R}^n)$ defined by $$ Tf = f \ast \mu $$ ...
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1answer
41 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 ...
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35 views

Fourier Inversion transform

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

Fourier transform of a triangular pulse

So I've been practicing some fourier transform questions and stumbled on this one; To start off, i defined the fourier transform for this function by taking integral from -tau to 0 and 0 to tau as ...
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0answers
39 views

An exercise about Fourier transform and $H^s$ in Treves

In Treves, the Fourier transform is defined by $\hat{f}(\xi)=\int {e^{-i\langle\xi,\space x\rangle} f(x) dx}$. The following is the problem, where I have figured out almost all of the questions except ...
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25 views

radon transformation backprojection

I am working on image recontruction and I try to find out how the radon transformation works. I have benn using mainly Natterer, F. and Wubbeling, F.: Mathematical Methods in Image ...
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1answer
38 views

What does local space of a given Banach space says intuitively?

We put, $\mathcal{D}(\mathbb R)=$ The space of $C^{\infty}-$ functions on $\mathbb R$ with compact support Example: For instance bump function is in $\mathcal{D}(\mathbb R)$ Let $E$ is a Banach ...
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2answers
46 views

Is the convolution operation some kind of group operation?

I'm just curious but will the convolution operation be any sort of group operation? A motivating example would be to see that the natural exponential family of distribution functions are closed under ...
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4k views

Compare Fourier and Laplace transform

I would like to clarify main difference between Fourier and Laplace transforms and also understand if exponential factor is main difference between this two method. So Fourier transform is ...
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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 ...