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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1answer
29 views

$k^2 e^{ikx} \rightharpoonup 0$ in the Sense of Distributions

So I'm concerned showing $k^2 e^{ikx} \rightharpoonup 0$ in the sense of distributions or in other words for any $\phi \in C_c^{\infty}(\mathbb{R})$ we have for any $\epsilon > 0$ $$ \left\lvert ...
3
votes
1answer
72 views

Does the power spectral density vanish when the frequency is zero for a zero-mean process?

A wide-sense stationary random time series $\zeta(t)$ is characterized by its mean value and its autocovariance function, which in the Wiener–Khinchin theorem is equivalent to the Fourier transform of ...
5
votes
1answer
124 views

Improper integral Riemann sum limit in the derivation of Fourier series to Fourier transform

To give background to my question, in all the books I've looked at to derive the inverse Fourier transform of a continuous function $f$ on $\mathbb{R}$, they seem to work as follows. Let $k$ be a ...
0
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0answers
23 views

Proving a fourier transform expression with green's formuls

Using Green's formula, show that: $${\cal F}\left[\frac{d^2f}{dx^2}\right]= -w^2F(w) + \frac{e^{iwx}}{2\pi}\left(\frac{df}{dx} - iwf\right) \\(evaluated\ from\ -\infty\ to\ \infty)$$ last part is ...
1
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1answer
56 views

Smoothness of inverse Fourier transform

Let $\hat{f}(\xi)$ be a smooth function on $\mathbb{R}^n$ that decays like $|D^\alpha_\xi \hat{f}(\xi)| \lesssim (1 + |\xi|^2)^{-\frac{1}{4}(1 + |\alpha|)}$, where $\alpha$ is a multi-index such that ...
0
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0answers
24 views

Norm convergence of approximations to the identity

Let $\varphi \in L^1(\mathbb{R}^d)$ be such that $\int_{\mathbb{R}^d} \varphi(x) \, dx = 1$. For each $\varepsilon>0$, let $\varphi_\varepsilon:= \varepsilon^{-d} \varphi\left( \dfrac x ...
0
votes
1answer
27 views

Bound on the sup norm for derivatives of a particular $C^\infty$ function

I'm reading textbook "A Primer of Real Analytic Functions" and on page 86 the following "obvious" claim is made: Let $|| \cdot ||$ be the sup norm on $[0, 2 \pi]$ and define function $f$ to be ...
1
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2answers
53 views

Fourier inverse of a function to get dirac

I'm trying to get the dirac function from a fourier inverse tranform: $$\frac{1}{2\pi}\int_{-\infty}^{\infty}e^{-iw(x-x_0)}dw$$ It is this last step I am stuck on to get the conclusion. Original ...
1
vote
1answer
53 views

Proof of the discrete Fourier transform of a discrete convolution

Let the discrete Fourier transform be $$ \mathcal{F}_N\mathbf{a}=\hat{\mathbf{a}},\quad \hat{a}_m=\sum_{n=0}^{N-1}e^{-2\pi i m n/N}a_n $$ and let the discrete convolution be $$ ...
1
vote
1answer
46 views

Integral of $\int_{-\infty}^{+\infty}\left |{\frac{\sin{x}}{x(1+x^2)}}\right|^2\,dx $

So the first part of the questions asks us to find the Fourier Transform of $$ f(x) = \left\{ \begin{array}{ll} e^{y} & \quad {-\infty}<x < 0 \\ e^{-y} & ...
0
votes
1answer
44 views

Why the sum of the list is 4?

Wolfram Alpha says Sum[Sin(Pi*n/4)]/(Pi*n/4),{n,-Infinity,Infinity}] is equal to 4 but I don't know how to resolve it... In my signal and system homework,this ...
1
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0answers
25 views

Can we choose $g$ so that $\|(g\widehat{(f^{3})})^{\vee}\|_{L^{p}} \leq C \|g_{1}f\|_{L^{2}}^{r} \|(g_{2}\hat{f})^{\vee}\|_{L^{s}}$?

Let $f, f^{2}, f^{3}\in L^{q}(\mathbb R)\cap C_{0}(\mathbb R)$ where $ q\geq p, \ \text{and}$ and $C_{0}(\mathbb R)$ is the class of continuous functions vanishing at infinity. My Questions: ...
0
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0answers
10 views

Errors of approximating continuous Fourier transform by discrete Fourier transform

In http://planetmath.org/approximatingfourierintegralswithdiscretefouriertransforms some error analysis of using DFT to approximate continuous Fourier transform is indeed done, but there are things I ...
-1
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1answer
21 views

$h = \sum_{n=0}^\infty (ae^{j\omega})^n$ , how is the approximation of this equal to $\frac {1}{1-h}$

the question in the title. im working on a z- transform problem. to find the Z - transform of $x(n) = a^ncos(\omega n)u(n)$, u(n) being the step unit function essentially i come down to the answer ...
0
votes
1answer
25 views

Applying Fourier transform to a gaussian

Let $$G_\beta(w) = e^{\beta w^2}$$ Now I get the process of applying a fourier transform (or inverse) to get a new gaussian: $$G_\beta(x) = G_\beta(0) e^{\frac{-x^2}{4\beta}}$$ but in doing the ...
1
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1answer
12 views

Show behavior of Fourier Transform

If F(w) is the Fourier transform of f(x), show that F(aw) is the Fourier transform of (1/a)f(x/a). So if I apply a fourier transform to (1/a)f(x/a): $$ \frac{1}{2\pi}\int_{-\infty}^\infty ...
0
votes
2answers
47 views

Application of Plancherel/Parseval

Assuming $u,v\in L^1\cap L^2$, then how do you show that $$\int uv=\int \hat{u}\hat{v}$$ I tried using Plancherel, but didnt give any nice result. Any ideas/hints? Thanks
0
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0answers
11 views

Fourier transformation of Principal value distribution [duplicate]

I have the principal value distribution defined as $pv(\frac{1}{x})(\phi)=\int^\infty_0\frac{1}{x}(\phi(x)-\phi(-x))dx$ and I want to show that the fourier transform is given by $-\pi i\cdot ...
0
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0answers
29 views

Fast Fourier Transform of a function: WolframAlpha vs calculated result

I have the following function: $$\frac{3}{\sqrt{12}\cdot\cosh(x)}$$ I want to calculate the Fourier transform of this function. When calculated with WolframAlpha, I get as result: ...
-1
votes
1answer
40 views

How to calculate convolution integral?

I know the formula for a convolution integral but how would you actually carry out one when you have two piece-wise defined functions? If you had $$ f(x) = \left\{ \begin{array}{ll} ...
2
votes
0answers
24 views

I would like to find a generalization of the plane wave expansion to Hankel functions.

The plane wave expansion is \begin{equation} e^{i\vec{k}\cdot \vec{x}}=\sum_{\ell=0}^{\infty}i^\ell(2\ell+1)j_{\ell}(kx)P_{\ell}(\cos(\theta)) \end{equation} where $j_\ell$ is the spherical Bessel ...
4
votes
2answers
57 views

Integral using Parseval's Theorem

How would I integrate $$\int_{-\infty}^{+\infty} \frac{\sin^{2}(x)}{x^{2}}\,dx$$ using Fourier Transform methods, i.e. using Parseval's Theorem ? How would I then use that to calculate: ...
0
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2answers
51 views

$\|(g\widehat{(f|f|^{2})})^{\vee}\|_{L^{2}} \leq C \|f\|_{L^{2}}^{r} \|(g\hat{f})^{\vee}\|_{L^{2}}$ for some $r\geq 1$?

Let $g\in C_{c}^{\infty} (\mathbb R)$, and $f, |f|^{2}f\in L^{2}(\mathbb R)\cap C_{0}(\mathbb R)$ (where $C_{c}(\mathbb R)$ is the class of smooth functions with compact support and $C_{0}(\mathbb R)$ ...
4
votes
1answer
76 views

Estimating an integral using the Poisson summation formula

Consider a continuous $L^1$ function $f$ : $\mathbb{R}$ $\rightarrow$ $\mathbb{R}$ such that $supp$ $\widehat{f}$ $\subset$ $[-1,1]$ and $f(n)$ $\geq$ $0$ if $n$ $\in$ $\mathbb{Z}$. The problem is to ...
3
votes
3answers
36 views

How do I show $\int_{-\infty}^\infty \frac 1{(a^2+s^2)(b^2+s^2)} ds=\frac {\pi}{ab(a+b)}$ using the solution to the following Fourier transform?

For a function $f_a(x)=e^{-a|x|}$ , where $a>0$ I have found that the fourier transform of it is as follows, i know this is correct. $\def\F{\mathcal F}$ \begin{align*} \F(f_a)(s) &= ...
3
votes
0answers
41 views

Asymptotic expansion of a Fourier Transform as $\omega\rightarrow 0$

First of all, I do apologise if the question is not formulated in precise mathematical terms, but as a physics student I lack a formal background on rigorous functional analysis. Suppose we have a ...
0
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0answers
33 views

Exact formula for alias of Discrete Fourier transform for periodic sigals

Suppose that $f(t): \mathbb{R} \to \mathbb{C}$ is a $T$-periodic signal, with highest frequency $f_h$. Now suppose that our sampling rate frequency is lower than $f_h$, and is not any multiples of ...
1
vote
1answer
15 views

ODE with finite Fourier expansion periodic coefficients

Regard the ordinary differential equation $$ \dot a(t) = z(t) a(t) $$ where $a(t)$ and $z(t)$ are matrix valued such that $z$ is periodic ($z(t+2\pi)=z(t)$). Then it is well-known (Floquet theory), ...
-1
votes
1answer
25 views

how do i find the fourier transform of the function $f_a(x)=e^{a|x|}$

Having trouble finding the fourier transform of the function $f_a(x)=e^{-a|x|}$ , where $a>0$ I currently have that $$ \mathcal{F}(f_ax) = \int_{0}^{\infty} e^{-ax}\, e^{ i s x} \,ds= ...
0
votes
1answer
37 views

Fourier transform, circular symmetry

I need to compute the two-dimensional Fourier transform of a function with circular symmetry: $$ \int dx dy\, \frac{e^{i (k_x x+k_y y)}}{((z'-z)^2-t^2+x^2+y^2)((z'+z)^2-t^2+x^2+y^2)} $$ For ...
1
vote
1answer
71 views

Lipschitz continuity of complex valued functions (Fourier basis)

Apologies if this is a rather stupid question, but as a student with no prior knowledge on complex analysis, I was wondering if the following function of $x$ \begin{equation} f(x)=e^{-iqx} ...
1
vote
1answer
49 views

Solving $\int_{-\infty}^\infty f(\tau) {\operatorname{sinc}}\big({\tau}-\lambda\big) {\operatorname{sinc}}\big({\tau}-\nu\big)d\tau$.

We know that, for any real numbers $\lambda$ and $\nu$, it has \begin{equation} \int_{-\infty}^\infty {\operatorname{sinc}}\big({\tau}-\lambda\big) {\operatorname{sinc}}\big({\tau}-\nu\big)d\tau= ...
0
votes
1answer
32 views

Can we expect $\|fg\|_{\mathcal{F}L^{1}} \leq C \|f\|_{L^{2}(\mathbb R)} \|g\|_{\mathcal{F}L^{1}}$?

Consider the space of all Fourier transforms of $L^{1}(\mathbb R),$ that is, $$\mathcal{F}L^{1}=\mathcal{F}L^{1}(\mathbb R):= \{f\in L^{\infty}(\mathbb R):\hat{f}\in L^{1}(\mathbb R)\},$$ with the ...
1
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0answers
17 views

FFT of k*k matrix from FFT of a j*j matrix

FFT of matrix a j by j matrix, A $\begin{bmatrix}1 & 2\\3 & 4\end{bmatrix}$ = $\begin{bmatrix}10 & -2\\-4 & ...
3
votes
1answer
39 views

$\|fg\|_{A (\mathbb T)} \leq C \|f\|_{L^{2}} \|g\|_{A (\mathbb T)}$?

Let $f\in L^{1}(\mathbb T)$ and define the Fourier coefficient of $f$ : $\hat{f}(n)=\frac{1}{2\pi} \int _{-\pi}^{\pi} f(t) e^{-int} dt; (n\in \mathbb Z)$.Consider the space, $$A(\mathbb T):= \{f\in ...
1
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0answers
17 views

Calderón–Zygmund lemma and Lebesgue measure

Can someone please explain the relationship between the Calderón–Zygmund lemma and Lebesgue measure, thanks.
2
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1answer
34 views

On the weak closedness of a closed ball with fixed $L^2$-norm in a periodic Sobolev space

Preliminaries: Let $\mathrm{L}_P^2$ denote the Hilbert space of $P$-periodic, locally square-integrable functions $f\colon \mathbb{R} \to \mathbb{C}$ with Fourier series representation $$f(x) \sim ...
1
vote
1answer
51 views

Prove $\int {\operatorname{sinc}}\big({\tau}-\lambda\big) {\operatorname{sinc}}\big({\tau}-\nu\big)d\tau= {\operatorname{sinc}}(\lambda-\nu ).$

I want to prove the following relation. For any real numbers $\lambda$ and $\nu$, we have \begin{equation} \int_{-\infty}^\infty {\operatorname{sinc}}\big({\tau}-\lambda\big) ...
1
vote
1answer
34 views

periodicity of an exponential sum

I wish to rigorously prove that the function $f(x), x \in \mathbb{R}$ is not periodic. A function is defined to be periodic with period $M$ if $f(x+M)=f(x), \forall x \in \mathbb{R}$. Here $f(x) ...
2
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0answers
49 views

Inverse Fourier transform of cut off of Fourier transform

Suppose we have a function $f(x)$ such that $$|\frac{d^n}{dx^n}f(x)| \leq C(1 + |x|)^{-n}$$ Take the Fourier transform $\hat{f}(\xi)$ and consider the function $g(\xi) = \chi(\xi)\hat{f}(\xi)$, where ...
0
votes
1answer
50 views

How to evaluate $\int_{-1/2}^{1/2}e^{2\pi m i x}e^{\frac{2\pi n i}{x}}dx $?

I'm interested in the integral $$\int_{-1/2}^{1/2}e^{2\pi m i x}e^{\frac{2\pi n i}{x}}dx ,$$ where $m$ and $n$ are arbitrary nonnegative integers. Is there any possibility to evaluate this ...
2
votes
4answers
154 views

A Fourier Analysis Question I am stuck at

If $f,g\in C[-\pi,\pi]$,and $f,g$ are $2\pi$ periodic, prove that $$\lim_{n\to\infty}\dfrac{1}{2\pi}\int_{-\pi}^\pi f(t)g(nt)\mathbb dt=\big(\dfrac{1}{2\pi}\int_{-\pi}^\pi f(t)\mathbb ...
1
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0answers
38 views

Fourier transform of $\frac{\sin2\pi t-\sin\pi t}{\pi t}$

I'm helping a student out with determining the transform above. His instructor apparently offered a hint about applying the convolution theorem, but I can't seem to get anywhere with that suggestion. ...
1
vote
0answers
23 views

How can I make the mean of samples be approximately equal to the mean of actual continuous signal?

Suppose there is signal f(t) that is continuous and periodic. It is known that this f is T-periodic. (but it's not necessarily a single cosine f(t).( I'd like to make the mean of samples be ...
0
votes
1answer
27 views

Sign with Fourier transformation, convolution, periodicity

Let $x(t)$ be the sign with Fourier transformation $$X(\omega)=\delta(\omega)+ \delta(\omega-\pi)+\delta(\omega-5)$$ and let $h(t)=u(t)-u(t-2)$. Is $x(t)$ periodic? Is the convolution of $x(t)$ ...
2
votes
0answers
153 views

System of first order ODEs with coherent sinusoidal time varying coefficient

I have encountered equations of the form $$\frac{{d{\bf{y}}(t)}}{{dt}} = \left( {{A_0} + {A_1}\cos (\omega t)} \right){\bf{y}}(t)$$where ${\bf{y}}$ is a vector and ${{A_0}}$ and ${{A_1}}$ are square ...
0
votes
1answer
22 views

Frequency scaling property for Fourier series

For Fourier transform, there is an equation connecting time-scaling with frequency-scaling. (By scaling, I mean multiplying by constant for time or frequency) Is there such a relation for Fourier ...
2
votes
2answers
140 views

An analogous definition of Fourier transform $\hat f(u) = \int_{-\infty}^{+\infty} f(t) \exp(- i u t) dt$ for sinc-function.

We know the definition of Fourier transform $$\hat f(u) = \int_{-\infty}^{+\infty} f(t) \exp(- i u t) dt \ \ \ (*)$$ It is widely used in the analysis in the frequency of dynamical systems, in the ...
0
votes
1answer
49 views

Using Riemann-Lebesgue Lemma to show a function is continuous

I have been studying for a preliminary exam using old exams. Many of them ask the following question which we have unfortunately not talked about in the class at all. It would be nice to see an ...
4
votes
5answers
101 views

Can anyone suggest a book on Fourier Analysis containing many good problems

I am taking a basic course in Fourier Analysis in my undergrad Analysis class and I know the theory and related theorems. However, this is a relatively new zone for me and I would like a book that ...