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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Mean fourier coefficients of a $2\pi$-periodic function are just the usual Fourier coefficients.

Let $f$ be a continuous $2\pi$-periodic function on $\mathbb{R}$. I'm trying to show that \begin{align}\tag{1} \lim_{T \rightarrow \infty} \frac{1}{2T}\int_{-T}^{T} f(x)e^{-ix\xi}dx = ...
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1answer
23 views

Fourier transform causing problems in proof for Parsevals formula

$f^{*}$ is the complex conjugate and $\tilde{f}$ is the fourier transform of Ff$. If $g(-\xi)=f(\xi)^{*}$ how does this imply $\tilde{g}(k)=\tilde{f}(k)^{*}$. This result just does not seem true by ...
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33 views

Plotting the frequency spectrum of a signal

I've found this algorithm here on Mathematica.SE to plot the frequencies of a signal using Fourier. It works beautifully, but I'm having some trouble understanding ...
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0answers
48 views

Show that the Hilbert transform is a pseudo-differential operator of order 0

I have tried to solve the following exercise but I don't know if I have missed anything. Show that the Hilbert Transform $Hf = \mathcal{F}^{-1}(\operatorname{sgn}(\xi)\hat{f}(\xi))$ is a ...
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1answer
77 views

MATLAB: Plotting the inverse Fourier transform of a rectangular pulse.

I'm trying to repeat the results in the image below without using the rectangularPulse(a,b,z) function: Here is my unsuccessful attempt: Here is the code I used to create the first image: ...
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59 views

How did Fourier arrive at the following regarding his series and coefficients?

I am reading Karen Saxe's "Beginning Functional Analysis." Perhaps it is poor exposition on her part, but she states: ...Fourier begins with an arbitrary function $f$ on the interval from $-\pi$ ...
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1answer
58 views

Find distribution solving a differential equation

I think I have solved the following differential equation, but I am not sure of all steps are justified. Exercise: Find all distributions $u \in \mathcal{D}'(\mathbb{R})$ such that $x(u' -u) = ...
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58 views

In search of periodic solutions of a system of ODEs by means of Fourier series

Consider the following non-linear system of ODEs : \begin{cases} x' = y \\ y' = x^2-\lambda x. \end{cases} In search of a solution such that $y(0) = y(2 \pi) = 0$, I am being told to seek $x$ and $y$ ...
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1answer
42 views

If the Fourier transform of a probability measure goes to zero at infinity, can the measure have a point mass?

Let $\mu$ be a probability measure on $\mathbb{R}$. Is the following implication true? $$ \widehat{\mu}(y) \rightarrow 0 \text{ as } |y| \rightarrow \infty \quad \Rightarrow \quad \mu(\{x\})=0 \quad ...
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2answers
38 views

Fourier series with respect to orthonormal sequence

Let $H$ be the space of piecewise continuous $2 \pi$-periodic functions on the real line. For $f$ and $g$ in $H$, consider the inner product $<f,g>=\frac{1}{2\pi}\int_{- \pi}^{\pi}f(x)\overline ...
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20 views

Fourier transform time and frequency question?

So there is an example in my book where g(k) is converted to G(f) and its written $$g(k)\Longleftrightarrow G(f)$$ So: $$a^ku(k)\Longleftrightarrow \frac{1}{1-ae^{-j2\pi f}}$$ My question is, how ...
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1answer
57 views

Find limit of a sequence of distributions

I am trying to solve the following exercise: Determine the limit in $\mathcal{D}'(\mathbb{R})$ of $\lim_{t\rightarrow \infty} t^{2}xe^{itx}$, $u_{t} = t^{2}xe^{itx}$. I have tried evaluating the ...
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0answers
14 views

What wave does a “complex frequency” correspond to in the Fourier Transform?

The Fourier Transform takes a function $f$, you get another a function $g$. $g$ takes a complex frequency, and returns a sort of relative amplitude of a wave function in $f$. My question is how do you ...
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1answer
96 views

Prove $\sum_{n= -\infty}^{\infty} \frac{1}{(t+n)^2} = \frac{\pi^2 }{\sin^2(\pi t)}$ using f(x)=1-|x| and Poisson summation formula

I'd like to prove $$\sum_{n= -\infty}^{\infty} \frac{1}{(t+n)^2} = \frac{\pi^2 }{\sin^2(\pi t)}$$ by using the Poisson summation formula. There is a way to do it by firstly taking the Fourier ...
0
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1answer
31 views

Convolution of a sum of shifted delta functions

In the lecture notes for Fourier Transforms and it's Applications on page 212 by Bracewell he talks about representing a signal as a sum of distributions evenly spaced out by a distance p. ...
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1answer
12 views

Representing a real sampled signal with N samples as a complex sampled signal with N/2 samples

I am studying the discrete Fourier transform, and in its most basic definition it is an invertible linear transformation on the complex numbers. From Wikipedia: The sequence of $N$ complex numbers ...
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40 views

cant extract odd function with FFT

i cant correctly extract spectrum from data points of odd function (e.g. $\cos\left(\frac23\pi x\right)$, $16$-points vector $[1,0,0,1,0,0,1,0,0,1,0,0,1,0,0,1]$), instead of one function I get a bunch ...
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30 views

Formula for trace of particular operators

Let $\mathcal{H}$ be the Hilbert space $L^2(\mathbb{R})$. View the Fourier transform as a unitary operator $\mathcal{F} \in B(\mathcal{H})$. For each function $f \in C_0(\mathbb{R})$, let $T(f) \in ...
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1answer
18 views

Meaning of multiplication by $\sin$ in $\omega$-domain

Multiplying some signal, a function of time, $m(t)$ by a cosine $\cos{\omega' t}$ causes a shift in frequency of $m(t)$, by $\pm\omega'$. But what about multiplication by a sine wave, such ...
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1answer
13 views

Showing that the set $\displaystyle \{e^{2\pi i (mx+ny)}\}_{n,m=-\infty}^\infty$ is an orthonormal set

I have the following problem: Show that the set $\displaystyle \{e^{2\pi i (mx+ny)}\}_{n,m=-\infty}^\infty$ is an orthonormal set in $L^2(D)$, where $D$ is any square whose sides have length ...
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1answer
21 views

Inverse Fourier Transform

I need help solving the following Fourier transform question. Given, $$ X_s(f) = \frac{1}{\Delta T} \sum_{n = -\infty}^{\infty} X\left(f - \frac{n}{\Delta T} \right) $$ $$ H(f) = \begin{cases} 1 ...
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40 views

Symbol of self-adjoint pseudodifferential operator

It seems that the following result should hold, but I can't find it explicitly anywhere. If $A=A^*$ is a properly supported pseudodifferential operator, does this imply that ...
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1answer
27 views

Fourier transform of $|u|^2*u$

Given the Fourier transform of $u$ is $\widehat{u}$, then what can I say about the Fourier transform of $|u|^2u$? Can I represent it by $\widehat{u}$?
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26 views

intuition behind inverse transform of $ cos(\omega_{0} t)$

Hi: After looking around the internet and looking at solutions to similar questions, I was finally able to convince myself of the following mathematically. If $G(\omega_{0}) = cos(\omega_{0} t)$, ...
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1answer
24 views

Problem about average of cos square (nt) where n is arbitrary

I often see people just say time average of cos^2(nwt) is 1/2, I want to know in what cases this is not valid? w is just the frequency, can be assumed as a constant. Assuming you are always ...
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62 views

Easiest way to prove integral of $e^{ikx}$ is $\delta(k)$

What is the easiest way to to derive the following equation: $$\int_{-\infty}^{\infty}e^{ikx}dx = 2\pi\delta(k)$$ I understand the equation can be derived by assuming the Fourier integral theorem, ...
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33 views

trigonometric interpolation of a sampled signal

Given N sampled points, using the FFT we can get the Fourier transform of those N points $X_k$. With N/2 the Nyquist frequency and $X_0$ the DC value. Using the inverse we can then get back the ...
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32 views

Eigenvectors of Laplace operator on a particular functiona space

Exercise 8.15 in [1] is: "Show that $\Delta u=\lambda u$ has no solutions of polynomial growth if $\lambda > 0$, but does have such solutions if $\lambda < 0$." How should I make sense of this? ...
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19 views

trigonometric polynomial using FFT

I am trying to use the FFT to approximate a given function. So i have 10 points xk that are given for example, if i use the FFT that will give me Xk. So now using the inverse FFT we can get the ...
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1answer
59 views

Characteristic Function Inversion

I am studying the relationship / bijection between characteristic functions and CDFs. In particular, given a characteristic function $\phi$ it is posible to recover the cumulative density function ...
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1answer
31 views

Can one express $f'(x)$ with the same basis as one uses for $f$?

If I have an orthonormal basis $\{\phi_n\}_1^\infty$ in space $L^2(a,b)$ and the generalized Fourier series expansion for $f$ would be: $$f= \sum \langle f, \phi_n\rangle\phi_n,$$ then can one use ...
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1answer
31 views

Show that $f(x)$ is orthogonal to $f'(x)$ in $L^2(-\pi, \pi)$

I have the following problem: Suppose $f$ is of class $C^{(1)}$, $\;2\pi$-periodic, and real-valued. Show that $f'$is orthogonal to $f$ in $L^2(-\pi, \pi)$ by a) expanding $f$ in ...
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41 views

Convolution of L1 & L2 function: definition

A book that I'm reading makes the following statement that I'm not sure how to understand: On $\mathbb R^n$, if $f\in L1$ and $g\in L2$, we have: $$\widehat{f*g}=\hat f \hat g$$ How do I read it? I ...
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1answer
26 views

Proving that $\langle f, g\rangle = \sum_n \langle f, \phi_n \rangle \overline{\langle g, \phi_n \rangle}$

I have the following problem to solve: If the set of functions $\{\phi_n \}_1^\infty$ is an orthonormal basis in $L^2(a,b)$ and the functions $f, g \in L^2(a,b)$, then show that: ...
3
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1answer
35 views

What are the steps to derive the following inverse Fourier transformations

I'm reading a text which is an introductory text on Fourier transforms. The author has two expressions: $$ F(\omega_{o}) = \frac{1}{\sigma \sqrt {2 \pi} } e^{\Large- ...
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30 views

Inverse Fourier transform of $\cot{ a \omega}$?

I am interested to know what is the inverse Fourier transform of $\cot{ a \omega}$, and how to derive it? My attempt was to use contour integration which leads to $$ \sum_{n = -\infty}^{\infty} ...
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3answers
42 views

Understanding dot product of continuous functions

I'm reading about Fourier analysis and in my book the author speaks about dot product for continuous functions $f, g\in L^2(a,b)$(the set of functions which are square-integrable on the interval ...
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38 views

If $f$ is $2 \pi$ periodic and $\int_{0}^{2 \pi} f(t) dt=0$ then $\int_{0}^{2 \pi} (f(t))^2 dt \le \int_{0}^{2 \pi} (f'(t))^2 dt$ [duplicate]

Given $f$ a real differentiable function, $2 \pi$ periodic such that $\int_{0}^{2 \pi} f(t) dt=0$ show that: $\int_{0}^{2 \pi} (f(t))^2 dt \le \int_{0}^{2 \pi} (f'(t))^2 dt$. When does equality hold? ...
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34 views

Finding the sum of a trigonometric series, fourier series

I need to compute that for $x \in [0, 2\pi]$ $$\sum_{n=1}^\infty\frac{\sin(nx)}{n^3} = \frac{1}{12}x(x-\pi)(x-2\pi)$$ by using the uniform convergence $$\sum_{n=1}^\infty\frac{\sin(nx)}{n} = ...
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22 views

A proof regarding Fourier-Polynoms

I want to prove the following: Let $f:\mathbb{R}\rightarrow \mathbb{C}$ so that $f \big |_{[0,2\pi]}$ is integrable. Let $V$ be the vectorspace of all $2\pi$-periodic functions and $U \subset V$ be ...
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83 views

Calculating own dft via matlab?

We are asked to code our own dft function from the formula : If everything is done correctly it should give the same result with matlab's own dft function, in the end I'm comparing them but they ...
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1answer
78 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.
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1answer
52 views

When is a Fourier series analytic?

By Fourier theory, every continuously differentiable function $f : S^1 \to \mathbf C$ admits a unique, uniformly convergent Fourier expansion $$f(\theta) = \sum_{n\in \mathbf Z} a_n e^{in\theta}.$$ ...
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44 views

Show that there does not exist $f\in L^2(R)$ such that $\overline{{\rm span}\{f(\cdot-n):n\in Z\}}=L^2(R)$

Show that there does not exist $f\in L^2(R)$ such that $$\overline{{\rm span}\{f(\cdot-n):n\in Z\}}=L^2(R).$$ In other words, for any square function $f$, the space of the span of all shifts of ...
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1answer
91 views

Integral is equal to $0$

Let be $f \in L^1[0,1]$, then it applies $ \int_0^1 \exp(2i\pi xk)f(x n)\,dx=0$ for $n,k\in \mathbb{N}$ with $0<k<n$. Ideas: f can be extended to a function on $\mathbb{R}$ with period $1$, ...
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1answer
26 views

What is the theory behind Fourier transform of “bad” (e.g. unbounded) functions?

When I was first introduced to Fourier transform, its core was a formula for it, something like: $$\tilde f(k)=\int_{-\infty}^{\infty} e^{-2\pi i kx}f(x)\text{d}x.\tag1$$ It works nice for good ...
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41 views

Can a continuous function on a compact group $G$ be interpreted as the sum in $C(G)$ of its Fourier series?

For a given function $f\in C(G)$ on a compact group $G$ its Fourier transform is defined as the family of operators $$ \widehat{f}_\sigma=\int_Gf(t)\cdot\sigma(t^{-1}) \ \text{d}\ t,\quad ...
3
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1answer
85 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 ...
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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 $h$: ...
0
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1answer
20 views

what is the mathematical reason for slow functions having high spectral density at low frequencies and vice versa

Hi : I'm reading an introductory book on Fourier transforms. After explaining the forward and inverse transformation clearly, the author then states: " We realize the dual character of the forward ...