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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216
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21answers
19k views

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 ...
12
votes
3answers
576 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 ...
4
votes
1answer
232 views

How to prove a function is the Fourier transform of another $L^{1}$ function?

If $m(\xi)$ satisfies $$D^{\alpha}m(\xi)\leq \frac{C}{(1+|\xi|)^{|\alpha|+1}}$$ then is $m$ a Fourier transform of a $L^{1}$ function? (Note that the Bernstein theorem can't be applied here, since ...
11
votes
3answers
503 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.
3
votes
2answers
360 views

Complex Fourier series

I need to find the complex Fourier series of this function, and I'm having problems calculating these integers: $$|a|<1$$ $$x\in [-\pi,\pi]$$ $$f(x)=\frac{1-a\cos(x)}{1-2a\cos(x)+a^2}$$ ...
122
votes
13answers
85k 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)? ...
10
votes
1answer
530 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 ...
3
votes
1answer
155 views

Solution of a differentiation in integral form

How will I get the solution in the form of integration $$ \phi (0,t)=\frac{R^{3}}{2}\frac{A}{\sqrt{\pi }}\int_{0}^{\infty }k^2e^{-R^{2}k^{2}/4}\cos (\sqrt{k^2+2} t)\ dk. $$ from the equation, when ...
2
votes
2answers
4k views

Derivative of convolution

Assume that $f(x),g(x)$ are positive and are in $L^1$. Moreover, they are differentiable and their derivative is integrable. Let $h(x)=f(x)*g(x)$, the convolution of $f$ and $g$. Does the derivative ...
38
votes
4answers
5k 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 ...
18
votes
2answers
700 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, ...
15
votes
2answers
460 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 ...
12
votes
4answers
6k 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 ...
8
votes
1answer
530 views

Tensor products of functions generate dense subspace?

Let $X$ and $Y$ be two spaces in certain category, $F(\cdot)$ a functor associating each space with a function space (with certain topology). Assume that for any $f\in F(X)$ and $g\in F(Y)$, $f\otimes ...
8
votes
1answer
1k views

Calculating the Fourier transform of $\frac{\sinh(kx)}{\sinh(x)}$

I'm trying to compute $$\int_{-\infty}^\infty \frac{\sinh(kx)}{\sinh(x)}e^{-i\omega x} \ dx$$ i.e. the Fourier transform of $x\mapsto \frac{\sinh(kx)}{\sinh(x)}$, where $0<k<1$ is fixed. But ...
0
votes
2answers
2k views

Calculate the Fourier transform of ${\rm b}\left(x\right) = 1/\left(x^{2} +a^{2}\right)$

I need help to calculate the Fourier transform of this funcion $${\rm b}\left(x\right)=\frac{1}{x^{2} + a^{2}}\,,\qquad a > 0$$ Thanks.
3
votes
1answer
329 views

($n$-dimensional) Inverse Fourier transform of $\frac{1}{\| \mathbf{\omega} \|^{2\alpha}}$

I'd like to find the $n$-dimensional inverse Fourier transform of $\frac{1}{\| \mathbf{\omega} \|^{2\alpha}}$ i.e. $$ \int_{\mathbb{R}^n} \frac{1}{ \| \mathbf{\omega} \|^{2\alpha}} e^{2 \pi i ...
5
votes
1answer
2k views

Does rapid decay of Fourier coefficients imply smoothness?

Under the isomorphism of Hilbert spaces $L^2(S^1)\to\ell^2(\mathbb Z),\quad e^{2\pi i n t}\mapsto e_n$, smooth functions on the circle are mapped to rapidly decaying sequences (see wikipedia). Is the ...
5
votes
5answers
498 views

show that $\int_{0}^{\infty} \frac {\sin^3(x)}{x^3}dx=\frac{3\pi}{8}$

show that $$\int_{0}^{\infty} \frac {\sin^3(x)}{x^3}dx=\frac{3\pi}{8}$$ using different ways thanks for all
3
votes
1answer
470 views

Heisenberg uncertainty principle in $d$ dimensions.

Suppose $f(x)$ is a $d$-dimensional real function and $\int_{R^{d}}|f(x)|^2dx=1$. Show that $$ (\int_{R^{d}}|x|^2|f(x)|^2dx)(\int_{R^{d}}|\xi|^2|\hat f(\xi)|^2d\xi)\geq\frac{d^2}{16\pi^2}$$ I ...
2
votes
1answer
314 views

Convolution of an $L_{p}(\mathbb{T})$ function $f$ with a term of a summability kernel $\{\phi_n\}$

... is the result in $L_{p}$? A remark in my notes says yes but I can't see how to verify it. As was pointed out to me in a previous question I asked last night, I need to show that the following ...
0
votes
1answer
140 views

Inverse Fourier transform to find out $\hat c_1$

If we have an integration which is need to solve inversely $$a_0 e^{-r^2/R^2} = \int_0^\infty \hat{c}_1(k) \frac{\sin(k r)}{r} dk,$$ If I transform the $\sin(kr)$, then we get imaginary part. Please ...
32
votes
3answers
826 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 ...
8
votes
2answers
1k views

Compactly supported function whose Fourier transform decays exponentially?

It's well known now that a function can not be compactly supported both on the space side and the frequency side (so-called uncertainty principle). On the other hand a function can have exponential ...
5
votes
1answer
394 views

For symmetric stable distributions, why is $\alpha \le 2$?

I'm preparing a lecture on stable distributions, and I'm trying to find a simple explanation of the following fact. Suppose we are trying to come up with stable distributions. From the definition, ...
2
votes
1answer
187 views

Convergence of the Fourier Transform of the Prime $\zeta$ Functions

I think I found a way to write the truncated Prime $\zeta$ function like this: $$ P_x(s)=\sum_{p<x} \frac{1}{p^s} =\sum_{n=1}^{\infty}\frac{ \mu (n)}{n} \sum_{z\in\{1,\rho\}}(-1)^{1-\delta_{1z}} ...
2
votes
1answer
276 views

Asymptotic error of Fourier series partial sum of sawtooth function

In Iwaniec's book, Topics in Classical Automorphic Forms, pg. 4, he gives the statement: $$\{x\}=\frac{1}{2}-\sum_{n=1}^N\frac{\sin 2\pi nx}{\pi n}+O((1+||x||N)^{-1})$$ where $\{x\}$ denotes the ...
7
votes
1answer
196 views

$L_{p}$ distance between a function and its translation

I'm working through a proof and one of the comments is that for a function $f\in L_p (\mathbb{T})$: $$\lim_{t\to \infty}\;\|f(\cdot + t) - f\|_p = 0.$$ Should this read as $t\to 0$? If so, how do ...
4
votes
1answer
127 views

Calculating the Fourier transform of $f(t)=Ae^{-i\omega_0 t}$

I am trying to calculate the Fourier transform of $f(t)=Ae^{-i\omega_0 t}$ I'm getting an infinity which is giving me problems. Here are my steps: ...
1
vote
1answer
613 views

Proof of Fourier Inverse formula for $L^1$ case

I know this may be a stupid question, but still hope someone can help me. I was trying to prove the Fourier inversion formula for which $f$ and $\hat{f}=\int_{\mathbb{R}}f(x)e^{-i2\pi xy}dx$ both lie ...
28
votes
1answer
1k views

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 ...
10
votes
4answers
361 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}} ...
8
votes
8answers
1k views

Conceptual/Graphical understanding of the Fourier Series.

I've been reading about how the Fourier Series works, so like how the orthogonality cancels out all but the one that we're looking for. I've read derivations of the Fourier Series. What I would like ...
5
votes
1answer
1k views

Fourier transform of $\text{sinc}^3 {\pi t}$

$$f(t)=\frac{\sin^3(\pi t)}{(\pi t)^3}$$ I want to calculate the Fourier transform. I can't calculate this integral: $$\int_0^\infty\frac{\sin^3(\pi t)}{(\pi t)^3}\cos(ut)\,\mathrm{d}t$$
8
votes
1answer
511 views

Fourier transform of Schrödinger kernel: how to compute it?

Let $$K_t(x)=\frac{1}{(4 \pi i t)^{\frac{n}{2}}}e^{i \frac{\lvert x \rvert^2}{4t}}\quad x \in \mathbb{R}^n,\ t \in \mathbb{R},\ t\ne 0.$$ Clearly this is not a $L^1$ or $L^2$ function with respect ...
1
vote
5answers
286 views

Fourier Analysis

I am interested in Fourier Analysis. But I don't get why the coefficients are choosen that way and why the Fourier series will converge to a given function? Can someone provide me simple information ...
9
votes
2answers
667 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 ...
7
votes
2answers
593 views

Recursive Integration over Piecewise Polynomials: Closed form?

Is there a closed form to the following recursive integration? $$ f_0(x) = \begin{cases} 1/2 & |x|<1 \\ 0 & |x|\geq1 \end{cases} \\ f_n(x) = ...
6
votes
1answer
638 views

Pointwise but not uniform convergence of a Fourier series

What is an example of a continuous, or even better, differentiable, $2\pi$ (or 1) periodic function whose Fourier series converges pointwise but not uniformly? (Such function cannot be of Hölder ...
5
votes
2answers
403 views

Is there any handwavy argument that shows that $\int_{-\infty}^{\infty} e^{-ikx} dk = 2\pi \delta(x)$?

It should not be a good argument but rather a short one and one that convinces a physicist ( so no need for mathematical rigor ) that shows that $\int_{-\infty}^{\infty} e^{-ikx} dk = 2\pi \delta(x)$ ...
5
votes
2answers
773 views

Integration (Fourier transform)

$\mathrm{Re}(i) = 0$, but the fourier transform of $f(x) = e^{-ix^2}$ is $g(\alpha) = \sqrt{\pi\over i}\times e^{i\alpha^2 \over 4}$, is it not? Is there an easy to show that it is so, knowing the ...
4
votes
1answer
908 views

Fourier Transform of complicated product: $(1+x)^2 e^{-x^2/2}$

UPDATE: The problem reduces to this for me: I ran into an issue with a change of variable integral: I have $\int\limits_{-\infty}^{\infty}e^{-\frac{1}{2}(x+\frac{iy}{2})^{2}}dx$. I do the change of ...
3
votes
1answer
156 views

integral evaluation of an exponential

let be the function $$ e^{-a|x|^{b}} $$ with $ a,b $ positive numbers bigger than zero then how could i evaluate this 2 integrals ? $$ \int_{-\infty}^{\infty}dxe^{-a|x|^{b}}e^{cx}$$ here 'c' can ...
3
votes
1answer
1k views

rate of decay of fourier coefficients vs smoothness

suppose $f \in L1$, 2pi periodic and that the fourier coefficients decay with order $|n|^{-k}, k \gt 2$ show that the derivative of f is continuous i read that the rate of decay of fourier ...
2
votes
1answer
215 views

Sobolev inequality

If $f\in H^2(\mathbb R^2)$, I want to show that $||f||_{L^\infty}\le c||f||_{H^2}$ $||f||_{L^\infty}\le c||f||_{H^1} [1+\ln(1+||f||_{H^2})]$ For 1, I use $||f||_{L^\infty}\le \sup_{x\in \mathbb ...
9
votes
1answer
4k views

Criteria for swapping integration and summation order

I have a function (a potential from an electrostatic potential via a Fourier series) in the form of $$V(x, y, z)=\sum_n\sum_m \ a(x, n, m) b(y, n) c(z, m) \int\int f(u, v) d(u,n) e(v,m) du\, dv$$ ...
7
votes
2answers
7k views

Fourier transform of unit step?

I don't understand what's wrong with my derivation below... $\delta(t) = u'(t)$ $\mathcal{F}(\delta)(\omega) = 1 = \mathcal{F}(u')(\omega) = i\omega \times \mathcal{F}(u)(\omega)$ (since the ...
6
votes
3answers
720 views

Is $L^2(\mathbb{R})$ with convolution a Banach Algebra?

Is $L^2(\mathbb{R})$ a Banach algebra, with convolution? I am pretty sure the answer is no, because I think that $f,g \in L^2(\mathbb{R})$ does not imply that $f*g \in L^2(\mathbb{R})$. However, I ...
4
votes
1answer
97 views

Two definitions of Fourier transform for $L^1$ and $L^2$ coincide

For a function $f\in L^1(\mathbb{R})$, its Fourier transform is defined as $$\hat{f}(y)=\int_{-\infty}^\infty f(x)e^{-ixy}dx$$ For a function $f\in L^2(\mathbb{R})$, its Fourier transform is ...
4
votes
3answers
451 views

Derivatives distribution

Let $f$ be a distribution on $\mathbf{R}^n$ (in the Schwartz sense) such that $$\frac{\partial f}{\partial x_i} = 0 \text{ for $i = 1, \ldots, n$.}$$ Then how to prove that $f$ is a constant? I had ...