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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250
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23answers
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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 ...
20
votes
4answers
612 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 ...
3
votes
1answer
369 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 ...
15
votes
3answers
622 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 ...
5
votes
1answer
241 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
618 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.
147
votes
13answers
107k 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)? ...
3
votes
1answer
394 views

Complex Fourier series

I need to find the complex Fourier series of this function, and I'm having problems calculating these integers: $$|a|<1$$ $$x\in [-\pi,\pi]$$ $$f(x)=\frac{1-a\cos(x)}{1-2a\cos(x)+a^2}$$ ...
12
votes
1answer
704 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
votes
2answers
899 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 ...
9
votes
1answer
643 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 ...
5
votes
5answers
579 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
1
vote
2answers
3k 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.
2
votes
2answers
6k 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 ...
14
votes
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 ...
3
votes
1answer
159 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 ...
47
votes
4answers
8k 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 ...
19
votes
2answers
870 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, ...
14
votes
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 ...
3
votes
1answer
609 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
382 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 ...
11
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 ...
5
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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 ...
6
votes
1answer
116 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 ...
3
votes
2answers
58 views

$\int_{\mathbb{R}}f(x)e^{-ixz}d\mu_x$ analytic for $f\in L_1$

Let $f\in L_1(-\infty,\infty)$ be a Lebesgue-summable function on $\mathbb{R}$ and let $x\mapsto e^{\delta|x|}f(x)$ also be Lebesgue-summable on all the real line. I have added the condition that ...
7
votes
1answer
230 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 ...
2
votes
2answers
180 views

proof that translation of a function converges to function in $L^1$

Let $f \in L^1(\mathbb{R})$, for $a\in \mathbb{R}$ let $f_a(x)=f(x-a)$, prove that: $$\lim_{a\rightarrow 0}||f_a -f ||_1=0$$ I know that there exists $g\in C(\mathbb{R})$ s.t $||f-g||_1 \leq ...
0
votes
1answer
157 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
880 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 ...
6
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
2answers
2k 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 ...
6
votes
1answer
476 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, ...
3
votes
1answer
109 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 ...
2
votes
1answer
195 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
306 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 ...
2
votes
2answers
1k views

Example of a function whose Fourier Series fails to converge at One point

Can one think of an example of a continuous $2\pi$ periodic function whose Fourier series fails to converge on $\mathbb{R}$. I referred this in the wikipedia page but no avail: It might be ...
11
votes
1answer
5k 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 $$V(x, y, z)=\sum_n\sum_m \ a(x, n, m) b(y, n) c(z, m) \int\int f(u, v) d(u,n) e(v,m) du\, dv$$ ...
4
votes
1answer
150 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: ...
2
votes
1answer
103 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.
1
vote
1answer
989 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 ...
0
votes
1answer
67 views

Derivative of Fourier transform: $F[f]'=F[-ixf(x)]$

Let us define the Fourier transform of the Lebesgue-summable function $f\in L_1(\mathbb{R},\mu_x)$ as $F[f](\lambda)=\int_{\mathbb{R}}f(x) e^{-i\lambda x} d\mu_x$, where $\mu_x$ is the Lebesgue linear ...
16
votes
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 ...
30
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 ...
18
votes
5answers
8k 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 ...
10
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4answers
388 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 ...
11
votes
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 ...
9
votes
2answers
9k 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 ...
8
votes
3answers
778 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) = ...
8
votes
4answers
2k views

Fourier transform is uniformly continuous

I am trying to prove the following statement: If $f \in L^1$, then $\hat f$ is uniformly continuous. The argument given is as follows : $$|\hat f (\xi +h )-\hat f (\xi)| = \left| \int f(x) (e^{-2 ...