Differentiation rules for the Fourier transform

[11/0%]
LaTeX

Suppose f∈L1(R)f \in L^{1}(\mathbb {R}) and n∈Nn \in \mathbb {N}. Define g:R→Cg: \mathbb {R} \rightarrow \mathbb {C} by g(x)=xnf(x)g(x) = x^{n} f(x). Prove that if g∈L1(R)g \in L^{1}(\mathbb {R}), then f^\widehat{f} is nn times continuously differentiable on R\mathbb {R} and

(f^)(n)(t)=(−2πi)ng^(t) (\widehat{f})^{(n)}(t) = (-2 \pi i)^{n} \widehat{g}(t)

for all t∈Rt \in \mathbb {R}.

?

Suppose n∈Nn \in \mathbb {N}and f∈L1(R)f \in L^{1}(\mathbb {R}) is nn times continuously differentiable and f(k)∈L1(R)f^{(k)} \in L^{1}(\mathbb {R}) for k=1,…,nk = 1, \ldots , n. Prove that if t∈Rt \in \mathbb {R}, then

f(n)^(t)=(2πit)nf^(t) \widehat{f^{(n)}}(t) = (2 \pi i t)^{n} \widehat{f}(t)
?

Prove that for all φ∈S(R)\varphi \in \mathcal{S}(\mathbb {R}) the following equations hold

?
(1)

F[φ(x−a)]=eiayF[φ],a∈RF\left[\varphi (x-a)\right] = e^{i a y} F\left[\varphi \right], a \in \mathbb {R};

(2)

F[φ(k)]=(−iy)kF[φ],k≥1F\left[\varphi^{(k)}\right] = (-i y)^{k} F\left[\varphi \right], k \geq 1;

(3)

(F[φ])(k)=F[(ix)kφ],k≥1(F\left[\varphi \right])^{(k)} = F\left[(i x)^{k} \varphi \right], k \geq 1;

(4)

yk(F[φ])(l)=ik+lF[(xlφ)(k)],k≥1,l≥1y^{k}(F\left[\varphi \right])^{(l)} = i^{k+l} F\left[\left(x^{l} \varphi \right)^{(k)}\right], k \geq 1, l \geq 1.

Prove property (3) of the Fourier transform. Prove that if f(x),xf(x),…,xnf(x)∈L1(R)f(x), x f(x), \ldots , x^{n} f(x) \in L_{1}(\mathbb {R}), then f^∈Cn(R)\hat{f} \in C^{n}(\mathbb {R}) and F^Mn=DnF^\hat{F} M^{n} = D^{n} \hat{F}.

?

Prove property (4) of the Fourier transform. Prove that if f∈L1(R)∩Cn(R)f \in L_{1}(\mathbb {R}) \cap C^{n}(\mathbb {R}) and f(j)∈L1(R),j=1,2,…,nf^{(j)} \in L_{1}(\mathbb {R}), j = 1,2, \ldots , n, then f^(y)=o(1∣y∣k)\hat{f}(y) = o\left(\frac{1}{\left|y\right|^{k}}\right) as ∣y∣→∞\left|y\right| \rightarrow \infty and F^Dn=(−1)nMnF^\hat{F} D^{n} = (-1)^{n} M^{n} \hat{F}.

?

Let the function ff be continuous on RR, absolutely integrable on RR, and satisfy the condition

φ(x)=∫0xf(t)dt→0 as ∣x∣→+∞ \varphi (x) = \int _{0}^{x} f(t) d t \rightarrow 0 \quad \text{ as } \quad \left|x\right| \rightarrow +\infty

Prove that F[φ]=−iyf^(y)F[\varphi ] = -\frac{i}{y} \widehat{f}(y), where f^(y)=F[f]\widehat{f}(y) = F[f].

?

If f∈L1f \in L^{1} and ∫∣tf^(t)∣dm(t)<∞\int \left|t \hat{f}(t)\right| d m(t) < \infty, prove that ff coincides a.e. with a differentiable function whose derivative is

i∫−∞∞tf^(t)eixtdm(t) i \int _{-\infty }^{\infty } t \hat{f}(t) e^{i x t} d m(t)
?

Suppose f∈L1,ff \in L^{1}, f is differentiable almost everywhere, and f′∈L1f^{\prime } \in L^{1}. Does it follow that the Fourier transform of f′f^{\prime } is itf^(t)i t \hat{f}(t)?

?

The Laplacian of a function ff on Rk\mathbb {R}^{k} is

Δf=∑j=1k∂2f∂xj2 \Delta f = \sum _{j = 1}^{k} \frac{\partial ^{2} f}{\partial x_{j}^{2}}

provided the partial derivatives exist. What is the relation between f^\hat{f} and g^\hat{g} if g=Δfg = \Delta f and all necessary integrability conditions are satisfied? It is clear that the Laplacian commutes with translations. Prove that it also commutes with rotations, i.e., that

Δ(f∘A)=(Δf)∘A \Delta (f \circ A) = (\Delta f) \circ A

whenever ff has continuous second derivatives and AA is a rotation of Rk\mathbb {R}^{k}. (Show that it is enough to do this under the additional assumption that ff has compact support).

?

In the section we claimed that

σw2=∫−∞∞w2∣f^(w)∣2dw=∫−∞∞∣Df^(w)∣2dw=∥Df∥2 \sigma _{w}^{2}=\int _{-\infty }^{\infty } w^{2}|\hat{f}(w)|^{2} d w=\int _{-\infty }^{\infty }|\widehat{D f}(w)|^{2} d w=\left\| D f\right\| ^{2}

The point of this exercise is to verify the middle equality, and hence all three equalities. Note that

Df^(w)=12π∫−∞∞f′(t)e−iwtdt. \widehat{D f}(w)=\frac{1}{\sqrt{2 \pi }} \int _{-\infty }^{\infty } f^{\prime }(t) e^{-i w t} d t.

Use integration by parts to show that this equals iwf^(w)i w \hat{f}(w), and hence that the equation holds.

?

Suppose is ff is both integrable with respect to Lebesgue measure m\mathfrak {m} on the real line and absolutely continuous, in the sense that f(x)=mx({t≤x}f˙(t))f(x) = \mathfrak {m}^{x}(\left\{ t \leq x\right\} \dot{f}(t)), for all xx, for some integrable function f˙\dot{f}.

?
(i)

Show that f(x)→0f(x) \rightarrow 0 as ∣x∣→∞\left|x\right| \rightarrow \infty. Hint: Show mtf˙(t)=0\mathfrak {m}^{t} \dot{f}(t) = 0 to handle x→∞x \rightarrow \infty.

(ii)

Show that mx(f(x)eixt)=−mx(eixtf˙(x))/(it)\mathfrak {m}^{x}\left(f(x) e^{i x t}\right) = -\mathfrak {m}^{x}\left(e^{i x t} \dot{f}(x)\right) /(i t) for t≠0t \neq 0. Hint: For safe Fubini, write the left-hand side as lim⁡C→∞mx(eixt{∣x∣≤C}ms(f˙(s){s≤x}))\lim_{C \rightarrow \infty } \mathfrak {m}^{x}\left(e^{i x t}\left\{ \left|x\right| \leq C\right\} \mathfrak {m}^{s}(\dot{f}(s)\left\{ s \leq x\right\} )\right).

(iii)

If a probability density has Lebesgue integrable derivatives up to kk th order, prove that its Fourier transform is of order O(∣t∣−k)O\left(\left|t\right|^{-k}\right) as ∣t∣→∞\left|t\right| \rightarrow \infty.

References

[Axl19] Axler S. Measure, Integration & Real Analysis. 3rd ed., Springer, 2019.
[BCK+24] Brayman V.B., Chaikovskyi A.V., Konstantinov O.Y., Kukush A.G., Mishura Y.S., Nesterenko O.N. Functional Analysis and Operator Theory. Springer, 2024.
[БСШ17] Бородин П.А., Савчук А.М., Шейпак И.А. Задачи по функциональному анализу. МЦНМО, 2017.
[ККЧ+03] Кудрявцев Л.Д., Кутасов А.Д., Чехлов В.И., Шабунин М.И. Функции многих переменных. 2-е изд., ФИЗМАТЛИТ, 2003.
[Rud87] Rudin W. Real and Complex Analysis. 3rd ed., McGraw-Hill, 1987.
[Sax02] Saxe K. Beginning Functional Analysis. Springer, 2002.
[Pol02] Pollard D. A User's Guide to Measure Theoretic Probability. Cambridge University Press, 2002.