Chapter 2.9

Fourier Transforms

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Problem 2.9.1

Suppose f∈L1,f>0f \in L^{1}, f > 0. Prove that ∣f^(y)∣<f^(0)\left|\hat{f}(y)\right| < \hat{f}(0) for every y≠0y \neq 0.

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Problem 2.9.2

Compute the Fourier transform of the characteristic function of an interval. For n=1,2,3,…n = 1,2,3, \ldots, let gng_{n} be the characteristic function of [−n,n][-n, n], let hh be the characteristic function of [−1,1][-1,1], and compute gn∗hg_{n} * h explicitly. (The graph is piecewise linear). Show that gn∗hg_{n} * h is the Fourier transform of a function fn∈L1f_{n} \in L^{\mathbf{1}}; except for a multiplicative constant,

fn(x)=sin⁡xsin⁡nxx2 f_{n}(x) = \frac{\sin x \sin n x}{x^{2}}

Show that ∥fn∥1→∞\left\| f_{n}\right\|_{1} \rightarrow \infty and conclude that the mapping f→f^f \rightarrow \hat{f} maps L1L^{1} into a proper subset of C0C_{0}. Show, however, that the range of this mapping is dense in C0C_{0}.

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Problem 2.9.3

Find

lim⁡A→∞∫−AAsin⁡λtteitxdt(−∞<x<∞) \lim _{A \rightarrow \infty } \int _{-A}^{A} \frac{\sin \lambda t}{t} e^{i t x} d t \quad (-\infty < x < \infty )

where λ\lambda is a positive constant.

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Problem 2.9.4

Give examples of f∈L2f \in L^{2} such that f∉L1f \notin L^{1} but f^∈L1\hat{f} \in L^{1}. Under what circumstances can this happen?

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Problem 2.9.5

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)
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Problem 2.9.6

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)?

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Problem 2.9.7

Let SS be the class of all functions ff on R1\mathbb {R}^{1} which have the following property: ff is infinitely differentiable, and there are numbers Amn(f)<∞A_{m n}(f) < \infty, for mm and n=0,1,2,…n = 0,1,2, \ldots, such that

∣xnDmf(x)∣≤Amn(f)(x∈R1) \left|x^{n} D^{m} f(x)\right| \leq A_{m n}(f) \quad \left(x \in \mathbb {R}^{1}\right)

Here DD is the ordinary differentiation operator. Prove that the Fourier transform maps SS onto SS. Find examples of members of SS.

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Problem 2.9.8

If pp and qq are conjugate exponents, f∈Lp,g∈Lqf \in L^{p}, g \in L^{q}, and h=f∗gh = f * g, prove that hh is uniformly continuous. If also 1<p<∞1 < p < \infty, then h∈C0h \in C_{0}; show that this fails for some f∈L1,g∈L∞f \in L^{1}, g \in L^{\infty }.

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Problem 2.9.9

Suppose 1≤p<∞,f∈Lp1 \leq p < \infty , f \in L^{p}, and

g(x)=∫xx+1f(t)dt g(x) = \int _{x}^{x+1} f(t) d t

Prove that g∈C0g \in C_{0}. What can you say about gg if f∈L∞f \in L^{\infty }?

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Problem 2.9.10

Let C∞C^{\infty } be the class of all infinitely differentiable complex functions on R1\mathbb {R}^{1}, and let Cc∞C_{c}^{\infty } consist of all g∈C∞g \in C^{\infty } whose supports are compact. Show that Cc∞C_{c}^{\infty } does not consist of 0 alone.

Let Lloc 1L_{\text{loc }}^{1} be the class of all ff which belong to L1L^{1} locally; that is, f∈Lloc 1f \in L_{\text{loc }}^{1} provided that ff is measurable and ∫I∣f∣<∞\int_{I}\left|f\right| < \infty for every bounded interval II.

If f∈Lloc1f \in L_{\mathrm{loc}}^{1} and g∈Cc∞g \in C_{c}^{\infty }, prove that f∗g∈C∞f * g \in C^{\infty }. Prove that there are sequences {gn}\left\{ g_{n}\right\} in Cc∞C_{c}^{\infty } such that

∥f∗gn−f∥1→0 \left\| f * g_{n}-f\right\| _{1} \rightarrow 0

as n→∞n \rightarrow \infty, for every f∈L1f \in L^{1}. (Compare Theorem 9.10). Prove that {gn}\left\{ g_{n}\right\} can also be so chosen that (f∗gn)(x)→f(x)\left(f * g_{n}\right)(x) \rightarrow f(x) a.e., for every f∈Lloc1f \in L_{\mathrm{loc}}^{1}; in fact, for suitable {gn}\left\{ g_{n}\right\} the convergence occurs at every point xx at which ff is the derivative of its indefinite integral.

Prove that (f∗hλ)(x)→f(x)\left(f * h_{\lambda }\right)(x) \rightarrow f(x) a.e. if f∈L1 f \in L^{\text{1 }}, as λ→0\lambda \rightarrow 0, and that f∗hλ∈C∞f * h_{\lambda } \in C^{\infty }, although hλh_{\lambda } does not have compact support. (hλh_{\lambda } is defined in Sec. 9.7).

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Problem 2.9.11

Find conditions on ff and/or ff which ensure the correctness of the following formal argument: If

φ(t)=12π∫−∞∞f(x)e−itxdx \varphi (t) = \frac{1}{2 \pi } \int _{-\infty }^{\infty } f(x) e^{-i t x} d x

and

F(x)=∑k=−∞∞f(x+2kπ) F(x) = \sum _{k = -\infty }^{\infty } f(x+2 k \pi )

then FF is periodic, with period 2π2 \pi, the nnth Fourier coefficient of FF is φ(n)\varphi (n), hence F(x)=∑φ(n)einxF(x) = \sum \varphi (n) e^{i n x}. In particular,

∑k=−∞∞f(2kπ)=∑n=−∞∞φ(n) \sum _{k = -\infty }^{\infty } f(2 k \pi ) = \sum _{n = -\infty }^{\infty } \varphi (n)

More generally,

∑k=−∞∞f(kβ)=α∑n=−∞∞φ(nα) if α>0,β>0,αβ=2π(*) \sum _{k = -\infty }^{\infty } f(k \beta ) = \alpha \sum _{n = -\infty }^{\infty } \varphi (n \alpha ) \quad \text{ if } \alpha > 0, \beta > 0, \alpha \beta = 2 \pi \tag {*}

What does () say about the limit, as α→0\alpha \rightarrow 0, of the right-hand side (for " nice " functions, of course)? Is this in agreement with the inversion theorem? [() is known as the Poisson summation formula].

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Problem 2.9.12

Take f(x)=e−∣x∣f(x) = e^{-\left|x\right|} in Exercise 11 and derive the identity

e2πα+1e2πα−1=1π∑n=−∞∞αα2+n2 \frac{e^{2 \pi \alpha }+1}{e^{2 \pi \alpha }-1} = \frac{1}{\pi } \sum _{n = -\infty }^{\infty } \frac{\alpha }{\alpha ^{2}+n^{2}}
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Problem 2.9.13

If 0<c<∞0 < c < \infty, define fc(x)=exp⁡(−cx2)f_{c}(x) = \exp \left(-c x^{2}\right).

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(a)

Compute f^c\hat{f}_{c}. Hint: If φ=f^c\varphi = \hat{f}_{c}, an integration by parts gives 2cφ′(t)+tφ(t)=02 c \varphi^{\prime }(t)+t \varphi (t) = 0.

(b)

Show that there is one (and only one) cc for which f^c=fc\hat{f}_{c} = f_{c}.

(c)

Show that fa∗fb=γfcf_{a} * f_{b} = \gamma f_{c}; find γ\gamma and cc explicitly in terms of aa and bb.

(d)

Take f=fcf = f_{c} in Exercise 11. What is the resulting identity?

Problem 2.9.14

The Fourier transform can be defined for f∈L1(Rk)f \in L^{1}\left(\mathbb {R}^{k}\right) by

f^(y)=∫Rkf(x)e−ix⋅ydmk(x)(y∈Rk), \hat{f}(y) = \int _{\mathbb {R}^{k}} f(x) e^{-i x \cdot y} d m_{k}(x) \quad \left(y \in \mathbb {R}^{k}\right),

where x⋅y=∑ξiηix \cdot y = \sum \xi_{i} \eta_{i} if x=(ξ1,…,ξk),y=(η1,…,ηk)x = \left(\xi_{1}, \ldots , \xi_{k}\right), y = \left(\eta_{1}, \ldots , \eta_{k}\right), and mkm_{k} is Lebesgue measure on Rk\mathbb {R}^{k}, divided by (2π)k/2(2 \pi )^{k / 2} for convenience. Prove the inversion theorem and the Plancherel theorem in this context, as well as the analogue of Theorem 9.23.

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Problem 2.9.15

If f∈L1(Rk),Af \in L^{1}\left(\mathbb {R}^{k}\right), A is a linear operator on Rk\mathbb {R}^{k}, and g(x)=f(Ax)g(x) = f(A x), how is g^\hat{g} related to f^\hat{f}? If ff is invariant under rotations, i.e., if f(x)f(x) depends only on the euclidean distance of xx from the origin, prove that the same is true of f^\hat{f}.

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Problem 2.9.16

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).

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Problem 2.9.17

Show that every Lebesgue measurable character of R1\mathbb {R}^{1} is continuous. Do the same for Rk\mathbb {R}^{k}. (Adapt part of the proof of Theorem 9.23). Compare with Exercise 18.

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Problem 2.9.18

Show (with the aid of the Hausdorff maximality theorem) that there exist real discontinuous functions ff on R1\mathbb {R}^{1} such that

f(x+y)=f(x)+f(y)(1) f(x+y) = f(x)+f(y) \tag {1}

for all xx and y∈R1y \in \mathbb {R}^{1}. Show that if (1) holds and ff is Lebesgue measurable, then ff is continuous. Show that if (1) holds and the graph of ff is not dense in the plane, then ff is continuous. Find all continuous functions which satisfy (1).

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Problem 2.9.19

Suppose AA and BB are measurable subsets of R1\mathbb {R}^{1}, having finite positive measure. Show that the convolution χA∗χB\chi_{A} * \chi_{B} is continuous and not identically 0. Use this to prove that A+BA+B contains a segment. (A different proof was suggested in Exercise 5, Chap. 7).

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