Chapter 3.7

Fourier Transforms

[24/0%]
LaTeX
Problem 3.7.1

Suppose AA is an invertible linear operator on Rn,f∈L1(Rn)\mathbb {R}^{n}, f \in L^{1}\left(\mathbb {R}^{n}\right), and g(x)=f(Ax)g(x) = f(A x). Express g^\hat{g} in terms of f^\hat{f}. This generalizes (d)(d) of Theorem 7.2.

?
Problem 3.7.2

Is the topology of Sn\mathscr {S}_{n} induced by some invariant metric which turns the Fourier transform into an isometry of Sn\mathscr {S}_{n} onto Sn\mathscr {S}_{n}?

?
Problem 3.7.3

Suppose f(x)=ex,g(x)=excos⁡(ex)f(x) = e^{x}, g(x) = e^{x} \cos \left(e^{x}\right), on the real line. Show that gg is a tempered distribution but that ff is not.

?
Problem 3.7.4

By Exercise 3 there exist distributions in Rn\mathbb {R}^{n} which are not tempered. Such distributions are continuous linear functionals on D(Rn)\mathscr {D}\left(\mathbb {R}^{n}\right) which have no continuous linear extension to Sn\mathscr {S}_{n}. Explain why this does not contradict the Hahn-Banach theorem.

?
Problem 3.7.5
?
(a)

Construct a sequence in D(Rn)\mathscr {D}\left(\mathbb {R}^{n}\right) which converges to 0 in the topology of Sn\mathscr {S}_{n} but not in that of D(Rn)\mathscr {D}\left(\mathbb {R}^{n}\right).

(b)

Construct a sequence of polynomials which converges in the topology of D′(R1)\mathscr {D}^{\prime }\left(\mathbb {R}^{1}\right) but not in that of S1′\mathscr {S}_{1}^{\prime }.

Problem 3.7.6

Prove that the operations listed in Theorem 7.13 are continuous mappings of Sn′\mathscr {S}_{n}^{\prime } into Sn′\mathscr {S}_{n}^{\prime }.

?
Problem 3.7.7

If u∈Sn′u \in \mathscr {S}_{n}^{\prime }, prove that

(τxu)∧=e−xu^ and (exu)∧=τxu^ \left(\tau _{x} u\right)^{\wedge } = e_{-x} \hat{u} \quad \text{ and } \quad \left(e_{x} u\right)^{\wedge } = \tau _{x} \hat{u}

for every x∈Rnx \in \mathbb {R}^{n}.

?
Problem 3.7.8

Suppose f∈L1(Rn),f≠0,λf \in L^{1}\left(\mathbb {R}^{n}\right), f \neq 0, \lambda is a complex number, and f^=λf\hat{f} = \lambda f. What can you say about λ\lambda?

?
Problem 3.7.9

Prove (a) of Theorem 7.8 directly (without using Fourier transforms).

?
Problem 3.7.10

The Fourier transform of a complex Borel measure μ\mu on Rn\mathbb {R}^{n} is customarily defined to be the function μ^\hat{\mu } given by

μ^(x)=∫Rne−ix⋅tdμ(t)(x∈Rn) \hat{\mu }(x) = \int _{\mathbb {R}^{n}} e^{-i x \cdot t} d \mu (t) \quad \left(x \in \mathbb {R}^{n}\right)

Of course, μ\mu is also a tempered distribution, and as such its Fourier transform was defined in Section 7.14. Show that these two definitions are consistent. Prove that each μ^\hat{\mu } is bounded and uniformly continuous.

?
Problem 3.7.11

Suppose Λ:Sn→C(Rn)\Lambda : \mathscr {S}_{n} \rightarrow C\left(\mathbb {R}^{n}\right) is continuous, linear, and τxΛ=Λτx\tau_{x} \Lambda = \Lambda \tau_{x} for every x∈Rnx \in \mathbb {R}^{n}. Does it follow that there exists u∈Sn′u \in \mathscr {S}_{n}^{\prime } such that

Λϕ=u∗ϕ \Lambda \phi = u * \phi

for every ϕ∈Sn\phi \in \mathscr {S}_{n}?

?
Problem 3.7.12

If {hj}\left\{ h_{j}\right\} is an approximate identity, as in Definition 6.31, and u∈Sn′u \in \mathscr {S}_{n}^{\prime }, does it follow that u∗hj→uu * h_{j} \rightarrow u as j→∞j \rightarrow \infty, in the weak*-topology of Sn′\mathscr {S}_{n}^{\prime }?

?
Problem 3.7.13

Suppose XX and YY are complete metric spaces, AA is dense in X,f:A→YX, f: A \rightarrow Y is uniformly continuous.

?
(a)

Prove that ff has a unique continuous extension F:X→YF: X \rightarrow Y.

(b)

If ff is an isometry, prove that the same is true of FF, and prove that F(X)F(X) is closed in YY. (This was used in the proof of the Plancherel theorem; see also Exercise 19, Chapter 1).

Problem 3.7.14

Suppose FF is an entire function in Cn\mathbb {C}^{n}, and suppose that to each ε>0\varepsilon > 0 there correspond an integer N(ε)N(\varepsilon ) and a constant γ(ε)<∞\gamma (\varepsilon ) < \infty such that

∣F(z)∣≤γ(ε)(1+∣z∣)N(ε)eε∣Im(z)∣(z∈Cn) \left|F(z)\right| \leq \gamma (\varepsilon )\left(1+\left|z\right|\right)^{N(\varepsilon )} e^{\varepsilon \left|\mathrm{Im}\left(z\right)\right|} \quad \left(z \in \mathbb {C}^{n}\right)

Prove that FF is a polynomial.

?
Problem 3.7.15

Suppose ff is an entire function in Cn,N\mathbb {C}^{n}, N is a positive integer, r≥0r \geq 0, and

∣f(z)∣≤(1+∣z∣)Ner∣Im(z)∣ for all z∈Cn∣f(x)∣≤1 for all x∈Rn \begin{array}{ll} \left|f(z)\right| \leq \left(1+\left|z\right|\right)^{N} e^{r\left|\mathrm{Im}\left(z\right)\right|} & \text{ for all } z \in \mathbb {C}^{n} \\ \left|f(x)\right| \leq 1 & \text{ for all } x \in \mathbb {R}^{n} \end{array}

Prove that then

∣f(z)∣≤er∣Im(z)∣ for all z∈Cn \left|f(z)\right| \leq e^{r\left|\mathrm{Im}\left(z\right)\right|} \quad \text{ for all } z \in \mathbb {C}^{n}

Suggestion: Fix z=x+iy∈Cnz = x+i y \in \mathbb {C}^{n}; define

gs(λ)=(1−isλ)−N−1eir∣y∣λf(x+λy) g_{s}(\lambda ) = (1-i s \lambda )^{-N-1} e^{i r\left|y\right| \lambda } f(x+\lambda y)

for λ∈C,s>0\lambda \in \mathcal{C}, s > 0, and apply the maximum modulus theorem to a large semicircular region in the upper half-plane to deduce that ∣gs(i)∣<1\left|g_{s}(i)\right| < 1. Let s→0s \rightarrow 0.

?
Problem 3.7.16

In (b) of Theorem 7.23 it is not asserted that uu has order NN. The following example shows that this is not always true.

Let μ\mu be the Borel probability measure on R3\mathbb {R}^{3} which is concentrated on the unit sphere S2S^{2} and which is invariant under all rotations of S2S^{2}. Compute (by using spherical coordinates) that

μ^(x)=sin⁡∣x∣∣x∣(x∈R3) \hat{\mu }(x) = \frac{\sin \left|x\right|}{\left|x\right|} \quad \left(x \in \mathbb {R}^{3}\right)

Put u=D1μu = D_{1} \mu. Then

∣u^(x)∣=∣x1μ^(x)∣≤1(x∈R3) \left|\hat{u}(x)\right| = \left|x_{1} \hat{\mu }(x)\right| \leq 1 \quad \left(x \in \mathbb {R}^{3}\right)

Deduce from Exercise 15 that

∣u(e−z)∣≤γe∣Im(z)∣(z∈C3) \left|u\left(e_{-z}\right)\right| \leq \gamma e^{\left|\mathrm{Im}\left(z\right)\right|} \quad \left(z \in \mathbb {C}^{3}\right)

although uu is not a distribution of order 0. (Its order is 1). Find an explicit formula for the entire function u(e−z),z∈C3u\left(e_{-z}\right), z \in \mathbb {C}^{3}.

?
Problem 3.7.17

Suppose uu is a distribution in Rn\mathbb {R}^{n}, with compact support KK, whose Fourier transform u^\hat{u} is a bounded function on Rn\mathbb {R}^{n}.

?
(a)

Assume n=1n = 1 or n=2n = 2, and prove that ψu=0\psi u = 0 for every ψ∈C∞(Rn)\psi \in C^{\infty }\left(\mathbb {R}^{n}\right) that vanishes on KK.

(b)

Assume n=2n = 2, and assume that there is a real polynomial PP, in two variables, that vanishes on KK. Prove that Pu=0P u = 0 and that u^\hat{u} therefore satisfies the partial differential equation P(−D)u^=0P(-D) \hat{u} = 0. For example, when KK is the unit circle, then

u^+Δu^=0 \hat{u}+\Delta \hat{u} = 0

where Δ=∂2/∂x12+∂2/∂x22\Delta = \partial^{2} / \partial x_{1}^{2}+\partial^{2} / \partial x_{2}^{2} is the Laplacian.

(c)

Show, with the aid of Exercise 16 and the polynomial 1−x12−x22−x321-x_{1}^{2}-x_{2}^{2}-x_{3}^{2}, that (b)(b), hence also (a)(a), becomes false with n=3n = 3 in place of n=2n = 2.

(d)

Assume n=1,f∈L1(R),f^=0n = 1, f \in L^{1}(\mathbb {R}), \hat{f} = 0 on KK, and f^\hat{f} satisfies a Lipschitz condition of order 12\frac{1}{2}, that is, ∣f^(t)−f^(s)∣≤C∣t−s∣1/2\left|\hat{f}(t)-\hat{f}(s)\right| \leq C\left|t-s\right|^{1 / 2}. Prove that then

∫−∞∞f(x)u^(x)dx=0 \int _{-\infty }^{\infty } f(x) \hat{u}(x) d x = 0

Suggestion: For any nn, let HεH_{\varepsilon } be the set of all points outside KK whose distance from KK is less than ε>0\varepsilon > 0. Let {hε}\left\{ h_{\varepsilon }\right\} be an apprcximate identity, as in the proof of (b)(b) of Theorem 7.23, use the Plancherel theorem to obtain

∥u∗hε∥2≤∥u^∥∞ε−π/2∥h1∥2 \left\| u * h_{\varepsilon }\right\| _{2} \leq \left\| \hat{u}\right\| _{\infty } \varepsilon ^{-\pi / 2}\left\| h_{1}\right\| _{2}

and show that therefore

∣u(ϕ)∣≤∥u^∥∞∥h1∥2lim inf⁡ε→0{ε−n∫Hε∣ϕ∣2dmn}1/2 \left|u(\phi )\right| \leq \left\| \hat{u}\right\| _{\infty }\left\| h_{1}\right\| _{2} \liminf _{\varepsilon \rightarrow 0}\left\{ \varepsilon ^{-n} \int _{H_{\varepsilon }}\left|\phi \right|^{2} d m_{n}\right\} ^{1 / 2}

for any ϕ∈D(Rn)\phi \in \mathscr {D}\left(\mathbb {R}^{n}\right) that vanishes on KK. This yields (a). A slight modification yields (d); (b) follows from (a).

Problem 3.7.18

Was it necessary to introduce the function ψ\psi into the proof of Theorem 7.25? Could the proof have been simplified by setting F(x)=f(x)F(x) = f(x) on K,F(x)=0K, F(x) = 0 off K?

?
Problem 3.7.19

Show that the hypotheses of Theorem 7.25 imply that DαfD^{\alpha } f is locally L2L^{2} for every multi-index α\alpha with ∣α∣≤r\left|\alpha \right| \leq r.

?
Problem 3.7.20

Let f∈L2(R2)f \in L^{2}\left(\mathbb {R}^{2}\right) be the continuous function whose Fourier transform is

f^(y)=(1+∣y∣)−4{log⁡(2+∣y∣)}−1(y∈R2) \hat{f}(y) = (1+\left|y\right|)^{-4}\left\{ \log (2+\left|y\right|)\right\} ^{-1} \quad \left(y \in \mathbb {R}^{2}\right)

Since ∣y∣3f^(y)\left|y\right|^{3} \hat{f}(y) is in L2(R2)L^{2}\left(\mathbb {R}^{2}\right), Theorem 7.25 implies that f∈C(1)(R2)f \in C^{(1)}\left(\mathbb {R}^{2}\right). Show that the stronger conclusion f∈C(2)(R2)f \in C^{(2)}\left(\mathbb {R}^{2}\right) is false, by proving that

f(h,0)+f(−h,0)−2f(0,0)h2→−∞ as h→0 \frac{f(h, 0)+f(-h, 0)-2 f(0,0)}{h^{2}} \rightarrow -\infty \text{ as } h \rightarrow 0

This shows that >> cannot be replaced by ≥\geq in (1) of Theorem 7.25.

?
Problem 3.7.21

Suppose uu is a distribution in Rn\mathbb {R}^{n} whose first derivatives D1u,…,DnuD_{1} u, \ldots , D_{n} u are functions in L2(Rn)L^{2}\left(\mathbb {R}^{n}\right). Prove that uu is also a function and that uu is locally L2L^{2}. (Show that "locally" cannot be omitted in the conclusion). Hint: uu is in fact the sum of an L2L^{2}-function and an entire function.

When n=1n = 1, show that uu is actually a continuous function. Show that this stronger conclusion is false when n=2n = 2. For example, the gradient of the function

u(reiθ)=log⁡log⁡(2+1r) u\left(r e^{i \theta }\right) = \log \log \left(2+\frac{1}{r}\right)

is in L2(R2)L^{2}\left(\mathbb {R}^{2}\right). See Exercise 11, Chapter 8, for the same result under weaker hypotheses.

?
Problem 3.7.22

Periodic distributions, or distributions on a torus TnT^{n}, have Fourier series whose theory is somewhat simpler than that of Fourier transforms. This is mainly due to the compactness of TnT^{n} : Every distribution on TnT^{n} has compact support. In particular, tempered distributions are nothing special.

Prove the various assertions made in the following basic outline:

Tn={(eix1,…,eixn):xj real } T^{n} = \left\{ \left(e^{i x_{1}}, \ldots , e^{i x_{n}}\right): x_{j} \text{ real }\right\}

Functions ϕ\phi on TnT^{n} can be identified with functions ϕ~\tilde{\phi } on Rn\mathbb {R}^{n} that are 2π2 \pi-periodic in each variable, by setting

ϕ~(x1,…,xn)=ϕ(eix1,…,eixn) \tilde{\phi }\left(x_{1}, \ldots , x_{n}\right) = \phi \left(e^{i x_{1}}, \ldots , e^{i x_{n}}\right)

Zn\mathbb {Z}^{n} is the set (or additive group) of nn-tuples k=(k1,…,kn)k = \left(k_{1}, \ldots , k_{n}\right) of integers kjk_{j}. For k∈Znk \in \mathbb {Z}^{n}, the function eke_{k} is defined on TnT^{n} by

ek(eix1,…,eixn)=eik⋅x=exp⁡{i(k1x1+⋯+knxn)} e_{k}\left(e^{i x_{1}}, \ldots , e^{i x_{n}}\right) = e^{i k \cdot x} = \exp \left\{ i\left(k_{1} x_{1}+\cdots +k_{n} x_{n}\right)\right\}

σn\sigma_{n} is the Haar measure of TnT^{n}. If ϕ∈L1(σn)\phi \in L^{1}\left(\sigma_{n}\right), the Fourier coefficients of ϕ\phi are

ϕ^(k)=∫Tne−kϕdσn(k∈Zn) \hat{\phi }(k) = \int _{T^{n}} e_{-k} \phi d \sigma _{n} \quad \left(k \in \mathbb {Z}^{n}\right)

D(Tn)\mathscr {D}\left(T^{n}\right) is the space of all functions ϕ\phi on TnT^{n} such that ϕ~∈C∞(Rn)\tilde{\phi } \in C^{\infty }\left(\mathbb {R}^{n}\right). If ϕ∈D(Tn)\phi \in \mathscr {D}\left(T^{n}\right) then

{∑k∈Zn(1+k⋅k)N∣ϕ^(k)∣2}1/2<∞ \left\{ \sum _{k \in \mathbb {Z}^{n}}(1+k \cdot k)^{N}\left|\hat{\phi }(k)\right|^{2}\right\} ^{1 / 2} < \infty

for N=0,1,2,…N = 0,1,2, \ldots These norms define a Fréchet space topology on D(Tn)\mathscr {D}\left(T^{n}\right), which coincides with the one given by the norms

max⁡∣α∣≤Nsup⁡x∈Rn∣(Dαϕ~)(x)∣(N=0,1,2,…) \max _{\left|\alpha \right| \leq N} \sup _{x \in \mathbb {R}^{n}}\left|\left(D^{\alpha } \tilde{\phi }\right)(x)\right| \quad (N = 0,1,2, \ldots )

D′(Tn)\mathscr {D}^{\prime }\left(T^{n}\right) is the space of all continuous linear functionals on D(Tn)\mathscr {D}\left(T^{n}\right); its members are the distributions on TnT^{n}. The Fourier coefficients of any u∈D′(Tn)u \in \mathscr {D}^{\prime }\left(T^{n}\right) are defined by

u^(k)=u(e−k)(k∈Zn) \hat{u}(k) = u\left(e_{-k}\right) \quad \left(k \in \mathbb {Z}^{n}\right)

To each u∈D′(Tn)u \in \mathscr {D}^{\prime }\left(T^{n}\right) correspond an NN and a CC such that

∣u^(k)∣≤C(1+∣k∣)N(k∈Zn) \left|\hat{u}(k)\right| \leq C(1+\left|k\right|)^{N} \quad \left(k \in \mathbb {Z}^{n}\right)

Conversely, if gg is a complex function on ZnZ^{\mathbf{n}} that satisfies ∣g(k)∣≤C(1+∣k∣)N\left|g(k)\right| \leq C(1+\left|k\right|)^{N} for some CC and NN, then g=u^g = \hat{u} for some u∈D′(Tn)u \in \mathscr {D}^{\prime }\left(T^{n}\right).

There is thus a linear one-to-one correspondence between distributions on TnT^{n}, on one hand, and functions of polynomial growth on Zn\mathbb {Z}^{n}, on the other.

If E1⊂E2⊂E3⊂⋯E_{1} \subset E_{2} \subset E_{3} \subset \cdots are finite sets whose union is Zn\mathbb {Z}^{n}, and if u∈D′(Tn)u \in \mathscr {D}^{\prime }\left(T^{n}\right), the "partial sums"

∑k∈Eju^(k)ek \sum _{k \in E_{j}} \hat{u}(k) e_{k}

converge to uu as j→∞j \rightarrow \infty, in the weak*-topology of D′(Tn)\mathscr {D}^{\prime }\left(T^{n}\right). The convolution u∗vu * v of u∈D′(Tn)u \in \mathscr {D}^{\prime }\left(T^{n}\right) and v∈D′(Tn)v \in \mathscr {D}^{\prime }\left(T^{n}\right) is most easily defined as having Fourier coefficients u^(k)v^(k)\hat{u}(k) \hat{v}(k). The analogues of Theorems 6.30 and 6.37 are true; the proofs are much simpler.

?
Problem 3.7.23

Modify the proof of Theorem 7.25 so that Fourier series are used in place of Fourier transforms, by replacing FF by a suitable periodic function.

?
Problem 3.7.24

Put c=(2/π)1/2c = (2 / \pi )^{1 / 2}. For j=1,2,3,…j = 1,2,3, \ldots, define gjg_{j} on the real line by

g(t)={c/t if 1/j<∣t∣<j0 otherwise  g(t) = \begin{cases} c / t & \text{ if } 1 / j < \left|t\right| < j \\ 0 & \text{ otherwise }\end{cases}

Prove that {g^j}\left\{ \hat{g}_{j}\right\} is a uniformly bounded sequence of functions which converges pointwise, as j→∞j \rightarrow \infty. If f∈L2(R1)f \in L^{2}\left(\mathbb {R}^{1}\right), it follows that f∗gjf * g_{j} converges, in the L2L^{2} metric, to a function Hf∈L2H f \in L^{2}. This is the Hilbert transform of ff; formally,

(Hf)(x)=1π∫−∞∞f(t)x−tdt (H f)(x) = \frac{1}{\pi } \int _{-\infty }^{\infty } \frac{f(t)}{x-t} d t

(The integral exists, in the principal value sense, for almost every xx, but this is not so easy to prove; if ff satisfies a Lipschitz condition of order 1, for instance, the proof is trivial). Prove that

∥Hf∥2=∥f∥2 and H(Hf)=−f \left\| H f\right\| _{2} = \left\| f\right\| _{2} \quad \text{ and } \quad H(H f) = -f

for every f∈L2(R1)f \in L^{2}\left(\mathbb {R}^{1}\right). Thus HH is an L2L^{2}-isometry, of period 4. Is it true that Hf∈S1H f \in \mathscr {S}_{1} if f∈S1f \in \mathscr {S}_{1}?

?