Fourier Transform - Duality formula. What are the necessary conditions?
$begingroup$
I've come across two contradicting statements which I'd be glad if you could help me resolve:
Theorem: if $fleft( x right)$ is continuous and absolutely integrable ($intlimits_{ - infty }^infty {left| {f(x)} right|dx} < infty $) and suppose $widehat fleft( omega right) = intlimits_{ - infty }^infty {fleft( x right){e^{ - iomega x}}dx} $ is absolutely integrable ($intlimits_{ - infty }^{ - infty } {{{left| {widehat fleft( omega right)} right|}}domega } < infty $) then $$Fleft{ {Fleft{ {fleft( x right)} right}} right} = 2pi fleft( { - x} right)$$
Just to clarify notation: $Fleft{ {fleft( x right)} right} = widehat fleft( omega right)$.
So this theorem assumes $f(x)$ is continuous on the real line.
But I really think we can demand less, that $f(x)$ be only piecewise continuous and get the continuity of $f(x)$ as a result of this theorem.
My reasoning:
if $f(x)$ is piecewise continuous and absolutely integrable then we know its fourier transform is continuous.
By the same thinking, since $Fleft{ {fleft( x right)} right}$ is continuous and absolutely integrable then its fourier transform, $2pi fleft( { - x} right)$, is also continuous.
Am I correct?
fourier-analysis fourier-transform
$endgroup$
|
show 2 more comments
$begingroup$
I've come across two contradicting statements which I'd be glad if you could help me resolve:
Theorem: if $fleft( x right)$ is continuous and absolutely integrable ($intlimits_{ - infty }^infty {left| {f(x)} right|dx} < infty $) and suppose $widehat fleft( omega right) = intlimits_{ - infty }^infty {fleft( x right){e^{ - iomega x}}dx} $ is absolutely integrable ($intlimits_{ - infty }^{ - infty } {{{left| {widehat fleft( omega right)} right|}}domega } < infty $) then $$Fleft{ {Fleft{ {fleft( x right)} right}} right} = 2pi fleft( { - x} right)$$
Just to clarify notation: $Fleft{ {fleft( x right)} right} = widehat fleft( omega right)$.
So this theorem assumes $f(x)$ is continuous on the real line.
But I really think we can demand less, that $f(x)$ be only piecewise continuous and get the continuity of $f(x)$ as a result of this theorem.
My reasoning:
if $f(x)$ is piecewise continuous and absolutely integrable then we know its fourier transform is continuous.
By the same thinking, since $Fleft{ {fleft( x right)} right}$ is continuous and absolutely integrable then its fourier transform, $2pi fleft( { - x} right)$, is also continuous.
Am I correct?
fourier-analysis fourier-transform
$endgroup$
$begingroup$
Yes. But the Fourier inversion theorem for $f,hat{f} in L^1$ is what you need to prove the rest.
$endgroup$
– reuns
Dec 7 '18 at 22:00
$begingroup$
You mean that I first need to prove that if $f,widehat f in {L^1}$ then $fleft( x right) = intlimits_{ - infty }^infty {widehat fleft( omega right){e^{iomega x}}domega } $? If so, should that equality hold pointwise or in the ${L^1}$ sense?
$endgroup$
– zokomoko
Dec 7 '18 at 22:16
$begingroup$
$lim_{n to infty}intlimits_{ - infty }^infty {widehat fleft( omega right)e^{-omega^2/n^2}e^{iomega x}domega }$ converges to $2pi f$ in quite all the normed space where $f$ belongs to. When $widehat{f} in L^1$ we can easily link it to $lim_{n to infty}intlimits_{ -n}^n {widehat fleft( omega right)e^{iomega x}domega }$ and obtain uniform convergence, $L^2$ convergence ...
$endgroup$
– reuns
Dec 8 '18 at 20:30
$begingroup$
What are the domains $mathbb{R},mathbb{C} ?$ and range $mathbb{R},mathbb{C} ?$ of your $f$ ?
$endgroup$
– Jean Marie
Dec 14 '18 at 18:34
$begingroup$
A rather vague suggestion : you can pass from a piecewise linear function to a continuous fonction by convolving it with a continuous fonction. Thus I wouldn't be astonished that an explanation stems out of a certain convolution (known to be Fourier-friendly). But which one ? By the limit of a certain kernel ?
$endgroup$
– Jean Marie
Dec 14 '18 at 23:17
|
show 2 more comments
$begingroup$
I've come across two contradicting statements which I'd be glad if you could help me resolve:
Theorem: if $fleft( x right)$ is continuous and absolutely integrable ($intlimits_{ - infty }^infty {left| {f(x)} right|dx} < infty $) and suppose $widehat fleft( omega right) = intlimits_{ - infty }^infty {fleft( x right){e^{ - iomega x}}dx} $ is absolutely integrable ($intlimits_{ - infty }^{ - infty } {{{left| {widehat fleft( omega right)} right|}}domega } < infty $) then $$Fleft{ {Fleft{ {fleft( x right)} right}} right} = 2pi fleft( { - x} right)$$
Just to clarify notation: $Fleft{ {fleft( x right)} right} = widehat fleft( omega right)$.
So this theorem assumes $f(x)$ is continuous on the real line.
But I really think we can demand less, that $f(x)$ be only piecewise continuous and get the continuity of $f(x)$ as a result of this theorem.
My reasoning:
if $f(x)$ is piecewise continuous and absolutely integrable then we know its fourier transform is continuous.
By the same thinking, since $Fleft{ {fleft( x right)} right}$ is continuous and absolutely integrable then its fourier transform, $2pi fleft( { - x} right)$, is also continuous.
Am I correct?
fourier-analysis fourier-transform
$endgroup$
I've come across two contradicting statements which I'd be glad if you could help me resolve:
Theorem: if $fleft( x right)$ is continuous and absolutely integrable ($intlimits_{ - infty }^infty {left| {f(x)} right|dx} < infty $) and suppose $widehat fleft( omega right) = intlimits_{ - infty }^infty {fleft( x right){e^{ - iomega x}}dx} $ is absolutely integrable ($intlimits_{ - infty }^{ - infty } {{{left| {widehat fleft( omega right)} right|}}domega } < infty $) then $$Fleft{ {Fleft{ {fleft( x right)} right}} right} = 2pi fleft( { - x} right)$$
Just to clarify notation: $Fleft{ {fleft( x right)} right} = widehat fleft( omega right)$.
So this theorem assumes $f(x)$ is continuous on the real line.
But I really think we can demand less, that $f(x)$ be only piecewise continuous and get the continuity of $f(x)$ as a result of this theorem.
My reasoning:
if $f(x)$ is piecewise continuous and absolutely integrable then we know its fourier transform is continuous.
By the same thinking, since $Fleft{ {fleft( x right)} right}$ is continuous and absolutely integrable then its fourier transform, $2pi fleft( { - x} right)$, is also continuous.
Am I correct?
fourier-analysis fourier-transform
fourier-analysis fourier-transform
edited Dec 7 '18 at 16:46
zokomoko
asked Dec 6 '18 at 6:35
zokomokozokomoko
174214
174214
$begingroup$
Yes. But the Fourier inversion theorem for $f,hat{f} in L^1$ is what you need to prove the rest.
$endgroup$
– reuns
Dec 7 '18 at 22:00
$begingroup$
You mean that I first need to prove that if $f,widehat f in {L^1}$ then $fleft( x right) = intlimits_{ - infty }^infty {widehat fleft( omega right){e^{iomega x}}domega } $? If so, should that equality hold pointwise or in the ${L^1}$ sense?
$endgroup$
– zokomoko
Dec 7 '18 at 22:16
$begingroup$
$lim_{n to infty}intlimits_{ - infty }^infty {widehat fleft( omega right)e^{-omega^2/n^2}e^{iomega x}domega }$ converges to $2pi f$ in quite all the normed space where $f$ belongs to. When $widehat{f} in L^1$ we can easily link it to $lim_{n to infty}intlimits_{ -n}^n {widehat fleft( omega right)e^{iomega x}domega }$ and obtain uniform convergence, $L^2$ convergence ...
$endgroup$
– reuns
Dec 8 '18 at 20:30
$begingroup$
What are the domains $mathbb{R},mathbb{C} ?$ and range $mathbb{R},mathbb{C} ?$ of your $f$ ?
$endgroup$
– Jean Marie
Dec 14 '18 at 18:34
$begingroup$
A rather vague suggestion : you can pass from a piecewise linear function to a continuous fonction by convolving it with a continuous fonction. Thus I wouldn't be astonished that an explanation stems out of a certain convolution (known to be Fourier-friendly). But which one ? By the limit of a certain kernel ?
$endgroup$
– Jean Marie
Dec 14 '18 at 23:17
|
show 2 more comments
$begingroup$
Yes. But the Fourier inversion theorem for $f,hat{f} in L^1$ is what you need to prove the rest.
$endgroup$
– reuns
Dec 7 '18 at 22:00
$begingroup$
You mean that I first need to prove that if $f,widehat f in {L^1}$ then $fleft( x right) = intlimits_{ - infty }^infty {widehat fleft( omega right){e^{iomega x}}domega } $? If so, should that equality hold pointwise or in the ${L^1}$ sense?
$endgroup$
– zokomoko
Dec 7 '18 at 22:16
$begingroup$
$lim_{n to infty}intlimits_{ - infty }^infty {widehat fleft( omega right)e^{-omega^2/n^2}e^{iomega x}domega }$ converges to $2pi f$ in quite all the normed space where $f$ belongs to. When $widehat{f} in L^1$ we can easily link it to $lim_{n to infty}intlimits_{ -n}^n {widehat fleft( omega right)e^{iomega x}domega }$ and obtain uniform convergence, $L^2$ convergence ...
$endgroup$
– reuns
Dec 8 '18 at 20:30
$begingroup$
What are the domains $mathbb{R},mathbb{C} ?$ and range $mathbb{R},mathbb{C} ?$ of your $f$ ?
$endgroup$
– Jean Marie
Dec 14 '18 at 18:34
$begingroup$
A rather vague suggestion : you can pass from a piecewise linear function to a continuous fonction by convolving it with a continuous fonction. Thus I wouldn't be astonished that an explanation stems out of a certain convolution (known to be Fourier-friendly). But which one ? By the limit of a certain kernel ?
$endgroup$
– Jean Marie
Dec 14 '18 at 23:17
$begingroup$
Yes. But the Fourier inversion theorem for $f,hat{f} in L^1$ is what you need to prove the rest.
$endgroup$
– reuns
Dec 7 '18 at 22:00
$begingroup$
Yes. But the Fourier inversion theorem for $f,hat{f} in L^1$ is what you need to prove the rest.
$endgroup$
– reuns
Dec 7 '18 at 22:00
$begingroup$
You mean that I first need to prove that if $f,widehat f in {L^1}$ then $fleft( x right) = intlimits_{ - infty }^infty {widehat fleft( omega right){e^{iomega x}}domega } $? If so, should that equality hold pointwise or in the ${L^1}$ sense?
$endgroup$
– zokomoko
Dec 7 '18 at 22:16
$begingroup$
You mean that I first need to prove that if $f,widehat f in {L^1}$ then $fleft( x right) = intlimits_{ - infty }^infty {widehat fleft( omega right){e^{iomega x}}domega } $? If so, should that equality hold pointwise or in the ${L^1}$ sense?
$endgroup$
– zokomoko
Dec 7 '18 at 22:16
$begingroup$
$lim_{n to infty}intlimits_{ - infty }^infty {widehat fleft( omega right)e^{-omega^2/n^2}e^{iomega x}domega }$ converges to $2pi f$ in quite all the normed space where $f$ belongs to. When $widehat{f} in L^1$ we can easily link it to $lim_{n to infty}intlimits_{ -n}^n {widehat fleft( omega right)e^{iomega x}domega }$ and obtain uniform convergence, $L^2$ convergence ...
$endgroup$
– reuns
Dec 8 '18 at 20:30
$begingroup$
$lim_{n to infty}intlimits_{ - infty }^infty {widehat fleft( omega right)e^{-omega^2/n^2}e^{iomega x}domega }$ converges to $2pi f$ in quite all the normed space where $f$ belongs to. When $widehat{f} in L^1$ we can easily link it to $lim_{n to infty}intlimits_{ -n}^n {widehat fleft( omega right)e^{iomega x}domega }$ and obtain uniform convergence, $L^2$ convergence ...
$endgroup$
– reuns
Dec 8 '18 at 20:30
$begingroup$
What are the domains $mathbb{R},mathbb{C} ?$ and range $mathbb{R},mathbb{C} ?$ of your $f$ ?
$endgroup$
– Jean Marie
Dec 14 '18 at 18:34
$begingroup$
What are the domains $mathbb{R},mathbb{C} ?$ and range $mathbb{R},mathbb{C} ?$ of your $f$ ?
$endgroup$
– Jean Marie
Dec 14 '18 at 18:34
$begingroup$
A rather vague suggestion : you can pass from a piecewise linear function to a continuous fonction by convolving it with a continuous fonction. Thus I wouldn't be astonished that an explanation stems out of a certain convolution (known to be Fourier-friendly). But which one ? By the limit of a certain kernel ?
$endgroup$
– Jean Marie
Dec 14 '18 at 23:17
$begingroup$
A rather vague suggestion : you can pass from a piecewise linear function to a continuous fonction by convolving it with a continuous fonction. Thus I wouldn't be astonished that an explanation stems out of a certain convolution (known to be Fourier-friendly). But which one ? By the limit of a certain kernel ?
$endgroup$
– Jean Marie
Dec 14 '18 at 23:17
|
show 2 more comments
1 Answer
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Suppose $f(x)= 0$ for $xne 0,$ $f(0)=1.$ Then $f$ is piecewise continuous on $mathbb R.$ Since $f=0$ a.e., we have $F[f]equiv 0,$ and hence $F[F[f]](x)equiv 0.$ Thus $F[F[f]](x)$ does not equal $2pi f(-x)$ everywhere.
If you view $f$ as an everywhere defined function, there's no way around this phenomenon. You can change $f$ on a set of measure $0$ but $F[f],$ and hence $F[F[f]],$ will not change.
But there is something you can say about Fourier inversion and piecewise continuous (PWC) functions. For simplicity suppose $f:mathbb Rto mathbb R$ is continuous on $(-infty,0)cup(0,infty)$ and $fin L^1.$ I'm allowing any sort of discontinuity at $0$ at this point.
Claim: If $F[f]in L^1,$ then $f$ has a removable singularity at $0.$
Proof: The well known inversion theorem for $L^1$ shows
$$f(x)= -frac{F[F[f])(-x)}{2pi}$$
for a.e. $x.$ Let $g$ be the function on the right; then $g$ is continuous everywhere. We then have $f=g$ a.e. everywhere on $(-infty,0).$ But two continuous functions that agree a.e. on $(-infty,0)$ actually agree everywhere on $(-infty,0).$ (Nice exercise) The same holds on $(0,infty).$ So we need only redefine $f(0)=g(0)$ and then $f= g$ everywhere. Thus $f$ has removable discontinuity at $0$ as claimed.
The claim extends to any finite number of discontinuities, with basically the same proof. It would also extend to a countable set of discontinuities if things are defined in the right way.
$endgroup$
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$begingroup$
Suppose $f(x)= 0$ for $xne 0,$ $f(0)=1.$ Then $f$ is piecewise continuous on $mathbb R.$ Since $f=0$ a.e., we have $F[f]equiv 0,$ and hence $F[F[f]](x)equiv 0.$ Thus $F[F[f]](x)$ does not equal $2pi f(-x)$ everywhere.
If you view $f$ as an everywhere defined function, there's no way around this phenomenon. You can change $f$ on a set of measure $0$ but $F[f],$ and hence $F[F[f]],$ will not change.
But there is something you can say about Fourier inversion and piecewise continuous (PWC) functions. For simplicity suppose $f:mathbb Rto mathbb R$ is continuous on $(-infty,0)cup(0,infty)$ and $fin L^1.$ I'm allowing any sort of discontinuity at $0$ at this point.
Claim: If $F[f]in L^1,$ then $f$ has a removable singularity at $0.$
Proof: The well known inversion theorem for $L^1$ shows
$$f(x)= -frac{F[F[f])(-x)}{2pi}$$
for a.e. $x.$ Let $g$ be the function on the right; then $g$ is continuous everywhere. We then have $f=g$ a.e. everywhere on $(-infty,0).$ But two continuous functions that agree a.e. on $(-infty,0)$ actually agree everywhere on $(-infty,0).$ (Nice exercise) The same holds on $(0,infty).$ So we need only redefine $f(0)=g(0)$ and then $f= g$ everywhere. Thus $f$ has removable discontinuity at $0$ as claimed.
The claim extends to any finite number of discontinuities, with basically the same proof. It would also extend to a countable set of discontinuities if things are defined in the right way.
$endgroup$
add a comment |
$begingroup$
Suppose $f(x)= 0$ for $xne 0,$ $f(0)=1.$ Then $f$ is piecewise continuous on $mathbb R.$ Since $f=0$ a.e., we have $F[f]equiv 0,$ and hence $F[F[f]](x)equiv 0.$ Thus $F[F[f]](x)$ does not equal $2pi f(-x)$ everywhere.
If you view $f$ as an everywhere defined function, there's no way around this phenomenon. You can change $f$ on a set of measure $0$ but $F[f],$ and hence $F[F[f]],$ will not change.
But there is something you can say about Fourier inversion and piecewise continuous (PWC) functions. For simplicity suppose $f:mathbb Rto mathbb R$ is continuous on $(-infty,0)cup(0,infty)$ and $fin L^1.$ I'm allowing any sort of discontinuity at $0$ at this point.
Claim: If $F[f]in L^1,$ then $f$ has a removable singularity at $0.$
Proof: The well known inversion theorem for $L^1$ shows
$$f(x)= -frac{F[F[f])(-x)}{2pi}$$
for a.e. $x.$ Let $g$ be the function on the right; then $g$ is continuous everywhere. We then have $f=g$ a.e. everywhere on $(-infty,0).$ But two continuous functions that agree a.e. on $(-infty,0)$ actually agree everywhere on $(-infty,0).$ (Nice exercise) The same holds on $(0,infty).$ So we need only redefine $f(0)=g(0)$ and then $f= g$ everywhere. Thus $f$ has removable discontinuity at $0$ as claimed.
The claim extends to any finite number of discontinuities, with basically the same proof. It would also extend to a countable set of discontinuities if things are defined in the right way.
$endgroup$
add a comment |
$begingroup$
Suppose $f(x)= 0$ for $xne 0,$ $f(0)=1.$ Then $f$ is piecewise continuous on $mathbb R.$ Since $f=0$ a.e., we have $F[f]equiv 0,$ and hence $F[F[f]](x)equiv 0.$ Thus $F[F[f]](x)$ does not equal $2pi f(-x)$ everywhere.
If you view $f$ as an everywhere defined function, there's no way around this phenomenon. You can change $f$ on a set of measure $0$ but $F[f],$ and hence $F[F[f]],$ will not change.
But there is something you can say about Fourier inversion and piecewise continuous (PWC) functions. For simplicity suppose $f:mathbb Rto mathbb R$ is continuous on $(-infty,0)cup(0,infty)$ and $fin L^1.$ I'm allowing any sort of discontinuity at $0$ at this point.
Claim: If $F[f]in L^1,$ then $f$ has a removable singularity at $0.$
Proof: The well known inversion theorem for $L^1$ shows
$$f(x)= -frac{F[F[f])(-x)}{2pi}$$
for a.e. $x.$ Let $g$ be the function on the right; then $g$ is continuous everywhere. We then have $f=g$ a.e. everywhere on $(-infty,0).$ But two continuous functions that agree a.e. on $(-infty,0)$ actually agree everywhere on $(-infty,0).$ (Nice exercise) The same holds on $(0,infty).$ So we need only redefine $f(0)=g(0)$ and then $f= g$ everywhere. Thus $f$ has removable discontinuity at $0$ as claimed.
The claim extends to any finite number of discontinuities, with basically the same proof. It would also extend to a countable set of discontinuities if things are defined in the right way.
$endgroup$
Suppose $f(x)= 0$ for $xne 0,$ $f(0)=1.$ Then $f$ is piecewise continuous on $mathbb R.$ Since $f=0$ a.e., we have $F[f]equiv 0,$ and hence $F[F[f]](x)equiv 0.$ Thus $F[F[f]](x)$ does not equal $2pi f(-x)$ everywhere.
If you view $f$ as an everywhere defined function, there's no way around this phenomenon. You can change $f$ on a set of measure $0$ but $F[f],$ and hence $F[F[f]],$ will not change.
But there is something you can say about Fourier inversion and piecewise continuous (PWC) functions. For simplicity suppose $f:mathbb Rto mathbb R$ is continuous on $(-infty,0)cup(0,infty)$ and $fin L^1.$ I'm allowing any sort of discontinuity at $0$ at this point.
Claim: If $F[f]in L^1,$ then $f$ has a removable singularity at $0.$
Proof: The well known inversion theorem for $L^1$ shows
$$f(x)= -frac{F[F[f])(-x)}{2pi}$$
for a.e. $x.$ Let $g$ be the function on the right; then $g$ is continuous everywhere. We then have $f=g$ a.e. everywhere on $(-infty,0).$ But two continuous functions that agree a.e. on $(-infty,0)$ actually agree everywhere on $(-infty,0).$ (Nice exercise) The same holds on $(0,infty).$ So we need only redefine $f(0)=g(0)$ and then $f= g$ everywhere. Thus $f$ has removable discontinuity at $0$ as claimed.
The claim extends to any finite number of discontinuities, with basically the same proof. It would also extend to a countable set of discontinuities if things are defined in the right way.
answered Dec 12 '18 at 19:56
zhw.zhw.
73.8k43175
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$begingroup$
Yes. But the Fourier inversion theorem for $f,hat{f} in L^1$ is what you need to prove the rest.
$endgroup$
– reuns
Dec 7 '18 at 22:00
$begingroup$
You mean that I first need to prove that if $f,widehat f in {L^1}$ then $fleft( x right) = intlimits_{ - infty }^infty {widehat fleft( omega right){e^{iomega x}}domega } $? If so, should that equality hold pointwise or in the ${L^1}$ sense?
$endgroup$
– zokomoko
Dec 7 '18 at 22:16
$begingroup$
$lim_{n to infty}intlimits_{ - infty }^infty {widehat fleft( omega right)e^{-omega^2/n^2}e^{iomega x}domega }$ converges to $2pi f$ in quite all the normed space where $f$ belongs to. When $widehat{f} in L^1$ we can easily link it to $lim_{n to infty}intlimits_{ -n}^n {widehat fleft( omega right)e^{iomega x}domega }$ and obtain uniform convergence, $L^2$ convergence ...
$endgroup$
– reuns
Dec 8 '18 at 20:30
$begingroup$
What are the domains $mathbb{R},mathbb{C} ?$ and range $mathbb{R},mathbb{C} ?$ of your $f$ ?
$endgroup$
– Jean Marie
Dec 14 '18 at 18:34
$begingroup$
A rather vague suggestion : you can pass from a piecewise linear function to a continuous fonction by convolving it with a continuous fonction. Thus I wouldn't be astonished that an explanation stems out of a certain convolution (known to be Fourier-friendly). But which one ? By the limit of a certain kernel ?
$endgroup$
– Jean Marie
Dec 14 '18 at 23:17