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Professor: John Quigg Semester: Fall 2014
Professor: John Quigg Semester: Fall 2014
FOURIER TRANSFORM
Fourier transform
(1) fb is continuous;
(2) kfbk∞ ≤ kf k1 .
which is integrable. Since the integrand is continuous in t for every fixed x, the continuity
follows from a routine application of the Dominated Convergence Theorem.
It quickly follows that F is a bounded linear map from L1 (R) to the Banach space Cb (R)
of continuous bounded functions, which is called the Fourier transform. In fact, the image
lies in a significantly smaller Banach space, which we introduce here.
Definition 3. A function f : R → C vanishes at infinity if limx→±∞ f (x) = 0.
Lemma 4. The set of functions in `∞ (R) that vanish at infinity is a closed subspace.
Proof. By linearity of limits the set is a subspace; the nontrivial part is to show that it is
closed. Let {fn } be a sequence of functions in `∞ (R) that vanish at infinity, and let fn → f
in `∞ (R). Then fn → f uniformly, so limx→∞ f (x) = 0 since limx→∞ fn (x) = 0 for all n, and
similarly limx→−∞ f (x) = 0.
Date: January 6, 2015.
1
2 PROFESSOR: JOHN QUIGG SEMESTER: FALL 2014
Notation. The set of continuous functions in R that vanish at infinity is denoted by C0 (R).
Proof. The main thing to observe is that every continuous function on R that vanishes at
infinity is bounded, from which the lemma follows since then C0 (R) is the intersection of two
closed subspaces of `∞ (R). So, let f ∈ C0 (R). Choose a < b in R such that |f (x)| < 1 for all
x < a and for all x > b. On the compact interval [a, b], since f is continuous it is bounded.
Then f is bounded on the three sets (−∞, a), [a, b], and (b, ∞), and hence on their union
R.
Proof. We have already seen that F(L1 (R)) ⊂ Cb (R). We must show that if f ∈ L1 (R) then
limt→±∞ fb(t) = 0.
b
x=b
−e−2πitx
Z
−2πitx
fb(t) = e dx =
a 2πit x=a
−2πita
e − e2πitb
=
2πit
t→±∞
−−−−→ 0.
Thus by linearity the the conclusion holds for step functions. Now, F : L1 (R) → Cb (R) is
continuous, the set of step functions is dense in L1 (R), and C0 (R) is a closed subset of Cb (R),
so the result follows.
The Fourier Transform has many properties, of which we’ll only record a few. The first
involves translations, and for which we introduce a convenient notation:
= e−2πity fb(t),
and similarly for the second.
Proof. Since τs+t = τs τt , it suffices to take x = 0. First let f = χ(a,b) for a < b in R. We have
τy f − f = χ(a,b)4(a+y,b+y) ,
so if |y| < b − a
y→0
kτy f − f kpp = λ (a, b) 4 (a + y, b + y) = 2|y| −−→ 0.
Now let f ∈ Lp (R) be arbitrary, and let ε > 0. Choose a step function g such that
kf − gkp < ε, and choose δ > 0 such that kτy g − gkp < ε whenever |y| < δ. Then
kτy f − f kp ≤ kτy f − τy gkp + kτy g − gkp + kg − f kp
= kτy (f − g)kp + kτy g − gkp + kg − f kp
= 2kf − gkp + kτy g − gkp
< 3ε.
4 PROFESSOR: JOHN QUIGG SEMESTER: FALL 2014
Folland gives an alternative proof, approximating by functions in Cc (R). Note that in the
above proof we allowed ourselves to be satisfied with 3ε rather than ε; this sort of flexibility
in estimation is common in analysis.
gb(t) = afb(at).
For the next property, we introduce a notation for another class of functions:
Notation. For n ∈ N, C n (R) denotes the set of n-times continuously differentiable functions
on R.
which is integrable in x, so by our rule for differentiating under the integral sign we have
Z
0 d
(fb) (t) = f (x)e−2πitx dx
dt
Z
∂
= f (x)e−2πitx dx
∂t
Z
= −2πixf (x)e−2πitx dx
= (−2πixf )b.
(f 0 )b(t) = 2πitfb(t).
MAT 571 REAL ANALYSIS II FOURIER TRANSFORM 5
= 2πitfb(t).
The following property exhibits a function that is its own Fourier transform, and conse-
quently is an example of considerable importance.
2 2
Proposition 12. If f (x) = e−πx , then fb(t) = e−πt .
Convolutions
Thus both α−1 (B) and α−1 (C) are measurable, and hence so is
are measurable on R2 .
Lemma 15. Let f, g ∈ L1 (R). Then the function (x, y) 7→ f (x − y)g(y) is integrable on R2 .
MAT 571 REAL ANALYSIS II FOURIER TRANSFORM 7
Proof. By Corollary 14 the function is measurable, so it suffices to show that its absolute
value is integrable, and we apply Tonelli’s Theorem:
ZZ Z Z
|f (x − y)g(y)| dx dy = |f (x − y)g(y)| dx dy
Z Z
= |g(y)| |f (x − y))| dx dy
Z Z
= |g(y)| |f (x))| dx dy
Z Z
= |f (x)| dx |g(y)| dy < ∞.
(1) f ∗ g = g ∗ f ;
(2) f ∗ (g ∗ h) = (f ∗ g) ∗ h.
Proof. (1)
Z ∞
f ∗ g(x) = f (x − y)g(y) dy
−∞
Z −∞
= f (u)g(x − u)(−du)
Z∞∞
= g(x − u)f (u) du
−∞
= g ∗ f (x).
8 PROFESSOR: JOHN QUIGG SEMESTER: FALL 2014
(2)
Z
f ∗ (g ∗ h)(x) = f (x − y)g ∗ h(y) dy
Z Z
= f (x − y) g(y − z)h(z) dz dy
ZZ
= f (x − y)g(y − z)h(z) dz dy
ZZ
= f (x − y)g(y − z) dy h(z) dz (Fubini)
ZZ
= f (x − z − u)g(u) du h(z) dz
Z
= f ∗ g(x − z)h(z) dz
= (f ∗ g) ∗ h(x).
Remark 19. Note that by commativity we can express the convolution formula alternatively
as Z
f ∗ g(x) = f (y)g(x − y) dy.
As Folland points out, this could be used to slightly shorten the proof of (2) above.
Proof. Let A = {f 6= 0} and B = {g 6= 0}. From the definition, it suffices to show that if
f ∗ g(x) 6= 0 then x ∈ A + B. Since
Z Z
0 6= f ∗ g(x) = f (x − y)g(y) dy = f (x − y)g(y) dy,
B
we can choose y ∈ B such that x − y ∈ A, and then x ∈ A + y ⊂ A + B.
Proposition 21 (Young’s Inequality). If f ∈ L1 (R) and g ∈ Lp (R), then f ∗ g ∈ Lp (R) and
kf ∗ gkp ≤ kf k1 kgkp .
Proof. This follows immediately from the Integral Operator Theorem with K(x, y) = f (x −
y).
Proof.
τy (f ∗ g)(x) = f ∗ g(x − y)
Z
= f (x − y − z)g(z) dz
Z
= τy f (x − z)g(z) dz
= (τy f ) ∗ g(x).
Notation. The set of uniformly continuous bounded functions on a metric space X is de-
noted Cucb (X).
It is a routine to verify that Cucb (X) is a closed subspace of Cb (X). Since it contains
Cc (R), it contains C0 (R).
Proposition 23. Let f ∈ Lp and g ∈ Lq . Then f ∗ g ∈ Cucb (R), and
kf ∗ gku ≤ kf kp kgkq .
Moreover, if 1 < p < ∞, then f ∗ g ∈ C0 (R).
Proof. For this proof we introduce the notation fe(x) = f (−x). For all x ∈ R we have
Z Z
|f (x − y)g(y)| dy = τx (fe)(y)g(y) dy
= fb(t)b
g (t).
Proposition 25. If f, g ∈ L1 (R) then both fbg and f gb are integrable, and
Z Z
f g = f gb.
b
Proof. fbg is integrable because it’s the product of the bounded measurabe function fb and
the integrable function g, and similarly for f gb. We have
Z ZZ
f (t)g(t) dt =
b f (x)e−2πitx dx g(t) dt
Z Z
= f (x) g(t)d−2πitx dt dx (Fubini)
Z
= f (x)bg (x) dx.
MAT 571 REAL ANALYSIS II FOURIER TRANSFORM 11
R
Theorem 26. Let φ ∈ L1 (R) with φ = 1, and for a > 0 define φa : R → C by
1 x
φa (x) = φ .
a a
If p < ∞ then
lim kf ∗ φa − f kp = 0 for all f ∈ Lp (R).
a↓0
Thus
Z 1/p
p
kf ∗ φa − f kp = |f ∗ φa (x) − f (x)| dx
Z Z p 1/p
= τay f (x) − f (x) φ(y) dy dx
Z Z p 1/p
= τay f (x) − f (x)|φ(y)| dy dx
Z
≤ kτay f − f kp |φ(y)| dy,
Note that in the above proof we used the Dominated Convergence Theorem for a limit as
a real variable a goes to 0. This is valid since we can take any sequence an → 0 (a technique
we have used several times before).
It turns out that the algebra L1 (R) has no multiplicitve identity, i.e., there does not exist
g ∈ L1 (R) such that f ∗ g = f for all f ∈ L1 (R). Perhaps the easiest way to see this is to
note that if there is no continuous function equal to f a.e., e.g., if f = χ(a,b) , then f ∗ g, being
continuous, is not the same element of L1 (R) as f . However, the case p = 1 of Theorem 26
shows that there is something that works almost as well. For this reason {φa }t>0 is called
an approximate identity for L1 (R).
12 PROFESSOR: JOHN QUIGG SEMESTER: FALL 2014
Finally, we can invert the Fourier transform. First, we need a slight variation on the
Fourier transform:
Notation. If f ∈ L1 (R) define f ∨ : R → C by
Z
∨
f (t) = f (x)e2πitx dx.
On the other hand, since fb is integrable and |φ| ≤ 1, the Dominated Convergence Theorem
implies that for all x ∈ R
Z Z
2πitx −πa2 t2
lim f (t)e
b e dt = fb(t)e2πitx dt = (fb)∨ (x).
a↓0
This gives f = (fb)∨ a.e., and by symmetry we have f = (f ∨ )b a.e. Now the last part of the
theorem follows immediately, since f is a.e.-equal to the Fourier transform of an integrable
function.
MAT 571 REAL ANALYSIS II FOURIER TRANSFORM 13
Proof. Since F is linear, it suffices to show that its kernel is {0}. So, suppose f ∈ L1 (R) and
fb = 0. Then in particular fb is also integrable, so by the Fourier Inversion Theorem, for a.e.
x we have Z
f (x) = fb(t)e2πitx dt = 0.