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41 votes
6 answers
87k views

Fourier vs Laplace transforms

In solving a linear system, when would I use a Fourier transform versus a Laplace transform? I am not a mathematician, so the little intuition I have tells me that it could be related to the boundary ...
pirata's user avatar
  • 411
26 votes
2 answers
3k views

Image of L^1 under the Fourier Transform

The Fourier Transform $\mathcal{F}:L^1(\mathbb{R})\to C_0(\mathbb{R})$ is an injective, bounded linear map that isn't onto. It is known (if I remember correctly) that the range isn't closed, but is ...
Francis Adams's user avatar
24 votes
3 answers
1k views

Is there a 'certainty' principle?

Heisenberg's uncertainty principle is a restriction on which probability distributions can describe the position and momentum of a quantum particle. In mathematical terms it says that if $\psi\in L^2$ ...
Oscar Cunningham's user avatar
23 votes
0 answers
1k views

Laplace Transform in the context of Gelfand/Pontryagin

Questions: Is there a class of objects (presumably related to locally compact abelian groups) for which the quasi-characters canonically generalize the Laplace transform? If not, is there a ...
Greg Zitelli's user avatar
  • 1,124
22 votes
2 answers
2k views

When are Fourier coefficients monotonic?

Given some sufficiently smooth function $f$ what conditions would be sufficient for its Fourier coefficients, as defined by $$ \hat{f}(n) := \int_{0}^{2\pi}\cos(nx)f(x)\ dx, \quad \text{for } n = 1,2,\...
spaceman's user avatar
  • 595
20 votes
1 answer
1k views

Fourier transform of $f_a(x)= a^{-2}\exp(-|x|^a)$, $a \in (0,2)$, is decreasing in $a$

Can one show that Fourier transform of $$ f_a(x) = a^{-2} \exp(-|x|^a), \qquad a \in (0,2)$$ is decreasing in $a$? I have a solution for $a \in (0,1]$ which cannot be used for $a\in (1,2)$.
Tanya Vladi's user avatar
18 votes
3 answers
7k views

Eigenvectors of the Fourier transformation

The Fourier transform $\hat u$ is defined on the Schwartz space $\mathscr S(\mathbb R^n)$ by $ \hat u(\xi)=\int e^{-2iπ x\cdot \xi} u(x) dx. $ It is an isomorphism of $\mathscr S(\mathbb R^n)$ and the ...
Bazin's user avatar
  • 16.2k
17 votes
2 answers
4k views

Is this statement which relates the Fourier transform of a function to its singularities correct?

I am working on a problem, which would possibly relate the Fourier transform/series with the jump singularities of the function where the function itself or one of its derivatives jump. ((some kind of ...
Rajesh D's user avatar
  • 698
15 votes
4 answers
2k views

Positivity of certain Fourier transform

Is the Fourier transform of the function $$ f(\xi) = e^{-t|\xi|^{2m}}$$ positive for $t>0$ and $m \in \mathbb{N}_0$?
Matthias Ludewig's user avatar
15 votes
2 answers
1k views

Is there a $C_c^{\infty}( \mathbb{R}^d)$ function whose Fourier transform we can explicitly write down?

I noticed that although $C_c^{\infty}$-functions are dense in some quite large spaces and well understood (especially their Fourier transform) I have never encountered an explicit example of a ...
Jonathan's user avatar
  • 181
12 votes
3 answers
2k views

Looking for sufficient conditions for positive Fourier transforms

I am looking for some sufficient conditions for an even, continuous, nonnegative, non-increasing, non-convex function to be non-negative definite. In other words $$ \int_0^\infty f(x)\cos(x\omega) \, ...
Tanya Vladi's user avatar
12 votes
2 answers
2k views

Function and Fourier transform vanish on an interval

I'm no expert on these things (and this may not be cutting edge research level; it's really motivated by this MSE question), but it seems that there are non-zero measures (and also functions (?), I ...
Christian Remling's user avatar
12 votes
1 answer
1k views

Fourier transform on Minkowski space

Physicists Some people like to define the "Fourier transform" on Minkowski space as $\hat f(\xi) = \int e^{i \eta(x,\xi)} f(x) dx$, where $\eta(x,\xi)$ is the Minkowski form. I'm used to thinking of ...
Tim Campion's user avatar
12 votes
1 answer
562 views

Fast convolution of sparse functions

Let $F:\mathbb{R}\to \mathbb{Z}$ be a step function with at most $k$ discontinuities, at given rationals $a_1<a_2<\dotsc<a_k$. Let $g:\mathbb{R}\to \mathbb{Z}$ be given as a linear ...
H A Helfgott's user avatar
  • 20.2k
12 votes
2 answers
3k views

Error of Discrete Fourier Transform on Finite Domain (vs. Continuous FT) in terms of Sobolev order

My question is about quantifying the error that occurs by approximating the continuous Fourier transform on a finite domain by using a discretised version with resolution $N$ for a function of a given ...
Axel's user avatar
  • 221
11 votes
2 answers
8k views

About the Fourier transform of the logarithm function

I want to calculate / simplify: $$\mathcal{F} (\ln(|x|)\mathcal{F(f)}(x))=\mathcal{F} (\ln(|x|)) \star f$$ where $\mathcal{F}$ is the Fourier transform ($\mathcal[f](\xi)=\int_{\mathbb R}f(x)e^{ix\...
Bertrand's user avatar
  • 1,199
11 votes
1 answer
691 views

Reference request: Fourier transform on the multiplicative group of real numbers

Let us consider the three groups $(\mathbb{R},+)$, $(\mathbb{Z}/2\mathbb{Z},+)$ and $(\mathbb{R}^\times,\cdot)$ (where $\mathbb{R}^\times := \mathbb{R} \setminus \{0\}$). We endow $\mathbb{R}$ with ...
Jochen Glueck's user avatar
11 votes
0 answers
707 views

What is the asymptotics of the Fourier transform of $\exp(-x^4)$ for large wave numbers?

The Fourier transform of $\exp(-x^4)$ has an analytical expression, it's the difference of two generalized hypergeometric functions: $\int d x \ e^{-x^4} e^{ikx} = 2 \ \Gamma(\frac{5}{4}) \ _0F_2(;\...
Sara's user avatar
  • 111
9 votes
2 answers
628 views

How was Claim 5 in "A non-linear generalisation of the Loomis–Whitney inequality and applications" thought up?

In Bennett, Carbery and Wright's paper A non-linear generalisation of the Loomis–Whitney inequality and applications, Claim 5 was used to generalise the case from characteristic functions to simple ...
enihcamemit's user avatar
9 votes
2 answers
483 views

Distribution $f$ such that (a) $\widehat{f}$ has compact support, (b) $\mathbb{E}(|X|)$ is minimal?

(What follows is motivated by an answer to Fourier optimization problem related to the Prime Number Theorem) Let $f:\mathbb{R}\to [0,\infty)$ be such that (a) $\int_{\mathbb{R}} f(x) dx = 1$, (b) $\...
H A Helfgott's user avatar
  • 20.2k
8 votes
2 answers
613 views

Pairs of elementary Fourier transforms in $L^2$

It is customary to teach Fourier transform on the real line by starting with functions from $L^1$, $L^2$ or the Schwartz space. It is not so easy to illustrate the theory by computing explicit pairs ...
coudy's user avatar
  • 18.7k
8 votes
1 answer
1k views

Who introduced the discrete Fourier transform?

I am trying to find the original reference which introduced the definition of discrete Fourier transform as used today. When did this modern formulation (which includes the indexing from n to N-1) of ...
ACR's user avatar
  • 879
8 votes
1 answer
667 views

Fourier transform that is almost a brick wall - but why?

Let $$g(x) := \sqrt{1+x^2},$$ and $$h(x) := g^{-3/2}(x) \exp(-i2\pi g(x)).$$ I can observe that the Fourier transform $|H(f)|$ is almost flat if $|f|<1$, and $H(f)\approx 0, \; |f|>1$. This ...
Nicki's user avatar
  • 129
8 votes
1 answer
640 views

Rate of decrease of the Fourier transform of standard mollifiers

What is the the rate of decrease of $|\widehat{f_p}(t)|$ (as $t\to\infty$), where $p\in(0,\infty)$, $$\widehat{f_p}(t):=\int_{\mathbb R} e^{itx}f_p(x)\,dx,$$ and $$f_p(x):=e^{-1/(1-x^2/p)^p}1(|x|<\...
Iosif Pinelis's user avatar
8 votes
1 answer
491 views

Functional equation with Fourier transform and $\frac{1}{x} f(\frac{1}{x}) $

What are the continuous functions $f$ such that on $\mathbb{R}^{+*}$, they satisfy following functional equation: $$\int_0^\infty f(t) e^{-itx} \, dt =\lambda \frac{1}{x} f\left(\frac{1}{x}\right)$$ $\...
Bertrand's user avatar
  • 1,199
7 votes
1 answer
1k views

Where does the Laplace transform come from?

The Gelfand transform on the commutative Banach *-algebra $L^1(\mathbb{R})$ is just the Fourier transform. Q. What can we say concerning the Laplace transform?
ABB's user avatar
  • 4,058
7 votes
1 answer
1k views

Fourier transform surjective on $L^p(\mathbb{R}^n)$ for $p \in (1,2)$?

I know that $F_2:L^2 \rightarrow L^2$ is of course unitary, whereas $F_1:L^1 \rightarrow C_0$ is injective but not surjective. This can be seen by looking at the dual map. Riesz-Thorin gives us that ...
Leopold's user avatar
  • 85
7 votes
2 answers
469 views

Eigenstates of Fourier transformation

Let $\gamma$ be defined on $\mathbb R^n$ by $\gamma (x)=e^{-π x^2}$. With $\mathcal F$ standing for the Fourier transformation defined on the Schwartz space by $$ (\mathcal F u)(\xi)=\int e^{-2iπ x\...
Bazin's user avatar
  • 16.2k
7 votes
1 answer
909 views

Proof of a Fourier pair with Bessel functions?

How can we prove that the Fourier transform of the function $$ f(x) = \begin{cases} (a^2-x^2)^{c/2} BesselJ[c,b\sqrt{a^2-x^2}] & \text{for }x^2 < a^2\\ 0 & \text{otherwise} \end{cases} $$ ...
Pavel's user avatar
  • 71
6 votes
1 answer
679 views

Fourier optimization problem related to the Prime Number Theorem

Let $\kappa>0$ be given. What is the function $f:\mathbb{R}\to [0,\infty)$ with $\int_\mathbb{R} f(x) dx = 1$ such that $$\int_\mathbb{R} |x| f(x) dx + \kappa \int_{|t|\geq T}\left| \frac{\widehat{...
H A Helfgott's user avatar
  • 20.2k
6 votes
1 answer
397 views

Absolute values of two functions and absolute values of their Fourier transform coincides

Let $f, g \in L^2(\mathbb{R})$. Is it true that if both $|f|=|g|$ and $|\hat f|=|\hat g|$ hold, then there exists $\theta \in \mathbb{R}$ such that $f=ge^{i\theta}$? I am not able to prove it or ...
J.Mayol's user avatar
  • 489
6 votes
2 answers
458 views

Does the (distributional) support of the Fourier transform of an $L^p$-function with $p<\infty$ have positive measure?

Suppose that $f \in L^p(\mathbb R^n)$ such that $1\leq p < \infty$. Let $\hat f$ be the Fourier transform of $f$. Clearly, if $p=1$ or $p=2$ then the support of $\hat f$ has positive Lebesgue ...
J. Swail's user avatar
  • 437
6 votes
2 answers
2k views

Reverse Hausdorff Young for nonnegative functions

The classical Hausdorff-Young inequality states that $$ \Vert \widehat{f} \Vert_{p'} \leq \Vert f \Vert_p \text{ for } 1 \leq p \leq 2. $$ For $p=2$, we even have equality due to Plancherel. If we ...
PhoemueX's user avatar
  • 734
6 votes
1 answer
419 views

Positive-definiteness of radial sinc function in three dimensions

In dimension one, it is well known that $\mathcal{F}\chi_{(-1,1)}=\frac{\sin{x}}{x}$. This implies, in particular, that $\frac{\sin{x}}{x}$ is a definite positive function. I wonder if a similar ...
Capublanca's user avatar
6 votes
2 answers
336 views

On frequency decay of an integral transform of a function

Suppose $f \in C^{\infty}_c((-1,1))$ and assume that there exists constants $a,b>0$ such that $$ \bigg|\int_{\mathbb R} f(t) \,e^{\tau t^2+i\tau t}\,dt\bigg| \leq a\,e^{-b|\tau|},$$ for all $\tau \...
Ali's user avatar
  • 4,143
6 votes
1 answer
343 views

Integral convolution equation $\int_{B_n(R) } e^{- \| x - t\|} d\nu(t) = e^{- \|x \|^2/2}$ on $x \in B_n(R)$. Find measure $\nu$

Let $B_n(R)$ denote the $n$ ball centered at zero with radius $R$. We are interested in the following integral equation: given $R>0$ and $\lambda>0$, let \begin{align} \int_{B_n(R)} e^{- \...
Boby's user avatar
  • 671
6 votes
1 answer
491 views

Harmonic analysis for a beginner

I am currently dealing with discrete Fourier transform and correlation technique to construct the spectrum of a broad band signal. It's already known that if I have enough observations of the signal, ...
CfourPiO's user avatar
  • 159
6 votes
0 answers
158 views

Fourier-like transforms for a Day convolution?

The presheaf category on a monoidal category inherits the monoidal structure via the Day convolution. Moreover you can inherit (bi)closed monoidal structure. In the study of Fourier analysis we can ...
Steven Schaefer's user avatar
6 votes
0 answers
203 views

Uniform estimates of Fourier transform of tempered functions with parameters

Consider the following function in $\mathbb{R}^3$: $$ f_t(x)=(1+|x|^2)^{-\alpha}e^{-g(x)t},\,\,\,\,\, \text{where}\,\, g(x)=\frac{x^2_1\cdot x^2_2}{1+|x|^2}, $$ where $\frac{1}{2}<\alpha<1$, and ...
Tomas's user avatar
  • 879
5 votes
2 answers
2k views

Why decompose a function with eigenvectors of Laplace operator? [closed]

On periodic domain, people always use Fourier basis, which eigenvectors of Laplace operator. On sphere, people use spherical harmonics, which also are eigenvectors of Laplace operator. In applied ...
Po C.'s user avatar
  • 487
5 votes
3 answers
2k views

Fourier transform of periodic distributions

Following M. Ruzhansky and V. Turunen's book Pseudo-Differential Operators and Symmetries, in Chapter 3, Definition 3.1.25 (page 304), the space of periodic distributions is defined as follows (...
spaceman's user avatar
  • 595
5 votes
4 answers
952 views

Limit of an integral vs limit of the integrand

I have a simple Fourier transform problem, originating from mathematical physics (system of linear PDEs), which reduces to taking the integral $$ I(\alpha)\equiv\int_{-\infty}^\infty e^{ikr} \cfrac{\...
jonathan wolf's user avatar
5 votes
3 answers
2k views

Extension of Poisson Summation formula

Under the condition f continuous, integrable and: $|f(t)| + |\hat{f}(t)| \le C (1+|t|)^{-1-a}$ (with a>0) we have the twisted Poisson formula that holds (where $\chi(n)$ is a primitive Dirichlet ...
Bertrand's user avatar
  • 1,199
5 votes
2 answers
245 views

An optimization problem: $\Phi(0)$, $\widehat{\Phi}(0)$, $\Phi$ a majorant

(This is a problem that arose from my own answer to Mean value theorem for Dirichlet series - optimize? ) Let $\Phi:\mathbb{R}\to \mathbb{R}$ be a real-valued, symmetric, non-negative function such ...
H A Helfgott's user avatar
  • 20.2k
5 votes
1 answer
337 views

Largest area of a compactly supported positive definite function

Consider a continuous function $f: \mathbb{R} \rightarrow \mathbb{R}$, supported on $[-1,1]$, of positive type. Assume $f(0) = 1$; what is the "largest area" $\int f\,dx$ that can be achieved? To be ...
acr's user avatar
  • 195
5 votes
1 answer
271 views

For which sets $E\subset \mathbb{Z}_n$ is $\widehat{1(E)}$ nonzero everywhere?

I apologise if this is well-known or straightforward. Define the Fourier transform of the characteristic function of a subset $E\subseteq\mathbb{Z}_n$ by $$ \widehat{1_E}(k)=\sum_{a \in E} \exp(-2 \...
kodlu's user avatar
  • 10.4k
5 votes
1 answer
1k views

Fastest decay of Fourier transform of function of (one-sided or two-sided) exponential (or faster) decay

Let $f:\mathbb{R}\to \mathbb{R}$ be a function in $L^2$ satisfying $|f(x)|\ll e^{-a_1 x}$, $a_1>0$, for $x\to \infty$. (Variant: assume as well that $|f(x)|\ll e^{a_2 x}$, $a_2>0$, for $x\to -\...
H A Helfgott's user avatar
  • 20.2k
5 votes
1 answer
325 views

The discrete Fourier transform's Gaussian-like eigenvector

I have the $N$x$N$ matrix below where $N$ is a power of 2 (usually 64 or 256) and $\omega = 2\pi/N$. What is its largest eigenvalue? $\begin{bmatrix} 2 & 1 & 0 & 0 & \cdots & 0 &...
bobuhito's user avatar
  • 1,547
5 votes
2 answers
822 views

Is there a Poisson Summation formula for imprimitive Dirichlet characters?

I was wondering if there exists a Poisson Summation formula (like the one existing with primitive character) for imprimitive Dirichlet characters ? For a primitive Dirichlet character $\chi$ we have: ...
Bertrand's user avatar
  • 1,199
5 votes
1 answer
508 views

Recent progress restriction conjecture - Problem 2.7 (Terence Tao lecture notes)

I've been tackling the following problem for some time, Problem 2.7. (a) Let $S:=\left\{(x, y) \in \mathbf{R}_{+} \times \mathbf{R}_{+}: x^2+y^2=1\right\}$ be a quarter-circle. Let $R \geq 1$, and ...
Daniel Fonseca's user avatar

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