Chapter 17 The Fourier transform of a distribution

  • Definition 17.1. The Schwartz space \(\mathcal {S}(\mR )\) consists of infinitely differentiable functions \(\varphi :\mR \to \mC \) such that \(\lim _{|x|\to \infty }x^k\varphi ^{(n)}(x)=0\) for all \(k,n\in \mN _0\).

  • Theorem 17.2. The Fourier transform restricts to a bijection \(\mathcal {S}(\mR )\to \mathcal {S}(\mR )\).

  • Definition 17.3. The space \(\mathcal {S}'(\mR )\) of tempered distributions consists of the continuous linear operators \(\mathcal {S}(\mR )\to \mC \).

  • Remark 17.4. We have been deliberately vague about the sense of continuity in Definition 17.3 since it is complicated, but will never be an issue.

  • Definition 17.5. The space \(C^\infty _{\rm pol}(\mR )\) of polynomially growing functions consists of infinitely differentiable functions \(\psi :\mR \to \mC \) such that for every \(k\in \mN _0\) there exist \(M>0\) and \(n\in \mN _0\) such that for all \(x\in \mR \)

    \[ |\psi ^{(k)}(x)|\leq M(1+|x|^n). \]

  • Lemma 17.6. If \(\psi \in C^\infty _{\rm pol}(\mR )\) and \(\varphi \in \mathcal {S}\), then \(\psi \varphi \in \mathcal {S}\).

  • Remark 17.7. In Definition 16.9 we defined multiplication of a distribution \(u\) with a \(C^\infty \) function \(\psi \). If \(u\) is tempered, then \(\psi u\) need not be tempered. However, if \(\psi \in C^\infty _{\rm pol}(\mR )\) and \(\varphi \in \mathcal {S}(\mR )\) we have \(\psi \varphi \in \mathcal {S}(\mR )\) by Lemma 17.6 and from this it follows that if \(\psi \in C^\infty _{\rm pol}(\mR )\) and \(u\in \mathcal {S}'(\mR )\), then \(\psi u\in \mathcal {S}'(\mR )\).

  • Proposition 17.8. A function \(f\in C^\infty _{\rm pol}(\mR )\), a function \(f\in L^1(\mR )\) and a function \(f\in L^2(\mR )\) all define a regular distribution \(T_f\) which is tempered, i.e. \(T_f\in \mathcal {S}'\).

  • Definition 17.9. The Fourier–Schwartz transform (or also simply the Fourier transform) of a tempered distribution \(u\) is the tempered distribution \(\hat {u}\) defined by \(\hat {u}(\varphi )=u(\hat {\varphi })\).

  • Remark 17.10. For a regular distribution corresponding to \(f\in L^1(\mR )\), the Fourier–Schwartz transform is consistent with the Fourier transform since

    \[ T_{\hat {f}}(\varphi ) =\int _{-\infty }^\infty \hat {f}(\omega )\varphi (\omega )\,d\omega =\int _{-\infty }^\infty f(x)\hat {\varphi }(x)\,dx, =\widehat {T_f}(\varphi ), \]

    since

    \[ \int _{-\infty }^\infty \hat {f}(\omega )\varphi (\omega )\,d\omega = \int _{-\infty }^\infty \frac {1}{\sqrt {2\pi }}\int _{-\infty }^\infty \e ^{-i\omega x}f(x)\,dx\varphi (\omega )\,d\omega , \]

    and

    \[ \int _{-\infty }^\infty f(x)\frac {1}{\sqrt {2\pi }}\int _{-\infty }^\infty \e ^{-ix\omega }\varphi (\omega )\,d\omega \,dx = \int _{-\infty }^\infty f(x)\hat {\varphi }(x)\,dx, \]

    and these two iterated integrals are equal by Fubini’s Theorem.

  • Theorem 17.11. The Fourier–Schwartz transform is a bijection \(\mathcal {S}'(\mR )\to \mathcal {S}'(\mR )\).

Using distributions, we can make Remark 14.9 more precise as follows.

  • Theorem 17.12. We have for a tempered distribution \(u\)

    \[ \mathcal {F}(u')=i\omega \mathcal {F}(u), \qquad \mathcal {F}(u)'=\mathcal {F}(-ix u), \]

    where we note that \(i\omega ,-ix\in C^\infty _{\rm pol}(\mR )\) so that the multiplications make sense.

  • Corollary 17.13. We have for a tempered distribution \(u\)

    \[ \mathcal {F}(u'')=-\omega ^2\mathcal {F}(u). \]

We can Fourier transform for example the cosine since this belongs to \(C^\infty _{\rm pol}(\mR )\) and therefore can be seen as a tempered distribution.

  • Example 17.14. We will show that \(\mathcal {F}(\delta _a)=\omega \mapsto \frac {1}{\sqrt {2\pi }}\e ^{-ia\omega }\).

    We have for \(\varphi \in \mathcal {S}\) (the first equality is the definition of the Fourier transform of a tempered distribution, the second equality is the definition of the Dirac delta, the third equality uses the definition of the Fourier transform of an \(L^1\) function and the fourth uses the definition of regular distribution)

    \[ \hat {\delta }_a(\varphi )=\delta _a(\hat {\varphi })=\hat {\varphi }(a)=\frac {1}{\sqrt {2\pi }}\int _{-\infty }^\infty \varphi (x)\e ^{-iax}\,dx=T_{\frac {1}{\sqrt {2\pi }}\e ^{-iax}}(\varphi ). \]

    Since this equality holds for all \(\varphi \in \mathcal {S}\) we have \(\hat {\delta }=\omega \mapsto \frac {1}{\sqrt {2\pi }}\e ^{-ia\omega }\).

  • Example 17.15. We show that for \(f\in L^1(\mR )\) we have \(\mathcal {F}^{-1}f=\mathcal {F}\left (\omega \mapsto f(-\omega )\right )\).

    We have (using the change of variable \(\omega =-\eta \))

    \[ (\mathcal {F}^{-1}f)(x)=\frac {1}{\sqrt {2\pi }}\int _{-\infty }^\infty \e ^{i\eta x}f(\eta )\,d\eta =\frac {1}{\sqrt {2\pi }}\int _{-\infty }^\infty \e ^{-i\omega x}f(-\omega )\,d\omega =\mathcal {F}\left (\omega \mapsto f(-\omega )\right ). \]

  • Example 17.16. For \(u\) a tempered distribution, we define the inverse Fourier transform of \(u\) by \((\mathcal {F}^{-1}u)(\varphi )=u\left (\mathcal {F}^{-1}\varphi \right )\). We show that \((\mathcal {F}^{-1}u)(\varphi )=u\left (\mathcal {F}\left (\omega \mapsto \varphi (-\omega )\right )\right )\).

    We have (applying Example 17.15 to \(\varphi \))

    \[ (\mathcal {F}^{-1}u)(\varphi ) =u\left (\mathcal {F}^{-1}\varphi \right ) =u\left (\mathcal {F}\left (\omega \mapsto \varphi (-\omega )\right )\right ). \]

  • Example 17.17. We show that for \(a\in \mR \) we have that \(\mathcal {F}\left (\frac {1}{\sqrt {2\pi }}\e ^{iax}\right )\) equals \(\delta _a\).

    By Example 17.14 we have

    \[ \mathcal {F}(\delta _a)=\frac {1}{\sqrt {2\pi }}\e ^{-ia\omega }. \]

    Applying the inverse Fourier transform to both sides and using Example 17.16 gives

    \[ \delta _a =\mathcal {F}^{-1}\left (\frac {1}{\sqrt {2\pi }}\e ^{-ia\omega }\right ) =\mathcal {F}\left (\frac {1}{\sqrt {2\pi }}\e ^{ia\omega }\right ), \]

    and changing the dummy variable \(\omega \) to \(x\) gives the result.

  • Example 17.18. We show that for \(a\in \mR \) we have that \(\mathcal {F}\left (\cos (ax)\right )\) equals \(\sqrt {2\pi }~\dfrac {\delta _a+\delta _{-a}}{2}\).

    We have

    \[ \cos (ax)=\frac {\e ^{iax}+\e ^{-iax}}{2}, \]

    and using Example 17.17 (applied with \(a\) and \(-a\)) then gives

    \[ \mathcal {F}(x\mapsto \cos (ax))=\sqrt {2\pi }\frac {\delta _a+\delta _{-a}}{2}. \]

Table of Fourier transforms

\(\e ^{-ax^2/2}\) \(\frac {1}{\sqrt {a}}\e ^{-\omega ^2/(2a)}\) \(\re (a)>0\)
\(\e ^{-a|x|}\) \(\sqrt {\frac {2}{\pi }}~\frac {a}{a^2+\omega ^2}\) \(\re (a)>0\)
\(1\) \(\sqrt {2\pi }\delta \)
\(\delta \) \(\frac {1}{\sqrt {2\pi }}\)
\(\cos (ax)\) \(\sqrt {2\pi }\dfrac {\delta _a+\delta _{-a}}{2}\) \(a\in \mR \)
\(\sin (ax)\) \(\sqrt {2\pi }\dfrac {\delta _a-\delta _{-a}}{2i}\) \(a\in \mR \)
\(x^n\) \(i^n\sqrt {2\pi }\delta ^{(n)}\) \(n\in \mN _0\)