Math 2.0

Integral transforms, operational calculus Definition

Fourier transform as Laplace transform on the imaginary axis

Builds on Two-sided Laplace transformFourier transformIntegrable function

Definition

Let f ⁣:ℝ→ℂf \colon \R \to \C be measurable. Its two-sided Laplace transform is ℬf(s)=∫ℝf(x)e−sx dx\mathcal{B}f(s) = \int_{\R} f(x) e^{-sx} \, dx, for s∈ℂs \in \C at which x↦f(x)e−sxx \mapsto f(x) e^{-sx} is integrable. Let σ∈ℝ\sigma \in \R be such that x↦e−σxf(x)x \mapsto e^{-\sigma x} f(x) is integrable. The restriction of ℬf\mathcal{B}f to the line Re⁡s=σ\operatorname{Re} s = \sigma is the function ξ↦ℬf(σ+2πiξ)\xi \mapsto \mathcal{B}f(\sigma + 2\pi i \xi) on ℝ\R. For σ=0\sigma = 0, that is, for ff integrable, this is the restriction of ℬf\mathcal{B}f to the imaginary axis, and it equals the Fourier transform: f^(ξ)=∫ℝf(x)e−2πixξ dx=ℬf(2πiξ),ξ∈ℝ.\hat f(\xi) = \int_{\R} f(x) e^{-2\pi i x \xi} \, dx = \mathcal{B}f(2\pi i \xi), \qquad \xi \in \R.

Remarks

In general ℬf(σ+2πiξ)=fσ^(ξ)\mathcal{B}f(\sigma + 2\pi i \xi) = \widehat{f_\sigma}(\xi) with fσ(x)=e−σxf(x)f_\sigma(x) = e^{-\sigma x} f(x), by writing e−(σ+2πiξ)x=e−σxe−2πixξe^{-(\sigma + 2\pi i \xi) x} = e^{-\sigma x} e^{-2\pi i x \xi}. Example: f(x)=e−∣x∣f(x) = e^{-\abs{x}} is integrable, and ℬf(s)=11+s+11−s=21−s2\mathcal{B}f(s) = \frac{1}{1 + s} + \frac{1}{1 - s} = \frac{2}{1 - s^2} for ∣Re⁡s∣<1\abs{\operatorname{Re} s} < 1. At s=2πiξs = 2\pi i \xi this gives f^(ξ)=2/(1+4π2ξ2)\hat f(\xi) = 2/(1 + 4\pi^2 \xi^2), the known Fourier transform of e−∣x∣e^{-\abs{x}}. Non-example: f(x)=exf(x) = e^{x} for x≥0x \ge 0 and f(x)=0f(x) = 0 for x<0x < 0 is not integrable, so the imaginary axis is not in its region of convergence. Here ℬf(s)=1/(s−1)\mathcal{B}f(s) = 1/(s - 1) for Re⁡s>1\operatorname{Re} s > 1, and this function is not the Fourier transform of ff, which does not exist as an integral. With the convention ∫f(x)e−iωx dx\int f(x) e^{-i \omega x} \, dx, the same relation reads f^(ω)=ℬf(iω)\hat f(\omega) = \mathcal{B}f(i\omega).

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  1. Fourier transform concept
  2. Integrable function concept
  3. Two-sided Laplace transform concept
  4. Fourier transform as Laplace transform on the imaginary axis definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Two-sided_Laplace_transform
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MSC44A10, 42A38
DefinesFourier transform as Laplace transform on the imaginary axis
UsesTwo-sided Laplace transform, Fourier transform, Integrable function

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