Math 2.0

Integral transforms, operational calculus Laplace–Stieltjes and bilateral transforms Concept

Fourier transform as Laplace transform on the imaginary axis

Summary

The Fourier transform of a function on ℝ\R is the two-sided Laplace transform of the same function evaluated on the imaginary axis. With f^(ξ)=∫f(x)e−2πixξ dx\hat f(\xi) = \int f(x) e^{-2\pi i x \xi} \, dx, this reads f^(ξ)=ℬf(2πiξ)\hat f(\xi) = \mathcal{B}f(2\pi i \xi). More generally, the values of ℬf\mathcal{B}f on a vertical line Re⁡s=σ\operatorname{Re} s = \sigma are the Fourier transform of e−σxf(x)e^{-\sigma x} f(x). This lets results on one transform pass to the other, such as inversion formulas, Plancherel's theorem and the use of analytic continuation.

Further reading

  1. Web https://en.wikipedia.org/wiki/Two-sided_Laplace_transform
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