Math 2.0

Harmonic analysis on Euclidean spaces Definition

Inverse Fourier transform

Builds on Fourier transformIntegrable functionLebesgue integral

Definition

Let n≥1n \ge 1 and let g ⁣:ℝn→ℂg \colon \R^n \to \C be a Lebesgue integrable function. The inverse Fourier transform of gg is the function gˇ ⁣:ℝn→ℂ\check g \colon \R^n \to \C given by the Lebesgue integral gˇ(x)=∫ℝng(ξ) e2πi x⋅ξ dξ,x∈ℝn,\check g(x) = \int_{\R^n} g(\xi) \, e^{2\pi i \, x \cdot \xi} \, d\xi, \qquad x \in \R^n, where x⋅ξ=x1ξ1+⋯+xnξnx \cdot \xi = x_1 \xi_1 + \cdots + x_n \xi_n. It is also written ℱ−1g\mathcal{F}^{-1} g.

Remarks

This matches the convention f^(ξ)=∫f(x)e−2πix⋅ξ dx\hat f(\xi) = \int f(x) e^{-2\pi i x \cdot \xi} \, dx for the Fourier transform. So gˇ(x)=g^(−x)\check g(x) = \hat g(-x), and gˇ\check g is continuous, bounded by ∫∣g∣\int \abs{g}, and tends to 00 at infinity. With the convention f^(ξ)=∫f(x)e−ix⋅ξ dx\hat f(\xi) = \int f(x) e^{-i x \cdot \xi} \, dx the inverse transform carries the factor (2π)−n(2\pi)^{-n}.

Example: for n=1n = 1 and g=𝟏[−1/2,1/2]g = \mathbf{1}_{[-1/2, 1/2]}, gˇ(x)=∫−1/21/2e2πixξ dξ=sin⁡(πx)πx(x≠0),gˇ(0)=1.\check g(x) = \int_{-1/2}^{1/2} e^{2\pi i x \xi} \, d\xi = \frac{\sin(\pi x)}{\pi x} \quad (x \ne 0), \qquad \check g(0) = 1.

Non-example: the constant function g=1g = 1 on ℝ\R is not integrable, and the integral ∫ℝe2πixξ dξ\int_\R e^{2\pi i x \xi} \, d\xi diverges for every xx. Its inverse Fourier transform exists only in the sense of tempered distributions, where it is the Dirac delta at 00.

The name is justified by the Fourier inversion theorem: if ff and f^\hat f are integrable, then (f^)∨=f(\hat f)^\vee = f almost everywhere.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Fourier_inversion_theorem
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Kinddefinition
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MSC42B10, 42A38
DefinesInverse Fourier transform
UsesFourier transform, Integrable function, Lebesgue integral

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