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Fourier inversion theorem

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Mathematical theorem about functions
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Inmathematics, theFourier inversion theorem says that for many types of functions it is possible to recover a function from itsFourier transform. Intuitively it may be viewed as the statement that if we know allfrequency andphase information about a wave then we may reconstruct the original wave precisely.

The theorem says that if we have a functionf:RC{\displaystyle f:\mathbb {R} \to \mathbb {C} } satisfying certain conditions, and we use theconvention for the Fourier transform that

(Ff)(ξ):=Re2πiyξf(y)dy,{\displaystyle ({\mathcal {F}}f)(\xi ):=\int _{\mathbb {R} }e^{-2\pi iy\cdot \xi }\,f(y)\,dy,}

then

f(x)=Re2πixξ(Ff)(ξ)dξ.{\displaystyle f(x)=\int _{\mathbb {R} }e^{2\pi ix\cdot \xi }\,({\mathcal {F}}f)(\xi )\,d\xi .}

In other words, the theorem says that

f(x)=R2e2πi(xy)ξf(y)dydξ.{\displaystyle f(x)=\iint _{\mathbb {R} ^{2}}e^{2\pi i(x-y)\cdot \xi }\,f(y)\,dy\,d\xi .}

This last equation is called theFourier integral theorem.

Another way to state the theorem is that ifR{\displaystyle R} is the flip operator i.e.(Rf)(x):=f(x){\displaystyle (Rf)(x):=f(-x)}, then

F1=FR=RF.{\displaystyle {\mathcal {F}}^{-1}={\mathcal {F}}R=R{\mathcal {F}}.}

The theorem holds if bothf{\displaystyle f} and its Fourier transform areabsolutely integrable (in theLebesgue sense) andf{\displaystyle f} is continuous at the pointx{\displaystyle x}. However, even under more general conditions versions of the Fourier inversion theorem hold. In these cases the integrals above may not converge in an ordinary sense.

Statement

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In this section we assume thatf{\displaystyle f} is an integrablecontinuous function. Use theconvention for the Fourier transform that

(Ff)(ξ):=Re2πiyξf(y)dy.{\displaystyle ({\mathcal {F}}f)(\xi ):=\int _{\mathbb {R} }e^{-2\pi iy\cdot \xi }\,f(y)\,dy.}

Furthermore, we assume that the Fourier transform is also integrable.

Inverse Fourier transform as an integral

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The most common statement of the Fourier inversion theorem is to state the inverse transform as an integral. For any integrable functiong{\displaystyle g} and allxR{\displaystyle x\in \mathbb {R} } set

F1g(x):=Re2πixξg(ξ)dξ.{\displaystyle {\mathcal {F}}^{-1}g(x):=\int _{\mathbb {R} }e^{2\pi ix\cdot \xi }\,g(\xi )\,d\xi .}

Then for allxR{\displaystyle x\in \mathbb {R} } we have

F1(Ff)(x)=f(x).{\displaystyle {\mathcal {F}}^{-1}({\mathcal {F}}f)(x)=f(x).}
Proof

Givenf(y){\displaystyle f(y)} andFf(ξ)=Rne2πiyξf(y)dy{\displaystyle {\mathcal {F}}f(\xi )=\int _{\mathbb {R} ^{n}}e^{-2\pi iy\cdot \xi }f(y)\,dy}, the proof uses the following facts:

  1. IfxRn{\displaystyle x\in \mathbb {R} ^{n}} andg(ξ)=e2πixξψ(ξ){\displaystyle g(\xi )=e^{2\pi \mathrm {i} x\cdot \xi }\psi (\xi )}, then(Fg)(y)=(Fψ)(yx).{\displaystyle ({\mathcal {F}}g)(y)=({\mathcal {F}}\psi )(y-x).}
  2. IfεR{\displaystyle \varepsilon \in \mathbb {R} } andψ(ξ)=φ(εξ){\displaystyle \psi (\xi )=\varphi (\varepsilon \xi )}, then(Fψ)(y)=(Fφ)(y/ε)/|ε|n.{\displaystyle ({\mathcal {F}}\psi )(y)=({\mathcal {F}}\varphi )(y/\varepsilon )/|\varepsilon |^{n}.}
  3. Forf,gL1(Rn){\displaystyle f,g\in L^{1}(\mathbb {R} ^{n})},Fubini's theorem impliesg(ξ)(Ff)(ξ)dξ=(Fg)(y)f(y)dy.{\displaystyle \textstyle \int g(\xi )\cdot ({\mathcal {F}}f)(\xi )\,d\xi =\int ({\mathcal {F}}g)(y)\cdot f(y)\,dy.}
  4. Defineφ(ξ)=eπ|ξ|2{\displaystyle \varphi (\xi )=e^{-\pi \vert \xi \vert ^{2}}} such that(Fφ)(y)=φ(y).{\displaystyle ({\mathcal {F}}\varphi )(y)=\varphi (y).}
  5. Defineφε(y)=φ(y/ε)/εn{\displaystyle \varphi _{\varepsilon }(y)=\varphi (y/\varepsilon )/\varepsilon ^{n}}; anapproximation to the identity. That is,limε0(φεf)(x)=f(x),{\displaystyle \lim _{\varepsilon \to 0}(\varphi _{\varepsilon }\ast f)(x)=f(x),} converges pointwise for any continuousfL1(Rn){\displaystyle f\in L^{1}(\mathbb {R} ^{n})} and pointxRn{\displaystyle x\in \mathbb {R} ^{n}}.

Since, by assumption,FfL1(Rn){\displaystyle {\mathcal {F}}f\in L^{1}(\mathbb {R} ^{n})}, it follows by thedominated convergence theorem thatRne2πixξ(Ff)(ξ)dξ=limε0Rneπε2|ξ|2+2πixξ(Ff)(ξ)dξ.{\displaystyle \int _{\mathbb {R} ^{n}}e^{2\pi ix\cdot \xi }({\mathcal {F}}f)(\xi )\,d\xi =\lim _{\varepsilon \to 0}\int _{\mathbb {R} ^{n}}e^{-\pi \varepsilon ^{2}|\xi |^{2}+2\pi ix\cdot \xi }({\mathcal {F}}f)(\xi )\,d\xi .}Definegx(ξ)=eπε2|ξ|2+2πixξ.{\displaystyle g_{x}(\xi )=e^{-\pi \varepsilon ^{2}\vert \xi \vert ^{2}+2\pi \mathrm {i} x\cdot \xi }.}Applying facts 1, 2 and 4, repeatedly for multiple integrals if necessary, we obtain(Fgx)(y)=1εneπε2|xy|2=φε(xy).{\displaystyle ({\mathcal {F}}g_{x})(y)={\frac {1}{\varepsilon ^{n}}}e^{-{\frac {\pi }{\varepsilon ^{2}}}|x-y|^{2}}=\varphi _{\varepsilon }(x-y).}Using fact 3 onf{\displaystyle f} andgx{\displaystyle g_{x}}, for eachxRn{\displaystyle x\in \mathbb {R} ^{n}}, we haveRneπε2|ξ|2+2πixξ(Ff)(ξ)dξ=Rn1εneπε2|xy|2f(y)dy=(φεf)(x),{\displaystyle \int _{\mathbb {R} ^{n}}e^{-\pi \varepsilon ^{2}|\xi |^{2}+2\pi ix\cdot \xi }({\mathcal {F}}f)(\xi )\,d\xi =\int _{\mathbb {R} ^{n}}{\frac {1}{\varepsilon ^{n}}}e^{-{\frac {\pi }{\varepsilon ^{2}}}|x-y|^{2}}f(y)\,dy=(\varphi _{\varepsilon }*f)(x),}theconvolution off{\displaystyle f} with an approximate identity. But sincefL1(Rn){\displaystyle f\in L^{1}(\mathbb {R} ^{n})}, fact 5 says thatlimε0(φεf)(x)=f(x).{\displaystyle \lim _{\varepsilon \to 0}(\varphi _{\varepsilon }*f)(x)=f(x).}Putting together the above we have shown thatRne2πixξ(Ff)(ξ)dξ=f(x).{\displaystyle \int _{\mathbb {R} ^{n}}e^{2\pi ix\cdot \xi }({\mathcal {F}}f)(\xi )\,d\xi =f(x).\qquad \square }

Fourier integral theorem

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The theorem can be restated as

f(x)=RRe2πi(xy)ξf(y)dydξ.{\displaystyle f(x)=\int _{\mathbb {R} }\int _{\mathbb {R} }e^{2\pi i(x-y)\cdot \xi }\,f(y)\,dy\,d\xi .}

By taking the real part[1] of each side of the above we obtain

f(x)=RRcos(2π(xy)ξ)f(y)dydξ.{\displaystyle f(x)=\int _{\mathbb {R} }\int _{\mathbb {R} }\cos(2\pi (x-y)\cdot \xi )\,f(y)\,dy\,d\xi .}

Inverse transform in terms of flip operator

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For any functiong{\displaystyle g} define the flip operator[2]R{\displaystyle R} by

Rg(x):=g(x).{\displaystyle Rg(x):=g(-x).}

Then we may instead define

F1f:=RFf=FRf.{\displaystyle {\mathcal {F}}^{-1}f:=R{\mathcal {F}}f={\mathcal {F}}Rf.}

It is immediate from the definition of the Fourier transform and the flip operator that bothRFf{\displaystyle R{\mathcal {F}}f} andFRf{\displaystyle {\mathcal {F}}Rf} match the integral definition ofF1f{\displaystyle {\mathcal {F}}^{-1}f}, and in particular are equal to each other and satisfyF1(Ff)(x)=f(x){\displaystyle {\mathcal {F}}^{-1}({\mathcal {F}}f)(x)=f(x)}.

SinceRf=RF1Ff=RRFFf=F2f{\displaystyle Rf=R{\mathcal {F}}^{-1}{\mathcal {F}}f=RR{\mathcal {FF}}f={\mathcal {F}}^{2}f} we haveR=F2{\displaystyle R={\mathcal {F}}^{2}} and

F1=F3.{\displaystyle {\mathcal {F}}^{-1}={\mathcal {F}}^{3}.}

Two-sided inverse

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The form of the Fourier inversion theorem stated above, as is common, is that

F1(Ff)(x)=f(x).{\displaystyle {\mathcal {F}}^{-1}({\mathcal {F}}f)(x)=f(x).}

In other words,F1{\displaystyle {\mathcal {F}}^{-1}} is a left inverse for the Fourier transform. However it is also a right inverse for the Fourier transform i.e.

F(F1f)(ξ)=f(ξ).{\displaystyle {\mathcal {F}}({\mathcal {F}}^{-1}f)(\xi )=f(\xi ).}

SinceF1{\displaystyle {\mathcal {F}}^{-1}} is so similar toF{\displaystyle {\mathcal {F}}}, this follows very easily from the Fourier inversion theorem (changing variablesζ:=ξ{\displaystyle \zeta :=-\xi }):

f=F1(Ff)(x)=RRe2πixξe2πiyξf(y)dydξ=RRe2πixζe2πiyζf(y)dydζ=F(F1f)(x).{\displaystyle {\begin{aligned}f&={\mathcal {F}}^{-1}({\mathcal {F}}f)(x)\\[6pt]&=\int _{\mathbb {R} }\int _{\mathbb {R} }e^{2\pi ix\cdot \xi }\,e^{-2\pi iy\cdot \xi }\,f(y)\,dy\,d\xi \\[6pt]&=\int _{\mathbb {R} }\int _{\mathbb {R} }e^{-2\pi ix\cdot \zeta }\,e^{2\pi iy\cdot \zeta }\,f(y)\,dy\,d\zeta \\[6pt]&={\mathcal {F}}({\mathcal {F}}^{-1}f)(x).\end{aligned}}}

Alternatively, this can be seen from the relation betweenF1f{\displaystyle {\mathcal {F}}^{-1}f} and the flip operator and theassociativity offunction composition, since

f=F1(Ff)=FRFf=F(F1f).{\displaystyle f={\mathcal {F}}^{-1}({\mathcal {F}}f)={\mathcal {F}}R{\mathcal {F}}f={\mathcal {F}}({\mathcal {F}}^{-1}f).}

Conditions on the function

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When used in physics and engineering, the Fourier inversion theorem is often used under the assumption that everything "behaves nicely". In mathematics suchheuristic arguments are not permitted, and the Fourier inversion theorem includes an explicit specification of what class of functions is being allowed. However, there is no "best" class of functions to consider so several variants of the Fourier inversion theorem exist, albeit with compatible conclusions.

Schwartz functions

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The Fourier inversion theorem holds for allSchwartz functions (roughly speaking, smooth functions that decay quickly and whose derivatives all decay quickly). This condition has the benefit that it is an elementary direct statement about the function (as opposed to imposing a condition on its Fourier transform), and the integral that defines the Fourier transform and its inverse are absolutely integrable. This version of the theorem is used in the proof of the Fourier inversion theorem for tempered distributions (see below).

Integrable functions with integrable Fourier transform

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The Fourier inversion theorem holds for all continuous functions that are absolutely integrable (i.e.L1(Rn){\displaystyle L^{1}(\mathbb {R} ^{n})}) with absolutely integrable Fourier transform. This includes all Schwartz functions, so is a strictly stronger form of the theorem than the previous one mentioned. This condition is the one used above in thestatement section.

A slight variant is to drop the condition that the functionf{\displaystyle f} be continuous but still require that it and its Fourier transform be absolutely integrable. Thenf=g{\displaystyle f=g}almost everywhere whereg is a continuous function, andF1(Ff)(x)=g(x){\displaystyle {\mathcal {F}}^{-1}({\mathcal {F}}f)(x)=g(x)} for everyxRn{\displaystyle x\in \mathbb {R} ^{n}}.

Integrable functions in one dimension

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Piecewise smooth; one dimension

If the function is absolutely integrable in one dimension (i.e.fL1(R){\displaystyle f\in L^{1}(\mathbb {R} )}) and is piecewise smooth then a version of the Fourier inversion theorem holds. In this case we define

F1g(x):=limRRRe2πixξg(ξ)dξ.{\displaystyle {\mathcal {F}}^{-1}g(x):=\lim _{R\to \infty }\int _{-R}^{R}e^{2\pi ix\xi }\,g(\xi )\,d\xi .}

Then for allxR{\displaystyle x\in \mathbb {R} }

F1(Ff)(x)=12(f(x)+f(x+)),{\displaystyle {\mathcal {F}}^{-1}({\mathcal {F}}f)(x)={\frac {1}{2}}(f(x_{-})+f(x_{+})),}

i.e.F1(Ff)(x){\displaystyle {\mathcal {F}}^{-1}({\mathcal {F}}f)(x)} equals the average of the left and right limits off{\displaystyle f} atx{\displaystyle x}. At points wheref{\displaystyle f} is continuous this simply equalsf(x){\displaystyle f(x)}.

A higher-dimensional analogue of this form of the theorem also holds, but according to Folland (1992) is "rather delicate and not terribly useful".

Piecewise continuous; one dimension

If the function is absolutely integrable in one dimension (i.e.fL1(R){\displaystyle f\in L^{1}(\mathbb {R} )}) but merely piecewise continuous then a version of the Fourier inversion theorem still holds. In this case the integral in the inverse Fourier transform is defined with the aid of a smooth rather than a sharp cut off function; specifically we define

F1g(x):=limRRφ(ξ/R)e2πixξg(ξ)dξ,φ(ξ):=eξ2.{\displaystyle {\mathcal {F}}^{-1}g(x):=\lim _{R\to \infty }\int _{\mathbb {R} }\varphi (\xi /R)\,e^{2\pi ix\xi }\,g(\xi )\,d\xi ,\qquad \varphi (\xi ):=e^{-\xi ^{2}}.}

The conclusion of the theorem is then the same as for the piecewise smooth case discussed above.

Continuous; any number of dimensions

Iff{\displaystyle f} is continuous and absolutely integrable onRn{\displaystyle \mathbb {R} ^{n}} then the Fourier inversion theorem still holds so long as we again define the inverse transform with a smooth cut off function i.e.

F1g(x):=limRRnφ(ξ/R)e2πixξg(ξ)dξ,φ(ξ):=e|ξ|2.{\displaystyle {\mathcal {F}}^{-1}g(x):=\lim _{R\to \infty }\int _{\mathbb {R} ^{n}}\varphi (\xi /R)\,e^{2\pi ix\cdot \xi }\,g(\xi )\,d\xi ,\qquad \varphi (\xi ):=e^{-\vert \xi \vert ^{2}}.}

The conclusion is now simply that for allxRn{\displaystyle x\in \mathbb {R} ^{n}}

F1(Ff)(x)=f(x).{\displaystyle {\mathcal {F}}^{-1}({\mathcal {F}}f)(x)=f(x).}
No regularity condition; any number of dimensions

If we drop all assumptions about the (piecewise) continuity off{\displaystyle f} and assume merely that it is absolutely integrable, then a version of the theorem still holds. The inverse transform is again defined with the smooth cut off, but with the conclusion that

F1(Ff)(x)=f(x){\displaystyle {\mathcal {F}}^{-1}({\mathcal {F}}f)(x)=f(x)}

foralmost everyxRn.{\displaystyle x\in \mathbb {R} ^{n}.}

Square integrable functions

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In this case the Fourier transform cannot be defined directly as an integral since it may not be absolutely convergent, so it is instead defined by a density argument (see theFourier transform article). For example, putting

gk(ξ):={yRn:|y|k}e2πiyξf(y)dy,kN,{\displaystyle g_{k}(\xi ):=\int _{\{y\in \mathbb {R} ^{n}:\left\vert y\right\vert \leq k\}}e^{-2\pi iy\cdot \xi }\,f(y)\,dy,\qquad k\in \mathbb {N} ,}

we can setFf:=limkgk{\displaystyle \textstyle {\mathcal {F}}f:=\lim _{k\to \infty }g_{k}} where the limit is taken in theL2{\displaystyle L^{2}}-norm. The inverse transform may be defined by density in the same way or by defining it in terms of the Fourier transform and the flip operator. We then have

f(x)=F(F1f)(x)=F1(Ff)(x){\displaystyle f(x)={\mathcal {F}}({\mathcal {F}}^{-1}f)(x)={\mathcal {F}}^{-1}({\mathcal {F}}f)(x)}

in themean squared norm. In one dimension (and one dimension only), it can also be shown that it converges foralmost everyxR{\displaystyle x\in \mathbb {R} }. This isCarleson's theorem, but is much harder to prove than convergence in the mean squared norm.

Tempered distributions

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See also:Fourier transform § Tempered distributions

The Fourier transform may be defined on the space oftempered distributionsS(Rn){\displaystyle {\mathcal {S}}'(\mathbb {R} ^{n})} by duality of the Fourier transform on the space of Schwartz functions. Specifically forfS(Rn){\displaystyle f\in {\mathcal {S}}'(\mathbb {R} ^{n})} and for all test functionsφS(Rn){\displaystyle \varphi \in {\mathcal {S}}(\mathbb {R} ^{n})} we set

Ff,φ:=f,Fφ,{\displaystyle \langle {\mathcal {F}}f,\varphi \rangle :=\langle f,{\mathcal {F}}\varphi \rangle ,}

whereFφ{\displaystyle {\mathcal {F}}\varphi } is defined using the integral formula.[3] IffL1(Rn)L2(Rn){\displaystyle f\in L^{1}(\mathbb {R} ^{n})\cap L^{2}(\mathbb {R} ^{n})} then this agrees with the usual definition. We may define the inverse transformF1:S(Rn)S(Rn){\displaystyle {\mathcal {F}}^{-1}\colon {\mathcal {S}}'(\mathbb {R} ^{n})\to {\mathcal {S}}'(\mathbb {R} ^{n})}, either by duality from the inverse transform on Schwartz functions in the same way, or by defining it in terms of the flip operator (where the flip operator is defined by duality). We then have

FF1=F1F=IdS(Rn).{\displaystyle {\mathcal {F}}{\mathcal {F}}^{-1}={\mathcal {F}}^{-1}{\mathcal {F}}=\operatorname {Id} _{{\mathcal {S}}'(\mathbb {R} ^{n})}.}

Relation to Fourier series

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When considering the Fourier series of a function it is conventional to rescale it so that it acts on[0,2π]{\displaystyle [0,2\pi ]} (or is2π{\displaystyle 2\pi }-periodic). In this section we instead use the somewhat unusual convention takingf{\displaystyle f} to act on[0,1]{\displaystyle [0,1]}, since that matches the convention of the Fourier transform used here.

The Fourier inversion theorem is analogous to theconvergence of Fourier series. In the Fourier transform case we have

f:RnC,f^:RnC,{\displaystyle f\colon \mathbb {R} ^{n}\to \mathbb {C} ,\quad {\hat {f}}\colon \mathbb {R} ^{n}\to \mathbb {C} ,}
f^(ξ):=Rne2πiyξf(y)dy,{\displaystyle {\hat {f}}(\xi ):=\int _{\mathbb {R} ^{n}}e^{-2\pi iy\cdot \xi }\,f(y)\,dy,}
f(x)=Rne2πixξf^(ξ)dξ.{\displaystyle f(x)=\int _{\mathbb {R} ^{n}}e^{2\pi ix\cdot \xi }\,{\hat {f}}(\xi )\,d\xi .}

In the Fourier series case we instead have

f:[0,1]nC,f^:ZnC,{\displaystyle f\colon [0,1]^{n}\to \mathbb {C} ,\quad {\hat {f}}\colon \mathbb {Z} ^{n}\to \mathbb {C} ,}
f^(k):=[0,1]ne2πiykf(y)dy,{\displaystyle {\hat {f}}(k):=\int _{[0,1]^{n}}e^{-2\pi iy\cdot k}\,f(y)\,dy,}
f(x)=kZne2πixkf^(k).{\displaystyle f(x)=\sum _{k\in \mathbb {Z} ^{n}}e^{2\pi ix\cdot k}\,{\hat {f}}(k).}

In particular, in one dimensionkZ{\displaystyle k\in \mathbb {Z} } and the sum runs from{\displaystyle -\infty } to{\displaystyle \infty }.

Applications

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Some problems, such as certain differential equations, become easier to solve when the Fourier transform is applied. In that case the solution to the original problem is recovered using the inverse Fourier transform.

Inapplications of the Fourier transform the Fourier inversion theorem often plays a critical role. In many situations the basic strategy is to apply the Fourier transform, perform some operation or simplification, and then apply the inverse Fourier transform.

More abstractly, the Fourier inversion theorem is a statement about the Fourier transform as anoperator (seeFourier transform on function spaces). For example, the Fourier inversion theorem onfL2(Rn){\displaystyle f\in L^{2}(\mathbb {R} ^{n})} shows that the Fourier transform is aunitary operator onL2(Rn){\displaystyle L^{2}(\mathbb {R} ^{n})}.

See also

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Notes

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  1. ^w.l.o.gf is real valued, as any complex-valued function can be split into its real and imaginary parts and every operator appearing here is linear inf.
  2. ^Anoperator is a transformation that maps functions to functions. The flip operator, the Fourier transform, the inverse Fourier transform and the identity transform are all examples of operators.
  3. ^Folland 1992, p. 333.

References

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