Inmathematics, thePoisson summation formula is an equation that relates theFourier series coefficients of theperiodic summation of afunction to values of the function'scontinuous Fourier transform. Consequently, the periodic summation of a function is completely defined by discrete samples of the original function's Fourier transform. And conversely, the periodic summation of a function's Fourier transform is completely defined by discrete samples of the original function. The Poisson summation formula was discovered bySiméon Denis Poisson and is sometimes calledPoisson resummation.
For a smooth, complex valued function on which decays at infinity with all derivatives (Schwartz function), the simplest version of the Poisson summation formula states that
Eq.1
where is theFourier transform of, i.e., The summation formula can be restated in many equivalent ways, but a simple one is the following.[1] Suppose that (L1 forL1 space) and is aunimodular lattice in. Then the periodization of, which is defined as the sum converges in the norm of to an function having Fourier series where is the dual lattice to. (Note that the Fourier series on the right-hand side need not converge in or otherwise.)
Let be a smooth, complex valued function on which decays at infinity with all derivatives (Schwartz function), and itsFourier transform, defined asThen is also a Schwartz function, and we have the reciprocal relationship that
The periodization of with period is given byLikewise, the periodization of with period, where, is
ThenEq.1, is a special case (P=1, x=0) of this generalization:[2][3]
Eq.2
which is aFourier series expansion with coefficients that are samples of the function Conversely,Eq.2 follows fromEq.1 by applying the known behavior of the Fourier transform under translations (see theFourier transform properties time scaling and shifting).
We prove that,[2] if, then the (possibly divergent) Fourier series of isWhen is a Schwartz function, this establishes equality inEq.2 of the previous section.
First, the periodization converges in norm to an function which is periodic on, and therefore integrable on any interval of length We must therefore show that the Fourier series coefficients of are where is theFourier transform of. (Not, which is the Fourier coefficient of.)
where the interchange of summation with integration is justified bydominated convergence. With achange of variables (), this becomes the following, completing the proof ofEq.2:
This provesEq.2 for functions, in the sense that the right-hand side is the (possibly divergent) Fourier series of the left-hand side. Similarly, if is in, a similar proof shows the corresponding version ofEq.3.
Finally, if has anabsolutely convergent Fourier series, thenEq.2 holds as an equality almost everywhere. This is the case, in particular, when is a Schwartz function. Similarly,Eq.3 holds when is a Schwartz function.
In other words, the periodization of aDirac delta resulting in aDirac comb, corresponds to the discretization of its spectrum which is constantly one. Hence, this again is a Dirac comb but with reciprocal increments.
Eq.2 holds provided is a continuousintegrable function which satisfies for some and every[8][9] Note that such isuniformly continuous, this together with the decay assumption on, show that the series defining converges uniformly to a continuous function.Eq.2 holds in the strong sense that both sides converge uniformly and absolutely to the same limit.[9]
Eq.2 holds in apointwise sense under the strictly weaker assumption that has bounded variation and[3]
The Fourier series on the right-hand side ofEq.2 is then understood as a (conditionally convergent) limit of symmetric partial sums.
As shown above,Eq.2 holds under the much less restrictive assumption that is in, but then it is necessary to interpret it in the sense that the right-hand side is the (possibly divergent) Fourier series of[3] In this case, one may extend the region where equality holds by considering summability methods such asCesàro summability. When interpreting convergence in this wayEq.2, case holds under the less restrictive conditions that is integrable and 0 is a point of continuity of. However,Eq.2 may fail to hold even when both and are integrable and continuous, and the sums converge absolutely.[10]
Inpartial differential equations, the Poisson summation formula provides a rigorous justification for thefundamental solution of theheat equation with absorbing rectangular boundary by themethod of images. Here theheat kernel on is known, and that of a rectangle is determined by taking the periodization. The Poisson summation formula similarly provides a connection between Fourier analysis on Euclidean spaces and on the tori of the corresponding dimensions.[8] In one dimension, the resulting solution is called atheta function.
In the statistical study of time-series, if is a function of time, then looking only at its values at equally spaced points of time is called "sampling." In applications, typically the function isband-limited, meaning that there is some cutoff frequency such that is zero for frequencies exceeding the cutoff: for For band-limited functions, choosing the sampling rate guarantees that no information is lost: since can be reconstructed from these sampled values. Then, by Fourier inversion, so can This leads to theNyquist–Shannon sampling theorem.[2]
Computationally, the Poisson summation formula is useful since a slowly converging summation in real space is guaranteed to be converted into a quickly converging equivalent summation in Fourier space.[12] (A broad function in real space becomes a narrow function in Fourier space and vice versa.) This is the essential idea behindEwald summation.
The Poisson summation formula is also useful to bound the errors obtained when an integral is approximated by a (Riemann) sum. Consider an approximation of as, where is the size of the bin. Then, according toEq.2 this approximation coincides with. The error in the approximation can then be bounded as. This is particularly useful when the Fourier transform of is rapidly decaying if.
The Poisson summation formula may be used to derive Landau's asymptotic formula for the number of lattice points inside a large Euclidean sphere. It can also be used to show that if an integrable function, and both havecompact support then[2]
Innumber theory, Poisson summation can also be used to derive a variety of functional equations including the functional equation for theRiemann zeta function.[13]
One important such use of Poisson summation concernstheta functions: periodic summations of Gaussians. Put, for acomplex number in the upper half plane, and define the theta function:
The relation between and turns out to be important for number theory, since this kind of relation is one of the defining properties of amodular form. By choosing and using the fact that one can conclude:
by putting
It follows from this that has a simple transformation property under and this can be used to prove Jacobi's formula for the number of different ways to express an integer as the sum of eight perfect squares.
Cohn & Elkies[14] proved an upper bound on the density ofsphere packings using the Poisson summation formula, which subsequently led to a proof of optimal sphere packings in dimension 8 and 24.
It can be used to prove the functional equation for the theta function.
Poisson's summation formula appears in Ramanujan's notebooks and can be used to prove some of his formulas, in particular it can be used to prove one of the formulas in Ramanujan's first letter to Hardy.[clarification needed]
The Poisson summation formula holds inEuclidean space of arbitrary dimension. Let be thelattice in consisting of points with integer coordinates. For a function in, consider the series given by summing the translates of by elements of:
Theorem For in, the above series converges pointwise almost everywhere, and defines a-periodic function on, hence a function on the torus a.e. lies in with Moreover, for all in
(the Fourier transform of on the torus) equals
(the Fourier transform of on).
When is in addition continuous, and both and decay sufficiently fast at infinity, then one can "invert" the Fourier series back to their domain and make a stronger statement. More precisely, if
where both series converge absolutely and uniformly on Λ. Whend = 1 andx = 0, this givesEq.1 above.
More generally, a version of the statement holds if Λ is replaced by a more general lattice in a finite dimensional vector space. Choose atranslation invariant measure on. It is unique up to positive scalar. Again for a function we define the periodisation
as above.
Thedual lattice is defined as a subset of thedual vector space that evaluates to integers on the lattice or alternatively, byPontryagin duality, as the characters of that contain in the kernel.Then the statement is that for all the Fourier transform of the periodisation as a function on and the Fourier transform of on itself are related by proper normalisation
Note that the right-hand side is independent of the choice of invariant measure. If and are continuous and tend to zero faster than then
In particular
This is applied in the theory oftheta functions and is a possible method ingeometry of numbers. In fact in more recent work on counting lattice points in regions it is routinely used − summing theindicator function of a regionD over lattice points is exactly the question, so that theLHS of the summation formula is what is sought and theRHS something that can be attacked bymathematical analysis.
A series of mathematicians applying harmonic analysis to number theory, most notably Martin Eichler,Atle Selberg,Robert Langlands, and James Arthur, have generalised the Poisson summation formula to the Fourier transform on non-commutative locally compact reductive algebraic groups with a discrete subgroup such that has finite volume. For example, can be the real points of and can be the integral points of. In this setting, plays the role of the real number line in the classical version of Poisson summation, and plays the role of the integers that appear in the sum. The generalised version of Poisson summation is called the Selberg Trace Formula and has played a role in proving many cases of Artin's conjecture and in Wiles's proof of Fermat's Last Theorem. The left-hand side ofEq.1 becomes a sum over irreducible unitary representations of, and is called "the spectral side," while the right-hand side becomes a sum over conjugacy classes of, and is called "the geometric side."
The Poisson summation formula is the archetype for vast developments in harmonic analysis and number theory.
The Selberg trace formula was later generalized to more general smooth manifolds (without any algebraic structure) by Gutzwiller, Balian-Bloch, Chazarain, Colin de Verdière, Duistermaat-Guillemin, Uribe, Guillemin-Melrose, Zelditch and others. The "wave trace" or "semiclassical trace" formula relates geometric and spectral properties of the underlying topological space. The spectral side is the trace of a unitary group of operators (e.g., the Schrödinger or wave propagator) which encodes the spectrum of a differential operator and the geometric side is a sum of distributions which are supported at the lengths of periodic orbits of a corresponding Hamiltonian system. The Hamiltonian is given by the principal symbol of the differential operator which generates the unitary group. For the Laplacian, the "wave trace" has singular support contained in the set of lengths of periodic geodesics; this is called the Poisson relation.