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FOURIERTRANSFORM TERENCE TAO Very broadly speaking the Fourier transform is a systematic FOURIERTRANSFORM TERENCE TAO Very broadly speaking the Fourier transform is a systematic

FOURIERTRANSFORM TERENCE TAO Very broadly speaking the Fourier transform is a systematic - PDF document

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FOURIERTRANSFORM TERENCE TAO Very broadly speaking the Fourier transform is a systematic - PPT Presentation

These symmetric functions are usually quite explicit such as a trigonometric function sin nx or cos nx and are often associated with physical concepts such as frequency or energy What symmetric means here will be left vague but it will usually be ID: 23814

These symmetric functions are

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2TERENCETAOnotethatthepreviousdecompositionintoevenandoddfunctionswassimplythen=2specialcaseofthisformula.ThegroupassociatedtothisFouriertransformisthenthrootsofunityfe2ik=n:0kn�1g,witheachrootofunitye2ik=nassociatedwiththerotationz7!e2ik=nzonthecomplexplane.Movingnowtothecaseofin nitegroups,considerafunctionf:T!Cde nedontheunitcircleT:=fz2C:jzj=1g;toavoidtechnicalissuesletusassumethatfissmooth(i.e.in nitelydi erentiable).Observethatiffisamonomialfunctionf(z)=cnznforsomeintegern,thenfwillobeytherotationalsymmetryofordernf(eiz)=einf(z)forallcomplexnumberszandallphases.Itshouldnowbenosurprisethatanarbitrarysmoothfunctionfcanbeexpressedasasuperpositionofsuchrotationallysymmetricfunctions:f(z)=1Xn=�1^f(n)zn;where^f(n):=1 2Z20f(ei)e�ind:Thisformulacanbethoughtofasthelimitingcasen!1ofthepreviousdecom-position,restrictedtotheunitcircle.ItalsogeneralizestheTaylorseriesexpansionf(z)=1Xn=0anzn;wherean=1 2iZjzj=1f(z) zn+1dzfromcomplexanalysis,whenfisacomplexanalyticfunctionontheclosedunitdiskfz2C:jzj1g;indeedthereareverystronglinksbetweenFourieranalysisandcomplexanalysis.Thecomplexnumbers^f(n)areknownastheFouriercoecientsoffatgivenfrequenciesormodesn.Whenfissmooth,thenthesecoecientsdecayveryquicklyandthereisnoprobleminestablishingconvergenceoftheFourierseriesP1n=�1^f(n)zn.Theissuebecomesmoresubtleiffisnotsmooth(forinstance,ifitismerelycontinuous),andonehastospecifythenatureofthisconvergence;infactasigni cantportionofharmonicanalysisisdevotedtothesetypesofquestions,andindevelopingtools(andestimates)thatcanaddressthem.ThegroupassociatedwiththisFourieranalysisisthecirclegroupT.Butthereisnowalsoasecondgroupwhichisimportanthere,whichistheintegergroupZ;thisgroupindexesthetypeofsymmetriesavailableontheoriginalgroupT(foreachintegern2Z,onehasanotionofarotationallysymmetricfunctionofordernonT),andisknownasthePontryagindualtoT.(Inthepreviousexamples,theunderlyinggroupanditsPontryagindualwerethesame.)Inthetheoryofpartialdi erentialequationsandinrelatedareasofharmonicanalysis,themostimportantFouriertransformisthatonaEuclideanspaceRd.Amongallfunctionsf:Rd!C,therearetheplanewavesf(x)=ce2ix,where2Rdisavector(knownasthefrequencyoftheplanewave),xisthedotproductbetweenthepositionxandthefrequency,andcisacomplexnumber(whosemagnitudeistheamplitudeoftheplanewave).Itturnsoutthatifafunctionfissuciently\nice"(e.g.smoothandrapidlydecreasing),thenitcanberepresenteduniquelyasthesuperpositionofplanewaves,wherea\superposition"isinterpreted 4TERENCETAOHerewehaveinterchangedtheLaplacianwithanintegral;thiscanberigourouslyjusti edforsuitablynicef,butweomitthedetails.Sincefhasauniquerepre-sentationRRdcf()e2ixd,weconcludethatcf()=(�4jj2)^f();thisidentitycanalsobederiveddirectlyfromthede nitionoftheFouriertransformandfromintegrationbyparts.ThisidentityshowsthattheFouriertransformdiagonalizestheLaplacian;theoperationoftakingtheLaplacian,whenviewedusingtheFouriertransform,isnothingmorethanamultiplicationoperatorbyanexplicitmultiplier,inthiscasethefunction�4jj2;thisquantitycanalsobeinterpretedastheenergylevelassociated4tothefrequency.Inotherwords,theLaplaciancanbeviewedasaFouriermultiplier.ThisviewpointallowsonetomanipulatetheLaplacianveryeasily.Forinstance,wecaniteratetheaboveformulatocomputehigherpowersoftheLaplacian:dnf()=(�4jj2)n^f()forn=0;1;2;:::Indeed,thisnowsuggestsawaytodevelopmoregeneralfunctionsoftheLaplacian,forinstanceasquareroot:\p �f()=p 4jj2^f():Thisleadstothetheoryoffractionaldi erentialoperators(whichareinturnaspecialcaseofpseudodi erentialoperators),aswellasthemoregeneraltheoryoffunctionalcalculus,inwhichonestartswithagivenoperator(suchastheLapla-cian)andthenstudiesvariousfunctionsofthatoperator,suchassquareroots,exponentials,inverses,andsoforth.Astheabovediscussionshows,theFouriertransformcanbeusedtodevelopanumberofinterestingoperations,whichhaveparticularimportanceinthetheoryofdi erentialequations.Toanalyzetheseoperationse ectivelyoneneedsvariousestimatesontheFouriertransform,forinstanceknowinghowthesizeofafunctionf(insomenorm)relatestothesizeofitsFouriertransform(perhapsinadi er-entnorm).OneparticularlyimportantandstrikingestimateofthistypeisthePlancherelidentityZRdjf(x)j2dx=ZRdj^f()j2dwhichshows,amongotherthings,thattheFouriertransformisinfactaunitaryoperation,andsoonecanviewthefrequencyspacerepresentationofafunctionasbeinginsomesensea\rotation"ofthephysicalspacerepresentation.DevelopingfurtherestimatesrelatedtotheFouriertransformandassociatedoperatorsisamajorcomponentofharmonicanalysis.AvariantofthePlancherelidentityistheconvolutionformulaZRdf(y)g(x�y)dy=ZRd^f()^g()e2ixd:Thisformulaallowsonetoanalyzetheconvolutionfg(x):=RRdf(y)g(x�y)dyoftwofunctionsf;gintermsoftheirFouriertransform;inparticular,ifforghavesmallFouriercoecientsthenweexpecttheirconvolutionfgtoalsobesmall. 4Whentakingthisperspective,itiscustomarytoreplaceby�inordertomaketheenergiespositive.