The Azimuth Project
Harmonic analysis (Rev #1)

Idea
Fourier series
- Definition
- Order of Magnitude of Fourier Coefficients
References

Idea

Harmonic analysis is the study of certain abstractions of Fourier series and transformations, that is the study of the representations of periodic functions as sums of basis functions.

This page will collect definitions, theorems and references that are scattered and heterogeneous throughout the literature.

The main reference for this page is the classic textbook of Katznelson, see references.

Fourier series

Definition

In one dimension we define the torus $\mathbb{T} := \mathbb{R} / 2 \pi \mathbb{Z}$ , and define nth Fourier coefficient of a function $f \in L^1(\mathbb{T})$ , that is

f: \mathbb{T} \to \mathbb{C} \; \; \| f \|_{L_1} := \int_{\mathbb{T}} |f(t)| d t \lt \infty

\hat f(n) := \frac{1}{2 \pi} \int_{\mathbb{T}} f(t) e^{- i n t} d t

The Fourier series $S[f]$ of $f$ is defined to be

S[f] := \sum_{- \infty}^{\infty} \hat f(n) e^{i n t}

Order of Magnitude of Fourier Coefficients

With additional assumptions about the differentiability of a function it is possible to prove asymptotic properties of the Fourier coefficients:

Polynomial Asymptotics

For a function $f$ that is k-times differentiable with $f^{(k)}$ absolutely continuous, we have

| \hat f(n)| \leq \min_{1 \le j \le k} \frac{ \|f^{(j)} \|_{L_1} }{|n^j|}

This is theorem 4.4 in Katznelson.

Theorems like this are used to prove that algorithms using spectral methods have exponentially fast convergence when approximating smooth functions.

References

Yitzhak Katznelson: An introduction to harmonic analysis. 3rd ed. (Cambridge University Press, 2004, ZMATH)

category: mathematical methods

Revision from March 3, 2011 08:47:19 by Tim van Beek

The Azimuth Project Harmonic analysis (Rev #1)