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Harmonic analysis (Rev #2, changes)

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Contents

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 𝕋:=/2π\mathbb{T} := \mathbb{R} / 2 \pi \mathbb{Z}, and define nth Fourier coefficient of a function fL 1(𝕋)f \in L^1(\mathbb{T}), that is

f:𝕋andf L 1:= 𝕋|f(t)|dt< f: \mathbb{T} \to \mathbb{C} \; \text{and} \; \| f \|_{L_1} := \int_{\mathbb{T}} |f(t)| d t \lt \infty

as

f^(n):=12π 𝕋f(t)e intdt \hat f(n) := \frac{1}{2 \pi} \int_{\mathbb{T}} f(t) e^{- i n t} d t

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

S[f]:= f^(n)e int 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 ff that is k-times differentiable with f (k)f^{(k)} absolutely continuous, we have

|f^(n)|min 1jkf (j) L 1|n j| | \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)