Return to computing page for the first course APMA0330
Return to computing page for the second course APMA0340
Return to computing page for the fourth course APMA0360
Return to Mathematica tutorial for the first course APMA0330
Return to Mathematica tutorial for the second course APMA0340
Return to Mathematica tutorial for the fourth course APMA0360
Return to the main page for the course APMA0330
Return to the main page for the course APMA0340
Return to the main page for the course APMA0360
Introduction to Linear Algebra with Mathematica
Glossary
Preface
The inverse Fourier transform is traditionally understood as a limit process that reconstructs a function f from its frequency-domain representation ℱ[f]. In the classical setting of 𝔏¹(ℝ) or 𝔏²(ℝ), this inversion is expressed through an oscillatory integral whose convergence is subtle and, in general, not absolutely guaranteed. Cesàro summation—specifically the (C,1) method—provides a powerful regularization technique that stabilizes this inversion process (see section).
Inverse Fourier transform
In the previous section, we showed that the Fourier operator maps 𝔏¹(ℝ) into &Cfrl;₀(ℝ), the space of continuous functions vanishing at infinity. Generally speaking, the image of arbitrary function with respect to the Fourier transformation does not belong to 𝔏¹.For instance, the function
Let \[ f_N (x) = \frac{1}{2\pi} \int_{-N}^N F(\xi )\,e^{{\bf j}\xi x} {\text d} \xi , \] where N is some positive number. Substituting instead of F(ξ) its Fourier integral, we obtain \[ f_N (x) = \frac{1}{2\pi} \int_{-N}^N {\text d} \xi \int_{-\infty}^{\infty} f(u)\,e^{-{\bf j}\xi \left( u-x \right)} {\text d} u . \] Since \[ \left\vert f(u)\,e^{-{\bf j}\xi \left( u-x \right)} \right\vert \leqslant \left\vert f(u) \right\vert \] we can exchange order of integration and perform integration with respect to ξ. Hence, improper integral converges uniformly over ξ and we get \begin{align*} f_N (x) &= \frac{1}{2\pi} \int_{-\infty}^{\infty} f(u)\,{\text d}u \int_{-N}^N {\text d} \xi \,e^{-{\bf j}\xi \left( u-x \right)} \\ &= \frac{1}{2\pi} \int_{-\infty}^{\infty} {\text d}u\,f(u)\left. \frac{e^{-{\bf j}\xi \left( u-x \right)}}{{\bf j} \left( u-x \right)} \right\vert_{\xi = -M}^{\xi = N} \\ &= \frac{1}{\pi} \int_{-\infty}^{\infty} f(u)\,\frac{\sin N\left( u-x \right)}{u-x}\,{\text d} u . \end{align*} Changing variable of integration as t = u − x in the latter, we obtain \[ f_N (x) = \frac{1}{\pi} \int_{-\infty}^{\infty} f(x+t)\,\frac{\sin Nt}{t}\,{\text d} t . \] It is well-known that \[ \int_0^{\infty} \frac{\sin \alpha x}{x}\,{\text d}x = \mbox{sign}\alpha \cdot \frac{\pi}{2} , \]
Subtraction yields \[ f_N (x) - f(x) = \frac{1}{\pi} \int_{-\infty}^{\infty} \left[ f(x+t) - f(x) \right] \frac{\sin Nt}{t}\,{\text d} t . \] This integral can be broken into three parts: \begin{align*} f_N (x) - f(x) &= \frac{1}{\pi} \int_{|t| \le A} \frac{f(x+t) - f(x)}{t}\, \sin (Nt)\,{\text d}t \\ &\quad + \frac{1}{\pi} \int_{|t| > A} \frac{f(x+t)}{t}\,\sin (Nt)\,{\text d}t - \frac{f(x)}{\pi} \int_{|t| > A} \frac{\sin Nt}{t}\,{\text d}t . \tag{P1.1} \end{align*} For any ε > 0, one can find the value of A > 1 such that the second term in Eq.(P1.1) will be less than ε/3 in modulos because \[ \left\vert \frac{\sin Nt}{t} \right\vert \leqslant 1 \qquad\mbox{for } \ |t| \ge 1 , \] and function f(x + t) ∈ 𝔏¹ in any variable (x or t). The last integral in Eq.(P1.1) aslo could be made less than ε/3 in absolute value for some A because the improper integral \[ \int_{-\infty}^{\infty} \frac{\sin Nt}{t}\,{\text d}t \] converges uniformly with respect to N ≥ 1. Dini's condition guarantees absolute integrability of function \[ \psi (t) - \begin{cases} \frac{f(x+t) - f(x)}{t} , &\quad |t| \le A , \\ 0, &\quad |t| > A . \end{cases} \] Then from the Riemann-Lebesgue lemma, it follows that \[ \lim_{N\to\infty} \int_{-\infty}^{\infty} \psi (t)\,\sin Nt\,{\text d}t = 0 \] This means that the absolute value of the first integral in Eq.(P1.1)can also be made less than ε/3. This means that for any ε > 0 we can find number N₀ starting from which we observe \[ \left\vert f_N (x) - f(x) \right\vert < \varepsilon . \] Hence, we obtain \[ \lim_{N\to\infty} f_N (x) = f(x) , \]
- The set S is bounded above if there is a number M such that M ≥ x for all x ∈ S. The number M is called an upper bound of S.
- The set S is bounded below if there exists a number m such that m ≤ x for all x ∈ S. The number m is called a lower bound of S.
- The set S is bounded if it is bounded above and below. Equivalently S is bounded if there exists a number r such that |x| ≤ r for all x ∈ S. The number r is called a bound for S.
- Suppose that S is bounded above. A number β is the supremum of S if β is an upper bound of S and there is no number less than β that is an upper bound of S. We write β = sup S.
- Suppose that S is bounded below. A number α is the infimum of S if α is a lower bound of S and there is no number greater than α that is a lower bound of S. We write α = inf S.
We show that the Dirichlet function f defined by \[ f(x) = \begin{cases} 1, & \quad \mbox{if $x$ is rational}, \\ 0, & \quad \mbox{if $x$ is irrational}. \end{cases} \] is not of bounded variation on any interval.
Let n ∈ ℤ and n > 0. Let [𝑎, b] be a closed interval in ℝ. We construct a partition P = {x₀, x₁, … , xn+2} of [𝑎, b] such that V(f, [𝑎, b]) ≥ ∑n+2i=1 |f(xi) − f(xi−1)| > n as follows.
Recall that by definition x₀ = 𝑎. It is known that between any two real numbers there is a rational number and an irrational number. Take x₁ to be an irrational number between 𝑎 and b. Then take x₂ to be a rational number between x₁ and b. Continue like this, taking x2i+1 to be an irrational number between x2i and b, and x2i to be a rational number between x2i−1 and b. Finally xn+2 = b. Thus, we have created a partition that begins with 𝑎 and then alternates between rational and irrational numbers, until it finally ends with b. Now consider the sum ∑n+2i=1 |f(xi) − f(xi−1)|, which we know is at most the variation of f on [𝑎, b]. Hence, \begin{align*} V(f, [a,b]) &\ge \sum_{i=1}^{n+2} \left\vert f(x_i ) - f(x_{i-1}) \right\vert \\ &\ge \sum_{i=2}^{n+1} \left\vert f(x_i ) - f(x_{i-1}) \right\vert \\ &= \left\vert f(x_2 ) - f(x_1 ) \right\vert + \cdots + \left\vert f(x_{n+1}) - f(x_n ) \right\vert \\ &= \left\vert 1-0 \right\vert + \left\vert 0-1 \right\vert + \cdots + \left\vert 1-0 \right\vert \\ &= 1 + 1 + 1 + \cdots + 1 \\ &= n . \end{align*} Thus, V(f, [𝑎, b]) is arbitrarily large, and so V(f, [𝑎, b]) = ∞. ■
We begin by making a partition of [0, 1]. We assume, without loss of generality, that the number of partition points is even, so n is even. We make our partition as follows: xₙ = 1, xn−(2k+1) = 1/(k+3), xn−2k = 2/(2k+3), for k = 1, 2, … and x₀ = 0.
Then \begin{align*} V(f, [0,1]) &\ge \sum_{i=1}^n \left\vert f(x_i ) - f(x_{i-1}) \right\vert \\ &\ge \sum_{i=1}^{n/2} \left\vert f(x_i ) - f(x_{i-1}) \right\vert . \end{align*} That is to say that we remove every other interval from the sum. Over the remaining intervals, our function has some convenient properties. The intervals we are now considering have the form [1/(k + 3), 2/(2k + 3)]. Also notice that \( \displaystyle \quad |f (2/(2k + 3))| = \sqrt[3]{2/(2k + 3)} \quad \) and f(1/(k + 3)) = 0. Because \( \displaystyle \ \sqrt[3]{x} \ \) is an increasing function, sin(π/x) is the only component affecting when f is increasing or decreasing. Knowing how the sine function behaves we can see that f is monotone on each interval of the form [1/(k + 3), 2/((2k + 3)]. Thus, \begin{align*} V(f, [0,1]) &\ge \sum_{i=1}^{n/2} \left\vert f(x_{2i}) - f(x_{2i-1}) \right\vert \\ &= \sum_{i=1}^n \left\vert f(1/(k+3)) - f(2/(2k+3)) \right\vert \\ &= \sum_{i=1}^n \left\vert \sqrt[3]{\frac{2}{2k+3}} \right\vert = \sum_{i=1}^n \frac{\sqrt[3]{2}}{\sqrt[3]{2k+3}} . \end{align*} Notice that each term is smaller than the last, since the denominator is getting larger as k increases. Hence, \[ \sum_{i=1}^n \frac{\sqrt[3]{2}}{\sqrt[3]{2k+3}} \ge \sum_{i=1}^n \frac{1}{\sqrt[3]{k+3}} = \sum_{i=2}^{n+1} \frac{1}{\sqrt[3]{k}} . \] This is a p-series, with p = 1/3, so we know that it diverges. This means that by choosing n large enough we can make the sum \[ \sum_{i=1}^n \frac{\sqrt[3]{2}}{\sqrt[3]{2k+3}} \] as large as we like and thus V(f, [0, 1]) = ∞. Thus, though the function is continuous it is not of bounded variation on [0, 1]. ■
Return to Mathematica page
Return to the main page (APMA0340)
Return to the Part 1 Basic Concepts
Return to the Part 2 Fourier Series
Return to the Part 3 Integral Transformations
Return to the Part 4 Parabolic PDEs
Return to the Part 5 Hyperbolic PDEs
Return to the Part 6 Elliptic PDEs
Return to the Part 6P Potential Theory
Return to the Part 7 Numerical Methods