A multi-index of dimension n: an n-tuple $\vec{\alpha} = (\alpha^1, \dots, \alpha^n)$
of non-negative integers, encoded as a function Fin n → ℕ.
Instances For
The order of a multi-index $\vec{\alpha}$: $|\vec{\alpha}| := \alpha^1 + \cdots + \alpha^n$.
Instances For
The monomial $x^{\vec{\alpha}} := (x^1)^{\alpha^1} \cdots (x^n)^{\alpha^n}$ for $x \in \mathbb{C}^n$ and multi-index $\vec{\alpha}$.
Instances For
The differential operator $\partial_{\vec{\alpha}} := \partial_1^{\alpha^1} \cdots \partial_n^{\alpha^n}$ associated to a multi-index $\vec{\alpha}$.
Instances For
The complex $L^2$ inner product on $\mathbb{R}$: $\langle f, g \rangle := \int_{\mathbb{R}} f(x) \overline{g(x)}\, dx$.
Instances For
The complex $L^2$ norm on $\mathbb{R}$: $\|f\| := \langle f, f \rangle^{1/2}$.
Instances For
For $f \in L^1(\mathbb{R})$, the Fourier transform is pointwise bounded: $|\hat{f}(\xi)| \le \|f\|_{L^1}$ (part of Lemma 2.0.1).
For $f \in L^1(\mathbb{R})$, the Fourier transform $\hat{f}$ is continuous (part of Lemma 2.0.1).
Riemann–Lebesgue: for $f \in L^1(\mathbb{R})$, $\hat{f}(\xi) \to 0$ as $|\xi| \to \infty$. This is the vanishing-at-infinity property in the definition of $C_0$.
Lemma 2.0.1 (combined form): if $f \in L^1(\mathbb{R})$ then $\hat{f}$ is continuous, satisfies $\|\hat{f}\|_{C_0} \le \|f\|_{L^1}$, and vanishes at infinity.
Translation/modulation duality (Theorem 2.1 (2.0.19a) in 1D): $(\tau_y f)^{\wedge}(\xi) = e^{-2\pi i \xi y} \hat{f}(\xi)$.
Modulation/translation duality (Theorem 2.1 (2.0.19b) in 1D): if $h(x) = e^{2\pi i \eta x} f(x)$ then $\hat{h}(\xi) = \hat{f}(\xi - \eta)$.
Dilation (Theorem 2.1 (2.0.19c) in 1D): if $h(x) = f(t^{-1} x)$ then $\hat{h}(\xi) = |t|\, \hat{f}(t \xi)$.
Convolution maps to product (Theorem 2.1 (2.0.19d) in 1D): $(f * g)^{\wedge}(\xi) = \hat{f}(\xi)\, \hat{g}(\xi)$.
Differentiation in frequency (Theorem 2.1 (2.0.19e) in 1D, order 1): $\dfrac{d}{d\xi}\hat{f}(\xi) = [(-2\pi i x) f(x)]^{\wedge}(\xi)$, under integrability of $f$ and $x f(x)$.
Derivative becomes multiplication (Theorem 2.1 (2.0.19f) in 1D, order 1): $(f')^{\wedge}(\xi) = 2\pi i \xi\, \hat{f}(\xi)$, when $f, f' \in L^1$, $f$ is differentiable and vanishes at infinity.
Conjugation identity (Theorem 2.1 (2.0.19g) in 1D, first half): $\overline{\hat{f}}(\xi) = (\bar{f})^{\vee}(\xi)$.
Conjugation identity (Theorem 2.1 (2.0.19g) in 1D, second half): $\overline{f^{\vee}}(\xi) = (\bar{f})^{\wedge}(\xi)$.
$n$-dimensional translation identity (Theorem 2.1 (2.0.19a)): $(\tau_y f)^{\wedge}(\xi) = e^{-2\pi i \xi \cdot y}\, \hat{f}(\xi)$.
$n$-dimensional modulation identity (Theorem 2.1 (2.0.19b)): if $h(x) = e^{2\pi i \eta \cdot x} f(x)$ then $\hat{h}(\xi) = \hat{f}(\xi - \eta)$.
$n$-dimensional convolution identity (Theorem 2.1 (2.0.19d)): $(f * g)^{\wedge}(\xi) = \hat{f}(\xi)\, \hat{g}(\xi)$, given joint integrability of the relevant uncurried integrand.
Continuity of the exponential kernel $e^{-2\pi i (\text{update } \xi\, i\, t) \cdot x}$
viewed as a function of x.
Partial derivative of $\hat{g}(\xi)$ in the $i$-th frequency coordinate equals the Fourier transform of $-2\pi i x_i\, g(x)$ at $\xi$ (a key step in Theorem 2.1 (2.0.19e)).
Helper: if $|x_i|^k\, g(x)$ is integrable, then $(-2\pi i x_i)^k\, g(x)$ is integrable.
Iterated partial differentiation in frequency yields multiplication in space: $\partial_i^k \hat{g}(\xi) = [(-2\pi i x_i)^k\, g(x)]^{\wedge}(\xi)$, under integrability of $|x_i|^j g(x)$ for all $j \le k$.
Multi-index version of Theorem 2.1 (2.0.19e): if all moments $x^{\vec{\alpha}} f$ with $|\vec{\alpha}| \le |\vec{\beta}|$ are in $L^1$, then $\partial_{\vec{\beta}}\hat{f}(\xi) = [(-2\pi i x)^{\vec{\beta}} f(x)]^{\wedge}(\xi)$.
Smoothness consequence of Theorem 2.1 (2.0.19e): if $x^{\vec{\alpha}} f \in L^1$ for all $|\vec{\alpha}| \le |\vec{\beta}|$ then $\hat{f} \in C^{|\vec{\beta}|}$.
Multiplying a smooth compactly supported function by a polynomial monomial $(-2\pi i x)^{\vec{\beta}}$ keeps it smooth and compactly supported.
Single partial derivative version of Theorem 2.1 (2.0.19f):
$(\partial_j g)^{\wedge}(\xi) = 2\pi i\, \xi_j\, \hat{g}(\xi)$, when g is differentiable,
integrable, has integrable partial derivative, and vanishes at infinity.
Unfolding equation for iteratedPartialDeriv: $\partial_j^{k+1} g$ is the one-variable
derivative along the $j$-th axis of $\partial_j^k g$.
The one-variable derivative along the $j$-th axis equals the Fréchet derivative applied to the standard basis vector $e_j$.
If g is $C^{k+1}$ then $\partial_j^k g$ is differentiable.
Iterated partial derivative version of Theorem 2.1 (2.0.19f):
$(\partial_j^k g)^{\wedge}(\xi) = (2\pi i\, \xi_j)^k\, \hat{g}(\xi)$,
under suitable smoothness, integrability and decay hypotheses on g and its lower-order
partial derivatives.
Multi-index version of Theorem 2.1 (2.0.19f): $(\partial_{\vec{\beta}} f)^{\wedge}(\xi) = (2\pi i\, \xi)^{\vec{\beta}}\, \hat{f}(\xi)$, under smoothness, integrability of $\partial_{\vec{\alpha}} f$ for $|\vec{\alpha}| \le |\vec{\beta}|$, and decay at infinity for $|\vec{\alpha}| \le |\vec{\beta}| - 1$.
$n$-dimensional dilation (Theorem 2.1 (2.0.19c)): if $h(x) = f(t^{-1} x)$ then $\hat{h}(\xi) = |t|^n\, \hat{f}(t \xi)$.
$n$-dimensional conjugation identity (Theorem 2.1 (2.0.19g), second half): $\overline{f^{\vee}}(\xi) = (\bar{f})^{\wedge}(\xi)$.
Combined statement of the main Fourier transform identities of Theorem 2.1: translation, modulation, dilation, convolution, derivative-versus-multiplication in both directions, and conjugation identities.
Bridge lemma: our 1D fourierTransform agrees with Mathlib's 𝓕.
mulByPoly f k has compact support whenever f does.
mulByPoly f k is integrable for smooth, compactly supported f.
$x \cdot (\text{mulByPoly}\, f\, k)(x)$ is integrable for smooth, compactly supported f.
For smooth, compactly supported f, the $k$-th derivative of $\hat{f}$ is the Fourier
transform of $(-2\pi i x)^k f(x)$ (iterated form of Theorem 2.1 (2.0.19e) in 1D).
For $f \in C_c^{\infty}(\mathbb{R})$, $\hat{f}$ is smooth (part of Proposition 2.0.2 in 1D).
Auxiliary inductive form of the rapid decay estimate for the 1D Fourier transform: for every $N \in \mathbb{N}$ and $f \in C_c^{\infty}(\mathbb{R})$, there exists $C > 0$ with $|\hat{f}(\xi)| \le C\,(1 + |\xi|)^{-N}$.
Rapid decay of $\hat{f}$ for $f \in C_c^{\infty}(\mathbb{R})$ (Proposition 2.0.2 in 1D): for every $N$ there exists $C_N > 0$ such that $|\hat{f}(\xi)| \le C_N\,(1 + |\xi|)^{-N}$.
Rapid decay of the $k$-th derivative of $\hat{f}$ for $f \in C_c^{\infty}(\mathbb{R})$ (derivative form of Proposition 2.0.2 in 1D).
For $f \in C_c^{\infty}(\mathbb{R})$, $\hat{f} \in L^1$ (part of Proposition 2.0.2 in 1D).
Bridge lemma identifying our fourierTransformND with Mathlib's $\mathcal{F}$ via the
$L^2$ Euclidean-space identification.
Rapid decay estimate for the $n$-dimensional Fourier transform via the Schwartz seminorm machinery: for $f \in C_c^{\infty}(\mathbb{R}^n)$ and every $N$ there exists $C_N > 0$ with $|\hat{f}(\xi)| \le C_N (1 + \|\xi\|)^{-N}$.
Rapid decay of $\hat{f}$ for $f \in C_c^{\infty}(\mathbb{R}^n)$ (Proposition 2.0.2): for every $N$ there exists $C_N > 0$ such that $|\hat{f}(\xi)| \le C_N\,(1 + \|\xi\|)^{-N}$.
Rapid decay of every derivative $\partial_{\vec{\beta}} \hat{f}$ for $f \in C_c^{\infty}(\mathbb{R}^n)$ (derivative form of Proposition 2.0.2).
For $f \in C_c^{\infty}(\mathbb{R}^n)$, the Fourier transform $\hat{f}$ is smooth (part of Proposition 2.0.2).
For $f \in C_c^{\infty}(\mathbb{R}^n)$, $\hat{f} \in L^1$ (part of Proposition 2.0.2).
1D Gaussian Fourier transform (Proposition 3.0.3, real parameter): $\mathcal{F}\!\left[e^{-\pi a x^2}\right](\xi) = a^{-1/2}\, e^{-\pi \xi^2 / a}$ for $a > 0$.
$n$-dimensional Gaussian Fourier transform (Proposition 3.0.3, real parameter): $\mathcal{F}\!\left[e^{-\pi a |x|^2}\right](\xi) = a^{-n/2}\, e^{-\pi |\xi|^2 / a}$ for $a > 0$.
$n$-dimensional Gaussian Fourier transform with complex parameter $z = a + ib$ ($a > 0$, $b \ne 0$): $\mathcal{F}\!\left[e^{-\pi z |x|^2}\right](\xi) = z^{-n/2}\, e^{-\pi |\xi|^2 / z}$ (Proposition 3.0.3, complex form).
Multiplication formula in 1D: $\int_{\mathbb{R}} \hat{f}(x)\, g(x)\, dx = \int_{\mathbb{R}} f(x)\, \hat{g}(x)\, dx$ for $f, g \in L^1$.
1D inner-product swap identity: $\langle \hat{f}, g \rangle = \langle f, g^{\vee} \rangle$ for $f, g \in L^1$.
Combined 1D multiplication and inner-product swap identities.
Pointwise version of the bridge fourierTransform_eq_mathlib.
Pointwise bridge: our 1D inverseFourierTransform agrees with Mathlib's 𝓕⁻.
1D Fourier inversion: $(f^{\wedge})^{\vee}(x) = f(x)$ for continuous $f \in L^1$ with $\hat{f} \in L^1$.
1D reverse Fourier inversion: $(f^{\vee})^{\wedge}(x) = f(x)$ for continuous $f \in L^1$ with $f^{\vee} \in L^1$.
1D Plancherel preparation: under integrability and $L^2$ hypotheses for $f$, the Fourier transform $\hat{f}$ also lies in $L^2$.
1D Plancherel/Parseval identity: $\langle \hat{f}, \hat{g} \rangle = \langle f, g \rangle$ under suitable integrability, $L^2$, and continuity hypotheses on $f$ and $g$.
1D Plancherel norm identity: $\|\hat{f}\|_{L^2}^2 = \|f\|_{L^2}^2$.
Bridge identifying our $n$-dimensional fourierTransformND with Mathlib's $\mathcal{F}$
on the Euclidean space, via the $L^2$ identification.
Bridge identifying our $n$-dimensional inverseFourierTransformND with Mathlib's 𝓕⁻
on the Euclidean space.
$n$-dimensional Fourier inversion: $(\hat{f})^{\vee}(x) = f(x)$ for continuous $f \in L^1$ with $\hat{f} \in L^1$.
$n$-dimensional multiplication formula: $\int_{\mathbb{R}^n} \hat{f}(x)\, g(x)\, d^n x = \int_{\mathbb{R}^n} f(x)\, \hat{g}(x)\, d^n x$.
$n$-dimensional conjugation identity (Theorem 2.1 (2.0.19g), first half): $\overline{\hat{f}}(\xi) = (\bar{f})^{\vee}(\xi)$.
$n$-dimensional inner-product swap identity: $\langle \hat{f}, g \rangle = \langle f, g^{\vee} \rangle$.
$n$-dimensional pointwise bound (Lemma 2.0.1): $|\hat{f}(\xi)| \le \|f\|_{L^1}$ for $f \in L^1(\mathbb{R}^n)$.
$n$-dimensional continuity of $\hat{f}$ for $f \in L^1(\mathbb{R}^n)$ (Lemma 2.0.1).
$n$-dimensional Riemann–Lebesgue: $\hat{f}(\xi) \to 0$ as $|\xi| \to \infty$ for $f \in L^1(\mathbb{R}^n)$.
$n$-dimensional Lemma 2.0.1 (combined): for $f \in L^1(\mathbb{R}^n)$, $\hat{f}$ is bounded by $\|f\|_{L^1}$, continuous, and tends to $0$ at infinity.
$n$-dimensional Plancherel preparation: under integrability and $L^2$ hypotheses for $f$, the Fourier transform $\hat{f}$ also lies in $L^2$.
$n$-dimensional Plancherel/Parseval identity: $\langle \hat{f}, \hat{g} \rangle = \langle f, g \rangle$.
$n$-dimensional Plancherel norm identity: $\|\hat{f}\|_{L^2}^2 = \|f\|_{L^2}^2$.
Combined statement of the Plancherel theorem in $n$ dimensions: $\hat{f}, \hat{g} \in L^2$, $\langle \hat{f}, \hat{g} \rangle = \langle f, g \rangle$, and $\|\hat{f}\|_{L^2}^2 = \|f\|_{L^2}^2$.
Proposition 2.0.2: for $f \in C_c^{\infty}(\mathbb{R}^n)$, $\hat{f}$ is smooth, rapidly decaying at infinity together with all its derivatives, and lies in $L^1$.