diff --git a/Mathematics/4th/Harmonic_analysis/Harmonic_analysis.tex b/Mathematics/4th/Harmonic_analysis/Harmonic_analysis.tex index 24d52ae..4040b60 100644 --- a/Mathematics/4th/Harmonic_analysis/Harmonic_analysis.tex +++ b/Mathematics/4th/Harmonic_analysis/Harmonic_analysis.tex @@ -75,10 +75,10 @@ Let $f,g\in L^1(\RR)$ and $\alpha,\beta\in\RR$. Then: \begin{enumerate} \item $\widehat{(\alpha f+\beta g)}(\xi)=\alpha\widehat{f}(\xi)+\beta \widehat{g}(\xi)$ - \item\label{HA:FTprop2} Let $h\in\RR$. We define $T_hf(x)=f(x+h)$. Then: $$\widehat{T_hf}(\xi)=\exp{2\pi\ii \xi h}\widehat{f}(\xi)$$ - \item\label{HA:FTprop3} If $g(x)=\exp{2\pi\ii x h}f(x)$, then: $$\widehat{g}(\xi)=\widehat{f}(\xi-h)$$ - \item\label{HA:FTprop4} If $\lambda\in\RR^*$, then: $$\frac{1}{\lambda}\widehat{f\left(\frac{x}{\lambda}\right)}(\xi)=\widehat{f}(\lambda\xi)$$ - \item\label{HA:FTprop5} If $g(x)=\overline{f(x)}$, then: $$\widehat{g}(\xi)=\overline{\widehat{f}(-\xi)}$$ + \item\label{HA:FTprop2} Let $h\in\RR$. We define $T_hf(x)=f(x+h)$. Then: $$\widehat{T_hf}(\xi)=\exp{2\pi\ii \xi h}\widehat{f}(\xi)$$ + \item\label{HA:FTprop3} If $g(x)=\exp{2\pi\ii x h}f(x)$, then: $$\widehat{g}(\xi)=\widehat{f}(\xi-h)$$ + \item\label{HA:FTprop4} If $\lambda\in\RR^*$, then: $$\frac{1}{\lambda}\widehat{f\left(\frac{x}{\lambda}\right)}(\xi)=\widehat{f}(\lambda\xi)$$ + \item\label{HA:FTprop5} If $g(x)=\overline{f(x)}$, then: $$\widehat{g}(\xi)=\overline{\widehat{f}(-\xi)}$$ \end{enumerate} \end{proposition} \begin{sproof} @@ -139,12 +139,12 @@ $$\lim_{n\to\infty}f^{(k-1)}(a_n)=\lim_{n\to\infty}f^{(k-1)}(b_n)=0$$ Hence using integration by parts: \begin{align*} - \widehat{f^{(k)}}(\xi) & =\lim_{n\to\infty}\int_{a_n}^{b_n} f^{(k)}(x)\exp{-2\pi\ii \xi x}\dd{x} \\ + \widehat{f^{(k)}}(\xi) & =\lim_{n\to\infty}\int_{a_n}^{b_n} f^{(k)}(x)\exp{-2\pi\ii \xi x}\dd{x} \\ \begin{split} - & =\lim_{n\to\infty} f^{(k-1)}(x)\exp{-2\pi\ii \xi x}\Big|_{a_n}^{b_n}\dd{x} + \\ - & \hspace{2cm}+2\pi\ii \xi\lim_{n\to\infty}\int_{a_n}^{b_n}f^{(k-1)}(x)\exp{-2\pi\ii \xi x}\dd{x} + & =\lim_{n\to\infty} f^{(k-1)}(x)\exp{-2\pi\ii \xi x}\Big|_{a_n}^{b_n}\dd{x} + \\ + & \hspace{2cm}+2\pi\ii \xi\lim_{n\to\infty}\int_{a_n}^{b_n}f^{(k-1)}(x)\exp{-2\pi\ii \xi x}\dd{x} \end{split} \\ - & =\left(2\pi\ii \xi\right)\widehat{f^{(k-1)}}(n) \\ + & =\left(2\pi\ii \xi\right)\widehat{f^{(k-1)}}(n) \\ & ={\left(2\pi\ii \xi\right)}^k\widehat{f}(\xi) \end{align*} \end{proof} @@ -310,7 +310,7 @@ \begin{multline*} \lim_{R\to \infty}\sup_{\abs{x}\geq \delta}F_R(x)=\lim_{t\to 0}\sup_{\abs{x}\geq \delta}P_t(x)=\\=\lim_{t\to 0}\sup_{\abs{x}\geq \delta}W_t(x)=0 \end{multline*} - \item\label{HA:propsKernelsitem4} For all $\delta>0$, we have: + \item\label{HA:propsKernelsitem4} For all $\delta>0$, we have: \begin{multline*} \lim_{R\to \infty}\int_{\abs{x}\geq \delta}F_R(x)\dd{x}=\lim_{t\to 0}\int_{\abs{x}\geq \delta}P_t(x)\dd{x}=\\=\lim_{t\to 0}\int_{\abs{x}\geq \delta}W_t(x)\dd{x}=0 \end{multline*} @@ -371,8 +371,8 @@ & \leq\int_{-\infty}^{\infty}\!\!{\left[\int_{-\infty}^{\infty}\!{\phi_\varepsilon(\vf{y})}^p\abs{f(\vf{x}-\vf{y})-f(\vf{x})}^p\dd{\vf{x}}\right]}^{\!\frac{1}{p}}\!\!\dd{\vf{y}} \\ & = \int_{-\infty}^{\infty}\phi_\varepsilon(\vf{y})\norm{f-T_{-\vf{y}}f}_p\dd{\vf{y}} \\ \begin{split} - & \leq \int_{\abs{\vf{y}}< \delta}\phi_\varepsilon(\vf{y})\norm{f-T_{-\vf{y}}f}_p\dd{\vf{y}}+ \\ - & \hspace{3cm}+2\norm{f}_p\int_{\abs{\vf{y}}\geq\delta}\phi_\varepsilon(\vf{y})\dd{\vf{y}} + & \leq \int_{\abs{\vf{y}}< \delta}\phi_\varepsilon(\vf{y})\norm{f-T_{-\vf{y}}f}_p\dd{\vf{y}}+ \\ + & \hspace{3cm}+2\norm{f}_p\int_{\abs{\vf{y}}\geq\delta}\phi_\varepsilon(\vf{y})\dd{\vf{y}} \end{split} \end{align*} Given $\varepsilon>0$, by \mcref{HA:translated} $\exists\delta>0$ such that the first integral is bounded by $\varepsilon$. Now use this $\delta$ and \mcref{HA:propsKernelsitem4} to conclude that the second integral goes to 0 as $R\to\infty$. @@ -619,7 +619,7 @@ \begin{definition} Let $f\in L^2(\RR)$. We say that $f$ is \emph{bandlimited} if $\exists B\in\RR$ such that $\supp\widehat{f}\subseteq[-B,B]$. \end{definition} - \begin{theorem}[Nyquist-Shannon sampling theorem] + \begin{theorem}[Nyquist-Shannon sampling theorem]\label{HA:nyquistShannon} Let $f\in L^2(\RR)$ be bandlimited with constant $B$. Then: $$f(x)\overset{L^2}{=}\sum_{k\in\ZZ}f\left(\frac{k}{2B}\right)\frac{\sin(\pi(2Bx-k))}{\pi(2Bx-k)}$$ Moreover: $${\norm{f}_2}^2=\frac{1}{2B}\sum_{k\in\ZZ}\abs{f\left(\frac{k}{2B}\right)}^2$$ @@ -636,6 +636,9 @@ $${\norm{f}_2}^2={\norm{\widehat{f}}_2}^2=\frac{1}{2B}\sum_{k\in\ZZ}\abs{f\left(\frac{k}{2B}\right)}^2$$ because by a similar argument as before, the Fourier coefficients of $\widehat{f}(k)$ (thought as periodically extended) are $\frac{1}{2B}f\left(\frac{-k}{2B}\right)$. \end{proof} + \begin{remark} + In the context of signal processing, \mnameref{HA:nyquistShannon} tells us that if a function $f$ contains no frequencies higher than $B$ hertz, then it can be completely determined from its ordinates at a sequence of points spaced less than $\frac{1}{2B}$ seconds apart. + \end{remark} \subsubsection{Discrete Fourier transform} \begin{definition} Consider a function $f$ with support $\{0,\ldots,N-1\}$. We can think $f$ as: @@ -839,8 +842,8 @@ \begin{align*} \abs{\phi_\varepsilon(\varphi)-\delta_{\vf{0}}(\varphi)} & \leq \int_\Omega \abs{\phi_\varepsilon(x)}\abs{\varphi(\vf{x})-\varphi(\vf{0})}\dd{\vf{x}} \\ \begin{split} - & =\int_{\norm{\vf{x}}<\delta} \abs{\phi_\varepsilon(x)}\abs{\varphi(\vf{x})-\varphi(\vf{0})}\dd{\vf{x}}+ \\ - & \hspace{1cm}+\int_{\norm{\vf{x}}\geq\delta} \abs{\phi_\varepsilon(x)}\abs{\varphi(\vf{x})-\varphi(\vf{0})}\dd{\vf{x}} + & =\int_{\norm{\vf{x}}<\delta} \abs{\phi_\varepsilon(x)}\abs{\varphi(\vf{x})-\varphi(\vf{0})}\dd{\vf{x}}+ \\ + & \hspace{1cm}+\int_{\norm{\vf{x}}\geq\delta} \abs{\phi_\varepsilon(x)}\abs{\varphi(\vf{x})-\varphi(\vf{0})}\dd{\vf{x}} \end{split} \end{align*} Now use the properties of approximation of identity to see that each interval goes to zero as $\varepsilon\to 0$. @@ -1063,15 +1066,15 @@ \begin{proof} Clearly $T*\psi$ is linear. Let $\varphi_n\overset{\mathcal{S}}{\longrightarrow}0$. Then, it suffices to see that $\tilde\psi*\varphi_n\overset{\mathcal{S}}{\longrightarrow}0$. For the sake of simplicity we only do the case $d=1$. For all $\alpha,\beta\in{\NN\cup\{0\}}$ we have: \begin{align*} - \abs{\vf{x}^\alpha \partial^\beta(\tilde\psi*\varphi_n)(\vf{x})} & =\abs{\vf{x}^\alpha (\partial^\beta\tilde\psi*\varphi_n)(\vf{x})} \\ - & \leq \int_{\RR^d} \abs{\vf{x}^\alpha \partial^\beta\psi(\vf{y})\varphi_n(\vf{x}-\vf{y})}\dd{\vf{y}} \\ + \abs{\vf{x}^\alpha \partial^\beta(\tilde\psi*\varphi_n)(\vf{x})} & =\abs{\vf{x}^\alpha (\partial^\beta\tilde\psi*\varphi_n)(\vf{x})} \\ + & \leq \int_{\RR^d} \abs{\vf{x}^\alpha \partial^\beta\psi(\vf{y})\varphi_n(\vf{x}-\vf{y})}\dd{\vf{y}} \\ \begin{split} - & \leq 2^m\!\!\int_{\RR^d}\!\abs{\vf{x}-\vf{y}}^\alpha \abs{\partial^\beta\psi(\vf{y})}\abs{\varphi_n(\vf{x}-\vf{y})}\!\dd{\vf{y}} \\ - & \quad\;+2^m\int_{\RR^d} \abs{\vf{y}}^\alpha\abs{\partial^\beta\psi(\vf{y})} \abs{\varphi_n(\vf{x}-\vf{y})}\dd{\vf{y}} \\ + & \leq 2^m\!\!\int_{\RR^d}\!\abs{\vf{x}-\vf{y}}^\alpha \abs{\partial^\beta\psi(\vf{y})}\abs{\varphi_n(\vf{x}-\vf{y})}\!\dd{\vf{y}} \\ + & \quad\;+2^m\int_{\RR^d} \abs{\vf{y}}^\alpha\abs{\partial^\beta\psi(\vf{y})} \abs{\varphi_n(\vf{x}-\vf{y})}\dd{\vf{y}} \\ \end{split} \\ \begin{split} - & \leq 2^m\sup_{\vf{x}\in\RR^d}\abs{\vf{x}}^\alpha\abs{\varphi_n(\vf{y})}\int_{\RR^d} \abs{\partial^\beta\psi(\vf{y})}\dd{\vf{y}} \\ - & \;\;\;+2^m\sup_{\vf{x}\in\RR^d}\abs{\varphi_n(\vf{y})}\int_{\RR^d} \abs{\vf{y}}^\alpha\abs{\partial^\beta\psi(\vf{y})}\dd{\vf{y}} \\ + & \leq 2^m\sup_{\vf{x}\in\RR^d}\abs{\vf{x}}^\alpha\abs{\varphi_n(\vf{y})}\int_{\RR^d} \abs{\partial^\beta\psi(\vf{y})}\dd{\vf{y}} \\ + & \;\;\;+2^m\sup_{\vf{x}\in\RR^d}\abs{\varphi_n(\vf{y})}\int_{\RR^d} \abs{\vf{y}}^\alpha\abs{\partial^\beta\psi(\vf{y})}\dd{\vf{y}} \\ \end{split} \end{align*} where in the second inequality we have used \mcref{HA:lemma_aMbM} with $m=\abs{\alpha}+1$. Note that this latter terms tend to zero as $n\to\infty$ because of the properties of the Schwartz space. @@ -1435,9 +1438,9 @@ \begin{align*} \begin{split} \widehat{f^2}+2\F{(\H(f\H f))} & =\int_{\RR} \widehat{f}(\eta)\widehat{f}(\xi-\eta)[1+m(\xi)\cdot \\ - & \hspace{2cm}\cdot(m(\xi-\eta)+m(\eta))]\dd{\eta} + & \hspace{2cm}\cdot(m(\xi-\eta)+m(\eta))]\dd{\eta} \end{split} \\ - & =\int_{\RR} \widehat{f}(\eta)\widehat{f}(\xi-\eta)m(\xi-\eta)m(\eta)\dd{\eta} \\ + & =\int_{\RR} \widehat{f}(\eta)\widehat{f}(\xi-\eta)m(\xi-\eta)m(\eta)\dd{\eta} \\ & =\widehat{\H f}*\widehat{\H f}=\widehat{(\H f)^2} \end{align*} where the second equality follows for all $\xi,\eta\in\RR^2\setminus\{(0,0)\}$