The Fourier transform #
We set up the Fourier transform for complex-valued functions on finite-dimensional spaces.
Design choices #
In namespace VectorFourier
, we define the Fourier integral in the following context:
π
is a commutative ring.V
andW
areπ
-modules.e
is a unitary additive character ofπ
, i.e. anAddChar π Circle
.ΞΌ
is a measure onV
.L
is aπ
-bilinear formV Γ W β π
.E
is a complete normedβ
-vector space.
With these definitions, we define fourierIntegral
to be the map from functions V β E
to
functions W β E
that sends f
to
fun w β¦ β« v in V, e (-L v w) β’ f v βΞΌ
,
This includes the cases W
is the dual of V
and L
is the canonical pairing, or W = V
and L
is a bilinear form (e.g. an inner product).
In namespace Fourier
, we consider the more familiar special case when V = W = π
and L
is the
multiplication map (but still allowing π
to be an arbitrary ring equipped with a measure).
The most familiar case of all is when V = W = π = β
, L
is multiplication, ΞΌ
is volume, and
e
is Real.fourierChar
, i.e. the character fun x β¦ exp ((2 * Ο * x) * I)
(for which we
introduce the notation π
in the locale FourierTransform
).
Another familiar case (which generalizes the previous one) is when V = W
is an inner product space
over β
and L
is the scalar product. We introduce two notations π
for the Fourier transform in
this case and πβ» f (v) = π f (-v)
for the inverse Fourier transform. These notations make
in particular sense for V = W = β
.
Main results #
At present the only nontrivial lemma we prove is fourierIntegral_continuous
, stating that the
Fourier transform of an integrable function is continuous (under mild assumptions).
Fourier theory for functions on general vector spaces #
The Fourier transform integral for f : V β E
, with respect to a bilinear form L : V Γ W β π
and an additive character e
.
Equations
- VectorFourier.fourierIntegral e ΞΌ L f w = β« (v : V), e (-(L v) w) β’ f v βΞΌ
Instances For
The uniform norm of the Fourier integral of f
is bounded by the LΒΉ
norm of f
.
The Fourier integral converts right-translation into scalar multiplication by a phase factor.
In this section we assume π, V
, W
have topologies,
and L
, e
are continuous (but f
needn't be).
This is used to ensure that e (-L v w)
is (a.e. strongly) measurable. We could get away with
imposing only a measurable-space structure on π (it doesn't have to be the Borel sigma-algebra of
a topology); but it seems hard to imagine cases where this extra generality would be useful, and
allowing it would complicate matters in the most important use cases.
For any w
, the Fourier integral is convergent iff f
is integrable.
Alias of VectorFourier.fourierIntegral_convergent_iff
.
For any w
, the Fourier integral is convergent iff f
is integrable.
The Fourier integral of an L^1
function is a continuous function.
The Fourier transform satisfies β« π f * g = β« f * π g
, i.e., it is self-adjoint.
Version where the multiplication is replaced by a general bilinear form M
.
The Fourier transform satisfies β« π f * g = β« f * π g
, i.e., it is self-adjoint.
Fourier theory for functions on π
#
The Fourier transform integral for f : π β E
, with respect to the measure ΞΌ
and additive
character e
.
Equations
- Fourier.fourierIntegral e ΞΌ f w = VectorFourier.fourierIntegral e ΞΌ (LinearMap.mul π π) f w
Instances For
The uniform norm of the Fourier transform of f
is bounded by the LΒΉ
norm of f
.
The Fourier transform converts right-translation into scalar multiplication by a phase factor.
The standard additive character of β
, given by fun x β¦ exp (2 * Ο * x * I)
.
Equations
- Real.fourierChar = { toFun := fun (z : β) => Circle.exp (2 * Real.pi * z), map_zero_eq_one' := Real.fourierChar.proof_2, map_add_eq_mul' := Real.fourierChar.proof_3 }
Instances For
The standard additive character of β
, given by fun x β¦ exp (2 * Ο * x * I)
.
Equations
- FourierTransform.Β«termπΒ» = Lean.ParserDescr.node `FourierTransform.Β«termπΒ» 1024 (Lean.ParserDescr.symbol "π")
Instances For
The Fourier integral is well defined iff the function is integrable. Version with a general
continuous bilinear function L
. For the specialization to the inner product in an inner product
space, see Real.fourierIntegral_convergent_iff
.
The Fourier transform of a function on an inner product space, with respect to the standard
additive character Ο β¦ exp (2 i Ο Ο)
.
Equations
- Real.fourierIntegral f w = VectorFourier.fourierIntegral Real.fourierChar MeasureTheory.volume (innerβ V) f w
Instances For
The inverse Fourier transform of a function on an inner product space, defined as the Fourier transform but with opposite sign in the exponential.
Equations
- Real.fourierIntegralInv f w = VectorFourier.fourierIntegral Real.fourierChar MeasureTheory.volume (-innerβ V) f w
Instances For
The Fourier transform of a function on an inner product space, with respect to the standard
additive character Ο β¦ exp (2 i Ο Ο)
.
Equations
- FourierTransform.termπ = Lean.ParserDescr.node `FourierTransform.termπ 1024 (Lean.ParserDescr.symbol "π")
Instances For
The inverse Fourier transform of a function on an inner product space, defined as the Fourier transform but with opposite sign in the exponential.
Equations
- FourierTransform.Β«termπβ»Β» = Lean.ParserDescr.node `FourierTransform.Β«termπβ»Β» 1024 (Lean.ParserDescr.symbol "πβ»")
Instances For
Alias of Real.fourierIntegral_real_eq
.