THEORY OF sours Introduction to the |m THEORY OF FOURIER INTEGRALS SECOND EDITION XFORD T THE CLARENDON PRESS a a ARR E. C. TITCHMARSHIn the early chapters Fourier’sintegral formula and associated formulae are proved under various conditions, and Plancherel’s theory of Fourier trans- forms and its extensions are given. The theory of conjugate functions, and general transformations of Fourier type, follows. Applications are then made to the evaluation of definite integrals; to the solution of differential equations such as those which occur in mathematical physies; and to the solution of integral equations, of which examples occur in pure mathematics, and also in probability and statistical mechanics, “Since the publication of Prof, Zygmund’s Trigonometric Series in 1935, there has ‘been considerable demand for another book dealing with trigonometric integral Prof. Titchmarsh’s hook meets this demand. . . . He is to be very warmly congratulated on this book.” Nature, reviewing the first edition. Ral ivfeat. AATEAMARSA > Cc. Jaboduction Bo She nies of roonar bugey> S58 NAME “Tis book is due for return on or efore EEE EE share. a S1030INTRODUCTION TO THE THEORY OF FOURIER INTEGRALS BY E. C. TITCHMARSH FRS. gore OXFORD AT THE CLARENDON PRESSOxford University Press, Ely House, London W.r mse mormon 1937, 1950, 1989, 1962, 1967 (WINIC CORRECTIONS)PREFACE ‘Tue object of this book is to give a more systematic acoount of the elements of the theory of Fourier integrals than has hitherto been given. I have, however, not attempted to deal with a number of important topios of recent growth: Wiener’s Tauberian theorems; applications to almost periodic functions, quasi-analytic functions, and integral funotions; Stieltjes integrals; harmonic analysis in general; and Bochner’s generalized integrals, and the theory for functions of several variables, of which an account is given in Bochner's book. ‘Tho reader requires only a general knowledge of analysis, though he will presumably be familiar with the elements of the theory of Fourier series. The book may be read as a sequel to my Theory of Functions. A great variety of applications of Fourier integrals are to be found in the literature, often in the form of ‘operators’, and often in the works of authors who are evidently not specially interested in analy- sis. As exercises in the theory I have written out a few of these applications as it seemed to mo that an analyst should. I have retained, as having a certain picturesqueness, some references to ‘heat’, ‘radiation’, and so forth ; but the interest is purely analytical, sod the reader need not know whether auch things exit. | NEW COLLEGE, OXFORD, 1937.CONTENTS 1. CONVERGENCE AND SUMMABILITY 1. Fourier’s formulae. 2 q 1.2. Fourier transforms 1.3. Generalized Fourier integrals. i z 1.4. ‘The formulae of Laplace s 2 1.5-6. The formulae of Mellin j i Lz. Notation a a : 1,8-9. Fundamental theorems 1,10. Monotonic functions. LLL, Functions containing « periodie factor 1.12. Oscillating functions 118. The constant in Fourier’s formula 1.14. Fourier’s singlo-intogral formvala 1.16. Summability of integrals e i 1.16, Summability of Fourier integrals. . 1.17. Cauchy's singular integral . : 1.18, Weierstrass’s singular intogral 3 ‘ 1,10-20, General summability h 1.21-8. Further summability theorems. - 1.24, The integrated form of Fourier’s formula. 1.25. The complex form of Fourier’s integral 5 1.26. Perron’s formula 3 1.27, Fourier’s theorem for analytio functions 1.28, Summability of the complex form : 1.29, Mellin’s inversion formula. 4 1.30. ‘The Laplace formulao as ‘ I, AUXILIARY FORMULAE, 2.1. Formalities g 2 212°5, Conditions for validity, 2.6. ‘Transform of a resultant 2.7, Mellin transforms =. 5 2.8-9. Poisson's formula. 3 2.10. Examples. : z 2.11. Sine transforma 2.12. More general conditions ILI, TRANSFORMS OF THE CLASS Z* 8.1. Plancherel’s theory of Fourier transforms 3.2. Fourier transforms, first method 3.3. Fourier transforms, second method ‘4. Fourior transforms, third method .5-8. The Hermite polynomials. : 8.0. Fourier transforms, fourth method. 69 70 3 5 76 82wi CONTENTS 3.10. Convergence and summability ® : 211-12, Convergence almost everywhere és 3.13. Theorems on rosultants i. 314-16. Special theorems - 3.16, Another case of Parsoval's formula Fi i a 3.17. Mollin transforms =. 4 is i “i IV. TRANSFORMS OF OTHER Z.CLASSES 4.1-2. Transforms of functions of L? 4.3. Proof of Theorem 74 for p = 2/(26— » i aang? of 44-5. Extension to generalp i i 46. Tho Parseval formula cma 4.7. Theorems on resultants 5 4.8-0, Another extension of Planchorel's theorem 4.10. Another caso of tho Parseval formula 4.11. Failure of Theorems 75 and 79 for p > 2 4.12, Spocial conditions ‘ 3 " 2 4.18. Lipschitz conditions 3 wp city é 4.14. Mellin transforms of the class 17. 3 i wllthsoney Y. CONJUGATE INTEGRALS: HILBERT TRANSFORMS 5.1. Conjugate integrals. § = : 5.20, Hilbort tranaformas of the class Zt | ¢ ¥ P 5.10-18. Hilbert transforms of the class 1? . 5.14. The oase p ? 5.15. Lipschitz conditions. : cand 5 5.16. Tho allied integral - gan wi pono ‘5.17. Application to Fourier transforms « isto ai 5.18, Further oases of Parsoval's formula. joie ‘YI. UNIQUENESS AND MISCELLANEOUS THEOREMS 61-6, Uniquonom of trigonometrion intagrala 6.7. Tntograls in the complex form . 6.8. Parseval’s formula - . shah 6.9. Another uniqueness theorem. . omc 6.10-12. Special properties of transforms 5 a tind 6.13. Ordor of magnitude of transforms = 5. i ‘VII. EXAMPLES AND APPLICATIONS Tal. Cosine transforms 4 - roi 7.2. Sino transforms , 7.8. ‘The Parsoval formulae « ee uit si TA. Some Bessel-function examples x Sonne 7.5. Some integrals of Ramanujan . ‘ aan ae 7.6. Some P-function formulae ee a sat 7.1. Mellin transforms 7 eres 118, Further gamma-function formulae Shae 19, Bessel fanctiona : fi a : 33 35 90 on 96 100 105 108 107 no m1 3 us us us at 132 143 145 at us 150 1s 104 168 166 169 114 it 19 180 182 1384 136 190 198 106CONTENTS 7.10. Products of Bessel functions. : < . 7.11. Tntograls involving Bessol functions * jf 1.12. Some non-abolutely convergent integrals « " 713-14. Laplace transforms . 4 ¥ ‘VIII. GENERAL TRANSFORMATIONS 81-8. Generalization of Fourier’s formulae. 5 ¥ 3 84. Examples : é - : 8.5. Z* theory 3 8.6. Proof of Theorems 128, 130 8.7. Proof of Theorem 131. 8.8. Necessity of tho conditions 8.9. Tho unsymmetrical formulae 8.10. A convergence theorem 8.11. ‘Tho resultant of two Fourier kernels : ns 9 8.12-16. Convergence of K-integrals . 5 i ‘ a 8.17, Proof of Theorem 134 . : - z 8.18. Hankel’s theorem s : 9 8.19. Formulae derived from Hankel’ theorem = ° 3 4 IX. SELF-RECIPROCAL FUNCTIONS 9.1-8.Formslities a : 7 "i . ‘ 9.4. Functions of Z* : 3 2 _ 9.5-6. Funotions of 7 < 7 : 9.7. Analytic functions. : i “ 9.8. More general conditions e : : 9.9. A general theorem — ‘ s i i 4 9.10. Application S ‘ : 2 7 : 9.11, ‘The second solution : ‘i : : 9.12, Examples é a : g 9.18. Lattice-point formulae - 9.1617. Kormolee connecting different. classes of sat espa ‘functions. 4 e X, DIFFERENTIAL AND DIFFERENCE EQUATIONS 10.1. Introduction. El 2 ° A 10.2-6. Ordinary differential equations 7 : , 10.6-15. Partial differential equations é , F : 10.16-17. Differential-difforence equations ‘ 4 10.18, Difference equations =. = f 5 XI, INTEGRAL EQUATIONS 11. Introduction 5 : : . rl 11.2. The homogeneous equation eee a : 113. Examples ¢ 5 ; Z ; 114. Various forms i . : é 11.5. The equation with fnite limits < 9 h 11.6. Another type 3 * ‘ . ci 198 200 208 206 21g 214 220 222 223. 295, 226 227 232 239 240 242 245: 248. 249 252 252 255 256 259 265 267 275 276 281 298 301vit CONTENTS 11.7, Laplace's intogral equation 11.8, Sticltjes’s integral equation — 119. Stieltjes’s moment problem IL10-11. Finite limits 112-18, Examples. 11.14. Abas integral equation W116. Anequation of Fox. se 1116. ‘Dual integral equations 5 | 11.17, Tho method of Hopf and Wienor i IIB, An equation of A.C-Dixon - 11110. A problem of radiative equilibrium =. 11.20, ‘The limiting form of Milne's equation». AL21. Batoman's equation.) se 11122°8. Kapteyn’s equation - oor 11.24, Solution of Kaptayn’s equation 11.35. A differential equation of fractional order 1126. A probability problem. : 11.27, A problem in statistioal dynamics 5 BOOKS AND MONOGRAPHS =. ORIGINAL MEMOIRS REFERRED TO IN THE TEXT INDEX