Chapiter 1:

1
Periodic functions:
A function (x) of one variable x is said to be periodic with period Γ >0 if the
domain D(f ) of f contains x+ whenever it contains x and if for every x∈D( ),
one has
f (x+) = (x)
If also x−∈D(f ), then
f (x−) =f (x)
For example ,sinx,cosx, secx andcscx are periodic functions with period 2π
while tanx and cotx are periodic function with period π.The functions sinnx and cosnx are periodic with peri
.

1. sinx+ n =sinx
2. cosx+ n= cosx
3. tanx + n = tanx

Dirichlet’s conditions:

1. (x) is single valued and finite in [L,L+2π].

2. f (x) is continuous or piecewise continuous with finite number of finite
discontinuities in ⌊L, L + 2π⌋.
3. (x) has a finite number of maxima and minima in [L, L+] .

Note1: these conditions are not necessary but only sufficient for existence of
Fourier series.
Note2: If (x) satisfies Dirichelet’s conditions and f (x) is defined in ]−∞, +∞[ ,
then f (x) has to be periodic of periodicity 2π for existence of Fourier series of
period 2π.
′
Note3: If (x) stisfies Dirichlet s conditions and (x) is defined in [L, L+] ,then f (x)
need not be periodic for the existence of Fourier series 2π.
Note 4: If = is a point of continuity of f (), then the value of Fourier series at
= isf (a). If = is a point of discontinuity of f (), then the value of Fourier series
at = is 12 [( +) + ( −)]. In other words, specifying a particular value of = in
a Fourier series , gives a series of constants that should equal (). However, if
f () is discontinuous at this value of , then the series converges to a value that
is half-way between the two possible function values.
Fourier series:
Iff () is a periodic function with period 2 defined in [L, L+ 2] and the Dirichlet’s
conditions are satisfied, then () can be expanded as a Fourier series of the form
Z∞
a0
f (x) = + (an cosnx + bn sinnx )
2 n=1

where the Fourier coefficients a0 , an and bn (n=1,2,3,. . . . . . . . . . . . .)are calculate

using Euler’s formula.

2
 R∞  R∞ 
Let f (x) = a0 + n=1 an cosnx + n=1 bn sinnx ...(??)
To find a0 ,integrate both sides of (1) between the limits c to c+2π:
Z c+ Z c+
a
f (x) dx = 0 dx
c 2 c
Z c+ Z ∞ Z c+ Z ∞
+ an cosnx dx + bn sinnx dx
c n=1 c n=1
= a20 (c+2π-c)+0+0
= a0
Z c+
1
a0 = f (x) dx
c
To find an ,multiply both sides of (1)cosnx and integrate between the limits c
to c+2π:
Z c+
a0 c+
Z Z c+ Z ∞ Z c+ Z ∞
f (x) cosnx dx = cosnx dx+ [ an cosnx ]cosnx dx + [ bn sinnx]cosn
c 2 c c n=1 c n=1

= 0 + an π + 0
= an π
Z c+
1
an = f (x) cosnx dx
c
To find bn , multiply both sides of (1) by sinnx and integrate between the limits
c to c+2π:
Z c+ Z c+ Z c+ Z ∞ Z c+ Z ∞
a
f (x) sinnx dx = 0 sinnx dx+ [ an cosnx ]sinnx dx + [ bn sinnx]sinn
c 2 c c n=1 c n=1

= 0 + 0 + bn
= bn
Z c+
1
bn = f (x) sinnx dx
c
Lp Spaces:
We define the “norm” Lp on space Cc0 (Rn ) by the formula:
Z ! p1
p
∥ϕ∥p = ϕ (x) dx
Rn

If p< ∞ by the formula

∥ϕ∥∞ = supRn ϕ (x)
If p =∞ this is a real norm, it verifies the triangular inequality

ϕ+ψ p
≤ ∥ϕ∥p + ψ p

3
only if p ≥ 1.
Definition: The space of “functions” Lp on Rn , f or 0 < p < ∞ , is the comple-
ment
of space Cc0 (Rn ) f or the “norm” Lp . It is equipped with the “norm” given for
f =[(φk )] by

∥f ∥p = lim ∥ϕk ∥p .
k−→∞

If p = 1, we can extend the measurement of Lebesgue into a linear functional

on L1 (Rn ) by Z
µ (f ) = f (x) dx = lim ϕ (x) dx
Rn k−→∞

We can therefore defined the space Lp , for 0 < p < ∞ like the space quotient
suites (ϕk ) of continuous functions with compact support which are from Cauchy
for the norm Lp by the equivalence relation

(ϕk ) ∼ (ψk ) ⇔ lim ϕk − ψk p

=0
k−→∞

The space L∞ , it cannot be defined as a completion of Cc0 (Rn ) .

Note : We can think of “functions” Lp like real functions f :R −→ C checking
Z
f (x)p dx <∞
Rn
Schwartz space
We are looking for a subspace of L1 (R) whose image by the Fourier transform
remains in the space of integrable functions to be able to apply the inverse
Fourier transform and which is stable by derivation.
Definition : We say that a function f : R → C of class C ∞ is rapidly decreasing
if for all k, ℓ∈ N, we have:
supxϵR |xk f 1 (x)| < ∞
We denote by (R) the set of functions C ∞ with rapid decay on R, and we call it
the space of Schwartz

4
Chapiter 02:
Fourier transform

5
Fourier transform in L1
Definitions and first properties
Definition: Let N ≥ 1 and f ∈L1c (RN ). For t ∈RN .
the application κ →−ix.t f (x) (defined from RN in C) belongs to L1c (RN ). We
then define f R(t) by:
fˆ(t) (2π)−n/2 f (x) −ix.t dx.
The function fˆ (defined from∈RN in C) is called the Fourier transform of f
which we will also note F (f )
We note C0 (RN , C) = {g ∈ C(RN , C) t.q.(t) →0 when |t|→+∞.We recall that
C0 (RN , C) is a space of Banach when it is equipped with the norm of uniform
convergence that is to say: ∥ϕ∥U = max|ϕ (x)|.
Proposition: (Linearity of the Fourier transform) Let N ≥ 1. the application
F which to f (belonging to L1c (RN ) associates its Fourier transform is linear
continuous of L1c (RN ) in C0 (RN , C). R
proof – The continuity theorem under the sign applied to the function
(x, t) → κ →−ix.t f (x) immediately causes fˆ bieng continuous Let us show
that fˆ ∈C0 (RN , C).
Case N = 1. We notice
R −i x−that for t, 0, we have, like iπ =-1
π t
fˆ(t) ) = −(2π)−1/2 ( t ) f (x) dx,
and therefore, with R a simple variable change,
fˆ(t) ) = −(2π)−1/2 −iyt f (y + πt ) dy.
We deduce that R  
2 fˆ(t) ) = (2π)−1/2 −ixt (f (x) − f x + πt ) dx
1
and therefore that |fˆ(t)| ≤ 1 (2π)− 2 ∥ f (.)−f (.+ π ) .The continuity theorem
2 t 1
on average in L1 then gives the fact thatfˆ (t) → 0 when |t| → ∞.
Case N > 1. We use the same method.
For t, 0, t = (t1 ,..., tN )t , there exists j ∈ {1..., N} t.q.| tj |= maxk 1...,N|tk |.We then
have, as iπ =-1 in noting ej the j–th basis vector of RN ,
 
R −i x− πt ej .t
fˆ(t) ) = −(2π)−N /2 j f (x) dx,
and therefore, with a simple variable change,
fˆ(t) ) = −(2π)−N /2 −iy.t f (y + πt ej ) dy.
R
j
N
We deduce that |fˆ(t)| ≤ 12 (2π)− 2 ∥ f (.)−f (.+ πt ej ) .. The continuity theorem
j 1
on average in L1 then gives the fact that fˆ (t) → 0 when |t| → ∞.
The Fourier transform has the interesting property of transforming the convo-
lution into a product. This is shown in the following proposition.
Proposition: (Fourier transform of a product) Let f and ∈L1c (RN ), then
N
fd ∗ g=(2π)− 2 fˆĝ.
1 N N
proof :we R have f *∈Lc (R ), and for x ∈R
f *(x)= f (x-y)(y)dy. We therefore have, for all t ∈RN ,
N R R
fd ∗ g(t)=(2π)− 2 ( f (x-y)(y)dy) −ix.t dx=
N R R
(2π)− 2 ( f (x-y)(y) ) −i(x−y).t −iy.t dy)dx.

6
By applying Fubini’s theorem to the function
(x,y)→ f (x-y)(y) −i(x−y).t −iy.t
(which is well integrable on R2N because its module is the function
(x,y)→ | f (x-y)(y) | including the integral over R2N is equal∥f ∥1 ∥g∥1 ), we obtain:
N R R
fd ∗ g(t) = (2π)− 2 ( f (x-y) −i(x−y).t dx) (y) −iy.t dy.
R R N
As, for all y ∈RN , f (x-y) −i(x−y).t dx= f (z) −iz.t dz=(2π)− 2 fb (t), we can deduce
R N
: fd ∗ g (t) =fb (t) g(y) −iy.t dy=(2π)− 2 fb (t) ĝ (t) ,
which is the announced result.
Inversion theorem
It is natural to ask yourself the following two questions:
Does the Fourier transform of a function f characterize the function f (that is
to say. if fb =ĝ , do we have f = p.p.)?
Can we find the function from its Fourier transform?
The answers to these questions are provided by Fourier’s inversion theorem:
Theorem : (Partial inversion of the Fourier transform) Let N ≥ 1 and f ∈L1c
and fb ∈L1c . We then have f = fb (−.) .., that is to say:
c
N R
f (t) =(2π)− 2 fb (x) −ix.t dx , for almost all t ∈RN
A consequence of this theorem is the injectivity of the map F . which therefore
provides a positive response to the first question. Indeed, let f and ∈L1c such as fb =ĝ;
then by linearity f[ − g=0 and therefore f[ − g∈L1c .In
applying the inversion theorem, we therefore have f = . . . .
This theorem also provides a partial answer to the second: we can calculate f
from fb as soon as fb ∈ L1c . It should be noted in this regard that L1c is not stable
by Fourier transformation.
Regularity and decay to infinity
Proposition: (Differentiability, dimension 1)

1. Let f ∈L1c (R) ∩ C 1 (R,C) such as f ′ ∈L1c (R) (where f ′ is the derivative of
f ). So for everything t ∈R, F ( f ′ )(t)=(it)F (f ) (t) .
2. Let f ∈L1c (R)such as(.) f ∈L1c (R) (where (·)f is the map which to x ∈ R
associates x f (x)). Then, F (f ) ∈C 1 (R,C) and f or all t∈R,

F (f )′ (t) = F ((−i.)f ) (t).

proof – The demonstration of the first item consists of carrying out an inte-
gration by parts on the interval [−n ,n] then to make n tend towards infinity
(noting that f (±n) → 0, when n → +∞).
proof – The demonstration of the first item consists of carrying out an integra-
tion by parts on the interval
[−n , n] then to make n tend towards infinity (noting that f (±n) → 0, when n
→ +∞).
The second R item is an immediate consequence of differentiation theorem under
the sign
The Fourier transformation therefore transforms the derivation into multipli-
cation by the function (i.), and the multiplication by (−i·) in derivation. This

7
property is used, for example, for solving differential equations (which are thus
transformed into algebraic equations). This property generalizes to the case of
dimension N and for any order k of derivation. We introduce to do this the
following notations: let α =(a1 ,..., aN )t ∈N N a multi-index and f a function of
RN in C. We define |α| = α1 + α2 + ... aN and
a1 a2 a
D a f = ( ∂a1 ∂2 . . . . ∂aNN ) f
∂x1 ∂x2 ∂xN
when this derivative exists.
Proposition: (Differentiability, dimension N)
 
1. let N ≥ 1 and k ≥ 1. Let f ∈C k (RN ,C t.q. D a f ∈ L1c (RN ) for all
α∈N N such as |α|≤k.so, D[ a f (t)=(it)a fb (t) for all t ∈R and for all

α ∈N N such as|α|≤k , with (it)a = (it1 )a1 (it2 )a2 . . . (itN )aN .  
2. let f such as (.)a f ∈ L1c (RN ) for all α∈N N such as |α|≤k.so fb ∈C k (RN ,C
and D a fb =, (−i.)
d a f for all α ∈N N such as|α|≤k
this proposition shows that the differentiability of f leads to the decrease of fb
to infinity (the more f is differentiable, the more
fb decreases quickly to infinity), and vice versa. This remark encourages us to
define the space of decreasing functions fast (often called Schwartz space)
We will show the invariance by Fourier transformation of this space. We start
by noting that sN ⊂L1c (RN ). Indeed, if f ∈sN , by taking suitable choices of α
and β in the definition ofsN , we notice that it exists C∈R such as (1+|x|N +1 )| f (x) ≤∁.
We deduce that f ∈ L1c (RN ). More generally, if f ∈sN , we notice that (·)β D a f ∈
L1c (RN ).for all α,β∈RN
We then obtain the following proposition  
Proposition: (Fourier transform and derivation in S ): let N ≥ 1 and f ∈S (RN ,C .for
all α,β∈NN we have :
F (D a ((-i. )β f ))= (i. )α (−i.
[ )β f =(i. )α D β fˆ,
F [(-i. )α D β f ] = D a [ D β f =D a [(i. )β fˆ].
La démonstration est une adaptation simple de celle de la proposition (Differ-
entiability, dimension N)
Proposition (Differentiability, dimension 1) and Theorem (Partial inversion of
the Fourier transform) then allow us to notice that the Fourier transform is a
bijection of sN into sN .
Proposition: (Fourier transform and derivation in sN ) let N ≥ 1. The applica-
tion F which associates its transform with f Fourier is a bijection from sN into
sN . Moreover, for all f ∈ sN , we have f = fb (−.) .
b
proof – Using Proposition (Fourier transform and derivation in S ) , we easily
show that F sends sN into sN . The theorem of inversion then gives that f is
injective and that f = fb (−·) for all f ∈sN . From this last formula, we deduce
b
that F is surjective (and therefore bijective) of sN in sN .
Fourier transform in L2:

8
We would like to define the Fourier transform of an element inL2C (RN ) = L2C (RN , B(RN ), λN )
It is worth noting that the space L2C (RN )is a Hilbert space, and the inner prod-
uct on L2C (RN )is defined as (withdt = dλN (t)):
Z
(f /g)2 = f (t)g(t)dt.

It is evident that the definition of fˆgiven forL1C (RN )does not apply to an ele-
ment of L2C (RN ).To define the Fourier transform of an element in L2C (RN )we
will use the density of SN in L2C (RN )(it can be shown thatSN ⊂ L2C (RN ), as we
have shown thatSN ⊂ L1C (RN )). We will first observe that the Fourier trans-
form maps SN intoL2C (RN ) and that it is an isometry for the L2C (RN )norm. We
will then use the density ofSN inL2C (RN ) to define the Fourier transform of
elements inL2C (RN )
Proposition (*)LetN ≥ 1and f , g ∈ SN (thus, in particularf , g ∈ L2C (RN )). Then,
fˆandĝ are elements ofL2C (RN ), and (f /g)2 = (fˆ/ ĝ)2 . In particular,

∥f ∥2 = fˆ 2

Proof: Letf , g ∈ SN . Then fˆ, ĝ ∈ SN as well. SinceSN ⊂ L2C (RN ), we havef , g, fˆ, ĝ ∈
L2C (RN ).We will show that(f /g)2 = (fˆ/ ĝ)2 .
As f , fˆ ∈ SN ⊂ L1C (RN ) ,we can apply the inversion theorem (Partial inversion
of the Fourier transform) to transform the inner product of f with g.

9
 The inversion theorem gives f = fˆˆ(−t),and
therefore:
Z Z
(f /g)2 = fˆˆ(−t)ḡ(t) = (2π)− 2 ( eix.t fˆ(x)dx)ḡ(t)dt
N

Z Z Z
− N2
(f /g)2 = (2π) ( eix.t ḡ(t)dt)fˆ(x)dx = ĝ(t)
¯ fˆ(t)dt = (fˆ/ ĝ)2

March 15, 2024

thus, concluding the proof.

Proposition (*) allows for the definition, through a density argument, of the
Fourier transform in L2C (RN ).
Theorem ** (Fourier Transform in L2 , Plancherel):
LetN ≥ 1. There exists a continuous linear mapping F̃from L2C (RN )toL2C (RN )such
that:

1. If f ∈ L1C (RN ) L2C (RN ), thenF̃(f ) = fˆp.p...

T

2. For allf , g ∈ L2C (RN ),(f /g)2 = (F̃(f )/ F̃(g))2 .

3. For all f ∈ L2C (RN ),f = F̃(F̃(f ))(−·).

4. F̃is a bijection from L2C (RN )toL2C (RN ).

For f ∈ L2C (RN ), F̃(f )is called the Fourier transform of f . Considering the first
item, we will generally denote fˆas the Fourier transform of f if f ∈ L1C (RN )(in
which casefˆ = F(f ) ∈ C0 (RN , C)) or if f ∈ L2C (RN ) (in which case fˆ = F̃(f ) ∈
L2C (RN )).
Proof: The mapping f 7→ fˆis defined on SN ,which is a subspace of L2C (RN ),
and takes its values in L2C (RN ) (sinceSN ⊂ L2C (RN )), considering, as usual, an
element of L2C (RN )as one of its representatives). As this mapping is linear,
continuous with respect to the L2C (RN ) norm, and since SN is dense in L2C (RN )
(because SN ⊃ CC∞ (RN , C) and CC∞ (RN , C))is dense in L2C (RN ), it follows that

10
this mapping extends (uniquely) to a linear, continuous mapping, denoted F̃,
fromL2C (RN ) toL2C (RN ).
More precisely, let f ∈ L2C (RN ). There exists (fn )n∈N ⊂ SN such that fn 7→ f in
L2C (RN )asn 7→ +∞. The sequence (fn )n∈N is thus Cauchy in L2C (RN ). Propo-
sition (* )then implies that the sequence (fˆn )n∈N is also Cauchy inL2C (RN ). It
converges in L2C (RN ). We would like to define F̂(f )as the limit L2C (RN )of the
sequence(fˆn )n∈N . This is possible provided this limit depends only on f and
not on the choice of the sequence (fn )n∈N converging to f . This is easily shown,
as if (gn )n∈N is another sequence converging in L2C (RN )to f , then fˆn − ĝn 2 =
∥fn − gn ∥2 → 0asn → +∞. Thus, we have defined F̃from L2C (RN )to L2C (RN ).
The linearity of F̃ immediately follows from the fact that the mapping f 7→ fˆ
is linear from SN to L2C (RN ). Finally, let f ∈ L2C (RN ) and (fn )n∈N ⊂ SN such that
fn → f in L2C (RN ) . Proposition (*)implies fˆn 2 = ∥fn ∥2 for all n ∈ N.Passing
to the limit asn → +∞, we deduce, proving the continuity of F̃ from L2C (RN )to
L2C (RN ). We now demonstrate the four items of the theorem.
1. Let f ∈ L1C (RN ) L2C (RN ).it is easy to see that there exists a sequence (fn )n∈N ⊂
T

Cc∞ (RN , C)such that fn → f in L2C (RN )and L1C (RN )as n → +∞ (the sequence
constructed to converge to f in Lp does not depend on p). We deduce that
fˆn → fˆuniformly on RN asn → +∞ (as fn → f in L1C (RN )) and fˆn → F̃(f )in
L2C (RN )asn → +∞ (as fn → f in L2C (RN )) and therefore, after possibly extract-
ing a subsequence, we can assume that fˆn → F̃(f ) p.p. as n → +∞. This indeed
proves thatfˆ → F̃(f ) p.p...
2. Let f , g ∈ L2C (RN ). There exist two sequences (fn )n∈N ⊂ SN , (gn )n∈N ⊂ SN
such that fn → f , gn → gin L2C (RN ). Proposition (*) yields (fˆn / ĝn )2 = (fn /gn )2
for alln ∈ N. Passing to the limit as n → +∞, we obtain(F̃(f )|F̃(g))2 = (f |g)2
3. Let f ∈ L2 . Let (fn )n∈N ⊂ SN such that fn → f in L2C (RN )asn → +∞. We then
have fˆn → F̃(f )in L2C (RN ), which also implies fˆn (−·) → F̃(f )(−·) inL2C (RN ),and
therefore,fˆˆn (−·) → F̃(F̃(f ))(−·)in L2C (RN )asn → +∞. (Fourier transform and
derivation in s ) gives f = fˆˆ (−·)for alln ∈ N. By the uniqueness of the limit
N n n
in L2 , we deduce f = F̃(F̃(f ))(−·)p.p...
4. The injectivity ofF̃(from L2C (RN ) to L2C (RN ) follows from the fact that F̃(f ) 2 =
∥f ∥2 and F̃ is linear. The surjectivity is an immediate consequence of the third
item.

11