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Fourier inversion theorem
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==Conditions on the function== When used in physics and engineering, the Fourier inversion theorem is often used under the assumption that everything "behaves nicely". In mathematics such heuristic arguments are not permitted, and the Fourier inversion theorem includes an explicit specification of what class of functions is being allowed. However, there is no "best" class of functions to consider so several variants of the Fourier inversion theorem exist, albeit with compatible conclusions. ===Schwartz functions=== The Fourier inversion theorem holds for all [[Schwartz function]]s (roughly speaking, smooth functions that decay quickly and whose derivatives all decay quickly). This condition has the benefit that it is an elementary direct statement about the function (as opposed to imposing a condition on its Fourier transform), and the integral that defines the Fourier transform and its inverse are absolutely integrable. This version of the theorem is used in the proof of the Fourier inversion theorem for tempered distributions (see below). ===Integrable functions with integrable Fourier transform=== The Fourier inversion theorem holds for all continuous functions that are absolutely integrable (i.e. <math>L^1(\mathbb R^n)</math>) with absolutely integrable Fourier transform. This includes all Schwartz functions, so is a strictly stronger form of the theorem than the previous one mentioned. This condition is the one used above in the [[#Statement|statement section]]. A slight variant is to drop the condition that the function <math>f </math> be continuous but still require that it and its Fourier transform be absolutely integrable. Then <math>f = g</math> [[almost everywhere]] where {{math|''g''}} is a continuous function, and <math>\mathcal{F}^{-1}(\mathcal{F}f)(x)=g(x)</math> for every <math>x \in \mathbb R^n</math>. ===Integrable functions in one dimension=== ; Piecewise smooth; one dimension If the function is absolutely integrable in one dimension (i.e. <math> f \in L^1(\mathbb R)</math>) and is piecewise smooth then a version of the Fourier inversion theorem holds. In this case we define :<math>\mathcal{F}^{-1}g(x):=\lim_{R\to\infty}\int_{-R}^R e^{2\pi ix\xi}\,g(\xi)\,d\xi.</math> Then for all <math> x \in \mathbb R</math> :<math>\mathcal{F}^{-1}(\mathcal{F}f)(x) = \frac{1}{2}(f(x_-) + f(x_+)),</math> i.e. <math>\mathcal{F}^{-1}(\mathcal{F}f)(x)</math> equals the average of the left and right limits of <math> f</math> at <math> x</math>. At points where <math> f</math> is continuous this simply equals <math> f(x)</math>. A higher-dimensional analogue of this form of the theorem also holds, but according to Folland (1992) is "rather delicate and not terribly useful". ; Piecewise continuous; one dimension If the function is absolutely integrable in one dimension (i.e. <math> f \in L^1(\mathbb R)</math>) but merely piecewise continuous then a version of the Fourier inversion theorem still holds. In this case the integral in the inverse Fourier transform is defined with the aid of a smooth rather than a sharp cut off function; specifically we define :<math>\mathcal{F}^{-1}g(x):=\lim_{R\to\infty}\int_{\mathbb{R}} \varphi(\xi/R)\,e^{2\pi ix\xi}\,g(\xi)\,d\xi,\qquad\varphi(\xi):=e^{-\xi^2}.</math> The conclusion of the theorem is then the same as for the piecewise smooth case discussed above. ; Continuous; any number of dimensions If <math> f</math> is continuous and absolutely integrable on <math>\mathbb R^n</math> then the Fourier inversion theorem still holds so long as we again define the inverse transform with a smooth cut off function i.e. :<math>\mathcal{F}^{-1}g(x):=\lim_{R\to\infty}\int_{\mathbb{R}^n} \varphi(\xi/R)\,e^{2\pi ix\cdot\xi}\,g(\xi)\,d\xi,\qquad\varphi(\xi):=e^{-\vert\xi\vert^2}.</math> The conclusion is now simply that for all <math>x \in \mathbb R^n</math> :<math>\mathcal{F}^{-1}(\mathcal{F}f)(x)=f(x).</math> ; No regularity condition; any number of dimensions If we drop all assumptions about the (piecewise) continuity of <math>f</math> and assume merely that it is absolutely integrable, then a version of the theorem still holds. The inverse transform is again defined with the smooth cut off, but with the conclusion that :<math>\mathcal{F}^{-1}(\mathcal{F}f)(x) = f(x)</math> for [[almost every]] <math>x \in \mathbb R^n.</math> ===Square integrable functions=== In this case the Fourier transform cannot be defined directly as an integral since it may not be absolutely convergent, so it is instead defined by a density argument (see the [[Fourier_transform#On_Lp_spaces|Fourier transform article]]). For example, putting :<math>g_k(\xi):=\int_{\{y\in\mathbb{R}^n:\left\vert y\right\vert\leq k\}} e^{-2\pi iy\cdot\xi} \, f(y)\,dy,\qquad k\in\mathbb{N},</math> we can set <math>\textstyle\mathcal{F}f := \lim_{k\to\infty}g_k</math> where the limit is taken in the <math>L^2</math>-norm. The inverse transform may be defined by density in the same way or by defining it in terms of the Fourier transform and the flip operator. We then have :<math>f(x)=\mathcal{F}(\mathcal{F}^{-1}f)(x)=\mathcal{F}^{-1}(\mathcal{F}f)(x)</math> in the [[Lp space|mean squared norm]]. In one dimension (and one dimension only), it can also be shown that it converges for [[almost every]] {{math|''x''ββ}}- this is [[Carleson's theorem]], but is much harder to prove than convergence in the mean squared norm. ===Tempered distributions=== {{see also|Fourier transform#Tempered distributions}} The Fourier transform may be defined on the space of [[tempered distribution]]s <math>\mathcal{S}'(\mathbb{R}^n)</math> by duality of the Fourier transform on the space of Schwartz functions. Specifically for <math>f\in\mathcal{S}'(\mathbb{R}^n)</math> and for all test functions <math>\varphi\in\mathcal S(\mathbb{R}^n)</math> we set :<math>\langle \mathcal{F}f,\varphi\rangle := \langle f,\mathcal{F}\varphi\rangle,</math> where <math>\mathcal{F}\varphi</math> is defined using the integral formula.{{sfn|Folland|1992|p=333}} If <math>f \in L^1(\mathbb R^n) \cap L^2(\mathbb R^n)</math> then this agrees with the usual definition. We may define the inverse transform <math>\mathcal{F}^{-1}\colon\mathcal{S}'(\mathbb{R}^n)\to\mathcal{S}'(\mathbb{R}^n)</math>, either by duality from the inverse transform on Schwartz functions in the same way, or by defining it in terms of the flip operator (where the flip operator is defined by duality). We then have :<math>\mathcal{F}\mathcal{F}^{-1} = \mathcal{F}^{-1}\mathcal{F} = \operatorname{Id}_{\mathcal{S}'(\mathbb{R}^n)}.</math>
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