Math 118 :: Winter 2009 :: Homework 1 :: Due January 22 1. Prove the following properties of the Fourier transform (x, k ∈ R): (a) Dilation: if g(x) = f (x/a) for a > 0, then ĝ(k) = afˆ(ak). (b) Conjugation: if g(x) = f (x), then ĝ(k) = fˆ(−k). (c) Symmetry: if f is real and even (f (x) = f (−x)), show that fˆ(k) is also real and even. (d) Symmetry: if f is real and odd (f (x) = f (−x)), show that fˆ(k) is imaginary and odd. 2. Consider the sinc function sinc(x) = sin x . x (a) RShow that sinc is not integrable, i.e. sinc ∈ / L1 (R). [Hint: if f (x) ≥ g(x) ≥ 0 and R g(x)dx diverges, then f (x)dx diverges as well.] (b) Nevertheless, integrals involving sinc may make sense. From the theory of Fourier transforms, predict the value of Z ∞ sinc(x)dx. −∞ 3. Consider a kernel K(x), and the integral equation Z ∞ u(x) + K(x − y)u(y)dy = f (x). −∞ Similar looking equations arise for instance in rendering in computer graphics, and in the scattering of radar waves off of planes. Find a formula for the solution u(x) of the above equation, using the Fourier transform. What is the condition on K(x) such that no division by zero occurs? 4. Consider a differentiable function f (x) defined on [−π, π], and the function u implicitly defined by du (x) = f (x). dx We are looking for periodic solutions of this equation, i.e., u(−π) = u(π). (a) Provided u is periodic, how is the derivative du/dx computed by means of Fourier series (FS)? Use the definition Z π ˆ fk = e−ikx f (x)dx −π for Fourier series. (b) What is the condition on fˆk such that the equation has a solution u? When this condition is satisfied, is the solution u unique or not? (c) Find the Fourier series ĥk of the constant function h(x) = 1, x ∈ [−π, π]. (d) Of course an explicit formula for u is Z u(x) = x f (y)dy + c, 0 for some arbitrary constant c. How do you reconcile the indeterminacy of the constant with your answers to points (b) and (c)? Rx (e) The function f does not need to satisfy the condition of point (b) in order for 0 f (y)dy+c to make sense. How do you explain that this condition is nevertheless needed in point (b)? 5. Show that the functions vk (x) = ce−ikx , k∈Z Rπ are orthogonal over [−π, π], for the inner product hf, gi = −π f (x)g(x)dx. Find the value of c such that these functions are also normalized. [This goes part of the way towards justifying the formulas for the semidiscrete Fourier transform, and Fourier series.] 6. In practice it is important to have at our disposal an algorithm for the FFT for general values of N . If 3 divides N , express the discrete Fourier transform (DFT) of length N as a function of three DFT of length N/3. The preferred answer to this question is expository, with sentences in addition to pictures and formulas.