TheoremComplete

Fourier Methods - Main Theorem

The convergence and inversion theorems for Fourier series and transforms establish when these representations are valid and how they can be used rigorously.

TheoremFourier Inversion Theorem

Let f∈L1(Rn)f \in L^1(\mathbb{R}^n) with f^∈L1(Rn)\hat{f} \in L^1(\mathbb{R}^n). Then for almost every xx: f(x)=∫Rnf^(ΞΎ)e2Ο€ix⋅ξ dΞΎf(x) = \int_{\mathbb{R}^n} \hat{f}(\xi)e^{2\pi i x \cdot \xi}\,d\xi

If additionally ff is continuous, this holds for all xx.

This theorem guarantees that the Fourier transform is invertible under appropriate conditions, making it a legitimate tool for solving PDEs.

TheoremPlancherel's Theorem

The Fourier transform extends uniquely from L1∩L2L^1 \cap L^2 to a unitary operator on L2(Rn)L^2(\mathbb{R}^n): F:L2(Rn)β†’L2(Rn)\mathcal{F}: L^2(\mathbb{R}^n) \to L^2(\mathbb{R}^n) satisfying βˆ₯F[f]βˆ₯L2=βˆ₯fβˆ₯L2\|\mathcal{F}[f]\|_{L^2} = \|f\|_{L^2} and Fβˆ’1=Fβˆ—\mathcal{F}^{-1} = \mathcal{F}^* (adjoint).

Moreover, for f,g∈L2f, g \in L^2: ∫Rnf(x)g(x)‾ dx=∫Rnf^(ΞΎ)g^(ΞΎ)‾ dΞΎ\int_{\mathbb{R}^n} f(x)\overline{g(x)}\,dx = \int_{\mathbb{R}^n} \hat{f}(\xi)\overline{\hat{g}(\xi)}\,d\xi

Remark

Plancherel's theorem is crucial for PDE theory because PDEs preserve energy (measured in L2L^2), and Fourier transform preserves this structure. It allows us to work in whichever space (physical or frequency) is more convenient.

TheoremPointwise Convergence of Fourier Series

Let ff be piecewise smooth and 2Ο€2\pi-periodic. Then the Fourier series converges pointwise to: 12[f(x+)+f(xβˆ’)]\frac{1}{2}[f(x^+) + f(x^-)] where f(x+)f(x^+) and f(xβˆ’)f(x^-) are right and left limits.

If ff is continuous at xx, the series converges to f(x)f(x).

TheoremSobolev Embedding via Fourier Transform

For f∈Hs(Rn)f \in H^s(\mathbb{R}^n) (Sobolev space with ss derivatives in L2L^2), defined by: βˆ₯fβˆ₯Hs2=∫Rn(1+∣ξ∣2)s∣f^(ΞΎ)∣2 dΞΎ<∞\|f\|_{H^s}^2 = \int_{\mathbb{R}^n} (1 + |\xi|^2)^s|\hat{f}(\xi)|^2\,d\xi < \infty

If s>n/2s > n/2, then f∈C0(Rn)∩L∞f \in C^0(\mathbb{R}^n) \cap L^\infty and: ∣f(x)βˆ£β‰€Cβˆ₯fβˆ₯Hs|f(x)| \leq C\|f\|_{H^s}

This explains why solutions with sufficient regularity in Sobolev spaces are automatically continuous.

These foundational theorems justify using Fourier methods rigorously and reveal deep connections between regularity in physical space and decay in frequency space.