Theorem: derivative of the Fourier transform

Click For Summary
SUMMARY

The discussion focuses on the proof of the theorem regarding the derivative of the Fourier transform, specifically for functions \( x(t) \) in \( L^1(\mathbb{R}) \) and \( tx(t) \) in \( L^1(\mathbb{R}) \). The key conclusion is that the Fourier transform \( \mathfrak{F}[x(t)] \) is continuously differentiable, and its derivative is given by \( \frac{\mathrm{d}}{\mathrm{d} \omega}\mathfrak{F}[x(t)](\omega) = \mathfrak{F}[-jtx(t)] \). The proof utilizes Lebesgue's dominated convergence theorem and involves analyzing the average rate of change of the Fourier transform. A critical point of confusion arises regarding the inequality \( |\frac{e^{-j \Delta \omega t} - 1}{-jt\Delta \omega}| \leq 1 \), which is clarified through the properties of complex exponentials and the sine function.

PREREQUISITES
  • Understanding of Fourier transforms and their properties
  • Familiarity with Lebesgue integration and dominated convergence theorem
  • Knowledge of complex analysis, particularly properties of complex exponentials
  • Basic calculus, including differentiation and limits
NEXT STEPS
  • Study the properties of Lebesgue integration in detail
  • Learn about the implications of the dominated convergence theorem in analysis
  • Explore the relationship between Fourier transforms and differential equations
  • Investigate the applications of Fourier transforms in signal processing
USEFUL FOR

Mathematicians, physicists, and engineers interested in advanced topics in Fourier analysis, particularly those working with signal processing and differential equations.

eliotsbowe
Messages
34
Reaction score
0
Hello, I'm dealing with the proof of the theorem below:

[itex]x(t) \in L^1(\mathbb{R}), tx(t) \in L^1(\mathbb{R}) \Rightarrow \mathfrak{F}[x(t)] \in C^1(\mathbb{R})[/itex]and[itex]\frac{\mathrm{d} }{\mathrm{d} \omega}\mathfrak{F}[x(t)](\omega) = \mathfrak{F}[-jtx(t)][/itex]I'm going to write down an interesting proof that I found, which is based on Lebesgue's dominated convergence theorem:

Let [itex]X(\omega)[/itex] be the Fourier transform of x(t). Let's consider average rate of change of X:
[itex]\frac{X(\omega + \Delta \omega) - X ( \omega)}{\Delta \omega} = \int_{-\infty}^{+\infty}\frac{x(t) e^{-j(\omega + \Delta \omega)t}}{\Delta \omega}dt - \int_{-\infty}^{+\infty}\frac{x(t) e^{-j(\omega)t}}{\Delta \omega}dt = \int_{-\infty}^{+\infty}\frac{x(t) e^{-j(\omega + \Delta \omega)t}}{\Delta \omega} - \frac{x(t) e^{-j(\omega)t}}{\Delta \omega}dt =[/itex]

[itex]=\int_{-\infty}^{+\infty} x(t) e^{-j \omega t} [ \frac{e^{-j \Delta \omega t} - 1} { \Delta \omega }] dt[/itex]

Now there's a step I don't understand:

[itex]\forall \Delta \omega[/itex] we have:
[itex]|x(t) e^{-j\omega t} \frac{e^{-j \Delta \omega t} - 1}{\Delta \omega}|=|tx(t) \frac{e^{-j \Delta \omega t} - 1}{-jt\Delta \omega }| = |tx(t)||\frac{e^{-j \Delta \omega t} - 1}{-jt\Delta \omega }| \leq |tx(t)|[/itex]

(The thesis follows by noticing that tx(t) is a summable majorant for the integrandus, thus we can pass the [itex]\Delta \omega \to 0[/itex] limit inside the integral).

In particular, I don't understand the disequation:
[itex]|\frac{e^{-j \Delta \omega t} - 1}{-jt\Delta \omega }| \leq 1[/itex] , for any [itex]\Delta \omega[/itex]
What am I missing?

Thanks in advance.
 
Last edited:
Physics news on Phys.org
I use i not j. The following is for all real x.

|eix - 1|=|eix/2 - e-ix/2|=2|sin(x/2)|≤|x|
 
mathman said:
I use i not j. The following is for all real x.

|eix - 1|=|eix/2 - e-ix/2|=2|sin(x/2)|≤|x|

Thanks a lot!
 

Similar threads

  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 4 ·
Replies
4
Views
2K
Replies
1
Views
3K
  • · Replies 2 ·
Replies
2
Views
1K
  • · Replies 2 ·
Replies
2
Views
4K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 4 ·
Replies
4
Views
4K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 3 ·
Replies
3
Views
4K
  • · Replies 3 ·
Replies
3
Views
2K