8.6 Derivatives of Fourier transforms and Fourier transforms of derivatives of tempered distributions

Distributions ◽  
2012 ◽  
2011 ◽  
Vol 14 (07) ◽  
pp. 979-1004
Author(s):  
CLAUDIO ALBANESE

Bidirectional valuation models are based on numerical methods to obtain kernels of parabolic equations. Here we address the problem of robustness of kernel calculations vis a vis floating point errors from a theoretical standpoint. We are interested in kernels of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step h > 0 in the limit as h → 0. We consider both semidiscrete triangulations with continuous time and explicit Euler schemes with time step so small that the Courant condition is satisfied. We find uniform bounds for the convergence rate as a function of the degree of smoothness. We conjecture these bounds are indeed sharp. The bounds also apply to the time derivatives of the kernel and its first two space derivatives. The proof is constructive and is based on a new technique of path conditioning for Markov chains and a renormalization group argument. We make the simplifying assumption of time-independence and use longitudinal Fourier transforms in the time direction. Convergence rates depend on the degree of smoothness and Hölder differentiability of the coefficients. We find that the fastest convergence rate is of order O(h2) and is achieved if the coefficients have a bounded second derivative. Otherwise, explicit schemes still converge for any degree of Hölder differentiability except that the convergence rate is slower. Hölder continuity itself is not strictly necessary and can be relaxed by an hypothesis of uniform continuity.


Author(s):  
Diogo Bolster ◽  
Mark Meerschaert ◽  
Alla Sikorskii

AbstractThis paper establishes a product rule for fractional derivatives of a realvalued function defined on a finite dimensional Euclidean vector space. The proof uses Fourier transforms.


Author(s):  
Ankit Srivastava

What are the constraints placed on the constitutive tensors of elastodynamics by the requirements that the linear elastodynamic system under consideration be both causal (effects succeed causes) and passive (system does not produce energy)? The analogous question has been tackled in other areas but in the case of elastodynamics its treatment is complicated by the higher order tensorial nature of its constitutive relations. In this paper, we clarify the effect of these constraints on highly general forms of the elastodynamic constitutive relations. We show that the satisfaction of passivity (and causality) directly requires that the hermitian parts of the transforms (Fourier and Laplace) of the time derivatives of the constitutive tensors be positive semi-definite. Additionally, the conditions require that the non-hermitian parts of the Fourier transforms of the constitutive tensors be positive semi-definite for positive values of frequency. When major symmetries are assumed these definiteness relations apply simply to the real and imaginary parts of the relevant tensors. For diagonal and one-dimensional problems, these positive semi-definiteness relationships reduce to simple inequality relations over the real and imaginary parts, as they should. Finally, we extend the results to highly general constitutive relations which include the Willis inhomogeneous relations as a special case.


1979 ◽  
Vol 57 (3) ◽  
pp. 466-476 ◽  
Author(s):  
D. G. Blair ◽  
N. K. Pope ◽  
S. Ranganathan

Using the grand canonical ensemble, the classical Van Hove correlation function G(r, t) is expanded in a power series in density. The zero density limit is the ideal gas result. We have derived, for a classical gas of hard spheres, exact expressions for [Formula: see text], the zero density derivative of the correlation function, and its Fourier transforms. These involve only two particle dynamics. The first two terms in the density expansions provide representation of the correlation functions for appropriate ranges of density and correlation function arguments. We also show that the same result can be obtained from generalized kinetic equations. To this order in density, the moment relations and the time derivatives of I(q, t) at t = 0+ are satisfied. Numerical results are compared with those of Mazenko, Wei, and Yip and with those of the Boltzmann equation and they show the expected behavior.


1989 ◽  
Vol 106 (1) ◽  
pp. 143-162 ◽  
Author(s):  
Jean-Pierre Gabardo

AbstractA tempered distribution on ℝ whose Fourier transform is supported in an interval [−Ω,Ω], where Ω>0, can be characterized by the behaviour of its successive derivatives. On the other hand, a tempered distribution on ℝ whose Fourier transform vanishes in an interval (−Ω,Ω), where Ω>0, can be characterized by the behaviour of a particular sequence of successive antiderivatives. Similar considerations apply to general convolution operators acting on J′(ℝn) and yield characterizations for tempered distributions having their Fourier transforms supported in sets of the form or , where and Ω>0.


1990 ◽  
Vol 13 (3) ◽  
pp. 431-441
Author(s):  
John Schmeelk

A classical Fock space consists of functions of the form,Φ↔(ϕ0,ϕ1,…,ϕq,…),whereϕ0∈Candϕq∈L2(R3q),q≥1. We will replace theϕq,q≥1withq-symmetric rapid descent test functions within tempered distribution theory. This space is a natural generalization of a classical Fock space as seen by expanding functionals having generalized Taylor series. The particular coefficients of such series are multilinear functionals having tempered distributions as their domain. The Fourier transform will be introduced into this setting. A theorem will be proven relating the convergence of the transform to the parameter,s, which sweeps out a scale of generalized Fock spaces.


2014 ◽  
Vol 64 (6) ◽  
Author(s):  
Erik Talvila

AbstractFor each 1 ≤ p < ∞, a space of integrable Schwartz distributions L′p, is defined by taking the distributional derivative of all functions in L p. Here, L p is with respect to Lebesgue measure on the real line. If f ∈ L′p such that f is the distributional derivative of F ∈ L p, then the integral is defined as $\int\limits_{ - \infty }^\infty {fG} = - \int\limits_{ - \infty }^\infty {F(x)g(x)dx} $, where g ∈ L q, $G(x) = \int\limits_0^x {g(t)dt} $ and 1/p + 1/q =1. A norm is ‖f‖p′ = ‖F‖p. The spaces L′p and L p are isometrically isomorphic. Distributions in L′p share many properties with functions in L p. Hence, L′p is reflexive, its dual space is identified with L q, there is a type of Hölder inequality, continuity in norm, convergence theorems, Gateaux derivative. It is a Banach lattice and abstract L-space. Convolutions and Fourier transforms are defined. Convolution with the Poisson kernel is well defined and provides a solution to the half plane Dirichlet problem, boundary values being taken on in the new norm. A product is defined that makes L′1 into a Banach algebra isometrically isomorphic to the convolution algebra on L 1. Spaces of higher order derivatives of L p functions are defined. These are also Banach spaces isometrically isomorphic to L p.


1991 ◽  
Vol 43 (1) ◽  
pp. 61-88
Author(s):  
Jean-Pierre Gabardo

A fundamental problem in Fourier analysis is to characterize the behaviour of a function (or distribution) whose Fourier transform vanishes in some particular set. Of course, this is, in general, a very difficult question and little seems to be known, except in some special cases. For example, a theorem of Paley-Wiener (Theorem XII in [6]) characterizes exactly the behaviour of the modulus of a function in L2(R) whose Fourier transform vanishes on a half-line.


Mathematics ◽  
2018 ◽  
Vol 6 (12) ◽  
pp. 335 ◽  
Author(s):  
Jens Fischer

In previous studies we used Laurent Schwartz’ theory of distributions to rigorously introduce discretizations and periodizations on tempered distributions. These results are now used in this study to derive a validity statement for four interlinking formulas. They are variants of Poisson’s Summation Formula and connect four commonly defined Fourier transforms to one another, the integral Fourier transform, the Discrete-Time Fourier Transform (DTFT), the Discrete Fourier Transform (DFT) and the integral Fourier transform for periodic functions—used to analyze Fourier series. We prove that under certain conditions, these four Fourier transforms become particular cases of the Fourier transform in the tempered distributions sense. We first derive four interlinking formulas from four definitions of the Fourier transform pure symbolically. Then, using our previous results, we specify three conditions for the validity of these formulas in the tempered distributions sense.


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