The main objective is to find some upper bound for the maximum rate of change as "tight" as possible, hopefully related to characteristics of the functions as its signal energy, or its higher Fourier coefficient, or something easy to obtain from the function itself. Also, figure out what is needed for a finite-energy time-limited signal (so, with infinite bandwidth), to have a bounded rate of change $\max_t |\frac{df(t)}{dt}|<\infty$.
For some partial answers you can go directly to my 2nd answer here
Following the notation of exercise 4.49 of the book "Signals and Systems, 2nd Edition" (Alan V. Oppenheim, Alan S. Willsky, with S. Hamid) [1], the Fourier Transform is defined as $F(j \omega) = \int_{-\infty}^{\infty} f(t) e^{-j \omega t} dt$, so the function can be described as $f(t) = \frac{1}{2 \pi} \int_{-\infty}^{\infty} F(j \omega) e^{j \omega t} d\omega$, where $j = \sqrt{-1}$.
Let $f(t)$ being a function which fulfill the conditions to have a Fourier Transform $F(j \omega)$. Then using the composition of a complex number in their amplitude and phase, and the “triangle inequality”, I can establish the following (here $|\cdot |$ is the absolute value): $$ \begin{equation}\begin{split} M = \max_{t}\left\{\left|{\frac{d f(t)}{dt}}\right|\right\} & = \max_{t}\left\{ \left|{\frac{1}{2\pi}} \int_{-\infty}^{\infty}j\omega F(j\omega)e^{j \omega t} d\omega \right|\right\} \texttt{ (Eq. 1)} \\ & =\max_{t}\left\{ \left|{\frac{1}{2\pi}} \int_{-\infty}^{\infty}\left|j\omega F(j\omega)\right| e^{j\sphericalangle\left(j\omega F(j\omega )\right)} e^{j \omega t} d\omega \right| \right\} \\ & \leq \max_{t}\left\{ {\frac{1}{2\pi}} \int_{-\infty}^{\infty}\left| \left|j\omega F(j\omega)\right| e^{j\sphericalangle\left(j\omega F(j\omega )\right)} e^{j \omega t}\right| d\omega \right\} \\ & \leq \max_{t}\left\{ {\frac{1}{2\pi}} \int_{-\infty}^{\infty}\left|j \right|\left|\omega F(j\omega)\right|\left| e^{j\sphericalangle\left(j\omega F(j\omega )\right)}\right| \left| e^{j \omega t}\right| d\omega \right\} \\ & = {\frac{1}{2\pi}} \int_{-\infty}^{\infty}\left|\omega F(j\omega)\right| d\omega \texttt{ (Eq. 2)}\end{split}\end{equation}$$ since $1 = |e^{j\phi}|, \forall \phi \in \mathbb{R}$ (note that $j = e^{j\frac{\pi}{2}}, \omega t \in \mathbb{R},$ and angle $ \sphericalangle\left(j\omega F(j\omega )\right) \in \mathbb{R}$), and the remaining integral is independent of $t$.
In the book "Fourier Series: A Modern Introduction - Volume 1 (2nd Edition)" (R. E. Edwards) [2], on Chapter 2 point 2.3.6 (point (3) of the "Remarks") is proved that if $f(t)$ is of bounded variation, and $\hat{f}(n)$ is its Fourier transform (defined differently from here), then: $$ \left|{n \hat{f}(n)}\right| \leq V(f), \texttt{ (Eq. 5)}$$ with $V(f)$ the total variation of $f(t)$.
Since the total variation for a Riemann integrable function $f(t)$ with $M < \infty$ can be defined as: $$ V(f) = \int_{-\infty}^{\infty} \left| \frac{df(t)}{dt} \right| dt $$ I believe that the bound $\max_{t}\left\{\left|{\frac{d f(t)}{dt}}\right|\right\} \leq V(f)$ is going to be "too loose", because is the same situation as considering the sum of a series of positive coefficients $a_n \geq 0$ and asking to compare $\max_{n}\{a_n\} \leq \sum_{-\infty}^{\infty}a_n$ (!).
(!): Caution is needed, because the sum is under an integral, so the "$dt$" could change the intuition. As example, consider the ramp function that starts at the origin and ends at the point $(1/2,\pi)$, its max value is $\pi$ but the sum of the area under the curve is $\sqrt{\pi/2}/2 < \pi$, but on converse, if the edge is on $(2,\pi)$ it’s area under the curve will be $2 \sqrt{\pi} > \pi$).
So I want to know:
A. Is the bound ${\frac{1}{2\pi}} \int_{-\infty}^{\infty}\left|\omega F(j\omega)\right| d\omega$ tight "enough"? or It will be a "loose one" as $V(f)$?
Here I know that: $$ \frac{df(t)}{dt}\Big\vert_{t=0} = {\frac{1}{2\pi}} \int_{-\infty}^{\infty} j\omega F(j\omega) d\omega $$ by making $t=0$ in the exponent $e^{j \omega t} = e^0 = 1$ of the inverse Fourier transform definition, so I have hope is not "too loose".
For avoiding any kind of "strange behavior" like continuous functions nowhere differentiable or differentiable functions nowhere continuous, and the full zoo of functions in between, please consider that the functions $f(t)$ is as following:
- $$f(t) = x(t) \cdot (\theta(t-t_0) - \theta(t-t_F))$$ is a non-constant one-variable real-valued function defined for every $t \in (-\infty; \infty)$ with $\theta(t)$ the unitary step function and $t_0<t_F$, so $f(t)$ haves a beginning at $t_0$ and an end at $t_F$, being $f(t) = 0 \text{ if } t\leq t_0 \text{ or } t_F \geq t$, letting the property $\mathbb{F}\left\{\frac{df(t)}{dt}\right\} = j\omega F(j \omega)$ being true.
- Let $f(t)$ be a Lebesgue integrable function: $\int_{-\infty}^{\infty}|f(t)|dt < \infty$, and also a finite energy function: $\int_{-\infty}^{\infty}|f(t)|^2dt < \infty$. If needed, also Riemann integrable.
- Consider that function $x(t)$ is continuous, also smooth so all derivatives exists and are bounded (or at least, one time differentiable), so using $\max$ or $\sup$ or else is equivalent (same for $f(t)$ except at the points $f(t_0)$ and $f(t_F)$), and also that $f(t)$ is of bounded variation. In the same mentioned point of [2], at "Remarks" section, is said that Wiener have proved that for a bounded function to be continuous if and only if it behave as: $$ \lim_{N \to \infty} \frac{1}{N} \sum_{|n| \leq N} \left|n \hat{f}(n) \right| = 0 \texttt{ (Eq. 6)}$$ Also assume that the function $f(t)$ follows the Rieman-Lebesgue Lema [3], and the conditions needed to have a Fourier transform $F(jw)$ described by a function -not by a distribution as Dirac's delta $\delta(t)$ or others- so that the Paley–Wiener theorem is fulfilled [4].
- I would like to represent "naively" physically possible time-limited phenomena with $f(t)$, so I don't want in principle, to put restrictions to $f(t_0)$ or $f(t_F)$, but if needed, first start with $f(t_F)=0$, and as last resource, add $f(t_0)=0$, making $f(t)$ compact-supported but not necessarily $f(t) \in C_c^{\infty}$, since to be a Bump function it also requires that $\lim_{t->\partial t} \frac{d^n f(t)}{dt^n} = 0$ so every derivative is continuous at the boundaries - and just if nothing else is possible, let $f(t)$ be a Bump function $f(t) \in C_c^{\infty}$. I don't know if there exists a space of non-analytic $C_c^{\infty}$-alike functions that can have $f(t_0)\neq 0$ and/or $f(t_F)\neq 0$ or both, if exists, please let me know how is called and any reference to search for them (I left it as a separated question in here).
- Since $\frac{df(t)}{dt} = \frac{dx(t)}{dt}\cdot (\theta(t-t_0) - \theta(t-t_F)) + x(t)\cdot\delta(t-t_0) - x(t)\cdot\delta(t-t_F)$, when looking for $\max_t |\cdot|$, it will be "infinite" because $\delta(t) = \infty$ at $t=0$. Because of this, I am explicitly avoiding the discontinuity at the edges, so $t_0 < t < t_F$ could let me work with $\frac{df(t)}{dt} = \frac{dx(t)}{dt}\cdot (\theta(t-t_0) - \theta(t-t_F))$, so $\max_{t_0 < t < t_F} |\frac{df(t)}{dt}| = \max_{t_0 < t < t_F} |\frac{dx(t)}{dt}|$.
- If the bound is applicable for more general functions, please let me know which constraints you have removed.
B) What other tight bounds for $\max_{t}\left\{\left|{\frac{d f(t)}{dt}}\right|\right\}$ are known??
Since using the same argument of the main equations I will have that $\max_{t}\left\{\left|{f(t)}\right|\right\} \leq {\frac{1}{2\pi}} \int_{-\infty}^{\infty}\left|F(j\omega)\right| d\omega \leq \int_{-\infty}^{\infty}\left|f(t)\right| dt \textit{ ¿}\leq\textit{?} \sqrt{\int_{-\infty}^{\infty}\left|f(t)\right|^2 dt} = \sqrt{E_0}$, so I am trying to find something proportional somehow to the energy $E_0 = \int_{-\infty}^{\infty}\left|f(t)\right|^2 dt$ of the function $f(t)$, even tried to multiply by $\frac{E_0}{E_0}$ to form things of the fashion of $\int_{-\infty}^{\infty}\frac{\left|F(j \omega)\right|^2}{E_0} d\omega = 1$ so $g(\omega)= \frac{\left|F(j \omega)\right|^2}{E_0}$ could be think as a probability distribution and use bounds for the expected value $E_g[\omega]$ and $E_g[\omega^2]$ with unsuccessful results.
I have found on internet some bounds as the Kalman-Rota or the Landau-Kolmogorov-Hadamard inequalities that states that $||f'||_2 \leq \sqrt{2} ||f||_2^{1/2}||f''||_2^{1/2}$ [5], but my intuition says that commonly $\max_{t}|f'| \ll \max_{t}|f''|$. I also found other inequalities like Poincare's, Sobolev's, Friedrichs's, or Uncertainty Principle relations, but the inequality goes on the other direction $\textit{something}(f) \leq \sup |f'|$.
On the comments were mentioned some bounds applicable to band-limited functions (Bernstein inequality [11], Markov brothers' inequality [12], Others [13], follow the main article [14]), but since here I am asking about time-limited functions, which are going to have unbounded domain on the frequencies [10], I believe they are not applicable.
C) What restrictions have to fulfill $f(t)$ so it happen to be true that $\max_{t}\left\{\left|{\frac{d f(t)}{dt}}\right|\right\} \leq \max_{\omega}\left\{\left|\omega \cdot F(j \omega)\right|\right\}$ ????
I have tried with a few functions and it happen to be true, so if you know of any demonstration related please share any reference. I also found counterexamples for finite-energy time-limited, so I want to know which conditions must happen to make it “useful”.
This bound "conjecture" come from the following mistake: $$ \begin{equation}\begin{split} M = \max_{t}\left\{\left|{\frac{d f(t)}{dt}}\right|\right\} & = \max_{t}\left\{ \left|{\frac{1}{2\pi}} \int_{-\infty}^{\infty}j\omega F(j\omega)e^{j \omega t} d\omega \right|\right\} \texttt{ (Eq. 1)} \\ & =\max_{t}\left\{ \left|{\frac{1}{2\pi}} \int_{-\infty}^{\infty}\left|j\omega F(j\omega)\right| e^{j\sphericalangle\left(j\omega F(j\omega )\right)} e^{j \omega t} d\omega \right| \right\} \end{split}\end{equation}$$ Where, if I let $M_\omega^* = \max_\omega |j\omega F(j \omega)|$ which happens at $\omega^* = \arg \max |j\omega F(j \omega)|$, then at this I will have that $e^{j\sphericalangle\left(j\omega F(j\omega )\right)} = e^{j \phi^*}$ for some $\phi^* \in \mathbb{R}$, so: $$ \begin{equation}\begin{split} M = \max_{t}\left\{\left|{\frac{d f(t)}{dt}}\right|\right\} & \leq? \max_{t}\left\{ \left|{\frac{M_\omega^* \cdot e^{j \phi^*}}{2\pi}} \int_{-\infty}^{\infty} e^{j \omega t} d\omega \right|\right\} \texttt{ (Eq. 3)} \\ & \leq \max_{t}\left\{ M_\omega^* |e^{j \phi^*}|\left|{\frac{1}{2\pi}} \int_{-\infty}^{\infty}e^{j \omega t} d\omega \right| \right\} \\ & = M_\omega^* \max_{t}\left\{\left|\delta(t) \right| \right\} \\ & = \max_\omega |j\omega F(j \omega)| \max_{t}\left\{\left|\delta(t) \right| \right\} \texttt{ (Eq. 4)}\end{split}\end{equation}$$ In Eq. 4 the result will be $0$ for $t \neq 0$, and "$\infty$" if $t=0$, so certainly is not a rightfully obtained bound, but ignoring somehow the delta function makes me wonder about the value of $$M_\omega^* = \max_\omega |j\omega F(j \omega)| \texttt{ (Eq. 7)}$$.
Added later:
Following a suggestion, I am going to review some examples.
(!!) I solved these examples using Wolfram-Alpha website [7], which works by default with a different definition of the Fourier transform, so be careful about it. I don't review if the results are "theoretically" right, and I have already found examples where Wolfram-Alpha gives numerically wrong results.
Gaussian function example_______________________
First one, the case of the Gaussian function: Let $f(t)$ a less restricted function that is not time-limited, but vanishes at infinity, $f(t)=\frac{1}{\sqrt{2\pi}} e^{-\frac{t^2}{2}}$ the standard Gaussian function distribution so $\int_{-\infty}^{\infty} f(t) dt = \int_{-\infty}^{\infty} |f(t)| dt = 1$ and its signal energy is finite $\int_{-\infty}^{\infty} |f(t)|^2 dt = \frac{1}{2\sqrt{\pi}} \approx 0.282 \ll \infty$. Also, following “our” notation, the non-unitary Fourier Transform for the angular frequency $\omega$ of $\mathbb{F_t}\left\{ e^{-a t^2}\right\}(\omega) = \sqrt{\frac{\pi}{a}} e^{\frac{-\omega^2}{4a}}\,$, so for this $f(t)$ we have $F(j\omega)=e^{-\frac{\omega^2}{2}}$ (the property that the Fourier Transform of Gaussians is also Gaussian - unbound domain in time and frequency, vanishing at infinity in both). Then, the following is true:
$$ \begin{equation}\begin{split} M_{std.gauss} & = & \max_{t}\left\{\left|{\frac{d f(t)}{dt}}\right|\right\} = \frac{1}{\sqrt{2\pi e}}\text{ on } t^* = \pm 1 & \approx 0.24197 \\ & \leq & {\frac{1}{2\pi}} \int_{-\infty}^{\infty}\left|\omega F(j\omega)\right| d\omega = \frac{1}{\pi} & \approx 0.31831 \\ & \leq & \max_{\omega}\left\{\left|{\omega F(j\omega)}\right|\right\} = \frac{1}{\sqrt{e}} \text{ on } \omega^* = \pm 1 & \approx 0.60653 \\ & \leq & V(f) = \int_{-\infty}^{\infty} \left| \frac{df(t)}{dt} \right| dt = \sqrt{\frac{2}{\pi}} & \approx 0.79788 \end{split}\end{equation}$$
Is interesting to note that both bounds of Eq. 2 and Eq. 7 have worked better than $V(f)$. Also note that the bound Eq. 2 is “much tighter” than the bound of Eq. 7, so it’s happened what was commented on (!).
Is interesting to think that the Gaussian is the function that maximizes the Uncertainty Principle, so no other one-variable function with the same energy (since is a one parameter function), can be more concentrated in both time and frequency domains at once ([9] and [10]), so my intuition says that time-limited functions (which can be thought as convolution on the frequency domain of a standard function with a "sinc function"), are going to be even more spread in the frequencies, so it is going to be less likely to found a higher peak for $|\omega F(j\omega)|$ that the ones is achieved by the Gaussian function with the same energy.
But anyway, in this example it can be seen that this "conjecture" is not a total nonsense.
Classic functions examples_____________________
Here I review the simplest cases of traditional functions which its Fourier transforms are tabulated in [1] and in Wikipedia [4]. Knowing beforehand they don't fulfill my requirements, it will be a logic start I think, since many people had worked with them before.
The following notation is used from now on:
- "$E°$" is used for each signal energy (definition on each table),
- $\Pi(t) = 1, |t|\leq \frac{1}{2}$ is the standard rectangular function (Unitbox(t) in Wolphram-Alpha),
- $\delta(t)$ is the Dirac's delta distribution (Diracdelta(t) in Wolphram-Alpha),
- $\theta(t)=1, t \geq 0$ is the standard step function (Unitstep(t) in Wolphram-Alpha),
- $\Lambda (t)=1-|t|, |t|\leq 1$ is the standard triangular function (Unittriangle(t) in Wolphram-Alpha),
- $H_1(t)=2\cdot t\,$ is the Hermite polynomial of the first kind, which fulfill the equation $H_n(t) = (-1)^n\,e^{t^2}\frac{d^n}{dt^n}(e^{-t^2})$ (HermiteH(1,t) in Wolphram-Alpha),
- and $\mathscr{C}=0.91596559\cdots\,$ is the Catalan's constant.
I have let with (*) the results I believe have questionable accuracy.
$$ \begin{array}{|c:c|c:c|c|c:c:c|c:c:c:c|} \hline f(t) & \text{dom}(f(t)) & F(j\omega)=\mathbb{F}\{f(t)\}(\omega) & \text{dom}(F(j\omega)) & \max_t |f'(t)| & \frac{1}{2 \pi} \int_{-\infty}^{\infty} |j\omega F(j\omega)|d\omega & \max_\omega |j\omega F(j \omega)| & V(f) = \int_{-\infty}^{\infty} |f'(t)|dt & \max_t |f(t)| & ||f||_1 = \int_{-\infty}^{\infty} |f(t)|dt & E° = \int_{-\infty}^{\infty} |f(t)|^2 dt & ||f||_2 = \sqrt{E°} \\ \hline \Pi (t) & [-\frac{1}{2}; \frac{1}{2}] & \text{sinc}(\frac{\omega}{2}) & (-\infty; \infty) & \infty^* & \infty^* & 2 & 0^* & 1 & 1 & 1 & 1 \\ \hdashline \text{sinc}(\frac{t}{2}) & (-\infty; \infty) & 2\pi \cdot \Pi (\omega) & [-\frac{1}{2}; \frac{1}{2}] & 0.218 & \frac{1}{4} = 0.25 & \pi = 3.1416 & \infty & 1 & \infty & 2\pi = 6.2831 & 2.5066 \\ \hdashline \text{sinc}^2(\frac{t}{2}) & (-\infty; \infty) & \Lambda (\omega) & [-1; 1] & 0.27 & \frac{1}{3} = 0.33 & \frac{\pi}{2} = 1.57079 & \infty & 1 & 2\pi = 6.2831 & \frac{4\pi}{3} = 4.18879 & 2.046 \\ \hdashline \Lambda (t) & [-1; 1] & \text{sinc}^2(\frac{\omega}{2}) & (-\infty; \infty) & undefined & \infty & 1.44922 & 2^* & 1 & 1 & \frac{2}{3} = 0.66 & 0.816 \\ \hdashline e^{-t} \cdot \theta (t) & [0; \infty) & \frac{1}{(1+j\omega)} & (-\infty; \infty) & 1^* & \infty & 1^* & 1^* & 1 & 1 & \frac{1}{2} = 0.5 & 0.707 \\ \hdashline t\cdot e^{-t} \cdot \theta (t)& [0; \infty) & \frac{1}{(1+j\omega)^2} & (-\infty; \infty) & 1^* & \infty & \frac{1}{2} = 0.5 & \frac{2}{e}^* = 0.735759^* & \frac{1}{e} = 0.3678 & 1 & \frac{1}{4} = 0.25 & \frac{1}{2} = 0.5 \\ \hdashline \frac{1}{\sqrt{2\pi}}e^{-\frac{t^2}{2}} & (-\infty; \infty) & e^{-\frac{\omega^2}{2}} & (-\infty; \infty) & \frac{1}{\sqrt{2 e \pi}} = 0.24 & \frac{1}{\pi} = 0.31831 & \frac{1}{\sqrt{e}} = 0.606 & \sqrt{\frac{2}{\pi}} = 0.797 & \frac{1}{\sqrt{2\pi}} = 0.39 & 1 & \frac{1}{2\sqrt{\pi}} = 0.282 & 0.531 \\ \hdashline \frac{1}{\sqrt{\pi}}e^{-j\frac{t^2}{2}} & (-\infty; \infty) & (1-j)\cdot e^{j\frac{\omega^2}{2}} & (-\infty; \infty) & \infty & \infty & \infty & \infty & \frac{1}{\sqrt{\pi}} = 0.564 & \infty & \infty & \infty \\ \hdashline e^{-|t|} & (-\infty; \infty) & \frac{2}{(1+\omega^2)} & (-\infty; \infty) & 1^* & \infty & 1 & \infty^* & 1 & 2 & 1 & 1 \\ \hdashline e^{-\frac{t^2}{2}}H_1(t) & (-\infty; \infty) & -j\omega \cdot 2\sqrt{2\pi}\cdot e^{-\frac{\omega^2}{2}} & (-\infty; \infty) & 2 & 2 & \frac{4\sqrt{2\pi}}{e} = 3.68 & \frac{8}{\sqrt{e}} = 4.8522 & \frac{2}{\sqrt{e}} = 1.213 & 4 & 2\sqrt{\pi} = 3.5449 & 1.883 \\ \hdashline \text{sech}(t) & (-\infty; \infty) & \pi \cdot \text{sech}(\frac{\pi \omega}{2}) & (-\infty; \infty) & \frac{1}{2} = 0.5 & \frac{8 \mathscr{C}}{\pi^2} = 0.74245 & 1.32549 & 2 & 1 & \pi = 3.1416 & 2 & 1.414 \\ \hline \end{array} $$
Unfortunately, the upper bound of Eq. 2 diverges on many examples (I wasn´t expecting it to work for these examples anyway), but for the cases where it results to be finite, it shows to be much better than the bound given by Eq. 5.
On the other hand, the upper bound of Eq. 7 results to be finite on much more examples, and also lower than the bound of Eq. 5, but much closer to it. Also, for the example $f(t) = t\,e^{-t}\theta(t)$ it shows to be lower than the maximum rate of change. This is why I am asking for which conditions this bound have to fulfill to become a valid upper bound (I don't expect that this bound is going to be valid for every possible function, but it could be an alternative when the bound of Eq. 2 doesn't converges).
Also note that for the same case of $f(t) = t\,e^{-t}\,\theta(t)$ the maximum rate of change results to be higher than the Total Variation $V(f)$, going against my intuition at least, so maybe the validity of the bound of Eq. 5 is not universal (could be related to the Fourier transform definition used in [2] being different from the one I am using here, or also a numerical issue).
Bounded domain functions examples________________
Here I review some simple cases of time limited signals.
I have tried to find simple cases of continuous functions: signals that starts from $0$ and rises/decline “slowly” ($f(t)=f’(t)=0$), others that starts “sharply”, other that starts from a point different than $0$, odd and even signals, signals with a discontinuity, the same signal with different compact domain, positive signals, signals with flat-top, etc. (some signals which I could found a simple Fourier transform to work with).
Unfortunately there is no case of a proper “smooth function” since I don’t found any simple “bump function” $\in C_c^\infty$ with a simple Fourier transform, both in “closed form” (I left the question here, and already test all the functions of here on Wolfram-Alpha with negative results).
I extend the previous table notation with these:
- $J_1(t)$ is the Bessel function of the first kind of order 1 (BesselJ(1,t) in Wolphram-Alpha),
- $\text{Si}(t)$ is the “Sine integral” function (SinIntegral(t) in Wolphram-Alpha)
Also, since for time limited functions the domain is restricted to $t_0 \leq t \leq t_F$, the definitions for the Fourier transform changes to $F(j \omega) = \int_{t_0 }^{t_F} f(t) e^{-j \omega t} dt$, and also all the time domain integrals change its integration limits correspondingly (see headers of the table 2). Be attentive of this, since the Fourier transform of the functions are different with other integration limits.
Also related, as explained in point (5) for avoiding the problem at the domain "edges", I use $\max_{t_0 < t < t_F} |f'(t)|$ without including the boundaries.
Again, I have let with (*) the results I believe have questionable accuracy.
$$ \begin{array}{|c:c|c:c|c|c:c:c|c:c:c:c|} \hline f(t) & \text{dom}(f) = [a\,;\,b] & F(j\omega)=\mathbb{F}_{[a\,;\,b]}\{f(t)\}(\omega) & \text{dom}(F(j\omega)) & \max_{a < t < b} |f'(t)| & \frac{1}{2 \pi} \int_{-\infty}^{\infty} |j\omega F(j\omega)|d\omega & \max_\omega |j\omega F(j \omega)| & V_a^b(f) = \int_{a}^{b} |f'(t)|dt & \max_{a\leq t \leq b} |f(t)| & ||f||_1 = \int_{a}^{b} |f(t)|dt & E° = \int_{a}^{b} |f(t)|^2 dt & ||f||_2 = \sqrt{E°} \\ \hline \sqrt{1-t^2} & [-1; 1] & \pi \cdot \frac{J_1(\omega)}{\omega} & (-\infty; \infty) & \infty & \infty^* & 1.82798 & 2 & 1 & \frac{\pi}{2} = 1.57079 & \frac{4}{3} = 1.33 & 1.1547 \\ \hdashline \sin(\frac{t\pi}{2}) & [-1; 1] & -j\frac{8\,\omega\cos(\omega)}{(\pi^2-4\,\omega^2)} & (-\infty; \infty) & \frac{\pi}{2} = 1.57079 & \infty^* & 2.75144 & 2 & 1 & \frac{4}{\pi} =1.2732 & 1 & 1 \\ \hdashline \sin^2(\frac{t\pi}{2}) & [-1; 1] & \frac{(\pi^2-2\,\omega^2)\sin(\omega)}{(\pi^2\,\omega-\omega^3)} & (-\infty; \infty) & \frac{\pi}{2} = 1.57079 & \infty^* & 2.8929 & 2 & 1 & 1 & \frac{3}{4} = 0.75 & 0.866 \\ \hdashline \cos^2(\frac{t\pi}{2}) & [0; 1] & j\frac{(\pi^2(1-e^{-j\omega})-2\,\omega^2)}{2\,\omega\,(\omega^2-\pi^2)} & (-\infty; \infty) & \frac{\pi}{2} = 1.57079 & \infty^* & 1.4562 & 1 & 1 & \frac{1}{2} = 0.5 & \frac{3}{8} = 0.375 & 0.612 \\ \hdashline \cos^2(\frac{t\pi}{2}) & [-1; 1] & \frac{\pi^2\sin(\omega)}{(\pi^2\omega-\omega^3)} & (-\infty; \infty) & \frac{\pi}{2} = 1.57079 & 2.28547^* & 1.63641 & 2 & 1 & 1 & \frac{3}{4} = 0.75 & 0.866 \\ \hdashline \frac{(1+\cos(t\pi))^2}{4} & [-1; 1] & \frac{3\,\pi^4\sin(\omega)}{(\omega^5-5\pi^2\omega^3+4\pi^4\omega)} & (-\infty; \infty) & \frac{3\sqrt{3}\pi}{8} = 2.0405 & 2.61265^* & 1.58242 & 2 & 1 & \frac{3}{4} = 0.75 & \frac{35}{64} = 0.546875 & 0.7395 \\ \hdashline \sin(\frac{t\pi}{2})\cos^2(\frac{t\pi}{2}) & [-1; 1] & j\frac{16\, \pi^2\, \omega \cos(\omega)}{(16\, \omega^4-40\, \pi^2 \omega^2+9\,\pi^4)} & (-\infty; \infty) & 1.5708 & 1.93647^* & 1.23244 & 1.5396^* & \frac{2}{3\sqrt{3}} = 0.3849 & \frac{4}{3\sqrt{\pi}} = 0.42441 & \frac{1}{8} = 0.125 & 0.354 \\ \hdashline \text{sinc}(t\pi)\cos(\frac{t\pi}{2}) & [-1; 1] & \frac{1}{2\pi}\left(\text{Si}(\frac{\pi}{2}-\omega)+\text{Si}(\frac{3\pi}{2}-\omega)+\text{Si}(\frac{\pi}{2}+\omega)+\text{Si}(\frac{3\pi}{2}+\omega)\right) & (-\infty; \infty) & 1.62897 & \infty^* & 1.61724 & 2 & 1 & \frac{2\,\text{Si}(\pi)}{8} = 1.17898 & \frac{2\,\text{Si}(2\pi)}{\pi} = 0.9028 & 0.9501 \\ \hdashline 1-\sin^4(\frac{t\pi}{2}) & [-1; 1] & \frac{\pi^2(5\pi^2 - 2\,\omega^2) \sin(\omega)}{(\omega^5 - 5\pi^2\omega^3 + 4\pi^4\omega)} & (-\infty; \infty) & \frac{3\sqrt{3}\pi}{8} = 2.0405 & 3.01547^* & 1.8225 & 2 & 1 & \frac{5}{4} = 1.25 & \frac{67}{64} = 1.04688 & 1.023 \\ \hdashline \sin(|t|\pi) & [-1; 1] & \frac{2\pi\,(1+\cos(\omega))}{(\pi^2-\omega^2)} & (-\infty; \infty) & \pi = 3.1416 & \infty^* & 2.90769 & 4^* & 1 & \frac{4}{\pi} =1.2732 & 1 & 1 \\ \hline \end{array} $$
Against my expectation, the time limited functions behave much worst I intended, but because they are following my intuition: it decays slowly than the Gaussian function, but so slowly that the integral bound of Eq. 2 diverges in many cases, and also so spread, that the peak given by the bound of Eq. 7 is lower than the maximum rate of change. In many cases, the maximum rate of change results higher than the Total Variation $V_a^b(f)$, against Eq. 5.
The positive side, when the integral of Eq. 2 converges, it results to be a proper bound of the maximum rate of change, even when it was higher than the Total Variation.
Unfortunately, all the results for the bound of Eq. 2 have “*” since its validity is questionable, and its value were obtained by numerical approximation through Nintegrate in Wolfram-Alpha, so I will review another bound to "double check". Using Hölder’s inequality, it can be stated that for two functions $f(t)$ and $g(t)$ the following is true: $$\int_{-\infty}^\infty |f(t) \cdot g(t)|\,dt \leq \int_{-\infty}^\infty |f(t)|\,dt \cdot \sup_t |g(t)|$$ I am going to applied it to the bound of Eq. 2 to avoid the multiplication: $$\frac{1}{2 \pi} \int_{-\infty}^\infty |\omega \, g(\omega) \cdot \frac{F(j \omega)}{g(\omega)}|\,d\omega \leq \frac{1}{2 \pi} \int_{-\infty}^\infty |\omega\, g(\omega)|\,d\omega \cdot \sup_\omega |\frac{F(j \omega)}{g(\omega)}| \texttt{ (Eq. 8)}$$ So, I tested some functions $g(\omega)$ that makes the integral of the right side converge, and then see if they have a supremum when tested against the function $f(t) = \cos^2(\frac{t\pi}{2}),\,|t| \leq 1\,$: $$\begin{array}{|c|c:c|} \hline g(\omega) & \int_{-\infty}^\infty |\omega\, g(\omega)|\,d\omega & \texttt{(Eq. 8)} \\ \hline e^{-\sqrt{|w|}} & 24 & 12.1623 \\ \hline \end{array} $$ Here is really interesting that having a "clear result" for $g(\omega) = e^{-\sqrt{|w|}}$ proves that the results of table 2, maybe numerical inaccurate, are still valid (at list for the chosen $f(t)$), so there exists time-limited functions for which the integral of Eq. 2 converges. But not only this, also it proves something maybe obvious:
There exists TIME-LIMITED functions (with unbound domain on the frequencies), which have a maximum rate of change bounded, (for functions with bounded domain in the frequencies, the results is known and presented in [14])
but better, seen the same problem for a different “not so obvious angle”, I believe it could be reinterpreted as:
- There exists some “$\text{mysterious conditions}\,\mathbb{X}$” that makes that some time-limited signals with unlimited bandwidth will have a bounded maximum rate of change, conditions I am trying to figure out.
Additionally, there other issue I found reviewing the results of table 2: for every function a tried with values at the “edges” of its domain different from zero, the integral of Eq. 2 diverges. This is confusing for me, especially for the functions $f(t) = \cos^2(\frac{t\pi}{2})$ when changing the domain from $[-1,\,1]$ to $[0,\,1]$: technically there is no differences in the achieved maximum slopes of the curves, however for the reduced domain one, the integral of Eq. 2 diverges. I think it could be related to the phenomena I am avoiding according point (5), but somehow it manifests on the frequency domain. I tried to solve it by changing the function to $f(t) = \theta(-t)+\cos^2(\frac{t\pi}{2}),\, 0 \leq t \leq 1\,$ so no disruptive changes happen to the function, but as I was expecting its Fourier Transform in $[0,\,1]$ was the same to the previous functions (it was adding just a zero-measure point, so it doesn’t change the integral).
I have tried many other different functions and combinations on $[-1,\,1]$ with $f(-1) \neq 0$, and I couldn’t find anyone where the integral of Eq. 2 converges. It doesn’t mean that its maximum rate of change was unbounded (Eq. 2 is an upper bound), but its seems as a new conjecture: for a time-limited function $f(t)$ to have a finite ${\frac{1}{2\pi}} \int_{-\infty}^{\infty}\left|\omega F(j\omega)\right| d\omega < \infty $ it must have value zero at its domain boundaries $f(t_0) = f(t_F) = 0$ (don’t meaning this, it need to be a bump function $\in C_c^\infty$, which it’s much more restrictive). I left this into another question in here.
Continues in answers section...