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How do I show that the synthesis equation of the Fourier Transform equals the original function?

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I want to expand equation 2 using equation 1 and show that the integral indeed equals the original function. I am fine with some handwavy math.

I have seen this derivation of the Fourier Transform:

where the Fourier Transform is the limit of Fourier series. But that notation uses $\omega$ and also doesn't directly expand the integral. I am looking for something along these lines:

Only the component that was at frequency $\xi$ can produce a non-zero value of the infinite integral, because all the other shifted components are oscillatory and integrate to zero.

HappyFace
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1 Answers1

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Inserting (1) into (2) and formally swapping the order of integration yields $$\int_{-\infty}^\infty \left( \int_{-\infty}^\infty f(y) e^{-i2\pi\xi y} dy \right) e^{i2\pi\xi x}d\xi =\int_{-\infty}^\infty \int_{-\infty}^\infty e^{i2\pi\xi(x-y)} f(y) dy d\xi = \int_{-\infty}^\infty f(y)\left(\int_{-\infty}^\infty e^{i2\pi\xi(x-y)} d\xi\right) dy$$

Formally, the inner integral on the right is the Dirac delta $\delta(y-x)$ (since the Fourier transform of $1$ is a Dirac delta, due to $1$ only containing one frequency), so then we get

$$ \int_{-\infty}^\infty f(y)\delta(y-x)dy = f(x)$$

Of course, this is all hand-wavy and you need to appeal to the theory of distributions to make this argument rigorous. The standard proof of the inversion formula uses an approximation argument: approximate a Dirac delta by a sequence of Gaussians, whose Fourier transforms are also Gaussians, and pass to the limit.

  • Is $\delta(y - x) = \delta(x - y)$? This question uses $\delta(x - y)$ for that integral. Can you recommend some concise PDF on this theory of distributions? My courses simply use the Fourier transforms without the rigorous treatment, which is leaving me very confused. – HappyFace Mar 02 '24 at 16:50
  • @HappyFace The rigorous treatment of the Fourier Transform as a Tempered Distribution requires some advanced mathematics. See THIS Wikipedia article for a primer. – Mark Viola Mar 04 '24 at 18:13