Eigenfunctions of the Fourier transform

Mark Reeder February 13, 2012

Fourier transform of e(x/a)

The (complex) Fourier transform F[f ] of a function f (x) is dened by 1 2 We rst derive the Fourier transform

f (x)eix dx.

2 a = e(a/2) , 2

F e(x/a)

(1)

where a > 0 is a constant. Regard this transform as a function of : 1 F () = 2 and dierentiate:

e(x/a) eix dx,

1 1 d F () = d 2 i

xe(x/a) eix dx,

and now integrate by parts, with u = eix , to get 1 a2 d F () = d 2 2 Solving this dierential equation for F () we get F () = F (0) e(a/2) . So it remains to determine F (0). This is essentially the Gaussian integral: 1 F (0) = 2

2

dv = xe(x/a) ,

du = ieix ,

v = (a2 /2)e(x/a) , a2 F (). 2

e(x/a) eix dx =

e(x/a) dx,

which can be computed as follows. The trick is to compute the square of F (0) and use polar coordinates: 1 F (0)2 = 2 so we get
2

e(x/a) dx

1 2

e(x/a) e(y/a) dx dy =

1 2

2 0 0

e(r/a) r dr d =

1 a2 a2 2 = , 2 2 2

a F (0) = , 2

hence

2 a F () = e(a/2) , 2

as claimed in (1). If a = 2 then F () = F ex so the function ex

2 2

/2

= e

/2

/2

is its own Fourier transform.

In general, a smaller a gives a bigger spike in the graph of f (x) and a more spread-out graph of F (). And vice-versa. 2 2 Here are the superimposed graphs of f (x) = e(x/a) (red) and F () = e(a/2) (blue) for a = .5, 1.2, 2, 2.
1.0
1.0
1.0

0.8
0.8
0.8

0.6
0.6
Out[11]=

0.6

0.4

0.4

0.4

0.2

0.2

0.2

-4

-2

-4

-2

-4

-2

1.0

0.8

0.6
Out[15]=

0.4

0.2

-4

-2

The dierential operator viewpoint

2

The calculation of F[ex ] in the rst section is illuminated by a more algebraic point of view. First, let us modify the denition of F so that it takes functions of x to functions of the same variable x: 1 F[f (x)] = 2 Now the derivative formula becomes F[f (x)] = ixf (x). On the other hand if we rst apply F and then dierentiate, we get d 1 F[f ] = dx 2 so F[f ] = iF[xf ] Consider the dierential operator D= Using formulas (2) and (3), we have F[D[f ]] = F[f + xf ] = ixF[f ] + iF[f ] = iD[F[f ]]. d + x, dx D[f ] = f + xf. (3)

f (y)eixy dy.

(2)

(iy)f (y)eixy dy = iF[xf ],

Thus F and D are linear operators such that FD = iDF. (4) If f is a solution of the dierential equation D[f ] = 0, then (4) implies that F[f ] is also a solution. However, every solution of D[f ] = 0 is of the form 2 f (x) = Cex /2 , where C = f (0) is a constant. Therefore there is a constant C such that F[ex To nd C we evaluate at 0: F[ex Thus, the equality F[ex
2 2 2

/2

] = Cex

/2

/2

1 ](0) = 2

ey

/2

1 dy =
2

eu du = 1.

/2

] = ex

/2

(5)

follows from commutation formula (4) and the Gaussian integral.

Eigenvectors of the Fourier Transform

2

In terms of linear algebra, equation (5) asserts that ex /2 is an eigenvector of the operator F, with eigenvalue = 1, 2 on the complex vector space V of functions of the form p(x)ex /2 , where p(x) is a polynomial. The vector space V is innite dimensional, but note that V is a union of nite dimensional subspaces

V =
n=0

Vn ,

where Vn = {p(x)ex

/2

: deg p(x) n} is a subspace of dimension dim Vn = n + 1.

Note that D[p(x)ex so Vn = ker D The function

n+1

/2

] = p (x)ex
n+1

/2

is the subspace of functions in V killed by D

dn x2 /2 e dxn belongs to Vn and Hermite polynomials Hen (x) are dened by Hen (x)ex On the homework, you showed that F[xn ex
2 2

/2

= (1)n

dn x2 /2 e . dxn
2

(6)

/2

] = (i)n Hen (x)ex

2

/2

(7)

so F[Vn ] = Vn for each n. We have found the eigenvector ex for n 0.

/2

V0 ; we now nd a basis of eigenvectors for F in Vn

Dene another operator : V V by [f ](x) = f (x). The Fourier inversion theorem becomes the operator equation F 2 = .

 It follows that F 4 = I and the eigenvalues of F on V are powers of i = 1. More precisely, F has order two on the even functions in V and order four on the odd functions in V . So the functions with F-eigenvalues 1 are even and those with F-eigenvalues i are odd. In fact, Hen = xn + terms of lower degree, so equation (7) shows that if F has an eigenvector which lies in Vn but not in Vn1 , then the eigenvalue must be (i)n . Hence for each n 0 there is a unique (up to scalar) function n (x) Vn of the form 2 n (x) = pn (x)ex /2 , where pn (x) is a polynomial of degree n, such that F[n ] = (i)n n . For example, we have 0 = ex
2

/2

1 = 2xex

/2

2 = (4x2 2)ex

/2

3 = (8x3 12x)ex

/2

4 = (16x4 48x2 +12)ex /2 . (8)

To nd n in general we consider a new dierential operator D2 = d2 x2 . dx2

Using equations (2) and (3) we nd that D2 commutes with F: D2 F = FD2 . It follows that F preserves each eigenspace of D2 . That is, if D2 [] = for some C then D2 F[] = F[]. We take = (2n + 1), and consider the equation D2 = (2n + 1), or in other words, + (2n + 1 x2 ) = 0. This has a two dimensional solution space, but only one solution (up to scalar) lies in V . For (x) = p(x)ex solution of (9) in V exactly when p 2xp + 2np = 0. Writing p = ck x , equation (10) is equivalent to the recurrence formula ck+2 = 2(k n) ck . (k + 2)(k + 1)
k
2

(9)
/2

is a (10)

So (10) has a unique polynomial solution p(x) of degree n. Taking cn = 2n (to make the coecients integers) p(x) is given by the Hermite polynomial Hn (x) = (1)n ex
2

dn x2 e = dxn

n/2

(1)m
k=0

n! (2x)n2k . (n 2m)!

This is slightly dierent than the Hermite polynomial Hen dened in (6) above. The two kinds of Hermite polynomials are related by: Hen (x) = 2n/2 Hn (x/ 2). For example, the polynomials H0 , . . . , H4 are the coecients of ex
2

/2

in the list (8).

Now, since F preserves the one-dimensional space of solutions of (9) in V , we have F[Hn (x)ex
2

/2

] = Hn (x)ex

/2

for some constant . But then = (i)n because it is an eigenvalue of F on a function in Vn which is not in Vn1 . Hence n (x) = Hn (x)ex
2

/2

= (1)n ex

/2

dn x2 e dxn

is the desired eigenfunction of F and {0 , 1 , . . . , n } is a basis of Vn consisting of F-eigenvectors. 4