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The Fourier series coefficients are often derived by assuming a function can be represented as a series

$$f(x) = \sum_{n=0}^\infty A_n \cos\left(\frac{2\pi n x}{L}\right) + \sum_{n=0}^\infty B_n \sin\left(\frac{2\pi n x}{L}\right)$$

then multiplying by $\sin(2\pi m x / L)$ or $\cos(2\pi m x / L)$ and integrating over $[-L, L]$, exploiting the orthogonality of of these trig functions over $[-L,L]$ to show that

$$A_n = \frac{1}{L}\int_{-L}^L f(x) \cos\left(\frac{2\pi n x}{L}\right)dx$$

For the Fourier transform, we can try to do the same thing, assuming we can represent our function as an integral over trig functions of continuous frequencies, i.e.

$$f(x) = \int_{-\infty}^\infty A_n(\xi) e^{2\pi i x \xi} d\xi$$

And then multiplying by $e^{-2\pi i x k}$ and integrating

$$\int_{-\infty}^{\infty} f(x)e^{-2\pi i x k} dx = \int_{-\infty}^{\infty} \int_{-\infty}^{\infty} A(\xi) e ^{2\pi i x(\xi - k)} d\xi dx.$$

The left-hand side is clearly the Fourier transform formula, so I'm assuming I can reduce the right-hand side to (some scalar multiple of) $A(k)$, but haven't been able to see a way forward. The Riemann-Lebesgue lemma gives us something, but I'm wondering if there is any orthogonality trick over the whole real line $\mathbb{R}$ which lets simplify the right-hand side and get an explicit formula for $A(k)$, i.e. $\hat{f}(\xi)$.

JAustin
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3 Answers3

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Final Edit: Of course the result you're looking for is just the $L^1$ Inversion Theorem. Below there are some fuzzy thoughts about how IT might be derived from Fourier series - see here for a version of what's below that's an actual proof!

Edit: Thinking about what I said the other day I realized it explains something about the Fourier transform that's always been somewhat mysterious to me. So I'm suddenly enthusiastic about all this. Happens all the time that I learn things by answering MSE questions, but usually regarding things like algebra that I know nothing about, not things I sort of understand, like Fourier analysis. See below...

Original Answer:

Not quite exactly what you're asking for, but it seems to me you should be able to derive Fourier inversion from Fourier series via Poisson summmation. For sufficiently well-behaved functions; this is doubtless going to give a much weaker result than the standard inversion theorem.

Assuming you'd like to work out the details for yourself: If $f\in L^1(\Bbb R)$ and $L>0$ define $$f_L(t)=\sum_{k\in\Bbb Z}f(t+kL).$$Then $f_L$ has period $L$, so it has a Fourier series. Haven't worked it out in detail but it seems clear that (under suitable hypotheses) if you say $f_L$ equals its Fourier series and then let $L\to\infty$ it should follow that $f$ is the inverse tranform of $\hat f$.

Edit, explaining the above a little more explicitly:

Note first that nothing below this line is actual math, quite. The hypotheses are missing - we assume that everything always converges to what it "should" converge to...

For $f\in L^1(\Bbb R)$ define the Fourier transform $\hat f$ by $$\hat f(\xi)=\int f(t)e^{-it\xi}\,dt.$$(Any time you're talking about the Fourier transform you should really include the definition, even in a context where the reader certainly knows the definition, because everyone puts the $\pi$'s in different places; if the reader's definition is a little different things won't look right. This is one reason for the Littlewood Convention, to the effect that $2\pi=1$.)

We're after

$L^1$ Inversion Theorem. Suppose $f\in L^1(\Bbb R)$. If it happens that also $\hat f\in L^1(\Bbb R)$ then $f(t)=\frac1{2\pi}\int\hat f(\xi)e^{it\xi}\,d\xi$ almost everywhere.

Something that Euler or Fourier might have regarded as a proof:

Define $f_L$ as above. Then $f_L$ has period $L$. In our current fantasy periodic functions are always equal to the sum of their Fourier series, so $$f_L(t)=\sum_nc_{L,n}e^{2\pi i nt/L},$$where $$c_{L,n}=\frac1L\int_0^Lf_L(t)e^{-2\pi int/L}.$$Now if you insert the definition of $f_L$ and note that that exponential has period $L$ you see that $$c_{L,n}=\frac1L\hat f\left(\frac {2\pi n}L\right),$$so we have $$f_L(t)=\frac 1L\sum_n\hat f\left(\frac {2\pi n}L\right)e^{2\pi i nt/L}.$$

But $\frac {2\pi}L\sum_n\hat f\left(\frac {2\pi n}L\right)e^{2\pi i nt/L}$ is precisely a Riemann sum for $\int\hat f(\xi)e^{i\xi t}\,d\xi$; since $f_L(t)\to f(t)$ as $L\to\infty$ the theorem follows.


Here's why this seems so cool to me, even though it's really not quite an actual proof: I know the standard proof, or a standard proof, of the Inversion Theorem very well. It's never been intuitively clear to me where the $2\pi$ comes from - some integral has some value, if that integral were different it would be a different constant. But here it's really obvious why the $1/2\pi$ is there: The constants for Fourier series are clear, just because of orthogonality, and the Fourier transform simply inherits the $1/2\pi$ from Fourier series. Ahh, that's better.

So it seems like a worthwhile project to try to concoct an actual proof of IT more or less as above. I can imagine at least two approaches: (i) Show that the argument works for $f_n$, where $f_n\to f$ almost everywhere and $||\hat f_n-\hat f||_1\to0$, (ii) show that the argument actually works assuming just $f,\hat f\in L^1$.

(Of course if we're attempting (ii) we can't show that the Fourier series for $f_L$ converges to $f_L$, since that's simply false in general. But the Fourier series is "summable" to $f_L$...)

Edit: In fact it turns out (i) is not hard - see here. Briefly, assuming $f,f',f''\in L^1$ is enough to make the argument above work, and deriving the full Inversion Theorem from this special case is easy.

  • what if we impose that $f$ is a Schwartz test function? It seems that $f_L$ is $C^\infty$ and periodic, so the first part it is ok, and for the second the function $\xi\mapsto\hat{f}(\xi)e^{i\xi t}$ is a Schwartz test function too, so the Riemann series seems to converge to the integral. Am I missing something? – Bob Aug 05 '18 at 16:17
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    @Bob Yes, it seems clear that it works if $f$ is a Schwarz function. It's not clear to me that that gives the general Inversion Theorem, because given $f,\hat f\in L^1$ it's not immediately obvious to me how to get Schwarz functions $f_n$ with $f_n\to f$ almost everywhere and $\hat f_n\to\hat f$ in $L^1$. But I'm almost as certain that it all works assuming just that $f,f',f''\in L^1$; if so we're done, taking $f_n=f*\phi_n$ for an approximate identity $\phi_n$. – David C. Ullrich Aug 05 '18 at 16:39
  • Your answer, working at least for Schwartz functions, has been promoted to a proof in this post:https://math.stackexchange.com/questions/2872415/a-list-of-proofs-of-fourier-inversion-formula :) – Bob Aug 05 '18 at 16:48
  • @DavidC.Ullrich How is $\frac{2\pi}{L} \sum_{n} \hat{f}(\frac{2\pi n}{L}) e^{\frac{2\pi i n t}{L}}$ a Riemann sum? I am assuming that by $\sum_n$ you mean $\sum_{n=-\infty}^\infty$. Shouldn't the summation look more like $\sum_{n=0}^L$? – INQUISITOR Oct 15 '24 at 21:02
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First, to make everybody's life easier, since $e^{2πi} = 1$, then adopt the convention that $$1^x ≡ e^{2πix} = \cos 2πx + i \sin 2πx,$$ even for non-integer $x$. (Please, everybody do this everywhere. I don't want to keep seeing books and papers in Quantum Theory and Digital Signal Processing filled with $π$'s and $2π$'s! It's like walking in Antarctica under the sun: you end up going $π$-blind. And make $h = 1$, instead of $ħ = 1$, while you're at it. SI uses $h$ as a unit, not $ħ$.)

Then, the continuous Fourier transform and its inverse can be written as: $$\hat{f}(ν) = \int_{t∈Q} f(t) 1^{-νt} dt\quad (ν ∈ P),\quad f(t) = \int_{ν∈P} \hat{f}(ν) 1^{+νt} dν\quad (t ∈ Q),\\ P = ℝ,\quad Q = ℝ.$$ The archetypal use-case is for continuous spectra for continuous signals or time series, where $t$ is the time and $ν$ is the cycle frequency. (So, I switched your $x$ out for $t$.)

So, the semi-discrete version with continuous time is: $$\hat{f}(ν) = \int_{t∈Q} f(t) 1^{-νt} dt\quad (ν ∈ P),\quad f(t) = \sum_{ν∈P} \hat{f}(ν) 1^{+νt} Δν\quad (t ∈ Q),\\ P = \{ν_0 + nΔν: n ∈ ℤ\},\quad Q = \left[t_0 - \frac1{2Δν}, t_0 + \frac1{2Δν}\right).$$ Next, the semi-discrete version with continuous frequency - suited for streaming digital signals - is: $$\hat{f}(ν) = \sum_{t∈Q} f(t) 1^{-νt} Δt\quad (ν ∈ P),\quad f(t) = \int_{ν∈P} \hat{f}(ν) 1^{+νt} dν\quad (t ∈ Q),\\ P = \left[ν_0 - \frac1{2Δt}, ν_0 + \frac1{2Δt}\right),\quad Q = \{t_0 + kΔt: k ∈ ℤ\}.$$ Finally, the fully-discrete version - suited for batched digital signals - has a quantization condition: $$ΔνΔt = \frac1N,\quad N ∈ \{1,2,3,⋯\},$$ and takes the form: $$\hat{f}(ν) = \sum_{t∈Q} f(t) 1^{-νt} Δt\quad (ν ∈ P),\quad f(t) = \sum_{ν∈P} \hat{f}(ν) 1^{+νt} Δν\quad (t ∈ Q),\\ P = \{ν_0 + nΔν: n ∈ N\},\quad Q = \{t_0 + kΔt: k ∈ N\},$$ using the definition $N = \{0,1,⋯,N-1\}$.

The cases, above, where the functions have compact domains, the opposite functions and can be extended in both directions to quasi-periodic functions: $$ P = \{ν_0 + nΔν: n ∈ N\} → f\left(t + \frac1{Δν}\right) = 1^{+ν_0/Δν} f(t),\\ Q = \{t_0 + kΔt: k ∈ N\} → \hat{f}\left(ν + \frac1{Δt}\right) = 1^{-t_0/Δt} \hat{f}(ν). $$ The compact intervals are only half-open and half-closed, since the upper end-point is a one-period wrap-around from the lower end-point and is already accounted for by the quasi-periodicity condition. (Also, for integrals, in measure theory, they actually use half-open and half-closed intervals so that blocks fit together like bricks in an Inca wall.)

Your case fits into the second slot, semi-discrete with continuous time, with $t_0 = 0$, $ν_0 = 0$ and $Δν = 1/(2L)$. Then your coefficients are included in the following: $$ A_n = Δν (\hat{f}(+nΔν) + \hat{f}(-nΔν))\quad (n > 0),\quad A_0 = Δν \hat{f}(0),\\ B_n = i Δν (\hat{f}(+nΔν) - \hat{f}(-nΔν))\quad (n > 0),\quad B_0 = 0. $$ This works out to $$ A_n = Δν \int^{+1/(2Δν)}_{-1/(2Δν)} f(t) \left(1^{-nΔνt} + 1^{+nΔνt}\right) dt = 2Δν \int^{+1/(2Δν)}_{-1/(2Δν)} f(t) \cos (2πnΔνt) dt,\\ B_n = i Δν \int^{+1/(2Δν)}_{-1/(2Δν)} f(t) \left(1^{-nΔνt} - 1^{+nΔνt}\right) dt = 2Δν \int^{+1/(2Δν)}_{-1/(2Δν)} f(t) \sin (2πnΔνt) dt, $$ for $n > 0$, and $$A_0 = Δν \int^{+1/(2Δν)}_{-1/(2Δν)} f(t) dt,\quad B_0 = 0.$$

Thus, $$ A_n = \frac1L \int^{+L}_{-L} f(t) \cos \frac{πnt}L dt,\quad B_n = \frac1L \int^{+L}_{-L} f(t) \sin \frac{πnt}L dt\quad (n > 0),\\ A_0 = \frac1{2L} \int^{+L}_{-L} f(t) dt,\quad B_0 = 0. $$ (You forgot to list the integral expressions for $B_n$ in your query, and for $A_n$, it's $πnt$ in the numerator, not $2πnt$.)

Going in reverse, you have $$\hat{f}(+nΔν) = L\left(A_n - i B_n\right),\quad \hat{f}(-nΔν) = L\left(A_n + i B_n\right),\quad (n ∈ \{1,2,3,⋯\}),\\ \hat{f}(0) = 2LA_0,\quad B_0 = 0. $$

Thus, $$\begin{align} f(t) &= \hat{f}(0) Δν + \sum_{n>0} \left(\hat{f}(+nΔν) 1^{+nΔνt} + \hat{f}(-nΔν) 1^{-nΔνt}\right) Δν\\ &= \frac{2LA_0}{2L} + \sum_{n>0} \frac{L\left(A_n - i B_n\right)\left(\cos \tfrac{2πnt}{2L} + i \sin \tfrac{2πnt}{2L}\right) + L\left(A_n + i B_n\right)\left(\cos \tfrac{2πnt}{2L} - i \sin \tfrac{2πnt}{2L}\right)}{2L}\\ &= A_0 + \sum_{n>0} \left(A_n \cos \frac{πnt}L + B_n \sin \frac{πnt}L\right)\\ &= \sum_{n≥0} \left(A_n \cos \frac{πnt}L + B_n \sin \frac{πnt}L\right). \end{align}$$

NinjaDarth
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When the Fourier inversion theorem applies, I believe a function $f(x)$ can be recovered from its Fourier transform

$$F(\omega)=\mathcal{F}_x[f(x)](\omega)=\int\limits_{-\infty}^\infty f(x)\, e^{-2 \pi i \omega x}\, dx\tag{1}$$

via the "nested" Fourier series representation

$$f(x)=\mathcal{F}^{-1}_{\omega}[F(\omega)](x)=\int\limits_{-\infty}^{\infty} F(\omega)\, e^{2 \pi i x \omega} \, d\omega\\=\lim\limits_{N, f\to\infty}\left(\sum\limits_{n=1}^N \frac{\mu(2 n-1)}{2 n-1} \left(\frac{1}{2} \sum\limits_{k=-2 f (2 n-1)}^{2 f (2 n-1)} (-1)^k\, \cos\left(\frac{\pi k}{2 n-1}\right)\, F\left(\frac{k}{4 n-2}\right) e^{\frac{i \pi k x}{2 n-1}}\\-\frac{1}{8} \sum\limits_{k=-4 f (2 n-1)}^{4 f (2 n-1)} (-1)^k\, F\left(\frac{k}{8 n-4}\right) e^{\frac{i \pi k x}{4 n-2}}\right)\right)\tag{2}$$

where $\mu(n)$ is the Möbius function and the parameter $f$ in the evaluation limits of the inner sums over $k$ is assumed to be a positive integer.


Formula (2) above is equivalent to formula (5) in my related Math StackOverflow question which provides information on its derivation and illustrations of several examples of various functions $f(x)$ recovered from their Fourier transforms $F(\omega)$ via their "nested" Fourier series representations.


Note the Fourier transform $G(\xi)$ of $g(y)$ can be evaluated as

$$G(\xi)=\mathcal{F}_y[g(y)](\xi)=\int\limits_{-\infty}^\infty g(y)\, e^{-2 \pi i \xi y}\, dy=f(-\xi)\tag{3}$$

where $f(x)$ is the "nested" Fourier series in formula (2) above evaluated with $F(y)=g(y)$.

Steven Clark
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