Math 258 (Harmonic Analysis) Lecture Notes
Izak Oltman
last updated: August 29, 2020
These are lecture notes for math 258 (Harmonic analysis) at UC Berkeley instructed by
Professor Michael Christ during the Fall of 2020.
Contents
1 Introduction 2
1.1 Discrete Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Index 7
1
1. Introduction
Lecture 01 (8/27)
1 Introduction
Our story starts in 1822 when this guy was talking about heat on a metal rod. Let’s consider
(
the rod as a circle. Let’s paramatrize our circle x eix with x > 0, 2π . The heat equation
will be
¢̈
¨ut γuxx
¦
¨f x ux, 0
¤̈
2
with u temp, t time. Fourier noticed that einx e γn t is a solution if the initial condition
is einx . He then made the big (controversial) leap that we can decompose initial conditions:
Q
ª
f x an einx
n ª
so that:
ux, t Qa e
n
n
γn2 t inx
e
Fun fact: Fourier became the Governor of Egypt.
1.1 Discrete Fourier Transform
Let’s now talk about math. Consider the circle again, z > C Sz S 1 R~2πZ where x ( eix.
This is a group under both multiplication or addition.
 be the set of all homomorphisms ξ G
If G is a finite abelian group, let G R~Z, then
 is a group.
G
Example 1.1. G ZN , then x ( e2πixn N (multiplicativity) with 0 B n @ N or x
~
(
nx~N mod Z (additive)
In general, finite abelian groups can be decomposed G ZN1 ZN2 so that we get
homormorphisms
x ( M e2πix n j j ~Nj
and we get that the order of the group is easy to compute.
Let’s now define:
eξ x e2πiξ x
(I believe these are called characters) where ξ G R~Z.
– 2–
1. Introduction
 then
Proposition 1.1 (Orthogonality of Characters). If ξ and ξ are distinct elements of G,
`eξ , eξ e 0
Where we can make the Hilbert space L2 G with innerproduct `f, g e SGS1 P>
x G f x g x
Proof. Assume ξ, ξ > G
 with ϕx
exp2πiξ x and ψ x exp2πiξ x, then:
`ϕ, ψ e Q ϕxψ̄x Q ϕu y ψ u y
x> G u
Q ϕuψ̄u ϕyψ̄y
u
with y arbitrary. If the inner product is not zero, we can divide by both sides, and get:
ϕy ψ̄ y 1
for all y > G which is the same as ϕ ψ
The conclusion is that eξ ξ > G Â is an orthonormal set in L2 G. As a vector space,
ÂS SGS dimL2 G. Therefore e ξ > G
the dimension of this set is SG Â is an orthonormal
ξ
basis for L2 G. Therefore, for all f > L2 G,
2
Yf YL2 G Q S `f, e e S ξ
2
ξ >G
Â
and
f Q `f, e e e ξ ξ
ξ >G
Â
Now let’s move to an infinite group. Let T R~2πZ which we can think of as the circle
(
Γ Sz S 1 where x eix . We can also think of this as the interval π, π . Let Td d
1 T. L
Let f > L2 Td . Define
fÂn 2π
d
S f x e in x
dx
with n > Zd . If we let en x ein x , then fÂn 2π d `f, en eL2 Tn . Where:
`f, g e S Td
f xg xdx
Theorem 1.1 (Parseval). For d C 1, for all f > L2 Td
2
Yf YL2 2π
d
Q SfÂnS 2
n>Zd
And
f Q fÂne in x
n>Zd
– 3–
1. Introduction
What does this last equal sign mean? It means that
Yf Q fÂne in x
YL2 ÐRÐÐ ª
0
S nSBR
Proof. We have Td , en x eix n with n > Zd . Then 2π d~2 en n > Zd is orthonormala .
Thinking in finite abelian groups, x ( eix n Td Γ is a homomorphism.
The general theory of orthonormal sets is that for all f we know that:
Q S af, 2π
n
d~2
en f S2 B Yf Y2L2
we have equality if spanen n > Zd L2 .
To show this, we just use the Stone Weierstrauss theorem. If P spanen n > Zd , this is
an algebra of continuous functions on Td . This is closed under conjugation. It contains 1 and
it separates points. Therefore by SWT we get that P is dense in C 0 Td with respect to Y YC 0 .
Now C 0 ` L2 as a dense subspace (which is a fact proved in measure theory).
Let’s now work in Rd for d C 1. Let ξ > Rd then x x ξ > R is a homomorphism Rd ( R.
(
Instead if we take x eix ξ this is a homomorphism Rd Γ. So we define:
fÂξ S Rd
f x e ix ξ
dx `f, eξ eL2 Rd
where eξ x eix ξ .
There are a couple issues
1. eξ > L2 Rd
2. f xe ix ξ need not be in L1 if f > L2
We need to be less ambitious,
Definition 1.1. fÂξ RRd f x e ix ξ dx `f, eξ eL2 Rd for all f > L1 Rd
This isn’t too bad, note that L1 9 L2 Rd is dense in L2 Rd .
What can we say about these fourier coefficients, if f > L1 then f is bounded and con-
tinuous. To see this note:
fÂξ u fÂξ S f x e ix ξ
e
ix u
1dx
if we let u go to zero. The integrand on the right goes to zero pointwise, then we apply the
dominated convergence theorem (RHS is dominated by 2Sf S.
a
calculus exercise
– 4–
1. Introduction
Proposition 1.2. For all f > L1 9 L2 Rd then f > L2 Rd and YfÂY2L2 2π d Yf Y2L2
This means that we need
VS f x e ix ξ
dxV P S Sf xe
ix ξ
Sdx
for most ξ (not rigorous). So we require a lot of cancellation in the integral on the LHS.
This proposition is the first part of Plancharel’s theorem. Thinking of L1 9 L2 L2 , ,
then this extends uniquely to F L2 Rd L2 Rd which is linear, bounded and YF f Y2L2
2π d Yf Y2L2 and for all f > L2
d Â
f 2π f ˇ
where
fˇy S f ξ eiy ξ dξ
for f > L1 9 L2 and this check also extends to a thing. And we get fˇy fÂy . And finally
we have:
Yf 2π
d
S S ξ S BR
fÂξ eix ξ dξ YL2 ÐRÐÐ ª
0
Proof. Let’s prove Yf Y2L2 2π d YfÂY2L2 for all f > L2 9 L1 .
Will prove this first for a dense subspace of L2 which is contained in L1 .
Claim: (proved later) There exists a subspace V ` L2 Rd such that V is dense in
L2 , V is contained in L1 , for every f > V there exists C @ ª such that for all ξ > Rd ,
SfÂξ S B Cf 1 Sξ S d and f is continuous and has compact support.
Given f Rd C supported where SxS B R @ ª (R Rf ). For large t A 0, let
ft x f tx. If t is sufficiently large, then the support is contained in π, π d . Therefore
we can think of ft Td C.
If we compute the Fourier coefficients, we get:
2π
d
S Td
f t x e in x
dx fÂt n
(that hat is the one for Td ) on the other hand the LHS is just:
t d
2π
d
S
Rd
f y e i n~ty
dy t d
2π
dÂ
f n~t
(that hat is the one for Rd )
– 5–
1. Introduction
We have by a change of variables that:
2 d 2
Yft YL2 Td t Yf YL2 Rd
while by Plancheral on the Torus:
2
Yft YL2 Td cd Q SfÂnS t
2
cd t 2d
Q SfÂt 1
nS2
n>Zd n
(first hat is Td , the second is Rd ) Therefore:
Yf YL2 Rd
2
cd t d
Q SfÂt
n
1
nS2
If we take Rd and tile it of cubes of sidelength t 1 with lattices t 1 n, n > Zd . Then the RHS
is just:
cd
S Rd
Sgt S
2
with gt some function such that gt x fÂt 1 n. So letting t
ª we would like the Riemann
sum to converge to the integral.
Claim:
S Rd
2 t
Sgt S ÐÐ SRª
d
SfÂS
2
this follows from the dominated convergence theorem.
Recall we assumed that SfÂξ S B Cf2 1 Sξ S 2d > L1 Rd . This serves as a dominator. We
know that gt ξ ÐÐ
tª
fÂξ for all ξ. And we also have that
Sgt ξ S SfÂt
1
nS B C 1 St 1 nS d
B C 1 Sξ S
d
®
unif
– 6–
Index
Index
lecture 01 (8/27), 2
– 7–
