Fourier Analysis Notes, Spring 2020 Peter Woit Department of Mathematics, Columbia University
[email protected] September 3, 2020 2 Contents 1 Introduction 5 1.1 Fourier series . .5 1.2 The Fourier transform . .7 2 The Poisson Summation Formula, Theta Functions, and the Zeta Function 9 2.1 The Poisson summation formula and some applications . .9 2.1.1 The heat kernel . 10 2.1.2 The Poisson kernel . 11 2.2 Theta functions . 12 2.2.1 The Jacobi theta function . 13 2.3 The Riemann zeta function . 15 2.3.1 The Mellin transform . 16 2.3.2 The zeta function and the Mellin transform of the theta function . 18 2.3.3 The functional equation for the zeta function . 19 3 Distributions 23 3.1 Introduction . 23 3.2 Distributions: definition . 24 3.3 Distributions: examples . 25 3.4 The derivative of a distribution . 28 3.4.1 The transpose of a linear transformation . 29 3.4.2 Translations . 29 3.4.3 The derivative . 30 3.5 The Fourier transform of a distribution . 33 3.6 Convolution of a function and a distribution . 38 3.7 Distributional solutions of differential equations . 41 4 Higher dimensions 43 4.1 Introduction . 43 4.2 Fourier series and the Fourier transform for d > 1 . 43 4.2.1 Fourier series for d > 1.................... 43 4.2.2 The Fourier transform for d > 1............... 44 3 4.3 Rotations and the Fourier transform . 45 4.3.1 Two dimensions . 47 4.3.2 Three dimensions . 48 5 Wave Equations 53 5.1 Introduction .