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diff --git a/latex/know/concept/parsevals-theorem/source.md b/latex/know/concept/parsevals-theorem/source.md new file mode 100644 index 0000000..41af734 --- /dev/null +++ b/latex/know/concept/parsevals-theorem/source.md @@ -0,0 +1,64 @@ +% Parseval's theorem + + +# Parseval's theorem + +**Parseval's theorem** relates the inner product of two functions to the +inner product of their [Fourier transforms](/know/concept/fourier-transform/). +There are two equivalent ways of stating it, +where $A$, $B$, and $s$ are constants from the Fourier transform's definition: + +$$\begin{aligned} + \boxed{ + \braket{f(x)}{g(x)} = \frac{2 \pi B^2}{|s|} \braket{\tilde{f}(k)}{\tilde{g}(k)} + } + \\ + \boxed{ + \braket{\tilde{f}(k)}{\tilde{g}(k)} = \frac{2 \pi A^2}{|s|} \braket{f(x)}{g(x)} + } +\end{aligned}$$ + +For this reason many physicists like to define their Fourier transform +with $|s| = 1$ and $A = B = 1 / \sqrt{2\pi}$, because then the FT nicely +conserves the total probability (quantum mechanics) or the total energy +(optics). + +To prove this, we insert the inverse FT into the inner product +definition: + +$$\begin{aligned} + \braket{f}{g} + &= \int_{-\infty}^\infty \big( \hat{\mathcal{F}}^{-1}\{\tilde{f}(k)\}\big)^* \: \hat{\mathcal{F}}^{-1}\{\tilde{g}(k)\} \dd{x} + \\ + &= B^2 \int + \Big( \int \tilde{f}^*(k_1) \exp(i s k_1 x) \dd{k_1} \Big) + \Big( \int \tilde{g}(k) \exp(- i s k x) \dd{k} \Big) + \dd{x} + \\ + &= 2 \pi B^2 \iint \tilde{f}^*(k_1) \tilde{g}(k) \Big( \frac{1}{2 \pi} \int_{-\infty}^\infty \exp(i s x (k_1 - k)) \dd{x} \Big) \dd{k_1} \dd{k} + \\ + &= 2 \pi B^2 \iint \tilde{f}^*(k_1) \: \tilde{g}(k) \: \delta(s (k_1 - k)) \dd{k_1} \dd{k} + \\ + &= \frac{2 \pi B^2}{|s|} \int_{-\infty}^\infty \tilde{f}^*(k) \: \tilde{g}(k) \dd{k} + = \frac{2 \pi B^2}{|s|} \braket{\tilde{f}}{\tilde{g}} +\end{aligned}$$ + +Where $\delta(k)$ is the [Dirac delta function](/know/concept/dirac-delta-function/). +We can just as well do it in the opposite direction, with equivalent results: + +$$\begin{aligned} + \braket{\tilde{f}}{\tilde{g}} + &= \int_{-\infty}^\infty \big( \hat{\mathcal{F}}\{f(x)\}\big)^* \: \hat{\mathcal{F}}\{g(x)\} \dd{k} + \\ + &= A^2 \int + \Big( \int f^*(x_1) \exp(- i s k x_1) \dd{x_1} \Big) + \Big( \int g(x) \exp(i s k x) \dd{x} \Big) + \dd{k} + \\ + &= 2 \pi A^2 \iint f^*(x_1) g(x) \Big( \frac{1}{2 \pi} \int_{-\infty}^\infty \exp(i s k (x_1 - x)) \dd{k} \Big) \dd{x_1} \dd{x} + \\ + &= 2 \pi A^2 \iint f^*(x_1) \: g(x) \: \delta(s (x_1 - x)) \dd{x_1} \dd{x} + \\ + &= \frac{2 \pi A^2}{|s|} \int_{-\infty}^\infty f^*(x) \: g(x) \dd{x} + = \frac{2 \pi A^2}{|s|} \braket{f}{g} +\end{aligned}$$ |