diff options
Diffstat (limited to 'latex/know')
-rw-r--r-- | latex/know/concept/fourier-transform/source.md | 4 | ||||
-rw-r--r-- | latex/know/concept/legendre-transform/source.md | 79 | ||||
-rw-r--r-- | latex/know/concept/parsevals-theorem/source.md | 20 |
3 files changed, 92 insertions, 11 deletions
diff --git a/latex/know/concept/fourier-transform/source.md b/latex/know/concept/fourier-transform/source.md index 3e25980..10cb021 100644 --- a/latex/know/concept/fourier-transform/source.md +++ b/latex/know/concept/fourier-transform/source.md @@ -51,8 +51,8 @@ $$\begin{aligned} \end{aligned}$$ But that still gives a lot of freedom. The exact choices of $A$ and $B$ -are generally motivated by the convolution theorem and Parseval's -theorem. +are generally motivated by the [convolution theorem](/know/concept/convolution-theorem/) +and [Parseval's theorem](/know/concept/parsevals-theorem/). The choice of $|s|$ depends on whether the frequency variable $k$ represents the angular ($|s| = 1$) or the physical ($|s| = 2\pi$) diff --git a/latex/know/concept/legendre-transform/source.md b/latex/know/concept/legendre-transform/source.md new file mode 100644 index 0000000..954b6fc --- /dev/null +++ b/latex/know/concept/legendre-transform/source.md @@ -0,0 +1,79 @@ +% Legendre transform + + +# Legendre transform + +The **Legendre transform** of a function $f(x)$ is a new function $L(f')$, +which depends only on the derivative $f'(x)$ of $f(x)$, and from which +the original function $f(x)$ can be reconstructed. The point is, just +like other transforms (e.g. Fourier), that $L(f')$ contains the same +information as $f(x)$, just in a different form. + +Let us choose an arbitrary point $x_0 \in [a, b]$ in the domain of +$f(x)$. Consider a line $y(x)$ tangent to $f(x)$ at $x = x_0$, which has +a slope $f'(x_0)$ and intersects the $y$-axis at $-C$: + +$$\begin{aligned} + y(x) = f'(x_0) (x - x_0) + f(x_0) = f'(x_0) x - C +\end{aligned}$$ + +The Legendre transform $L(f')$ is defined such that $L(f'(x_0)) = C$ (or +sometimes $-C$ instead) for all $x_0 \in [a, b]$, where $C$ is the +constant corresponding to the tangent line at $x = x_0$. This yields: + +$$\begin{aligned} + L(f'(x)) = f'(x) \: x - f(x) +\end{aligned}$$ + +We want this function to depend only on the derivative $f'$, but +currently $x$ still appears here as a variable. We fix that problem in +the easiest possible way: by assuming that $f'(x)$ is invertible for all +$x \in [a, b]$. If $x(f')$ is the inverse of $f'(x)$, then $L(f')$ is +given by: + +$$\begin{aligned} + \boxed{ + L(f') = f' \: x(f') - f(x(f')) + } +\end{aligned}$$ + +The only requirement for the existence of the Legendre transform is thus +the invertibility of $f'(x)$ in the target interval $[a,b]$, which can +only be true if $f(x)$ is either convex or concave, i.e. its derivative +$f'(x)$ is monotonic. + +Crucially, the derivative of $L(f')$ with respect to $f'$ is simply +$x(f')$. In other words, the roles of $f'$ and $x$ are switched by the +transformation: the coordinate becomes the derivative and vice versa. +This is demonstrated here: + +$$\begin{aligned} + \boxed{ + \dv{L}{f'} = \dv{x}{f'} \: f' + x(f') - \dv{f}{x} \dv{x}{f'} = x(f') + } +\end{aligned}$$ + +Furthermore, Legendre transformation is an *involution*, meaning it is +its own inverse. Let $g(L')$ be the Legendre transform of $L(f')$: + +$$\begin{aligned} + g(L') = L' \: f'(L') - L(f'(L')) + = x(f') \: f' - f' \: x(f') + f(x(f')) = f(x) +\end{aligned}$$ + +Moreover, the inverse of a (forward) transform always exists, because +the Legendre transform of a convex function is itself convex. Convexity +of $f(x)$ means that $f''(x) > 0$ for all $x \in [a, b]$, which yields +the following proof: + +$$\begin{aligned} + L''(f') + = \dv{x(f')}{f'} + = \dv{x}{f'(x)} + = \frac{1}{f''(x)} + > 0 +\end{aligned}$$ + +Legendre transformation is important in physics, +since it connects Lagrangian and Hamiltonian mechanics to each other. +It is also used to convert between thermodynamic potentials. diff --git a/latex/know/concept/parsevals-theorem/source.md b/latex/know/concept/parsevals-theorem/source.md index 41af734..9f406da 100644 --- a/latex/know/concept/parsevals-theorem/source.md +++ b/latex/know/concept/parsevals-theorem/source.md @@ -3,23 +3,24 @@ # 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/). +**Parseval's theorem** relates the inner product of two functions $f(x)$ and $g(x)$ to the +inner product of their [Fourier transforms](/know/concept/fourier-transform/) +$\tilde{f}(k)$ and $\tilde{g}(k)$. There are two equivalent ways of stating it, where $A$, $B$, and $s$ are constants from the Fourier transform's definition: $$\begin{aligned} \boxed{ - \braket{f(x)}{g(x)} = \frac{2 \pi B^2}{|s|} \braket{\tilde{f}(k)}{\tilde{g}(k)} + \braket{f(x)}{g(x)} = \frac{2 \pi B^2}{|s|} \braket*{\tilde{f}(k)}{\tilde{g}(k)} } \\ \boxed{ - \braket{\tilde{f}(k)}{\tilde{g}(k)} = \frac{2 \pi A^2}{|s|} \braket{f(x)}{g(x)} + \braket*{\tilde{f}(k)}{\tilde{g}(k)} = \frac{2 \pi A^2}{|s|} \braket{f(x)}{g(x)} } \end{aligned}$$ -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 +For this reason, physicists like to define their Fourier transform +with $A = B = 1 / \sqrt{2\pi}$ and $|s| = 1$, because then the FT nicely conserves the total probability (quantum mechanics) or the total energy (optics). @@ -40,14 +41,15 @@ $$\begin{aligned} &= 2 \pi B^2 \iint \tilde{f}^*(k_1) \: \tilde{g}(k) \: \delta(s (k_1 - k)) \dd{k_1} \dd{k} \\ &= \frac{2 \pi B^2}{|s|} \int_{-\infty}^\infty \tilde{f}^*(k) \: \tilde{g}(k) \dd{k} - = \frac{2 \pi B^2}{|s|} \braket{\tilde{f}}{\tilde{g}} + = \frac{2 \pi B^2}{|s|} \braket*{\tilde{f}}{\tilde{g}} \end{aligned}$$ 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: +Note that we can just as well do it in the opposite direction, +which yields an equivalent result: $$\begin{aligned} - \braket{\tilde{f}}{\tilde{g}} + \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 |