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Math 113 (Spring 2019) Yum-Tong Siu 1

Homework Assigned on March 7, 2019


due March 12, 2019
(Numbering of problems continues from assignment of March 5, 2019)

Please submit the PDF file of your homework


to the CANVAS website for Math 113

Problem 4 (Fourier Transform of Rational Function with Quadratic Decay –


P (x)
from Stein & Shakarchi, p.128, #5). Let R(x) = Q(x) be a rational function
such that the degree of Q(x) is at least 2 more than the degree of P (x) and
Q(x) 6= 0 on the real axis.

(a) Prove that if α1 , · · · , αk are the roots of Q(z) in the upper half-plane,
then there exist polynomials Pj (ξ) of degree less than the multiplicity of αj
so that
Z ∞ Xk
−2πixξ
R(x)e dx = Pj (ξ)e−2πiαj ξ
x=−∞ j=1

when ξ < 0.
Hint: Use residues. The powers of ξ appear when one differentiates the
function R(z)e−2πzξ in the computation of residues for non-simple poles.

(b) In particular, if Q(z) has no zeroes in the upper half-plane, then


Z ∞
R(x)e−2πixξ dx = 0
x=−∞

for ξ < 0.

(c) Show that similar results hold in the case ξ > 0.


Hint: Argue in the lower half-plane.

(d) Show that


Z ∞
R(x)e−2πixξ dx = O e−a|ξ|

for ξ ∈ R
x=−∞

as |ξ| → ∞ for some a > 0. Determine the best possible a’s in terms of the
roots of Q(z).
Math 113 (Spring 2019) Yum-Tong Siu 2

Problem 5 (Some Identities Derived from Poisson Summation Formula –


from Stein & Shakarchi, p.128, #7). (a) Let τ be fixed with Im τ > 0.
Apply the Poisson summation formula to
1
f (τ ) = ,
(τ + z)k

where k is an integer ≥ 2, to obtain


∞ ∞
X 1 (−2πi)k X k−1 2πimτ
= m e .
n=−∞
(τ + z)k (k − 1)! m=1

Hint: Use residues to prove that fˆ(ξ) = 0 if ξ < 0, and

(−2πi)k k−1 2πiξτ


fˆ(ξ) = ξ e
(k − 1)!

when ξ > 0.

(b) Set k = 2 in the formula in (a) to show that if Im τ > 0, then



X 1 π2
= .
n=−∞
(τ + z)2 sin2 (πτ )

(c) Can one conclude that the formula in (b) holds true when τ is any
complex number which is not an integer?

Problem 6 (Technique of Shifting Line of Integration to Solve Differential


Equation by Fourier Transform – from Stein & Shakarchi, p.132, #2). The
problem is to solve the linear differential equation

dn dn−1
an u(t) + a n−1 u(t) + · · · + a0 u(t) = f (t),
dtn dtn−1
where a0 , a1 , · · · , an are complex numbers, and f is a given function. Here
we suppose that f has bounded support and is smooth (say of class C 2 ).
Math 113 (Spring 2019) Yum-Tong Siu 3

(a) Let Z ∞
fˆ(z) = f (t)e−2πizt dt.
t=−∞

Observe that fˆ is an entire function, and using integration by parts show


that
ˆ
A
f (x + iy) ≤

1 + x2
if |y| ≤ a for any fixed a ≥ 0.

(b) Write
P (z) = an (2πiz)n + an−1 (2πiz)n−1 + · · · + a0 .
Find a real number c so that P (z) does not vanish on the line

L = { z ∈ C z = x + ic, c ∈ R }.

(c) Set
e2πizt ˆ
Z
u(t) = f (z)dz.
L P (z)
Check that n  j Z
X d
aj u(t) = e2πizt fˆ(z)dz
j=0
dt L

and Z Z ∞
e2πizt
fˆ(z)dz = e2πixt fˆ(x)dx.
L x=−∞
Conclude by Fourier inversion theorem that
n  j
X d
aj u(t) = f (t).
j=0
dt

Remark. Since the work of Joseph Fourier in 1822, the main difficulty of
solving linear partial differential equations with constant coefficients by tak-
ing the inverse Fourier transform of the quotient of the Fourier transform of
the left-hand side by the polynomial defined from the partial differential op-
erator has been the zeroes of the polynomial. After more than a century, the
problem was finally solved in the mid 1950s by Malgrange and Ehrenpreis.
The shifting of the line of integration for the computation of the inverse
Fourier transform to avoid the zeroes of the polynomial is a modification of
the original technique of Malgrange and Ehrenpreis.

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