Appendix

5.A. The Schwartz space and the Fourier transform

May the Schwartz be with you!3
In this section, we summarize some results about Schwartz functions, tempered
distributions, and the Fourier transform. For complete proofs, see [16, 20].

5.A.1. The Schwartz space. Since we will study the Fourier transform, we
consider complex-valued functions.
Definition 5.51. The Schwartz space S(Rn ) is the topological vector space of
functions f : Rn → C such that f ∈ C ∞ (Rn ) and
xα ∂ β f (x) → 0 as |x| → ∞
for every pair of multi-indices α, β ∈ Nn0 . For α, β ∈ Nn0 and f ∈ S(Rn ) let
(5.61) kf kα,β = sup xα ∂ β f .
Rn

A sequence of functions {fk : k ∈ N} converges to a function f in S(Rn ) if

kfn − f kα,β → 0 as k → ∞
for every α, β ∈ Nn0 .
That is, the Schwartz space consists of smooth functions whose derivatives
(including the function itself) decay at infinity faster than any power; we say, for
short, that Schwartz functions are rapidly decreasing. When there is no ambiguity,
we will write S(Rn ) as S.
2
Example 5.52. The function f (x) = e−|x| belongs to S(Rn ). More generally,
2
if p is any polynomial, then g(x) = p(x) e−|x| belongs to S.
Example 5.53. The function
1
f (x) =
(1 + |x|2 )k
does not belongs to S for any k ∈ N since |x|2k f (x) does not decay to zero as
|x| → ∞.
Example 5.54. The function f : R → R defined by
2
 2
f (x) = e−x sin ex

does not belong to S(R) since f 0 (x) does not decay to zero as |x| → ∞.
The space D(Rn ) of smooth complex-valued functions with compact support
is contained in the Schwartz space S(Rn ). If fk → f in D (in the sense of Defini-
tion 3.7), then fk → f in S, so D is continuously imbedded in S. Furthermore, if
f ∈ S, and η ∈ Cc∞ (Rn ) is a cutoff function with ηk (x) = η(x/k), then ηk f → f in
S as k → ∞, so D is dense in S.

3
Spaceballs

155
156

The topology of S is defined by the countable family of semi-norms k · kα,β

given in (5.61). This topology is not derived from a norm, but it is metrizable; for
example, we can use as a metric
X cα,β kf − gkα,β
d(f, g) =
n
1 + kf − gkα,β
α,β∈N0
P
where the cα,β > 0 are any positive constants such that α,β∈Nn cα,β converges.
0
Moreover, S is complete with respect to this metric. A complete, metrizable topo-
logical vector space whose topology may be defined by a countable family of semi-
norms is called a Fréchet space. Thus, S is a Fréchet space.
If we want to make explicit that a limit exists with respect to the Schwartz
topology, we write
f = S-lim fk ,
k→∞

and call f the S-limit of {fk }.

If fk → f as k → ∞ in S, then ∂ α fk → ∂ α f for any multi-index α ∈ Nn0 . Thus,
the differentiation operator ∂ α : S → S is a continuous linear map on S.

5.A.2. Tempered distributions. Tempered distributions are distributions

(c.f. Section 3.3) that act continuously on Schwartz functions. Roughly speaking,
we can think of tempered distributions as distributions that grow no faster than a
polynomial at infinity.4
Definition 5.55. A tempered distribution T on Rn is a continuous linear
functional T : S(Rn ) → C. The topological vector space of tempered distributions
is denoted by S 0 (Rn ) or S 0 . If hT, f i denotes the value of T ∈ S 0 acting on f ∈ S,
then a sequence {Tk } converges to T in S 0 , written Tk * T , if
hTk , f i → hT, f i for every f ∈ S.
Since D ⊂ S is densely and continuously imbedded, we have S 0 ⊂ D0 . Moreover,
a distribution T ∈ D0 extends uniquely to a tempered distribution T ∈ S 0 if and
only if it is continuous on D with respect to the topology on S.
Every function f ∈ L1loc defines a regular distribution Tf ∈ D0 by
Z
hTf , φi = f φ dx for all φ ∈ D.

If |f | ≤ p is bounded by some polynomial p, then Tf extends to a tempered dis-

tribution Tf ∈ S 0 , but this is not the case for functions f that grow too rapidly at
infinity.
2
Example 5.56. The locally integrable function f (x) = e|x| defines a regular
distribution Tf ∈ D0 but this distribution does not extend to a tempered distribu-
tion.
Example 5.57. If f (x) = ex cos (ex ), then Tf ∈ D0 (R) extends to a tempered
distribution T ∈ S 0 (R) even though the values of f (x) grow exponentially as x → ∞.

4The name ‘tempered distribution’ is short for ‘distribution of temperate growth,’ meaning
polynomial growth.
 5.A. THE SCHWARTZ SPACE AND THE FOURIER TRANSFORM 157

This tempered distribution is the distributional derivative T = Tg0 of the regular

distribution Tg where f = g 0 and g(x) = sin(ex ):
Z
0
hf, φi = −hg, φ i = − sin(ex )φ(x) dx for all φ ∈ S.

The distribution T is decreasing in a weak sense at infinity because of the rapid

oscillations of f .
Example 5.58. The series
X
δ (n) (x − n)
n∈N

where δ (n) is the nth derivative of the δ-function converges to a distribution in

D0 (R), but it does not converge in S 0 (R) or define a tempered distribution.
We define the derivative of tempered distributions in the same way as for dis-
tributions. If α ∈ Nn0 is a multi-index, then
h∂ α T, φi = (−1)|α| hT, ∂ α φi.
We say that a C ∞ -function f is slowly growing if the function and all of its deriva-
tives are of polynomial growth, meaning that for every α ∈ Nn0 there exists a
constant Cα and an integer Nα such that

Nα
|∂ α f (x)| ≤ Cα 1 + |x|2 .
If f is C ∞ and slowly growing, then f φ ∈ S whenever φ ∈ S, and multiplication by
f is a continuous map on S. Thus for T ∈ S 0 , we may define the product f T ∈ S 0
by
hf T, φi = hT, f φi.

5.A.3. The Fourier transform on S. The Schwartz space is a natural one

to use for the Fourier transform. Differentiation and multiplication exchange rôles
under the Fourier transform and therefore so do the properties of smoothness and
rapid decrease. As a result, the Fourier transform is an automorphism of the
Schwartz space. By duality, the Fourier transform is also an automorphism of the
space of tempered distributions.
Definition 5.59. The Fourier transform of a function f ∈ S(Rn ) is the func-
tion fˆ : Rn → C defined by
Z
1
(5.62) fˆ(k) = f (x)e−ik·x dx.
(2π)n
The inverse Fourier transform of f is the function fˇ : Rn → C defined by
Z
ˇ
f (x) = f (k)eik·x dk.

We generally use x to denote the variable on which a function f depends and

k to denote the variable on which its Fourier transform depends.
Example 5.60. For σ > 0, the Fourier transform of the Gaussian
1 2 2
f (x) = e−|x| /2σ
(2πσ 2 )n/2
158

is the Gaussian
1 2 2
fˆ(k) = n
e−σ |k| /2
(2π)
The Fourier transform maps differentiation to multiplication by a monomial
and multiplication by a monomial to differentiation. As a result, f ∈ S if and only
if fˆ ∈ S, and fn → f in S if and only if fˆn → fˆ in S.
Theorem 5.61. The Fourier transform F : S → S defined by F : f 7→ fˆ is a
continuous, one-to-one map of S onto itself. The inverse F −1 : S → S is given by
F −1 : f 7→ fˇ. If f ∈ S, then
F [∂ α f ] = (ik)α fˆ, F (−ix)β f = ∂ β fˆ.
 

The Fourier transform maps the convolution product of two functions to the
pointwise product of their transforms.
Theorem 5.62. If f, g ∈ S, then the convolution h = f ∗ g ∈ S, and
ĥ = (2π)n fˆĝ.
If f, g ∈ S, then Z Z
f g dx = (2π)n fˆĝ dk.

In particular, Z Z
2
|f | dx = (2π) n
|fˆ|2 dk.

5.A.4. The Fourier transform on S 0 . The main reason to introduce tem-

pered distributions is that their Fourier transform is also a tempered distribution.
If φ, ψ ∈ S, then by Fubini’s theorem
Z Z  Z 
1 −ix·y
φψ̂ dx = φ(x) ψ(y)e dy dx
(2π)n
Z  Z 
1 −ix·y
= φ(x)e dx ψ(y) dy
(2π)n
Z
= φ̂ψ dx.

This motivates the following definition for the Fourier transform of a tempered
distribution which is compatible with the one for Schwartz functions.
Definition 5.63. If T ∈ S 0 , then the Fourier transform T̂ ∈ S 0 is the distribu-
tion defined by
hT̂ , φi = hT, φ̂i for all φ ∈ S.
The inverse Fourier transform Ť ∈ S 0 is the distribution defined by
hŤ , φi = hT, φ̌i for all φ ∈ S.
We also write T̂ = FT and Ť = F −1 T . The linearity and continuity of the
Fourier transform on S implies that T̂ is a linear, continuous map on S, so the
Fourier transform of a tempered distribution is a tempered distribution. The in-
vertibility of the Fourier transform on S implies that F : S 0 → S 0 is invertible with
inverse F −1 : S 0 → S 0 .
 5.A. THE SCHWARTZ SPACE AND THE FOURIER TRANSFORM 159

Example 5.64. If δ is the delta-function supported at 0, hδ, φi = φ(0), then

Z  
1 1
hδ̂, φi = hδ, φ̂i = φ̂(0) = φ(x) dx = ,φ .
(2π)n (2π)n
Thus, the Fourier transform of the δ-function is the constant function (2π)−n . We
may write this Fourier transform formally as
Z
1
δ(x) = eik·x dk.
(2π)n
This result is consistent with Example 5.60. We have for the Gaussian δ-sequence
that
1 2 2

2 n/2
e−|x| /2σ * δ in S 0 as σ → 0.
(2πσ )
The corresponding Fourier transform of this limit is
1 2 2 1
n
e−σ |k| /2 * in S 0 as σ → 0.
(2π) (2π)n
If T ∈ S 0 , it follows directly from the definitions and the properties of Schwartz
functions that
α T , φi = h∂ α T , φ̂i = (−1)|α| hT, ∂ α φ̂i = hT, (ik)
h∂d \ α φi = hT̂ , (ik)α φi = h(ik)α T̂ , φi,

with a similar result for the inverse transform. Thus,

α T = (ik)α T̂ ,
∂d \
(−ix) β T = ∂ β T̂ .

The Fourier transform does not define a map of the test function space D
into itself, since the Fourier transform of a compactly supported function does not,
in general, have compact support. Thus, the Fourier transform of a distribution
T ∈ D0 is not, in general, a distribution T̂ ∈ D0 ; this explains why we define the
Fourier transform for the smaller class of tempered distributions.
The Fourier transform maps the space D onto a space Z of real-analytic func-
tions,5 and one can define the Fourier transform of a general distribution T ∈ D0 as
an ultradistribution T̂ ∈ Z 0 acting on Z. We will not consider this theory further
here.
5.A.5. The Fourier transform on L1 . If f ∈ L1 (Rn ), then
Z Z
f (x)e−ik·x dx ≤ |f | dx,

so we may define the Fourier transform fˆ directly by the absolutely convergent

integral in (5.62). Moreover,
Z
ˆ 1
f (k) ≤ |f | dx.
(2π)n
It follows by approximation of f by Schwartz functions that fˆ is a uniform limit of
Schwartz functions, and therefore fˆ ∈ C0 is a continuous function that approaches
zero at infinity. We therefore get the following Riemann-Lebesgue lemma.
5A function φ : R → C belongs to Z(R) if and only if it extends to an entire function φ : C → C
with the property that, writing z = x+iy, there exists a > 0 and for each k = 0, 1, 2, . . . a constant
Ck such that
z k φ(z) ≤ Ck ea|y| .
160

Theorem 5.65. The Fourier transform is a bounded linear map F : L1 (Rn ) →

C0 (Rn ) and
1
fˆ ≤ kf kL1 .
L ∞ (2π)n
The range of the Fourier transform on L1 is not all of C0 , however, and it is
difficult to characterize.

5.A.6. The Fourier transform on L2 . The next theorem, called Parseval’s

theorem, states that the Fourier transform preserves the L2 -inner product and
norm, up to factors of 2π. It follows that we may extend the Fourier transform by
density and continuity from S to an isomorphism on L2 with the same properties.
Explicitly, if f ∈ L2 , we choose any sequence of functions fk ∈ S such that fk
converges to f in L2 as k → ∞. Then we define fˆ to be the L2 -limit of the fˆk .
Note that it is necessary to use a somewhat indirect approach to define the Fourier
transform on L2 , since the Fourier integral in (5.62) does not converge if f ∈ L2 \L1 .
Theorem 5.66. The Fourier transform F : L2 (Rn ) → L2 (Rn ) is a one-to-one,
onto bounded linear map. If f, g ∈ L2 (Rn ), then
Z Z
f g dx = (2π)n fˆĝ dk.

In particular,
Z Z
2
|f | dx = (2π)n |fˆ|2 dk.

5.A.7. The Fourier transform on Lp . The boundedness of the Fourier

0
transform F : Lp → Lp for 1 < p < 2 follows from its boundedness for F :
L1 → L∞ and F : L2 → L2 by use of the following Riesz-Thorin interpolation
theorem.
Theorem 5.67. Let Ω be a measure space and 1 ≤ p0 , p1 ≤ ∞, 1 ≤ q0 , q1 ≤ ∞.
Suppose that
T : Lp0 (Ω) + Lp1 (Ω) → Lq0 (Ω) + Lq1 (Ω)
is a linear map such that T : Lpi (Ω) → Lqi (Ω) for i = 0, 1 and
kT f kLq0 ≤ M0 kf kLp0 , kT f kLq1 ≤ M1 kf kLp1
for some constants M0 , M1 . If 0 < θ < 1 and
1 1−θ θ 1 1−θ θ
= + , = + ,
p p0 p1 q q0 q1
then T : Lp (Ω) → Lq (Ω) maps Lp (Ω) into Lq (Ω) and
kT f kLq ≤ M01−θ M1θ kf kLp .
In this theorem, Lp0 (Ω)+Lp1 (Ω) denotes the vector space of all complex-valued
functions of the form f = f0 + f1 where f0 ∈ Lp0 (Ω) and f1 ∈ Lp1 (Ω). Note that
if q0 = p00 and q1 = p01 , then q = p0 . An immediate consequence of this theorem
and the L1 -L2 estimates for the Fourier transform is the following Hausdorff-Young
theorem.
 5.A. THE SCHWARTZ SPACE AND THE FOURIER TRANSFORM 161

Theorem 5.68. Suppose that 1 ≤ p ≤ 2. The Fourier transform is a bounded

0
linear map F : Lp (Rn ) → Lp (Rn ) and
1
kFf kLp0 ≤ kf kLp .
(2π)n
0
If 1 ≤ p < 2, the range of the Fourier transform on Lp is not all of Lp , and there
0
exist functions f ∈ Lp whose inverse Fourier transform is a tempered distribution
that is not regular. Correspondingly, if p > 2 the range of F : Lp → S 0 contains
non-regular distributions. For example, 1 ∈ L∞ and F(1) = δ.

5.A.8. The Sobolev spaces H s (Rn ). A function belongs to L2 if and only

if its Fourier transform belongs to L2 , and the Fourier transform preserves the L2 -
norm. As a result, the Fourier transform provides a simple way to define L2 -Sobolev
spaces on Rn , including ones of fractional and negative order. This approach does
not generalize to Lp -Sobolev spaces with p 6= 2, since there is no simple way to
characterize when a function belongs to Lp in terms of its Fourier transform.
We define a function h·i : Rn → R by

1/2
hxi = 1 + |x|2 .
This function grows linearly at infinity, like |x|, but is bounded away from zero.
(There should be no confusion with the use of angular brackets to denote a duality
pairing.)
Definition 5.69. For s ∈ R, the Sobolev space H s (Rn ) consists of all tempered
distributions f ∈ S 0 (Rn ) whose Fourier transform fˆ is a regular distribution such
that Z 2
hki2s fˆ(k) dk < ∞.

The inner product and norm of f, g ∈ H s are defined by

Z Z 1/2
2
(f, g)H s = (2π)n hki2s fˆ(k)ĝ(k) dk, kf kH s = (2π)n hki2s fˆ(k) dk .

Thus, under the Fourier transform, H s (Rn ) is isomorphic to the weighted L2 -

space
Ĥ s (Rn ) = f : Rn → C : hkif ∈ L2 ,

(5.63)
with inner product
  Z
fˆ, ĝ = (2π)n hki2s fˆĝ dk.
Ĥ s

The Sobolev spaces {H s : s ∈ R} form a decreasing scale of Hilbert spaces with H s

continuously imbedded in H r for s > r. If s ∈ N is a positive integer, then H s (Rn )
is the usual Sobolev space of functions whose weak derivatives of order less than
or equal to s belong to L2 (Rn ), so this notation is consistent with our previous
notation.
We may give a spatial description of H s for general s ∈ R in terms of the
pseudo-differential operator Λ : S 0 → S 0 with symbol hki defined by
1/2 [)(k) = hkifˆ(k).
(5.64) Λ = (I − ∆) , (Λf
162

Then f ∈ H s if and only if Λs f ∈ L2 , and

Z Z 1/2
2
(f, g)Ĥ s = (Λs f ) (Λs ḡ) dx, kf kĤ s = |Λs f | dx .

Thus, roughly speaking, a function belongs to H s if it has s weak derivatives (or

integrals if s < 0) that belong to L2 .
Example 5.70. If δ ∈ S 0 (Rn ), then δ̂ = (2π)−n and
Z Z
1
hki2s δ̂ 2 dk = hki2s dk
(2π)2n
converges if 2s < −n. Thus, δ ∈ H s (Rn ) if s < −n/2, which is precisely when
functions in H s are continuous and pointwise evaluation at 0 is a bounded linear
functional. More generally, every compactly supported distribution belongs to H s
for some s ∈ R.
Example 5.71. The Fourier transform of 1 ∈ S 0 , given by 1̂ = δ, is not a
/ H s for any s ∈ R.
regular distribution. Thus, 1 ∈
We let
\ [
(5.65) H∞ = H s, H −∞ = H s.
s∈R s∈R
∞ −∞
Then S ⊂ H ⊂H ⊂ S and by the Sobolev imbedding theorem H ∞ ⊂ C0∞ .
0

5.A.9. Riesz and Bessel potentials. For 0 < α < n, we define the Riesz
potential Iα : Rn → R by
1 1 2α π n/2 Γ(α/2)
Iα (x) = n−α
, γα = .
γα |x| Γ(n/2 − α/2)
Since α > 0, we have Iα ∈ L1loc (Rn ).
The Riesz potential of a function φ ∈ S is defined by
Z
1 φ(y)
Iα ∗ φ(x) = dy.
γα |x − y|n−α
The Fourier transform of this equation is
1
α ∗ φ)(k) =
(I\ φ̂(k).
|k|α
Thus, we can interpret convolution with Iα as a homogeneous, spherically symmet-
ric fractional integral operator of the order α. We write it symbolically as
−α
Iα ∗ φ = |D| φ,
where |D| is the operator with symbol |k|. In particular, for α = 2 the potential
I2 is the Green’s function of the Laplacian operator and −∆(I2 ∗ φ) = φ, which we
may write symbolically as I2 ∗ φ = (−∆)−2 φ = |D|−2 φ.
If we consider
|D|−α : Lp (Rn ) → Lq (Rn )
as a map from Lp to Lq , then a scaling argument similar to the one for the Sobolev
imbedding theorem implies that the map can be bounded only if
1 1 α
(5.66) = − .
q p n
 5.A. THE SCHWARTZ SPACE AND THE FOURIER TRANSFORM 163

The following Hardy-Littlewood-Sobolev inequality states that this map is, in fact,
bounded for 1 < p < n/α. See [18] for a proof.
Theorem 5.72. Suppose that 0 < α < n, 1 < p < n/α, and q is defined by
(5.66). If f ∈ Lp (Rn ), then Iα ∗ f ∈ Lq (Rn ) and there exists a constant C(n, α, p)
such that
kIα ∗ f kLq ≤ C kf kLp for every f ∈ Lp (Rn ).
This inequality may be thought of as a generalization of the Gagliardo-Nirenberg
inequality in Theorem 3.26 to fractional derivatives. If α = 1, then q = p∗ is the
Sobolev conjugate of p, and writing f = |D|g we get
kgkLp∗ ≤ Ckf kLp .
The Bessel potential corresponds to the operator
−α/2
−α/2
Λ−α = (I − ∆) = I + |D|2 .
−α
where Λ is defined in (5.64) and α > 0. The operator Λ is a non-homogeneous,
spherically symmetric fractional integral operator; it plays an analogous role for
non-homogeneous Sobolev spaces to the fractional derivative |D|−α for homoge-
neous Sobolev spaces.
If φ ∈ S, then
\ −α φ)(k) =
1
(Λ α/2
φ̂(k).
(1 + |k|2 )
Thus, by the convolution theorem,
Λ−α φ = Jα ∗ φ
where " #
−1 1
Jα = F α/2
.
(1 + |k|2 )
This inverse transform does not have a simple explicit expression.