Harmonic analysis
Encyclopedia
Harmonic analysis is the branch of mathematics
that studies the representation of functions
or signals as the superposition
of basic wave
s. It investigates and generalizes the notions of Fourier series
and Fourier transform
s. The basic waves are called "harmonic
s" (in physics), hence the name "harmonic analysis," but the name "harmonic" in this context is generalized beyond its original meaning of integer frequency multiples. In the past two centuries, it has become a vast subject with applications in areas as diverse as signal processing
, quantum mechanics
, and neuroscience
.
The classical Fourier transform on Rn is still an area of ongoing research, particularly concerning Fourier transformation on more general objects such as tempered distribution
s. For instance, if we impose some requirements on a distribution f, we can attempt to translate these requirements in terms of the Fourier transform of f. The Paley-Wiener theorem is an example of this. The Paley-Wiener theorem immediately implies that if f is a nonzero distribution
of compact support (these include functions of compact support), then its Fourier transform is never compactly supported. This is a very elementary form of an uncertainty principle
in a harmonic analysis setting. See also Convergence of Fourier series
.
Fourier series can be conveniently studied in the context of Hilbert space
s, which provides a connection between harmonic analysis and functional analysis
.
on topological group
s. The core motivating idea are the various Fourier transform
s, which can be generalized to a transform of function
s defined on Hausdorff locally compact topological groups.
The theory for abelian
locally compact group
s is called Pontryagin duality
; it is considered to be in a satisfactory state, as far as explaining the main features of harmonic analysis goes.
Harmonic analysis studies the properties of that duality and Fourier transform; and attempts to extend those features to different settings, for instance to the case of non-abelian Lie group
s.
For general nonabelian locally compact groups, harmonic analysis is closely related to the theory of unitary group representations. For compact groups,
the Peter-Weyl theorem explains how one may get harmonics by choosing one irreducible representation out of each equivalence class of representations. This choice of harmonics enjoys some of the useful properties of the classical Fourier transform in terms of carrying convolutions to pointwise products, or otherwise showing a certain understanding of the underlying group
structure. See also: Non-commutative harmonic analysis.
If the group is neither abelian nor compact, no general satisfactory theory is currently known. By "satisfactory" one would mean at least the equivalent of Plancherel theorem
. However, many specific cases have been analyzed, for example SLn
. In this case, representations
in infinite dimension play a crucial role.
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...
that studies the representation of functions
Function (mathematics)
In mathematics, a function associates one quantity, the argument of the function, also known as the input, with another quantity, the value of the function, also known as the output. A function assigns exactly one output to each input. The argument and the value may be real numbers, but they can...
or signals as the superposition
Superposition principle
In physics and systems theory, the superposition principle , also known as superposition property, states that, for all linear systems, the net response at a given place and time caused by two or more stimuli is the sum of the responses which would have been caused by each stimulus individually...
of basic wave
Wave
In physics, a wave is a disturbance that travels through space and time, accompanied by the transfer of energy.Waves travel and the wave motion transfers energy from one point to another, often with no permanent displacement of the particles of the medium—that is, with little or no associated mass...
s. It investigates and generalizes the notions of Fourier series
Fourier series
In mathematics, a Fourier series decomposes periodic functions or periodic signals into the sum of a set of simple oscillating functions, namely sines and cosines...
and Fourier transform
Fourier transform
In mathematics, Fourier analysis is a subject area which grew from the study of Fourier series. The subject began with the study of the way general functions may be represented by sums of simpler trigonometric functions...
s. The basic waves are called "harmonic
Harmonic
A harmonic of a wave is a component frequency of the signal that is an integer multiple of the fundamental frequency, i.e. if the fundamental frequency is f, the harmonics have frequencies 2f, 3f, 4f, . . . etc. The harmonics have the property that they are all periodic at the fundamental...
s" (in physics), hence the name "harmonic analysis," but the name "harmonic" in this context is generalized beyond its original meaning of integer frequency multiples. In the past two centuries, it has become a vast subject with applications in areas as diverse as signal processing
Signal processing
Signal processing is an area of systems engineering, electrical engineering and applied mathematics that deals with operations on or analysis of signals, in either discrete or continuous time...
, quantum mechanics
Quantum mechanics
Quantum mechanics, also known as quantum physics or quantum theory, is a branch of physics providing a mathematical description of much of the dual particle-like and wave-like behavior and interactions of energy and matter. It departs from classical mechanics primarily at the atomic and subatomic...
, and neuroscience
Neuroscience
Neuroscience is the scientific study of the nervous system. Traditionally, neuroscience has been seen as a branch of biology. However, it is currently an interdisciplinary science that collaborates with other fields such as chemistry, computer science, engineering, linguistics, mathematics,...
.
The classical Fourier transform on Rn is still an area of ongoing research, particularly concerning Fourier transformation on more general objects such as tempered distribution
Tempered distribution
*Distribution *Tempered representation...
s. For instance, if we impose some requirements on a distribution f, we can attempt to translate these requirements in terms of the Fourier transform of f. The Paley-Wiener theorem is an example of this. The Paley-Wiener theorem immediately implies that if f is a nonzero distribution
Distribution (mathematics)
In mathematical analysis, distributions are objects that generalize functions. Distributions make it possible to differentiate functions whose derivatives do not exist in the classical sense. In particular, any locally integrable function has a distributional derivative...
of compact support (these include functions of compact support), then its Fourier transform is never compactly supported. This is a very elementary form of an uncertainty principle
Uncertainty principle
In quantum mechanics, the Heisenberg uncertainty principle states a fundamental limit on the accuracy with which certain pairs of physical properties of a particle, such as position and momentum, can be simultaneously known...
in a harmonic analysis setting. See also Convergence of Fourier series
Convergence of Fourier series
In mathematics, the question of whether the Fourier series of a periodic function converges to the given function is researched by a field known as classical harmonic analysis, a branch of pure mathematics...
.
Fourier series can be conveniently studied in the context of Hilbert space
Hilbert space
The mathematical concept of a Hilbert space, named after David Hilbert, generalizes the notion of Euclidean space. It extends the methods of vector algebra and calculus from the two-dimensional Euclidean plane and three-dimensional space to spaces with any finite or infinite number of dimensions...
s, which provides a connection between harmonic analysis and functional analysis
Functional analysis
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure and the linear operators acting upon these spaces and respecting these structures in a suitable sense...
.
Abstract harmonic analysis
One of the more modern branches of harmonic analysis, having its roots in the mid-twentieth century, is analysisMathematical analysis
Mathematical analysis, which mathematicians refer to simply as analysis, has its beginnings in the rigorous formulation of infinitesimal calculus. It is a branch of pure mathematics that includes the theories of differentiation, integration and measure, limits, infinite series, and analytic functions...
on topological group
Topological group
In mathematics, a topological group is a group G together with a topology on G such that the group's binary operation and the group's inverse function are continuous functions with respect to the topology. A topological group is a mathematical object with both an algebraic structure and a...
s. The core motivating idea are the various Fourier transform
Fourier transform
In mathematics, Fourier analysis is a subject area which grew from the study of Fourier series. The subject began with the study of the way general functions may be represented by sums of simpler trigonometric functions...
s, which can be generalized to a transform of function
Function (mathematics)
In mathematics, a function associates one quantity, the argument of the function, also known as the input, with another quantity, the value of the function, also known as the output. A function assigns exactly one output to each input. The argument and the value may be real numbers, but they can...
s defined on Hausdorff locally compact topological groups.
The theory for abelian
Abelian group
In abstract algebra, an abelian group, also called a commutative group, is a group in which the result of applying the group operation to two group elements does not depend on their order . Abelian groups generalize the arithmetic of addition of integers...
locally compact group
Compact group
In mathematics, a compact group is a topological group whose topology is compact. Compact groups are a natural generalisation of finite groups with the discrete topology and have properties that carry over in significant fashion...
s is called Pontryagin duality
Pontryagin duality
In mathematics, specifically in harmonic analysis and the theory of topological groups, Pontryagin duality explains the general properties of the Fourier transform on locally compact groups, such as R, the circle or finite cyclic groups.-Introduction:...
; it is considered to be in a satisfactory state, as far as explaining the main features of harmonic analysis goes.
Harmonic analysis studies the properties of that duality and Fourier transform; and attempts to extend those features to different settings, for instance to the case of non-abelian Lie group
Lie group
In mathematics, a Lie group is a group which is also a differentiable manifold, with the property that the group operations are compatible with the smooth structure...
s.
For general nonabelian locally compact groups, harmonic analysis is closely related to the theory of unitary group representations. For compact groups,
the Peter-Weyl theorem explains how one may get harmonics by choosing one irreducible representation out of each equivalence class of representations. This choice of harmonics enjoys some of the useful properties of the classical Fourier transform in terms of carrying convolutions to pointwise products, or otherwise showing a certain understanding of the underlying group
Group (mathematics)
In mathematics, a group is an algebraic structure consisting of a set together with an operation that combines any two of its elements to form a third element. To qualify as a group, the set and the operation must satisfy a few conditions called group axioms, namely closure, associativity, identity...
structure. See also: Non-commutative harmonic analysis.
If the group is neither abelian nor compact, no general satisfactory theory is currently known. By "satisfactory" one would mean at least the equivalent of Plancherel theorem
Plancherel theorem
In mathematics, the Plancherel theorem is a result in harmonic analysis, proved by Michel Plancherel in 1910. It states that the integral of a function's squared modulus is equal to the integral of the squared modulus of its frequency spectrum....
. However, many specific cases have been analyzed, for example SLn
Special linear group
In mathematics, the special linear group of degree n over a field F is the set of n×n matrices with determinant 1, with the group operations of ordinary matrix multiplication and matrix inversion....
. In this case, representations
Group representation
In the mathematical field of representation theory, group representations describe abstract groups in terms of linear transformations of vector spaces; in particular, they can be used to represent group elements as matrices so that the group operation can be represented by matrix multiplication...
in infinite dimension play a crucial role.
Other branches
- Study of the eigenvalues and eigenvectors of the Laplacian on domainDomain (mathematics)In mathematics, the domain of definition or simply the domain of a function is the set of "input" or argument values for which the function is defined...
s, manifoldManifoldIn mathematics , a manifold is a topological space that on a small enough scale resembles the Euclidean space of a specific dimension, called the dimension of the manifold....
s, and (to a lesser extent) graphGraph (mathematics)In mathematics, a graph is an abstract representation of a set of objects where some pairs of the objects are connected by links. The interconnected objects are represented by mathematical abstractions called vertices, and the links that connect some pairs of vertices are called edges...
s is also considered a branch of harmonic analysis. See e.g., hearing the shape of a drumHearing the shape of a drumTo hear the shape of a drum is to infer information about the shape of the drumhead from the sound it makes, i.e., from the list of basic harmonics, via the use of mathematical theory...
. - Harmonic analysis on Euclidean spaces deals with properties of the Fourier transformFourier transformIn mathematics, Fourier analysis is a subject area which grew from the study of Fourier series. The subject began with the study of the way general functions may be represented by sums of simpler trigonometric functions...
on Rn that have no analog on general groups. For example, the fact that the Fourier transform is invariant to rotations. Decomposing the Fourier transform to its radial and spherical components leads to topics such as Bessel functionBessel functionIn mathematics, Bessel functions, first defined by the mathematician Daniel Bernoulli and generalized by Friedrich Bessel, are canonical solutions y of Bessel's differential equation:...
s and spherical harmonicSpherical HarmonicSpherical Harmonic is a science fiction novel from the Saga of the Skolian Empire by Catherine Asaro. It tells the story of Dyhianna Selei , the Ruby Pharaoh of the Skolian Imperialate, as she strives to reform her government and reunite her family in the aftermath of a devastating interstellar...
s. See the book reference. - Harmonic analysis on tube domains is concerned with generalizing properties of Hardy spaceHardy spaceIn complex analysis, the Hardy spaces Hp are certain spaces of holomorphic functions on the unit disk or upper half plane. They were introduced by Frigyes Riesz , who named them after G. H. Hardy, because of the paper...
s to higher dimensions.