Show that Fourier transform \[ f(x)\to F(\mu )=\int _{-\infty }^{\infty } f(x)e^{i\mu x}\,dx \] preserves the inner product and the \(L_2\) norm (Plancherel’s equations): \[ \int _{-\infty }^{\infty }\bar {f}(x)g(x)\,dx = \int _{-\infty }^{\infty }\bar {F}(\mu )G(\mu )\,\frac {d\mu }{2\pi }, \] \[ \text {and}\qquad \int _{-\infty }^{\infty }\lvert f(x)\rvert ^2\,dx = \int _{-\infty }^{\infty }\lvert F(\mu )\rvert ^2\,\frac {d\mu }{2\pi }. \] (\(\overline {\phantom {x}}\) denotes complex conjugation).
Question
Math 6420 • PDE
Spring 2016 • Question 9