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Previous set of notes: Notes 1. Next set of notes: Notes 3.

In Exercise 5 (and Lemma 1) of 246A Notes 4 we already observed some links between complex analysis on the disk (or annulus) and Fourier series on the unit circle:

- (i) Functions that are holomorphic on a disk are expressed by a convergent Fourier series (and also Taylor series) for (so in particular ), where conversely, every infinite sequence of coefficients obeying (1) arises from such a function .
- (ii) Functions that are holomorphic on an annulus are expressed by a convergent Fourier series (and also Laurent series) , where conversely, every doubly infinite sequence of coefficients obeying (2) arises from such a function .
- (iii) In the situation of (ii), there is a unique decomposition where extends holomorphically to , and extends holomorphically to and goes to zero at infinity, and are given by the formulae where is any anticlockwise contour in enclosing , and and where is any anticlockwise contour in enclosing but not .

This connection lets us interpret various facts about Fourier series through the lens of complex analysis, at least for some special classes of Fourier series. For instance, the Fourier inversion formula becomes the Cauchy-type formula for the Laurent or Taylor coefficients of , in the event that the coefficients are doubly infinite and obey (2) for some , or singly infinite and obey (1) for some .

It turns out that there are similar links between complex analysis on a half-plane (or strip) and Fourier *integrals* on the real line, which we will explore in these notes.

We first fix a normalisation for the Fourier transform. If is an absolutely integrable function on the real line, we define its Fourier transform by the formula

From the dominated convergence theorem will be a bounded continuous function; from the Riemann-Lebesgue lemma it also decays to zero as . My choice to place the in the exponent is a personal preference (it is slightly more convenient for some harmonic analysis formulae such as the identities (4), (5), (6) below), though in the complex analysis and PDE literature there are also some slight advantages in omitting this factor. In any event it is not difficult to adapt the discussion in this notes for other choices of normalisation. It is of interest to extend the Fourier transform beyond the class into other function spaces, such as or the space of tempered distributions, but we will not pursue this direction here; see for instance these lecture notes of mine for a treatment.

Exercise 1 (Fourier transform of Gaussian)If is a coplex number with and is the Gaussian function , show that the Fourier transform is given by the Gaussian , where we use the standard branch for .

The Fourier transform has many remarkable properties. On the one hand, as long as the function is sufficiently “reasonable”, the Fourier transform enjoys a number of very useful identities, such as the Fourier inversion formula

the Plancherel identity and the Poisson summation formula On the other hand, the Fourier transform also intertwines various*qualitative*properties of a function with “dual” qualitative properties of its Fourier transform ; in particular, “decay” properties of tend to be associated with “regularity” properties of , and vice versa. For instance, the Fourier transform of rapidly decreasing functions tend to be smooth. There are complex analysis counterparts of this Fourier dictionary, in which “decay” properties are described in terms of exponentially decaying pointwise bounds, and “regularity” properties are expressed using holomorphicity on various strips, half-planes, or the entire complex plane. The following exercise gives some examples of this:

Exercise 2 (Decay of implies regularity of )Let be an absolutely integrable function.

- (i) If has super-exponential decay in the sense that for all and (that is to say one has for some finite quantity depending only on ), then extends uniquely to an entire function . Furthermore, this function continues to be defined by (3).
- (ii) If is supported on a compact interval then the entire function from (i) obeys the bounds for . In particular, if is supported in then .
- (iii) If obeys the bound for all and some , then extends uniquely to a holomorphic function on the horizontal strip , and obeys the bound in this strip. Furthermore, this function continues to be defined by (3).
- (iv) If is supported on (resp. ), then there is a unique continuous extension of to the lower half-plane (resp. the upper half-plane which is holomorphic in the interior of this half-plane, and such that uniformly as (resp. ). Furthermore, this function continues to be defined by (3).
Hint:to establish holomorphicity in each of these cases, use Morera’s theorem and the Fubini-Tonelli theorem. For uniqueness, use analytic continuation, or (for part (iv)) the Cauchy integral formula.

Later in these notes we will give a partial converse to part (ii) of this exercise, known as the Paley-Wiener theorem; there are also partial converses to the other parts of this exercise.

From (3) we observe the following intertwining property between multiplication by an exponential and complex translation: if is a complex number and is an absolutely integrable function such that the modulated function is also absolutely integrable, then we have the identity

whenever is a complex number such that at least one of the two sides of the equation in (7) is well defined. Thus, multiplication of a function by an exponential weight corresponds (formally, at least) to translation of its Fourier transform. By using contour shifting, we will also obtain a dual relationship: under suitable holomorphicity and decay conditions on , translation by a complex shift will correspond to multiplication of the Fourier transform by an exponential weight. It turns out to be possible to exploit this property to derive many Fourier-analytic identities, such as the inversion formula (4) and the Poisson summation formula (6), which we do later in these notes. (The Plancherel theorem can also be established by complex analytic methods, but this requires a little more effort; see Exercise 8.)The material in these notes is loosely adapted from Chapter 4 of Stein-Shakarchi’s “Complex Analysis”.

Marcel Filoche, Svitlana Mayboroda, and I have just uploaded to the arXiv our preprint “The effective potential of an -matrix“. This paper explores the analogue of the effective potential of Schrödinger operators provided by the “landscape function” , when one works with a certain type of self-adjoint matrix known as an -matrix instead of a Schrödinger operator.

Suppose one has an eigenfunction

of a Schrödinger operator , where is the Laplacian on , is a potential, and is an energy. Where would one expect the eigenfunction to be concentrated? If the potential is smooth and slowly varying, the correspondence principle suggests that the eigenfunction should be mostly concentrated in the potential energy wells , with an exponentially decaying amount of tunnelling between the wells. One way to rigorously establish such an exponential decay is through an argument of Agmon, which we will sketch later in this post, which gives an exponentially decaying upper bound (in an sense) of eigenfunctions in terms of the distance to the wells in terms of a certain “Agmon metric” on determined by the potential and energy level (or any upper bound on this energy). Similar exponential decay results can also be obtained for discrete Schrödinger matrix models, in which the domain is replaced with a discrete set such as the lattice , and the Laplacian is replaced by a discrete analogue such as a graph Laplacian.
When the potential is very “rough”, as occurs for instance in the random potentials arising in the theory of Anderson localisation, the Agmon bounds, while still true, become very weak because the wells are dispersed in a fairly dense fashion throughout the domain , and the eigenfunction can tunnel relatively easily between different wells. However, as was first discovered in 2012 by my two coauthors, in these situations one can replace the rough potential by a smoother *effective potential* , with the eigenfunctions typically localised to a single connected component of the effective wells . In fact, a good choice of effective potential comes from locating the *landscape function* , which is the solution to the equation with reasonable behavior at infinity, and which is non-negative from the maximum principle, and then the reciprocal of this landscape function serves as an effective potential.

There are now several explanations for why this particular choice is a good effective potential. Perhaps the simplest (as found for instance in this recent paper of Arnold, David, Jerison, and my two coauthors) is the following observation: if is an eigenvector for with energy , then is an eigenvector for with the same energy , thus the original Schrödinger operator is conjugate to a (variable coefficient, but still in divergence form) Schrödinger operator with potential instead of . Closely related to this, we have the integration by parts identity

for any reasonable function , thus again highlighting the emergence of the effective potential .These particular explanations seem rather specific to the Schrödinger equation (continuous or discrete); we have for instance not been able to find similar identities to explain an effective potential for the bi-Schrödinger operator .

In this paper, we demonstrate the (perhaps surprising) fact that effective potentials continue to exist for operators that bear very little resemblance to Schrödinger operators. Our chosen model is that of an -matrix: self-adjoint positive definite matrices whose off-diagonal entries are negative. This model includes discrete Schrödinger operators (with non-negative potentials) but can allow for significantly more non-local interactions. The analogue of the landscape function would then be the vector , where denotes the vector with all entries . Our main result, roughly speaking, asserts that an eigenvector of will then be exponentially localised to the “potential wells” , where denotes the coordinates of the landscape function . In particular, we establish the inequality

if is normalised in , where the*connectivity*is the maximum number of non-zero entries of in any row or column, are the coefficients of , and is a certain moderately complicated but explicit metric function on the spatial domain. Informally, this inequality asserts that the eigenfunction should decay like or faster. Indeed, our numerics show a very strong log-linear relationship between and , although it appears that our exponent is not quite optimal. We also provide an associated localisation result which is technical to state but very roughly asserts that a given eigenvector will in fact be localised to a single connected component of unless there is a resonance between two wells (by which we mean that an eigenvalue for a localisation of associated to one well is extremely close to an eigenvalue for a localisation of associated to another well); such localisation is also strongly supported by numerics. (Analogous results for Schrödinger operators had been previously obtained by the previously mentioned paper of Arnold, David, Jerison, and my two coauthors, and to quantum graphs in a very recent paper of Harrell and Maltsev.)

Our approach is based on Agmon’s methods, which we interpret as a double commutator method, and in particular relying on exploiting the negative definiteness of certain double commutator operators. In the case of Schrödinger operators , this negative definiteness is provided by the identity

for any sufficiently reasonable functions , where we view (like ) as a multiplier operator. To exploit this, we use the commutator identity valid for any after a brief calculation. The double commutator identity then tells us that If we choose to be a non-negative weight and let for an eigenfunction , then we can write and we conclude that We have considerable freedom in this inequality to select the functions . If we select , we obtain the clean inequality If we take to be a function which equals on the wells but increases exponentially away from these wells, in such a way that outside of the wells, we can obtain the estimate which then gives an exponential type decay of away from the wells. This is basically the classic exponential decay estimate of Agmon; one can basically take to be the distance to the wells with respect to the Euclidean metric conformally weighted by a suitably normalised version of . If we instead select to be the landscape function , (3) then gives and by selecting appropriately this gives an exponential decay estimate away from the effective wells , using a metric weighted by .It turns out that this argument extends without much difficulty to the -matrix setting. The analogue of the crucial double commutator identity (2) is

for any diagonal matrix . The remainder of the Agmon type arguments go through after making the natural modifications.Numerically we have also found some aspects of the landscape theory to persist beyond the -matrix setting, even though the double commutators cease being negative definite, so this may not yet be the end of the story, but it does at least demonstrate that utility the landscape does not purely rely on identities such as (1).

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