Let $f(x)=1-x^2$, with $x \in [0,1)$.
- Evaluate $\hat{f}(x)=\int_0^1 f(y)e^{-2 \pi ixy} \,dy$ (the Fourier transform of $f$).
Let $x_j=\frac{k}{10}$, with $k=0,\dots,18,19$.
a. Evaluate the DFT of the vector $(f(x_0),\dots,f(x_{18}),f(x_{19}))$
b. How is that related to the Fourier transform of $f$?
$\textbf{Evaluate $\hat{f}(x)=\int_0^1 f(y)e^{-2 \pi ixy} \,dy$}$
$$\hat{f}(x) =\int_0^1 (1-y^2)e^{-2 \pi ixy} \,dy =\int_0^1 e^{-2 \pi ixy} \,dy - \int_0^1 y^2e^{-2 \pi ixy} \,dy $$
\begin{array}{l|l} y^2 & e^{-2 \pi ixy} \\ \hline 2y & \frac{1}{-2 \pi ix}e^{-2 \pi ixy} \\ \hline 2 & \frac{1}{(-2 \pi ix)^2}e^{-2 \pi ixy} \\ \hline 0 & \frac{1}{(-2 \pi ix)^3}e^{-2 \pi ixy} \\ \end{array}
\begin{equation*} \begin{split} \hat{f}(x) & =e^{-2 \pi ixy}(\frac{-1}{2 \pi ix}+\frac{y^2}{2 \pi ix}+\frac{2y}{(-2 \pi ix)^2}-\frac{2}{(-2 \pi ix)^3})]_0^1 \\ & =e^{-2 \pi ixy}(-\frac{1}{2 \pi ix}+\frac{1}{2 \pi ix}+\frac{2}{(-2 \pi ix)^2}-\frac{2}{(-2 \pi ix)^3}+\frac{1}{2 \pi ix}-\frac{2}{(-2 \pi ix)^3}) \\ & =e^{-2 \pi ixy}(\frac{2}{(-2 \pi ix)^2}-\frac{2}{(-2 \pi ix)^3})+\frac{1}{2 \pi ix}-\frac{2}{(-2 \pi ix)^3} \\ \end{split} \end{equation*}
How would I do Part 2?
$\textbf{Evaluate the DFT of the vector $(f(x_0),\dots,f(x_{18}),f(x_{19}))$}$
$\textbf{Definition:}$ The DFT of a vector is $X_k \equiv \sum_{n=0}^{N-1}x_ne^\frac{-2\pi kni}{N}$ where $k \in \mathbb{Z}$
The DFT for vector $(f(x_0),\dots,f(x_{18}),f(x_{19}))$ is $$\sum_{n=0}^{19}x_ne^\frac{-2\pi kni}{5}=1+\frac{399}{400}e^\frac{-2\pi ki}{20}+\frac{396}{400}e^\frac{-4\pi ki}{20}+\frac{391}{400}e^\frac{-6\pi ki}{20}+\dots+\frac{39}{400}e^\frac{-38\pi ki}{20}$$
$\textbf{How is that related to the Fourier transform of $f$?}$
The summation of the DFT is a periodic summation, where the Fourier transform has one peak.