So it is well-known that the complex exponential $$f(t) = e^{i\omega_0t}$$ has Fourier transform $$F(\omega) = 2\pi \delta(\omega-\omega_0) \ .$$
The transformation integral $$F(\omega) = \int_\mathbb{R} f(t) e^{-i\omega t} dt \ ,$$ gives $$2\pi \delta(\omega-\omega_0) = \int_\mathbb{R} e^{i(\omega_0-\omega)t} dt \ . \tag{1}\label{eq:a} $$ It's clear to me that $$F(\omega_0) = \int_\mathbb{R} 1 \ dt$$ is infinite and I fully understand that $F(\omega)$ is concentrated into a peak at $\omega_0$ from the spectral-intuition-side-of-things. But what has boggled me ever since is how to argue that $$\int_\mathbb{R} e^{iat} dt \tag{2}\label{eq:b} $$ vanishes for $a \neq 0$. Sure, intuitively $e^{iat}$ has zero mean, but technically the above integral doesn't even exist.
So my questions are:
- What is a clean way of showing \eqref{eq:a}, especially the integral vanishing for $\omega \neq \omega_0$, without going deep into harmonic analysis, distribution theory, etc.? Since this topic is taught in many engineering undergraduate programs, this should be possible, right?
- How does Fourier theory manage to give meaning to the divergent integral \eqref{eq:b}?
- I am aware that $\delta$ requires special care because it is a distribution and not a function. Is this the cause of all the trouble?
Yes, the $δ$ being a distribution and not a function is the problem. To be pedantic, one does not even define $δ(x)$ for $x∈\Bbb R$, i.e. we refrain from allowing the evaluation of $δ$ at $x$. Instead, we define $\delta$ based on how it 'integrates against functions'.
This is motivated by the fact that for (some of) the purposes of fourier analysis, it is not $g(x)$ we are concerned about, but rather $⟨g, · ⟩$, how it acts when you integrate against a (nice) function, $$⟨g,f⟩ := ∫_ℝ g(x) f(x) \ dx$$ So we make the definition in analogy, $$⟨ δ, f⟩ := \delta(f) := f(0)$$ Which completely circumvents trying to integrate $δ$.
We also define the Fourier transform by analogy with the situation with nice functions,
$$⟨\mathcal{F}δ , f⟩ := ⟨ δ, \mathcal{F}f⟩ $$
With this definition one can prove that $\mathcal{F}\delta = 1$,
$$⟨\mathcal{F}δ , f⟩ = ⟨ δ, \mathcal{F}f⟩ = \mathcal{F}f(0) = ∫f(x) \ dx = ⟨ 1,f ⟩ $$ Similarly, $\mathcal{F}1=δ$, which in a sense, answers 2.
But we can abusively write $δ(x) = \lim f_n(x)$ for (e.g) the rescaled normal densities that 'tend to 'δ' (there is a precise definition of this), and in this sense we do have $δ(x) = ∞ \Bbb 1_{x}$.
If you know measure theory, it turns out that signed measures give rise to distributions in a natural way, and the $δ$ distribution is also given by a measure, the dirac delta measure, $$ δ(A) = \begin{cases} 1 & 0∈ A \\ 0 & 0\not\in{} A\end{cases}$$
and in this sense, we can actually write this as a (Lebesgue) integral, $$⟨δ,f⟩ = ∫_ℝ f(x) dδ(x) $$