Fourier, Laplace and Dirichlet relationship

1. The Function Space as an Infinite-Dimensional Vector Space

We consider a space of functions of a real variable (allowing generalized functions such as the Dirac delta distribution δ(x)) as an infinite-dimensional vector space F, where an abstract element (a "vector") is denoted by v.

We highlight two fundamental continuous bases for this space:

  1. Position / Dirac Basis: {δx}

  2. Frequency / Exponential Basis: {eω} (where eω(x)=eiωx)

Using continuous index Einstein-style notation—where matching upper and lower continuous indices imply integration over the domain rather than summation —the same abstract vector v can be represented in both bases:

v=fxδxv=f^ωeω

2. The Fourier Transform as a Basis Change Matrix

The Fourier transform acts as a continuous, infinite-dimensional transition matrix Txω that changes components from the position basis to the frequency basis:

f^ω=Txωfx

Component Examples:

3. The Laplace Transform & Holomorphic Extension

While the Fourier transform maps real position variables to components indexed by real frequencies ω, the Laplace transform extends this framework to construct a full complex/holomorphic function F(s) over s=c+iωC.

Here we use the unilateral Laplace transform — the natural choice since the Dirac combs we consider are supported on x0 (ln1=0). The ROC is a right half-plane Re(s)>σc.

Operationally, for each fixed real parameter c>σc, we damp the position components fx by ecx and apply the Fourier basis transform matrix:

Laplace transform: F(c+iω)=f^cω=Txω(fxecx)

4. Fourier Series as Uniformly Spaced Impulses

In this unified picture, a Fourier Series is not a distinct entity. It emerges when the continuous position component vector fx consists of discrete unit impulses (Dirac deltas) spaced uniformly at integer steps:

fx=nanδ(xn)

Applying the basis change Txω transforms these uniformly spaced impulses into a linear combination of exponentials:

f^ω=naneinω

This yields a periodic function, which is precisely a standard Fourier Series.

5. Dirichlet Series from Logarithmic Impulses

A Dirichlet Series arises from the exact same process, but with a Dirac comb whose impulses are spaced logarithmically rather than uniformly:

fx=nanδ(xlnn)
  1. Fourier Transform Step: Applying Txω to logarithmically spaced impulses converts continuous translations into logarithmic powers, producing an almost-periodic function:

    f^ω=nanniω
  2. Laplace Extension Step: Applying the full Laplace transform package (s=c+iω) holomorphically extends this almost-periodic function:

    F(s)=nanns

Important examples: L-functions.

6. The Z-Transform: Completing the Analogy

The same "Laplace extension" applied to the Fourier series (Section 4) yields the Z-transform — the discrete-time analogue of the Laplace transform:

Starting from the uniformly-spaced Dirac comb fx=nanδ(xn), apply the Laplace package (damp by ecx, then Fourier Txω with kernel eiωx):

F(c+iω)=Txω(fxecx)=nanecneiωn=nane(c+iω)n

Define z:=es=ec+iω. Then:

F(s)=nanesn=nanznwithz=es

This is precisely the (bilateral) Z-transform. When the sequence is one-sided (an=0 for n<0), it reduces to the unilateral Z-transform n=0anzn, with ROC |z|>R (the exterior of a disk, corresponding to the half-plane Re(s)>lnR).

The Full Symmetry

Real frequency (s=iω):f(x)eiωxdxx=naneiωnnlnnanniω damp by ecxComplex frequency (s=c+iω):f(x)esxdxx=nanznnlnnannsLaplaceZ-transformDirichlet series

The bottom row is unified by a single complex variable s: the Z-transform is anesn and the Dirichlet series is aneslnn=anns. The only difference is the spacing of the underlying Dirac impulses.

7. The Mellin Transform: the Laplace Package Applied After the Relabeling L

For starter, think of a change of coordinates in the space of function F as a linear map that reorders the basis. Discretely: for a basis {e1,e2,e3,} in a vector space V, the map sending e1e2, e2e3, and so on, is just a change of indices j=i+1 — a permutation whose matrix is filled with 1s and 0s. The same basis vectors are merely relabeled.

For a continuous basis it is the same. The relabeling xg(x) acts on the Dirac basis {δx} by δxδg(x), permuting the continuum of basis elements. Its "matrix" is still 1s and 0s, now a collection of deltas δ(yg(x)). But in this case, the Jacobian of the transformation enters the scene.

The logarithmic/exponential change of coordinates u=ex (i.e. x=lnu) is one map of this class — call it L. It is applied on the top layer, before any transform: it reorders the basis by x=lnu and acts on inputs as

L: δuδlnu,(Lf)(x)=f(ex).

(On basis elements the relabeling carries the Jacobian 1/u, which is exactly the factor that turns dx into du/u.)

Mellin = the Laplace package applied to the image of L. The Laplace transform package — damp by ecx, Fourier Txω, glue into a holomorphic function — is run on Lf, not on f:

M{f}(s)=0f(u)usduu=(Lf)(x)esxdx=L{Lf}(s)

The diagram is commutative. The exponential basis after Laplace and the power basis after Mellin are the same seen through Lesx|x=lnu=us.

Zeta and Dirichlet series as Mellin transforms of equispaced combs

A comb at the integers is equispaced in u: nanδ(un). Under L it is precisely the log-spaced comb nanδ(xlnn) of Section 5 — the same comb in two coordinate systems. Its Mellin transform is immediate:

M{nanδ(un)}(s)=nanns

Two conclusions:

  1. Every Dirichlet series is the Mellin transform of a general equispaced comb nanδ(un).
  2. Zeta is the Mellin transform of the unit equispaced comb (an=1), ζ(s)=M{nδ(un)}(s) for Re(s)>1 and by meromorphic continuation beyond.

This closes the square of Section 6: the Z-transform is the Laplace transform of the equispaced comb anδ(xn), while a Dirichlet series is the Mellin transform of the equispaced comb anδ(un) — same comb, same transform package, different relabeling L.

Still not understood

The other brick is Γ(s)=M{eu}(s), and Perron's formula is the Mellin inversion that recovers the partial sums of a Dirichlet series. The functional equation of ζ is the Poisson self-duality of the integer comb, expressed through the modularity of the theta function θ(1/x)=xθ(x).