Discrete Parseval identity (${\sum }_m|U_m{|}^2={\sum }_k|{\hat{U}}_k{|}^2$)

With normalization ${\hat{U}}_k=N^{-1/2}{\sum }_m{U}_m{e}^{-2\pi imk/N}$, the discrete Fourier transform is a unitary matrix. Orthogonality of the roots-of-unity vectors gives the displayed identity. Multiplying both sides by the grid spacing gives the corresponding discrete L2 norm. Modal contraction therefore proves grid-norm contraction without a mesh-dependent change-of-basis constant.