Fourier Transform
Fourier Transform
Fourier Transform
The rhs is called the fourier series of f . Using fourier trick, one can obtain the expressions
for an and bn . Multiplying both sides of the expression by cos mπx L for some m > 0 and
integrating one gets
ˆ L mπx
f (x) cos dx
−L L
ˆ L mπx ∞
ˆ L mπx nπx ˆ L mπx nπx
a0
= cos dx + an cos cos dx + bn cos sin dx
−L 2 L −L L L −L L L
n=1
∞
= 0+ [an Lδm,n + 0] = Lam
n=1
8
The function is odd, hence for all n
ˆ π
1
an = x cos(nx)dx = 0
π −π
and ˆ π
1 2
bn = x sin(nx)dx = (−1)n+1
π −π n
Thus the fourier series is
1
f (x) = 2 sin (x) − sin (2x) + · · ·
2
Figure 2.1: Fourier series with 1 term, 3 terms and 100 terms
Dirichlet Condition
Denition 24. A function f on [−L, L] is said to be satisfy Dirichlet conditions if
f has nite number of extrema,
f is abosultely integrable,
f is bounded.
Theorem 25. Suppose a function f satises Dirichlet conditions. Then the fourier series of
f converges to f at points where f is continuous. The fourier series converges to the midpoint
of discontinuity at points where f is discontinuous.
Example 26. A square function f is dened as
0 x ∈ [−L, 0]
f (x) =
1 x ∈ [0, L]
a0 = 1, an = 0
2
nπ odd n
bn =
0 even n
10
Exponential Fourier Series
Substituting cos x = [ex + e−x ] /2 and sin x = [ex − e−x ] /2i, the fourier series of a function f
can be rewritten as
a0 nπx nπx
∞
f (x) = + an cos + bn sin
2 L L
n=1
∞
nπx
= cn exp i
n=−∞
L
where ⎧
1
⎪
⎨ 2 (an − ibn ) n>0
cn = 12 (an + ibn ) n<0
⎪
⎩ a0
2 n=0
Or, ˆ
1 L nπx
cn = f (x) exp −i
2L −L L
Typically, if the argument of f is a time variable, then ωn = nπ/L are called frequencies. The
fourier coecients are usually labelled by frequencies, that is cn is written as cωn .
Example 28. Exponential fourier coecients for triangular function are given by
1
c0 =
2
c2n = 0
2
c2n−1 =
(2n − 1)2 π 2
The following graph shows the fourier coecients as a function of frequencies.
CΩ
0.5
Ω
5 Π 3 Π Π Π 3Π 5Π
11
Then the fourier series becomes
∞
1
f (x) = cω exp (iωn x)
2L n=−∞ n
Example 29. Let f (x) = 1 for |x| ≤ a, and is 0 otherwise. If g is the FT of f , then
ˆ ∞
1
g(ω) = √ f (x) exp (−iωx) dx
2π −∞
ˆ a
1
= √ exp (−iωx) dx
2π −a
2a sin (ωa)
= √
2π ωa
fx gΩ
1
1
Ω
4 Π 2 Π 2Π 4Π
x
a a
12
Example 30. Let f (x) = a/π exp[−ax2 ]. If g is the FT of f , then
ˆ ∞
1
g(ω) = √ f (x) exp (−iωx) dx
2π −∞
ˆ ∞
1 a
= √ exp −ax2 − iωx dx
2π π −∞
ˆ
1 a −ω2 /4a ∞ iω 2
= √ e exp −a x + dx
2π π −∞ 2a
1 ω2
= √ exp −
2π 4a
The width of the gaussian function is dened by parameter a. Thus f (x) is broad if a is small.
And g(ω) is narrow and sharp for small a.
Here is a very useful theorem called Parseval theorem.
Theorem 31. If g is the fourier transform of a square integrable function f then
ˆ ∞ ˆ ∞
|f (x)|2 dx = |g(ω)|2 dω.
−∞ −∞
Uncertainty Relation
The uncertainty relation is built into the fourier transform. It may be interpreted dierently
depending on the situation in which it is applied. Here we state the theorem without proof.
Theorem 32. Suppose g is a fourier transform of a square integrable function f that is
normalized to unity, that is ˆ ∞
|f (x)|2 dx = 1
−∞
. Let
ˆ ∞
µf = x|f (x)|2 dx
ˆ−∞
∞
σf2 = (x − µf )2 |f (x)|2 dx
ˆ−∞
∞
µg = ω|f (ω)|2 dω
ˆ−∞
∞
σg2 = (ω − µω )2 |f (ω)|2 dω
−∞
1
then σf σg ≥ 2.
13
Example 33. Let f (x) = (a/π)1/4 exp[−ax2 /2]. Then
ˆ ∞
|f (x)|2 dx = 1
−∞
Clearly, µf = 0 and ˆ ∞
1
σf2 = x2 |f (x)|2 dx =
−∞ 2a
If g is the FT of f , then
1/4
1 ω2
g(ω) = exp − .
πa 2a
Note that ˆ ∞
|g(ω)|2 dω = 1
−∞
Now µg = 0. Then ˆ ∞
a
σg2 = ω 2 |g(ω)|2 dω =
−∞ 2
Then,
1
σf σ g =
2
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