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Fourier Series & The Fourier Transform

What is the Fourier transform?

Fourier cosine series for even


functions

Fourier sine series for odd functions

The continuous limit: the Fourier


transform (and its inverse)

Some transform examples and the


Dirac delta function

Joseph Fourier 1768 - 1830



F ( )


f (t ) exp(i t ) dt f (t )
1
2

F ( ) exp (i t ) d
What do we hope to achieve with the
Fourier transform?

Light electric field


Plane waves have only
one frequency, 0.

Time

This light wave has many


frequencies. And the
frequency increases in
time (from red to blue).

It will be nice if our measure also tells us when each frequency occurs.
We desire a measure of the frequencies present in a wave. This will
lead to a definition of the term, the spectrum.
Anharmonic waves are sums of sinusoids.
Consider the sum of two sine waves (i.e., harmonic waves)
of different frequencies:

The resulting wave is periodic, but not harmonic.


Essentially all waves are anharmonic.
Fourier
decomposing
functions sin(t)

sin(3t)
Here, we write a square wave
as a sum of sine waves.

Any function can be written as


the summation of many simple
harmonic functions
sin(5t)
Any function can be written as the
sum of an even and an odd function.
E(-x) = E(x)
E(x) E ( x) [ f ( x) f ( x)] / 2
x
O(x)
x O( x) [ f ( x) f ( x)] / 2
O(-x) = -O(x)


f(x)
f ( x) E ( x) O( x)
x
Fourier cosine series
Because cos(mt) is an even function (for all m), we can write an even
function, f(t), as:


1
f(t) F m cos(mt)

m 0

where the set {Fm; m = 0, 1, } is a set of coefficients that define the


series.

And where well only worry about the function f(t) over the interval
(,).
The Kronecker delta function

1 if m n
m,n
0 if m n

m,n
2
1

~ n
-5 -4 -3 -2 -1 0 1 2 3 4 ~
m
Finding the coefficients, Fm, in a Fourier cosine series


1
Fourier Cosine Series: f (t ) F cos(mt )
m0
m

To find Fm: Multiply each side by cos(mt), where m is another integer, and integrate:

f (t ) cos(m ' t ) dt F
1
cos(mt ) cos(m ' t ) dt
m0
m


if m m '
But:


cos(mt ) cos(m ' t ) dt
0 if m m '
m,m '

F
1
So: f (t ) cos(m ' t ) dt only the m = m term contributes
m0
m m,m '

Dropping the from the m:

Fm


f (t ) cos(mt ) dt yields the
coefficients for
any f(t)!
Fourier sine series

Because sin(mt) is an odd function (for all m), we can write


any odd function, f(t), as:



1
f (t) Fmsin( mt)

m 0

where the set {Fm; m = 0, 1, } is a set of coefficients that define


the series.

where well only worry about the function f(t) over the interval (
,).
Finding the coefficients, Fm , in a Fourier sine series


1
Fourier Sine Series: f (t ) F sin(mt )
m0
m

To find Fm: multiply each side by sin(mt), where m is another integer, and integrate:


1
f (t ) sin(m ' t ) dt F sin(mt ) sin(m ' t ) dt

m
m 0
But:

if m m '


sin(mt ) sin(m ' t ) dt
0 if m m '
m,m '


So:

1
f (t ) sin(m ' t ) dt F only the m = m term contributes

m m,m '
m 0

Dropping the from the m: Fm




f (t ) sin(mt ) dt yields the coefficients
for any f(t)!
Fourier series

So if f(t) is a general function, neither even nor odd, it can be


written:


1 1
f (t )

m 0
Fm cos(mt )

m 0
Fm sin(mt )

even component odd component

where

Fm
f (t) cos(mt) dt and Fm
f (t) sin( mt) dt
We can plot the coefficients of a Fourier series

Fm vs. m

.5

0 5 10 25
15 20 30
m

We really need two such plots, one for the cosine series and another
for the sine series.
Discrete Fourier series vs. the
continuous Fourier transform
1

Fm vs. m
Let the integer
m become a F(m)
real number
and let the
coefficients,
Fm, become a
function F(m).
0 20 30
10
m

Again, we really need two such plots, one for the cosine series and
another for the sine series.
The Fourier transform
Consider the Fourier coefficients. Lets define a function F(m) that
incorporates both cosine and sine series coefficients, with the sine
series distinguished by making it the imaginary component:

F(m) Fm i Fm =
f (t ) cos(mt ) dt i
f (t ) sin(mt ) dt

Lets now allow f(t) to range from to so well have to integrate


from to , and lets redefine m to be the frequency, which well
now call :


The Fourier
F ( ) f (t ) exp (i t ) dt
Transform

F() is called the Fourier Transform of f(t). It contains equivalent


information to that in f(t). We say that f(t) lives in the time domain,
and F() lives in the frequency domain. F() is just another way of
looking at a function or wave.
The inverse Fourier transform
The Fourier Transform takes us from f(t) to F().
How about going back?

Recall our formula for the Fourier Series of f(t) :



1 1
f (t ) Fm cos(mt ) F sin(mt )
m0
m0
m

Now transform the sums to integrals from to , and again


replace Fm with F(). Remembering the fact that we introduced a
factor of i (and including a factor of 2 to account for double
summing in integrating from to , rather than 0 to ), we have:


Inverse


1
f (t ) F ( ) exp(i t ) d Fourier
2 Transform

The Fourier transform and its inverse

The Fourier Transform and its Inverse:

F ( )
f (t) exp(it) dt

Fourier Transform

F () exp(it ) d
1
f (t ) Inverse Fourier Transform
2

So we can transform to the frequency domain and back.


Interestingly, these transformations are very similar.

There are different definitions of these transforms. The 2 can


occur in several places, but the idea is generally the same.
Fourier transform notation
There are several ways to denote the Fourier transform of a
function.

If the function is labeled by a lower-case letter, such as f,


we can write:
f(t) F()
If the function is already labeled by an upper-case letter, such as E,
we can write:

E (t ) F {E (t )} or: E (t ) E ( )

Sometimes, this symbol is


used instead of the arrow:
The spectrum

We define the spectrum, S(), of a wave E(t) to be:

2
S ( ) F {E (t )}

This is the measure of the frequencies present in a light wave.


Example: the Fourier transform of a
decaying exponential, exp(-at) (t > 0)

f(t)
F ( exp( at ) exp(it )dt
0
0 exp(-at) for t > 0
for t < 0
exp( at it )dt exp([a i t )dt t
0 0

1 1
exp([a i t ) 0 [exp() exp(0)] Exercise Time
a i a i
1 1
[0 1]
a i a i F() Real part

Imaginary
1
F ( i part
ia
A complex Lorentzian!
Example: the Fourier transform of a
rectangle function, rect(t)
1/ 2 1
1
F ( ) exp(it )dt [exp(it )]1/1/2 2 rect(t)
1/ 2
i
1
[exp(i / 2) exp(i -.5 0 .5 t
i
exp(i / 2) exp(i Exercise Time

2i
sinc()
sin(

F ( sinc( zeros at
= 2n
(n 0)
The sinc function is
important in optics and
many other fields.
Example: the Fourier transform of a
Gaussian, exp(-at2), is itself!

F {exp(at 2 )} ) exp(it ) dt
2
exp( at

exp( 2 / 4a)
Exercise Time

exp( at 2 ) exp( 2 / 4a)

0 t 0
The Dirac delta function
Unlike the Kronecker delta-function, which is a function of two
integers, the Dirac delta function is a function of a real variable, t.

(x-y)
(t)
if t 0
(t )
0 if t 0
y0 xt

if x y
To see that the Dirac delta
function is like the
( x y)
0 if x y
Kronecker delta function,
we can also write:
if t 0
The Dirac delta function (t )
0 if t 0
Its more rigorous to think of the delta function as the limit of a
series of peaked continuous functions:
fm(t) = m exp[-(mt)2]/

(t)
f3(t)
f2(t)
f1(t)
t
0

Alternatively, we can use: fm(t) = m rect(mt)


Dirac function properties (t)

(t ) dt 1
0 t

(t a) f (t ) dt (t a) f (a) dt f (a)

exp(it ) dt 2 (

exp[i( )t ]

dt 2 (
The Fourier transform of (t) is 1. Represents
an ideal SHO

(t ) exp(it ) dt exp(i [0]) 1


(t)

0 t

And the Fourier Transform of 1 is ():
1 exp(it ) dt 2 (

()

t 0
The Fourier transform of exp(i0 t)

F exp(i0 t )




exp(i0 t ) exp(i t ) dt




exp(i [ 0 ] t ) dt 2 ( 0 )

Exercise Time
exp(i0t)
F {exp(i0t)}
Im t
0
Re
t 0 0
0

The function exp(i0t) is the essential component of Fourier analysis.


It is a pure frequency.
The Fourier transform of cos(0 t)

F cos(0t )


cos(0t ) exp(i t ) dt Exercise Time


1
exp(i 0 t ) exp(i 0 t ) exp(i t ) dt
2

exp(i [ ]t ) dt exp(i [ ]t ) dt
1 1
0 0
2 2

( 0 ) ( 0 )

cos(0t) F {cos(0t )}
t
0
0 0 0
Fourier transform symmetry properties
Expanding the Fourier transform of a function, f(t):

F ( )


[Re{ f (t )} i Im{ f (t )}] [cos( t ) i sin( t )] dt

Expanding more, noting that:


O(t) dt 0

if O(t) is an odd function

= 0 if Re{f(t)} is odd = 0 if Im{f(t)} is even



F ( )


Re{ f (t )} cos( t ) dt


Im{ f (t )} sin( t) dt Re{F()}

= 0 if Im{f(t)} is odd = 0 if Re{f(t)} is even




i


Im{ f (t )} cos( t ) dt i


Re{ f (t )} sin( t) dt Im{F()}

Even functions of Odd functions of


Some functions dont have Fourier
transforms.

The condition for the existence of a given F() is:



f (t ) dt

Functions that do not asymptote to zero in both the + and


directions generally do not have Fourier transforms.

So well assume that all functions of interest go to zero at .

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