Fourier analysis

(noun)

The study of the way general functions may be represented or approximated by sums of simpler trigonometric functions.

Related Terms

  • waveform

Examples of Fourier analysis in the following topics:

  • Motivation

    • The representation of arbitrary functions in terms of sines and cosines is called Fourier analysis.
    • Jean Baptiste Joseph Fourier.
    • Fourier trained as a priest and nearly lost his head (literally) in the French revolution.
    • Fourier established the equation governing di↵usion and used infinite series of trigonometric functions to solve it.
    • Fourier was also a scientific adviser to Napoleon's army in Egypt.
  • Some Basic Theorems for the Fourier Transform

    • It is very useful to be able think of the Fourier transform as an operator acting on functions.
    • This result is crucial in using Fourier analysis to study differential equations.
    • The convolution theorem is one of the most important in time series analysis.
    • Convolutions are done often and by going to the frequency domain we can take advantage of the algorithmic improvements of the fast Fourier transform algorithm (FFT).
    • Start by multiplying the two Fourier transforms.
  • Introduction to the Fourier Series

    • So, the motivation for further study of such a Fourier superposition is clear.
    • The answer is yes, and this is one of the principle aims of Fourier analysis.
    • Later we will see how to estimate the power spectrum using a Fourier transform.
    • Later on you will be given two of the basic convergence theorems for Fourier series.
    • This sort of analysis is one of the central goals of Fourier theory.
  • 1-D Separation of Variables: Summary of the Argument

    • This is our first example of a Fourier series.
    • We use Mathematica's built-in Fourier series capability to represent a "hat" function as a 6 term sine-series.
    • (Don't worry about the details of the Fourier analysis, we'll be covering that later. ) But download this notebook and run it.
  • Convergence Theorems

    • One has to be a little careful about saying that a particular function is equal to its Fourier series since there exist piecewise continuous functions whose Fourier series diverge everywhere!
    • Similarly for a left derivative) then the Fourier series for $f$ converges to
    • If $f$ is continuous with period $2\pi$ and $f'$ is piecewise continuous, then the Fourier series for $f$ converges uniformly to $f$ .
    • For more details, consult a book on analysis such as The Elements of Real Analysis by Bartle or Real Analysis by Haaser and Sullivan.
  • Introduction to the Fourier Integral

    • Looking at its Fourier series (either Equation 4.2.1 or 4.2.2) we see straight away that the frequencies present in the Fourier synthesis are
    • First, the frequencies appearing in the Fourier synthesis are now
    • In this case, our Fourier series
    • A function $f(t)$ is related to its Fourier transform $f(\omega)$ via:
    • We won't attempt to prove that the kernel function converges to a delta function and hence that the Fourier transform is invertible; you can look it up in most books on analysis.
  • X-Ray Diffraction Analysis

    • The analysis consists of indexing, merging, and phasing variations in electron density.
    • Further analysis involves structure refinement and quantitative phase using the general structure analysis system (GSAS), which ultimately leads to the identification of the amorphous or crystalline phase of a matter and helps construct its three dimensional atomic model .
    • X-ray diffraction analysis workflow.
    • The two-dimensional images taken at different rotations are converted into a three-dimensional model of the density of electrons within the crystal using the mathematical method of Fourier transforms, combined with chemical data known for the sample.
    • Summarize the methods used for x-ray diffraction analysis and the contributions they have made to science
  • The Discrete Fourier Transform

    • Now we consider the third major use of the Fourier superposition.
    • Now we write down a Fourier approximation for the unknown function (i.e., a Fourier series with coefficients to be determined):
    • This is the discrete version of the Fourier transform (DFT).
    • Implement the previous formula and compare the results with Mathematica's built in Fourier function.
    • The reason is that Mathematica uses a special algorithm called the FFT (Fast Fourier Transform).
  • Introduction to The Sampling Theorem

    • Clearly a band limited function has a finite inverse Fourier transform
    • Since we are now dealing with a function on a finite interval we can represent it as a Fourier series:
    • where the Fourier coefficients $\phi _n$ are to be determined by
    • And we know that the sinc function is also the Fourier transform of a box-shaped function.
    • In addition to his work in sampling, Nyquist also made an important theoretical analysis of thermal noise in electrical systems.
  • The Spectrum

    • A general electromagnetic wave can be expressed as a sum of the Fourier components described in the previous section.
    • The first step in obtaining the spectrum is to take a Fourier transform of the electric field of the wave
    • The table below gives a few Fourier transforms of common functions.
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