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Fourier Transforms

Fourier Series

The Fourier series enables us to represent periodic functions as infinite sums. In particular, it represents a function as a sum of weighted sin⁡\sin and cos⁡\cos functions.

This is possible because the sin⁡\sin and cos⁡\cos functions form a complete orthogonal set (basis functions). The Fourier series for a function f(x)f(x) with a period of 2π2{\pi} is given by:

Square function and Gibbs phenomenon

Now that we have introduced the Fourier series, let’s look at an example: the positive square wave. This is defined as

f(x)={0if −π≤x<0,1if 0≤x<π,f(x) = \left\{ \begin{array}{ll} 0 & \text{if } -\pi \leq x < 0, \\ 1 & \text{if } 0 \leq x < \pi, \\ \end{array} \right.

Let’s plot this function.

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Now let’s try to express the square wave as a Fourier series. First, we calculate the coefficients using the expressions above. Carrying out the calculations, we find

a0=1π∫0πdx=1,an=1π∫0πcos⁡(nx)dx=0,    n≥1,a_0 = \frac{1}{\pi} \int_{0}^{\pi} dx = 1,\\ a_n = \frac{1}{\pi} \int_{0}^{\pi} \cos(nx)dx = 0, \,\,\,\,n\geq 1,
bn=1π∫0πsin⁡(nx) dx={2nπif n is odd,0if n is even.b_n = \frac{1}{\pi} \int_{0}^{\pi} \sin(nx)\,dx = \left\{ \begin{array}{ll} \frac{2}{n\pi} & \text{if } n \text{ is odd}, \\ 0 & \text{if } n \text{ is even}. \\ \end{array} \right.

Now let’s plot the Fourier series for n=10,n=50, n=10, n=50, and n=100n=100.

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Fourier Transform

Recall that Euler’s formula expresses eixe^{ix} in terms of sines and cosines, so we can also write the Fourier series using complex numbers:

f(x)=∑n=0∞cnexp⁡(i2πnxL)f(x)=\sum_{n=0}^{\infty} c_{n} \exp \left(i \frac{2 \pi n x}{L}\right)

And the coefficients would then be:

cn=1L∫−L2L2f(x)exp⁡(−i2πnxL)dxc_{n}=\frac{1}{L} \int_{-\frac{L}{2}}^{\frac{L}{2}} f(x) \exp \left(-i \frac{2 \pi n x}{L}\right) d x

We might not like the use of complex numbers, but it is clearly the same Fourier series. We can also simplify the notation a bit by introducing the “wave number”

kn=2πnL=2πλk_{n}=\frac{2 \pi n}{L} = \frac{2 \pi}{\lambda}

where λ\lambda is the wavelength. If we let the length LL go to infinity, then:

Δkn=2πnL→dk\Delta k_{n}=\frac{2 \pi n}{L} \rightarrow d k

the coefficients are:

c(k)=12π∫−∞∞f(x)e−ikxdxc(k)=\frac{1}{2 \pi} \int_{-\infty}^{\infty} f(x) \mathrm{e}^{-i k x} d x

Fourier analysis of time-series data

Periodic data

y=sin⁡(30⋅2πt)+12sin⁡(50⋅2πt)y = \sin(30 \cdot 2\pi t) + \frac{1}{2} \sin(50 \cdot 2 \pi t)
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Noisy periodic data

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Noisy non-periodic data

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Fourier transform and the uncertainty relation

Define the Square Function to represent ψ(x)\psi(x): Start with a square function (or rectangular pulse) that has a width ww and height 1, centered around zero. This function can be represented as:

ψ(x)={1,∣x∣≤w20,∣x∣>w2\psi(x) = \begin{cases} 1, & |x| \leq \frac{w}{2} \\ 0, & |x| > \frac{w}{2} \end{cases}

Fourier Transform gives us ψ(p)\psi(p): The Fourier transform f^(k)\hat{f}(k) of a square function is a sinc function:

ψ^(k)=w sinc(kw/2)\hat{\psi}(k) = w \, \text{sinc}(kw/2)
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Fourier transforms of Gaussian functions

A Gaussian function is defined as

f(t)=exp⁡(−t22σ2),f(t) = \exp\left(- \frac{t^2}{2{\sigma^2}}\right),

where σ\sigma is the standard deviation of the Gaussian. The Fourier transform of a Gaussian is another Gaussian, such that

F[f(t)]=2π exp⁡(−ω2σ22)\mathcal{F}[f(t)] = \sqrt{2\pi}\, \exp\left(- \frac{\omega^2\sigma^2}{2}\right)

Thus we can see that as the Gaussian function gets broader, its Fourier transform gets narrower. To illustrate this, let’s plot the Gaussian and its transform for two different standard deviations.

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Delta Function

The delta function, δ(t)\delta(t), is defined as

δ(t)={0if t≠0,∞if t=0.\delta(t) = \left\{ \begin{array}{ll} 0 & \text{if } t \neq 0, \\ \infty & \text{if } t = 0. \end{array} \right.

Carrying out the transform, we see that the Fourier transform of the delta function is actually a constant, such that

F[δ(t)]=1\mathcal{F}[{\delta}(t)] = 1

Let’s plot the function and its transform.

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Free Electron and Delta Function Duality

ψ(x)=12π∫ϕ(k) eikx dk,\psi(x) = \frac{1}{\sqrt{2\pi}} \int \phi(k)\, e^{ikx}\, dk,

where eikxe^{ikx} are eigenfunctions of the free-particle Hamiltonian and form a complete orthogonal basis. The coefficient ϕ(k)\phi(k) gives the amplitude of each momentum mode.