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Z ∞Z
FT{f (~x)} = A N
··· ~ · ~x) dN ~x,
f (~x) exp(−ik X (1)
−∞
Z ∞Z
FT−1 {F (X)}
~ = BN ··· ~ exp(ik X
F (X) ~ · ~x) dN X.
~ (2)
−∞
|k|
AB = , (3)
2π
which follows from the fundamental theorem (cf. section 1.2). The condition (3) guarantees that the
~ form a Fourier pair, because it follows from (1), (2) and (3) that
functions f (~x) and F (X)
At points of ordinary discontinuity the application of the Fourier transform and the inverse Fourier
transform provides the mean value of f (~x) in infinitesimal neighbourhood of the point of discontinuity.
The proof is based on the change in the order of integration after which the inner integral gives the
Dirac distribution (this is a frequently used trick in the Fourier formalism):
2 1 THE FOURIER TRANSFORM
∞Z
Z Z ∞Z
FT−1 FT{f (~x)} = BN · · · AN · · · f (~x0 ) exp(−ik X ~ · ~x) dN X
~ · ~x0 ) dN ~x0 exp(ik X ~ =
−∞ −∞
Z ∞Z Z ∞ Z h i
= (AB)N · · · f (~x0 ) ~ dN X
· · · exp ik(~x − ~x0 ) · X ~ dN ~x0 . (2)
−∞ −∞
The integral in the composed brackets in (2) is the Dirac distribution (cf. A.2(5)):
Z ∞Z N
~ = 2π
h i
··· ~ dN X
exp ik(~x − ~x0 ) · X δ(~x − ~x0 ). (3)
|k|
−∞
According to the sifting property of the Dirac distribution the integral in (4) gives f (~x) at the points of
continuity of the function f (~x) and the mean value of f (~x) in an infinitesimal neighbourhood of points
of regular discontinuity of f (~x). Thus, if we want to get the statement of the fundamental theorem we
must choose the constants A, B, k in such a way that
AB 1
= ,
|k| 2π
as we have done in the definition of the Fourier transform.
1.3 Examples
If we want to know the Fourier transform of a function we ususally consult dictionaries and tables
which supplement some monographs dealing with the Fourier transform (see e.g. [13], [14], [15]) or
which are published as a separate book (e.g. [16]). Nevertheless, to get an idea how the tabulated data
are obtained and where various restrictions take usually their place of origin we will calculate several
examples in detail.
~
FT {δ(~x − ~a)} = AN exp(−ik~a · X). (2)
Z ∞ Z M
FT {exp(iax)} = A exp [i(a − kX)x] dx = A lim exp [i(a − kX)x] dx =
−∞ M →∞ −M
2π a 1 a
= 2πA δ(a − kX) = Aδ X − = δ X− . (3)
|k| k B k
Particularly, if a = 0 we get
1 THE FOURIER TRANSFORM 3
1
FT {1} = δ(X). (4)
B
In the case of N Cartesian variables it is
1 ~ − ~a .
FT {exp(i~a · ~x)} = δ X (5)
BN k
If ~a = ~0 the relation (5) is reduced to
1 ~
FT {1} = δ(X). (6)
BN
Z ∞ Z ∞
FT exp(−a2 x2 ) exp(−a2 x2 ) exp(−ikxX) dx = 2A exp −a2 x2 cos(kxX) dx.
= A
−∞ 0
Now we expand the cosine into the power series and interchange the order of integration and summation:
∞ ∞
(−1)n
Z X
2 2 2 2
(kxX)2n dx =
FT exp(−a x ) = 2A exp(−a x )
0 n=0
(2n)!
∞
(−1)n (kX)2n ∞ 2n
X Z
= 2A x exp(−a2 x2 ) dx. (7)
n=0
(2n)! 0
2n + 1
In+1 = In .
2a2
Thus for n = 1, 2, 3, . . . we have
"√ √ X ∞
#
2 2
π π (−1)n (2n − 1)! (kX)2n
FT exp(−a x ) = 2A + =
2|a| |a| n=1 (2n)! (n − 1)! (2a)2n
√ " ∞
#
π X (−1)n (kX)2n
= A 1+ =
|a| n=1
n! (2a)2n
√ X ∞ 2n
(−1)n kX
π
= A =
|a| n=0 n! 2a
√ X ∞
"
2
#n
π 1 k 2
= A − X .
|a| n=0 n! 2a
The last series is the expansion of the exponential function so that we have the result
√ "
2
#
2 2
π k 2
FT exp(−a x ) = A exp − X . (10)
|a| 2a
The Fourier transform of the Gaussian function is proportional to the Gaussian function. This fact is
often underlined but it is not uniqe. There P
are many functions which have the same form as their Fourier
∞
transform (e.g. |x|−1/2 (cf. section 1.3.7), n=−∞ δ(x − n) (cf. section 4.3) and others).
Note: There
R ∞ are other ways how to calculate the Fourier transform of the Gaussian function and
the integral 0 exp −a2 x2 cos(kxX) dx, respectively; e.g. [11], p. 731.
In the similar way we can calculate the inverse Fourier transform
( √ "
2
#) √ Z ∞ "
2
#
−1 π k 2 π k 2
FT A exp − X = AB exp − X exp(ikxX) dX =
|a| 2a |a| −∞ 2a
√ Z ∞ "
2
#
π k
= 2AB exp − X 2 cos(kxX) dX =
|a| 0 2a
√ Z ∞ "
2
# ∞
X (−1)n
π k 2
= 2AB exp − X (kxX)2n dX =
|a| 0 2a n=0
(2n)!
√ X ∞ n 2n Z ∞
"
2
#
π (−1) (kx) k
= 2AB X 2n exp − X 2 dX =
|a| n=0 (2n)! 0 2a
√ " ∞
#
π √ a √ a X (−1)n (kx)2n (2n − 1)! a2n
= 2AB π +2 π =
|a| k k n=1 (2n)! (n − 1)! k 2n
∞
π X (−1)n
= 2AB (ax)2n =
|k| n=0 n!
∞
X 1
= (−a2 x2 )n =
n=0
n!
= exp(−a2 x2 ).
Z ∞
FT exp(−a2 |x|) exp(−a2 |x|) exp(−ikxX) dx =
= A
−∞
Z ∞
exp −a2 x cos(kxX) dx
= 2A
0
The last integral can be evaluated by two times applied partial integration. Namely, it is
∞
α2 ∞
Z Z
exp −α2 x cos(βx) dx = exp −α2 x sin(βx) dx =
I =
0 β 0
α2 α4 ∞ α2 α4
Z
2
= − exp −α x cos(βx) dx = − I.
β2 β2 0 β2 β2
Hence
α4 α2
I 1+ 2 = 2,
β β
and, consequently,
α2
I= .
β 2 + α4
Thus, the calculated Fourier transform is
2 a4
FT exp −a2 |x| = A 2 4
. (11)
a a + (kX)2
(This rather complicated expression for the result is used as we always try to express the Fourier transform
of a real non–negative function in such a way that it is proportional to function which takes the value
one at X = 0.)
It is not easy to evaluate the inverse Fourier transform of the function (11) as it leads to the Laplace
integral:
Z ∞
a4
−1 2 2 exp(ikxX)
FT A 2 4 = BA 2a dX =
a a + (kX)2 −∞ a 4 + (kX)2
Z ∞
cos(kxX)
= AB 4a2 4 + (kX)2
dX =
0 a
4a2 ∞ cos(xu)
Z
= AB du.
|k| 0 a4 + u2
The last integral is the Laplace integral (see [11], p. 725, the result provides also [12], 3.723.2)
Z ∞
cos βt π
2 2
dt = exp −|αβ| . (12)
0 α +t 2α
Using it we get the expected expression for the calculated inverse Fourier transform
a4
2 2π
FT−1 A 2 4 = AB exp(−a2 |x|) = exp(−a2 |x|).
a a + (kX)2 |k|
Note: By the use of the expression (12) for the Laplace integral we get
( )
a2
1
FT = FT = Aπ|a| exp −|kaX| . (13)
a2 + x2 x 2
1+ a
6 1 THE FOURIER TRANSFORM
x
1.3.5 Example: f (x) = rect 2a
1
1, if |x| < 2 ,
1 1
rect(x) = 2, if |x| = 2 , (14)
1
0, if |x| > .
2
x
Figure 1: The graph of the function rect( 2a ).
In the theory of diffraction the function is used to specify the transmission function of an infinitely long
slit in an opaque screen. If the slit is parallel to the x2 axis and the x2 axis passes through its centre,
and the width of the slit is 2a, the transmission function of such a screen is
x
1
f (x1 , x2 ) = rect . (15)
2a
x
Let us calculate the Fourier transform of the function f (x) = rect( 2a ), cf. Figure 1:
x Z a
A
FT{rect } = A exp(−ikxX) dx = [exp(−ikaX) − exp(ikaX)] =
2a −a −ikX
sin(kaX)
= A2a , (16)
kaX
sin(kaX)
Figure 2: The graph of the function kaX .
P1
as the harmonic series n is divergent.
Of course, the inverse Fourier transform of the function (16) exists:
x Z ∞
sin(kaX)
FT−1 FT{rect
} = BA2a exp(ikxX) dX =
2a −∞ kaX
Z ∞
sin(kaX)
= BA2a2 cos(kxX) dX =
0 kaX
Z ∞
AB sin(kaX)
= 4 cos(kxX) dX.
k 0 X
The integral is the Dirichlet discontinuous factor (cf. [11], p. 636, [12], 3.741.2):
π
Z ∞ 2 , if α > β ≥ 0,
dx π
sin(αx) cos(βx) = 4 , if α = β > 0, (17)
0 x
0, if β > α ≥ 0.
x o Z ∞
n AB sin(|k|aX)
FT−1 FT rect
= 4 sgn(k) cos(kxX) dX =
2a k 0 X
2π
AB |k| · 1 = 1, if |x| < a,
2π 1
= AB |k| · 2 = 21 , if |x| = a,
2π
AB |k| · 0 = 0, if |x| > a.
x
= rect .
2a
If f (x1 , x2 ) is the characteristic function of an rectangle,
x x
1 2
f (x1 , x2 ) = rect rect , (18)
2a 2b
the double Fourier integral may be factorize and according to (16) we get
sin(kaX1 ) sin(kbX2 )
F (X1 , X2 ) = A2 4ab . (19)
kaX1 kbX2
8 1 THE FOURIER TRANSFORM
x1 x2
Figure 3: The function f (x1 , x2 ) = rect 2a rect 2b .
Evidently
1, if |x1 | < a, |x2 | < b,
n n x x oo 1 , if
|x1 | < a, |x2 | = b or |x1 | = a, |x2 | < b,
1 2 2
FT−1 FT rect rect =
2a 2b 1
|x1 | = a, |x2 | = b,
4 , if
0, if |x1 | > a, |x2 | > b,
Thus, this Fourier transform has the non–zero values only at points of the X1 axis.
x
1.3.6 Example: f (x) = tri b
1 − |x|, if |x| ≤ 1,
tri(x) = (21)
0, if |x| ≥ 1
While calculating the Fourier transform we again take advantage of the fact that tri(x/b) is the even
function. The integration by parts provides
1 THE FOURIER TRANSFORM 9
Z b Z b
n x o b−x 2A
F (X) = FT tri = 2A cos(kxX) dx = sin(kxX) dx =
b 0 b bkX 0
b
2A 2A
= − 2
cos(kxX) = [1 − cos(bkX)] .
b(kX) 0 b(kX)2
Expressing the cosine by the sine and cosine of the half of the argument we get the result
n x o 2
sin(kXb/2)
FT tri = Ab . (22)
b kXb/2
It is worth while to notice that
n x o 1 n x o2
FT tri = FT rect . (23)
b Ab b
h i2
sin(kXb/2)
Figure 5: The graph of the function kXb/2 .
Z ∞ 2
−1 X sin (kXb/2)
FT FT tri = ABb exp(ikxX) dX =
b −∞ kXb/2
Z ∞ 2
sin(kXb/2)
= 2ABb cos(kxX) dX =
0 kXb/2
Z ∞ 2
4 sin u
= AB cos (2xu/b) du
|k| 0 u
2 ∞ sin2 u cos (2xu/b)
Z
= du.
π 0 u2
∞
sin2 (ax) cos(2bx)
Z
π
dx = (a − b), if 0 < b < a,
0 x2 2
= 0, if b ≥ a > 0.
Thus,
10 1 THE FOURIER TRANSFORM
n n x oo x
FT−1 FT tri = 1 − , if |x| ≤ b,
b b
= 0, if |x| ≥ b.
− 12
1.3.7 Example: f (x) = |x|
By substitutions we transform the Fourier integral of this even function into the Fresnel integral in its
standard form:
Z ∞
Z ∞
n
− 12
o cos kXx
cos kXt2 dt =
F (X) = FT |x| √
= 2A dx = 4A
0 x 0
r Z ∞ r r
π π 2 π 1 A − 21
= 4A cos v dv = 4A = X .
2|kX| 0 2 2|kX| 2 B
1.4.1 The Fourier transform and the derivative of function of single variable
By the differentiation of the relation for the inverse Fourier transformation
Z ∞
f (x) = B F (X) exp(ikXx) dX
−∞
we get
Z ∞
f 0 (x) = ikB XF (X) exp(ikXx) dX = ik FT−1 {XF (X)} . (1)
−∞
The Fourier transform of (1) and inverse Fourier transform of (2) provides the formulae
n o
f (n) (x) = (ik)n FT−1 {X n F (X)} , i.e. FT f (n) (x) = (ik)n X n F (X), (5)
n o
F (n) (X) = (−ik)n FT {xn f (x)} , i.e. FT−1 F (n) (X) = (−ik)n xn f (x). (6)
The relations (1) to (6) are often useful for the calculation of the Fourier transform. We shall
illustrate it by a simple and important example.
1 THE FOURIER TRANSFORM 11
1.4.3 The Fourier transform and the derivative of functions of several variables
We may proceed with functions of several variables in a similar way as with the function of single variable.
By the differentiation of the definition relation of the inverse Fourier transform 1.1(2) we get
Z ∞Z
∂f (~x) ~ ~ x) dN X.
~
= BN ··· F (X)(ikXi ) exp(ik X · ~
∂xi
−∞
Hence
∂f (~x) n o ∂f (~x)
= ik FT−1 Xi F (X)
~ , tj. FT ~
= ikXi F (X). (8)
∂xi ∂xi
Similarly, the differentiation of the definition relation of the Fourier transform 1.1(1) gives
( )
~
∂F (X) −1
~
∂F (X)
= −ik FT {xi f (~x)} , i.e. FT = −ikxi f (~x). (9)
∂Xi ∂Xi
N
P
It is more complicated to record the higher order n = pi derivatives:
i=1
(N ) N
∂ n f (~x) ∂ n f (~x)
Y Y
N
= (ik)n FT−1 (Xipi ) F (X)
~ , i.e. FT N
= (ik)n
Xipi F (X),
~ (10)
∂xpi i ∂xpi i
Q Q
i=1
i=1
i=1 i=1
(N ) N
~
∂ n F (X) ~
∂ n F (X)
Y
Y
N
= (−ik)n FT (xpi i ) f (~x) , i.e. FT−1
N
= (−ik)n
xpi i f (~x). (11)
Q pi i=1
Q pi
i=1
∂Xi
∂Xi
i=1 i=1
we may express the Fourier transforms of operations of the vector analysis. For example of the gradient
n o
∇f (~x) = ik FT−1 XF
~ (X)
~ , ~ (X),
i.e. FT {∇f (~x)} = ik XF ~ (12)
n o
~
∇F (X) = −ik FT {~xf (~x)} , i.e. FT−1 ∇F (X) ~ = −ik~xf (~x), (13)
In the literature it is often investigated the Fourier transform of the Taylor or the Maclaurin series
and of the moments related with the series (cf. e.g. [13], pp. 18, 47). We shall not do it as it is rather
aside of the topics of the present course.
N
A
FT {FT {f (~x)}} = f (−~x), (1)
B
N
−1
−1
B
FT FT {f (~x)} = f (−~x), (2)
A
1 THE FOURIER TRANSFORM 13
1 1
FT {f (~x)} = FT−1 {f (−~x)} , . (3)
AN BN
The validity of the relation (3) can be obtained also immediately from the definition of the Fourier
transform (e.g. by replacing ~x by −~x in the integral 1.1(1)).
n o
1.6 ~
The relation of FT {f (~x)} and FT {f ∗ (~x)} and the relation of FT−1 F (X)
n o
~
and FT−1 F ∗ (X)
In optics the product f (~x)f ∗ (~x) has often the meaning of the intensity distribution in the image plane
and in the Fourier optics the Fourier transform of that product is calculated. As we shall see in Sect.
7.6, in this connection it is necessary to know how the Fourier transform of a function f (~x) and the
Fourier transform of the complex conjugate function f ∗ (~x) are related. Similarly, in structure analysis
it is calculated the inverse Fourier transform of the intensity distribution in diffraction patterns, that is
~ ∗ (X).
of the product F (X)F ~ For that it is necessary to know what is the inverse Fourier transform of
∗ ~
the function F (X).
Evidently, in general FT {f ∗ (~x)} = ~ Therefore, let us calculate FT {f ∗ (~x)}:
6 F ∗ (X).
Z ∞Z Z ∞Z
∗ N ∗ ~ · ~x dN ~x = AN ~ · ~x dN ~x =
f ∗ (~x) exp ik(−X)
FT {f (~x)} = A ··· f (~x) exp −ik X ···
−∞ −∞
~∗
= F (−X).
Hence,
~
FT {f ∗ (~x)} = F ∗ (−X). (1)
Similarly,
n o Z ∞Z
−1 ∗ ~ ~ exp ik X ~ =
~ · ~x dN X
N
· · · F ∗ (X)
FT F (X) = B
−∞
Z ∞Z
= BN ~ exp −ik X
F ∗ (X) ~ · (−~x) dN X
~ = f ∗ (−~x).
···
−∞
So that
n o
~
F T −1 F ∗ (X) = f ∗ (−~x). (2)
* * *
We could continue in listing properties of the Fourier transform in the style used up to now, i.e.
in such a way that we would derive or merely present coresponding formulae. We will however change
the manner of presentation now and we shall first discuss the meanings of the Fourier transform in the
diffraction theory (chapter 2) and only then we come back to the properties of the Fourier transform.
Each property we will then not only specify mathematically, but also illustrate by diffraction patterns.
References
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14 1 THE FOURIER TRANSFORM
[2] Stein E. M., Weis G.: Introduction to Fourier Analysis on Euclidean Spaces. Princeton University
Press, Princeton, N. J. 1975.
[3] Sneddon I. N.: Fourier Transforms. McGraw Hill, New York 1951.
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1953.
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New York 1986.
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