ENGF0004 Transforms Slides

Topic 2: Transforms
ENGF0004: Mathematical Modelling & Analysis II

Lecture 2: Transforms
Prof. Jem Hebden

Medical Physics & Biomedical Engineering
Email: j.hebden@ucl.ac.uk
ENGSF0004: Mathematical Modelling & Analysis II

Topic 2: Transforms
1. Series
2. Transforms
3. Introduction to second-order PDEs
4. Hyperbolic and Elliptic PDEs
5. Vector Calculus
6. Matrices
7. Decision Statistics and Analysis
8. Discrete Statistics

Topic 2: Transforms
What is a transform?
A transform is a tool for changing the way something is

represented. A transform can always be reversed.
An original something and its transformed version are

always equivalent; they contain the same information,
without anything added or taken away.

Topic 2: Transforms
How about converting a potato into French fries?
No – not a valid transform!

Topic 2: Transforms
How about car into a robot?

Topic 2: Transforms
How about converting a sofa into a bed?

Topic 2: Transforms
2. Transforms
2.1 Fourier transform
2.2 Delta functions
2.3 Properties of Fourier transforms
2.4 Convolution
2.5 Laplace transform

Topic 2: Transforms

2.1.1 Sinusoidal waveforms
wavelength l
amplitude
A sinusoidal waveform has amplitude (height) and

wavelength (distance between peaks). The number of
peaks per unit distance is the frequency.
Wavelength is inversely proportional to frequency.

Topic 2: Transforms

wavelength l
amplitude
0
phase f
The phase of waveform tells us position of peaks relative to

fixed point on horizontal axis.

Topic 2: Transforms

cosine sine
0
p/2
A sine wave has 90 (or π/2 radian) phase shift with respect
to cosine wave.

Topic 2: Transforms
Consider a function (or set of numbers) which varies as

function of distance (x) or time (t).
f(x)
The Fourier transform is a way of representing a function

(or set) as sum of waveforms.
It yields the amplitudes, frequencies, and phases of all
waveforms which, when added together, generate that
function (or set).

Topic 2: Transforms
Consider a function (or set of numbers) which varies as

function of distance (x) or time (t).
f(x)
The Fourier Transform of f(x) or f(t) is written as F(u),

where u = frequency.

Topic 2: Transforms
Amplitude A1
Frequency u1
This specific function was
generated by adding 5 + Amplitude A2
Frequency u2
waveforms of different
frequency and amplitude. + Amplitude A3
Frequency u3
+ Amplitude A4
Their phases are their Frequency u4
+
relative shifts along the x Amplitude A5
Frequency u5
axis, which we will ignore
here. f(x)

Topic 2: Transforms
Amplitude A1
Frequency u1
The “modulus” of F(u) is
a distribution + Amplitude A2
Frequency u2
representing waveform
amplitude as function of + Amplitude A3
frequency. Frequency u3
+ Amplitude A4
Frequency u4
+
|F(u)| Amplitude A5
Frequency u5
A2
f(x)
A3
A5 FT
A1
A4
x
u
u5 u4 u3 u2 u1

Topic 2: Transforms
Amplitude A1
Frequency u1
Note: the Fourier transform
(only 5 points!) contains + Amplitude A2
Frequency u2
exactly the same
information as f(x). + Amplitude A3
Frequency u3
+ Amplitude A4
Frequency u4
+
|F(u)| Amplitude A5
Frequency u5
A2
f(x)
A3
A5 FT
A1
A4
x
u
u5 u4 u3 u2 u1

Topic 2: Transforms
2.1.2 Fourier integrals

From section 1.7.2, a periodic function can be represented
by a Fourier series in complex form:
where complex coefficients cn describing amplitudes and

phases of waves at discrete frequencies are found using:
.
The Fourier transform represents a function which is not

periodic, and as a continuous range of frequencies, which is
far more useful.

Topic 2: Transforms
This is achieved by replacing integer n with frequency

variable u, and cn becomes F(u):
The “inverse Fourier transform” converts set of waveforms

F(u) back into original function:

Topic 2: Transforms
These beautifully simple expressions are of immense use

in engineering.
The following notation is often used:

and

Topic 2: Transforms
f(x)
Example
1
Calculate the Fourier transform a
of a rectangular function:
f(x) = 1 for a/2 < x < a/2
f(x) = 0 for a/2 ≥ x ≥ a/2 -a/2
x
a/2
FT[f(x)] is obtained by inserting 1 into Fourier integral and

reducing limits of integration to ±a/2 :
=
From section 1.7.2: sin x = (e jx – ejx)/2j 

Topic 2: Transforms
f(x)
Example
1
Calculate the Fourier transform a
of a rectangular function:
f(x) = 1 for a/2 < x < a/2
f(x) = 0 for a/2 ≥ x ≥ a/2 -a/2
x
a/2
FT
F(u)
a
sinc(x) = sin(x)/x
sinc(pau) = 0 when pau = ±p

 u = ±1/a
u
 “width” = 2/a
2/a

Topic 2: Transforms
In general, a Fourier transform is complex: for each

frequency u, F(u) can have real (a) and imaginary (jb) parts.
At each frequency: Amplitude R = (a2 + b2)½

Phase q = tan-1(b/a)
Imaginary
b
where a + jb = R(cosq + jsinq).
R
q
a Real
Thus a and b represent cosine and sine components of

waveform.

Topic 2: Transforms
Reminder: cos(−q) = cos(q)  cosine is even

sin(−q) = −sin(q)  sine is odd
Thus:
• Fourier transforms of even functions are real, and Fourier
series of even functions only contain cosine terms.
• Fourier transforms of odd functions are imaginary, and
Fourier series of odd functions only contain sine terms.
Note our rectangular function is even,  F(u) is real.

Topic 2: Transforms
2.1.3 Conceptual interpretation

a) Variable is time t (seconds)
 f(t) is time-varying quantity
 F(u) is function of frequency u (Hertz = s-1).
Example
f(t) = sound produced by an orchestra, recorded over short
period of time.
 |F(u)| = spectrum of audible frequencies.

Topic 2: Transforms
|F(u)|
FT
Depends on loudness of Depends on loudness

double base and tubas. of violins and flutes.

Topic 2: Transforms
Audio systems often display spectral content of sound

during recording and playback (typically averaged over
discrete bands of frequencies).

Topic 2: Transforms
b) Variable is distance x (metres)

 f(x) is spatially-varying quantity
 F(u) is function of spatial frequency u (m-1).
Example
f(x) = brightness along a line within an image.
 F(u) = spectrum of spatial frequencies, which depends
on “smoothness” of line.

Topic 2: Transforms
f(x) |F(u)|
FT
x u
A rapidly varying f(x) implies the

presence of a high frequency
component in the Fourier transform.

Topic 2: Transforms
In general, it is observed that:

“width” of f(x) x “width” of F(u)  constant
i.e. narrower functions have broader Fourier transforms

and vice versa.
Example F(u)
f(x)
1
1
FT
a
u
x
2/a
Product of widths = 2

Topic 2: Transforms
2.2 Delta functions

The Dirac delta function:
d(x - x0) = 0 except when x = x0
and .
d(x)
x
x0
d(x) very useful for representing phenomena with negligible

duration or spatial extent, e.g. force of hammer blow, image
of distant star.

Topic 2: Transforms
The product of continuous function f(x) and delta function

d(x – x0) is only non-zero at x0 :
Note: integral of the product has “picked out” the value of

function at x = x0.

Topic 2: Transforms
The Fourier and inverse Fourier transforms of delta

function are:
ஶ
ିଶగ௝௨௫ ିଶగ௝௨௫బ
଴ ଴ ଴ ଴
ିஶ
ஶ
ିଵ ଶగ௝௨௫ ଶగ௝௫௨బ
଴ ଴ ଴ ଴
ିஶ
The result is a single-frequency waveform which has

cosine (real) and sine (imaginary) components.
The frequency of waveforms depends on position of delta

function (i.e. x0 or u0).*
* See notes for examples.

Topic 2: Transforms
2.3 Properties of Fourier transforms

a) Differentiation
It can be shown that:

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Here is the proof:
Using integration by parts:
Assuming f() = 0 so integral of f(x) is finite:

Topic 2: Transforms
This can be used to generate results for higher derivatives:

Topic 2: Transforms
b) Integration
where 2pcd(u) represents the Fourier transform of the

constant of integration.

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c) Multiplication by a constant
d) Translation along the x axis


Topic 2: Transforms
e) Multiplication by an exponential
where a may be real, imaginary, or complex.

Topic 2: Transforms
2.4 Convolution
2.4.1 Point response function
Suppose we attempt to measure an instantaneous event
represented by δ(t).
No device can respond infinitely fast  we measure a
smooth distribution of finite width called the
point-response function p(t).
d(t) p(t)
t t

Topic 2: Transforms
If we record a series of events of arbitrary amplitude, our

measurement = series of point response functions, with
corresponding amplitudes.
t t
If events are close together, we obtain overlapping point

response functions, added together.

Topic 2: Transforms
Suppose we measure a continuous signal s(t).

Sum = m(t)
s(t)
t t
This can be considered equivalent to infinite number of

delta functions with varying amplitude dependent on s(t).
Thus measurement m(t) = infinite sum of displaced point

response functions with amplitude varying according to s(t).

Topic 2: Transforms
Sum = m(t)
s(t)
t t
Measurement m(t) is known as the convolution of s(t) with

p(t), represented by:

m(t )   s(t ). p(t   t ).dt

The integral denotes the sum, and (t′ - t) denotes shift of

p(t) along time axis.

Topic 2: Transforms
2.4.2 Fourier representation of convolution

The convolution of two functions is often written as:
m(t) = s(t) * p(t)
Convolution can easily be performed using Fourier

transforms. It can be shown* that:
FT[ m(t) ] = FT[ s(t) ] . FT[ p(t) ]
or M(u) = S(u) . P(u)
* See notes for proof.

Topic 2: Transforms
2.4.3 An example of convolution: smoothing

Often we need to remove noise from data by “smoothing”,
equivalent to “removal of high frequencies” from Fourier
transform.

Topic 2: Transforms
Consider a function s(x) convolved with p(x) :

s(x) |S(u)|
FT
x u
p(x)
* FT
|P(u)|
X
x u
m(x) |M(u)| Multiply
by zero
FT-1
x u
This process is not reversible.
Topic 2: Transforms
2.5 Laplace transform

2.5.1 Laplace transform of functions
The Laplace transform is very useful for solving linear

differential equations.
The Laplace transform of y(t) is defined as:

Y (s) =  e - st y(t) dt
0
Note that the Laplace transform:

• is a function of a new variable s.
• is only defined for positive values of t, (i.e. assumed
that y(t) ≡ 0 for t < 0 ).

Topic 2: Transforms

Y (s) =  e - st y(t) dt
0
This is represented by:

The inverse Laplace transform converts Y(s) back into y(t):
Whereas Fourier transform expresses function as sum of

sinusoidal waveforms, the Laplace transform expresses as
sum of moments (e.g. mean, variance, skew, etc.).

Topic 2: Transforms
Examples
a) The Laplace transform of a constant: y(t) = k
Because we must assume y(t) ≡ 0 for t < 0, we consider a

“step function” rather than a constant.
The Heaviside Step Function is defined as:

Topic 2: Transforms
The Laplace transform of u(t) is:
(s > 0)
If we multiply u(t) by k, it is clear that .

Topic 2: Transforms
b) The Laplace transform of an exponential: y(t) = eat

ஶ ஶ
௔௧ ௔௧ ି௦௧ ௔ି௦ ௧ ሺ௔ି௦ሻ௧ ஶ
଴
଴ ଴
Provided s > a .
Note that existence of Laplace transforms places a
condition on variable s.

Topic 2: Transforms
c) The Laplace transform of y(t) = t

ஶ ି௦௧
଴
Integrate by parts:
ஶ ௗ ଵ ି௦௧ ௧ ି௦௧ ஶ ଵ ି௦௧
଴ ௗ௧ ௦ ௦ ଴ ௦
௧ ି௦௧ ଵ ି௦௧ ஶ ଵ
 ௦ ௦మ ௦మ
(s > 0)
଴

Topic 2: Transforms
Tables of Laplace
transforms are widely
available.

Topic 2: Transforms
2.5.2 Laplace transform of derivatives

Laplace transforms of derivatives are related in simple way
to transform of function itself.
It can be shown* that: * See notes for proof.
మ
మ
These contain “initial values” = values of function and its

derivative at t = 0.

Topic 2: Transforms
2.5.3 Solving differential equations given initial conditions

Example
Solve the following, assuming y = 2 at t = 0.
a) Find Laplace transform of each term:
From table of transforms

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b) Replace each term with its Laplace transform
c) Insert initial condition(s) and rearrange to find Y(s)
This term will simplify via the method of partial fractions to a form

Topic 2: Transforms
d) Perform inverse Laplace transform
మ మ
and replace with terms found in a table:

Topic 2: Transforms
2.5.4 The Shift Theorems

There are two theorems which are useful when finding
Laplace transforms and inverse transforms.
a) Translation of transforms
It can be shown that Laplace transform of y(t) multiplied by
factor eat is:
This is Y(s) shifted along the s axis by a.

Topic 2: Transforms
Example
Find the inverse transform: మ .
From table:
Shift theorem:
 మ

Topic 2: Transforms
b) Translation of functions
It can be shown that Laplace transform of y(t  a) is equal to
Laplace transform of y(t) multiplied by e−as:
In this case, y(t) has shifted along the t axis by a.

Topic 2: Transforms
Example
Find the inverse transform: మ
From table:
Shift theorem:
Note that transform of sin (t − 6) is undefined when (t – 6) <

0, and therefore this solution requires t > 6 .

Topic 2: Transforms
2.5.5 Laplace transform of a delta function

The Laplace transform of delta function d(t – t0) is derived
as follows (assuming t0 > 0):
.
The function inside integral is only non zero at t = t0 :

బ .

Topic 2: Transforms
2.5.6 Convolution Theorem for Laplace transforms
The Convolution Theorem for Laplace transforms is:
where F(s) and G(s) are Laplace transforms of f(t) and g(t).
This enables some inverse transforms to be found easily

when the transform is a product of two other transforms.

Topic 2: Transforms
Example Find: మ
We note that మ is the product of two Laplace transforms:

Topic 2: Transforms
Example Find: మ
Convolution theorem: ௧ ௧
ିଵ
଴ ଴
From table: ଶ when

ିହ௧
and when
Calculate terms inside (either) integral:

ିହሺ௧ି௦)
and
ିହ௦
and

Topic 2: Transforms
Example Find: మ
Insert terms inside integrals:

௧
ିଵ ିହሺ௧ି௦)
ଶ
଴
௧
ିଵ ିହ௦
or ଶ
଴
Either requires integration by parts, and yield the same

answer:
ିଵ ିହ௧
ଶ

Topic 2: Transforms

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Topic 2: Transforms

ENGF0004: Mathematical Modelling & Analysis II

Prof. Jem Hebden

ENGSF0004: Mathematical Modelling & Analysis II

ENGF0004: Mathematical Modelling & Analysis II

ENGSF0004: Mathematical Modelling & Analysis II

A transform is a tool for changing the way something is

An original something and its transformed version are

ENGSF0004: Mathematical Modelling & Analysis II

How about converting a potato into French fries?

No – not a valid transform!

ENGSF0004: Mathematical Modelling & Analysis II

How about car into a robot?

ENGSF0004: Mathematical Modelling & Analysis II

How about converting a sofa into a bed?

ENGSF0004: Mathematical Modelling & Analysis II

ENGF0004: Mathematical Modelling & Analysis II

ENGSF0004: Mathematical Modelling & Analysis II

2.1 Fourier transform

A sinusoidal waveform has amplitude (height) and

ENGSF0004: Mathematical Modelling & Analysis II

2.1 Fourier transform

The phase of waveform tells us position of peaks relative to

ENGSF0004: Mathematical Modelling & Analysis II

2.1 Fourier transform

ENGSF0004: Mathematical Modelling & Analysis II

Consider a function (or set of numbers) which varies as

The Fourier transform is a way of representing a function

ENGSF0004: Mathematical Modelling & Analysis II

Consider a function (or set of numbers) which varies as

The Fourier Transform of f(x) or f(t) is written as F(u),

ENGSF0004: Mathematical Modelling & Analysis II

ENGSF0004: Mathematical Modelling & Analysis II

ENGSF0004: Mathematical Modelling & Analysis II

ENGSF0004: Mathematical Modelling & Analysis II

2.1.2 Fourier integrals

where complex coefficients cn describing amplitudes and

The Fourier transform represents a function which is not

ENGSF0004: Mathematical Modelling & Analysis II

This is achieved by replacing integer n with frequency

The “inverse Fourier transform” converts set of waveforms

ENGSF0004: Mathematical Modelling & Analysis II

These beautifully simple expressions are of immense use

The following notation is often used:

ENGSF0004: Mathematical Modelling & Analysis II

FT[f(x)] is obtained by inserting 1 into Fourier integral and

From section 1.7.2: sin x = (e jx – ejx)/2j 

ENGSF0004: Mathematical Modelling & Analysis II

sinc(pau) = 0 when pau = ±p

ENGSF0004: Mathematical Modelling & Analysis II

In general, a Fourier transform is complex: for each

At each frequency: Amplitude R = (a2 + b2)½

Thus a and b represent cosine and sine components of

ENGSF0004: Mathematical Modelling & Analysis II

Reminder: cos(−q) = cos(q)  cosine is even

Note our rectangular function is even,  F(u) is real.

ENGSF0004: Mathematical Modelling & Analysis II

2.1.3 Conceptual interpretation

ENGSF0004: Mathematical Modelling & Analysis II

Depends on loudness of Depends on loudness

ENGSF0004: Mathematical Modelling & Analysis II

Audio systems often display spectral content of sound

ENGSF0004: Mathematical Modelling & Analysis II