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14.

The Fourier Series & Transform


What is the Fourier Transform?
Anharmonic Waves
Fourier Cosine Series for even
functions
Fourier Sine Series for odd functions
The continuous limit: the Fourier
transform (and its inverse)

1
f (t )
2

F ( ) exp(i t ) d

F ( )

f (t ) exp(i t ) dt

What do we hope to achieve with the


Fourier Transform?

Plane waves have only


one frequency, .

Light electric field

We desire a measure of the frequencies present in a wave. This will


lead to a definition of the term, the spectrum.

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.

Lord Kelvin on Fouriers theorem

Fouriers theorem is not only one of the most


beautiful results of modern analysis, but it may
be said to furnish an indispensable instrument
in the treatment of nearly every recondite
question in modern physics.
Lord Kelvin

Joseph Fourier, our hero

Fourier was
obsessed with the
physics of heat and
developed the
Fourier series and
transform to model
heat-flow problems.

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.


Most waves are anharmonic.

Fourier
decomposing
functions

Here, we write a
square wave as
a sum of sine waves.

Any function can be written as the


sum of an even and an odd function
E(x)=E(x)

E ( x) [ f ( x) f ( x)] / 2

O(x)=O(x)

O ( x) [ f ( x) f ( x)] / 2

f ( x) E ( x) O( 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)

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

m,n

1 if m n

0 if m n

Finding the coefficients, Fm, in a Fourier


Cosine Series
1

Fourier Cosine Series:

f (t )

Fm cos(mt )

m0

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

But:

So:

f (t) cos(m' t) dt

m0

f (t ) cos(m ' t ) dt

Fm cos(mt) cos(m' t) dt

if m m '

m,m '
0 if m m '

cos(mt ) cos( m ' t ) dt

Fm m,m '

only the m = m term contributes

m0

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:

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)

Fmsin(mt)

m 0

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

But:

So:

f (t ) sin( m ' t ) dt

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


m

m 0

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

1
f (t ) sin(m ' t ) dt only the
Fm m m=,mm' term contributes
m 0

Dropping the from the m:


for any f(t)!

thef (coefficients
F
t ) sin( mt ) dt

m yields

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

1
f (t )

m 0

1
Fm cos(mt )

even component

m 0

Fm sin(mt )

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


1

Fm vs. m
.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.


Continuous Fourier Transform
Fm vs. m
Let the integer
m become a
real number
and let the
coefficients, Fm,
become a
function F(m).

F(m)

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)FmiFm=

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 :

F ( )

f (t ) exp(i t ) dt

The Fourier
Transform

F() is called the FourierTransform 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
f (t )

m0

1
Fm cos( mt )

Fm' sin(mt )

m0

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 that just crops up), we have:

1
f (t )
2

F ( ) exp(i t ) d

Inverse
Fourier
Transform

The Fourier Transform and its Inverse


The Fourier Transform and its Inverse:

F ( )

f (t ) exp(it ) dt

FourierTransform

f (t )

1
2

F ( ) exp(it ) d

Inverse Fourier Transform

So we can transform to the frequency domain and back.


Interestingly, these functions 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 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 of a wave E(t) to be:

F {E (t )}

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

Example: the Fourier Transform of a


rectangle function: rect(t)
F ( )

1/ 2

exp(it )dt

1/ 2

1
[exp(it )]1/1/2 2
i

1
[exp(i / 2) exp(i
i
exp(i / 2) exp( i

2i
sin(

F ( sinc(

F()

Imaginary
Component = 0

Sinc(x) and why it's important


Sinc(x/2) is the Fourier

transform of a rectangle
function.

Sinc2(x/2) is the Fourier


transform of a triangle
function.

Sinc2(ax) is the diffraction


pattern from a slit.
It just crops up
everywhere...

The Fourier Transform of the triangle


function, (t), is sinc2()

Example: the Fourier Transform of a


decaying exponential: exp(at)(t>0)

F ( exp( at ) exp(it )dt


0

exp( at it )dt exp([a i t )dt


1
1

exp([a i t ) 0
[exp() exp(0)]
a i
a i
1

[0 1]
a i
1

a i

1
F ( i
ia

A complex Lorentzian!

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 .

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 further:

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

F ( )

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

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

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

Re{F( )}

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

Im{F( )}

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

Even functions of

Odd functions of

Fourier Transform Symmetry Examples I

Fourier Transform Symmetry Examples II