Fourier Series & The Fourier Transform 

What is the Fourier Transform?

  
Fourier Cosine Series for even
functions
 
Fourier Sine Series for odd functions
 
The continuous limit: the Fourier
transform (and its inverse) 

Some transform examples and the

Dirac delta function
 

 
1
f (t )  F ( ) exp (i t ) d  F ( )  f (t ) exp(i t ) dt
2
 
Prof. Rick Trebino, Georgia Tech
What do we hope to achieve with the
Fourier Transform?
We desire a measure of the frequencies present in a wave. This will
lead to a definition of the term, the spectrum.

Light electric field

Plane waves have only
one frequency, .

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 Fourier’s theorem

Fourier’s 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

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

Joseph Fourier 1768 - 1830

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.

Essentially all waves are anharmonic.
Fourier
decomposing
functions sin(t)

sin(3t)
Here, we write a
square wave as
a sum of sine
waves.

sin(5t)
Any function can be written as the
sum of an even and an odd function.
E(-x) = E(x)
E(x) E ( x)  [ f ( x)  f ( x)] / 2

O(x)
O( x)  [ f ( x)  f ( x )] / 2
O(-x) = -O(x)


f(x)
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) 
 F
m 0
m cos(mt)

 
 
where the set {Fm; m = 0, 1, … } is a set of coefficients that define the
series.
 
And where we’ll only worry about the function f(t) over the interval
(–π,π).
The Kronecker delta function
 

1 if m  n
 m,n 
0 if m  n
Finding the coefficients, Fm, in a Fourier Cosine Series

1
Fourier Cosine Series:
 
f (t ) 

m0

Fm cos(mt )

To find Fm, multiply each side by cos(m’t), where m’ is another integer, and integrate:
  
1
  

f (t ) cos(m ' t ) dt 
  F
m0 
m cos(mt ) cos(m ' t ) dt


 if m  m '
But:


cos( mt ) cos( m ' t ) dt  
 0 if m  m '
   m,m '

 
1
So: 

f (t ) cos(m ' t ) dt 
 F  
m 0
m m, m '  only the m’ = m term contributes

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) 
1
 
m 0
Fmsin(mt)

 
 
where the set {F’m; m = 0, 1, … } is a set of coefficients that define the
series.
 
 
where we’ll only worry about the function f(t) over the interval (–π,π).
 Finding the coefficients, F’m, in a Fourier Sine Series

1
Fourier Sine Series:
 
f (t ) 
  F  sin(mt )
m 0
m

To find Fm, multiply each side by sin(m’t), where m’ is another integer, and integrate:
  
 
1


f (t ) sin(m ' t ) dt 
   F  sin(mt ) sin(m ' t) dt
m 0 
m

But:

 if m  m '
 sin(mt ) sin(m ' t) dt

 
 0 if m  m '
   m,m '

 
So: 1
 f (t ) sin( m ' t ) dt 
  F  m m,m '  only the m’ = m term contributes
   m 0

Dropping the ’ from the m: Fm 

 f (t ) sin(mt ) dt

 yields the coefficients
for any f(t)!
Fourier Series

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

written:

1  1 
f (t )  
 m 0
Fm cos(mt )  
 m 0
Fm sin(mt )

even component odd component

 
where
 
 
Fm 
 f (t) cos(mt) dt andFm 
 f (t) sin(mt) dt
We can plot the coefficients of a Fourier Series

Fm vs. m

.5

0 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 F(m)
real number
and let the
coefficients, Fm,
become a
function F(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. Let’s 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)  Fm – i F’m =
 f (t ) cos(mt ) dt  i
 f (t ) sin(mt ) dt

Let’s now allow f(t) to range from – to  so we’ll have to integrate

from – to , and let’s redefine m to be the “frequency,” which we’ll
now call :

The Fourier
F ( ) 


f (t ) exp (i t ) dt
Transform

F() is called the Fourier Transform 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 1
f (t ) 
 
m0
Fm cos(mt ) 
 m 0
Fm' sin(mt )

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 Inverse
f (t ) 
2 

F ( ) exp(i t ) d  Fourier
Transform
The Fourier Transform and its Inverse
The Fourier Transform and its Inverse:
 


F ( ) 
 f (t ) exp(it ) dt

FourierTransform  

  
  1
f (t ) 
2  F ( ) exp(it ) d

Inverse Fourier Transform

So we can transform to the frequency domain and back.

Interestingly, these transformations are very similar.
 
There are different definitions of these transforms. The 2π 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 already 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, S(), of a wave E(t) to be:

2
S ( )  F {E (t )}

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

Example: the Fourier Transform of a
rectangle function: rect(t)
1/ 2
1
F ( )  
1/ 2
exp(it )dt 
i
[exp(it )]1/1/2 2

1
 [exp(i / 2)  exp(i
i
 exp(i / 2)  exp( i

 2i
sin( F()



F (   sinc( 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()
The triangle function is just what it sounds like.

 (t ) sinc 2 ( / 2)
Sometimes
people use 1 1

∩
(t), too, for
the triangle
function.
-1/2 0 1/2 t 0 

We’ll prove this when we learn about convolution.

 Example: the Fourier Transform of a
decaying exponential: exp(-at) (t > 0)

F (    exp(  at ) exp(it )dt
0
 
  exp( at  it )dt   exp([ a  i t )dt
0 0

1  1
 exp([a  i t ) 0  [exp()  exp(0)]
a  i a  i
1 1
 [0  1] 
a  i a  i

1
F (   i
  ia
A complex Lorentzian!
Example: the Fourier Transform of a
Gaussian, exp(-at2), is itself!


 exp(  at
2 2
F {exp( at )}  ) exp( it ) dt


 exp( 2 / 4a) The details are a HW problem!

exp(  at 2 ) ∩ exp(   2 / 4a)

0 t 0 
The Dirac delta function

Unlike the Kronecker delta-function, which is a function of two

integers, the Dirac delta function is a function of a real variable, t.

(t)
 if t  0
 (t )  
 0 if t  0
t
  if t  0
The Dirac delta function  (t )  
 0 if t  0

It’s best to think of the delta function as the limit of a series of

peaked continuous functions.

fm(t) = m exp[-(mt)2]/√

(t)
f3(t)
f2(t)
f1(t)

t
Dirac function Properties (t)

  (t ) dt  1

t

 

  (t  a) f (t ) dt    (t  a) f (a) dt  f (a)
 

 exp(it ) dt  2  ( 



 exp[i(   )t ]

dt  2  (   
The Fourier Transform of (t) is 1.


  (t ) exp(i t ) dt  exp(i [0])  1



(t) 

0 t 

And the Fourier Transform of 1 is ():
 1 exp(i t ) dt  2  ( 


 ()

t 0 
The Fourier transform of exp(i0 t)


F exp(i0 t )




exp(i0 t ) exp( i  t ) dt




exp(i [  0 ] t ) dt  2  (  0 )

exp(i0t)
F {exp(i0t)}
Im t

Re 
t   


The function exp(i0t) is the essential component of Fourier analysis.

It is a pure frequency.
The Fourier transform of cos(t) 


F cos(0t ) 
 cos( t ) exp(i  t ) dt

0


1

2 

exp(i 0 t )  exp(i 0 t ) exp(i  t ) dt
 
1 1

2  exp(i [   ]t ) dt

0 
2  exp(i [   ] t) dt

0

   (  0 )    (  0 )

cos(0t) F {cos(0t )}
t
 
   
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 more, noting that:  O(t ) dt  0


if O(t) is an odd function

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

   
F ( ) 


Re{ f (t )} cos( t ) dt 


Im{ f (t )} sin( t) dt Re{F()}

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

 
 
 i


Im{ f (t )} cos( t ) dt  i



Re{ f (t )} sin( t) dt

Im{F()}

Even functions of  Odd functions of 

Some functions don’t 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 we’ll assume that all functions of interest go to zero at ±.