diff options
Diffstat (limited to 'latex')
-rw-r--r-- | latex/know/concept/dirac-delta-function/source.md | 12 | ||||
-rw-r--r-- | latex/know/concept/fourier-transform/source.md | 109 |
2 files changed, 115 insertions, 6 deletions
diff --git a/latex/know/concept/dirac-delta-function/source.md b/latex/know/concept/dirac-delta-function/source.md index 478efb4..cb98c41 100644 --- a/latex/know/concept/dirac-delta-function/source.md +++ b/latex/know/concept/dirac-delta-function/source.md @@ -48,7 +48,7 @@ $$\begin{aligned} \delta(x) %= \lim_{n \to +\infty} \!\Big\{\frac{\sin(n x)}{\pi x}\Big\} = \frac{1}{2\pi} \int_{-\infty}^\infty \exp(i k x) \dd{k} - \propto \hat{\mathcal{F}}\{1\} + \:\:\propto\:\: \hat{\mathcal{F}}\{1\} } \end{aligned}$$ @@ -79,12 +79,12 @@ $$\begin{aligned} } \end{aligned}$$ -*__Proof.__ Be careful about which variable is used for the -differentiation:* +*__Proof.__ Note which variable is used for the +differentiation, and that $\delta'(x - \xi) = - \delta'(\xi - x)$:* $$\begin{aligned} - \int f(\xi) \: \frac{d\delta(x - \xi)}{dx} \dd{\xi} - &= \frac{d}{dx} \int f(\xi) \: \delta(x - \xi) \dd{x} + \int f(\xi) \: \dv{\delta(x - \xi)}{x} \dd{\xi} + &= \dv{x} \int f(\xi) \: \delta(x - \xi) \dd{x} = f'(x) \end{aligned}$$ @@ -94,6 +94,6 @@ This property also generalizes nicely for the higher-order derivatives: $$\begin{aligned} \boxed{ - \int f(\xi) \: \frac{d^n \delta(x - \xi)}{dx^n} \dd{\xi} = \dv[n]{f(x)}{x} + \int f(\xi) \: \dv[n]{\delta(x - \xi)}{x} \dd{\xi} = \dv[n]{f(x)}{x} } \end{aligned}$$ diff --git a/latex/know/concept/fourier-transform/source.md b/latex/know/concept/fourier-transform/source.md new file mode 100644 index 0000000..58830df --- /dev/null +++ b/latex/know/concept/fourier-transform/source.md @@ -0,0 +1,109 @@ +% Fourier transform + + +# Fourier transform + +The **Fourier transform** (FT) is an integral transform which converts a +function $f(x)$ into its frequency representation $\tilde{f}(k)$. +Great volumes have already been written about this subject, +so let us focus on the aspects that are useful to physicists. + +The **forward** FT is defined as follows, where $A$, $B$, and $s$ are unspecified constants +(for now): + +$$\begin{aligned} + \boxed{ + \tilde{f}(k) + = \hat{\mathcal{F}}\{f(x)\} + = A \int_{-\infty}^\infty f(x) \exp(i s k x) \dd{x} + } +\end{aligned}$$ + +The **inverse Fourier transform** (iFT) undoes the forward FT operation: + +$$\begin{aligned} + \boxed{ + f(x) + = \hat{\mathcal{F}}^{-1}\{\tilde{f}(k)\} + = B \int_{-\infty}^\infty \tilde{f}(k) \exp(- i s k x) \dd{k} + } +\end{aligned}$$ + +Clearly, the inverse FT of the forward FT of $f(x)$ must equal $f(x)$ +again. Let us verify this, by rearranging the integrals to get the +[Dirac delta function](/know/concept/dirac-delta-function/) $\delta(x)$: + +$$\begin{aligned} + \hat{\mathcal{F}}^{-1}\{\hat{\mathcal{F}}\{f(x)\}\} + &= A B \int_{-\infty}^\infty \exp(-i s k x) \int_{-\infty}^\infty f(x') \exp(i s k x') \dd{x'} \dd{k} + \\ + &= 2 \pi A B \int_{-\infty}^\infty f(x') \Big(\frac{1}{2\pi} \int_{-\infty}^\infty \exp(i s k (x' - x)) \dd{k} \Big) \dd{x'} + \\ + &= 2 \pi A B \int_{-\infty}^\infty f(x') \: \delta(s(x' - x)) \dd{x'} + = \frac{2 \pi A B}{|s|} f(x) +\end{aligned}$$ + +Therefore, the constants $A$, $B$, and $s$ are subject to the following +constraint: + +$$\begin{aligned} + \boxed{\frac{2\pi A B}{|s|} = 1} +\end{aligned}$$ + +But that still gives a lot of freedom. The exact choices of $A$ and $B$ +are generally motivated by the convolution theorem and Parseval's +theorem. + +The choice of $|s|$ depends on whether the frequency variable $k$ +represents the angular ($|s| = 1$) or the physical ($|s| = 2\pi$) +frequency. The sign of $s$ is not so important, but is generally based +on whether the analysis is for forward ($s > 0$) or backward-propagating +($s < 0$) waves. + + +## Derivatives + +The FT of a derivative has a very interesting property, let us take a +look. Below, after integrating by parts, we remove the boundary term by +assuming that $f(x)$ is localized, i.e. $f(x) \to 0$ for +$x \to \pm \infty$: + +$$\begin{aligned} + \hat{\mathcal{F}}\{f'(x)\} + &= A \int_{-\infty}^\infty f'(x) \exp(i s k x) \dd{x} + \\ + &= A \big[ f(x) \exp(i s k x) \big]_{-\infty}^\infty - i s k A \int_{-\infty}^\infty f(x) \exp(i s k x) \dd{x} + \\ + &= (- i s k) \tilde{f}(k) + \qedhere +\end{aligned}$$ + +Therefore, as long as $f(x)$ is localized, the FT eliminates derivatives +of the transformed variable, which makes it useful against PDEs: + +$$\begin{aligned} + \boxed{ + \hat{\mathcal{F}}\{f'(x)\} = (- i s k) \tilde{f}(k) + } +\end{aligned}$$ + +This generalizes to higher-order derivatives, as long as these +derivatives are also localized in the $x$-domain, which is practically +guaranteed if $f(x)$ itself is localized: + +$$\begin{aligned} + \boxed{ + \hat{\mathcal{F}} \Big\{ \dv[n]{f}{x} \Big\} + = (- i s k)^n \tilde{f}(k) + } +\end{aligned}$$ + +Derivatives in the frequency domain have an analogous property: + +$$\begin{aligned} + \boxed{ + \dv[n]{\tilde{f}}{k} + = A \int_{-\infty}^\infty (i s x)^n f(x) \exp(i s k x) \dd{x} + = \hat{\mathcal{F}}\{ (i s x)^n f(x) \} + } +\end{aligned}$$ |