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Fourier Analysis

Series and transforms: decomposing functions into pure frequencies.

A $2\pi$-periodic, square-integrable function has a Fourier series

$$f(x) = \sum_{n \in \mathbb Z} c_n e^{inx}, \quad c_n = \frac{1}{2\pi}\int_{-\pi}^\pi f(x) e^{-inx}\, dx.$$

Convergence is in $L^2$; pointwise convergence requires more (Dirichlet, Carleson). For non-periodic $f \in L^1(\mathbb R)$ define the Fourier transform

$$\hat f(k) = \int_{-\infty}^\infty f(x) e^{-ikx}\, dx, \qquad f(x) = \frac{1}{2\pi}\int \hat f(k) e^{ikx}\, dk.$$

Key properties: $\widehat{f'} = ik \hat f$ (derivatives become multiplications), $\widehat{f * g} = \hat f \cdot \hat g$ (convolution = product). Parseval/Plancherel:

$$\int |f(x)|^2\, dx = \frac{1}{2\pi} \int |\hat f(k)|^2\, dk.$$

Heisenberg's uncertainty principle in QM is a special case: tight $f$ ⇔ broad $\hat f$.

Interactive: Fourier partial sum of a square wave

Quiz

1. The Fourier transform turns a derivative $f'$ into:
2. Convolution $(f * g)$ in $x$-space becomes, in Fourier space:
3. Parseval's identity equates:
4. Gibbs phenomenon refers to:
5. Fourier transform pair: a Gaussian $e^{-ax^2}$ transforms to:
6. Uncertainty principle (Fourier-form): the product of standard deviations $\Delta x \, \Delta k$ is: