Fourier Series & The Fourier Transform

What is the Fourier Transform?

Fourier Cosine Series for even

functions and Sine Series for odd
functions

The continuous limit: the Fourier

transform (and its inverse)

The spectrum

Some examples and theorems

1
f (t) = F() exp(i t) d F ( ) = f (t ) exp(it ) dt
2

What do we want from 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 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.

Essentially all 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
Let f(x) be any function.
E(-x) = E(x)
E(x)
E ( x ) [ f ( x ) + f ( x )] / 2

O(x)

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

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 cos(mt)
m
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

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 ) = Fm cos( mt )

m =0
To find Fm, multiply each side by cos(mt), where m is another integer, and integrate:

1
f (t) cos(m' t) dt = Fm cos(mt) cos(m' t) dt

m=0

if m = m '
But: cos( mt ) cos( m ' t ) dt = m ,m '
0 if m m '

1
So: f (t ) cos(m ' t ) dt = Fm m,m ' only the m = m term contributes

m =0

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:

1
f (t) = Fm sin(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) = Fm sin(mt)

m= 0

To find Fm, multiply each side by sin(mt), 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 =0
m m,m ' only the m = m term contributes

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 and Fm =
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. 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) Fm i Fm =
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 :

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 ) = Fm cos( mt ) + Fm' sin( mt )
m=0
m=0

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 ) = F () exp(it ) d Fourier
2 Transform

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 ) Y {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 ( ) Y {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 ( ) = exp( i t ) dt = [exp( i t )]1/1/2 2
1/ 2
i
1
= [exp( i / 2) exp(i /2)]
i
1 exp(i / 2) exp( i /2)
=
( /2) 2i
sin( /2) F()
= sinc( /2)
( /2)

F {rect(t )} Imaginary
Component = 0

= sinc(/2)
 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
0 0

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!
Example: the Fourier Transform of a
Gaussian, exp(-at2), is itself!

F {exp( at 2 )} = ) exp(it ) dt
2
exp( at

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

exp( at )
2
exp( / 4a )
2

0 t 0
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

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

Its 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(it ) dt = exp(i [0]) = 1

(t) 1

t

And the Fourier Transform of 1 is 2():
1 exp(it ) dt = 2 ( )

1 2()

t
The Fourier transform of exp(i0 t)

F {exp(i0 t )}

=


exp(i0 t ) exp(i t ) dt

=


exp(i [ 0 ] t ) dt = 2 ( 0 )

exp(i0t)
Y {exp(i0t)}
Im t
0
Re
t 0 0
0

The function exp(i0t) is the essential component of Fourier analysis.

It is a pure frequency.
The Fourier transform of cos(0 t)

F {cos(0t )} =


cos(0t ) exp(i t ) dt

1
=
2

[ exp(i 0 t ) + exp(i 0 t )] exp(i t ) dt

1 1
=
2

exp(i [ 0 ] t ) dt +
2

exp(i [ + 0 ] t ) dt

= ( 0 ) + ( + 0 )

cos(0t) F {cos(0t )}
t
0
0 0 +0
The Modulation Theorem:
The Fourier Transform of E(t) cos(0 t)

F {E (t ) cos(0t )}

=


E (t ) cos(0t ) exp(i t ) dt

1

=
2

E (t ) exp(i 0t ) + exp(i 0t ) exp(i t ) dt

1 1
=
2 E (t ) exp(i [ ] t ) dt

0 +
2 E (t ) exp(i [ + ]t ) dt

0

1 % 1 %
F { E (t ) cos(0t )} = E ( 0 ) + E ( + 0 )
2 2

Example:
E (t ) cos(0t ) F {E (t ) cos(0t )}
E(t) = exp(-t2)
t 0
-0 0
Scale Theorem
The Fourier transform
of a scaled function, f(at): F { f ( at )} = F ( /a ) / a

Proof: F { f (at )} =


f (at ) exp(i t ) dt

Assuming a > 0, change variables: u = at

F { f (at )} =

f (u ) exp(i [ u /a ]) du / a

=
f (u) exp(i [ /a] u) du / a

= F ( /a) / a
If a < 0, the limits flip when we change variables, introducing a
minus sign, hence the absolute value.
 f(t) F()
The Scale
Theorem Short
pulse
in action
t

The shorter Medium-

the pulse, length
the broader pulse
the spectrum! t

This is the essence Long

of the Uncertainty pulse
Principle!
t
The Fourier
Transform of a
f(t) F()
sum of two
functions t

g(t) G()

F {a f (t) + bg(t)} =
t
aF { f (t)}+ bF {g(t)}
F() +
f(t)+g(t) G()

Also, constants factor out. t

Shift Theorem
The Fourier transform of a shifted function, f (t a ) :

F { f (t a)} = exp(i a) F ( )
Proof :

F { f ( t a )} = f (t a ) exp(it )dt

Change variables : u = t a

f (u ) exp(i[u + a ])du

= exp(i a ) f (u ) exp(iu )du

= exp(i a ) F ( )
Fourier Transform with respect to space

If f(x) is a function of position,

F (k ) = f ( x) exp(ikx) dx x

Y {f(x)} = F(k)

We refer to k as the spatial frequency. k

Everything weve said about Fourier transforms between the t and

domains also applies to the x and k domains.
The 2D Fourier Transform

Y (2){f(x,y)} = F(kx,ky) f(x,y)

=
f(x,y) exp[-i(kxx+kyy)] dx dy x
y

Y (2){f(x,y)}
If f(x,y) = fx(x) fy(y),

then the 2D FT splits into two 1D FT's.

But this doesnt always happen.

The Pulse Width
t

There are many definitions of the t

"width" or length of a wave or pulse.

The effective width is the width of a rectangle whose height and

area are the same as those of the pulse.

f(0)
Effective width Area / height:

teff
1 (Abs value is
teff
f (0)
f (t ) dt unnecessary
for intensity.)
0 t

Advantage: Its easy to understand.

Disadvantages: The Abs value is inconvenient.
We must integrate to .
The rms pulse width t
The root-mean-squared width or
t
rms width:
1/ 2
2


t f (t ) dt
trms

f (t ) dt

The rms width is the second-order moment.

Advantages: Integrals are often easy to do analytically.

Disadvantages: It weights wings even more heavily,
so its difficult to use for experiments, which can't scan to )
The Full-Width- 1
Half-Maximum
tFWHM
0.5
Full-width-half-maximum
is the distance between the
half-maximum points. t

Advantages: Experimentally easy.

Disadvantages: It ignores satellite tFWHM
pulses with heights < 49.99% of the
peak!
t

Also: we can define these widths in terms of f(t) or of its intensity, |f(t)|2.
Define spectral widths () similarly in the frequency domain (t ).
The Uncertainty Principle
The Uncertainty Principle says that the product of a function's widths
in the time domain (t) and the frequency domain () has a minimum.

Define the widths 1

1

assuming f(t) and t

f (0)
f (t ) dt
F (0)
F ( ) d
F() peak at 0:

1 1 F (0)
t
f (0)
f (t ) dt =
f (0)
f (t ) exp(i[0] t ) dt =
f (0)

1 1 2 f (0)

F (0)
F ( ) d =
F (0)
F ( ) exp(i [0]) d =
F (0)

(Different definitions of the widths and the

Combining results: Fourier Transform yield different constants.)
f (0) F (0)
t 2 or: t 2 t 1
F (0) f (0)
The Uncertainty Principle

For the rms width, t

Theres an uncertainty relation for x and k: k x