Fourier analysis

Fourier analysis

Representing wave functions

Wave function are of the form:

\(\cos(ax + b)\)

\(\sin(ax + b)\)

We can use the following identities:

  • \(\cos(x)=\sin(x+\dfrac{\tau }{8})\)

  • \(\sin(-x)=-\sin(x)\)

  • \(\sin(a+b)=\sin(a)\cos(b)+\sin(b)\cos(a)\)

So we can write any function as:

Using \(e\)

Harmonics

Fourier series

Fourier series

Motivation: we have a function we want to display as another sort of function.

More specifically, a function can be shown as a combination of sinusoidal waves.

To frame this let’s imagine a sound wave, with values \(f(t)\) for all time values \(t\). We can imagine this as a summation of sinusoidal functions. That is:

\(f(t)=\sum_{n=0}^{\inf } a_ncos(nw_0t)\)

We want to get another function \(F(\xi )\) for all frequencies \(\xi\).

Combinations of wave functions

We can add sinusoidal waves to get new waves.

For example

\(s_N(x)=2\sin(x+3)+\sin(-4x)+\dfrac{1}{2}\cos(x)\)

As a summation of series

We can simplify arbitrary series using the following identities:

\(\cos(x)=\sin(x+\dfrac{\tau }{8})\)

\(\sin(-x)=-\sin(x)\)

So we have:

\(s(x)=2\sin(x+3)-\sin(4x)+\dfrac{1}{2}\sin(x+\dfrac{\tau }{8})\)

We can put this into the following format:

\(s(x)=\sum^m_{i=1}a_i\sin(b_ix+c_i)\)

Where:

\(a=[2,-1,\dfrac{1}{2}]\)

\(b=[1,4,1]\)

\(c=[3,0,\dfrac{\tau}{8}]\)

Ordering by \(b\)

We can move terms around to get:

\(s(x)=\sum^m_{i=1}a_i\sin(b_ix+c_i)\)

Where:

\(a=[2,\dfrac{1}{2},-1]\)

\(b=[1,1,4]\)

\(c=[3,\dfrac{\tau}{8},0]\)

Adding waves with same frequency

We know that:

\(\sin(a+b)=\sin(a)\cos(b)+\sin(b)\cos(a)\)

So:

\(\sin(b_ix+c_i)=\sin(b_ix)\cos(c_i)+\sin(c_i)\cos(b_ix)\)

If \(2\) terms have the same value for \(b_i\), then:

\(a_i\sin(b_ix+c_i)+a_j\sin(b_jx+c_j)=a_i\sin(b_ix+c_i)+a_j\sin(b_ix+c_j)\)

\(a_i\sin(b_ix+c_i)+a_j\sin(b_jx+c_j)=a_i\sin(b_ix)\cos(c_i)+a_i\sin(c_i)\cos(b_ix)+a_j\sin(b_ix)\cos(c_j)+a_j\sin(c_j)\cos(b_ix)\)

So we now get for:

\(s(x)=\sum^m_{i=1}a_i\sin(b_ix+c_i)\)

\(a=[,-1]\)

\(b=[,4]\)

\(c=[,0]\)

Fourier transforms

Fourier transform

\(\hat f(\Xi )=\int_{-\infty}^{\infty }f(x)e^{-2\pi ix\Xi }dx\)

Inverse Fourier transform

\(f(x)=\int_{-\infty}^{\infty }\hat f(\Xi )e^{2\pi ix\Xi }d\Xi\)

Fourier inversion theorem