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An introduction to Fourier transforms, including their formal development, cosine and sine transform pairs, and extensions to multiple dimensions. It also covers the transforms of derivatives and their applications in solving differential equations. examples and formulas for the Fourier transforms of Gaussian distributions, box functions, and the solution of the damped harmonic oscillator.
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differential equations^ of^ mathematical^ physics,^ integrals^ of^ the^ forni rb r(a) :^ I f(r)x1a, 1^ a^ (E^ ti
Bessel (Hankel), and Mellin^ transforms^ are
F(u): j" (^) f -f(x)e''*
dx (Fourier^ transfcrm)
F(a): !* f{)r-". a^ (Laplace transfbrm)
F(a) :^ ['o f G)xt,{ai ax^ (Fourier-Bessel^ transform)
(o -.J
(8.3)
(8"4)
r\0 ,J"^ /i.r).r" (^) ' ,i.'^ (8.5i ara
FoURIER TnlNsronlras Cxlp. 8
The Fourier and Laplace transforms are the most often used in^ mathematical physics.
the Complex Fourier Transform The form of the complex Fourier series (see Chapter 7) is
where
To make the (^) transition / (^) - -, we introduce a new variable which is by
(8.7)
defined
t_ ftlt
where (Lk1n)/:^1 since Ln: l.^ Hence^ we^ may in the following forms:
and
we obtain
where (^) C(k) :^ lc,ln.lf
(8.1 l)
and
There are several ways of defining Fourier transforms, but^ the differences among the various forms are not^ significant.^ To put^ Eqs. (8.11)^ and (8.12)^ in the modern form (the^ form most^ often^ used^ by^ authors), we let^ F(k)^ - -tfrcf-D and obtain
"f(x) :^ n=U_*rn'""'" (-/^ <^ x^ I^ l)
,,: (^) fi
6rv.
(8.6)
write Eqs. (8.6) and (8.7)
we let / --+^ co,
If (^) f (x)^ is an even function of x^ [/(x) :^ .f (--x)1,^ then^ we^ see^ from^ Eq.^ (8.17) that the cosine transform is equal to^ the^ Fourier transform.^ If'^ however,^ /(x) is an oddfunction of x[f(x): (^) -f(-x)], then^ we^ see^ from^ Eq.(8'17) that the sine transform is equal to the Fourier^ transform provided^ -iF(k) is replaced bV (^) 4(/c).
independent variables are given,^ respectively,^ by
230 Founlrn TneNsronMs
Note that the Fourier transform^ of/(x)^ [Eq. (8.13)]^ may
F(k): hf _f(x)e'k'dx : hJ __,f(")t.os^
kx (^) f i sinkxf dx-
F(k, y)^ :^ h t-__tr*,^
y)etk* dx
f (x,^ v) :^ h I---rn, v)-tk*^ dk and F(k, y, 4 : h l-__tO,^
y, (^) z)etk' dx
f (x,^ y,^ i : h |-_-rn, y,^ z)e-'k* dk.
The corresponding cosine and sine transform pairs^ are
F"(k, y)^ :^ ^l+ (^) [-, tU,y) cos kx^ dx
f (x,^ v) :^ l+ (^) I*" o"u,^ v) cos^ kx^ dk
F"(k, y):^ J I-" tU,y)^
.f(x, y)^ :^ ^l+ I-,^
to Eqs. (8.20)^ and^ (8.21) are^ valid^ for
Cslp. 8
(8.17)
(8.1 (^) 8)
(8.20)
(8.21)
and
Equations similar F"(k, y,^ z).
Sec.8.2 Theory^ of Fourier^ Transforms
The one-dimensional transform theory may^ be^ extended^ in^ a^ natural^ way^ to
tively,
-f (x, y)s't"'*aYt^ dx^ dY t8.22)
and F(u, (^) f,f : dpJ:- (^) [- [- -rr-.!,
z)ei6"pv'v4 dx ttv^ ttz^
-f (x,^ v, 4 :^ eh"J:- J:- J-- tt'^ B'^ v)e^
The generalization to^ the^ case^ of^ an arbitrary^ number^ cf^ dimensions^ is straightforward.
used to transform a^ differential equation (ordinary^ or^ partial)^ wtrich^ describes a complicated physical^ problem^ into^ a^ simpler equation (algebraic or ordinar;"'
differential equation is^ then obtained by finding the^ inverse^ transform of^ the
the transforms of flrst-^ and^ second-order derivatives are^ needed.
pr,(k) :
On integrating Eq.^ (8.2a)^ by parts,^ we^ obtain
F,,,(k): (^) -L{ f1)e,u,l (^) - ,k^ f J'tx)e'k'dxtl J2n1"''- l- 'J-" (^) )
231
F(u, (^) f): (^) *r "r ^ f(x,v): (^) +f (^) -f -
ik-* l-I
{a 1<\
Sec.8.2 Theory^ oJ^ Fourier^ Transforms^233
(8.3 (^) 3)
(8.34)
(8.3 s)
Ftz,(k) :^ ^l+ I^ "n#
Ftu(k, (^) r) :^ l+ I-"A*D
: l "l1kf(0)Y7t
: (^) kF,(k, (^) t> (^) - tf (^) ]Xo, O for (^) f(x, y)^ -' 0 as^ Jr^ -+^ oo'
t-T ^/|f'(o'il
I-"t#;Y) coskx dx
: (^) -k2F"(k, y) (^) -
for (^) f (x, y)^ - 0 and df (x,^ y)l|x^ '-- 0^ as^ n^ -> oo,
Ft (k,^ r) :^ J+ I-JJ*D
: (^) -kF"(k, y) for (^) f (x,y) *^0 as x ---)^ oo,^ afld
F"''(k,il (^) - ^l+ (^) I-"a:##ilsin,rx r,
:4;kr(o'Y)-^ t-T
for (^) f(x, y) *^0 and d/(x, y)l|x'-^0 as x --+ oo.
(8.36)
FouRlER TRnnsronlts^ Cnlp.^8
(8.37)
(8.38)
In linear^ response^ theory,^ the^ general^ equation^ for^ the^ one-dimensional transform, Eq. (8'1),^ takes^ the^ form
F(a):lu,f{t)x{a,ia* : (^) J:_ K@ (^) - x)f(x)dx
where K(a^ - x)^ is called the^ response^ of^ the^ linear^ system,^ /(x)^ is^ the^ input (signal) to the linear t;J;,^ uni^ r(n)^ is^ the output^ (signal)'^ If^ K(a^ -^ x)^
: d(a (^) - x),^ then r(a): (^) J_-rf" - x)f(x)dx
latter case, K(u^ - x)^ is^ called^ the^ impulse^ response^ of^ the^ system'^ When Eq'
l (^) l- rG F(x): f ^ g:-t-N-'.J.' - le6)^ dE
it is^ called^ the^ one-dimensional convolution^ (faltung-folding)^
two integrable functions^ il"l^ uta^ g(x)'^ The coiresponding two-dimensional form is f s:f^ ^f -f(x-t;x -^ f)sc'fid€dP'
For these^ functions, the^ convolution^ integral^ becomes
-+ i-^ r@^ -r)g(o^ d(:hiI- -tn'lhJ-'{r')'-*"-n
: (^) * f (^) -F(k)e-'k'
ou f (^) -s(oe'r.
: :: f- F(k)G(k)e-tk' dk'^ (8'39) Jzn J^ _-,
changing the order^ .ii",.r.",'"n^ is vaiid.^ The result^
that the^ Fourier transform (inverse^ ";;;i;t"D of^ the product F(k)G(k)' the right-hand side
Founten TuNsronus Cslp.
variable x (or k)^ for^ which the function^ /(x) [or F(k)]^ drops^ by^ a^ factor^ of e-t/2 :^ 0.606^ of^ its maximum value.^ For^ /( x)^ :^ Ne-"*n,^ the^ standard devia-
o*:-T:m,-^ A:c^ I For
the standard deviation is^ given^ bY
or:i-n/2e.^ Lk^ /=-
Note that A,x Ak^ :^ (z|Jfr)Q,Jfi1:^ 4.^ If^ u^ --+^0 (small), then^ Ax^ -'^ oo and Ak (^) -' 0. For d, --+ @ (large),^ Ax^ --^ 0 and^ Ak -> oo (see^ Fig.^ 8.1).
Figure 8. Exeupln 8.2 Find the Fourier transform^ for^ the^ box^ function/(x)^ where
i(") :^ {; f;i::,=^ ^
F(k): )r l-^ _trx)e'k*^
dx
)_"
Sec.8.
A sketch ofl(x) and
JQ)
Theory of Fourier^ Transfornts
: l:lt)" */2nLik )^ " : l2sinka ^,17-E-'
Figure 8. Exaupu 8.3 Find^ the^ cosine^ and^ sine^ transforms^ of^ /(x)^ :^ €-xe
F"(k) :^ ^11 I-,t'.)
/1 I" -^l Y 'lft (^) Joe*cosk-rd.r tTl |^ .
We obtain
F,(k) :^ ^17 l-"to)
: tzf*^ _,. ^l +^ J ,'-'sin
la( *^ 't. -^l n (^) \l+k'l
Exauplr 8.4^ By^ the^ Fourier transform^ rnethod, develop^ the^ formal^ solu- tion of the differential cquation which^ characterizes^ the^ nrotion of^ ir dampeii harmonic oscillator.
Sec,8.
where
Theory of Fourier Transhrms
g(x, t)-> 0 and (^) X-*-- 0 (as (^) x -,---+ (^) *[oo)
e(x,o): .f(*) and^ u#1,=,:^ o
@(k, t): h I-__rO,t)eik*^
dx.
On taking the Fourier transform of the wave equation, we obtain I l- d2Q-",*,a":L (^) I 9i .- Jfr )--^ il'"^ u'^ J2n dtt^ J^ -,,9(x'
t)e'k' dx'
where g(x, l)--+0 and |pldx ---0^ for x-- *-. In (^) other words, there is
only one independent variable (^) appears) is Q(k' t): cretkat (^) t cre-'g".
o(k, 0)^ : h [-__rO,o)s-i*" dy I (^) i- t/ (^) --.
61r, o;^ :^ h f-^ _(#),-"e'ikx^
ctx : : (^) ikucr (^) - ikucr.
Fountpn Tn,cNsronl,ts^ Cnlp.
Therefore the solution^ in^ k-space^ is
@(k' r) :^ FU<) 'tt'* + Ff) '-'o"'
ll- eG, t): mJ __ a(u,^ t)e-tk*^ dk
: #"{+ J^^ -{'{o)''r')e'ikx
dk (^) + (^) +J-- rotol"-'o'1e-'n' dk\
or QG, t)^ :^ if@ (^) - at)^ +^ tfG *^ at)'
result only in relatively^ simple^ cases.^ IJse^ of^ the^ convolution^ theorem^ in^ the
s(x, t)^ :^ hJ-_.t0, t)e-ik'^ dk
:,JfrI"'I^! (^) f- oglr,kD.)e-ikx dk (^) + I (F(k)e-,k,,)e-,0, -- tl
Here we need^ the^ original forms^ (in^ x-space)^ of^ eikat^ and^ e-ikut^ to^ obtain
fOrms Of e,ku, and^ e-ikuc.^ Fot^ errr,, we^ find
g(x): hf _(eikot)e-ik^
dk
: -L f^ (^) "-,0,,-,,,41. Jzn )^ -*
Since
T(k,0): 1 :
: (^) F(k)
Cn,lp. 8
-k2r(k,r>: (^) +'J*!
whereZ(x,')-0anddT|dx_+0asx--'*-(thetemperatureiszeroat the ends of the^ very long^ rod).^ The solution^ of^ the^ above^ equation^ is
T(k, t) :^ F(k)e-"k".
theorem, that^ is,
T(x, t): hf- -toO,
"tcztls-it"x dk
: _L^ i- rrorr., _ o d(.
We need the^ original^ form (in^ x-space)^ of^ the^ second^ function'^ S@^ - 0'
g(x) : j" (^) f
dk'
lf uz :^ 2k2ot^ where ctk^ :^ dul,J1ot,^ then
g(x) '- (^) rJm^1 Ji* _-."^ t'-u'i2)s-ttu/'/-2dt"^ du
Sec.8.2 Theory of Fourier Transforms
r(x' t) :^ l+(h) J*-^ *r {tt'-^ "'^
: =-! f* fcl'*'c'ad d('
be given before the^ above integral^ can be evaluated.
Exauprr 8.7. By use of the three-dimensional Fourier transform method,
Y'z$(r): __'+
o(k): (^) # !_o{i,'"'o"
where d3r :^ dx dy^ dz (l'riple^ integral).^ The Fourier^ transform^ of^ @(k) is given (^) by
0(,): (^) #f-_ r,ut-,k',^ d3k.
obtain
-k,o(k): -ry
o(k): {G;
where (^) f(r) -> 0 and d$ldr (^) -, for r --^ *-. The expression for P(k) is
P(k). dV [,.,p(r'),'u',t','.
Sec.8.3 The Wave Packet^ in^ Quantum Mechanics^ 24s
We conclude this chapter with^ a^ detailed discussion^ of^ the^ role^ of^ Fourier transforms in^ the^ foundation of^ quantum^ (wave) mechanics.
body radiation (Wien's and^ Rayleigh-Jeans'^ radiation^ laws)'
classical physici^ (mechanics, electromagnetism,^ optics,^ and^ thermodynamics)
,..t th.ory of black-body radiation^ was developed^ by^ Planck^ (1858-1947)
E:hv, where Eis the energy ofthe^ radiation,^ v^ is^ the^ frequency^ ofthe radiation, and^ ft^ is Planck's constant. However, Planck^ attributed^ the^ quan-
tn t905, Einstein (1s79-1955)^ further^ developed^ the^ quantization^ of
theory is based on^ the^ following^ three^ postulates:
"he
radius of^ the orbit,m is^ the^ mass^ of^ the electron,^ h:^ hl2n,a^ is the^ speed^ of^ the^ elec-
246 FoURIER^ TRANSFoRMS^ Cn.lp.^8
tematic manner.
matrix mechanics, Heisenberg^ (1901-^ ) introduced^ a system^ of^ mechanics in which classical concepts of^ mechanics were^ drastically^ revised. Heisenberg
(1926) (^) a new line of study which evolved into^ wave mechanics. Wave mechan- ics was inspirecl^ by^ de Broglie's^ (1892-^ ) wave^ theory^ of^ matter,^ r1^ :
proved that wave mechanics was mathematicallyequivalent to^ matrix^ mechan-
clifficulty since a wave^ may^ be^ partially^ reflected and^ partially^ transmitted^ at
lenerally accepted.^ The^ new^ theory^ based^ on the^ statistical interpretation^ was
quantum mechanics).
In developing a^ wave equation^ for^ particles,^ Schrodinger^ knew^ that^ (1)
E'-Er h