Discrete Fourier transform Updated +Created
Input: a sequence of complex numbers .
Output: another sequence of complex numbers such that:
Intuitively, this means that we are braking up the complex signal into sinusoidal frequencies:
  • : is kind of magic and ends up being a constant added to the signal because
  • : sinusoidal that completes one cycle over the signal. The larger the , the larger the resolution of that sinusoidal. But it completes one cycle regardless.
  • : sinusoidal that completes two cycles over the signal
  • ...
  • : sinusoidal that completes cycles over the signal
and is the amplitude of each sine.
We use Zero-based numbering in our definitions because it just makes every formula simpler.
Motivation: similar to the Fourier transform:
  • compression: a sine would use N points in the time domain, but in the frequency domain just one, so we can throw the rest away. A sum of two sines, only two. So if your signal has periodicity, in general you can compress it with the transform
  • noise removal: many systems add noise only at certain frequencies, which are hopefully different from the main frequencies of the actual signal. By doing the transform, we can remove those frequencies to attain a better signal-to-noise
In particular, the discrete Fourier transform is used in signal processing after a analog-to-digital converter. Digital signal processing historically likely grew more and more over analog processing as digital processors got faster and faster as it gives more flexibility in algorithm design.
Sample software implementations:
Figure 1.
DFT of with 25 points
. This is a simple example of a discrete Fourier transform for a real input signal. It illustrates how the DFT takes N complex numbers as input, and produces N complex numbers as output. It also illustrates how the discrete Fourier transform of a real signal is symmetric around the center point.
Fourier inversion theorem Updated +Created
A set of theorems that prove under different conditions that the Fourier transform has an inverse for a given space, examples:
Fourier series Updated +Created
Approximates an original function by sines. If the function is "well behaved enough", the approximation is to arbitrary precision.
Fourier's original motivation, and a key application, is solving partial differential equations with the Fourier series.
The Fourier series behaves really nicely in , where it always exists and converges pointwise to the function: Carleson's theorem.
Video 1.
But what is a Fourier series? by 3Blue1Brown (2019)
Source. Amazing 2D visualization of the decomposition of complex functions.
Fourier transform Updated +Created
Continuous version of the Fourier series.
Can be used to represent functions that are not periodic: math.stackexchange.com/questions/221137/what-is-the-difference-between-fourier-series-and-fourier-transformation while the Fourier series is only for periodic functions.
Of course, every function defined on a finite line segment (i.e. a compact space).
Therefore, the Fourier transform can be seen as a generalization of the Fourier series that can also decompose functions defined on the entire real line.
As a more concrete example, just like the Fourier series is how you solve the heat equation on a line segment with Dirichlet boundary conditions as shown at: Section "Solving partial differential equations with the Fourier series", the Fourier transform is what you need to solve the problem when the domain is the entire real line.
Laplace transform Updated +Created
Video 1.
The Laplace Transform: A Generalized Fourier Transform by Steve Brunton (2020)
Source. Explains how the Laplace transform works for functions that do not go to zero on infinity, which is a requirement for the Fourier transform. No applications in that video yet unfortunately.
Plancherel theorem Updated +Created
Some sources say that this is just the part that says that the norm of a function is the same as the norm of its Fourier transform.
Others say that this theorem actually says that the Fourier transform is bijective.
The comment at math.stackexchange.com/questions/446870/bijectiveness-injectiveness-and-surjectiveness-of-fourier-transformation-define/1235725#1235725 may be of interest, it says that the bijection statement is an easy consequence from the norm one, thus the confusion.
Position and momentum space Updated +Created
One of the main reasons why physicists are obsessed by this topic is that position and momentum are mapped to the phase space coordinates of Hamiltonian mechanics, which appear in the matrix mechanics formulation of quantum mechanics, which offers insight into the theory, particularly when generalizing to relativistic quantum mechanics.
One way to think is: what is the definition of space space? It is a way to write the wave function such that:
  • the position operator is the multiplication by
  • the momentum operator is the derivative by
And then, what is the definition of momentum space? It is of course a way to write the wave function such that:
  • the momentum operator is the multiplication by
physics.stackexchange.com/questions/39442/intuitive-explanation-of-why-momentum-is-the-fourier-transform-variable-of-posit/39508#39508 gives the best idea intuitive idea: the Fourier transform writes a function as a (continuous) sum of plane waves, and each plane wave has a fixed momentum.
Uncertainty principle Updated +Created
The wave equation contains the entire state of a particle.
From mathematical formulation of quantum mechanics remember that the wave equation is a vector in Hilbert space.
And a single vector can be represented in many different ways in different basis, and two of those ways happen to be the position and the momentum representations.
More importantly, position and momentum are first and foremost operators associated with observables: the position operator and the momentum operator. And both of their eigenvalue sets form a basis of the Hilbert space according to the spectral theorem.
When you represent a wave equation as a function, you have to say what the variable of the function means. And depending on weather you say "it means position" or "it means momentum", the position and momentum operators will be written differently.
Furthermore, the position and momentum representations are equivalent: one is the Fourier transform of the other: position and momentum space. Remember that notably we can always take the Fourier transform of a function in due to Carleson's theorem.
Then the uncertainty principle follows immediately from a general property of the Fourier transform: en.wikipedia.org/w/index.php?title=Fourier_transform&oldid=961707157#Uncertainty_principle
In precise terms, the uncertainty principle talks about the standard deviation of two measures.
We can visualize the uncertainty principle more intuitively by thinking of a wave function that is a real flat top bump function with a flat top in 1D. We can then change the width of the support, but when we do that, the top goes higher to keep probability equal to 1. The momentum is 0 everywhere, except in the edges of the support. Then:
  • to localize the wave in space at position 0 to reduce the space uncertainty, we have to reduce the support. However, doing so makes the momentum variation on the edges more and more important, as the slope will go up and down faster (higher top, and less x space for descent), leading to a larger variance (note that average momentum is still 0, due to to symmetry of the bump function)
  • to localize the momentum as much as possible at 0, we can make the support wider and wider. This makes the bumps at the edges smaller and smaller. However, this also obviously delocalises the wave function more and more, increasing the variance of x