Fourier analysis, also known as spectral analysis, encompasses all sorts of Fourier expansions, including Fourier series, Fourier transform and the discrete Fourier transform (and relatives). The non-commutative analog is (representation-theory).

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What do Fourier Series for Other Symmetric Operators Look Like?

I understand that Fourier analysis works (up to constant multiples) by considering the inner-product space $E$ of smooth functions $[-\pi,\pi] \to \mathbb C$ with inner product. . . $\displaystyle ...
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An example of smooth compactly supported function with non-vanishing Fourier transform

I am trying to find an explicit example of smooth real-valued compactly supported function $u$ in $\mathbb R^n$, $n \geq 2$, such that its Fourier transform $\widehat u$ does not have zeros. By the ...
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12 views

Biorthogonal (discrete wavelet) noise bases?

I am slightly interested in discrete wavelet transforms (DWT), but so far I have mostly used already-derived and existing well-known wavelets, such as Daubechies, Cohen-Daubechies-Faveau, Symlets and ...
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1answer
23 views

on a quantisation of the bell curve

The bell curve function: $e^{-x^2/2}$ is an eigenfunction of the Fourier transform (FT) on the real line. Is its quantisation/discretisation the binomial distribution (coefficients $n$ choose $k$) an ...
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139 views

Why divide by N (length of input sequence) during IDFT?

During DFT of a input sequence of length N, we find X(k). We find inner product with a basis vector to get the coefficient: X(k) = <x[n], e[k, n]>    |  k = 0, 1, 2, ... ...
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Fourier transform method of solving the heat equation

We have a heat equation given by: $$\frac{\partial u}{\partial t} = \frac{\partial ^2 u}{\partial x^2}$$ We know that $\mathcal{F}\{ u'' \}=-\xi^2\hat{u}$. Defining ...
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35 views

How to compute the original sequence given a DTFT?

Without directly performing an IDTFT, but by using the definition of the DTFT, how can one reverse the operation and compute the original input sequence producing a given DTFT? That is, Given ...
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37 views

Imaginary number and absolute value integral - Fourier transform

I came across this integral problem: $$\hat f(\xi)=\int_{-\infty}^{+\infty} e^{-|x|+xi\xi}dx$$ Now I know how to integrate simple absolute value functions like: $\int_{-2}^{4}|x-2| dx$, we just ...
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17 views

Fourier transform on forced linear harmonic oscillator

I'm having trouble solving the following equation: $\ddot x + \omega^2 x = a \sin \Omega t$, where $t >0$, $\omega \neq \Omega$, $x(0+) = 0 = \dot x(0+)$. It is asked to be done by Fourier ...
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33 views

How to use the 3rd and 4th boundary conditions in this?

I was solving $$ \frac{\partial^2 u}{\partial t^2}=\frac{\partial^2 u}{\partial x^2}$$ All the boundary conditions are as follows:- $$u(0,t)=0 \\ u(\pi ,t)=0 \\ u(x,0)=\sin x \\ u_t(x,0)=x^2$$ ...
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Discrete Fourier Transform DFT

I'm having trouble locating a satisfactory reference on discrete Fourier transform (DFT). I would like to get a clear understanding for 1. DFT over $\mathbb{C}$ and 2. DFT over a finite field ...
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65 views

Why cannot $A\sin\alpha x +B\cos \alpha x$ be zero?

I was going through solving wave equations using fourier and I came across a note saying $A\sin\alpha x +B\cos \alpha x \neq 0$ I believe this applies to $\alpha ,A,B\neq 0$ I was solving $$ ...
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1answer
358 views

Using partial fraction decomposition to find inverse Fourier transform

I've reduced my problem to $H(w) = \dfrac{1}{(1-\frac{1}{4}e^{-jw})(1-\frac{1}{3}e^{-jw})}$. I need its inverse discrete Fourier transform. My thinking is that I could use partial fraction ...
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68 views

What (if any) are the restrictions on the Fourier transform of a function of the form $f(x) = e^{i \phi(x)}$, where $\phi(x)$ is a real function?

Here I'm defining my Fourier transform according to the convention $$ FT\left\{f(x)\right\} = \hat{f}(q) = \int_{-\infty}^{+\infty}dx\, f(x)\, e^{-i q x}\, . $$ My intuition - which may be off - ...
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1answer
75 views

How can I show that one of $m(A)$ or $m(\Bbb{R}\setminus A)$ is zero?

Let $A \subseteq \Bbb{R}$ be Borel measurable, and $T$ a dense subset of $\Bbb{R}$. Suppose for every $t \in T$ that $$m((A+t)\setminus A)=0,$$ where $m$ is the Lebesgue measure. Then I want to show ...
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Fractional Sobolev space on a compact 1-D segment

Fractional Sobolev space $H^s_p(\mathbb R), s>0, 1<p<\infty$ is a space of tempered distributions $f$ that satisfy $F^{-1}((1+|\xi|^2)^{s/2} F(f)) \in L^p(\mathbb R)$. Here, $F$ denotes the ...
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17 views

Help in plotting the Z-transform and Fourier Transform of the following Sequences.

I'm taking Digital Signal Processing class at the moment and while I believe I understand the theory behind the z-transform and fourier transform, in this case DFT and DTFT, I'm stuck as to how to ...
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173 views

Book on applied mathematics/analysis

My Applied Mathematics course covers these subjects: -Calculus of Variations -Laplace Transform -Fourier Analysis -Special Functions -Integral Equations And as an introduction to the subject it has ...
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29 views

twisting rings for FFT

I am implementing an FFT described by Daniel Bernstein in http://cr.yp.to/papers.html#multapps on page 332 (8 in pdf) he states the following: One can multiply in $R[x]/(x^{2n} +1)$ with $(34/3)n ...
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93 views

Negacyclic FFT multiplication

I am using an FFT to multiply polynomials. Because I want the program to be as fast as possible I am leaving away the zero padding. For example, if we want to calculate: $(58 + 37x + 238x^2 + ...
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9 views

Why is there periodicity in the output of Richard Voss' fractional Brownian motion?

I am trying to figure out why the output of fractional Brownian motion (fBm) as described by Richard Voss (Random fractal forgeries. In: Fundamental Algorithms for Computer Graphics, R. A. Earnshaw ...
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29answers
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Different methods to compute $\sum\limits_{k=1}^\infty \frac{1}{k^2}$

As I have heard people did not trust Euler when he first discovered the formula (solution of the Basel problem) $$\zeta(2)=\sum_{k=1}^\infty \frac{1}{k^2}=\frac{\pi^2}{6}.$$ However, Euler was Euler ...
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32 views

Fourier transform problem with symmetric matrix. Related to Gaussian?

Hi everyone I encountered a problem that looks simple enough but I have no idea where to start. Find Fourier transform of $e^{-\langle Ax,x\rangle}$ when $A$ is a positive definite symmetric $n ...
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22 views

Fourier limits integral

I´m trying to set up the limits of the Fourier Integral of this periodic function. My doubt is if the interval is from $-\infty$ to $\infty$ or from $0$ to $\infty$.
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Fourier Transform of derivative a vector function

I am working on the proof of the Fourier Transform of the derivative of a function. I am accompanied by some proof lines but having some issue in one of the integral evaluation. I searched out its ...
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41 views

Exercise 16 in Chapter 5 of Stein and Shakarchi's Real analysis

I'm having trouble with the following problem in Stein's Real Analysis book: Suppose $n$ is the smallest integer $>\frac{d}{2}$. If $$ f \in L^2\mathbb(R^d)$$ and $$(\frac{\partial}{\partial ...
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1answer
91 views

Solution of this definite integral?

I want to find the expression for the following integral $$\int_0^\infty\text{d}x\frac{e^{i k x}}{x}$$ I have tried deriving with respect to $k$, transforming into an integral over the whole real ...
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16 views

Find second moment in (Ito) stochastic differential equation

I'm having a look at a document where a Ito stochastic differential equation is described (to put you in some context, this arises from the equations of motion of a particle embedded in a gas, ...
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3answers
89 views

Integral of $\int_{\mathbb{R}}e^{-\frac{x^{2}}{2}}\left(\cos\left(\pi nx\right)\right)dx$ [duplicate]

I was in need to urgently solve this integral. I already know the result in the closed form, does anybody know how to solve it? \begin{equation} ...
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1answer
36 views

Odd and Even Fourier Series Extension of $f(x)=x$ on $[0,\pi]$

I'm confused on finding the odd and even extensions of $f(x) = x$ on $[0,\pi]$. I know the general forms and how to find the co-efficients, but for the sin series, $f(0)$ =/= $f(\pi)$, so then I only ...
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Why is multiplication in frequency domain equals convolution in time domain? [on hold]

The title says it all in my mind. I do not know what else to add. Instead of simply putting the question on hold, could you be so kind as to actually point out what's missing?
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Fourier distribution $\frac{e^{i|x|}}{|x|}$

I need help to calculate Fourier transform in distribution sense of $\frac{e^{i|x|}}{|x|}$ in $D'(\mathbb{R}^3)$ we have $ \frac{e^{i|x|}}{|x|} \in L^1_{loc}(\mathbb{R}^3)$ edit, Let ...
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Function with both easy to find Fourier and Hermitian coefficient

I'm writing some notes on Spectral theory and I would like to make a simple example finding the generalized fourier coefficient of a function in respect of two different bases. I was thinking about ...
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1answer
25 views

Apply Periodic Boundary to PDE (Fourier Transform)

Use Fourier Transform to solve the BVP: \begin{cases} u_t + a u_x - b u_{xx} = 0, & \mbox{for } x \in [-1,1] \\ u(x,0) = f(x) \\ u(x+2,t) = u(x,t) \end{cases} I solved the problem (attached); ...
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34 views

Fourier coefficients of the Gaussian.

I would need to find the fourier coefficient of this gaussian for a problem. I'm now stuck with this integral, \begin{equation} c_{n}=\int_{-1}^{1}e^{\frac{x^{2}}{2}}\left(\cos\left(\pi ...
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30 views

Fourier transform calculus of tempered distributions

For example I wanted to ask confirmation of this calculation, if $u \in \mathcal{S}'(\mathbb{R}^n)$ then $\widehat{D^\alpha u} =(2\pi i \xi)^\alpha \widehat{u}$. By definition $\langle \varphi , u ...
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1answer
3k views

Fourier transform in cylindrical coordinates

I must implement Fourier transform in cylindrical co-ordinates. Matlab offer fft function. How can I use this function ?
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1answer
2k views

Calculating an integral derived from the convolution of two Fourier transforms

Let $\sigma>0$ , $1<\alpha\leq 2$, and $-1\leq \beta \leq 1$. I am looking for a closed-form solution (or something near) for the following integral. $$\frac{1}{2 \pi } \text{PV}\int_{-\infty ...
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Solving PDE's: Laplace equation on semi-infinite cylinder

Solve Laplace’s equation $\nabla^2$u = 0 inside a semi-infinite cylinder 0 < z, 0 < r < 1 with boundary conditions u(r = 1, $\theta$, z) = $e^{−z}$ and u(r, $\theta$, z = 0) = 0, where (r, ...
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2answers
43 views

Dirac delta function and its property

I am trying to find a formal proof for the following property of Dirac delta function: for any function $f$ : $$\int_{-\infty}^{+\infty} \delta(x)f(x)dx=f(0),$$ where $\delta$ is Dirac delta ...
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2answers
40 views

Question about proof of Fourier transform of derivative

If $f\in L^1(\mathbb{R})$, $f'(x)$ exists and is continuous, and $f'\in L^1(\mathbb{R})$, then $\widehat{f'}(t)=2\pi i \widehat{f}(t)$. I've stated the above theorem from a textbook that I'm ...
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the ideal structure of group $C^*$-algebras

What is the ideal structure of group $C^*$-algebras? Do there exist any books or articles in the field ? If G to be the group of integers $Z$ , then $C^*$($Z$)=C($T$). so because ideal structure of ...
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Source for Space-Time Fourier transform theory

I need to do research on Space-Time Fourier transforms (specifically applications within EM theory). Since the resources for learning this digitally seem to be limited (by my very advanced Google ...
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1answer
643 views

Y-Axis units on FFT graph

A 50Hz sinusoid wave with a voltage range of +/-20V is sampled at 512Hz for 1 second. No bias or phase shift are present. The signal is run through an FFT. The result is one spike at 50Hz on the ...
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37 views

Strichartz Estimate with Fourier Transform

Let $f$ be a Schwartz function. Prove that, whenever $2\le r < \infty,$ $$\| e^{it \Delta} f\|_{L^{3r}(\mathbb{R}^2_{xt})} \le c \| \widehat{f}\|_{r'},$$ Where $1/r + 1/r' = 1.$ My Attempt My ...
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How to get this result of integral?

Statement \begin{equation} \int_{\mathbb R} \exp \left( -2\pi (\frac{x}{\sqrt{2}})^2 \right) \exp\left( -i2 \pi \frac {x}{\sqrt{2}} \cdot f \right) dx = \exp \left( -\pi f^{2} / 2 \right) ...
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23 views

Fourier transform of $H(-t)e^{5t}$

i have to calculate the Fourier transform in the title. My professor says the result is $\frac{1}{5-2\pi i f}$. I start from $H(t)e^{\alpha t}$, and i calculate the transform $H(t)e^{5t}\rightarrow ...
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1answer
16 views

Can you kindly explain me in detail this Fourier transform?

I've this function to transform not using the general formula, but just substituting the known transform (i.e. $\text{rect}(t)\rightarrow \text{sinc}(f)$): $\frac{\sin(6\pi t)}{t}$ I know the ...
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Differential equations and Fourier and Laplace transforms

Why do both the Fourier transform and the Laplace transform appear in the study of differential equations? I've never understood why there are some situations where the Fourier transform is used and ...