# Questions tagged [fourier-analysis]

Questions on the computational aspects of Fourier analysis, including the various applications of the fast Fourier transform (FFT).

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### Scale of x-axis for Fourier transform

Consider a function $f(t)$ and its Fourier transform $F(\omega)$. The amplitude of the Fourier transform $F(\omega)$ depends on the frequency $\omega$ and thus also depends on the scale of the $t$-...
110 views

### Galerkin method for heat equation

I'm working out the Galerkin method for the heat equation $$\frac{\partial u}{\partial t} - \frac{\partial^2 u}{\partial x^2} = 0$$ subject to $u(0,t)=0,u_x(1,t)=v(t)$. I want to use a Fourier basis ...
87 views

### Poisson equation with FFT and normalization

I'm trying to understand how to solve Poisson equation with FFT. Say, if we have the simplest periodic example $$u_{xx}=-4\pi\cos(x)$$ The solution then should be $$u=4\pi\cos(x)$$ I really get ...
47 views

### Why am I not getting the flat phase when Fourier-transform a Fourier-limited Gaussian pulse?

I have been trying to obtain a spectrum and a spectral phase of a Gaussian pulse using the Fast Fourier Transform provided with numpy library in Python. Here are ...
33 views

### Is the given equation for Fractional Fourier Transform wrong?

In order to compute $$\hat{f}_k = \sum_{m = 0}^{M - 1} e^{-2\pi i k m \theta} f_m, \ \ k = 0, ..., M - 1$$ for any $\theta$, my book states that this can be done using fractional Fourier transform ...
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### How to use RODFT00 and REDFT00

I have some difficulty in implementing RODFT00 and REDFT00. I want to use them for fluid simulations. I would really appreciate ...
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### Fast approximate evaluation of Fourier-Legendre series

Suppose I know that a function from $[0,\pi] \to \mathbb{R}$ may be written as $$\sum_{k=0}^\infty A_l \frac{2l+1}{4\pi} P_l(r)$$ where $A_l$ all are known. Is there a way in which I may very ...
86 views

### How to use discrete cosine and discrete sine transforms in fftw

I work on fluid-related simulations. I have used FFT for fluid simulation. I want to use discrete cosine transform (DCT) and discrete sine transform (DST) to transform my velocity field to wavenumbers....
18 views

### Normalising DFTs Correctly

I have been playing around with convolutions in scipy's signal package: ...
52 views

### Obtain velocity from imposed energy spectrum using the inverse FFT

I am trying to obtain the spatial representation of $u(x)$ (e.g. velocity) from its energy spectrum $E(k)=k^4\exp(-(k/k_0)^2)$, which is given in the frequency domain, provided $|u(k)|=\sqrt{2E(k)}$. ...
98 views

### Calculating the Convolution Using DFT (FFT)

I have the following convolution as part of a numerical simulation. $$T(r)=\int \mathrm{d}^3r_2\, p(r_2)f(r_2)\alpha(r-r_2)\, .$$ My problem is that the analytical expressions for $f$ and $p$ do ...
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### FFT solver for the Poisson problem with Dirichlet boundary conditions

I am trying to solve the Poisson problem with Dirichlet boundary condition in 1D: \begin{equation} \begin{array}{rcl} - \mu \Delta u & = & f~in~[0,1], \\ u(0) & = & 0, \\ u(1) & = ...
252 views

### Incorporating a potential barrier in a wave-packet simulation (Fourier Transform method)

I'm trying to simulate the scattering of a wave-packet at a potential barrier in Python. I'm using a Fourier Transform method (not sure if its the same as the Split-Step method), where I apply Fourier ...
393 views

### Generate high n quantum harmonic oscillator states numerically

How can I generate the higher $n$ quantum harmonic oscillator wavefunction (in position space) numerically? Here, higher means around $n=500$, or say $n=2000$, where $n$ is the $n$th oscillator ...
76 views

### Rudin lecture — if f(x) is not integrable on some interval, does it not have a Fourier Series expansion on that interval?

I found an old lecture on YouTube given by Walter Rudin (1990, in Wisconsin), and towards the beginning he mentions that if $f(x)$ were not integrable, on some interval, it would be obvious that it ...
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### Precision not improving by decreasing step-size in nonlinear Schrödinger

I tried to simulate soliton propagation by solving the nonlinear Schrödinger equation using the split-step Fourier method. The following is an example of the Matlab code copied from a textbook. ...
218 views

### von Neumann stability analysis for spatial variable flux

Can we use the von Neumann stability analysis to investigate the stability of the discrete form of the following problem? $$u_t+\frac{\partial(x^2u)}{\partial x}=S(u,x)\ .$$ Please give some hint ...
77 views

### fft with non uneven spacing between the value of the signal

I am trying to implement in C or C++ a solution for a fft and Ifft when the signal values are not obtained at a constant rate, making it having a desviation between the values and the periodic ones. I ...
410 views

### 1-D turbulent energy spectra in homogeneous direction (non-isotropic)

I am trying to compute the one-dimensional energy spectra for my channel-flow simulation. I have already written a post-processing script to achieve this; however, I need to validate my code before ...
49 views

### Perfect filtering of high frequencies in 2D FFT (Multidimensional 2/3 Rule)

Let $u_n$ be an array containing discrete values of the function $u(x,y)$. Performing a 2D FFT to this array we obtain $\hat{u_n}$ representing the values of $\hat{u}(k_x,k_y)$. I would like to ...
775 views

### Von Neumann stability analysis with a constant term

I have a question concerning the von Neumann stability analysis of finite difference approximations of PDEs. There seem to be a wealth of online source explaining the application of this stability ...
61 views

### How to do numerical computation of $L^p$ norm of a $p$ dimensional trigonometric polynomial

Id like to know methods for numerical computation of $L^2$ norm of a two dimensional trigonometric polynomial. I have the coefficients. If I want to compute the L^1 norm, I can do so by sampling in ...
698 views

### MATLAB FFT Differentiation

I am trying to implement the Laplacian operator using Fourier Transform differentiation (https://en.wikibooks.org/wiki/Parallel_Spectral_Numerical_Methods/...
53 views

### Can convolution be generalized to 2D from several 1D convolutions?

I have a function $\mu(x)$ that I need to convolve with several functions $\nu_n(x)$. I'm currently taking the DFT of $\mu$ and multiplying it individually with the N DFTs of the functions $\nu_n$ and ...
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### Fourier transform by FFT : by using cubic splines to interpolate between data points, do we change the frequency content of the Fourier transform?

I have a data file with some points equally spaced. These represent some function. I have to calculate the Fourier transform of this set of points. The thing is, I'm tempted to take a cubic spline of ...
88 views

### 0 Hz (quite sharp) peak in FFT and division by 0

In a previous question, link, I asked about how I could most effectively do a Fourier Transform of a radial function given at certain values and which we knew the asymptotical behaviour of. The ...
338 views

### How to calculate efficiently and accurately the Fourier transform of a radial function in Fortran

As my question states, I want to calculate the Fourier transform $F(q)$ of a radial function $f(r)$ (defined on $[0,\infty)$ and which decays like an exponential $\exp(-Ar+b)$ at large $r$) as ...
79 views

### Spherical Harmonics: band-limited representations of a vector field on a sphere

I have used pyShtools in the past to expand scalar functions to spherical harmonics and to synthesize band-limited representations of them. However, I am not too sure how to achieve this for a vector ...
429 views

### Convolution of two real functions using discrete Fourier transform (FFT): zero-padding and normalization

I want to obtain the convolution of two discretized real functions $f$ and $g$, $$c(t) = \int_{-\infty}^{+\infty} \mathrm{d}{x} \, f(x) \, g(t-x) \tag{1}$$ via discrete Fourier transform (DFT). As ...
758 views

### How do I solve Laplace's equation in 2D using spectral methods?

I want to solve the 2D Laplace's equation: $$\frac{\partial^2 T}{\partial x^2 } + \frac{\partial^2 T}{\partial y^2 } = 0$$ with boundary conditions: T(x=0)=T(x=1)=T(y=1)=0 and T(y=0)=1 on a ...
37 views

### Finding errors in frequency from a Fast Fourier Transform from Gaussian fitting

I took a FFT of sound in a box generated by a frequency sweep over a range of frequencies, and have an array of frequencies and their corresponding FFT amplitudes. According to models for the ...
340 views

### How do I avoid divide-by-zero when solving the Poisson equation with Fourier transforms?

I wanted to try to implement part of the method in the following article using Fourier transforms. http://www.shodor.org/media/content/jocse/student_submissions/nocito2010/nocito2010_pdf Right now I ...
779 views

### Numerically computing the advection equation

I am trying to write a program to compute the advection equation. $$u_t +u_x = 0$$ I use the spectral method for the spatial derivative $u_x$ and the leapfrog method for the time derivative $u_t$. ...
Assuming I have a length-$n$ real vector $x$ and have already computed its Fourier transform $\hat x$ (in time $O(n\log n)$), I would like to compute the Fourier transform of $y = x + \delta x$, where ...