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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1answer
72 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 ...
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0answers
80 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 ...
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42 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 ...
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0answers
32 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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19 views

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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0answers
27 views
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0answers
27 views

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 ...
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0answers
71 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....
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0answers
18 views

Normalising DFTs Correctly

I have been playing around with convolutions in scipy's signal package: ...
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1answer
49 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 $|u(k)|=\sqrt{2E(k)}$. ...
3
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1answer
93 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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0answers
38 views

Pseudospectral method for Rayleigh-Benard with constant temperature gradient

$$ \nabla\cdot \mathbf{u} = 0 \\ \frac{\partial \mathbf{u}}{\partial t}+\left(\mathbf{u}\cdot \nabla\right)\mathbf{u} = -\nabla p+\nu\nabla^2\mathbf{u}+\alpha g\theta\mathbf{e}_z\\ \frac{\partial\...
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2answers
241 views

Numpy FFT gives me a pulse shorter than it should be. Not sure what I am doing wrong

I've created a code (Python, numpy) that defines an ultrashort laser pulse in the frequency domain (pulse duration should be 4 fs), but when I perform the Fourier Transform using DFT, my pulse in the ...
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1answer
59 views

Demagnetizing field using scalar potential method

I want to calculate the stray magnetic field from a ferromagnet using the scalar potential method (1). The problem consists of a ferromagnetic cuboid divided into small cuboidal cells in which the ...
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1answer
52 views

Specifying mesh spacing for DFT in numpy

I was testing the .fft package of numpy 1.16.1 in Python 3.7.2. In particular I was trying to verify that the transform resembles the analytical one for: $$f(x) = \mathrm{exp}\left[-\left(\frac{x-5}{2}...
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1answer
244 views

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) & = ...
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1answer
227 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 ...
3
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2answers
338 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 ...
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3answers
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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0answers
155 views

What does the Jackson Kernel measure?

A certain filter I'm writing uses two different kernels. The Fejer kernel (which is common) and the Jackson kernel: $$ \Delta_T(x) = T \,\left( \frac{\sin \pi T x}{\pi T x}\right)^2 \quad\text{and}...
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0answers
53 views

FFTW on subarray with MPI

With the guru interfaces of FFTW, I can apply transforms only to parts of a multidimensional array by modifying the fftw_iodim ...
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0answers
35 views

How to numerically transform a 2D Fourier spectrum with arbitrary frequency shift to center frequency?

Suppose $F(u,v)$ is the center frequency Fourier representation of some $f(x,y)$ in 2D. $$ f(x,y)=\int\limits_{-\infty}^{\infty}\int\limits_{-\infty}^{\infty}F(u,v)e^{2\pi i (xu+yv)}dudv $$ In ...
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80 views

Discrete sine and cosine transform for mixed derivatives

Using sine and cosine transforms to solve Poisson's equation with Dirichlet boundary conditions seem quite standard nowadays (see, e.g., here or Table 2 in this paper). In the case of Poisson's ...
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2answers
559 views

Error propagation through an FFT

If I take the Fourier transform of data $x \pm \sigma$, is there a standard approach to what the error in the outputs will be? Would the best way be a direct evaluation of the upper and lower bounds?
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0answers
125 views

Fourier transform spherical system

I need to take the Fourier transform of a 3D function $h(r)=h(|r|)$ so that I can invert a convolution problem. What is the best way to do this with Python? I know the the FT is equivalent to a sine ...
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0answers
94 views

Code for solving the heat equation on the semi-infinite rod

Cross posted in mathematica.SE. Question : I want to test the solution which is given below is right by Matlab/Maple/Mathematica. Please look the post in mathstackexhange or Please look below. ...
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1answer
178 views

Fourier characteristics of repeated numerical derivative

Background I am trying to analyse fourier characteristics of a derivative. For example if I have a first order derivative approximated as following: $$\frac{\partial \Psi(x)}{\partial x} = \frac{\...
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0answers
105 views

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. ...
2
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2answers
214 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 ...
1
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1answer
76 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 ...
2
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1answer
371 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 ...
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0answers
48 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 ...
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1answer
745 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 ...
3
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0answers
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 ...
2
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2answers
680 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/...
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0answers
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 ...
3
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1answer
598 views

Split operator method

I am new to the field of computational physics and have a couple of questions regarding solving the non-linear Schrödinger equation using Operator splitting. 1) If the hamiltonian is of the form $H=\...
1
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1answer
64 views

nodal lines of wave-function $\psi(x,y) = \sin 12x \sin y + (1 + \epsilon) \sin x \sin 12y$

I am trying to reproduce this figure of nodal lines of a wavefunction from this work of Berry $$\psi = \sin 2r\,x \sin y + (1 + \epsilon) \sin x \sin 2r\,y$$ Here the image. The first is $\epsilon = ...
3
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2answers
1k views

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 ...
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1answer
86 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 ...
3
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2answers
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 ...
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0answers
77 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 ...
1
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1answer
382 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 ...
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1answer
724 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 ...
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0answers
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 ...
2
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1answer
321 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 ...
2
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1answer
764 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 $u_t$. ...
2
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0answers
77 views

Does there exist a Fourier transform algorithm for perturbed data?

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 ...
6
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1answer
274 views

Does this Algorithm (probably Fourier like) Exist for 2D Shapes? [closed]

Update: Someone changed the title to this post to a possible answer ("Fourier decomposition of parametric shapes") but I changed it to a different title as that makes it clear what I was asking. As I ...
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2answers
1k views

Fourier techniques and periodic boundary conditions

Could somebody explain to me why periodic boundary conditions are automatically satisfied if you solve your problem assuming a Fourier series? So, if we assume a Fourier series for our solution, we ...