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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Deconvolution of sinc function in spectrum calculation in FTS

In Fourier transform spectroscopy (FTS) I am calculating a broadband interferogram (e.m. frequency 190-300 GHz top-hat), then back-retrieving the spectrum by FT. Here in the figure, you can see the ...
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Describing a vector field

I am currently making use of a 2D vector field that I would like to be able to describe and characterize. I thought of a few metrics that I could use, but they seem limited for both a qualitative and ...
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Fourier-Fourier-Chebyshev 3D non-linear Poisson solver in cartesian coordinates

I am studying turbulence and looking into stuff like Kelvin–Helmholtz instability in plasma. My "current closure" equation is in 3D that I am solving is on the form of generalized non-linear ...
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Fast nonuniform DFT works for complex frequencies (damping), more or less. How to improve?

A variety of algorithms for the fast evaluation of the nonuniform DFT is available, both in theory, and in libraries like NFFT3 NUFFT FINUFFT I need to evaluate $a_k=\sum_{j=0}^{m-1} A_j \exp(2\pi i ...
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How do people deal with resized grid steps while numerically integrating using discrete Fourier Transform?

I am trying to simulate light propagation on python using FFT following the Fresnel diffraction equation given on Wikipedia: The problem with this is that the output matrix from the DFT would be ...
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71 views

Fourier integral over elements

Suppose I have a triangular element with vertices ${\vec{r_1},...,\vec{r_3}}$ and a function $f(\vec{r})$. I want to calculate the fourier integral over this triangle such that: $$F(k_x,k_y)=\int \int ...
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141 views

Why do problems arise in FFT for smaller value of df in Python?

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-1 votes
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172 views

How to obtain the exact value of wavelength from a 2D FFT amplitude vs wavenumber plot like it is obtainable from 1D FFT amplitude vs wavenumber plot?

I have a two dimensional multi modal spatial signal generated from a MATLAB code using sinusoidal functions of different wave numbers, amplitudes and phases. What I want to know is that if I have the ...
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3 votes
2 answers
652 views

Solving numerically the 1D Kuramoto-Sivashinsky Equation using spectral methods

Lately, I've been trying to solve numerically the 1D Kuramoto-Sivashinsky Equation using spectral methods. Let $\nu$ be the viscosity and $[0,L]$ the domain. The 1D equation is, $$ u_t + uu_x + u_{xx} ...
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1 vote
1 answer
3k views

Understanding why scipy.fft.fft (fast Fourier transform) doesn't work as expected

I write the following fast Fourier transform code into my Python notebook expecting to see a plot wherein there's a spike at $1/2\pi$ since that's the frequency of the sin function, but instead I get ...
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3 votes
1 answer
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Cauchy Lorentzian simulation on FFT with oscillation

Recently I do simulation on Lorentzian Function with FFT Lorentzian Function is 2a/(x**2+a**2) ...
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Adaptive quadrature methods for Fourier Optics

In Fourier Optics one often needs to compute approximations to bivariate integrals like $$ \int_{-\frac{l}{2}}^{\frac{l}{2}}\int_{-\frac{l}{2}}^{\frac{l}{2}} {\rm e}^{i\phi(\xi,\eta)}\mathrm{exp}\left[...
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232 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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1 vote
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130 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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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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69 views

How do I calculate the amplitude after a 2D r2c transform using FFTW?

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2 votes
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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 ...
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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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2 votes
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Normalising DFTs Correctly

I have been playing around with convolutions in scipy's signal package: ...
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1 vote
1 answer
70 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 $|u(k)|=\sqrt{2E(k)}$. ...
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3 votes
1 answer
172 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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72 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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1 vote
2 answers
622 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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1 vote
1 answer
105 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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1 answer
146 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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1 vote
1 answer
795 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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2 votes
1 answer
501 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 ...
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3 votes
2 answers
747 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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3 answers
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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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346 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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2 votes
1 answer
99 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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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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5 votes
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122 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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4 votes
2 answers
2k 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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210 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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1 vote
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105 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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6 votes
1 answer
213 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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2 votes
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140 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. ...
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2 votes
2 answers
250 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 ...
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1 vote
1 answer
96 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 ...
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2 votes
1 answer
813 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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1 vote
0 answers
58 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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4 votes
1 answer
979 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 ...
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3 votes
0 answers
64 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 ...
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2 votes
2 answers
867 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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1 vote
0 answers
56 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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3 votes
1 answer
994 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=\...
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1 vote
1 answer
73 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 = ...
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3 votes
2 answers
2k 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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