Questions tagged [fourier-transform]

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347 views

Power spectrum incorrectly yielding negative values

I have a real signal in time given by: And I am simply trying to compute its power spectrum, which is the Fourier transform of the autocorrelation of the signal, and is also a purely real and ...
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
109 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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1answer
2k views

Fast(er) computation of dot product of two convolutions?

Let $a,b,c,d\in\mathbb{R}^n$. Is it possible to compute $$\langle a*b,c*d\rangle$$ faster than 6 FFTs? I can do it with 6 FFTs by doing normal convolutions, 3 FFTs each. In my application I know $b, ...
3
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2answers
368 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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2answers
289 views

Generating initial velocity field

I am trying to generate initial velocity field which satisfies incompressible flows condition. To formulate this I am using Rogallo's procedure formulation which is given by $$ \tilde{u}(k) = \frac{\...
1
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0answers
82 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 ...
3
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1answer
302 views

MPI support for discrete Fourier transform (DFT) in Python

I am looking for a discrete Fourier transform (DFT) library that can be run with MPI on Python. Usually, in other languages (C, Fortran) FFTW is used. There's a Python wrapper for FFTW called pyFFTW, ...
2
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1answer
156 views

Approximating improper integral with FFT

In d'Halluin et al. (2005) (http://imajna.oxfordjournals.org/content/25/1/87.short) the authors claim that the correlation integral $$ I(x) = \int_{-\infty}^{\infty} V(x+y) f(y) dy $$ can be ...
2
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0answers
214 views

Solving a 3D (almost radial) convolution with FFT

I have a 3D integral that is almost a radial convolution of the form $$ \int d^{3}k'h(\mathbf{k'})g(|\mathbf{k-k'}|) $$ and I am looking for a fast and efficient algorithm (e.g. FFT) to solve it ...
2
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3answers
216 views

Amplitude at a given frequency in a wide band signal

Could anyone suggest the most computationally efficient method for finding amplitude at a given frequency having a noisy wide band signal. To be more specific about a task. I have some physical ...
6
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2answers
14k views

C++ libraries for Fast Fourier Transform in high precision

I am looking for a C++ library for Fast Fourier Transform (FFT) in high precision (e.g., using high precision real data types similar to mpfr_t in MPFR or ...
2
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1answer
419 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
861 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 $u_t$. ...
4
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1answer
738 views

Help with Fourier beam propagation method

I am working on implementing the Fourier beam propagation method in C++. I am really more of a programmer than a physicist but I think I have a good understanding of what I am trying to do. Here is ...
3
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0answers
332 views

How to obtain values in physical space for a given spectrum?

My question falls under purview of turbulent flows. I want to add an initial perturbation, for which I have a given energy spectrum (say$ E(k)=ak^4e^{-bk^2} $). The steps involved in getting these ...
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0answers
602 views

3D plot from Fourier coefficients in Matlab

I would like to construct a surface on a 2D mesh, given a set of Fourier coefficients for the original function $V(x,y)$. Given some $\mathbb{K}\subset \mathbb{Z}^2$ I have a partial double sum of a ...
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1answer
863 views

Understanding and implementing the Fast Fourier Transform

I need to write the fast fourier transform in C++ and I am referring to this formula from wikipedia: But for some reason I am not getting the correct output when I simply enter (1,1) (1,1) (1,1) (1,...
3
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1answer
62 views

Hankel transform with high accuracy

Short version I'm computing the zero-order Hankel transform of a function $f(r)$, $$F(k) = \int_0^\infty f(r)J_0(kr)r\,\mathrm{d}r$$ I know $f(r_n)$ at selected $r_n$ but it is impractical to compute ...
2
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0answers
44 views

Constructing 2 fold oversampled cosine basis in MATLAB

So I'm trying to construct a 2 fold oversampled cosine basis in MATLAB. I know how to construct the basis as a square matrix using the following command: ...
3
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1answer
184 views

How to get Fourier transform of Fisher-Kolmogorov?

How can I use Fourier Transform to solve Fisher-Kolmogorov Equation in 1D? \begin{equation} u_t(x,t) = u_{xx}(t) + u(1-u) \end{equation} \begin{equation} u(0,x) = \phi(x) \end{equation} with ...
3
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1answer
757 views

My calculated laser pulse duration is too large. Where am I wrong?

I am currently writing a small Python script to estimate the pulse duration from the optical spectrum. At the end, the idea is to observe the effects of the spectral phase on the pulse duration and ...
2
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1answer
645 views

FFT on non-orthogonal lattice ( for computing convolutions and solving PDEs )

I saw many examples of application of FFT for computation of convolutions and solving PDEs ( like Poisson equation ). It is very strightforward and efficient if I work with rectangular (orthogonal) ...
3
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1answer
267 views

precision loss in non-trigonometric, periodic functions using FFTW and NaNs after marching forward in time (Fortran)

I have developed a pseudospectral solver of the Navier-Stokes equations using FFTW. I tested my formulation of right hand sides (RHS) of the NS equations against standard trigonometric functions (...
2
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0answers
662 views

Fast Forward Laplace transform

There are examples for fast numerical inversion of the Laplace transforms. For example here: http://www.mathworks.com/matlabcentral/fileexchange/32824-numerical-inversion-of-laplace-transforms-in-...
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1answer
55 views

Particle mesh Ewald: recommended splitting into short and long range

Particle mesh Ewald method for acceleration of solving pairwise interaction by long range forces (electrostatic, gravitational ... ) seem to be very general and easy to implement. The basic principle ...
1
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0answers
236 views

Am I using the incorrect implementation of the fast Chebyshev transform?

I was told that the fast Chebyshev transform has superior spectral convergence, but I am unable to verify its rumored convergence. I was given plots of its spectral convergence, where the signal's ...
3
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1answer
765 views

FFT convolution vs direct convolution

Recently I tried to compare results for 1D direct convolution and convolution via FFT. I expected to get absolutely the same result, however I faced with a problem that results are different, ...
1
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1answer
87 views

Coordinate transformations and analytic form of non-uniformly gridded fourier transform

My question concerns coordinate maps and non-equally spaced fourier transforms. I have dependent variables $(X(\xi),Y(\xi))$, where $\xi\in(0,2\pi)$. In general, $Y$ is assumed even and expanded as a ...
0
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1answer
982 views

Scaling factor of the inverse Fourier Transform (for convolution purposes)

I have a certain 2-D function. More properly, I have not the function itself, but the matrices $[X,Y,Z]$, where $X,Y$ are $1\times n$, and $Z$ is $n \times n$. Now, I want to calculate a a new matrix,...
0
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1answer
236 views

Diagonalize a circulant-plus-rank-one matrix

Suppose $A=uv^T$ where $u$ and $v$ are non-zero column vectors in $\mathbb{R}^n, n\geq 3$. $\lambda=0$ is an eigenvalue of $A$ since $A$ is not of full rank. $\lambda=v^Tu$ is also an eigenvalue of $A$...
4
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1answer
609 views

Two approaches to solving diffusion equation in Fourier space

I want to numerically solve the diffusion equation $\partial_t u = D \partial_x^2 u$ in Fourier space, and can think of multiple ways to do it. Setup Option 1 Differentiating $u$ twice in Fourier ...
2
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1answer
681 views

Calculating high-order derivatives using FFT in Matlab

I'm trying to calculate the derivative of a function using FFT in Matlab. I've coded the following function to calculate it: ...
1
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1answer
201 views

How to do Fast Fourier transform (FFT) for singular functions?

I want to do a 3-dimensional FFT on this function $\frac{\cos (x) \cos (y) \cos (z)-\sin (x) \sin (y) \sin (z)}{\left((1.0001+\sin (y)+\cos (z))^2+(0.0001+\cos (x)+\sin (z))^2+(0.0001+\sin (x)+\cos (y)...
7
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2answers
9k views

Least Squares and Fourier Series

I have a little bit of problem figuring out the relation between Fourier series and Least Squares. As far as I understand, LS is a way of minimizing the quadratic error between a measured value $y_i$ ...
1
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3answers
210 views

Fast way to compute integral of type $\int dx f(x) \cos(n \pi x)$ in SciPy

I have an integral of the form $$ I(n) = \int_0^1 dx f(x) \cos(n \pi x) , $$ where $n$ is an integer. In other words, I calculate the cosine Fourier coefficients of function $f$, which is real and ...
5
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2answers
2k views

Fourier Transform of function in Spherical Harmonics

I have a function $f(r,\theta,\phi)$ which I am expressing in terms of spherical harmonics $$ f(r,\theta,\phi) = \sum_{l=0}^{\infty} \sum_{m=-l}^{l} g_{l,m}(r) d_{l,m}(\theta,\phi) $$ where $d_{l,m}$...
10
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5answers
3k views

Fourier pseudo-spectral method and numerical dissipation

Performing a direct numerical simulation of isotropic turbulence with Fourier pseudo-spectral method (Orzag & Patterson, PRL, 1972) using FFT. For a background of the method, which is widely used ...

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