Fourier Series & Fourier Transforms
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1 Fourier Series & Fourier Transforms 19th October 003 Synopsis ecture 1 : Review of trigonometric identities Fourier Series Analysing the square wave ecture : The Fourier Transform Transforms of some common functions ecture 3: Applications in chemistry FTIR Crystallography Bibliography 1. The Chemistry Maths Book Chapter 15, Erich Steiner, OUP,
2 Introduction Chemistry often involves the measurement of properties which are the aggregate of many fundamental processes. A variety of techniques have been developed for extracting information about these underlying processes. Fourier analysis is one of the most important and is very widely used - eg: in crystallography, X-ray adsorbtion spectroscopy, NMR, vibrational spectroscopy FTIR etc.. As it involves decomposition of functions into partial waves it also appears in many quantum mechanical calculations. A ittle Trigonometry You will need to be able to manipulate sin and cos in order to understand Fourier analysis - a good understanding of the UK's A-level Pure Maths syllabus is sucient. Here is a brief reminder of some important properties. Units angles are typically measured in radians: o is equivalent to 0 π radians Cos and sin curves look like this:
3 Both sinx and cosx are periodic on the interval π and integrate to 0 over a full period, ie: Wavelength cos x dx = sin x dx = 0 It should be clear that sinx repeats on the interval 0 π and sin3x on the interval 0 π/3 etc. In general sinnx and cosnx repeat on the interval 0 π/n. The repeat distance is the wavelength λ and so in general, λ = π/n. The discrete family of functions sinnx, cosnx are all said to be commensurate with the period π- that is, they all have wavelengths which divide exactly into π. The function sinkx for some real number k has an arbitrary wavelength λ = π/k. k is usually referred to as the wavevector. Note: A simple Mathermatica notebook, trig_1.nb, is provided with the course and can be used to play with sin and cos functions. Fourier Series The idea of a Fourier series is that any reasonable function, fx, that is periodic on the interval π ie: fx + πn = fx for all n can be decomposed into contributions from sinnx and cosnx. The general Fourier series may be written as: fx = a 0 + a 1 cos x + a cos x + a 3 cos 3x a n cos nx + b 1 sin x + b sin x + b 3 sin 3x b n sin nx 1 Note: 1. cos nx and sin nx are periodic on the interval π for any integer n.. The a n and b n coecients measure the strength of contribution from each harmonic. Orthogonality The functions cos nx and sin nx can be used in this way because they satisfy the following orthogonality conditions: 3
4 cos mx sin nx dx = 0 for all m, n cos mx cos nx dx = 0 m n = π m = n = 0 = π m = n > 0 sin mx sin nx dx = 0 m n = π m = n > 0 Note that the integrals only need to extend from to +π or any other period of π as the functions simply repeat outside this range. These conditions can be proved quite readily but it is relatively easy to see why they are true graphically. cosmx sinnx? This is obvious! if you plot cosx and sinx. sinmx sinnx n m? It is easier to see why it is true by picking a special case; say the integral of sinx sinx and plotting. The symmetry of the plot makes it clear that an integral of this function over any period of π will yield 0. Is it obvious that this will be true for all cases when n m? Also for the case cosmxcosnx? Can you prove it in the general case? Note: A simple Mathermatica notebook, trig_1.nb, is provided with the course and can be used to play with these products and integrals. cosmx cosmx - ie: the case when n = m cos mx dx = cos mx dx = 1 [ x + ] π sin mx = π m 4
5 Finding the coecients As was shown in the lecture the orthogonality conditions allow us to pick o values for all of the coecients. Multiplying the whole Fourier series by 1, cos nxor sin nx and integrating over a complete period leads to terms which are zero apart from one which corresponds to the coecient a 0, a n or b n respectively, that is: a 0 = 1 π a n = 1 π b n = 1 π f x dx f x cos nx dx f x sin nx dx If fx is well behaved we can perform these integrals and obtain the Fourier decomposition of fx. Note: Well behaved in this context means that the function obeys the Dirichlet conditions. An Example Consider the square wave: fx = 1 0 x < π = 0 x < 0 fx = fx + π This appears to be a dicult case - the rather angular square wave does not look as if it will be readily expanded in terms of sine and cosine functions. The coecients in the expansion can be determined from the formulae given above. a 0 is determined by: 5
6 a 0 = 1 π fxdx = 1 π 0 1 dx = 1 π π = 1 where the restriction of the integral to the region 0 π is simply because fx is zero in the region 0. Similarly: a n = 1 π 0 1 cos nx dx = 0 just draw cos xto see that its integral from 0 π is zero, so For the b coecients we have, a n = 0 for all n but, b n = 1 1 sin nx dx π 0 = 1 [ ] π cosnx π n 0 = 1 1 cos nπ nπ so, cos nπ = +1 n even = 1 n odd b n = 0 n even nπ n odd having determined all of the coecients we can write the series for fx as: fx = 1 + π sin 3x sin 5x sin x The sum continues to an innite number of terms. We can see how it converges to the square wave by plotting the truncated sum containing a nite number of terms - lets call the sum containing n-trigonometric terms f n x then f 0 x = 1 is just the average value of the square wave. f 1 x = 1 + π sin x is plotted below 6
7 which is the best approximation that can be made using just a constant and a sine wave - not great. f x = 1 + π sin x + 3π sin3x looks like this: which is beginning to look more like a square well. The weight in each contribution is falling and with each additional term the ne detail of the square wave is being rened. Including 50 terms, f 50 x, we get 7
8 which is a pretty decent approximation to the original square wave. Note that the little spikes at the edge of the square wave are present even after including many hundreds of terms although they become ner and ner they are a consequence of trying to describe a discontinuous step function with smooth sine waves this was noticed and studied by the mathematician JW Gibbs in the late 1890's. A more compact notation In many applications you will nd that a more compact notation is used for the Fourier series. Using the identity We can write; e iθ = cos θ + i sin θ cos θ = 1 e iθ + e iθ sin θ = 1 i e iθ e iθ Using these relations we can rewrite the Fourier series, equation 1, in the more compact exponential notation; fx = a a i e inx + e inx + 1 b i e inx + e inx i n=1 which can be rearranged as; fx = c n e inx n= 8 n=1
9 In the exponential notation the orthogonality conditions are; e imx e inx dx = π if m = n and so the coecients given by c n = 1 π e inx fxdx The original and compact notations are equivalent and the c n coecients are therefore directly related to a n and b n c 0 = 1 a 0 c n = 1 a n b n c n = 1 a n + b n This more compact notation is used in almost all applications. Fourier Transforms Functions of arbitrary periodicity The discussion of Fourier Series above dealt with functions periodic on the interval π ie: fx + πn = fx for all n. This can be generalised to functions periodic on any interval. Functions with a periodicity of ie: fx + n = fx for all n can be decomposed into contributions from from sin n πx and cos n πx which are periodic on the period. The Fourier series may then be written as: fx = a 0 πx + a 1 cos πx + b 1 sin + a cos + b sin πx πx + a 3 cos + b 3 sin 3 πx 3 πx a n cos b n sin n πx n πx or fx = a 0 + or, in the exponential notation, n=1 a n cos fx = n= 9 n πx + b n sin πx in c n e n πx
10 c n = 1 + πx in e fxdx Note: The limits of integration cover a single period of the function which is not rather than π. This allows a function of arbitrary period to be analysed. Nonperiodic functions Fourier series are applicable only to periodic functions but non-periodic functions can also be decomposed into Fourier components - this process is called a Fourier Transform. Imagine a function that is of a nite extent that is much less than the periodicity,, as pictured below, If becomes very large tends to innity then we will have an isolated, aperiodic, function. We will use this limiting process to develop the equations for the Fourier Transform from the Fourier Series. Consider the Fourier Series for this function; fx = n= πx in c n e Consider the limit in which becomes very large. If we dene; then fx = k n = nπ n= c n e iknx and it is clear that for very large the sum contains a very large number of waves with wavevector k n and that each succesive wave diers from the last by a tiny change in wavevector or if you prefer, wavelength, k = k n+1 k n = π 10
11 As was shown in the lecture, in the limit of large k becomes a continuous variable, the discrete coecients, c n, become a continuous function of k, c kand the summation can be replaced by an integral and, fx = 1 π ck = + + cke ikx dk fxe ikx dx These pair of equations are very often rescaled by substituting ck = πck to obtain; fx = ck = 1 + cke ikx dk π 1 + fxe ikx dx π The functions f and c are called a Fourier transform pair - c is the Fourier transform of f and f is the inverse transform of c. 11
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