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What Is the Fourier Transform?

quantamagazine.org

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Re: What Is the Fourier Transform?

#91
Fourier's fundamental discovery was that the most natural building blocks for periodic functions are complex exponentials. These in turn were based on Euler's identity, linking complex exponentials to sines and cosines, and which is algebraic (easy to differentiate, integrate, manipulate) and also encodes rotations and waves. So, a good reason to study complex analysis and include it in the engineering maths program.

This setup then allowed Fourier to take the limit of the Fourier series using a complex exponential expression. But keep in mind, this is all in the context of 19th century determinisitic thinking(see Fourier's analysis of the heat equation 1807, and Maxwell's treatise on 'Theory of Heat' c. 1870s), and it ran into real-world limits in the late 19th century, first with Poincare and later with sensitive dependence on initial conditions. . Poincare showed that just because you have a deterministic system, you don't automatically get predictability. Regardless this Fourier transform mathematical approach worked well in astronomy (at least at solar-system scale) because the underlying system really was at least quasiperiodic - essentially this led to prediction of new planets like Neptune.

But what if you apply Fourier transform analytics to data that is essentially chaotic? This applies to certain aspect of climate science too, eg, efforts to predict the next big El Nino based on the historical record - since the underlying system is significantly chaotic, not strictly harmonic, prediction is poor (tides in contrast are predictable as they are mostly harmonic). How to treat such systems is an ongoing question, but Fourier transforms aren't abandoned, more like modified.

Also, the time-energy quantum mechanics relation is interesting though not really a pure QM uncertainty principle, more like a classical example of a Fourier bandwidth relation, squeeze it on one axis and it spreads out on the other - a nice quote on this is "nothing that lives only for a while can be monochromatic in energy." Which sort of leads on to virtual particles and quantum tunneling. (which places a size limit of about 1 nm on chip circuitry).

The bottom line is that if you're applying elegant and complex mathematical treatments to real-world physical problems, don't forget that nature doesn't necessarily follow in the footsteps of your mathemetical model.

Re: What Is the Fourier Transform?

#92

Earlier quoted context omitted.

As mentioned by other commenters, a reason for the FT's dominance in particular is because sine, cosine, and complex exponentials are the eigenfunctions of the derivative operator. Since so many real-world systems are governed by differential equations, the Fourier Transform becomes a natural lens to analyze these systems. Sound waves are one (of many) examples. And there's another good reason why so many real-world…

The question is why "so many real-world systems are governed by differential equations" and "so many real-world systems involve periodic motion". Well, stable systems are can either be stationary or oscillatory. If the world didn't contain so many stable systems, or equivalently if the laws of physics didn't allow so, then likely life would not have existed. All life is complex chemical structures, and they require s…

That first question is a tautology. It’s like asking “Why is a screwdriver so perfect for turning screws?”

We have discovered a method (calculus) to mathematcally describe continuous functions of various sorts and within calculus there is a particular toolbox (differential and partial differential equations) we have built to mathematically describe systems that are changing by describing that change.

The fact that systems which change are well-described by the thing we have made to describe systems which change shouldn’t be at all surprising. We have been working on this since the 18th century and Euler and many other of the smartest humans ever devoted considerable effort to making it this good.

When you look at things like the chaotic behaviour of a double pendulum, you see how the real world is extremely difficult to capture precisely and as good as our system is, it still has shortcomings even in very simple cases.

Re: What Is the Fourier Transform?

#93
The Fouriertransform is a change of bases in infinite dimensional space.

That sounds complicated but if you look at the integral the exponential kernel is essentially a continuous “matrix” and the function you are integrating over that kernel is a continuous vector.

This observation on can be a guide to better understand infinite dimensional Hilbert spaces ( inner product space + stuff) and is one of the core observations in quantum mechanics where it’s part of the particle-wave concept as it transforms location space -> momentum space.

Re: What Is the Fourier Transform?

#94

Earlier quoted context omitted.

The question is why "so many real-world systems are governed by differential equations" and "so many real-world systems involve periodic motion". Well, stable systems are can either be stationary or oscillatory. If the world didn't contain so many stable systems, or equivalently if the laws of physics didn't allow so, then likely life would not have existed. All life is complex chemical structures, and they require s…

That first question is a tautology. It’s like asking “Why is a screwdriver so perfect for turning screws?” We have discovered a method (calculus) to mathematcally describe continuous functions of various sorts and within calculus there is a particular toolbox (differential and partial differential equations) we have built to mathematically describe systems that are changing by describing that change. The fact that sy…

What ought to be surprising is that the "thing" itself doesn't change.

A learning that describes chaos well enough may not want to be associated with "calculus", or even "math" (ask a friendly reverse mathematician about that)

https://www.johndcook.com/blog/2021/04/09/period-three-impli...

Somewhat tangentially, if Ptolemy I had responded (to Euclid) with anything less specific ---but much more personal--- than "check your postulate", we wouldn't have had to wait one millennium.

(Fermat did the best he could given margin & ego, so that took only a century or so (for that country to come up with a workable strategy))

Less tangentially, I'd generalize Quigley by mentioning that groups of hominids stymie themselves with a kind of emergent narcissism. After all, heuristics,rules and even values informed by experience & intuition are a sort of arrogance. "Tautology" should be outlawed in favour of "Narcissism" as a prosocial gaslighting term :)

Re: What Is the Fourier Transform?

#95
post #21

Earlier quoted context omitted.

Same thing! :-) In the purest sense, finite bandwidth requires infinite duration and finite duration requires infinite duration. The real world is somewhere in between. It must involve quantum mechanics (in a way I don't really understand), as maximum bandwidth/minimum wavelength bump up against limits such as the Planck length and virtual particles in a vacuum.

The Heisenberg uncertainty principle in quantum mechanics comes about precisely because position and momentum are a Fourier transform pair.

And you can essentially "observe" the Heisenberg principle when looking at a moving object. If you are observing a plane for example to more accurately know its velocity you will need to observe over a longer time, but if you do this you loose accuracy about its position. This does affect radar systems, who can either send short pulses to accurately pin down the position or long pulses to measure the speed.

Re: What Is the Fourier Transform?

#96
One thing I find fascinating about Fourier analysis is the way the trigonometric Fourier series played such a central role in “breaking mathematics”[1] and the crisis that led to providing a rigorous basis for limits and continuity and all the other stuff that is now called real and complex analysis.

Cauchy had just proved that the limit of the sum of an infinite set of continuous functions was itself continous, and then along came Fourier with “are you sure about that bro?” and showed that you could take the infinite sum of very clearly continuous functions (just sine and cosine) and approximate something like a sawtooth function (which was very obviously discontinous) as closely as you like.

[1] by which I mean making obvious the fact that they had been proceeding for 100+ years using calculus without a rigorous basis.

Re: What Is the Fourier Transform?

#97

Earlier quoted context omitted.

The question is why "so many real-world systems are governed by differential equations" and "so many real-world systems involve periodic motion". Well, stable systems are can either be stationary or oscillatory. If the world didn't contain so many stable systems, or equivalently if the laws of physics didn't allow so, then likely life would not have existed. All life is complex chemical structures, and they require s…

That first question is a tautology. It’s like asking “Why is a screwdriver so perfect for turning screws?” We have discovered a method (calculus) to mathematcally describe continuous functions of various sorts and within calculus there is a particular toolbox (differential and partial differential equations) we have built to mathematically describe systems that are changing by describing that change. The fact that sy…

As an aside, here's a relevant video about the (sometimes not) chaotic nature of double pendulums: https://www.youtube.com/watch?v=dtjb2OhEQcU

Re: What Is the Fourier Transform?

#98

As everyone in this thread is sharing links, I'm gonna pitch in, too. This lecture by Dennis Freeman from MIT 6.003 "Signals and Systems" gives an intuitive explanation of the connections between the four popular Fourier transforms (the Fourier transform, the discrete Fourier transform, the Fourier series, and the discrete-time Fourier transform): https://ocw.mit.edu/courses/6-003-signals-and-systems-fall-2...

I wonder what happened to Wavelet transforms? The were very popular years ago, and now one never hears about them.

Re: What Is the Fourier Transform?

#99
While we are talking about fun facts of the Fourier transform, the transfer function of the DFT is a sinc. That's how OFDM works, it performs an FFT on parallel input symbol streams. If you look at the spectrum of your signal it's sinc (approximately because they are truncated) channels spaced at 1/symbol rate which don't exhibit (theoretically if they weren't truncated) any interchannel interference.
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