How Can You Implement the Numerical Fourier Transform in MATLAB or FORTRAN?

In summary, the conversation discusses the implementation of numerical tools in MATLAB or FORTRAN (g90) to evaluate the integral and inverse Fourier transform. It is noted that the complete Fourier transform cannot be implemented numerically due to its infinite domain and range, and the suggestion to use the Discrete Fourier Transform instead is mentioned. The purpose of this implementation is to apply it in solving the Wiener-Hopf equation.
  • #1
zetafunction
391
0
hi, i would need some info on how can implement in MATLAB or FORTRAN (g90) the Numerical evaluation of the integral

[tex] \int_{-\infty}^{\infty}dxf(x)exp(iux) [/tex]

and the evaluation of the ivnerse Fourier transform

[tex] \int_{-\infty}^{\infty}du\frac{F(u))}{\int_{-\infty}^{\infty}g(x)exp(iux)dx} [/tex]

the idea is to implement some numerical tool to evaluate Fourier transform integral, in order to apply them to solve Wiener-Hopf equation.
 
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  • #2
It's not possible to implement the complete Fourier transform numerically because it has infinite domain and range. You need to use the Discrete Fourier Transform instead.
 
  • #3


Sure, I can provide some information on how to implement the numerical Fourier transform in MATLAB or FORTRAN. The Fourier transform is a mathematical operation that decomposes a function into its frequency components, and it is commonly used in signal processing and image analysis.

To implement the numerical Fourier transform in MATLAB, you can use the "fft" function. This function takes the discrete Fourier transform of a vector or matrix and returns a vector or matrix of the same size. For example, if your function is defined as "f(x)" and you want to evaluate the Fourier transform at a specific frequency "u", you can use the following code:

F = fft(f); % compute the Fourier transform of f
u = 2*pi/linspace(-N/2,N/2,N); % define the frequency vector
F_u = F .* exp(-1i*u*x(1)); % multiply the Fourier transform by the exponential term
f_u = ifft(F_u); % compute the inverse Fourier transform to get f(u)

The "fft" function in MATLAB uses the fast Fourier transform (FFT) algorithm, which is a computationally efficient method for calculating the Fourier transform. It requires the number of data points "N" to be a power of 2, so you may need to pad your data with zeros if it is not already a power of 2.

In FORTRAN, you can use the "dfft" function in the FFTPACK library to perform the Fourier transform. This function also requires the data to be a power of 2, so you may need to pad your data with zeros before using the function. The code would look something like this:

call dfftf(N, f, wsave) % compute the Fourier transform of f
u = 2*pi/linspace(-N/2,N/2,N) % define the frequency vector
do i = 1, N
F_u(i) = f(i) * exp(-1i*u*x(1)) % multiply the Fourier transform by the exponential term
end do
call dfftb(N, F_u, wsave) % compute the inverse Fourier transform to get f(u)

The "dfftf" and "dfftb" functions in FORTRAN use the FFTPACK library to perform the FFT algorithm. You can find more information on how to use these functions in the FFTPACK documentation.

To solve the Wiener-Hopf equation, you can use the numerical Fourier transform to evaluate the
 

1. What is a Numerical Fourier Transform?

A Numerical Fourier Transform is a mathematical technique used to analyze periodic data by breaking it down into its component frequencies. It is commonly used in signal processing and image analysis to transform a signal from the time domain to the frequency domain.

2. How does a Numerical Fourier Transform work?

A Numerical Fourier Transform works by decomposing a signal into a sum of sine and cosine waves of different frequencies and amplitudes. This is done by multiplying the signal with a series of complex exponentials and integrating over a specified interval.

3. What is the difference between a Numerical Fourier Transform and an Analytical Fourier Transform?

The main difference between a Numerical and Analytical Fourier Transform is that the Analytical version has a closed-form solution, while the Numerical version uses a numerical approximation to calculate the transform. The Analytical version is more accurate but is limited to certain types of signals, while the Numerical version can be applied to any type of signal.

4. What are some applications of Numerical Fourier Transform?

Numerical Fourier Transform has various applications in fields such as signal processing, image analysis, and data compression. It is also commonly used in mathematics and physics to solve differential equations and to analyze the behavior of waves and vibrations.

5. Are there any limitations to using Numerical Fourier Transform?

One limitation of Numerical Fourier Transform is that it requires a finite, discrete set of data points. It also assumes that the data is periodic, which may not always be the case. In addition, the accuracy of the transform can be affected by the number of data points used and the choice of sampling interval.

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