Numerical Fourier transform

  • #1
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.
 

Answers and Replies

  • #2
490
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.
 

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