| 99 | | Now [[latex($F_k$)]] is periodic in [[latex($k$)]] since |
| | 102 | We can see how this corresponds to a real fourier transform by making the substitutions [[latex($x'=x \Delta x$)]], [[latex($k'=k \Delta k $)]], [[latex($\Delta k = \frac{2 \pi}{L}$)]] and [[latex($N=\frac{L}{\Delta x}$)]] and take the limit as [[latex($\Delta x \rightarrow 0$)]] |
| | 103 | |
| | 104 | [[latex($F(k')= \frac{N}{L}\displaystyle \int_{x'=0}^{L} e^{ik' x'} f(x') dx$)]] |
| | 105 | |
| | 106 | So that the DFT corresponds to a fourier transform where the physical wavelength is normalized by [[latex($\Delta k=\frac{2 \pi}{L}$)]] and the magnitude is normalized by [[latex($N/L$)]] |
| | 107 | |
| | 108 | |
| | 109 | Now the FFT returns the array of transforms with [[latex($k=[0,1,2,...,N_x-1]$)]] |
| | 110 | |
| | 111 | However, [[latex($F_k$)]] is periodic in [[latex($k$)]] since |
| 114 | | so while we can calculate the transform for any k, only N of them will be unique. |
| 115 | | |
| 116 | | [[latex($F_l=\displaystyle \sum_{l'=1}^{N_x} e^{ \frac{2 \pi i}{N_x} (l-1) (l'-1)} f_{l'}$)]] |
| 117 | | |
| 118 | | Here we are using [[latex($j-1$)]] and [[latex($j'-1$)]] because indices in Fortran start at 1. |
| 119 | | |
| 120 | | Well if we make the substitutions [[latex($x=(l'-1) \Delta x$)]], [[latex($N_x=\frac{L_x}{\Delta x}$)]] and [[latex($k_x=(l-1)\frac{2\pi}{L}=(l-1) \Delta k $)]] and take the limit as [[latex($\Delta X \rightarrow 0$)]] we see that |
| 121 | | |
| 122 | | [[latex($F(k_x)= \frac{N_x}{L}\displaystyle \int_{x=0}^{L} e^{ik_x x} f(x) dx$)]] |
| 123 | | |
| 124 | | The discrete FFT projects the function onto the basis set [[latex($\{e^{i (l-1)\Delta k}:l=1,N_x\}$)]] |
| 125 | | |
| 126 | | Here are the real parts of the continuous versions of those functions for N_x=10 |
| 127 | | |
| 128 | | [[Image(Screen Shot 2015-01-06 at 3.31.14 PM.png,width=600)]] |
| 129 | | |
| 130 | | And here is the real part of the discrete form of those same functions. Note that there are only 6 lines visible! |
| 131 | | |
| 132 | | [[Image(Screen Shot 2015-01-06 at 3.08.22 PM.png,width=600)]] |
| 133 | | |
| 134 | | |
| 135 | | The real part of the discrete function for l = 2 and l = 10 are coincident! As are 3 and 9, 4 and 8, 5 and 7. |
| 136 | | |
| 137 | | |
| 138 | | What about the imaginary parts? |
| 139 | | |
| 140 | | [[Image(Screen Shot 2015-01-06 at 4.28.36 PM.png,width=600)]] |
| 141 | | |
| 142 | | The imaginary parts are different - but only in sign! |
| 143 | | |
| 144 | | We can see how this happens if we compare [[latex($F_l$)]] and [[latex($F_{N_x+2-l}$)]] |
| 145 | | |
| 146 | | [[latex($F_{N_x+2-l}=\displaystyle \sum_{l'=1}^{N_x} e^{ \frac{2 \pi i}{N_x} (N_x+2-l-1) (l'-1)} f_{l'}=\displaystyle \sum_{l'=1}^{N_x} e^{ \frac{2 \pi i}{N_x} ((-(l-1)) (l'-1)} f_{l'}=F_l^*$)]] |
| 147 | | |
| 148 | | but [[latex($F_{N_x+2-l}=\displaystyle \sum_{l'=1}^{N_x} e^{ \frac{2 \pi i}{N_x} ((-(l-1)) (l'-1)} f_{l'}$)]] |
| 149 | | |
| 150 | | corresponds to [[latex($F(-k_x)= \frac{N_x}{L}\displaystyle \int_{x=0}^{L} e^{i-k_x x} f(x) dx$)]] |