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Fourier Transformation

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Book cover Computational Physics

Part of the book series: Graduate Texts in Physics ((GTP))

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Abstract

Fourier transformation is a very important tool for signal analysis but also helpful to simplify the solution of differential equations or the calculation of convolution integrals. An important numerical method is the discrete Fourier transformation which can be used for trigonometric interpolation and also as a numerical approximation to the continuous Fourier integral. It can be realized efficiently by Goertzel’s algorithm or the family of fast Fourier transformation methods. For real valued even functions the computationally simpler discrete cosine transformation can be applied. Several computer experiments demonstrate the principles of trigonometric interpolation and nonlinear filtering.

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Notes

  1. 1.

    This could also be the periodic continuation of a function which is only defined for 0<t<T.

  2. 2.

    There exist several Fast Fourier Transformation algorithms [74, 187]. We consider only the simplest one here [62].

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Scherer, P.O.J. (2013). Fourier Transformation. In: Computational Physics. Graduate Texts in Physics. Springer, Heidelberg. https://doi.org/10.1007/978-3-319-00401-3_7

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