【复变函数】傅里叶变换-CSDN博客

本文链接：https://blog.csdn.net/serpenttom/article/details/142403409

概念

给定函数 $f:\mathbb{R}\to \mathbb{R}$ ,

$\mathcal{F}[f(t)](\omega) = \int_{-\infty}^{\infty}f(t)e^{-i\omega t}dt$
其中 $i$ 是虚数单位。则 $F:\mathbb{R} \to \mathbb{C}$ .

傅里叶逆变换
$\mathcal{F}^{-1}[F(\omega)](t) = \frac{1}{2\pi}\int_{-\infty}^{\infty}F(\omega)e^{i\omega t}d\omega$
其中 $i$ 是虚数单位。满足

$\begin{aligned} &\mathcal{F}^{-1}[\mathcal{F}[f]](s)\\ =&\frac{1}{2\pi}\int_{-\infty}^{\infty} \left[ \int_{-\infty}^\infty f(t) e^{-i\omega t} dt\right]e^{i\omega s}d\omega\\ = &\frac{1}{2\pi}\int_{-\infty}^{\infty} \left[ \int_{-\infty}^\infty e^{i\omega(s- t)} d\omega\right]f(t)d t\\ =&\int_{-\infty}^\infty \delta(s-t)f(t)dt\\ =&f(s)\\ \end{aligned}$

性质

保加法 $\mathcal{F}\{f(t)\} = F(\omega)$ , $\mathcal{F}\{g(t)\}=G(\omega)$ , 则
$\mathcal{F}\{(f+g)(t)\}=\int_{-\infty}^\infty [f(t)+g(t)] e^{-i\omega t}dt=\int_{-\infty}^\infty f(t) e^{-i\omega t}dt+\int_0^\infty g(t) e^{-i\omega t}dt=F(\omega)+G(\omega)$ ,
保数乘 $\mathcal{F}\{f(t)\} = F(\omega)$
$\mathcal{F}\{kf(t)\}=\int_{-\infty}^\infty kf(t) e^{-i\omega t}dt= k\int_{-\infty}^\infty f(t) e^{-i\omega t}dt=kF(\omega)$ .
尺度变换 $\mathcal{F}\{f(t)\} = F(\omega)$ , 则
$\mathcal{F}\{f(at)\}=\int_{-\infty}^\infty f(at) e^{-\omega t}dt=\frac{1}{a}\int_{-\infty}^\infty f(u) e^{-i\frac{u\omega}{a}}du=\frac{1}{a}F\left(\frac{\omega}{a}\right)$
时移性质 $\mathcal{F}\{f(t)\} = F(\omega)$ , 则

$\mathcal{F}\{f(t-t_0)\}=\int_{-\infty}^\infty f(t-t_0) e^{-i\omega t}dt=\int_{-\infty}^\infty f(u) e^{-{i(u+t_0) \omega}}du=e^{-i t_0\omega}F\left(\omega\right)$

频移性质 $\mathcal{F}\{f(t)\} = F(\omega)$ , 则

$\mathcal{F}\{e^{iat}f(t)\}=\int_{-\infty}^\infty f(t) e^{-i(\omega-a)t}dt=F\left(\omega-a\right)$

导数性质 $L\{f(t)\} = F(s)$ , 则
$\mathcal{F}\{f'(t)\}=\int_{-\infty}^\infty f'(t) e^{-i\omega t}dt=\int_{-\infty}^\infty e^{-i\omega t}df(t)= e^{-i\omega t}f(t)|_{-\infty}^{+\infty}+i\int_{-\infty}^{+\infty}\omega e^{-i\omega t}f(t)dt=i\omega F(\omega)$
积分性质 $\mathcal{F}\{f(t)\} = F(\omega)$ , 则
$\mathcal{F}\left\{\int_{-\infty}^t f(x)dx\right\}=\int_{-\infty}^\infty \left\{ \int_0^t f(x)dx\right\} e^{-i\omega t}dt=\frac{1}{i\omega} \int_{-\infty}^\infty \left\{ \int_{-\infty}^t f(x)dx\right\} d e^{-i\omega t}=\frac{1}{i\omega}F(\omega)$
卷积性质 $\mathcal{F}\{f(t)\} = F(\omega)$ , $L\{g(t)\}=G(\omega)$ , 则
$\mathcal{F}\left\{f*g\right\}=\int_{-\infty}^\infty \left\{ \int_{-\infty}^\infty f(u)g(t-u)du\right\} e^{-i\omega t}dt=\int_{-\infty}^\infty f(u)\left\{ \int_{-\infty}^\infty g(t-u) e^{-i\omega t}dt\right\}du=G(\omega)\int_{-\infty}^\infty f(u)e^{-i\omega u}du=G(\omega)F(\omega).$

SymPy 计算

from sympy import *
from sympy.abc import x, w
fourier_transform(exp(-x**2), x, w)

$\displaystyle \sqrt{\pi} e^{- \pi^{2} w^{2}}$

部分列表

from sympy import *
from prettytable import PrettyTable
init_printing()
t, w =symbols('t, w',complex=True)
a,b = symbols('a b', real=True, positive=True)
n=symbols('n', integer=True)
f = [sin(b*t), cos(b*t),exp(-a*t)*cos(b*t),exp(-a*t)*sin(b*t),DiracDelta(t),exp(-t**2), sin(t)/t, 1/(t**2+1)]
L=[]
for h in f:
    L=L+[[latex(h, mode ="equation",itex=True), latex(fourier_transform(h, t, w), mode ="equation",itex=True)]]
table=PrettyTable()
table.field_names=["原函数","傅里叶变换"]
for row in L[0:]:
    table.add_row(row)
table.border = True
table.horizontal_char = '-'
table.vertical_char = '|'
table.junction_char='|'
table

原函数	傅里叶变换
$\sin{\left(b t \right)}$	$0$
$\cos{\left(b t \right)}$	$0$
$e^{- a t} \cos{\left(b t \right)}$	$0$
$e^{- a t} \sin{\left(b t \right)}$	$0$
$\delta\left(t\right)$	$1$
$e^{- t^{2}}$	$\sqrt{\pi} e^{- \pi^{2} w^{2}}$
$\frac{\sin{\left(t \right)}}{t}$	$\begin{cases} 0 & \text{for}\: w \gt \frac{1}{2 \pi} \vee w \lt - \frac{1}{2 \pi} \\\pi & \text{otherwise} \end{cases}$
$\frac{1}{t^{2} + 1}$	$\pi e^{- 2 \pi w}$