Sine and cosine transforms

In mathematics, the Fourier sine and cosine transforms are forms of the Fourier integral transform that do not use complex numbers. They are the forms originally used by Joseph Fourier and are still preferred in some applications, such as signal processing or statistics.[1]

Definition

The Fourier sine transform of f(t), sometimes denoted by either or , is

If t means time, then ν is frequency in cycles per unit time, but in the abstract, they can be any pair of variables which are dual to each other.

This transform is necessarily an odd function of frequency, i.e. for all ν:

The numerical factors in the Fourier transforms are defined uniquely only by their product. Here, in order that the Fourier inversion formula not have any numerical factor, the factor of 2 appears because the sine function has L2 norm of

The Fourier cosine transform of f(t), sometimes denoted by either or , is

It is necessarily an even function of frequency, i.e. for all ν:

Some authors[2] only define the cosine transform for even functions of t, in which case its sine transform is zero. Since cosine is also even, a simpler formula can be used,

Similarly, if f is an odd function, then the cosine transform is zero and the sine transform can be simplified to

Other authors also define the cosine transform as[3]

and sine as

Fourier inversion

The original function f can be recovered from its transform under the usual hypotheses, that f and both of its transforms should be absolutely integrable. For more details on the different hypotheses, see Fourier inversion theorem.

The inversion formula is[4]

which has the advantage that all quantities are real. Using the addition formula for cosine, this can be rewritten as

If the original function f is an even function, then the sine transform is zero; if f is an odd function, then the cosine transform is zero. In either case, the inversion formula simplifies.

Relation with complex exponentials

The form of the Fourier transform used more often today is

Numerical Evaluation

Using standard methods of numerical evaluation for Fourier integrals, such as Gaussian or tanh-sinh quadrature, is likely to lead to completely incorrect results, as the quadrature sum is (for most integrands of interest) highly ill-conditioned. Special numerical methods which exploit the structure of the oscillation are required, an example of which is Ooura's method for Fourier integrals[5] This method attempts to evaluate the integrand at locations which asymptotically approach the zeros of the oscillation (either the sine or cosine), quickly reducing the magnitude of positive and negative terms which are summed.

See also

References

  • Whittaker, Edmund, and James Watson, A Course in Modern Analysis, Fourth Edition, Cambridge Univ. Press, 1927, pp. 189, 211
  1. "Highlights in the History of the Fourier Transform". pulse.embs.org. Retrieved 2018-10-08.
  2. Mary L. Boas, Mathematical Methods in the Physical Sciences, 2nd Ed, John Wiley & Sons Inc, 1983. ISBN 0-471-04409-1
  3. "Fourier Transform, Cosine and Sine Transforms". cnyack.homestead.com. Retrieved 2018-10-08.
  4. Poincaré, Henri (1895). Theorie analytique de la propagation de chaleur. Paris: G. Carré. pp. 108ff.
  5. Takuya Ooura, Masatake Mori, A robust double exponential formula for Fourier-type integrals, Journal of computational and applied mathematics 112.1-2 (1999): 229-241.
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