Parseval's Identity, Fourier Series, and nice applications.

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Michael Penn

Michael Penn

Күн бұрын

Пікірлер: 49
@MichaelPennMath
@MichaelPennMath Жыл бұрын
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@davidcroft95
@davidcroft95 Жыл бұрын
"a real basis requires finite sums" Hilbert spaces: *cries in infinite dimensions*
@TomFarrell-p9z
@TomFarrell-p9z Жыл бұрын
This is a foundation of signal processing in undergraduate electrical engineering. (In graduate EE, we build on it by considering the Fourier analysis of probabilistic functions). Great presentation!
@ingobojak5666
@ingobojak5666 Жыл бұрын
17:00 That's not a Dirac delta, it's a Kronecker delta.
@FadiAkil
@FadiAkil Жыл бұрын
17:00 Kronecker, not Dirac.
@zh84
@zh84 Жыл бұрын
Yes, I was going to say that. Dirac's delta is a function of one variable.
@Arty_x_g
@Arty_x_g 9 ай бұрын
Uh, i May be wrong, but that Is a generalised Fourier transform of 1, so it's correct to Say It is indeed the Dirac Delta.
@Arty_x_g
@Arty_x_g 9 ай бұрын
Nevermind, i see what you are trying to say. Yes it's over n not over the frequency f. I was recalling Plancherel's identity, which Is a generalization of the same theorem
@orenfivel6247
@orenfivel6247 Жыл бұрын
I think for evaluation of a_n and b_n via the integrals you need a minus sign in the exponent in the integrand i.e. e^{-i \pi nx/L}
@idjles
@idjles Жыл бұрын
Nice to see Basel hidden in Fourier!!
@joelklein3501
@joelklein3501 Жыл бұрын
7:00 This is the most outrageous column vector I've ever seen. How dare you write the indices in a decreasing order??
@emanuellandeholm5657
@emanuellandeholm5657 Жыл бұрын
The complex exps are eigenfunctions and the weights are eigenvalues. It's analogous to ie. "basis", "span" etc, but this is an infinite dimensional space. A vector space. The most general form of a vector space is uncountably infinite (aleph 0). It's quite interesting that we can construct a countably infinite set of eigenfunctions that "span" this space (in an L2 sense). There's nothing magical about the Fourier basis, we can also use polynomials like Legendre, Chebychev, Bessel etc.
@emanuellandeholm5657
@emanuellandeholm5657 Жыл бұрын
The eigenfunctions used to solve the Schrödinger wave eq in spherical coords are known as the spherical harnonics Y(m, n). They have properties similar to the complex exps and the orthogonal polys in L2. These eigenfunctions are all solutions to second order linear diff eqs.
@depiction3435
@depiction3435 7 ай бұрын
That was really intuitive
@michaelguenther7105
@michaelguenther7105 Жыл бұрын
For f(x) = sin(x) = (e^ix - e^-ix)/(2i) we can determine a_n by inspection. |a_-1| = |a_1| = 1/2, and all other a_n = 0, so Parseval's identity becomes 1/4 + 1/4 = 1/2 = 1/(2 pi) integral of sin^2(x) over -pi to pi. Although pretty cool, it's a bit like using a sledgehammer to crack a nut.
@eiseks3410
@eiseks3410 5 ай бұрын
Really nice!
@Mystery_Biscuits
@Mystery_Biscuits Жыл бұрын
I thought when doing Fourier series with complex exponentials, you need the conjugate in the formula for the coefficients, so in this case it would be a_n = 1/2L \inf_{-L}^L f(x) e^{-i n \pi x/L} dx ?
@andrewkarsten5268
@andrewkarsten5268 Жыл бұрын
No, you can go either way, but whichever way you do you need to be consistent with. It’s a preference thing, but if you keep it consistent you’ll get the same thing
@r2k314
@r2k314 Жыл бұрын
@@andrewkarsten5268 please provide a reference for your claim.
@andrewkarsten5268
@andrewkarsten5268 Жыл бұрын
@@r2k314 it’s well known among mathematicians, and I’ve had professors that have done it both ways. I don’t have a link that states explicitly you can do it either way, but I’ve seen it in practice done both ways and it works fine. The only difference you get is the sign of the imaginary component of the output function after doing the transform, but that doesn’t really matter because when pulling the coefficients for the Fourier series, but that sign flip is canceled out in the infinite sum if you also keep the complex exponential consistent as I said.
@mrAngelo212play
@mrAngelo212play Жыл бұрын
@@r2k314 It's due to the symmetry of the imaginary number, as it's most consistent definition is that it is one of the solutions of x²+1=0, so you can usually make the substitution of i>-i & -i->i, as -i is the other solution of the equation. Another way to understand it is the fact that if a polynomial equation has only real coefficients, any complex solutions are accompanied with it's complex conjugate, which means that in the real polynomial space R[x], it's associated Null space is independent of the sign associated with the imaginary constant, with the important fact being that they're conjugates.
@r2k314
@r2k314 Жыл бұрын
@@mrAngelo212play I'm looking at it from this perspective: By using the conjugate you show that Fourier series "Work" because of orthogonality. If you don't, I don't get how you extract the coefficients. But I don't have a deep understanding, because I don't understand the relevance of your response.
@jesusalej1
@jesusalej1 Жыл бұрын
I was never told about four year' series.
@SUMONPAL-re2pv
@SUMONPAL-re2pv 8 ай бұрын
Class very nice
@joetursi9573
@joetursi9573 4 ай бұрын
Great, Thanks.
@davidgillies620
@davidgillies620 Жыл бұрын
I first encountered Parseval's theorem in physics when we used it to derive the Shannon-Nyquist sampling theorem.
@mekbebtamrat817
@mekbebtamrat817 10 ай бұрын
Very cool. Any way you could share a link or an article with a similar derivation? And happy new year!
@davidgillies620
@davidgillies620 10 ай бұрын
@@mekbebtamrat817 I don't have the exact proof to hand but if I recall correctly it involves showing that the exponential terms in the Fourier expansion of a square-integrable function span (i.e. form a complete basis set over) a vector space. This forms a series of sinc functions and by swapping the order of integration (Fubini) we can equate the energy of the representation in the time domain and frequency domain.
@MartinPerez-oz1nk
@MartinPerez-oz1nk Жыл бұрын
THANKS PROFESOR !!!!!, VERY, VERY INTERESTING !!!!!, PERFECT !!!!
@daskhard
@daskhard 11 ай бұрын
Are there similar channels with tasks on differential geometry and topology?
@thomasjefferson6225
@thomasjefferson6225 10 ай бұрын
im not your biggest fan, i dont say that to be rude but to emphasise this is a good way to deliver this material.
@maxxis4035
@maxxis4035 Жыл бұрын
I have a question for anyone really. So I have to determine if the following integral converge or diverge: from 0 to (pi)^2 of (1/[1- cos(sqrt(x)]), any help is appriciated.
@Happy_Abe
@Happy_Abe Жыл бұрын
Where were we able to take the sums outside of the integral here?
@MichaelRothwell1
@MichaelRothwell1 9 ай бұрын
Yeah! I really enjoyed this video and the applications, but was disappointed that the integral-infinite sum swap was glossed over.
@Happy_Abe
@Happy_Abe 9 ай бұрын
@@MichaelRothwell1likewise!
@goodplacetostop2973
@goodplacetostop2973 Жыл бұрын
30:48
@tomholroyd7519
@tomholroyd7519 Жыл бұрын
but why is = sum v w CONJUGATE where did the conjugate come from
@coc235
@coc235 Жыл бұрын
From the definition
@courbelm5111
@courbelm5111 Жыл бұрын
Because you want to be positive
@StephenHamer-w5b
@StephenHamer-w5b Жыл бұрын
The conjugate is needed so that will be pure real when w = v - one of the rules for an "inner product" on a real or complex vector space. (See the Wikipedia article on "inner product spaces")
@aidarosullivan5269
@aidarosullivan5269 Жыл бұрын
What is the difference between Fourier series and and Fourier transform?
@andrewkarsten5268
@andrewkarsten5268 Жыл бұрын
The fourier series returns the original function or coefficients you started with, while the fourier transform takes the function as an input and outputs a different function that evaluates to the coefficients of the fourier series at given inputs. Hope I was clear enough with that explaination.
@bjornfeuerbacher5514
@bjornfeuerbacher5514 Жыл бұрын
The Fourier series is used for periodic functions, the Fourier transform for non-periodic ones.
@minimo3631
@minimo3631 Ай бұрын
​@@bjornfeuerbacher5514 when you think about it aren't non periodic functions just ininity-periodic 🤔🤔🤔
@bjornfeuerbacher5514
@bjornfeuerbacher5514 Ай бұрын
@@minimo3631 Yes, one could also say that the Fourier transform is used for functions with infinite period.
@nitroh7745
@nitroh7745 2 ай бұрын
🔥🔥
one of the most beautiful techniques
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