10.8: Multi-Dimensional Fourier Transforms
- Page ID
- 34579
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\(\newcommand{\avec}{\mathbf a}\) \(\newcommand{\bvec}{\mathbf b}\) \(\newcommand{\cvec}{\mathbf c}\) \(\newcommand{\dvec}{\mathbf d}\) \(\newcommand{\dtil}{\widetilde{\mathbf d}}\) \(\newcommand{\evec}{\mathbf e}\) \(\newcommand{\fvec}{\mathbf f}\) \(\newcommand{\nvec}{\mathbf n}\) \(\newcommand{\pvec}{\mathbf p}\) \(\newcommand{\qvec}{\mathbf q}\) \(\newcommand{\svec}{\mathbf s}\) \(\newcommand{\tvec}{\mathbf t}\) \(\newcommand{\uvec}{\mathbf u}\) \(\newcommand{\vvec}{\mathbf v}\) \(\newcommand{\wvec}{\mathbf w}\) \(\newcommand{\xvec}{\mathbf x}\) \(\newcommand{\yvec}{\mathbf y}\) \(\newcommand{\zvec}{\mathbf z}\) \(\newcommand{\rvec}{\mathbf r}\) \(\newcommand{\mvec}{\mathbf m}\) \(\newcommand{\zerovec}{\mathbf 0}\) \(\newcommand{\onevec}{\mathbf 1}\) \(\newcommand{\real}{\mathbb R}\) \(\newcommand{\twovec}[2]{\left[\begin{array}{r}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\ctwovec}[2]{\left[\begin{array}{c}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\threevec}[3]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\cthreevec}[3]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\fourvec}[4]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\cfourvec}[4]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\fivevec}[5]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\cfivevec}[5]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\mattwo}[4]{\left[\begin{array}{rr}#1 \amp #2 \\ #3 \amp #4 \\ \end{array}\right]}\) \(\newcommand{\laspan}[1]{\text{Span}\{#1\}}\) \(\newcommand{\bcal}{\cal B}\) \(\newcommand{\ccal}{\cal C}\) \(\newcommand{\scal}{\cal S}\) \(\newcommand{\wcal}{\cal W}\) \(\newcommand{\ecal}{\cal E}\) \(\newcommand{\coords}[2]{\left\{#1\right\}_{#2}}\) \(\newcommand{\gray}[1]{\color{gray}{#1}}\) \(\newcommand{\lgray}[1]{\color{lightgray}{#1}}\) \(\newcommand{\rank}{\operatorname{rank}}\) \(\newcommand{\row}{\text{Row}}\) \(\newcommand{\col}{\text{Col}}\) \(\renewcommand{\row}{\text{Row}}\) \(\newcommand{\nul}{\text{Nul}}\) \(\newcommand{\var}{\text{Var}}\) \(\newcommand{\corr}{\text{corr}}\) \(\newcommand{\len}[1]{\left|#1\right|}\) \(\newcommand{\bbar}{\overline{\bvec}}\) \(\newcommand{\bhat}{\widehat{\bvec}}\) \(\newcommand{\bperp}{\bvec^\perp}\) \(\newcommand{\xhat}{\widehat{\xvec}}\) \(\newcommand{\vhat}{\widehat{\vvec}}\) \(\newcommand{\uhat}{\widehat{\uvec}}\) \(\newcommand{\what}{\widehat{\wvec}}\) \(\newcommand{\Sighat}{\widehat{\Sigma}}\) \(\newcommand{\lt}{<}\) \(\newcommand{\gt}{>}\) \(\newcommand{\amp}{&}\) \(\definecolor{fillinmathshade}{gray}{0.9}\)When studying problems such as wave propagation, we often deal with Fourier transforms of several variables. This is conceptually straightforward. For a function \(f(x_1, x_2, \dots, x_d)\) which depends on \(d\) independent spatial coordinates \(x_1, x_2, \dots x_d\), we can Fourier transform each coordinate individually: \[F(k_1, k_2, \dots, k_d) = \int_{-\infty}^\infty dx_1\; e^{-ik_1x_1}\; \int_{-\infty}^\infty dx_2\; e^{-ik_2x_2}\,\cdots\, \int_{-\infty}^\infty dx_d\; e^{-ik_d x_d}\, f(x_1,x_2, \dots,x_N)\] Each coordinate gets Fourier-transformed into its own independent \(k\) variable, so the result is also a function of \(d\) independent variables.
We can express the multi-dimensional Fourier transform more compactly using vector notation. If \(\vec{x}\) is a \(d\)-dimensional coordinate vector, the Fourier-transformed coordinates can be written as \(\vec{k}\), and the Fourier transform is \[F(\vec{k}) = \int d^d x \; \exp\left(-i\,\vec{k}\cdot\vec{x}\right) \, f\big(\vec{x}\big),\] where \(\int d^d x\) denotes an integral over the entire \(d\)-dimensional space, and \(\vec{k}\cdot\vec{x}\) is the usual dot product of two vectors. The inverse Fourier transform is \[f(\vec{x}) = \int \frac{d^dk}{(2\pi)^d}\; \exp\left(i\,\vec{k}\cdot\vec{x}\right)\, F\big(\vec{k}\big).\] The delta function, which we introduced in Section 10.7, can also be defined in \(d\)-dimensional space, as the Fourier transform of a plane wave: \[\delta^d(\vec{x}-\vec{x}') = \int \frac{d^dk}{(2\pi)^d} \, \exp\left[i\vec{k} \cdot \left(\vec{x}-\vec{x}'\right)\right].\] Note that \(\delta^d\) has the dimensions of \([x]^{-d}\). The multi-dimensional delta function has a “filtering” property similar to the one-dimensional delta function. For any \(f(x_1,\dots,x_d)\), \[\int d^dx \; \delta^d(\vec{x}-\vec{x}') \, f(\vec{x}) = f(\vec{x}').\]