Derivatives of fourier transform

In summary, the identity in question involves finding the second derivative of the Fourier transform of a function at 0, which is equivalent to the second moment of the function. This can be shown by using Leibniz integral rule and iterating the process.
  • #1
mnb96
715
5
Can anyone explain me how to prove the following identity?

[tex]\frac{\partial \hat{f}}{\partial x}(0,0) = \int \int x^2f(x,y)dxdy[/tex]

where [tex]\hat{f}[/tex] denotes the Fourier Transform of f(x,y) ?
 
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  • #2
Well,
I figured it out by myself. It was actually not hard, but unfortunately I noticed that in my first post the statement of the problem was wrong. I will show the solution for one dimension: the 2-dimensional case is trivial.

[tex]\frac{d}{d\omega}F\{f\} = \int_{-\infty}^{\infty}\frac{\partial}{\partial \omega}f(x)e^{-i\omega x}dx = -i\int_{-\infty}^{\infty}xf(x)e^{-i\omega x}dx[/tex]

The first step was Leibniz integral rule; now, iterating this process n-times yields:

[tex]\frac{d^n}{d\omega^n}F\{f\} = (-i)^{n}F\{x^{n}f\}[/tex]

We have just to set [tex]n=2[/tex] and [tex]\omega=0[/tex] in order to obtain:

[tex]\frac{d^2}{d\omega^2}F\{f\} = -\int_{-\infty}^{\infty}x^{2}f(x)dx[/tex]

That was it: the second derivative (with opposite sign) of the Fourier transform of f at 0, is equivalent to the second moment of f.
 
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FAQ: Derivatives of fourier transform

What is a Fourier transform?

A Fourier transform is a mathematical operation that decomposes a function into its individual frequency components. It is often used in signal processing and data analysis to better understand the underlying patterns and trends in a signal or dataset.

What are derivatives of Fourier transform?

The derivatives of a Fourier transform are the mathematical operations that calculate the rate of change of a function's frequency components. They are often used in engineering and physics to analyze the behavior of systems that involve time-varying signals.

What are some applications of derivatives of Fourier transform?

Some common applications of derivatives of Fourier transform include signal filtering, image processing, and data compression. They are also used in fields such as acoustics, optics, and quantum mechanics to analyze the properties of waves and signals.

How are derivatives of Fourier transform calculated?

The derivatives of Fourier transform are calculated using mathematical formulas and techniques, such as the chain rule and integration by parts. There are also various software tools and programming libraries that can perform these calculations automatically.

Are there any limitations or challenges in using derivatives of Fourier transform?

While derivatives of Fourier transform can be a powerful tool for analyzing signals and data, they have some limitations and challenges. These include dealing with noise and non-stationary signals, as well as the potential for spectral leakage and aliasing effects.

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