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#### 形象展示傅里叶变换

But what is the Fourier Transform? A visual introduction.

This right here is what we’re going to build to,

this video:

A certain animated approach to thinking

about a super-important idea from math:

The Fourier transform.

For anyone unfamiliar with what that is,

my # 1 goal here is just

for the video to be an introduction to that topic.

But even for those

of you who are already familiar with it,

I still think that there’s something fun

and enriching about seeing what all of its components actually look like.

The central example, to start, is gonna be the classic one:

Decomposing frequencies from sound.

But after that, I also really wan na show a glimpse

of how this idea extends well beyond sound and frequency,

and to many seemingly disparate areas of math, and even physics. Really,

it is crazy just how ubiquitous this idea is.

Let’s dive in.

This sound right here is a pure A.

440 beats per second. Meaning,

if you were to measure the air pressure

or your speaker, as a function of time, it would oscillate up and down

around its usual equilibrium, in this wave.

making 440 oscillations each second.

A lower-pitched note, like a D,

has the same structure, just fewer beats per second.

And when both of them are played at once,

what do you think the resulting pressure vs. time graph looks like? Well,

at any point in time, this pressure difference

is gon na be the sum of what it would be

for each of those notes individually. Which,

let’s face it,

is kind of a complicated thing to think about.

At some points, the peaks match up with each other,

resulting in a really high pressure.

At other points, they tend to cancel out.

And all in all,

what you get is a wave-ish pressure vs. time graph,

that is not a pure sine wave; it’s something more complicated.

And as you add in other notes,

the wave gets more and more complicated.

But right now, all it is is a combination of four pure frequencies.

So it seems…

needlessly complicated, given the low amount of information put into it.

A microphone recording any sound

just picks up on the air pressure at many different points in time.

It only”sees” the final sum.

So our central question is gonna be how you can take

a signal like this,

and decompose it into the pure frequencies that make it up.

Pretty interesting, right?

Adding up those signals really mixes them all together.

So pulling them back apart…feels

akin to unmixing multiple paint colors that have all been stirred up together.

The general strategy is gonna

be to build for ourselves a mathematical machine

that treats signals with a given frequency…

..differently from how it treats other signals.

To start, consider simply taking a pure signal say,

with a lowly three beats per second,

so that we can plot it easily.

And let’s limit ourselves to looking at a finite portion of this graph.

In this case, the portion between zero seconds, and 4.5 seconds.

The key idea,

is gon na be to take this graph,

and sort of wrap it up around a circle. Concretely,

here’s what I mean by that.

Imagine a little rotating vector where each point in time

its length is equal to the height of our graph for that time. So,

high points

of the graph correspond to a greater disance from the origin,

and low points end up closer to the origin.

And right now, I’m drawing it

in such a way that moving forward two seconds in time

corresponds to a single rotation around the circle.

Our little vector drawing this wound up graph

is rotating at half a cycle per second. So,

this is important.

There are two different frequencies at play here:

There’s the frequency of our signal,

which goes up and down, three times per second.

And then, separately,

there’s the frequency with which we’re wrapping the graph around the circle. Which,

at the moment, is half of a rotation per second.

But we can adjust that second frequency however we want.

Maybe we want to wrap it around faster…

..or maybe we go and wrap it around slower.

And that choice of winding frequency determines what the wound up graph looks like.

Some of the diagrams that come out of this can be pretty complicated; although,

they are very pretty.

But it’s important to keep

in mind that all that’s happening here

is that we’re wrapping the signal around a circle.

The vertical lines that I’m drawing up top, by the way,

are just a way to keep track

of the distance on the original graph

that corresponds to a full rotation around the circle. So,

lines spaced out by 1.5 seconds

would mean it takes 1.5 seconds to make one full revolution.

And at this point,

we might have some sort of vague sense that something special will happen

when the winding frequency matches the frequency of our signal: three beats per second.

All the high points on the graph happen

on the right side of the circle

And all of the low points happen on the left.

But how precisely can we take advantage of that

in our attempt to build a frequency-unmixing machine? Well,

imagine this graph is having some kind

of mass to it, like a metal wire.

This little dot is going to represent the center of mass of that wire.

As we change the frequency, and the graph winds up differently,

that center of mass kind of wobbles around a bit.

And for most of the winding frequencies,

the peaks and valleys are all spaced out

around the circle in such a way that

the center of mass stays pretty close to the origin.

But!

When the winding frequency is the same

as the frequency of our signal,

in this case, three cycles per second,

all of the peaks are on the right,

and all of the valleys are on the left..

..so the center of mass is unusually far to the right. Here,

to capture this, let’s draw some kind of plot

that keeps track of where that center of mass is for each winding frequency.

Of course, the center of mass is a two-dimensional thing,

and requires two coordinates to fully keep track of,

but for the moment, let’s only keep track of the x coordinate. So,

for a frequency of 0,

when everything is bunched up on the right,

this x coordinate is relatively high.

And then, as you increase that winding frequency,

and the graph balances out around the circle,

the x coordinate of that center

of mass goes closer to 0,

and it just kind of wobbles around a bit.

But then, at three beats per second,

there’s a spike as everything lines up to the right.

This right here is the central construct, so let

‘s sum up what we have so far: We

have that original intensity vs. time graph,

and then we have the wound

up version of that in some two-dimensional plane,

and then, as a third thing, we have a plot

for how the winding frequency influences the center of mass of that graph.

And by the way,

let’s look back at those really low frequencies near 0.

This big spike around 0 in our new frequency plot

just corresponds to the fact that the whole cosine wave is shifted up.

If I had chosen a signal oscillates around 0,

dipping into negative values, then,

as we play around with various winding frequences,

this plot of the winding frequencies vs. center of mass

would only have a spike at the value of three. But,

negative values are a

little bit weird and messy to think about

especially for a first example,

so let’s just continue thinking in terms of the shifted-up graph.

I just want you to understand

that that spike around 0 only corresponds to the shift.

Our main focus, as far as frequency decomposition is concerned,

is that bump at three.

This whole plot is what I’ll call

the”Almost Fourier Transform” of the original signal.

There’s a couple small distinctions

between this and the actual Fourier transform,

which I’ll get to in a couple minutes,

but already, you might be able to see how

this machine lets us pick out the frequency of a signal.

Just to play around with it a little bit more,

take a different pure signal,

let’s say with a lower frequency of two beats per second,

and do the same thing.

Wind it around a circle, imagine different potential winding frequencies,

and as you do that keep track of where the center

of mass of that graph is,

and then plot the x coordinate of that center of mass

as you adjust the winding frequency.

Just like before,

we get a spike when the winding frequency is the same as the signal frequency,

which in this case, is when it equals two cycles per second.

But the real key point,
——这个机器之所以让人喜闻乐见——
the thing that makes this machine so delightful,

is how it enables us to

take a signal consisting of multiple frequencies,

and pick out what they are.

Imagine taking the two signals we just looked at:
3Hz的波
The wave with three beats per second,

and the wave with two beats per second,

Like I said earlier,

what you get is no longer a nice, pure cosine wave;

it’s something a little more complicated.

But imagine throwing this into our winding-frequency machine…

..it is certainly the case that as you wrap this thing around,

it looks a lot more complicated;

you have this

chaos (1) and

chaos (2) and chaos (3) and

chaos (4) and then

WOOP!

Things seem to line up really nicely

at two cycles per second,

and as you continue on it’s more chaos (5)

and more chaos (6)

more chaos (7)

chaos (8), chaos (9), chaos (10),

WOOP!

Things nicely align again at three cycles per second. And,

like I said before,

the wound up graph can look kind of busy and complicated,

but all it is is the relatively simple idea

of wrapping the graph around a circle.

It’s just a more complicated graph, and a pretty quick winding frequency.

Now what’s going on here with the two different spikes,

is that if you were to take two signals,

and then apply this Almost-Fourier transform to each of them individually,

and then add up the results,

what you get is the same as if you first

added up the signals, and then applied this Almost-Fourier transorm.

And the attentive viewers among you might wan na pause and ponder, and…

..convince yourself that what I just said is actually true.

It’s a pretty good test to verify

for yourself that it’s clear what exactly is being measured

inside this winding machine.

Now this property makes things really useful to us,

because the transform of a pure frequency

is close to 0 everywhere except for a spike around that frequency.

So when you add together two pure frequencies,

the transform graph just has these little peaks

above the frequencies that went into it.

So this little mathematical machine does exactly what we wanted.

It pulls out the original frequencies from their jumbled up sums,

unmixing the mixed bucket of paint.

And before continuing into the full math that describes this operation,

let’s just get a quick glimpse

of one context where this thing is useful:

Sound editing.

Let’s say that you have some recording,

and it’s got an annoying high pitch that

you’d like to filter out. Well,

at first,

your signal is coming in as a function of various intensities over time.

Different voltages given to your speaker from one millisecond to the next.

But we want to think of this in terms of frequencies, so,

when you take the Fourier transform of that signal,

the annoying high pitch is going to show up just

as a spike at some high frequency.

Filtering that out, by just smushing the spike down,

what you’d be looking at is the Fourier transform

of a sound that’s just like your recording,

only without that high frequency. Luckily,

there’s a notion of an inverse Fourier transform

that tells you which signal would have produced this as its Fourier transform.

I’ll be talking

about inverse much more fully in the next video,

but long story short, applying the Fourier transform

to the Fourier transform gives you back something close to the original function. Mm,

kind of… this is…

..a little bit of a lie,

but it’s in the direction of the truth.

And most of the reason that it’s a

lie is that I still have yet to tell

you what the actual Fourier Transform is,

since it’s a little more complex than this x-coordinate-of-the-center-of-mass idea.

First off, bringing back this wound up graph,

and looking at its center of mass,
x坐标只能反映一半的事实 对吧
the x coordinate is really only half the story, right?

I mean, this thing is in two dimensions,

it’s got a y coordinate as well. And,

as is typical in math,

whenever you’re dealing with something two-dimensional,

it’s elegant to think of it as the complex plane,

where this center of mass is gonna be a complex number,

that has both a real and an imaginary part.

And the reason for talking in terms of complex numbers,

rather than just saying,

“It has two coordinates,”

is that complex numbers lend themselves to really nice descriptions

of things that have to do with winding,

and rotation.

For example:

Euler’s formula famously tells us

that if you take e to some number times i,

you’re gonna land on the point that you get

if you were to walk that number of units around a circle

with radius 1, counter-clockwise starting on the right.

So,

imagine you wanted to describe rotating at a rate of one cycle per second.

One thing that you could do

is take the expression”e^2π*i*t,”

where t is the amount of time that has passed. Since,

for a circle with radius 1,
2π就是一圈的长度 不过
2π describes the full length of its circumference. And…

this is a little bit dizzying to look at,

so maybe you wan na describe a different frequency…

..something lower and more reasonable…

..and for that,

you would just multiply that time t in the exponent

by the frequency, f.

For example, if f was one tenth,

then this vector makes one full turn every ten seconds,

since the time t has to increase all

the way to ten before the full exponent looks like 2πi.

I have another video giving some intuition

on why this is the behavior of e^x for imaginary inputs,
e的虚数次方为什么长这样的一些直观解释
if you’re curious ,

but for right now,

we’re just gon na take it as a given.

Now why am I telling you this you this, you might ask. Well,

it gives us a really nice way

to write down the idea of winding up the

graph into a single, tight little formula.

First off, the convention in the context of Fourier transforms

is to think about rotating in the clockwise direction,

take some function describing a signal intensity vs. time,

like this pure cosine wave we had before,

and call it g(t).

If you multiply this exponential expression times g(t),

it means that the rotating complex

number is getting scaled up and down

according to the value of this function.

So you can think

of this little rotating vector with its changing length

as drawing the wound up graph.

So think about it, this is awesome.

This really small expression is a super-elegant way to encapsulate

the whole idea of winding a graph around a circle

with a variable frequency f.

And remember,

that thing we want to do with this wound up graph

is to track its center of mass.

So think about what formula is going to capture that. Well,

to approximate it at least,

you might sample a whole bunch

of times from the original signal,

see where those points end up on the wound up graph,

and then just take an average.

That is, add them all together, as complex numbers,

and then divide by the number of points that you’ve sampled.

This will become more accurate if you sample more points which are closer together.

And in the limit,

rather than looking at the sum of a whole bunch

of points divided by the number of points,

you take an integral of this function,

divided by the size of the time interval that we’re looking at.

Now the idea of integrating a complex-valued function might seem weird,

and to anyone who’s shaky with calculus, maybe even intimidating,

but the underlying meaning here really doesn’t require any calculus knowledge.

The whole expression is just the center of mass of the wound up graph.

So…

Great! Step-by-step,

we have built up this

kind of complicated, but, let’s face it, surprisingly small expression

for the whole winding machine idea that I talked about.

And now, there is only one final distinction to point out

between this and the actual, honest-to-goodness Fourier transform. Namely,

just don’t divide out by the time interval.

The Fourier transform is just the integral part of this.

What that means is that instead

of looking at the center of mass,

you would scale it up by some amount.

If the portion

of the original graph you were using spanned three seconds,

you would multiply the center of mass by three.

If it was spanning six seconds,

you would multiply the center of mass by six.

Physically, this has the effect

that when a certain frequency persists for a long time,

then the magnitude of the Fourier transform

at that frequency is scaled up more and more.

For example, what we’re looking at right here

is how when you have a pure frequency
2Hz的信号
of two beats per second,

and you wind it around the graph

at two cycles per second,

the center of mass stays in the same spot, right?

It’s just tracing out the same shape.

But the longer that signal persists,

the larger the value of the Fourier transform, at that frequency.

For other frequencies, though,

even if you just increase it by a bit,

this is cancelled out by the fact

that for longer time intervals

you’re giving the wound up graph more

of a chance to balance itself around the circle.

That is… a lot of different moving parts,

so let’s step back and summarize what we have so far.

The Fourier transform of an intensity vs. time function, like g(t),

is a new function, which doesn’t have time as an input, but instead takes in a frequency,

what I’ve been calling”the winding frequency.”

In terms of notation, by the way,

the common convention is to call this new function

“g-hat,” with a little circumflex on top of it.

Now the output of this function is a complex number,

some point in the 2D plane,

that corresponds to the strength of a given frequency in the original signal.

The plot that I’ve been graphing for the Fourier transform,

is just the real component of that output, the x-coordinate

But you could also graph the imaginary component separately,

if you wanted a fuller description.

And all of this is being encapsulated inside that formula that we built up.

And out of context,

you can imagine how seeing this formula would seem sort of daunting.

But if you understand how exponentials correspond to rotation…

..how multiplying that by the function g(t)

means drawing a wound up version of the graph,

and how an integral of a complex-valued function

can be interpreted in terms of a center-of-mass idea,

you can see how this whole thing carries

with it a very rich, intuitive meaning. And,

by the way,

one quick small note before we can call this wrapped up.

Even though in practice, with things like sound editing,

you’ll be integrating over a finite time interval,

the theory of Fourier transforms is often phrased where the bounds

of this integral are -∞ and ∞. Concretely,

what that means is that you consider this expression

for all possible finite time intervals,

“What is its limit as that time interval grows to ∞?” And…man,

oh man, there is so much more to say!

So much, I don’t wanna call it done here.

This transform extends to corners of math well

beyond the idea of extracting frequencies from signal. So,

the next video I put out

is gon na go through a couple of these,

and that’s really where things start getting interesting. So,

stay subscribed for when that comes out,

or an alternate option is to

just binge a couple 3blue1brown videos

so that the YouTube recommender is more inclined

to show you new things that come out… ..really,

the choice is yours!

And to close things off, I have something pretty fun: A mathematical puzzler from this video’s sponsor,
Jane Street 他们正在招募更多技术人才
Jane Street, who’s looking to recruit more technical talent. So,

let’s say that you have a closed,

bounded convex set C sitting in 3D space,
B是集合C的边界
and then let B be the boundary of that space,

the surface of your complex blob.

Now imagine taking every possible pair of points on that surface,

and adding them up, doing a vector sum.

Let’s name this set of all possible sums D.

Your task is to prove that D is also a convex set. So,
Jane Street是一家量化交易公司
Jane Street is a quantitative trading firm,

and if you’re the kind

of person who enjoys math and solving puzzles like this,

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and when they’re hiring they look less at a background in finance

than they do at how you think, how you learn,

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hence the sponsorship of a 3blue1brown video.

If you want the answer to that puzzler,

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Aidenlazz