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Fourier Transform:

Applications

Seismograms
Eigenmodes of the Earth
Time derivatives of
seismograms
The pseudo-spectral
method for acoustic wave
propagation

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Fourier: Applications Modern Seismology Data processing and inversion
Fourier: Space and Time
Space
Space Time
Time
xx space
spacevariable
variable tt Time
Timevariable
variable
LL spatial
spatialwavelength
wavelength TT period
period
k=2/
k=2/ spatial
spatialwavenumber
wavenumber ff frequency
frequency
F(k)
F(k) wavenumber
wavenumberspectrum
spectrum =2f angular
=2f angularfrequency
frequency

Fourier
Fourierintegrals
integrals
With
Withthe thecomplex
complexrepresentation
representationof
ofsinusoidal
sinusoidalfunctions
functionseeikx(or
ikx
(or
(e
(eiwt))the
iwt
theFourier
Fouriertransformation
transformationcan
canbe
bewritten
writtenas:
as:

1

ikx
f ( x) = F ( k ) e dx
2

1
F (k ) =
2

f ( x)e ikx dx

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Fourier: Applications Modern Seismology Data processing and inversion
The Fourier Transform
discrete vs. continuous

Whatever continuous
Whateverwe wedo
doon
onthe
the
computer
computerwith
withdata
datawill
will
be
bebased
basedononthe
thediscrete
discrete 1

ikx
f ( x) = F ( k ) e dx
Fourier
Fouriertransform
transform 2

1
F (k ) =
2 f ( x)e ikx dx
discrete

N 1
1
Fk =
N

j =0
f j e 2 ikj / N , k = 0,1,..., N 1

N 1
f k = F j e 2 ikj / N , k = 0 ,1,..., N 1
j =0
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Fourier: Applications Modern Seismology Data processing and inversion
The Fast Fourier Transform

... the latter approach became interesting with the introduction of the
Fast Fourier Transform (FFT). Whats so fast about it ?

The FFT originates from a paper by Cooley and Tukey (1965, Math.
Comp. vol 19 297-301) which revolutionised all fields where Fourier
transforms where essential to progress.

The discrete Fourier Transform can be written as


N 1
1
u k =
N
j
u
j =0
e 2 ikj / N
, k = 0 ,1,..., N 1

N 1
uk = u e
j =0
j
2 ikj / N
, k = 0 ,1,..., N 1

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Fourier: Applications Modern Seismology Data processing and inversion
The Fast Fourier Transform

... this can be written as matrix-vector products ...


for example the inverse transform yields ...

1 1 1 1 K 1 u 0 u 0
1
2 3 K N 1 u1 u1
1 2 4 6 K 2 N 2 u 2 u 2
=
M M M M M
M M M M M
( N 1) 2
1 L
N 1
L L u N 1 u N 1

.. where ...

= e 2i / N
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Fourier: Applications Modern Seismology Data processing and inversion
The Fast Fourier Transform

... the FAST bit is recognising that the full matrix - vector multiplication
can be written as a few sparse matrix - vector multiplications
(for details see for example Bracewell, the Fourier Transform and its
applications, MacGraw-Hill) with the effect that:

Number of multiplications

full matrix FFT

N2 2Nlog2N

this has enormous implications for large scale problems.


Note: the factorisation becomes particularly simple and effective
when N is a highly composite number (power of 2).
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Fourier: Applications Modern Seismology Data processing and inversion
The Fast Fourier Transform

Number of multiplications

Problem full matrix FFT Ratio full/FFT

1D (nx=512) 2.6x105 9.2x103 28.4


1D (nx=2096) 94.98
1D (nx=8384) 312.6

.. the right column can be regarded as the speedup of an algorithm


when the FFT is used instead of the full system.

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Fourier: Applications Modern Seismology Data processing and inversion
Spectral synthesis

The
Thered
redtrace
traceisisthe
thesum
sumof
ofall
allblue
bluetraces!
traces!
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Fourier: Applications Modern Seismology Data processing and inversion
Phase and amplitude spectrum
The spectrum consists of two real-valued functions of angular
frequency, the amplitude spectrum mod (F()) and the phase
spectrum ()

i ( )
F ( ) = F ( ) e

In many cases the amplitude spectrum is the most important


part to be considered. However there are cases where the
phase spectrum plays an important role (-> resonance,
seismometer)

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Fourier: Applications Modern Seismology Data processing and inversion
remember

z* = a ib = r (cos i sin )
i
= r cos ri sin( ) = r
z = zz* = (a + ib)(a ib) = r
2 2

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Fourier: Applications Modern Seismology Data processing and inversion
The spectrum
Amplitude
Amplitudespectrum
spectrum Phase
Phasespectrum
spectrum
space
Fourierspace
Fourier space
Physicalspace
Physical

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Fourier: Applications Modern Seismology Data processing and inversion
The Fast Fourier Transform
(FFT)
>>
Most >>help
helpfftfft
Mostprocessing
processingtools
tools
(e.g.
(e.g.octave,
octave,Matlab,
Matlab, FFT
FFTDiscrete
DiscreteFourier
Fouriertransform.
transform.
FFT(X)
Mathematica, FFT(X)isisthe
thediscrete
discreteFourier
Fouriertransform
transform(DFT)
(DFT)ofofvector
vectorX.X. For
For
Mathematica, matrices, the FFT operation is applied to each column.
matrices, the FFT operation is applied to each column. For N-D For N-D
Fortran,
Fortran,etc)
etc)have
have arrays,
arrays,the
theFFT
FFToperation
operationoperates
operateson onthe
thefirst
firstnon-singleton
non-singleton
intrinsic functions
intrinsic functions
dimension.
dimension.
for
forFFTs
FFTs FFT(X,N)
FFT(X,N)isisthe
theN-point
N-pointFFT,
FFT,padded
paddedwith
withzeros
zerosififXXhas
hasless
less
than N points and truncated if it has more.
than N points and truncated if it has more.
FFT(X,[],DIM)
FFT(X,[],DIM)ororFFT(X,N,DIM)
FFT(X,N,DIM)applies
appliesthe
theFFT
FFToperation
operationacross
acrossthe
the
dimension DIM.
dimension DIM.
For
Forlength
lengthNNinput
inputvector
vectorx,x,the
theDFT
DFTisisaalength
lengthNNvector
vectorX,X,
with
withelements
elements
Matlab FFT NN
X(k)
X(k) = sum
= sum x(n)*exp(-j*2*pi*(k-1)*(n-1)/N),
x(n)*exp(-j*2*pi*(k-1)*(n-1)/N),11<= <=kk<=
<=N. N.
n=1
n=1
The
Theinverse
inverseDFT
DFT(computed
(computedby byIFFT)
IFFT)isisgiven
givenbyby
NN
x(n)
x(n)==(1/N)
(1/N)sum
sum X(k)*exp(
X(k)*exp(j*2*pi*(k-1)*(n-1)/N),
j*2*pi*(k-1)*(n-1)/N),11<=
<=nn<= <=N.
N.
k=1
k=1
See
Seealso
alsoIFFT,
IFFT,FFT2,
FFT2,IFFT2,
IFFT2,FFTSHIFT.
FFTSHIFT.

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Fourier: Applications Modern Seismology Data processing and inversion
Frequencies in seismograms

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Fourier: Applications Modern Seismology Data processing and inversion
Amplitude spectrum
Eigenfrequencies

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Fourier: Applications Modern Seismology Data processing and inversion
Sound of an instrument

a - 440Hz

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Fourier: Applications Modern Seismology Data processing and inversion
Instrument Earth

26.-29.12.2004 (FFB )

0S2 Earths gravest tone


T=3233.5s =53.9min
Theoretical eigenfrequencies

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Fourier: Applications Modern Seismology Data processing and inversion
Fourier Spectra: Main Cases
random signals

Random
Randomsignals
signalsmay
maycontain
containall
allfrequencies.
frequencies.AAspectrum
spectrumwith
with
constant
constantcontribution
contributionof
ofall
allfrequencies
frequenciesisiscalled
calledaawhite
whitespectrum
spectrum

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Fourier: Applications Modern Seismology Data processing and inversion
Fourier Spectra: Main Cases
Gaussian signals

The
Thespectrum
spectrumof
ofaaGaussian
Gaussianfunction
functionwill
willitself
itselfbe
beaaGaussian
Gaussian
function.
function.How
Howdoes
doesthe
thespectrum
spectrumchange,
change,ififIImake
makethe
theGaussian
Gaussian
narrower and narrower?
narrower and narrower?
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Fourier: Applications Modern Seismology Data processing and inversion
Fourier Spectra: Main Cases
Transient waveform

AAtransient
transientwave
waveform
formisisaawave
waveform
formlimited
limitedinintime
time(or
(orspace)
space)inin
comparison
comparisonwith
withaaharmonic
harmonicwave
waveform
formthat
thatisisinfinite
infinite

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Fourier: Applications Modern Seismology Data processing and inversion
Puls-width and Frequency Bandwidth
time (space) spectrum

Widening frequency band


Narrowing physical signal

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Fourier: Applications Modern Seismology Data processing and inversion
Spectral analysis: an Example

24 hour ground motion, do you see any signal?


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Fourier: Applications Modern Seismology Data processing and inversion
Seismo-Weather

Running spectrum of the same data


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Fourier: Applications Modern Seismology Data processing and inversion
Some properties of FT
FT is linear Shifting corresponds to
signals can be treated as the sum changing the phase (shift
of several signals, the transform theorem)
will be the sum of their transforms
f (t a ) e ia F ( )
FT of a real signals F ( a ) e ia f (t )
has symmetry properties
Derivative
F ( ) = F * ( )
the negative frequencies can be dn
obtained from symmetry f (t ) (i ) n F ( )
properties
dt

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Fourier: Applications Modern Seismology Data processing and inversion
Fourier Derivatives

.. let us recall the definition of the derivative using Fourier integrals ...


x f ( x) = x F (k )e dk
ikx



= ikF (k )e ikx dk

... we could either ...

1) perform this calculation in the space domain by convolution

2) actually transform the function f(x) in the k-domain and back

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Fourier: Applications Modern Seismology Data processing and inversion
Acoustic Wave Equation - Fourier Method

let us take the acoustic wave equation with variable density

1 1
2
p =
x p
c
2 t x

the left hand side will be expressed with our


standard centered finite-difference approach

1
1
[p (t + dt ) 2 p ( t ) + p ( t dt ) ] = x x p
c 2 dt 2

... leading to the extrapolation scheme ...

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Fourier: Applications Modern Seismology Data processing and inversion
Acoustic Wave Equation - Fourier Method

1
p ( t + dt ) = c 2 dt 2 x x p + 2 p ( t ) p ( t dt )

where the space derivatives will be calculated using the Fourier Method.
The highlighted term will be calculated as follows:

1
P jn FFT P n ik P n FFT x P jn
multiply by 1/
n n
1 1 1 1 1 n
x P FFT x P ik x P FFT x x Pj
n


j

... then extrapolate ...

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Fourier: Applications Modern Seismology Data processing and inversion
... and the first derivative using FFTs ...

function df=sder1d(f,dx)
% SDER1D(f,dx) spectral derivative of vector
nx=max(size(f));

% initialize k
kmax=pi/dx;
dk=kmax/(nx/2);
for i=1:nx/2, k(i)=(i)*dk; k(nx/2+i)=-kmax+(i)*dk; end
k=sqrt(-1)*k;

% FFT and IFFT


ff=fft(f); ff=k.*ff; df=real(ifft(ff));

.. simple and elegant ...

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Fourier: Applications Modern Seismology Data processing and inversion
Fourier Method - Comparison with FD - Table

Difference (%) between numerical and analytical solution


as a function of propagating frequency

160
140
120
Simulation time
100
3 point 5.4s
80 5 point 7.8s
Fourier 33.0s
60

40
20
0
5 Hz 10 Hz 20 Hz

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Fourier: Applications Modern Seismology Data processing and inversion
Numerical solutions and Greens Functions

3 point operator 5 point operator Fourier Method


10 10 10

Impulse response (analytical) concolved with source


Impulse response (numerical convolved with source
9 9 9

8 8 8

7 7 7
Frequency increases

6 6 6

5 5 5

4 4 4

3 3 3

2 2 2

1 1 1

0 0 0
500 1000 1500 500 1000 1500 500 100

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Fourier: Applications Modern Seismology Data processing and inversion