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  • 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 wanna 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

  • right next to your headphones, 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 gonna 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 gonna 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, 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:

  • The wave with three beats per second, and the wave with two beats per second,

  • and add them up.

  • 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 wanna 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,

  • 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,

  • describes the full length of its circumference.

  • And... this is a little bit dizzying to look at, so maybe you wanna 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,

  • if you're curious ?,

  • but for right now, we're just gonna 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,

  • so let's go ahead and throw a negative sign up into that exponent.

  • Now, 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 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,

  • and you just ask,

  • "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 gonna 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,

  • 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,

  • 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 is a quantitative trading firm,

  • and if you're the kind of person who enjoys math and solving puzzles like this,

  • the team there really values intellectual curiosity.

  • So, they might be interested in hiring you.

  • And they're looking both for full-time employees and interns.

  • For my part, I can say that some people I've interacted with there just seem to

  • love math, and sharing math, and

  • when they're hiring they look less at a background in finance

  • than they do at how you think, how you learn, and how you solve problems,

  • hence the sponsorship of a 3blue1brown video.

  • If you want the answer to that puzzler, or to learn more about what they do, or to apply for open positions,

  • go to janestreet.com/3b1b/

This right here is what we're going to build to, this video:

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But what is the Fourier Transform? A visual introduction.

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    Sujuku に公開 2022 年 11 月 16 日
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