Supplemental Notes to

Gravimetric Geodesy

GS776




Christopher Jekeli

Division of Geodesy and Geospatial Science
School of Earth Sciences

The Ohio State University

Columbus, OH 43210
















November 2007

FOURIER TRANSFORM TECHNIQUES

1. Introduction
Fourier transform techniques are used to increase the computational speed of integral formulas in
geodesy (and other disciplines), such as Stokess and Vening-Meineszs integrals, the terrain
effect, Poissons integral, etc. We will concentrate on Stokess integral, application to the others
being more or less obvious by implication.
The Fourier techniques assume that an abundance of data (gravity anomalies) is available and
that the data are regularly distributed on a grid over an extensive region. Typically, one also
assumes a flat-Earth approximation, although there are formulas that avoid this approximation.
We have already encountered an analogue to the Fourier transform method in the spherical
harmonic series. Specifically, the (disturbing) potential can be expressed as an infinite series of
spherical harmonics:

( ) ( )
2
, , ,
n
nm nm
n m n
T R t Y

, (1)

where

( ) ( )
1
, ', ' ', '
4
nm nm
t T R Y d

. (2)

The harmonic coefficients, equation (2), can be thought of as a transform of the disturbing
potential (on the sphere of radius, R). They transform a function of space variables, ( ) , , into
a function of degree and order, ( ) , n m ; these integers indicate the waviness of functions such
as
nm
P and cos m and sin m . We call the domain for the latitude and longitude the space
domain and the domain for the degree and order the frequency domain, or wave-number domain
(frequency being just the inverse of the length of a wave). Thus, the harmonic coefficients
transform the disturbing potential (restricted to a sphere) from the space domain to the frequency
domain.
For each computation of the geoid undulation at a point ( ) , according to Stokess
integral:

( ) ( ) ( )
0
, ', '
4
R
N g S d

, (3)

a different global integration of the gravity anomalies has to be performed. On the other hand,
the geoid undulation can be computed more easily using the spherical harmonic series once the
coefficients, equation (2), are determined:


- 3 -


( ) ( )
0
2
1
, ,
n
nm nm
n m n
N t Y

. (4)

Specifically, it turns out that the computation of equation (4), being an inverse transform from
the coefficients to the geoid (i.e., from the frequency domain to the space domain), can be done
much more cheaply (numerically) than equation (3) if many computation points in the space
domain are needed (e.g., on the whole sphere). With the planar approximation the spherical
harmonic functions become sines and cosines and these computational savings are even greater.
Insofar as the integration of Stokess integral is usually limited to a region, it makes sense to
consider the planar approximation, noting that the global part of the geoid is obtained by a
truncated spherical harmonic series model using the remove/restore theory developed earlier for
the combination of the Stokes integral and a spherical harmonic model.

2. The Fourier Transform
There are many versions of the Fourier transform depending on whether the data are continuous
or discrete, periodic or non-periodic; and the transforms go by correspondingly different names.
We will consider only the case applicable to fast numerical computation, and corresponding
approximations or assumptions regarding the data will have to be made.
To facilitate the notation, we make use of the complex exponential, which is nothing but a
linear combination of sine and cosine functions:

cos sin
i
e i

+ , (5)

where 1 i is the imaginary number (
2 3
1, , 1 , etc. i i i i i ). The imaginary number
can be treated simply as a constant; or one could view it as "units" so that y has different units
than x in the complex number z:

z x iy + . (6)

Consider first a discrete function defined on a one-dimensional, discrete, evenly spaced set of
independent variable values, x x
l
l ; x is the interval at which the function g is evaluated.
Also, suppose that this function is periodic with period M x : ( ) ( ) g x M x g x +
l l
. It can be
expressed as a finite series of sines and cosines:

( )
1 2
0
1
M
i k
M
k
k
g x g G e
M x

l
l l
, (7)

where { }
k
G is a corresponding set of Fourier coefficients (analogous to the spherical harmonic
coefficients); this set is also called the spectrum of g. It can be shown that these coefficients are
related to the function values by:


- 4 -



1 2
0
M
i k
M
k
G x g e

l
l
l
. (8)

Equations (7) and (8) constitute a Fourier Transform Pair: the set of coefficients, { }
k
G , given by
equation (8), is the (discrete) Fourier transform of g; and the set of function values, { } g
l
, given
by equation (7), is the inverse (discrete) Fourier transform of G. Both g and G are periodic with
periods M x and M, respectively (the student should verify this!). Note that g is usually a real
function, but { }
k
G comprises a set of complex numbers.
The numerical advantage of using these Fourier transforms is embodied in the following
theorem, called the Convolution Theorem:

Theorem: If two functions, g, f, of the type given by equation (7) are convolved to form a third
function, h, as follows:


1
0
M
n n
n
h x g f

l l
, (9)

then the Fourier transform of the convolution, h, is the product of the Fourier transforms of g and
f:


k k k
H G F . (10)

The proof of this theorem follows relatively easily from the definition of the Fourier transform,
equation (8). We have from equations (8) and (9):


( )
( )
1 2
0
1 1
2
2
0 0
1 1 2 2
0 0
M
i k
M
k
M M
i k
M
n n
n
M M
i kn i k n
M M
n n
n
k k
H x h e
x g f e
x g e x f e
G F

l
l
l
l
l
l
l
l
l
(11)

where the last equality follows because both f and
2
i k
M
e

l
are periodic.
We then have from equations (7) and (10):


- 5 -



1 2
0
1
M
i k
M
k k
k
h G F e
M x

l
l
. (12)

The determination of h at all points x l is obtained by three Fourier transforms (two direct and
one inverse) and a multiplication of transforms. Since Fourier transforms can be done very fast
(the Fast Fourier Transform (FFT) algorithm), this is much cheaper numerically than computing
the convolution by equation (9) separately at each of the points x l .
The above results can be extended naturally to any dimension of the independent variable.
Specifically, we are interested in functions defined on the two-dimensional plane. Then the
convolution is given by


1 2
1 2 1 2 1 1 2 2
1 2
1 1
, 1 2 , ,
0 0
M M
n n n n
n n
h x x g f

l l l l
, (13)

and can be calculated, using an equivalent convolution theorem, by


1 1 2 2 1 2
1 2
1 2 1 2 1 2
1 2
1 1
2
, , ,
1 1 2 2
0 0
1
k k M M
i
M M
k k k k
k k
h G F e
M x M x


_
+

,

l l
l l
, (14)

where the 2-D Fourier transforms are given, for example, by


1 1 2 2 1 2
1 2
1 2 1 2
1 2
1 1
2
, 1 2 ,
0 0
k k M M
i
M M
k k
G x x g e


_
+

,

l l
l l
l l
. (15)


3. Stokess Integral
Stokess integral is a convolution of gravity anomalies and Stokess function, whether in
spherical approximation or planar approximation. To make use of the Fast Fourier Transform,
we formulate Stokess integral, equation (3), in planar approximation:

( )
( )
( ) ( )
1 2
1 2
1 1
1 1 2 2 1 2
1 1 2 2
2 2
2 2
0
0 0
1 1 1 2 2 2
,
,
2
M M
n n
g n x n x x x
N x x
n x n x

l l
l l
, (16)

where Stokess function in planar approximation is given by

( )
1 2 2
sin
2
R
S
s

, (17)

and where the distance, s, between the computation point, ( )
1 1 2 2
, x x l l , and the integration

- 6 -


point, ( )
1 1 2 2
, n x n x , is

( ) ( )
2 2
2 2
1 1 1 2 2 2
s n x n x + l l . (18)

Clearly, equation (16) is of the form of equation (13), i.e., a convolution, and can be evaluated
according to equation (14), where first one has to compute the Fourier transforms of the gravity
anomalies and of Stokess function. Again, very fast algorithms (FFT) exist to perform these
transforms, whether of the form given by equation (15), or the inverse form, equation (14).
We note several difficulties in applying this method. First of all, it is a planar approximation
which is appropriate only if we have already accounted for the global part of the geoid with some
spherical harmonic model (remove/restore technique). Second, the Stokes function is singular at
the origin (where computation and integration points coincide); the Fourier transform is also
singular there and requires special attention (e.g., compute and remove the inner-most zone from
the problem, which can be done because the singularity is weak). Finally, the functions g and
( ) ( ) S S s were assumed to be periodic over the whole plane in the above application of the
(discrete) Fourier transforms. Clearly, they are not. This means that, especially near the edges
of the computation region for N, the values thus computed will be in error, perhaps significantly.
Even without the periodicity assumption, evaluations of N near the edges will suffer due to the
lack of data outside the region of integration. Again, special techniques can be applied to reduce
these effects (usually, we simply restrict the final results for N to hold only in an interior area
away from the edges).


4. Vening-Meinesz Integral
Similarly, Vening-Meineszs integrals are convolutions of the gravity anomaly and the
derivatives of Stokess function:


( )
( )
( )
( )
0
, cos
1
', '
, sin 4
dS
g d
d

' ; ' ;


. (19)

With the planar approximation


2
2
2 dS R
d s
, (20)

we obtain


( )
( )
( )
1 2 1 2 2
0
, cos
1 1
', ' ' '
, sin 2
g x x dx dx
s

' ; ' ;


. (21)

Now


- 7 -



1 1
'
cos
x x
s

,
2 2
'
sin
x x
s

; (22)

also, ( ) ( )
2 2
1 1 2 2
' ' s x x x x + . Hence equation (21) becomes


( )
( )
( )
( ) ( )
( )
1 2 1 1 1 2
1 2 3 2
2 2
1 2 2 2 0
1 1 2 2
, ' ', '
1
' '
, ' 2
' '
x x x x g x x
dx dx
x x x x
x x x x

' ; ' ;

+

. (23)

We see that each integral (i.e., for each of the deflection components) is a convolution integral.
The discrete approximation is given, for a regular and finite set of gridded data, by


( )
( )
( )
( ) ( )
( )
( )
( )
1 2
1 2
1 1
1 1 2 2 1 1 1 1 1 2 2 1 2
3 2
2 2
2 2
1 1 2 2 2 2 2 0
0 0
1 1 1 2 2 2
, ,
, 2
M M
n n
x x n x g n x n x x x
x x n x
n x n x

' ; ' ;

l l l
l l l
l l
, (24)

where


1 1 1 2 2 2
1 1 1 2 2 2
,
' , '
x x x x
x n x x n x




l l
(25)

and thus equation (24) has the form of equation (13). Naturally, the same comments can be
made here as for the geoid undulation computations, at the end of Section 3.