Fundamentals of Structural Analysis. Chapter 6.

Fourier and Laplace Transforms

6. Fourier series, Fourier and Laplace transforms

The basic theory for the description of periodic signals was formulated by Jean-Baptiste
Fourier (1768-1830) in the beginning of the 19th century. Fourier showed that an arbitrary
periodic function could be written as a sum of sine and cosine functions. This is the basis
for the transformation of time histories into the frequency domain and all kinds of digital
frequency analysis.

Jean-Baptiste Fourier (1768-1830)

6.1 Fourier Series

Let x(t) be a periodic function with period T

x( t + nT ) = x( t ) (6-1)

where n is an integer. The functions

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

⎛ 2π t ⎞
sm ( t ) = sin⎜ m ⎟
⎝ T ⎠
(6-2)
⎛ 2π t ⎞
cm ( t ) = cos⎜ m ⎟
⎝ T ⎠

are all periodic for an integer m over the time T. The functions have m whole periods over
the time T. Fourier showed that the arbitrary periodic function x(t) may be written as an
infinite sum of those sine and cosine functions.

∞
⎛ 2π t ⎞ ⎛ 2π t ⎞
x( t ) = ∑ am cos ⎜ m ⎟ +bm sin ⎜ m ⎟ (6-3)
m =0 ⎝ T ⎠ ⎝ T ⎠

2π
To get simpler formulas let = ω and (6-3) becomes:
T

∞
x( t ) = ∑ am cos( mω t ) + bm sin( mω t ) (6-4)
m =0

To get the coefficients, multiply both sides in (6-4) by cos(nωt) with n an integer. Then:

∞
cos( nωt ) ⋅ x( t ) = cos( nωt ) ⋅ ∑ am cos( mωt ) + bm sin( mωt )
m =0

or
cos( nωt ) ⋅ x( t ) =

∑ 2 (cos( n + m )ωt + cos( n − m )ωt ) + 2 (sin( n + m )ωt + sin( n − m )ωt )

a m b m

(6-5)

We now integrate both sides of (6-5) over the time interval (0, T). All trigonometric
functions on the right side have a whole number of periods in the interval, and (nearly) all
terms in the integral will become zero. But there is one exception. If we choose n = m,
cos((n-m)ωt) = 1 in the whole interval, and we will get from the right hand side:

T
an anT
∫ 2 ⋅ 1 dt =
0
2
(6-6)

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

From this:

T
2
an = ∫ cos( nωt ) ⋅ x( t )dt
T0
with (6-7)
2π
ω=
T
In the same way:

T
2
T ∫0
bn = sin( nωt ) ⋅ x(t )dt (6-8)

For n = 0, which corresponds to the mean value of the signal, we will get a special case,
a
and we write this term 0 . We have then arrived at the formula for the Fourier series:
2

a0 ∞
x( t ) = + ∑ am cos( mω t ) + bm sin( mω t )
2 m =1
with
T
2
T ∫0
am = cos( mω t ) ⋅ x( t )dt (6-9)

T
2
T ∫0
bm = sin( mω t ) ⋅ x( t )dt

2π
ω=
T
We note, that the only thing we have used in the derivation of the formula is the fact that
most of the terms in the integrals turn out to be zero. This is called orthogonality, the
functions are said to be orthogonal. This is mathematically equivalent with the same
concept for vectors, and the scalar product for vectors then corresponds to the integral of
the multiplied functions. We may write:

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

x( t ) = ∑ amφm ( t )
with
⎧0...n ≠ m
∫ φ ( t ) ⋅φ
n m ( t )dt = ⎨
⎩1...n = m
(6-10)

and
am = ∫ φm ( t ) ⋅ x( t )dt

This is called a generalised Fourier series, and is a widely used concept in many
disciplines. In figure 6-1 the successive approximation with Fourier series to a square
wave is shown.

Figure 6-1 Successive Fourier series approximation to a square wave by adding terms.

If we let the numbers in the Fourier series get very large, we get a phenomenon, called
Gibb’s phenomenon, see figure 6-2.

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

Figure 6-2 Gibb’s phenomenon for Fourier series approximation with many terms.

We now know, that a periodic signal may be written as a Fourier series. In the sum there
are terms of the type:

s( t ) = a cos( ω t ) + b sin( ω t ) (6-11)

We may write s(t) in a different way:

s( t ) = a cos( ω t ) + b sin( ω t ) = a 2 + b 2 ⋅ cos( ω t − ϕ )

where (6-12)
b
tan( ϕ ) =
a

we introduce

a 2 + b 2 = amplitude
(6-13)
ϕ = phase

In the Fourier series we find, that the frequencies appear as multiplies of the basic
frequency (1/T). The basic frequency is called the fundamental, while the multiples are
called harmonics. Fourier analysis is often called harmonic analysis. A periodic signal

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

may then be described with its fundamental and harmonics. For each frequency you give
the frequency, the amplitude and the phase, alternatively, you give the sine and cosine
components.

6.2 Complex Fourier Series

By using the complex notation for sine and cosine functions, given by Euler:

e iφ = cos φ + i sin φ 6-14)

or

iφ − iφ
e +e
cos φ =
2
(6-15)
iφ − iφ
e −e
sin φ =
2i
we may write the formula for the Fourier series in a more compact way:

a0 ∞
x( t ) = + ∑ am cos( mωt ) + bm sin( mωt ) =
2 m =1
∞ ∞
c0 + ∑ cm e imω t
+ ∑ d m e −imω t
m =1 m =1 (6-16)
a b
cm = m − i m
2 2
a b
dm = m + i m
2 2
∞
x( t ) = ∑c
m = −∞
m e i mω t
T
(6-17)
1
cm = ∫ x( t ) ⋅ e −imωt dt
T0

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

This is called the complex Fourier series. Please note, that the summation now also covers
negative indices, we have ”negative frequencies”. We are not yet putting any physical
meaning to those frequencies; we just use the compact mathematical notation.
6.3 Fourier Transform
For a function x(t), defined for all time t, we define the Fourier transform F(f) by:

+∞

∫ x( t ) ⋅ e
− iω t
X(ω ) = dt (6-18)
−∞

F is a complex-valued function of the variable f, frequency, and is defined for all

frequencies. As the function is complex, it may be described by a real and an imaginary
part or with magnitude and phase, as with any complex number. The definition integral
does not converge for all possible functions x(t), see the special literature on the subject. If
the Fourier transform exists, there is an inverse transform formula:

+∞
1
∫ X (ω )⋅ e
+ iω t
x( t ) = dω (6-19)
2π −∞

The transform pair is very symmetric, the only difference being the sign of the exponent
and the factor 1 2π in (3-19). We give an example of a Fourier transform:

⎧1 x <a
x( t ) = ⎨ (6-20)
⎩0 elsewhere

The Fourier transform is then from direct calculation:

2 sin( aω ) sin( aω )
X(ω ) = = 2a (6-21)
ω aω
The transform pair is shown in figure 6-3.

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

Figure 6-3 Time signal and corresponding Fourier transform.

The example given here results in a real Fourier transform, which stems from the fact that
x(t) is placed symmetrical around time zero. We give another example:

⎧ e − at ⋅ sin( bt ) t ≥ 0
x( t ) = ⎨ (6-22)
⎩0 t <0

which gives

b
X(ω ) = (6-23)
− ω + 2iaω + a 2 + b 2
2

Note, that X(ω) now is complex. The real and imaginary parts are given in figure 6-4.

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

Figure 6-4 Time signal and corresponding Fourier transform.

For a real time signal x(t), the real part of X(ω) is an even function of frequency, while the
imaginary part is an odd function of frequency. This is illustrated in the figure. We also
find, that the transform peaks around the ”frequency”, b, of the time signal. If we let the
engineering units of x(t) be volts, [V], then the engineering units for X(ω) is [Vs] from the
definition. From the definition we also find that

+∞
X(0 ) = ∫ x( t ) dt
−∞
(6-24)

If x(t) is a force, measured in N, applied to a structure, the integral of the force over time is
called the impulse, with the engineering unit [Ns]. (6-24) then tells us that the Fourier
transform of the force, evaluated for frequency zero, is equal to the impulse.

The Fourier transform is often denoted F{x(t)}. The transform is linear, which means:

F {x1 ( t ) + x2 ( t )} = F {x1 ( t )} + F {x2 ( t )} (6-25)

A scaling in time brings an inverse scaling in frequency:

ω
F {x( at )} =
1
⋅ X( ) (6-26)
a 2πa

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

A time shift of the signal introduces a phase factor:

F {x( t − τ )} = X ( ω ) ⋅ e −iωτ (6-27)

The amplitude of F is not affected, since the amplitude of the exponential function is one
for all frequencies.

Changing the direction of time corresponds to a complex conjugation:

F {x( −t )} = X * ( ω ) (6-28)

A multiplication with (a complex) sine function introduces a shift in frequency:

{ }
F x( t ) ⋅ e iω0 t = X ( ω − ω0 ) (6-29)

By multiplying the signal with a sine, we shift the signal power to another frequency
region. This method is called modulation and has a great engineering use, for instance in
tele-communication.

The Fourier transform of the derivative of a time signal may be deduced from the
definition:

⎧ dx( t ) ⎫
F⎨ ⎬ = iω ⋅ X ( ω ) (6-30)
⎩ dt ⎭

So, to get the Fourier transform of the derivative, just multiply by iω. This may of course
be used several times to get derivatives of higher order.

The convolution y(t) between two time signals x1(t) and x2(t) is defined by:

+∞
y( t ) = ∫ x ( t − τ ) ⋅ x ( τ )dτ
−∞
1 2 (6-31)

The Fourier transform of the convolution can be shown to be:

⎧+∞ ⎫
F {y( t )} = F ⎨ ∫ x1 ( t − τ ) ⋅ x2 ( τ )dτ ⎬ = F {x1 ( t )}⋅ F {x2 ( t )} (6-32)
⎩ -∞ ⎭

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

This relationship is extremely important, and is the basis for the analysis of linear systems.
6.4 Parseval’s Relationship
Using the inversion formula (6-19) on (6-32) we find

+∞ +∞

∫ F {x ( t )}⋅F {x ( t )}⋅ e
1
∫−∞x1 ( t − τ ) ⋅ x2 ( τ )dτ = 2π
iω t
1 2 dω (6-31)
−∞

Now put t = 0, and we get

+∞ +∞

∫ F {x ( t )}⋅F {x ( t )}dω
1
∫−∞x1( −τ ) ⋅ x2 ( τ )dτ = 2π −∞
1 2 (6-32)

and if we put x(τ) = x1(-τ) and x(τ) = x2(τ) and, using (6-28), we get

+∞ +∞ +∞

∫ F {x( t )}⋅F {x( −t )}dω =

1 1
∫ x ( τ )dτ = ∫ X ( ω )⋅ X ( ω )dω =
2 *

−∞
2π −∞
2π −∞
+∞
1
∫ X(ω ) dω
2

2π −∞
(6-33)

This is called Parseval’s relationship and is the very important connection between energy
in the time domain and in the frequency domain.

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

The Laplace transform is an

important tool for studying linear
systems, in control system theory
and for solving differential
equations. It is named after the
famous French mathematician
Pierre-Simon Laplace 1749-1827.

6.5 Laplace Transform

The Laplace transform of a signal x(t), L{x(t)}, X(s), is defined in a way that is very
similar to the Fourier transform:

∞
L{x(t )} = X ( s ) = ∫ x(t ) ⋅ e −st dt (6-34)
0

We note two differences: the integral has zero as its lower limit, and iω is replaced by s.
We look at a simple example,

⎧e − at t ≥ 0
x(t ) = ⎨ (6-35)
⎩0 t <0

The transform is easily calculated to be:

1
X ( s) =
s+a (6-36)

Now, s may be considered as being a complex variable,

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

s = σ + iω (6-37)

and the Laplace transform is defined over the whole complex frequency plane. In figure
6-5, the magnitude of the function in (6-36) is plotted.

Figure 6-5 Magnitude of X(s), the Laplace transform of exp(-at).

Another example is the same as above, a damped sine:

⎧e − at ⋅ sin( bt ) t ≥ 0
x( t ) = ⎨ (6-38)
⎩0 t <0

which gives

b
X ( s) =
(s + a )2 + b 2 (6-39)

which of course is the same as above, equation 6-23, with iω replaced by s. The amplitude
of this function is given in figure 6-6, and the imaginary part in figure 6-7

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

Figure 6-6 Magnitude of X(s).

Figure 6-7 Imaginary part of X(s).

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

6.6 Linear Differential Equations and the Laplace Transform

As with the Fourier transform, there is a simple relationship for the Laplace transform of
the derivative of a signal:

dx(t )
L{ } = s ⋅ L{x(t )} (6-40)
dt

Consider the simple single degree of freedom mechanical system in figure 6-8.

Figure 6-8 Mechanical single degree of freedom system.

The equation of motion for the system is:

d 2 x(t ) dx(t )
m⋅ 2
+c⋅ + k ⋅ x(t ) = f (t )
dt dt (6-41)

This substitutes nicely, with the use of Laplace transform, into:

m ⋅ s 2 ⋅ X ( s) + c ⋅ s ⋅ X ( s) + k ⋅ X ( s) = F ( s)

or

(ms 2
)
+ cs + k ⋅ X = F (6-42)

We now let the force input be a short transient of amplitude A N and duration d seconds.
Its impulse is then Ad Ns. The Laplace transform is

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

( )
d
A
F ( s ) = ∫ A ⋅ e −st dt = ⋅ 1 − e −sd (6-43)
0
s

If we now let d be very small, F(s) goes to Ad, the impulse. So, we may write in our
example:

(ms 2 + cs + k ) ⋅ X ( s ) = Ad (6-44)

which gives

Ad
X ( s) =
ms + cs + k
2
(6-45)

and we recognise the form of (6-39). If we put in the values for A, d, m, c and k we may
identify the damping a and the frequency b in (6-39) and give the motion response to the
applied impulse force.

There exists an inversion formula for the Laplace transform. It is rather complicated to
use, and requires skill in handling of functions of complex variables and residue calculus.
There are extensive tables of Laplace transforms, and they may be used to derive the time
history corresponding to a given Laplace transform. It is then often quite useful to apply
the method of partial fractions. As an example, let the force input to the simple mechanical
system be the exponential function in (6-35). Then:

1
( ms 2 + cs + k ) ⋅ X =
s+a
and (6-46)
1
X=
( ms + cs + k ) ⋅ ( s + a )
2

By the method of partial fractions, we may write

As + B C
X= + (6-47)
ms + cs + k s + a
2

we identify the coefficients A, B and C and then the time response could be derived from
(6-36) and (6-39).

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

6.7 The s-plane, Poles, Zeros and Residues

From the examples above we find that the Laplace transform could reach infinite value at
certain points in the s-plane. Those are points where the denominator in the expressions
turns to zero. Those points are called poles. In (6-36) we have one pole, at s = -a. In (6-
39) we have two poles, a complex conjugate pair,

⎧− a + ib
s=⎨ (6-48)
⎩− a − ib

As long as we have real coefficients in our Laplace expression, the poles always appear as
real or as complex conjugate pairs. In an expression like

(s+a)
X( s ) = (6-49)
( s + b )⋅( s + c )

we have two poles, at s = -b and s= -c, but also one zero, at s = -a. We may expand any
rational function with simple poles in the following way:

Rn
X( s ) = ∑ (6-50)
n s + sn

where Rn is called the residue for the n:th pole sn. Note that with real coefficients, the
poles appear in conjugate pairs, and then the residues are also complex conjugate.

6.8 Comparison of Fourier Transform and Laplace Transform

We have found many similarities between the Fourier transform and the Laplace
transform. For signals that are only defined for t>0, the only difference is that the Fourier
transform is defined for a real variable, the frequency f or angular frequency ω, while the
Laplace transform is defined for a complex variable, s.

If we know the Laplace transform, then to get the Fourier transform, we evaluate the
Laplace transform for s = iω, that is along the imaginary axis in the s-plane.

How about the other way round? If we have a function defined over the imaginary axis,
can we then know its performance over the whole complex plane? The answer is yes, at
least in theory. There is a very general theorem, called analytic continuation, that says;

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Fundamentals of Structural Analysis. Chapter 6. Fourier and Laplace Transforms

If an analytic (differentiable) function is defined for a line in the s-plane, then there is only
one way to define it over the whole s-plane.

This means that if we find one solution, it is the only one. This does not mean that it is an
easy task. A common situation is that you have an estimate of the response to a system,
given as a measured Fourier Transform. To describe the system, a corresponding Laplace
transform is sought, given as poles and residues. This is called experimental modal
analysis, as one is looking for the modes of vibrations, and they are characterised by the
poles and residues.

One way to tell the difference in use of the Laplace Transform and the Fourier Transform
in applications for mechanical systems is this:

The Fourier Transform is used to describe signals, such as forces and vibrations. The
Laplace Transform is used to describe systems, as the pole-residue formulation is very
practical to characterize the properties of the system.

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