Summary from WIKI article:
Jean Baptiste Joseph Fourier (21 March 1768 – 16 May 1830) was a French mathematician and physicist born in Auxerre and best known for initiating the investigation of Fourier series and their applications to problems of heat transfer and vibrations. The Fourier transform and Fourier’s Law are also named in his honour. Fourier is also generally credited with the discovery of the greenhouse effect.
Summary of WIKI article:
The Fourier transform (English pronunciation: /ˈfʊrieɪ/), named after Joseph Fourier, is a mathematical transformation employed to transform signals between time (or spatial) domain and frequency domain, which has many applications in physics and engineering. It is reversible, being able to transform from either domain to the other. The term itself refers to both the transform operation and to the function it produces.
In the case of a periodic function over time (for example, a continuous but not necessarily sinusoidal musical sound), the Fourier transform can be simplified to the calculation of a discrete set of complex amplitudes, called Fourier series coefficients. They represent the frequency spectrum of the original time-domain signal. Also, when a time-domain function is sampled to facilitate storage or computer-processing, it is still possible to recreate a version of the original Fourier transform according to the Poisson summation formula, also known as discrete-time Fourier transform. See also Fourier analysis and List of Fourier-related transforms.
Summary of WIKI article:
In mathematics, the discrete Fourier transform (DFT) converts a finite list of equally spaced samples of a function into the list of coefficients of a finite combination of complex sinusoids, ordered by their frequencies, that has those same sample values. It can be said to convert the sampled function from its original domain (often time or position along a line) to the frequency domain.
The input samples are complex numbers (in practice, usually real numbers), and the output coefficients are complex as well. The frequencies of the output sinusoids are integer multiples of a fundamental frequency, whose corresponding period is the length of the sampling interval. The combination of sinusoids obtained through the DFT is therefore periodic with that same period. The DFT differs from the discrete-time Fourier transform (DTFT) in that its input and output sequences are both finite; it is therefore said to be the Fourier analysis of finite-domain (or periodic) discrete-time functions.
The DFT is the most important discrete transform, used to perform Fourier analysis in many practical applications. In digital signal processing, the function is any quantity or signal that varies over time, such as the pressure of a sound wave, a radio signal, or daily temperature readings, sampled over a finite time interval (often defined by a window function). In image processing, the samples can be the values of pixels along a row or column of a raster image. The DFT is also used to efficiently solve partial differential equations, and to perform other operations such as convolutions or multiplying large integers.
Since it deals with a finite amount of data, it can be implemented in computers by numerical algorithms or even dedicated hardware. These implementations usually employ efficient fast Fourier transform (FFT) algorithms; so much so that the terms “FFT” and “DFT” are often used interchangeably. Prior to its current usage, the “FFT” initialism may have also been used for the ambiguous term “finite Fourier transform”.
Summary of WIKI article:
A differential equation is a mathematical equation that relates some function of one or more variables with its derivatives. Differential equations arise whenever a deterministic relation involving some continuously varying quantities (modeled by functions) and their rates of change in space and/or time (expressed as derivatives) is known or postulated. Because such relations are extremely common, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology.
Differential equations are mathematically studied from several different perspectives, mostly concerned with their solutions — the set of functions that satisfy the equation. Only the simplest differential equations are solvable by explicit formulas; however, some properties of solutions of a given differential equation may be determined without finding their exact form. If a self-contained formula for the solution is not available, the solution may be numerically approximated using computers. The theory of dynamical systems puts emphasis on qualitative analysis of systems described by differential equations, while many numerical methods have been developed to determine solutions with a given degree of accuracy.