Initially I asked this question on mathoverflow. I however thought physicists may face this sort of problem more than mathematicians (I am an engineer). Due to that, I decided to ask here as well.
Consider a function $f(x)$ that is numerically defined in $-1 \leq x \leq 1$ interval (assume $N$ samples). I am trying to compute the action of $f(d/dx)$ on a function $g(x)$ using the Fourier transform as follows:
\begin{equation} f(d/dx) g(x)=\int_{-\infty}^{\infty} f(i\omega)\mathcal{G}(\omega)e^{i\omega x}dw, \end{equation}
where $\mathcal{G}$ is the Fourier transform of $g(x)$. Say for instance, if $f(x)=x$, the above integral leads to $\frac{d}{dx}g(x)$ as expected. I am however stuck in calculating $f(i\omega)$ when $f$ is known numerically.
Question: How to evaluate $f(i\omega)$ given $N$ available samples?
Edit: Is this the right approach to compute $f(d/dx)$ numerically?
I am unsure about the selected tags below. Please help to add proper tags as well.