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Physics would be one of a few examples of fourier transform. One would also use it when they are using engineering so, yeah that is basically it as far as the fourier transform is concerned.
The Fast Fourier Transform is an implementation of the Discrete Fourier Transform. The DFT is a method of processing a time-sampled signal (eg, an audio wave) into a series of sines and cosines. As such, it is not a sorting algorithm, so this question does not make any sense.
An extension of the EEG technique, called quantitative EEG (qEEG), involves manipulating the EEG signals with a computer using the fast Fourier transform algorithm.
manipulating the EEG signals with a computer using the fast Fourier transform algorithm. The result is then best displayed using a colored gray scale transposed onto a schematic map of the head
There are a lot of convolution functions in matlab, mostly in the signal processing toolbox, so it depends on what you want to do. Matlab has extensive help files available online.