Fourier Transform
Fourier Transform
Jeeja A. V.
Assistant Professor
Department of Mathematics
Govt. K.N.M Arts and Science College, Kanjiramkulam
E-Resource of Mathematics
Contents
1 Fourier Integral 3
3 Fourier transforms 14
3.1 Properties of Fourier transforms . . . . . . . . . . . . . . . . . . . . . . . . . 18
7 List of formulae 25
References 39
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3
In the study of Fourier series, we have seen that if a function f (x) is defined in −∞ < x <
∞ and is periodic with period 2l satisfy the Dirichlet’s conditions viz. (i) f (x) is piecewise
continuous and (ii) f (x) has a finite number of maxima and minima, then f (x) can be expanded
as a Fourier series as f (x) = a20 + ∑∞ nπx nπx
n=1 an cos l + bn sin l . The series on the right hand
side converges to f (x) at all points where f (x) is continuous and converges to 21 f (x0+ ) + f (x0− )
at points of discontinuity. But many applied problems give rise to non-periodic functions. If a
function f (x) is initially defined on a finite interval say, c ≤ x ≤ c + 2l, we can always extend the
definitions outside [c, c + 2l] by imposing some sort of periodicity conditions. If f (x) is defined
in (−∞, ∞) and is non-periodic, we cannot expand f (x) as a Fourier series. Therefore if we think
of f (x) as a periodic function with infinite period, f and f 0 are piecewise continuous on every
R∞
finite interval [−l, l] and if −∞ | f (x)|dx < ∞, then one can extend the concept of Fourier series
to this function and obtain a representation as an indefinite integral, called Fourier integral.
1 FOURIER INTEGRAL
Let f and f 0 be piecewise continuous functions defined on every finite interval [−l, l] and
let
Z ∞
| f (x)|dx < ∞
−∞
i.e. f (x) is absolutely integrable. Then the Fourier integral of f is given by
Z ∞
f (x) = [A(w) cos wx + B(w) sin wx]dw (1)
0
for all points x at which f is continuous. The integral converges to 12 [ f (x+ ) + f (x− )] for every
point x at which f is discontinuous, where
1
Z ∞
A(w) = f (t) cos wt dt (2)
π −∞
and
1
Z ∞
B(w) = f (t) sin wt dt. (3)
π −∞
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Problem 1.1
Express the function
1 for |x| ≤ 1
f (x) =
0 for |x| > 1
sin w cos wx
Z ∞
as a Fourier integral. Hence evaluate dw.
0 w
We have
1 ∞
Z
A(w) = f (t) cos wt dt
π −∞
1 1
Z
= 1 cos wtdt
π −1
1 sin wt 1
=
π w t=−1
1
= [sin w − sin(−w)]
πw
1
= [sin w + sin w]
πw
2 sin w
= .
πw
Similarly,
1 ∞
Z
B(w) = f (t) sin wt dt
π −∞
1 1
Z
= 1 sin wtdt
π −1
= 0.
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1+0
The average of these limits is 2 = 12 . Hence for x = −1 also, we get
2 sin w cos w 1
Z ∞
dw = .
π 0 w 2
Thus
sin w cos wx
Z ∞
π
dw = f (x)
0 w 2
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and
sint
Z ∞
π
dt =
0 t 2
(put x = 0 in the above problem).
Problem 1.2
Show that
0 if x < 0
cos xw + w sin xw
Z ∞
dx = π
if x = 0
0 1 + w2
2
πe−x
if x > 0.
We have
e−st
Z
e−st sin wt dt = (−w cos wt − s sin wt)
s2 + w2
e−st
Z
e−st cos wt dt = 2 (−s cos wt + w sin wt)
s + w2
We represent f as a Fourier integral. The Fourier integral of f (x) is
Z ∞
f (x) = [A(w) cos wx + B(w) sin wx]dw.
0
We have
1 ∞
Z
A(w) = f (t) cos wt dt
π −∞
1 ∞ −t
Z
= e cos wtdt
π 0
Z k
1
= lim e−t cos wt dt
π k→∞ 0
−t k
1 e
= lim (− cos wt + w sin wt)
π k→∞ 1 + w2 0
−k
e0
1 e
= lim (− cos wk + w sin wk) − (− cos 0 + w sin 0)
π k→∞ 1 + w2 1 + w2
−k
1 e 1
= lim (− cos wk + w sin wk) − (−1 + 0)
π k→∞ 1 + w2 1 + w2
1 1
= 0+
π 1 + w2
1
=
π(1 + w2 )
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Similarly,
1 ∞
Z
B(w) = f (t) sin wt dt
π −∞
1 ∞ −t
Z
= e sin wtdt
π 0
Z k
1
= lim e−t sin wt dt
π k→∞ 0
−t k
1 e
= lim (−w cos wt − sin wt)
π k→∞ 1 + w2 0
−k
e0
1 e
= lim (−w cos wk − sin wk) − (−w cos 0 − sin 0)
π k→∞ 1 + w2 1 + w2
−k
1 e 1
= lim (−w cos wk − sin wk) − (−w + 0)
π k→∞ 1 + w2 1 + w2
1 w
= 0+
π 1 + w2
w
= .
π(1 + w2 )
for x 6= 0, since f is continuous for all x 6= 0. For x = 0, the right and left hand limits of f are
given by
f (0+ ) = e−0 = 1 and f (0− ) = 0.
1+0
The average of these limits is 2 = 12 . Hence for x = 0 we get
1 cos wx + w sin wx 1
Z ∞
dw = .
π 0 1 + w2 2
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Thus
cos wx + w sin wx
Z ∞
dw = π f (x)
0 1 + w2
0 if x < 0
=π 1 if x = 0
2
e−x
if x > 0.
0 if x < 0
= π if x = 0
2
πe−x
if x > 0.
Just as Fourier series simplify if a function is even or odd, so do Fourier integrals, and you can
save work. Indeed, if f has a Fourier integral representation and is even, then B(w) = 0. Then
(1) reduces to a Fourier cosine integral
2
Z ∞ Z ∞
f (x) = A(w) cos wx dw where A(w) = f (t) cos wt dt (4)
0 π 0
Similarly, if f has a Fourier integral representation and is odd, then A(w) = 0. Then (1) becomes
a Fourier sine integral
2
Z ∞ Z ∞
f (x) = B(w) sin wx dw where B(w) = f (t) sin wt dt (5)
0 π 0
Problem 1.3
Express
1/2 for 0 ≤ x ≤ π
f (x) =
0 for x > π
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We have
2 ∞
Z
B(w) = f (t) sin wt dt
π 0
2 π1
Z
= sin wtdt
π 0 2
2 − cos wt π
=
2π w t=0
−1
= [cos wπ − cos(0)]
πw
−1
= [cos wπ − 1]
πw
1 − cos wπ
= .
πw
1 − cos πw
Z ∞
f (x) = · sin wx dw
0πw
1 ∞ 1 − cos πw
Z
= · sin wx dw
π 0 w
1 − cos πw
Z ∞
∴ sin wx dw = π f (x)
0 w
for 0 < x < π
π/2
=
0 for x > π
1 − cos πw
Z ∞
π
sin wπ dw = .
0 w 4
Problem 1.4
Using Fourier integrals, show that
w sin wx
Z ∞
π −kx
dw = e (x > 0, k > 0).
0 k2 + w2 2
Solution. Let f (x) = e−kx where x > 0 and k > 0. Using Fourier sine integral, we have
Z ∞
f (x) = B(w) sin wx dw.
0
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where
2 ∞
Z
B(w) = f (t) sin wt dt
π 0
2 ∞ −kt
Z
= e sin wt dt
π 0
−kt p
2 e
= lim (−k sin wt − w cos wt)
π p→∞ k2 + w2 t=0
−kp
e0
2 e
= lim (−k sin wp − w cos wp) − 2 (−k sin 0 − w cos 0)
π p→∞ k2 + w2 k + w2
2 1
= 0+ 2 (w)
π k + w2
2 w
=
π k2 + w2
2 w sin wx
Z ∞
∴ dw = f (x)
π k2 + w2
0
w sin wx
Z ∞
π
⇒ 2 2
dw = f (x)
0 k +w 2
π
= e−kx .
2
Problem 1.5
Using Fourier integral, prove that
Z ∞
cos(πw/2) cos xw π cos x
if |x| < π/2
2
dw =
0 1 − w2 0 if |x| > π/2
Solution. Let
cos x if |x| < π/2
f (x) =
0 if |x| > π/2.
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where
2 ∞
Z
A(w) = f (t) cos wtdt
π 0
2 π/2
Z
= cost · cos wt dt
π 0
Z π/2
2 1
= [cos(w + 1)t + cos(w − 1)t dt
π 0 2
1 sin(w + 1)t sin(w − 1)t π/2
= +
π w+1 w−1 t=0
1 sin(w + 1)π/2 sin(w − 1)π/2
= +
π w+1 w−1
1 sin w(π/2) cos 2 + cos w π2 sin π2 sin w π2 · cos π2 − cos w π2 sin π2
π
= +
π w+1 w−1
1 π 1 1
= cos w −
π 2 w+1 w−1
1 wπ −2
= cos
π 2 w2 − 1
2 cos(wπ/2) cos wx
= .
π(1 − w2 )
2 cos(wπ/2) cos wx
Z ∞
∴ dw = f (x)
0 π(1 − w2 )
cos(wπ/2) cos wx
Z ∞
π
⇒ 2
dw = f (x)
0 1−w 2
(π/2) cos x, |x| < π/2
=
0, |x| > π/2
Consider the case of |x| = π2 . When x = π2 , the average of left and right hand limits is 21 (cos π2 +
0) = 0. So
cos(wπ/2) cos wx
Z ∞
dw = 0
0 1 − w2
for x = π2 . Similarly for x = − π2 , the average of left and right hand limits is 21 (0 + cos π2 ) = 0
and hence
cos(wπ/2) cos wx
Z ∞
dw = 0
0 1 − w2
for x = − π2 .
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Problem 2.1
Find the Fourier cosine and Fourier sine transforms of the function
k if 0 < x < a
f (x) =
0 if x > a
Solution. We have
r Z
2 ∞
fˆc (s) = f (x) cos sx dx
π 0
r Z
2 a
= k cos sx dx
π
r 0
2 sin sx a
= k
π s 0
r
2k
= [sin sa − sin 0]
πs
r
2 k sin sa
= .
π s
Similarly,
r Z
2 ∞
fˆs (s) = f (x) sin sx dx
π 0
r Z
2 a
= k sin sx dx
π
r 0
2 − cos sx a
= k
π s 0
r
2 −k
= [cos sa − cos 0]
π s
r
2 k(1 − cos sa)
= .
π s
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PROPERTIES
Proof. We have r Z
2 ∞
fˆc [ f (ax)] = f (ax) · cos sx dx.
π 0
Put ax = t. Then adx = dt.
r Z
2 ∞ dt
∴ fˆc [ f (ax)] = f (t) · cos s(t/a)
π a
r 0Z
1 2 ∞ s
= f (t) cos t dt
a π 0 a
1
= fˆc (s/a).
a
Assume that Fourier sine and cosine transforms of f (x) exist and let f (x) → 0 as x → ∞.
Then
q
3. fˆc [ f 0 (x)] = s fˆs (s) − 2
π f (0) and
Proof. We have
r Z
2 ∞ 0
fˆc [ f 0 (x)] = f (x) cos sx dx
π 0
r r Z
2 k 2 ∞
= lim [cos sx · f (x)]0 − (−s sin sx) · f (x) dx
π k→∞ π 0
r r Z
2 2 ∞
= lim [cos sk · f (k) − cos 0 f (0)] − (−s sin sx) · f (x) dx
π k→∞ π 0
r r Z
2 2 ∞
= 0− f (0) + s f (x) sin sx dx
π π 0
r
2
= s fˆs [ f (x)] − f (0).
π
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Similarly,
r Z
2 ∞ 0
fˆs [ f 0 (x)] = f (x) sin sx dx
π 0
r r Z
2 k 2 ∞
= lim [sin sx · f (x)]0 − s cos sx · f (x) dx
π k→∞ π 0
r r Z
2 2 ∞
= lim [sin sk · f (k) − sin 0 f (0)] − s cos sx · f (x) dx
π k→∞ π 0
r Z
2 ∞
= 0−s f (x) cos sx dx
π 0
= −s fˆc [ f (x)].
3 FOURIER TRANSFORMS
We derived two real transforms, Fourier sine and cosine. Now we want to derive a complex
transform that is called the Fourier transform. It will be obtained from the complex Fourier
integral, which will be discussed next.
From the definition of Fourier integral from equations (1), (2), and (3), we have
Z ∞ Z ∞ Z∞
1 1
f (x) = f (t) cos wt dt cos wx + f (t) sin wt dt sin wx dw
0 π −∞ π −∞
Z Z ∞
1 ∞
= (cos wt cos wx + sin wt sin wx) f (t)dt dw
π 0 −∞
1 ∞ ∞
Z Z
⇒ f (x) = f (t) cos w(x − t)dt dw. (10)
π 0 −∞
h i
Since cos w(x − t) = 21 eiw(x−t) + e−iw(x−t) , equation (10) becomes
1 ∞ ∞
Z Z h i
f (x) = f (t) 12 eiw(x−t) + e−iw(x−t) dt dw
π 0 −∞
1 ∞ ∞ 1 ∞ ∞
Z Z Z Z
= f (t)eiw(x−t) dt dw + f (t)e−iw(x−t) dt dw.
2π 0 −∞ 2π 0 −∞
To combine the two terms on the RHS, we change the dummy integration variable from w
to −w in the second. Thus
1 ∞ ∞ 1 −∞ ∞
Z Z Z Z
f (x) = f (t)eiw(x−t) dt dw + f (t)eiw(x−t) dt d(−w)
2π 0 −∞ 2π 0 −∞
Z 0 Z ∞
1 ∞ ∞ 1
Z Z
= f (t)eiw(x−t) dt dw + f (t)eiw(x−t) dt dw
2π 0 −∞ 2π −∞ −∞
1 ∞ ∞
Z Z
⇒ f (x) = f (t)eiw(x−t) dt dw. (11)
2π −∞ −∞
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I Note that the complex form of Fourier integral can also be written as
Z ∞
1 1
Z ∞
−iwt
f (x) = √ √ f (t)e dt eiwx dw
2π −∞ 2π −∞
CONVOLUTION
Also f ∗ g = g ∗ f .
Problem 3.1
Find the Fourier transform of
x, |x| < a
f (x) =
0, |x| > a
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1 ∞
Z
fˆ(w) = √ f (x) · eiwx dx
2π −∞
Z a
1
=√ x(cos wx + i sin wx)dx
2π −a
Z a
1
=√ 2 x · i sin wx dx
2π 0
(∵ x cos wx is odd and x sin wx is even)
r a
2 cos wx sin wx
= i x − −1· − 2
π w w 0
r
2 sin aw − aw cos aw
= i .
π w2
Problem 3.2
2 /2 2 /2
Find the Fourier transform of e−x . Show that e−x is self reciprocal.
1 ∞
Z
fˆ(s) = √ f (x) · eisx dx
2π −∞
1
Z ∞
2
=√ e−x /2 (cos sx + i sin sx)dx
2π −∞
1
Z ∞
2 2
=√ 2 e−x /2 cos sx dx (∵ e−x /2 sin sx is odd)
2π 0
r Z
2 ∞ −x2 /2
= e cos sx dx = I(say) (*1)
π 0
Now
r Z
dI 2 ∞ −x2 /2
= e (− sin sx) · x dx
ds π 0
r Z
2 ∞ 2
= (sin sx)(−xe−x /2 dx)
π
r 0h 2
2 −x2 /2
i∞ Z ∞
= (sin sx)(e ) − s cos sx e−x /2 dx
π 0 0
r
2
Z ∞
2
= · (−s) e−x /2 · cos sx dx
π 0
= −sI.
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Integrating, we get
−s2
log I = + log A
2
2 /2
or I = Ae−s . (*2)
EXAMPLE 3.8
1 − x2
if |x| < 1
Find the Fourier transform of f (x) = and
0 if |x| > 1
x cos x − sin x x
Z ∞
use it to evaluate 3
cos dx
0 x 2
[K. U. 2000 October, 2001 October]
Solution
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1 ∞
Z
f (x) = √ F(s)e−isx ds
2π −∞
r
1 2 s cos s − sin s
Z ∞
=√ −2 (cos sx − i sin sx) ds
2π −∞ π s3
Z
2 ∞ s cos s − sin s
=− cos sxds
π −∞ s3
Z
2i ∞ s cos s − sin s
+ sin sx ds
π −∞ s3
2 s cos s − sin s
Z ∞
=− 2 cos sxds
π 0 s3
s cos s − sin s
Z ∞
π
∴ cos sxds = − f (x)
0 s3 4
π
= − (1 − x2 ) if |x| < 1
4
= 0 if |x| > |
Put x = 1/2.
PROOF
1
Z ∞
F[α f (x) + β g(x)] = √ [α f (x) + β g(x)]eisx dx
2π −∞
1
Z ∞
=α·√ f (x)eisx dx
2π −∞
1
Z ∞
+β √ g(x)eisx dx
2π −∞
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PROOF
1
Z ∞
F[ f (x − a)] = √ f (x − a) · eisx dx
2π −∞
Put x − a = t or x = t + a.
1
Z ∞
=√ f (t) · eis(t+a) dt.
2π −∞
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1
Z ∞
isa
=e ·√ f (t) · eist dt
2π −∞
PROOF
1 ∞ Z
iax
F[e f (x)] = √ eiax f (x) · eisx dx
2π −∞
1
Z ∞
=√ f (x)ei(s+a)x dx.
2π −∞
= f¯(s + a) = F(s + a),
1 1
P.4. F[ f (ax)] = |a| f¯(s/a) = |a| F(s/a).
PROOF
1
Z ∞
F[ f (ax)] = √ f (ax) · eisx dx put ax= t
2π −∞
adx = dt
1
Z ∞
=√ f (t)eist/a dt/a
2π −∞
1
Z ∞
= √ f (t) · ei(s/a)t dt
a 2π −∞
1 1
= f¯(s/a) = F(s/a)
a |a|
1
Z ∞
F[ f (ax)] = √ f (ax)eisx dx
2π −∞
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1 ∞ Z
=− √ f (t)eit(s/a) dt
a 2π −∞
1 1
= − f¯(s/a) = F(s/a)
a |a|
1 ¯
∴ F[ f (ax)] = f (s/a).
|a|
PROOF
1 ∞
Z
F[ f (x) cos ax] = √ f (x) cos ax · eisx dx
2π −∞
e + e−iax isx
iax
1
Z ∞
=√ f (x) · e dx
2π −∞ 2
1
Z ∞ h i
i(s+a)x i(s−a)x
= √ f (x) e +e dx
2 2π −∞
1 1
Z ∞
= √ f (x)ei(s+a)x dx
2 2π −∞
1
Z ∞
i(s−a)x
+√ f (x)e dx
2π −∞
1
= [F(s + a) + F(s − a)]
2
d n
P.6. F[xn f (x)] = (−i)n dsn F(s).
PROOF
1 ∞ Z
F(s) = √ f (x)eisx dx
2π −∞
dn 1 dn
Z ∞
∴ n F(s) = √ f (x) n (eisx )dx
ds 2π −∞ ds
1
Z ∞
=√ f (x) · (ix)n eisx dx
2π −∞
[∵ Dn (eas ) = an eas ]
1
Z ∞
n
=i √ ( f (x) · xn )eisx dx
2π −∞
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= in F[xn f (x)]
n 1 dn
∴ F[x f (x)] = n n F(s)
i ds
dn
= (−i)n n F(s)
ds
PROOF
1 ∞
Z
0
F[ f (x)] = √ f 0 (x)eisx dx
2π −∞
1 isx ∞ Z ∞
isx
=√ e f (x) −∞ − e (is) · f (x)dx
2π −∞
= −isF(s).
NOTE:
→ 0 as x → ±∞.
x
Z
i
P.8. F f (x)dx = F(s).
a s
PROOF
Z x
Let φ (x) = f (x)dx, then φ 0 (x) = f (x)
a
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PROOF
1 ∞ Z
F[ f (−x)] = √ f (−x) · eisx dx put t = −x
2π −∞
Z −∞
1
=√ f (t) · e−ist (−dt)
2π ∞
1
Z ∞
= √ f (t)ei(−s)t dt
2π −∞
= F(−s).
NOTE:
(1) If F[ f (x)] = f (s), then the function f (x) is called self reciprocal.
e−kt g(t), t > 0
(2) If f (t) = ,
0, t <0
1
then F[ f (t)] = √ L[g(t)].
2π
PROOF
Z 0 Z ∞
1 1
Z ∞
ist
F[ f (t)] = √ f (t)e dt = √ + f (t)eist dt
2π −∞ 2π −∞ 0
1
Z ∞
= √ e−kt g(t) · eist dt
2π 0
1
Z ∞
= √ g(t)e−(k−is)t dt put k − is = w
2π 0
1
Z ∞
= √ g(t) · e−wt dt
2π 0
1
= √ L[g(t)].
2π
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f (x) depending upon the extension as an even function or an odd function. In the same way,
if f (x) is defined in 0 < x < ∞, one can extend it to −∞ < x < ∞ either as an even function or
as an odd function (depending upon the symmetries about the real axis or about the origin) and
obtain the Fourier cosine transforms and Fourier sine transforms.
By Fourier integral theorem,
Z ∞
f (x) = [A(w) cos wx + B(w) sin wx]dw
0
where
1 ∞
Z
A(w) = f (t) cos wtdt and
π −∞
1 ∞
Z
B(w) = f (t) sin wt dt
π −∞
If f (x) is even in −∞ < x < ∞, then f (x) cos wx is also even but f (x) sin wx is odd.
2 R∞
So that A(w) = π 0 f (t) cos wtdt and B(w) = 0.
Thus the above equation becomes
Z ∞ Z ∞
2
f (x) = f (t) cos wtdt cos wx dw. (15)
π 0 0
Similarly, if f (x) is odd in −∞ < x < ∞, then f (x) cos wx is odd and f (x) sin wx is even.
2 R∞
So that A(w) = 0 and B(w) = f (t) sin wtdt and hence
π 0
Z Z ∞
2 ∞
f (x) = f (t) sin wt dt sin wx dw (16)
π 0 0
(8) is called Fourier cosine integral and (9) is called the Fourier sine integral.
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The function fˆc (s) as defined by (18), is called the Fourier cosine transform of f (x). Also the
function f (x), as given by (17), is called the inversion formula for the Fourier cosine transform.
7 LIST OF FORMULAE
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ILLUSTRATIVE EXAMPLES
EXAMPLE 3.9
Solution
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EXAMPLE 3.10
2 /4
Find the Fourier inverse transform of e−s [K.U. 2004 May]
Solution
(Integrating by parts)
r Z
2 ∞ −s2 /4
= −2x e cos sx ds
π 0
= −2xI
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EXAMPLE 3.11
Solution
1 ∞ Z
F(s) = √ f (x) · eisx dx
2π −∞
1
Z ∞
=√ e−a|x| (cos sx + i sin sx) dx
2π −∞
1
Z ∞
= √ ·2 e−a|x| cos sx dx) (∵ e−a|x| sin sx is odd)
2π 0
r Z
2 ∞ −ax
= e cos sx dx
π
r 0
e−ax
∞
2
= (−a cos sx + s sin sx)
π a2 + s2 0
r
2 a
= · 2 2
π a +s
EXAMPLE 3.12
Solution
1 ∞
Z
F(s) = √ f (x) · eisx dx
2π −∞
Z a
1
=√ (a − |x|)(cos sx + i sin sx)dx
2π −a
Z a
1
= √ · 2 (a − |x|) cos sxdx (∵ (a − |x|) sin sx is odd)
2π 0
r Z
2 a
= (a − x) cos sx dx
π 0
r a
2 sin sx − cos sx
= (a − x) − (−1)
π s s2 0
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r r
2 cos as 1 2 1 − cos as
= − 2 + 2 =
π s s π s2
r
2 2 sin2 (as/2)
= ·
π s2
EXAMPLE 3.13
Solution
EXAMPLE 3.14
Solution
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EXAMPLE 3.15
2
Find the Fourier cosine transform of e−x [K.U. 2003 April]
Solution
2
Fourier cosine transform of f (x) = e−x is
r Z
2 ∞
fˆc (s) = f (x) cos sx dx
π
r Z0
2 ∞ −x2
= e · cos sx dx = I (say) (1)
π 0
Now
r Z
dI 2 ∞ −x2
= e (− sin sx) · x dx
ds π
r 0Z
1 2 ∞ 2
= sin sx(−2xe−x dx)
2 π 0
r
1 2 h −x2
i∞ Z ∞
−x2
= sin sx · e − s cos sx · e dx
2 π 0 0
r Z
1 2 ∞ −x2
= (−s) e cos sx dx
2 π 0
s
= − I.
2
−s2
log I = + log A
4
2 /4
or I = Ae−s (2)
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EXAMPLE 3.16
Solution
EXAMPLE 3.17
1
Obtain the Fourier sine transform of [K. U. 1999 November]
x
Solution
r Z∞ r Z
1 2 1 2 ∞ sint dt
fˆs = sin sx dx = · where t = sx
x π 0 x π 0 t/s s
r Z r Z∞
2 ∞ sint 2 π sin x π
= dt = · ∵ dx =
π 0 t π 2 0 x 2
p
= π/2
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EXAMPLE 3.18
Solution
r Z
−|x| 2 ∞ −x
fˆs [e ]= e sin sx dx.
π
r 0
e−x
∞
2
= (− sin sx − s cos sx)
π 1 + s2 0
r
2 s
=
π 1 + s2
Replacing x by m, we get
s sin ms
Z ∞
π −m
ds = e .
0 1 + s2 2
x sin mx
Z ∞
π −m
Hence dx = e .
0 1 + x2 2
EXAMPLE 3.19
Find
1
(i) Fourier cosine transform of and
1 + x2
x
(ii) Fourier sine transform of
1 + x2
[K.U. 1998 October/November]
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Solution
r Z∞
1 2 1
fˆc = · cos sx · dx
1 + x2 π 0 1 + x2
Let
cos sx
Z ∞
dx = I (1)
0 1 + x2
Then
dI x sin sx
Z ∞
= − dx (2)
ds 0 1 + x2
Z ∞ 2
x sin sx
=− 2
dx
0 x(1 + x )
[(1 + x2 ) − 1] sin sx
Z ∞
=− dx
0 x(1 + x2 )
sin sx sin sx
Z ∞ Z ∞
=− dx + 2
dx
0 x 0 x(1 + x )
dI sin sx
Z ∞
π
∴ =− + 2
dx (3)
ds 2 0 x(1 + x )
Now
d2I x cos sx
Z ∞
= dx
ds2 0x(1 + x2 )
cos sx
Z ∞
= 2
dx = I
0 1+x
d2I d
∴ −I = 0 or (D2 − 1)I = 0 where D =
ds2 ds
∴ I = Aes + Be−s (4)
dI
= Aes − Be−s (5)
ds
dx
Z ∞
π
I = A+B = 2
= (tan−1 x)∞
0 = (6)
0 1+x 2
dI π
= A−B = − . (7)
ds 2
Solving (??) and (12), we get A = 0 and B = π/2. Substituting these in (4)
π −s
I= e (8)
2
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r r
ˆfc 1 2 π −s π −s
∴ 2
= · e = e
1+x π 2 2
r Z∞
x 2 x sin sx
(ii) fˆs 2
= dx
1+x π 0 1 + x2
r
2 −dI
= [by (2)]
π dS
r h
2 π i
=− − e−s , by using (8)
π 2
r
π −s
= e
2
EXAMPLE 3.20
e−ax
Find the Fourier sine transform of , a > 0.
x
Solution
r Z
2 ∞ e−ax
fˆs (s) = sin sx dx = I (say) (1)
π 0 x
r Z
dI 2 ∞ e−ax
Then = x cos sx dx
ds π x
r Z0
2 ∞ −ax
= e cos sx dx
π 0
r −ax ∞
π e
= (−a cos sx + s sin sx)
2 a2 + s2 0
r
π a
= · 2 2.
2 a +s
I =C =0
r
2 −1
∴ I = fˆs (s) = tan (s/a).
π
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EXAMPLE 3.21
Solution
r Z
2 ∞
fˆs (s) = f (x) sin sx dx
π 0
r Z
2 b −x
= e sin sx dx
π 0
r b
2 e−x
= (− sin sx − s cos sx)
π 1 + s2 0
r
2 e −b
1
= (− sin sb − s cos sb) − (−s)
π 1 + s2 1 + s2
r
2 1 h −b
i
= · s − e (sin sb + s cos sb)
π 1 + s2
EXAMPLE 3.22
Solution
r Z
2 ∞
fˆs (s) = f (x) sin sx dx
π 0
r Z
2 ∞
= sin x · sin sx dx
π 0
r Z
2 a1
= [cos(s − 1)x − cos(s + 1)x] dx
π 0 2
sin(s − 1)x sin(s + 1)x a
1
=√ −
2π s−1 s+1
0
1 sin(s − 1)a sin(s + 1)a
=√ −
2π s−1 s+1
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EXERCISE 3.1
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Hence find
sin x
Z ∞
(i) dx and
0 x
sin as · cos sx
Z ∞
(ii) ds.
−∞ s
7. Find the Fourier cosine transform of f (x) = e−4x and hence deduce that
cos 2x
Z ∞
π −8
(i) =
e and
0 x2 + 16 8
x sin 2x π −8
Z ∞
(ii) 2
= e .
0 x + 16 2
8. Find the Fourier sine transform of the following functions
x for 0 < x < 1
(i) f (x) = 2 − x for 1 < x < 2
0 for x ≥ 2
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38
cos x if 0 < x < a
(iii) f (x) =
0 if x ≥ a
s
Z ∞
π −ax
sin sx ds = e .
0 s2 + a2 2
x
(v) f (x) =
a2 + x2
x2 , 0 < x ≤ π
(vi) f (x) =
0, x>π
2 /2
12. Show that f (x) = xe−x is self reciprocal with respect to Fourier sine transform.
ANSWERS
|
1. F(s/a).
|a|
ias
1 e −1
3. (i) √
2π is
r
2 a2 sin(as) 2a cos as 2 sin as
(ii) + −
π s s2 s3
1 1
(iii) √
2π (1 − is)2
−4
(iv) √ (as cos as − sin as)
2πs3
r
2 1 − cos s
(v)
π s2
r
2 1
(vi)
π 1 + s2
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r
2 as sin as + cos as − 1
(vii)
π s2
1 sin(s + 1) (sin s − 1) 1 − cos(s + 1)
(viii) √ + +i
2 2π s+1 s − 1 s+1
1 − cos(s − 1)
+
s−1
i h i
(ix) √ ei(k+s)a − ei(k+s)b /(k + s)
2π
r
2 i
(x) (s sin a cosas − cos a sin as)
π 1 − s2
r
2 sin as
4. F(s) = (i) π2 (ii) π2 f (x)
π s
1 ∞ w sin wx + cos wx
Z
5. f (x) = dw
π 0 1 + w2
r r
2 2 12 2 2 3
6. (i) + (ii) +
π s2 + 4 s2 + 9 π s2 + 4 s2 + 1
r
1 2 2 2 2 cos s cos 2s 1
(iii) − √ log(s + a ) (iv) − 2 − 2
2π π s2 s s
r
√
2 a
(v) (vi) 2 2π cos(sπ/s2 )
π s2 + a2
q
7. fˆc (s) = π2 s2 +16 4
r
2 2 sin s
8. (i) (1 − cos s)
π s2
q h i
(ii) π2 s25s+4 + s2 +25 2s
1 2s cos(s + 1)a cos(s − 1)a
(ii) √ − +
2π s2 − 1 s+1 s−1
r
2 s q
2 π −as
(iv) 2 2
(v) π 2 e
π s +a
r
π 2 cos sπ
2 2
(vi) (cos sπ − 1) −
π s3 s
r
2 s 3s
(vii) 2
+ 2
π s +9 s +4
r
2 sin sπ
(viii) · .
π 1 − s2
r r
ˆ 2 1 ˆ 2 s
9. fc (s) = and fs (s) =
π 1 + s2 π 1 + s2
r
2 x
10. f (x) = 2 2
rπ x + a
2 a
11. f (x) =
π x + a2
2
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REFERENCES
[1] Erwin Kreyszig, Advanced Engineering Mathematics, 10th Edition, Wiley-India
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