11 The Fourier Transform and its Applications

Solutions to Exercises 11.1

1. We have

f(w) =
1

2
_
1
1
xe
ixw
dx
=
1

2
_
1
1
x
_
cos wx i sin wx
_
dx
=
i

2
_
1
1
x sin wxdx
=
2i

2
_
1
0
x sin wxdx
=
2i

2
_
1
w
2
sin wx
x
w
cos wx

1
0
= i
_
2

sin w wcos w
w
2
.
5. Use integration by parts to evaluate the integrals:

f(w) =
1

2
_

f(x)e
iwx
dx
=
1

2
_
1
1
(1 |x|)(cos wx i sin wx) dx
=
1

2
_
1
1
(1 |x|) cos wxdx
i

2
=0
..
_
1
1
(1 |x|) sinwxdx
=
2

2
_
1
0
u
..
(1 x)
dv
..
cos wxdx
=
2

2
_
(1 x)
sin wx
w
_

1
0
+
2

2w
_
1
0
sin wxdx
=
_
2

cos wx
w
2

1
0
=
_
2

1 cos w
w
2
.
Section 11.1 The Fourier Transform 225
9. We have

f(w) =
1

2
_
/2
/2
cos xe
ixw
dx
=
2

2
_
/2
0
cos x cos wxdx
=
1

2
_
/2
0
_
cos[(w + 1)x] + cos[(w 1)x]

dx
=
1

2
_
sin[(w + 1)x]
w + 1
+
sin[(w 1)x]
w 1
_

/2
0
(w = 1)
=
1

2
_
sin[(w + 1)/2]
w + 1
+
sin[(w 1)/2]
w 1
_
(w = 1)
=
1

2
_
cos
w
2
w + 1
+
cos
w
2
w 1
_
(w = 1)
=
_
2

cos
w
2
1 w
2
(w = 1).
Treat the case w = 1 separately and you will nd

f(1) =
2

2
_
/2
0
cos x cos xdx
=
/2

2
=

2
4
.
13. Apply the inverse Fourier transform to the transform of Exercise 9, then you will get the function
back; that is,
1

2
_

_
2

cos
w
2
1 w
2
e
iwx
dx =
_
_
_
cos x if |x| <

2
0 if |x|

2
;
1

cos
w
2
1 w
2
cos wxdx =
_
_
_
cos x if |x| <

2
0 if |x|

2
;
2

_

0
cos
w
2
1 w
2
cos wxdx =
_
_
_
cos x if |x| <

2
0 if |x|

2
.
In the last two steps, we used the fact that the integral of an odd function over a symmetric interval
is 0 and that the integral of an even function over a symmertic interval is twice the integral over the
postive half of the interval.
11 The Fourier Transform and its Applications
17. (a) Let 0 < < 1. Applying the denition of the Fourier transform, we nd, for w > 0,
F
_
1
|x|

_
(w) =
1

2
_

1
|x|

e
iwx
dx
=
1

2
_

1
|x|

cos wxdx
=
1

2
_

1
|x|

cos wxdx =
2

2
_

0
1
x

cos wxdx
=
_
2

w
1
_

0
1
t

cos t dt (wx = t x = t/w, dx = dt/w)

=
_
2

w
1
(1 ) sin

2
.
If w = 0, both sides are innite. If w < 0, the integral does not change, because cos wx is even.
Hence the given formula follows.
(b) Take =
1
2
, then
F
_
1
|x|
1/2
_
(w) =
_
2

w
1/2
(1/2) sin

4
1
w
1/2
,
where we have used (1/2) =

(Exercise 25(a), Section 4.3).

21. We have
F
_

2 x

(1 + x
2
)
2
_
(w) =
1

x
(1 + x
2
)
2
e
iwx
dx
=
i

x sin wx
(1 + x
2
)
2
dx.
Note that the Fourier transform is odd in the sense that

f(w) =

f(w). For the sake of the residue

method, we take w < 0 and write the Fourier transform as
F
_

2 x

(1 + x
2
)
2
_
(w) =
1

_
R
z
(1 + z
2
)
2
e
iwz
dz,
=
1

_
R
z
(1 + z
2
)
2
e
iWz
dz (W = w, W > 0),
where
R
is the contour in Figure 8, with R large (in fact, it is enough to take R > 1). To justify
this equality, we note that the contour integral is equal to 2i times the sum of the residues inside
the contour. Inside the contour we have only one residue at z = i and so the integral is constant for
all R > 1. Letting R , the integral on the semi-circle converges to 0 (by Jordans lemma) and
the integral on the real line becomes
1

x
(1 + x
2
)
2
e
iWx
dx,
Section 11.1 The Fourier Transform 227
which is the desired integral. So let us compute the contour integral, I
R
, using residues. Let
F(z) =
z
(1 + z
2
)
2
e
iWz
, then F has one pole of order 2 at z = i inside the contour
R
. The residue at z = i is equal to
Res (F, i) =
d
dz
(z i)
2
z e
iWz
(1 + z
2
)
2

z=i
=
d
dz
z e
iWz
(z + i)
2

z=i
=
(e
iWz
+ iWe
iWz
z)(z + i)
2
2(z + i)ze
iWz
(z + i)
4

z=i
=
e
W
W
4
= w
e
|w|
4
.
Thus the contour integral is equal to
iw
e
|w|
2
and the Fourier transform for w < 0 is equal to
1

I
R
= iw
e
|w|
2
.
The formula works for w 0 since it denes an odd function.
11 The Fourier Transform and its Applications
Solutions to Exercises 11.2
1. We have F(e
x
2
) =
1

2
e
w
2
/4
. Applying Theorem 1((ii) (with n = 2), we obtain
F(x
2
e
x
2
) =
d
2
dw
2
_
1

2
e
w
2
/4
_
=
1

2
d
dw
_

w
2
e
w
2
/4
_
=
e
w
2
/4
4

2
_
2 w
2

.
5. We have F(e
|x|
) =
_
2

1
1+w
2
. So
F(e
|x|
+ 6xe
|x|
) =
_
2

_
1
1 + w
2
+ 6i
d
dw
_
1
1 + w
2
__
=
_
2

_
1
1 + w
2
+ 6i
2w
(1 + w
2
)
2
_
=
_
2

1 12iw + w
2
(1 + w
2
)
2
.
9. Let
g(x) =
_
1 if 0 < x < 1,
0 otherwise,
and note that f(x) = xg(x). Now F(g(x)) =
i

2
e
iw
1
w
(Exercise 3, Section 11.1); so, by Theo-
rem 1,
F(f(x)) = F(xg(x)) = i
d
dw
i

2
e
iw
1
w
=
1

2
iwe
iw
e
iw
+ 1
w
2
=
1

2
(1 + iw) cos w + (w i) sin w
w
2
.
13. We have F(e
x
2
) =
1

2
e
w
2
/4
. Using Exercise 1, we obtain
F((1 x
2
)e
x
2
) = F(e
x
2
) F(x
2
e
x
2
)
=
1

2
e
w
2
/4

e
w
2
/4
4

2
_
2 w
2

=
e
w
2
/4
2

2
_
1 +
w
2
2
_
.
Section 11.2 Operational Properties 229
17. Let f(x) = e
x
2
and g(x) = xe
x
2
. We have F(e
x
2
) =
1

2
e
w
2
/4
and
F(xe
x
2
) =
i

2
d
dw
e
w
2
/4
=
i
2

2
we
w
2
/4
.
So
F(f g) = F(f) F(g) =
i
4
we
w
2
/2
=
1
4
i
d
dw
_
e
w
2
/2
_
=
1
4
F(xe
x
2
/2
).
Hence
f g(x) =
1
4
xe
x
2
/2
.
21. Let f(x) = U
a
U
a
(x) and g(x) = U
b
U
b
(x), where 0 < a b. We have
F(f) =
_
2

sin aw
w
and F(g) =
_
2

sin bw
w
;
so
F(f g) =
2

sin(aw) sin(bw)
w
2
.
Instead of inverting the Fourier transform to nd f g, we will compute f g by using the method
of Example 10. (This is an interesting Fourier transform that is not in the table of transforms at
the end of the book.) We have
f

(x) =
a
(x)
a
(x);
g

(x) =
b
(x)
b
(x);
d
2
dx
2
(f g)(x) =
d
dx
f
d
dx
g(x)
=
_

a
(x)
a
(x)
_

b
(x)
b
(x)
_
=
1

2
_

ba
(x) +
(a+b)
(x) +
a+b
(x)
ab
(x)
_
.
So f g is the second antiderivative of this sum of Dirac deltas, that vanishes at innity; that is,
f g(x) = 0 for large |x| (in fact, for |x| > a+b). The reason for the last assertion is that both f and
g have boounded support, so f g will have bounded support. To compute the antiderivatives it is
best to do it on a graph, as we did in Example 10. We can also proceed as follows. Antidierentiate
once and use (17), then
d
dx
(f g)(x) =
1

2
_
U
ba
(x) +U
(a+b)
(x) +U
a+b
(x) U
ab
(x)
_
.
An antiderivative of U

is the function (x )U

or
d
dx
(x )U

= U

(x).
To see this, just draw the graph of (x )U

; it is continuous and equal to 0 if x < and x if

x > . Thus its derivative is 0 if x < and 1 if x > ; thus the derivative formula is true. So and
antiderivative of f g is
1

2
_

_
x b + a
_
U
ba
(x) +
_
x + b + a
_
U
(a+b)
(x) +
_
x b a
_
U
a+b
(x)
_
x + b a
_
U
ab
(x)
_
.
11 The Fourier Transform and its Applications
If this function vanishes for large |x|, then it would be the desired antiderivative. Let us check: Take
x > a + b, then
1

2
_

_
x b + a
_
U
ba
(x) +
_
x + b + a
_
U
(a+b)
(x) +
_
x b a
_
U
a+b
(x)
_
x + b a
_
U
ab
(x)
_
=
1

2
_

_
x b + a
_
+
_
x + b + a
_
+
_
x b a
_

_
x + b a
_
= 0,
as desired. Similarly, if x < a b, then
1

2
_

_
x b + a
_
U
ba
(x) +
_
x + b + a
_
U
(a+b)
(x) +
_
x b a
_
U
a+b
(x)
_
x + b a
_
U
ab
(x)
_
=
1

2
_
0 + 0 + 0 0
_
= 0.
This proves that
f g(x) =
1

2
__
x+b+a
_
U
(a+b)
(x)
_
x+ba
_
U
ab
(x)
_
xb+a
_
U
ba
(x)+
_
xba
_
U
a+b
(x)
_
.
More explicitely, we have
f g(x) =
1

2
_

_
0 if |x| > a + b;
x + b + a if a b < x < b + a;
_
x + b + a
_

_
x + b a
_
if b + a < x < b a;
_
x + b + a
_

_
x + b a
_

_
x b + a
_
if b a < x < a + b;
so, after simplifying,
f g(x) =
1

2
_

_
0 if |x| > a + b;
x + b + a if a b < x < b + a;
2a if b + a < x < b a;
x + b + a if b a < x < a + b.
The graph of f g is a nice tent.
25. (a) Use the denition of convolutions:
e
ix
f(x) =
1

2
_

f(y)e
i(xy)
dy
= e
ix
=

f()
..
1

2
_

f(y)e
iy
dy = e
ix

f().
(b) Using (a) and cos x =
e
ix
+e
ix
2
, we nd
cos(x) f(x) =
1
2
_
e
ix
f(x) + e
ix
f(x)
_
=
1
2
_
e
ix

f() + e
ix

f()
_
.
Section 11.2 Operational Properties 231
Specializing to = 1 and f(x) = e
|x|
,

f(w) =
_
2

1
1+w
2
, we nd
cos x e
|x|
=
1
2
_
e
ix
_
2

1
1 + 1
+ e
ix
_
2

1
1 + 1
_
=
1
2
_
e
ix
_
2

1
1 + 1
+ e
ix
_
2

1
1 + 1
_
=
1

2
cos x.
33. Apply (23):
F(U
2
(x) U
4
(x)) = F(U
2
(x)) F(U
4
(x))
=
i

2w
_
e
2iw
e
4iw
_
=
i

2w
_
e
2iw
e
4iw
_
.
11 The Fourier Transform and its Applications
Solutions to Exercises 11.3
1.

2
u
t
2
=

2
u
x
2
,
u(x, 0) =
1
1 + x
2
,
u
t
(x, 0) = 0.
Follow the solution of Example 1. Fix t and Fourier transform the problem with respect to the
variable x:
d
2
dt
2
u(w, t) = w
2
u(w, t),
u(w, 0) = F
_
1
1 + x
2
_
=
_

2
e
|w|
,
d
dt
u(w, 0) = 0.
Solve the second order dierential equation in u(w, t):
u(w, t) = A(w) cos wt + B(w) sin wt.
Using
d
dt
u(w, 0) = 0, we get
A(w)wsin wt + B(w)w cos wt

t=0
= 0 B(w)w = 0 B(w) = 0.
Hence
u(w, t) = A(w) cos wt.
Using u(w, 0) =
_

2
e
|w|
, we see that A(w) =
_

2
e
|w|
and so
u(w, t) =
_

2
e
|w|
cos wt.
Taking inverse Fourier transforms, we get
u(x, t) =
_

e
|w|
cos wt e
ixw
dw.
5.

2
u
t
2
= c
2

2
u
x
2
,
u(x, 0) =
_
2

sin x
x
,
u
t
(x, 0) = 0.
Fix t and Fourier transform the problem with respect to the variable x:
d
2
dt
2
u(w, t) = c
2
w
2
u(w, t),
u(w, 0) = F
_
_
sinx
x
_
(w) =

f(w) =
_
1 if |w| < 1
0 if |w| > 1,
d
dt
u(w, 0) = 0.
Section 11.3 The Fourier Transform Method 233
Solve the second order dierential equation in u(w, t):
u(w, t) = A(w) cos cwt + B(w) sin cwt.
Using
d
dt
u(w, 0) = 0, we get
u(w, t) = A(w) cos cwt.
Using u(w, 0) =

f(w), we see that
u(w, t) =

f(w) cos wt.
Taking inverse Fourier transforms, we get
u(x, t) =
1

2
_

f(w) cos cwt e

ixw
dw =
1

2
_
1
1
cos cwt e
ixw
dw.
9.
t
2
u
x

u
t
= 0,
u(x, 0) = 3 cos x.
The solution of this problem is very much like the solution of Exercise 7. However, there is a diculty
in computing the Fourier transform of cos x, because cos x is not integrable on the real line. One
can make sense of the Fourier transform by treating cos x as a generalized function, but there is no
need for this in this solution, since we do not need the exact formula of the Fourier transform, as
you will see shortly.
Let f(x) = 3 cos x and Fourier transform the problem with respect to the variable x:
t
2
iw u(w, t)
d
dt
u(w, t) = 0,
u(w, 0) = F
_
3 cos x)
_
(w) =

f(w).
Solve the rst order dierential equation in u(w, t):
u(w, t) = A(w)e
i
w
3
t
3
.
Using the transformed initial condition, we get
u(w, t) =

f(w)e
i
w
3
t
3
.
Taking inverse Fourier transforms, we get
u(x, t) =
1

2
_

f(w)e
i
w
3
t
3
e
ixw
dw
=
1

2
_

f(w)e
iw(x+
t
3
3
)
dw
= f(x +
t
3
3
) = 3 cos(x +
t
3
3
).
13.
u
t
= t

2
u
x
2
,
u(x, 0) = f(x) .
11 The Fourier Transform and its Applications
Fix t and Fourier transform the problem with respect to the variable x:
d
dt
u(w, t) + tw
2
u(w, t) = 0,
u(w, 0) =

f(w).
Solve the rst order dierential equation in u(w, t):
u(w, t) = A(w)e

t
2
w
2
2
.
Use the initial condition: A(w) =

f(w). Hence
u(w, t) =

f(w)e

t
2
w
2
2
.
Taking inverse Fourier transforms, we get
u(x, t) =
1

2
_

f(w)e

t
2
w
2
2
e
ixw
dw.
21. (a) To verify that
u(x, t) =
1
2
[f(x ct) + f(x + ct)] +
1
2c
_
x+ct
xct
g(s) ds
is a solution of the boundary value problem of Example 1 is straightforward. You just have to plug
the solution into the equation and the initial and boundary conditions and see that the equations
are veried. The details are sketched in Section 3.4, following Example 1 of that section.
(b) In Example 1, we derived the solution as an inverse Fourier transform:
u(x, t) =
1

2
_

f(w) cos cwt +

1
cw
g(w) sin cwt

e
iwx
dx.
Using properties of the Fourier transform, we will show that
1

2
_

f(w) cos cwte

iwx
dw =
1
2
[f(x ct) + f(x + ct)]; (1)
1

2
_

1
w
g(w) sin cwt e
iwx
dw =
1
2
_
x+ct
xct
g(s) ds. (2)
To prove (1), note that
cos cwt =
e
icwt
+ e
icwt
2
,
so
1

2
_

f(w) cos cwte

iwx
dw
=
1

2
_

f(w) (
e
icwt
+ e
icwt
2
)e
iwx
dw
=
1
2
_
1

2
_

f(w) e
iw(x+ct)
dw
1

2
_

f(w) e
iw(xct)
dw
_
=
1
2
[f(x + ct) + f(x ct)];
Section 11.3 The Fourier Transform Method 235
because the rst integral is simply the inverse Fourier transform of

f evaluated at x + ct, and the
second integral is the inverse Fourier transform of

f evaluated at x ct. This proves (1). To prove
(2), we note that the left side of (2) is an inverse Fourier transform. So (2) will follow if we can show
that
(3) F
__
x+ct
xct
g(s) ds
_
=
2
w
g(w) sin cwt.
Let G denote an antiderivative of g. Then (3) is equivalent to
F (G(x + ct) G(x ct)) (w) =
2
w

(w) sin cwt.

Since

G

= iw

G, the last equation is equivalent to

(4) F (G(x + ct)) (w) F (G(x ct)) (w) = 2i

G(w) sin cwt.

Using Exercise 19, Sec. 7.2, we have
F (G(x + ct)) (w) F (G(x ct)) (w) = e
ictw
F(G)(w) e
ictw
F(G)(w)
= F(G)(w)
_
e
ictw
e
ictw
_
= 2i

G(w) sincwt,
where we have applied the formula
sin ctw =
e
ictw
e
ictw
2i
.
This proves (4) and completes the solution.
11 The Fourier Transform and its Applications
Solutions to Exercises 11.4
1. Repeat the solution of Example 1 making some adjustments: c =
1
2
, g
t
(x) =

t
e

x
2
t
,
u(x, t) = f g
t
(x)
=
1

2
_

f(s)

t
e

(xs)
2
t
ds
=
20

t
_
1
1
e

(xs)
2
t
ds (v =
x s

t
, dv =
1

t
ds)
=
20

_ x+1

t
x1

t
e
v
2
ds
= 10
_
erf(
x + 1

t
) erf(
x 1

t
)
_
.
9. Fourier transform the problem:
du
dt
u(w, t) = e
t
w
2
u(w, t), u(w, 0) =

f(w).
Solve for u(w, t):
u(w, t) =

f(w)e
w
2
(1e
t
)
.
Inverse Fourier transform and note that
u(x, t) = f F
1
_
e
w
2
(1e
t
)
_
.
With the help of Theorem 5, Sec. 7.2 (take a = 1 e
t
), we nd
F
1
_
e
w
2
(1e
t
)
_
=
1

1 e
t
e

x
2
4(1e
t
)
.
Thus
u(x, t) =
1
2

1 e
t
_

f(s)e

(xs)
2
4(1e
t
)
ds.
13. If in Exercise 9 we take
f(x) =
_
100 if |x| < 1,
0 otherwise,
then the solution becomes
u(x, t) =
50

1 e
t
_
1
1
e

(xs)
2
4(1e
t
)
ds.
Let z =
xs
2

1e
t
, dz =
ds
2

1e
t
. Then
u(x, t) =
50

1 e
t
2

1 e
t
_ x+1
2

1e
t
x1
2

1e
t
e
z
2
dz
=
100

_ x+1
2

1e
t
x1
2

1e
t
e
z
2
dz
= 50
_
erf
_
x + 1
2

1 e
t
_
erf
_
x 1
2

1 e
t
__
.
Section 11.4 The Heat Equation and Gausss Kernel 237
As t increases, the expression erf
_
x+1
2

1e
t
_
erf
_
x1
2

1e
t
_
approaches very quickly erf
_
x+1
2
_

erf
_
x1
2
_
, which tells us that the temperature approaches the limiting distribution
50
_
erf
_
x + 1
2
_
erf
_
x 1
2
__
.
You can verify this assertion using graphs.
17. (a) If
f(x) =
_
T
0
if a < x < b,
0 otherwise,
then
u(x, t) =
T
0
2c

t
_
b
a
e

(xs)
2
4c
2
t
ds.
(b) Let z =
xs
2c

t
, dz =
ds
2c

t
. Then
u(x, t) =
T
0
2c

t
2c

t
_ xa
2c

t
xb
2c

t
e
z
2
dz
=
T
0
2
_
erf
_
x a
2c

t
_
erf
_
x b
2c

t
__
.
25. Let u
2
(x, t) denote the solution of the heat problem with initial temperature distribution
f(x) = e
(x1)
2
. Let u(x, t) denote the solution of the problem with initial distribution e
x
2
.
Then, by Exercise 23, u
2
(x, t) = u(x 1, t)
By (4), we have
u(x, t) =
1
c

2t
e
x
2
/(4c
2
t)
e
x
2
.
We will apply Exercise 24 with a =
1
4c
2
t
and b = 1. We have
ab
a + b
=
1
4c
2
t

1
1
4c
2
t
+ 1
=
1
1 + 4c
2
t
1
_
2(a + b)
=
1
_
2(
1
4c
2
t
+ 1)
=
c

2t

4c
2
t + 1
.
So
u(x, t) =
1
c

2t
e
x
2
/(4c
2
t)
e
x
2
=
1
c

2t

2t

4c
2
t + 1
e

x
2
1+4c
2
t
=
1

4c
2
t + 1
e

x
2
1+4c
2
t
,
and hence
u
2
(x, t) =
1

4c
2
t + 1
e

(x1)
2
1+4c
2
t
.
11 The Fourier Transform and its Applications
29. Parts (a)-(c) are obvious from the denition of g
t
(x).
(d) The total area under the graph of g
t
(x) and above the x-axis is
_

g
t
(x) dx =
1
c

2t
_

e
x
2
/(4c
2
t)
dx
=
2c

t
c

2t
_

e
z
2
dz (z =
x
2c

t
, dx = 2c

t dz)

2
_

e
z
2
dz =

2,
by (4), Sec. 7.2.
(e) To nd the Fourier transform of g
t
(x), apply (5), Sec. 7.2, with
a =
1
4c
2
t
,
1

2a
= 2c

2t,
1
4a
= c
2
t.
We get
g
t
(w) =
1
c

2t
F
_
e
x
2
/(4c
2
t)
_
dx
=
1
c

2t
2c

2te
c
2
t
2
= e
c
2
t
2
.
(f) If f is an integrable and piecewise smooth function, then at its points of continuity, we have
lim
t0
g
t
f(x) = f(x).
This is a true fact that can be proved by using properties of Gausss kernel. If we interpret f(x)
as an initial temperature distribution in a heat problem, then the solution of this heat problem is
given by
u(x, t) = g
t
f(x).
If t 0, the temperature u(x, t) should approach the initial temperature distribution f(x). Thus
lim
t0
g
t
f(x) = f(x).
Alternatively, we can use part (e) and argue as follows. Since
lim
t0
F (g
t
) () = lim
t0
e
c
2
t
2
= 1,
So
lim
t0
F (g
t
f) = lim
t0
F (g
t
) F (f) = F (f) .
You would expect that the limit of the Fourier transform be the transform of the limit function. So
taking inverse Fourier transforms, we get lim
t0
g
t
f(x) = f(x). (Neither one of the arguments
that we gave is rigorous.)
Section 11.5 A Dirichlet Problem and the Poisson Integral Formula 239
Solutions to Exercises 11.5
1. To solve the Dirichlet problem in the upper half-plane with the given boundary function, we use
formula (5). The solution is given by
u(x, y) =
y

f(s)
(x s)
2
+ y
2
ds
=
50y

_
1
1
ds
(x s)
2
+ y
2
=
50

_
tan
1
_
1 + x
y
_
+ tan
1
_
1 x
y
__
,
where we have used Example 1 to evaluate the denite integral.
5. Appealing to (4) in Section 7.5, with y = y
1
, y
2
, y
1
+ y
2
, we nd
F(P
y1
)(w) = e
y1|w|
, F(P
y2
)(w) = e
y2|w|
, F(P
y1+y2
)(w) = e
(y1+y2)|w|
.
Hence
F(P
y1
)(w) F(P
y2
)(w) = e
y1|w|
e
y2|w|
= e
(y1+y2)|w|
= F(P
y1+y2
)(w).
But
F(P
y1
)(w) F(P
y2
)(w) = F(P
y1
P
y2
)(w),
Hence
F(P
y1+y2
)(w) = F(P
y1
P
y2
)(w);
and so P
y1+y2
= P
y1
P
y2
.
11 The Fourier Transform and its Applications
Solutions to Exercises 11.6
1. The even extension of f(x) is
f
e
(x) =
_
1 if 1 < x < 1,
0 otherwise.
The Fourier transform of f
e
(x) is computed in Example 1, Sec. 7.2 (with a = 1). We have, for
w 0,
F
c
(f)(w) = F(f
e
)(w) =
_
2

sin w
w
.
To write f as an inverse Fourier cosine transform, we appeal to (6). We have, for x > 0,
f(x) =
_
2

_

0
F
c
(f)(w) cos wxdw,
or
2

_

0
sin w
w
cos wxdw =
_
_
_
1 if 0 < x < 1,
0 if x > 1,
1
2
if x = 1.
Note that at the point x = 1, a point of discontinuity of f, the inverse Fourier transform is equal to
(f(x+) + f(x))/2.
5. The even extension of f(x) is
f
e
(x) =
_
cos x if 2 < x < 2,
0 otherwise.
Lets compute the Fourier cosine transform using denition (5), Sec. 7.6:
F
c
(f)(w) = =
_
2

_
2
0
cos xcos wxdx
=
_
2

_
2
0
1
2
[cos(w + 1)x + cos(w 1)x] dx
=
1
2
_
2

_
sin(w + 1)x
w + 1
+
sin(w 1)x
w 1
_

2
0
(w = 1)
=
1
2
_
2

_
sin 2(w + 1)
w + 1
+
sin 2(w 1)
w 1
_
(w = 1)
=
1
2
_
2

_
sin 2w
w + 1
+
sin 2w
w 1
_
(w = 1)
=
_
2

sin 2w
w
w
2
1
(w = 1).
Also, by lHospitals rule, we have
lim
w0
_
2

sin 2w
w
w
2
1
=

2,
which is the value of the cosine transform at w = 1.
To write f as an inverse Fourier cosine transform, we appeal to (6). We have, for x > 0,
2

_

0
w
w
2
1
sin2w cos wxdw =
_
cos x if 0 < x < 2,
0 if x > 2.
Section 11.6 The Fourier Cosine and Sine Transforms 241
For x = 2, the integral converges to 1/2. So
2

_

0
w
w
2
1
sin 2w cos 2wdw =
1
2
.
9. Applying the denition of the transform and using Exercise 17, Sec. 2.6 to evaluate the integral,
F
s
(e
2x
)(w) =
_
2

_

0
e
2x
sin wxdx
=
_
2

e
2x
4 + w
2
[wcos wx 2 sinwx]

x=0
=
_
2

w
4 + w
2
.
The inverse sine transform becomes
f(x) =
2

_

0
w
4 + w
2
sin wxdw.
13. We have f
e
(x) =
1
1+x
2
. So
F
c
_
1
1 + x
2
_
= F
_
1
1 + x
2
_
=
_

2
e
w
(w > 0),
by Exercise 11, Sec. 7.2.
17. We have f
e
(x) =
cos x
1+x
2
. So
F
c
_
cos x
1 + x
2
_
= F
_
cos x
1 + x
2
_
=
_

2
_
e
|w1|
+ e
(w+1)
_
(w > 0),
by Exercises 11 and 20(b), Sec. 7.2.
21. From the denition of the inverse transform, we have F
c
f = F
1
c
f. So F
c
F
c
f = F
c
F
1
c
f = f.
Similarly, F
s
F
s
f = F
s
F
1
s
f = f.
The Fourier Transform and its Applications
Solutions to Exercises 11.7
1. Fourier sine transform with respect to x:
d
dt
u
s
(w, t) = w
2
u
s
(w, t) +
_
2

w
=0
..
u(0, t)
d
dt
u
s
(w, t) = w
2
u
s
(w, t).
Solve the rst-order dierential equation in u
s
(w, t) and get
u
s
(w, t) = A(w)e
w
2
t
.
Fourier sine transform the initial condition
u
s
(w, 0) = A(w) = F
s
(f(x))(w) = T
0
_
2

1 cos bw
w
.
Hence
u
s
(w, t) =
_
2

1 cos bw
w
e
w
2
t
.
Taking inverse Fourier sine transform:
u(x, t) =
2

_

0
1 cos bw
w
e
w
2
t
sin wxdw.
5. If you Fourier cosine the equations (1) and (2), using the Neumann type condition
u
x
(0, t) = 0,
you will get
d
dt
u
c
(w, t) = c
2
_
w
2
u
c
(w, t)
_
2

=0
..
d
dx
u(0, t)
_
d
dt
u
c
(w, t) = c
2
w
2
u
c
(w, t).
Solve the rst-order dierential equation in u
c
(w, t) and get
u
c
(w, t) = A(w)e
c
2
w
2
t
.
Fourier cosine transform the initial condition
u
c
(w, 0) = A(w) = F
c
(f)(w).
Hence
u
s
(w, t) = F
c
(f)(w)e
c
2
w
2
t
.
Taking inverse Fourier cosine transform:
u(x, t) =
_
2

_

0
F
c
(f)(w)e
c
2
w
2
t
cos wxdw.
Section 11.7 Problems Involving Semi-Innite Intervals 243
9. (a) Taking the sine transform of the heat equation (1) and using u(0, t) = T
0
for t > 0, we get
d
dt
u
s
(w, t) = c
2
_
w
2
u
s
(w, t) +
_
2

wu(0, t)
_
;
or
d
dt
u
s
(w, t) + c
2

2
u
s
(w, t) = c
2
_
2

wT
0
.
Taking the Fourier sine transform of the boundary condition u(x, 0) = 0 for x > 0, we get u
s
(w, 0) =
0.
(b) A particular solution of the dierential equation can be guessed easily: u
s
(w, t) =
_
2

T0
w
. The
general solution of the homogeneous dierential equation:
d
dt
u
s
(w, t) + c
2

2
u
s
(w, t) = 0
is u
s
(w, t) = A(w)e
c
2
w
2
t
. So the general solution of the nonhomogeneous dierential equation is
u
s
(w, t) = A(w)e
c
2
w
2
t
_
2

T
0
w
.
Using u
s
(w, 0) = A(w)
_
2

T0
w
= 0, we nd A(w) =
_
2

T0
w
. So
u
s
(wt) =
_
2

T
0
w

_
2

T
0
w
e
c
2
w
2
t
.
Taking inverse sine transforms, we nd
u(x, t) =
2

_

0
_
T
0
w

T
0
w
e
c
2
w
2
t
_
sin wxdw
= T
0
=sgn(x)=1
..
2

_

0
sinwx
w
dw
2T
0

_

0
sin wx
w
e
c
2
w
2
t
dw
= T
0

2T
0

_

0
sin wx
w
e
c
2
w
2
t
dw
13. Proceed as in Exercise 11 using the Fourier sine transform instead of the cosine transform and
the condition u(x0) = 0 instead of u
y
(x, 0) = 0. This yields
d
2
dx
2
u
s
(x, w) w
2
u
s
(x, w) +
_
2

=0
..
u(x, 0) = 0
d
2
dx
2
u
s
(x, w) = w
2
u
s
(x, w).
The general solution is
u
s
(x, w) = A(w) cosh wx + B(w) sinh wx.
Using
u
s
(0, w) = 0 and u
s
(1, w) = F
s
(e
y
) =
_
2

w
1 + w
2
,
we get
A(w) = 0 and B(w) =
_
2

w
1 + w
2

1
sinh w
.
The Fourier Transform and its Applications
Hence
u
s
(x, w) =
_
2

w
1 + w
2
sinh wx
sinh w
.
Taking inverse sine transforms:
u(x, y) =
2

_

0
w
1 + w
2
sinh wx
sinh w
sin wy dw.