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4.1 Definition
Let f (x) be a function defined in an interval (a, b). Let k(s, x) be a given
function of two variables s and x. The integral transform of f (x) w.r.t
Zb
k(s, x) is defined by I[f (x)] = F (s) = f (x)k(s, x)dx (1)
a
k(s, x) is called the kernel of the integral transform f (x) is called the
inverse transform of F (s).
The integral transform is said to be finite if both a and b are finite;
otherwise it is called an infinite transform.
If there exist a function H(s, x) such that
Zd
f (x) = F (s)H(s, x)ds (2)
e
then (2) is called the inversion formula for (1).
245
246 Unit IV - FOURIER TRANSFORM (F.T.)
1
(1) is [f (x − 0) + f (x + 0)]
2
Z∞ Z∞
f (x − 0) + f (x + 0) 1
i.e., = f (t) cos λ(t − x)dtdλ
2 π
0 −∞
Z∞ Z∞
1
f ()x = f (t) cos λ(t − x)dtdλ
π
0 −∞
Z∞ Z∞
1
= f (t){cos λt cos λx + sin λt sin λx}dtdλ
π
0 −∞
Z∞ Z∞ Z∞ Z∞
1 1
= f (t) cos λt cos λxdtdλ + f (t) sin λt sin λxdtdλ
π π
0 −∞ 0 −∞
for |x| ≤ 1
1
Example 4.2. Express the function f (x) = as a Fourier
for |x| > 1
0
Z∞ Z∞
sin λ cos λx sin λ
integral. Hence evaluate dλ and find the value of dλ.
λ λ
0 0
Z∞ Z∞
1
f (x) = f (t) cos λ (t − x) dtdλ
π
0 −∞
Z∞ Z1
1
= cos λ (t − x) dtdλ
π
0 −1
Z∞ 1
1 sin λ (t − x)
= dλ
π λ −1
0
Z∞
1 sin λ (1 − x) + sin λ (1 + x)
= dλ
π λ
0
Z∞
2 sin λ cos λx
f (x) = dλ
π λ
0
Z∞
sin λ cos λx π
dλ = f (x) (1)
λ 2
0
( 1
for |x| < 1
= 2
0 for |x| > 1
At x = 1, which is a point of discontinuity of f (x), the value of the above
integral
π f (1 − 0) + f (1 + 0)
=
2 2
π 1+0
=
2 2
π
=
4
π2 for |x| < 1
∞
Z
sin λ cos λx
Hence dλ = π4 for x = 1
λ
0 for |x| > 1
0
Example 4.3. Find Fourier cosine integral of the function e−ax . Hence
250 Unit IV - FOURIER TRANSFORM (F.T.)
Z∞
cos λx
find the value of the integral dλ
1 + λ2
0
Solution : Let f (x) = e−ax .
The Fourier cosine integral of f (x) is given by
Z∞ Z∞
2
f (x) = cos λx f (t) cos λt dt dλ
π
0 0
Given f (x) = e−ax ⇒ f (t) = e−at
Z∞ Z∞
2
∴ f (x) = cos λx e−at cos λt dt dλ
π
0 0
Z∞ ∞
e−at
2
= cos λx 2 (−a cos λt + λ sin λt) dλ
π a + λ2 0
0
Z∞
2 a
= cos λx dλ
π a2 + λ2
0
Z∞
2a cos λx
f (x) = dλ
π a2 + λ2
0
Z∞
cos λx π
dλ = f (x)
a2 + λ2 2a
0
Z∞
cos λx π −ax
f (x) = e−ax
dλ = e
a2 + λ2 2a
0
Putting a = 1, we get
Z∞
cos λx π −x
dλ = e
1 + λ2 2
0
( 1
for 0 ≤ x ≤ π
Example 4.4. Express f (x) = 2 as a Fourier sine
0 for x > π
integral and ( hence show that
π
R∞ 1 − cos πλ for 0 < x < π
sin λx dλ = 2
0 λ 0 for x > π
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 251
Solution( 1 : ( 1 Given
for 0 ≤ x ≤ π for 0 ≤ t ≤ π
f (x) = 2 ⇒ f (t) = 2
0 for x > π 0 for t > π
The Fourier sine integral of f (x) is given by
Z∞ Z∞
2
f (x) = sin λx f (t) sin λt dt dλ
π
0 0
Z∞ Zπ
2 1
= sin λx sin λt dt dλ
π 2
0 0
Z∞ π
1 − cos λt
= sin λx dλ
π λ 0
0
Z∞
1 1 − cos λπ
= sin λx dλ
π λ
0
Z∞
1 1 − cos λπ
sin λxdλ =f (x)
π λ
0
Z∞
1 − cos λπ
sin λx dλ =πf (x)
λ
0
( 1
for 0 < x < π
=π 2
0 for x > π
( π
for 0 < x < π
= 2
0 for x > π
The above equations (1) and (2) are jointly called as Fourier Transform
pair.
0, −∞ ≤ t ≤ 0
f (t) = sin t, 0 ≤ t ≤ π
0, π ≤ t ≤ ∞
x if |x| < a
Example 4.7. Find the Fourier transform of f (x) =
0 if |x| > a
x if − a < x < a
f (x) =
0 otherwise
254 Unit IV - FOURIER TRANSFORM (F.T.)
Z∞
1
F (s) = F [f (x)] = √ f (x)eisx dx
2π
−∞
Za
1
=√ xeisx dx
2π
−a
Za
1
=√ x(cos sx + i sin sx)dx
2π
−a
a
Z Za
1
= √ x cos sxdx + i x sin sxdx
2π
−a −a
Za
2i
=√ x sin sxdx
2π
0
[∵ x cos sx is odd function & x sin sx is even fn.]
r a
2 − cos sx − sin sx
=i x −1
π s s2 0
r a
2 −x cos sx sin sx
=i +
π s s2 0
r
2 −a cos as sin as
=i +
π s s2
r
2 sin as a cos as
F (s) =i −
π s2 s
x2
if |x| < 1
Example 4.8. Find the Fourier transform of f (x) =
0 if |x| > 1
Z∞
1
F (s) = F [f (x)] = √ f (x)eisx dx
2π
−∞
Z1
1
=√ x2 (cossx + isinsx)dx
2π
−1
Z1
1
= √ .2 x2 cos sxdx
2π
0
∵ x2 sin sx is odd function
r 1
2 2 sin sx − cos sx − sin sx
= x − 2x +2
π s s2 s3 0
r
2
1
2 x sin sx 2xcossx 2 sin sx
= + −
π s s2 s3 0
r 1
2 sin s 2coss 2 sin s
= + 2 −
π s s s3 0
Z∞
1
F (s) = F [f (x)] = √ f (x)eisx dx
2π
−∞
Z1
1
=√ (1 − |x|)(cos sx + isin sx)dx
2π
−1
Z1 Z1
1
=√ (1 − |x|) cos sxdx + i (1 − |x|) sin sxdx
2π
−1 −1
Z1
2
=√ (1 − |x|) cos sxdx
2π
0
[∵ (1 − |x|) sin sx is odd]
r Z1
2
= (1 − x) cos sxdx
π
r 0 1
2 sin sx −cossx
= (1 − x) − (−1)
π s s2 0
r 1
2 sin sx cos sx
= (1 − x) −
π s s2 0
r
2 cos s 1
= 0− 2 − 0− 2
r π s s
2 1 − cos s
F (s) =
π s2
By inversion formula for Fourier transform
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 257
Z∞
1
f (x) = √ F (s)e−isx ds
2π
−∞
Z∞ r
1 2 1 − cos s
=√ (cos sx − i sin sx)ds
2π π s2
−∞
∞
Z
1 1 − cos s 1 − cos s
= cos sx − i sin sx ds
π s2 s2
−∞
Z∞
2 1 − cos s
f (x) = cos sxds
π s2
0
1 − cos s 1 − cos s
∵ cos sx is even and sin sx is odd
s2 s2
Z∞
1 − cos s π
cos sxds = f (x)
s2 2
0
Put x = 0,
Z∞
1 − cos s π
ds = .1
s2 2
0
Z∞
2 sin2 2s π
ds =
s2 2
0
Z∞
sin2 2s ds π
=
s 2 2 2
0 2
s ds
Put = t ⇒ = dt
2 2
Z∞ 2
sin t π
∴ 2
dt =
t 2
0
1 − x2
if − 1 < x < 1
f (x) =
0 otherwise
Z∞
1
F (s) = F [f (x)] = √ f (x)eisx dx
2π
−∞
Z1
1
=√ (1 − x2 )(cossx + isinsx)dx
2π
−1
Z1
1
(1 − x2 ) cos sx + i(1 − x2 ) sin sx dx
=√
2π
−1
Z1
2
=√ (1 − x2 ) cos sxdx
2π
0
∵ 1 − x2 cos sx is even and 1 − x2 sin sx is odd
r 1
2 2 sin sx − cos sx − sin sx
= (1−x ) −(−2x) +(−2)
π s s2 s3 0
r
2 sin sx cos sx sin sx
= (1 − x2 ) − 2x 2 + (2)
π s s s3
r
2 −2 cos s 2 sin s
= +
π s2 s3
r
2 sin s − s cos s
F (s) =2
π s3
By inversion formula for Fourier transform
Z∞
1
f (x) = √ F (s)e−isx ds
2π
−∞
Z∞ r
1 2 sin s − s cos s −isx
=√ 2. e ds
2π π s3
−∞
∞
Z
2 sin s − s cos s sin s − s cos s
= cos sx − i sin sx ds
π s3 s3
−∞
Z∞
4 sin s − s cos s
f (x) = cos sxds
π s3
0
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 259
sin s − s cos s sin s − s cos s
∵ cos sx is even and sin sx is odd
s3 s3
Z∞
sin s − s cos s π
∴ cos sxds = f (x)
s3 4
0
1
Put x =
2
Z∞
sin s − s cos s s π 1
cos ds = 1−
s3 2 4 4
0
3π
=
16
−s2
Example 4.12. Find the Fourier inverse transform of e 4
2 Z
∞
e−x 2
∴ f (x) = √ e−t 2dt
2π
−∞
r Z∞
2 −x2 2
= e e−t dt
π
−∞
r Z∞
2 −x2 2
= e 2 e−t dt
π
0
√ Z∞ √
r
2 −x2 π 2 π
= e 2 ∵ e−x dx =
π 2 2
0
√ −x2
f (x) = 2e
Note : If the transform of a function f (x) is equal to f (s) [i.e.,F (f (x)) =
f (s)] then f (x) is called self reciprocal.
2 2
Example 4.13. Find the Fourier transform of e−a x . Hence prove that
2
− x2
e is self reciprocal with respect to the Fourier transform.
2 2
Solution : Given f (x) = e−a x .
The Fourier transform of f (x) is given by
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 261
Z∞
1
F (s) = F [f (x)] = √ f (x)eisx dx
2π
−∞
Z∞
1 2 2
=√ e−a x
eisx dx
2π
−∞
Z∞
1 2 2
=√ e−(a x −isx)
dx
2π
−∞
Z∞
1 2 is
=√ e− (ax) −2(ax) 2a dx
2π
−∞
Z∞
1
h i
is is 2 is 2
− (ax)2 −2(ax) + 2a − 2a
=√ e 2a
dx
2π
−∞
Z∞
1 s2
h i
is 2
− ax− 2a + 4a
=√ e 2
dx
2π
−∞
Z∞
1 is
− ax− 2a
2 s
− 4a
2
=√ e e 2
dx
2π
−∞
Z∞
1 − s22 is
− ax− 2a
2
= √ e 4a e dx
2π
−∞
is dt
Put ax − = t ⇒ dx =
2a ∞
a
Z
1 s2 2 dt
∴ F (s) = √ e− 4a2 e−t
2π a
−∞
Z∞
1 s2 2
= √ e− 4a2 e−t dt
a 2π
−∞
262 Unit IV - FOURIER TRANSFORM (F.T.)
Z∞
1 s2
− 4a 2
= √ e 22 e−t dt
a 2π
0
√
1 s2
− 4a π
= √ e 2
2
a 2π 2
1 s2
∴ F (s) = √ e− 4a2
a 2
1 s2
F [f (x)] = √ e− 4a2
a 2
2 2 1 s2
h
−a2 x2
i
F e−a x = √ e− 4a2 ∵ f (x) = e
a 2
1
Setting a = √
x2 2
s2
F e− 2 =e− 2
x2
∴ f (x) =e− 2 is self reciprocal.
x2
Example 4.14. * Find the Fourier Transform of e− 2 . (OR) Show that
x2
e− 2 is self reciprocal.
Solution :
Z∞
1
F (s) = F [f (x)] = √ f (x)eisx dx
2π
−∞
Z∞
1
=√ e−a|x| (cos sx + i sin sx)dx
2π
−∞
Z∞
1
=√ (e−a|x| cos sx + ie−a|x| sin sx)dx
2π
−∞
Z∞
1 −a|x|
h
a|x|
i
=√ 2 e cos sxdx ∵e sin sx is odd
2π
0
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 263
r Z∞
2
= e−ax cos sxdx
π
r 0 ∞
2 e−ax
= (−a cos sx + s sin sx)
π a2 + s2 0
r
2 a
=
π s2 + a2
Z∞
as 2
r
21
2 as
2 sin 2 −isx
F (s) = 2
2 sin , f (x) = e ds,
πs 2 π s
−∞
x = 0, a = 2 in (i), Parseval’s with a = 2 in (ii)
Example 4.21. Find the Fourier sine transform of f (x) = e−ax and
Z∞ ( r )
s sin sx π −ax −ax
2 s
deduce ds = e . F S e =
s 2 + a2 2 π a2 + s 2
0
Example 4.22. * Find the Fourier cosine transform of f (x) = e−ax and
Z∞ −ax
( r )
cos sx πe −ax
2 a
deduce ds = . F S e =
s 2 + a2 2 a π a2 + s 2
0
e−ax
Example 4.23. Find the Fourier sine transform of f (x) = and hence
−ax x
− e−bx
e
find .
x
266 Unit IV - FOURIER TRANSFORM (F.T.)
q
FS [e ] = π2 tan−1 as ,
−ax
−ax −bx
r h
e − e 2 −1
s
−1
s i
FS
= tan − tan
x π a b
e−ax
Example 4.24. * Find the Fourier cosine transform of f (x) = and
x
−ax 1 2 2
−ax −bx
FC [e ] = − √ log s + a ,
e −e
2π
hence find .
e−ax − e−bx
1
s2 + b2
x
F = √ log
C
2 2
x s +a
2π
1
Example 4.25. Find the Fourier sine transform of xn−1 and deduce √
x
is self reciprocal under
( sine transform.
r )
2 n nπ h i 1
, FS x−1/2 = √
n−1
FS x = n
sin
π s 2 s
Example 4.26. * Find the Fourier cosine transform of xn−1 and deduce
1
√ is self reciprocal under cosine transform.
x ( r )
2 n nπ h i 1
, FC x−1/2 = √
n−1
FC x = n
cos
π s 2 s
Example
( 4.27. Find the Fourier cosine transform of x.
r )
2 1
FC [x] = −
π s2
Z∞ Z∞
a. {F [f (x)] .F [g (x)]} ds = f (x) .g (x)dx [If f (x) 6= g(x)]
−∞ −∞
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 267
Z∞ Z∞
b. |F [f (x)]|2 ds = |f (x)|2 dx [If f (x) = g(x)]
−∞ −∞
4.8 Properties
4.8.1 Fourier Transform properties:
2. Shifting theorem:
F [f (x − a)] = eisa F [f (x)] = eisa F (s)
3. Shifting
iax theorem
in s:
F e f (x) = [F (s)]s→s+a = F (s + a)
1 s
F [f (ax)] = F ,a > 0
a a
270 Unit IV - FOURIER TRANSFORM (F.T.)
1 s
F [f (ax)] = − F ,a < 0
a a
1 s
F [f (ax)] = F
|a| a
n
n
n d n d
5. F [xn f (x)] = (−i) {F [f (x)]} = (−i) [F (s)]
dsn dsn
n
d n n
6. F f (x) = (−is) {F [f (x)]} = (−is) [F (s)]
dxn
7. F [f (−x)] = F (−s)
h i
8. F f (x) = F (−s)
h i
9. F f (−x) = F (s)
10.Modulation property:
1
a. F [f (x) cos ax] = {F (s − a) + F (s + a)}
2
1
b. F [f (x) sin ax] = {F (s − a) − F (s + a)}
2
1
a. FS [f (x) sin ax] = {FC (s − a) − FC (s + a)}
2
1
b. FS [f (x) cos ax] = {FS (s − a) + FS (s + a)}
2
1
c. FC [f (x) sin ax] = {FS (a − s) + FS (s + a)}
2
1
d. FC [f (x) cos ax] = {FC (s − a) + FC (s + a)}
2
13. Change of scale property:
1 s
a. FS [f (ax)] = FS ,a > 0
a a
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 271
1 s
b. FC [f (ax)] = FC ,a > 0
a a
14. a. FS [f 0 (x)] = −sFS (s) ifx → ∞ ⇒ f (x) = 0
r
2
b. FC [f 0 (x)] = − f (0) + sFS (s) ifx → ∞ ⇒ f (x) = 0
π
d d
15. a. FS [xf (x)] = − {FC [f (x)]} = − {FC (s)}
ds ds
d d
b. FC [xf (x)] = {FS [f (x)]} = − {FS (s)}
ds ds
Example
( r 4.32. ) Find Fourier sine transform of xe−ax .
2 as
2
π (a2 + s2 )2
Example
(r 4.33.) Find Fourier cosine transform of xe−ax .
2 a2 − s 2
.
π (a2 + s2 )2
2 2
Example 4.34. Find Fourier cosine transform of e−a x and evaluate
2 2
xe−a x .
Fourier sine transform of ( )
h 2 2 i e−s2 /4a2 h 2 2
i se −s2 /4a2
FC e−a x = √ ,FS xe−a x = √
2a 2 2a3
e−sa
Example 4.35. Find f (x) if its sine transform is and hence find
s
1
FS−1 .
s ( r r )
2 x 1 π
f (x) = tan−1 , FS−1 =
π a s 2
−x 1 x
, FC e−x , FC
Example 4.36. Find FS e 2
, FS 2
.
(r 1 + x 1 + x )
r r r
2 s 2 a π −s π −s
, , e , e
π s 2 + a2 π s 2 + a2 2 2
272 Unit IV - FOURIER TRANSFORM (F.T.)
Z∞
Example 4.37. Solve the integral equation f (x) cos sxdx = e−s , show
0
Z∞
cos sx π −x 2 1 −x
that ds = e . f (x) = ,e
1 + s2 2 π 1 + x2
0
2
6. Prove that e−x /2
is self reciprocal under Fourier cosine transform.
7. Find the Fourier sine and cosine transform of xn−1 and hence prove
1
√ is self reciprocal under Fourier sine and cosine transforms.
x
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 273
8. Find the Fourier sine transform of e−ax and hence evaluate Fourier
cosine transforms of xe−ax and e−ax sin ax.
Z∞
−ax x2
9. Find F.S.T. and F.C.T. of e , a > 0. Hence evaluate dx
(a2 + x2 )2
0
Z∞
dx
and
(x2 + a2 ) (x2 + b2 )
0
10. State and prove convolution theorem and Parseval’s identity for
Fourier transforms.