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4 Fourier Transform(F.T.

Fourier integral theorem (without proof ) - Fourier transform


pair - Sine and Cosine transforms - Properties - Transforms of
simple functions - Convolution theorem - Parseval’s identity.

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).

4.2 Fourier integral theorem(without proof)

If f (x) is piecewise continuously differentiable and absolutely integrable


Z∞ Z∞
1
(−∞, ∞), then f (x) = f (t) cos λ (t − x)dtdλ (1)
π
0 −∞

This is known as Fourier integral theorem or Fourier integral


formula.

Note : At a point of discontinuity the value of the integral on the left of

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 −∞

4.2.1 Fourier Cosine and Sine Integral

We know that he Fourier integral for f (x) is

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 −∞

Case (i) : If f (t) is an even function, then f (t) cos λt is an even


function and f (t) sin λt is an odd function.
Z∞ Z∞
2
f (x) = f (t) cos λt cos λxdtdλ
π
0 0
Z∞ Z∞
2
i.e., f (x) = cos λx f (t) cos λtdtdλ
π
0 0
This is known as Fourier cosine integral.

Case (ii) : If f (t) is an odd function, then f (t) cos λt is an odd


function and f (t) sin λt is an even function.
Z∞ Z∞
2
f (x) = f (t) sin λt sin λxdtdλ
π
0 0
Z∞ Z∞
2
i.e., f (x) = sin λx f (t) sin λtdtdλ
π
0 0
This is known as Fourier sine integral.
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 247

4.2.2 Complex form of Fourier Integrals :

The Fourier integral for the function f (x) is given by


Z∞ Z∞
1
f (x) = f (t) cos λ(t − x)dtdλ
π
0 −∞
Z∞ Z∞
1
f (x) = f (t) cos λ(t − x)dtdλ (1)

−∞ −∞
(since cos λ(t − x) is an even function of λ)
Since sin λ(t − x) is an odd function of λ.
Z∞
∴ sin λ(t − x)dλ =0
−∞
Z∞ Z∞
1
f (t) sin λ(t − x)dtdλ =0 (2)

−∞ −∞

Now (1) + i (2)⇒


Z∞ Z∞
1
f (x) = f (t) {cos λ(t − x) + i sin λ(t − x)} dtdλ

−∞ −∞
Z∞ Z∞
1
i.e., f (x) = f (t)eiλ(t−x) dtdλ

−∞ −∞

4.2.3 Examples under Fourier integrals


Z∞
ω sin ωx π −kx
Example 4.1. Using Fourier integral, show that dω = e
k2 + ω2 2
0
(x > 0, k > 0).

Solution : Let f (x) = e−kx .


(Here we use sine integral formula since the presence of the term sin wx
in LHS)
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
248 Unit IV - FOURIER TRANSFORM (F.T.)

Given f (x) = e−kx ⇒ f (t) = e−kt


Z∞ Z∞
2
∴ f (x) = sin λx e−kt sin λt dt dλ
π
0 0
Z∞ ∞
e−kt

2
= sin λx 2 (−k sin λt − λ cos λt) dλ
π k + λ2 0
0
Z∞
2 λ
f (x) = sin λx dλ
π k 2 + λ2
0
Z∞
2 λ sin λx
= dλ
π k 2 + λ2
0
Z∞
λ sin λx π
dλ = f (x)
k 2 + λ2 2
0
Z∞
λ sin λx π −kx
dλ = e
k 2 + λ2 2
0
Z∞
ω sin ωx π
2 2
dλ = e−kx ( put λ by ω )
k +ω 2
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

Solution : The Fourier integral of f (x) is given by


MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 249

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

Now, putting x = 0 we get


Z∞
sin λ π
dλ =
λ 2
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

4.3 Fourier transform pair[complex Fourier transform / Infinite


Fourier transform]

Fourier transform: The Fourier transform of f (x) is given by


Z∞
1
F [f (x)] = √ f (x) eisx dx (1)

−∞
= a function of s
= F (s) = f (s)
Inverse Fourier transform:(Used in deduction part)
252 Unit IV - FOURIER TRANSFORM (F.T.)

The Inverse Fourier transform of F (s) is given by


Z∞
1
f (x) = √ F [f (x)] e−isx ds (2)

−∞

The above equations (1) and (2) are jointly called as Fourier Transform
pair.

4.3.1 Examples under Fourier Transform Pair



1 in |x| < a
Example 4.5. Find the Fourier transform of f (x) =
0 in |x| > a
Solution : The  given function can be written as
1 if − a < x < a
f (x) =
0 otherwise
 
∵ |x| < a ⇒ −a < x < a
|x| > a ⇒ −∞ < x < −a & a < x < ∞
∴ The Fourier transform of f (x) is given by
Z∞
1
F (s) = F [f (x)] = √ f (x)eisx dx

−∞
Za
1
=√ eisx dx

−a
Za
1
=√ (cos sx + i sin sx)dx

−a
 a 
Z Za
1
= √  cos sxdx + i sin sxdx

−a −a
Za
2
=√ cos sxdx [∵ sin sxis an odd function]

r 0 a
2 sin sx
=
π s 0
r  
2 sin as
=
π s
Example 4.6. Find the Fourier transform of the function
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 253


 0, −∞ ≤ t ≤ 0
f (t) = sin t, 0 ≤ t ≤ π
0, π ≤ t ≤ ∞

Solution : The Fourier transform of f (t) is given by


Z∞
1
F (s) = F [f (t)] = √ f (t)eist dt

−∞

1
=√ sin teist dt

0 π
1 eist
=√ (is sin t − cos t)
2π (is)2 + 1
 ist π 0
1 e
=√ (is sin t − cos t)
2π 1 − s2 0
 isπ 
1 e 1
=√ (0 + 1) − (0 − 1)
2π 1 − s2 1 − s2
1 + eiπs
 
1
=√
2π 1 − s2


x if |x| < a
Example 4.7. Find the Fourier transform of f (x) =
0 if |x| > a

Solution : The given function can be written as


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

−∞
Za
1
=√ xeisx dx

−a
Za
1
=√ x(cos sx + i sin sx)dx

−a
 a 
Z Za
1
= √  x cos sxdx + i x sin sxdx

−a −a
Za
2i
=√ x sin sxdx

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

Solution : 2 The given function can be written as


x if − 1 < x < 1
f (x) =
0 otherwise
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 255

Z∞
1
F (s) = F [f (x)] = √ f (x)eisx dx

−∞
Z1
1
=√ x2 (cossx + isinsx)dx

−1
Z1
1
= √ .2 x2 cos sxdx

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

Example  4.9. * Find the Fourier transform of f (x) is defined by


 0, x < a 
1  isb

isa

f (x) = 1, a < x < b . Sol: F [f (x)] = F (s) = √ e −e

0, x > b is 2π

Example 4.10. Find the Fourier transform of


 Z∞ 2
1 − |x| for |x| < 1 sin x π
f (x) = . Hence show that dx =
0 otherwise x2 2
0

Solution : The given function can be written as


1 − |x| for − 1 < x < 1
f (x) = .
0 otherwise
256 Unit IV - FOURIER TRANSFORM (F.T.)

Z∞
1
F (s) = F [f (x)] = √ f (x)eisx dx

−∞
Z1
1
=√ (1 − |x|)(cos sx + isin sx)dx

−1
Z1 Z1
1
=√ (1 − |x|) cos sxdx + i (1 − |x|) sin sxdx

−1 −1
Z1
2
=√ (1 − |x|) cos sxdx

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

−∞
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

Example 4.11. Find the Fourier transform of


1 − x2 if |x| < 1
f (x) = and hence evaluate
0 if |x| > 1
∞  
sin x − x cos x
Z
x
cos dx
x3 2
0

Solution : The given function can be written as


258 Unit IV - FOURIER TRANSFORM (F.T.)

1 − x2

if − 1 < x < 1
f (x) =
0 otherwise

Z∞
1
F (s) = F [f (x)] = √ f (x)eisx dx

−∞
Z1
1
=√ (1 − x2 )(cossx + isinsx)dx

−1
Z1
1
(1 − x2 ) cos sx + i(1 − x2 ) sin sx dx
 
=√

−1
Z1
2
=√ (1 − x2 ) cos sxdx

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

−∞
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

=
16
−s2
Example 4.12. Find the Fourier inverse transform of e 4

Solution : Solution: The inversion formula for Fourier transform is


Z∞
1
f (x) = √ F (s)e−isx ds

−∞
Z∞
1 −s2
=√ e 4 e−isx ds

−∞
2
Z∞
1
 
− s +isx
=√ e 4 ds

−∞
Z∞  2
1

− 2s +2 2s (ix)

=√ e ds

−∞
Z∞
1
 
s 2 s
  2 2
− 2 +2 2 (ix)+(ix) −(ix)
=√ e ds

−∞
Z∞
1
h 2 2 i
s
− 2 +ix +x
=√ e ds

−∞
Z∞
1 − s
2 2
=√ e 2 +ix e−x ds

−∞
2 Z

e−x − 2s +ix
2
=√ e ds

−∞
s
Put + ix = t ⇒ ds = 2dt
2
260 Unit IV - FOURIER TRANSFORM (F.T.)

2 Z

e−x 2
∴ f (x) = √ e−t 2dt

−∞
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

−∞
Z∞
1 2 2
=√ e−a x
eisx dx

−∞
Z∞
1 2 2
=√ e−(a x −isx)
dx

−∞
Z∞
1  2 is

=√ e− (ax) −2(ax) 2a dx

−∞
Z∞
1
h i
is is 2 is 2
  
− (ax)2 −2(ax) + 2a − 2a
=√ e 2a
dx

−∞
Z∞
1 s2
h i
is 2

− ax− 2a + 4a
=√ e 2
dx

−∞
Z∞
1 is
− ax− 2a
2 s
− 4a
2
=√ e e 2
dx

−∞
Z∞
1 − s22 is
− ax− 2a
2
= √ e 4a e dx

−∞
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.

Example 4.15. Find the complex Fourier transform of e−a|x| , a > 0.

Solution :
Z∞
1
F (s) = F [f (x)] = √ f (x)eisx dx

−∞
Z∞
1
=√ e−a|x| (cos sx + i sin sx)dx

−∞
Z∞
1
=√ (e−a|x| cos sx + ie−a|x| sin sx)dx

−∞
Z∞
1 −a|x|
h
a|x|
i
=√ 2 e cos sxdx ∵e sin sx is odd

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

Example4.16. Find the Fourier integral representation of f (x) defined


 0,
 x<0
1
as f (x) = , x=0 .
 2
 −x
e , x >0 
Z∞
 1 1 + is 1 cos sx+s sin sx 
F (s) = √ , f (x) = ds.
 2π 1 + s2 π 1 + s2 
0

4.4 Parseval’s Identity for Fourier transform:

Suppose F [f (x)] = F (s) &F [g(x)] = G (s), then


Z∞ Z∞
1) F [f (x)] .F [g(x)] ds = f (x).g(x)dx If f (x) = g(x),
−∞ −∞
Z∞ Z∞
2) |F [f (x)]|2 ds = |f (x)|2 dx
−∞ −∞

Example 4.17. Show that


r  the Fourier transform of
 2 2

a − x , |x| < a 2 sin as − as cos as
f (x) = as 2 . Hence deduce
0, |x| > a π s3
Z∞   Z∞  2
sin s − s cos s π sin s − s cos s π
(i) ds = (ii) ds = .
s3 4 s3 15
0 0  
x = 0, a = 1 in (i),
Parseval’s with a = 1 in (ii)

a − |x| , |x| < a
Example 4.18. Find the Fourier transform of f (x) =
0, |x| > a

Z  2 ∞
Z  4
sin t π sin t π
and hence deduce that (i) dt = . (ii) dt = .
t 2 t 3
0 0
264 Unit IV - FOURIER TRANSFORM (F.T.)

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)
 

4.5 Sine and Cosine transforms

4.5.1 Fourier Sine transform pair:

Fourier Sine transform:


Fourier Sine transform of f (x) is
r Z∞
2
FS [f (x)] = f (x) sin sxdx
π
0
= a function of s = FS (s)

Inverse Fourier Sine transform:


Inverse Fourier Sine transform of FS [f (x)] = FS [s] is
r Z∞
2
f (x) = FS [f (x)] sin sxds
π
0

4.5.2 Fourier Cosine transform pair:

Fourier Cosine transform:


Fourier Cosine transform of f (x) is
r Z∞
2
FC [f (x)] = f (x) cos sxdx
π
0
= a function of s = FC (s)

Inverse Fourier Cosine transform:


Inverse Fourier Sine transform of FC [f (x)] = FC [s] is
r Z∞
2
f (x) = FC [f (x)] cos sxds
π
0

4.5.3 Examples under Fourier Sine & Cosine Transform:

Example 4.19. Find the Fourier Cosine Transform of e−x , x ≥ 0.


MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 265

Solution : The Fourier Cosine transform of f (x) is given by


r Z∞
2
Fc (s) = Fc [f (x)] = f (x) cos sxdx
π
0
r Z∞
2
= e−x cos sxdx
π
r 0 ∞
2 e−x
= (− cos sx + s sin sx)
π 1 + s2 0
r
2 1
=
π 1 + s2
Example  4.20. Find the Fourier Cosine Transform of
1 if 0 ≤ x ≤ 1
f (x) =
0 if x > 1
Solution : The Fourier Cosine transform of f (x) is given by
r Z∞
2
Fc (s) = Fc [f (x)] = f (x) cos sxdx
π
0
r Z1
2
= cos sxdx
π
r 0 1
2 sin sx
=
π s 0
r  
2 sin s
=
π s

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 


hence find . 
e−ax − e−bx

1

s2 + b2 

x 
F = √ log
 C

2 2

x s +a


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

4.6 Convolution theorem

1. F [f (x) ∗ g (x)] = F [f (x)] .F [g (x)] = F (s) .G (s)


2. FS [f (x) ∗ g (x)] = FS [f (x)] .FS [g (x)] = FS (s) .GS (s)
3. FC [f (x) ∗ g (x)] = FC [f (x)] .FS [g (x)] = FC (s) .GC (s)

4.7 Parseval’s identity:

Parseval’s identity for Fourier transform:

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)]
−∞ −∞

Parseval’s identity for Fourier Sine transform:


Z∞ Z∞
a. {FS [f (x)] .FS [g (x)]} ds = f (x) .g (x)dx [If f (x) 6= g(x)]
0 0
Z∞ Z∞
b. |FS [f (x)]|2 ds = |f (x)|2 dx [If f (x) = g(x)]
0 0

Parseval’s identity for Fourier Cosine transform:


Z∞ Z∞
a. {FC [f (x)] .FC [g (x)]} ds = f (x) .g (x)dx [If f (x) 6= g(x)]
0 0
Z∞ Z∞
b. |FC [f (x)]|2 ds = |f (x)|2 dx [If f (x) = g(x)]
0 0

4.7.1 Examples under Parseval’s identity:


Z∞  
dx π
Example 4.28. Evaluate .
(x + a ) (x2 + b2 )
2 2 2ab (a + b)
0
Z∞
x2 dx
 
π
Example 4.29. Evaluate .
(x2 + a2 ) (x2 + b2 ) 2 (a + b)
0
Z∞
dx n π o
Example 4.30. Evaluate .
(x2 + a2 )2 4a3
0
Example 4.31.
Z∞
x2 dx nπo
Evaluate .
(x2 + a2 )2 4a
0

4.8 Properties
4.8.1 Fourier Transform properties:

Property 4.1. Fourier Transform is linear i.e.,


268 Unit IV - FOURIER TRANSFORM (F.T.)

F [af (x) + bg(x)] = aF [f (x)] + bF [g(x)]


Proof :
Z∞
1
F [af (x) + bg(x)] = √ (af (x) + bg(x)) eisx dx

−∞
Z∞ Z∞
1 1
=a √ f (x)eisx dx + b √ g(x)eisx dx
2π 2π
−∞ −∞
=aF [f (x)] + bF [g(x)]
Note : Fourier cosine transform and Fourier sine transform are linear.
i.e.,
Fc [af (x) + bg(x)] =aFc [f (x)] + bFc [g(x)]
Fs [af (x) + bg(x)] = aFs [f (x)] + bFs [g(x)]
Property 4.2. (Shifting theorem) F [f (x − a)] = eias F (s)
Z∞
1
Proof : F [f (x − a)] = f (x − a)eisx dx

−∞
Put x − a =t when x = −∞, t = − ∞
dx =dt when x = ∞, t = ∞
Z∞
1
= f (t)eis(a+t) dt

−∞
ias Z∞
e
=√ f (t)eist dt

−∞
ias
∴ F [f (x − a)] =e F (s)
Property 4.3. F [eiax f (x)] = F (s + a).
Proof :
Z∞
1
F [eiax f (x)] = √ eiax f (x)eisx dx

−∞
Z∞
1
=√ f (x)ei(s+a)x dx

−∞
=F (s + a)
1 s
Property 4.4. (Change of scale) F [f (ax)] = F where a 6= 0.
|a| a
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 269

Proof : Suppose a > 0


Z∞
1
F [f (ax)] = √ f (ax)eisx dx

−∞
Put ax =t when x = inf ty, t =inf ty
dt
dx = when x = ∞, t =∞
a
Z∞ Z∞
1 s
 dt 1 1 s

=√ f (t)ei a t = √ f (t)ei a t
dt
2π a a 2π
−∞ −∞
1  s 
= F
a a
Similarly, if a < 0
Z−∞
1 i as t dt

F [f (ax)] = √ f (t)e
2π a

since when x = − ∞, t = −∞
when x =∞, t = ∞
Z∞
1 1 i as t

=− . √ f (t)e dt
a 2π
−∞
1  s 
=− F
a a
1 s
Hence F [f (ax)] = F
|a| a
1  s
Note : Fc [f (ax)] = Fc
a a 
1 s
Fs [f (ax)] = Fs , where a 6= 0.
a a
1. Linearity property:
F [af (x) + bg (x)] = aF [f (x)] + bF [g (x)] = aF (s) + bG (s)

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)

4. Change of scale property:

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

4.8.2 Fourier Sine & Cosine Transform properties:

11. Linearity property:

a. FS [af (x) + bg (x)] = aFS [f (x)] + bFs [g (x)]


b. FC [af (x) + bg (x)] = aFC [f (x)] + bFC [g (x)]
12. Modulation property:

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

4.8.3 Examples under Properties:

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

4.9 Assignment II[Fourier Transforms]

1. Find the Fourier integral representation of f (x) defined as


 0, x < 0
1
f (x) = , x=0 .
 2−x
e , x>0
2. Find the Fourier transform of the function f (x) defined by
2
1 − x ; if |x| < 1
f (x) = . Hence prove that
0; if |x| ≥ 1
Z∞  
sin s − s cos s s 3π
(i) cos ds =
s3 2 16
0
Z∞  2
sin s − s cos s π
(ii) ds = .
s3 15
0

1 − |x| ; if |x| < 1,
3. Find F.T. of f (x) = and hence find the value of
0; if |x| > 1,
Z∞   Z∞  4
sin t sin t
dt and dt
t t
0 0
2 2 2
4. Find the Fourier transform of e−a x
. Hence prove e−x /2
is self
reciprocal.

5. Find the Fourier sine and cosine transform of


 x; 0 < x < 1
f (x) = 2 − x; 1 < x < 2 .
0; x > 2

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.

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