Fourier Transforms PDF
Fourier Transforms PDF
Fourier Transforms PDF
1
F(s) Ff ( x ) f (x) e
isx
dx (1)
2π
CONVOLUTION THEOREM:
STATEMENT:
The Fourier transform of the convolution of f(x) and g(x) is the product
of their Fourier transform
(i.e) F [ f ( x ) g ( x ) ] F(s) G (s) F [ f ( x ) ] F [ g ( x ) ]
1
Proof. W.K.T F [ f ( x )] f (x) e
isx
dx
2π
1
[f ( x ) g ( x ) ] e
isx
F[ f (x ) g(x ) ] dx
2π
1 1
f (t ) g(x t ) dt e
isx
F[ f (x ) g(x ) ] dx
2π 2π
Let x t u x u t and dx du
when x t , u
when x t , u
1 1
f ( t ) g(u ) dt e
is ( u t )
F[ f (x ) g(x ) ] du
2π 2π
1 1
2 π
f (t) 2π
g (u ) e isu du e ist dt
F(s) G (s).
PARSEVAL’S IDENTITY:
If F(s) is the Fourier transform of f(x) then f ( x ) 2
dx F(s)
2
ds
F 1 [ F(s) G (s)] f g
1 1
F(s) G (s) e ds f (t ) g(x t ) dt
isx
2π 2π
Substitute x = 0
F(s) G (s) e ds f ( t ) g( x t ) dt
isx
Let g ( t ) f ( t ) i.e g ( t ) f ( t )
Substitute t = x
F[g ( x ) ] G (s) F[ f ( x ) ] F(s)
G (s) F(s)
F(s) F(s) ds f ( t ) f ( t ) dt
2 2
F(s) ds f (x)
dx
1 s
(ii) F c [f (ax )] Fc
a a
1 s
(iii) F s [f (ax )] Fs
a a
Proof.
1
(i) For a > 0, F[f (ax )] f (ax ) e
isx
dx
2π
y
1 is dy
F [f (ax )]
2π
f ( y) e
a
a Put ax y
s
1 1
iy a dx dy
.
a 2π f ( y) e
a
dy
When x , y
1 s when x , y
F .
a a
Put y mx, dy m dx
When x , y
when x , y
y
1 is dy
F [f (ax )]
2π
f ( y) e
m
m
y
1 is dy
2π
f ( y) e
a
m
s
1 1 iy
m 2π
f ( y) e a
dy
1 s
F
a a
1 s
Combining (1) and (2) F [f (ax )] F .
a a
2
(ii) Fc f (ax )
π 0
f (ax ) cos sx dx
2 y1
Fc f (ax ) f ( y) cos s dy
π0 aa
1 s
Fc
a a
2
(iii) Fs f (ax )
π 0
f (ax ) sin sx dx
2 y1
Fs f (ax ) f ( y) sin s dy
π0 aa
1 s
Fs
a a
3. MODULATION THEOREM:
1
(iii) Fc f ( x ) cos ax Fc (s a ) Fc (a s)
2
1
(iv) Fc f ( x ) sin ax Fs (s a ) Fs (a s)
2
Proof:
1
(i) Ff ( x ) cos ax f (x ) cos ax e
isx
dx
2π
1
f (x ) cos ax e
isx
dx
2π
1 e iax e iax isx
f (x ) 2
2 π
e dx
1 1
1
f ( x ) e dx f (x)
ix ( s a )
e ix ( s a ) dx
2 2π 2π
1
Fc (s a ) Fc (s a )
2
2
(ii) Fs f ( x ) cos ax
π 0
f ( x ) sin sx cos ax dx
2 sin(s a ) x sin(s a ) x
π0 f (x)
2 dx
1
Fs (s a ) Fs (s a )
2
2
(iii) Fc f ( x ) cos ax
π 0
f ( x ) cos sx cos ax dx
2 cos(s a ) x cos(a s) x
π0 f (x)
2 dx
1
Fc (s a ) Fc (a s)
2
2
(iv) Fc f ( x ) sin ax
π 0
f ( x ) cos sx sin ax dx
2 sin(s a ) x sin(a s) x
π0 f (x)
2 dx
1
Fs (s a ) Fs (a s)
2
2
(v) Fs f ( x ) sin ax
π 0
f ( x ) cos sx sin ax dx
2 cos(s a ) x cos(s a ) x
π0 f (x)
2 dx
1
Fc (s a ) Fc (s a )
2
4) DERIVATIVE PROPERTY:
dnF d n f (x)
(i)
F x n f ( x ) ( i) n
ds n
(iv) F n
n
(is) F(s)
dx
d Fs (s) 2
(ii) Fc x f ( x ) (v) Fc f ' ( x ) f (0) s Fs (s)
ds π
d F (s)
(iii) Fs x f ( x ) c (vi) Fs f ' ( x ) s Fc (s)
ds
Proof :
1
(i) F(s) F[f ( x )] f (x) e
isx
dx
2π
d 1
d F(s)
f (x) e
isx
dx
ds ds 2 π
1
f (x ) s e dx
isx
2π
1
f (x ) (ix ) e dx
isx
2π
1
x f (x ) e dx
isx
i
2π
d 2 F(s) 2 1
i x
2
f ( x ) e isx dx
ds 2 2π
n
d F(s) n 1
i x
n
f ( x ) e isx dx
ds n 2π
i n F x n f (x)
1 d n F(s)
i n ds n
F x n f (x)
d n F(s)
( i ) n
ds n
F x n f (x)
2
(ii)
π 0
Fc (s) Fc [f ( x )] f ( x ) sin s x dx
d
Fs (s) d 2
f ( x ) sin s x dx
ds ds π0
2
π0 f ( x ) (sin s x ) dx
s
2
π 0
f ( x ) x cos s x dx
Fc x f ( x )
2
(iii)
π 0
Fc (s) Fc [f ( x )] f ( x ) cos s x dx
d
Fc (s) d 2
f ( x ) cos s x dx
ds ds π0
2
π0 f ( x ) (cos s x ) dx
s
2
π 0
f ( x ) ( x cos s x ) dx
2
π 0
f ( x ) ( x cos s x ) dx
Fs x f ( x )
d 1
(iv) Ff ' ( x ) F f ( x ) f ' (x) e
isx
dx
dx 2π
1 isx
e f ( x ) f (x) e
isx
(is) dx
2π
is
f (x) e
isx
dx
2 π
Assume f ( x ) 0 as x
is F(s)
d2 1
Ff ' ' ( x ) F 2 f ( x ) f ' ' (x) e
isx
dx
dx 2π
1 isx
e f ' ( x ) f ' (x) e
isx
(is) dx
2π
is
f ' (x) e
isx
dx
2 π
Assume f ( x ) 0 as x
(is) 2 F(s)
dn
F n f ( x ) (is) n F(s)
dx
2
(v) Fc f ' ( x )
π 0
f ' ( x ) cos sx dx
2
f ( x ) cos sx
0 f ( x ) (s) sin sx dx
π 0
2
f (0) s 2 f ( x ) sin sx dx
π π0
2
f (0) s Fs (s)
π
2
(vi) Fs f ' ( x )
π 0
f ' ( x ) sin sx dx
2
f ( x ) sin sx
0 f ( x ) (s) cos sx dx
π 0
2
π 0
s f ( x ) cos sx dx
s Fc (s)
5. SHIFTING THEOREM :
(i) Ff ( x a ) e ias F(s)
(ii)
F e iax f ( x ) F(s a )
Proof :
1
(i) F[f ( x a )] f (x a ) e
isx
dx
2π
1
f ( y) e
is ( a y )
dy
2π
e ias
f ( y) e
isy
dy
2π
e ias F(s)
1
(ii) F[e iax f ( x )] e
iax
f ( x ) e isx dx
2π
1
f (x) e
i (sa ) x
dx
2 π
F(s a )
6. CONVOLUTION PROPERTY :
If f(x) and g(x) are given functions of x and Fc [f ( x )] and G c [g ( x )] are
their FCT and Fs [f ( x )] and G s [g( x )] are their FST then
(i) Fc [f ( x )]. G c [g( x )] ds f ( x ) g( x ) dx
0 0
(ii) Fs [f ( x )]. G s [g( x )] ds f ( x ) g( x ) dx
0 0
Proof :
2
(i) Fc [f ( x )]. G c [g( x )] ds Fc [f ( x )]
π 0
g ( x ) cos s x dx ds
0 0
2
Fc [f ( x )] g ( x ) cos s x dx ds
0 0
π
2
g(x )
π 0
Fc [f ( x )] cos sx ds dx
0
f ( x ) g( x ) dx
0
2
(ii) Fs [f ( x )]. G s [g( x )] ds Fc [f ( x )]
π 0
g ( x ) sin s x dx ds
0 0
2
Fs [f ( x )] g ( x ) sin s x dx ds
0 0
π
2
g(x )
π 0
Fs [f ( x )] sin sx ds dx
0
f (x ) g(x ) dx
0
PROBLEMS :
e iωx axb
1) Find the complex Fourier transform of f(x) if f (x) .
0 otherwise.
1
Solution : F[f ( x )] f (x) e
isx
dx
2π
b
1
e
i ωx
e isx dx
2π a
b
1
2π
a
e i ( ωs ) x dx
b
1 e i ( ωs ) x
2 π i (ω s ) a
1 1
e i ( ωs ) b e i ( ωs ) a
2 π i (ω s )
1
( i ) i ( ω s ) b
e e i ( ωs ) a
2 π (ω s )
x x a
2) Find the complex Fourier transform of f(x) if f (x) .
0 x a
1
Solution : F[f ( x )] f (x) e
isx
dx
2π
a
1
xe
isx
dx
2π a
a
1
2π
x [cos sx i sin sx ] dx
a
a
2
i x sin sx ] dx sin ce x cos sx is odd function and x sin sx is even function.
2π 0
a
2i cos sx sin sx
x 2
2π s s 0
2 a cos sa sin sa
i 2
π s s
2 sin sa sa cos sa
i
π s2
1 x 1
3) Find the complex Fourier transform of f(x) if f (x) and hence
0 x 1
2
sin s π
deduce (i) 0 s ds 2 (ii) sin2 s ds π
s 0
2
1
Solution : F[f ( x )] f (x) e
isx
dx
2π
1
1
2π
(1)
1
e isx dx
1
1
2π
1
[cos sx i sin sx ] dx
1
2
2π
cos sx dx
0
Since cos sx is even function and sin sx is odd function.
1
2 sin sx
s
π 0
2 sin s
0
π s
2 sin s
π s
sin s sin s
Since cos sx is even function and sinsx is odd function
s s
2 sin s
f ( x ) cos sx ds
π 0 s
π sin s
f (x) cos sx ds (1)
2 0
s
1
2 sin 2 s
π s 2 ds 1dx
2 sin 2 s
π s 2
ds [ x ]11
2 sin 2 s
π s 2
ds 2
sin 2 s
2 ds π
s
sin 2 s π
0 s 2 ds 2
a x x a
4) Find the complex Fourier transform of f(x) if f ( x) and
0 x a
2 4
hence deduce (i) sin2 t
dt (ii) sin4 t
dt
t 0
2 t 0
3
1
Solution : F[f ( x )] f (x) e
isx
dx
2π
a
1
2
(a x )
a
e isx dx
a
1
2
a
(a x )[cos sx i sin sx ] dx
a
2
2
(a x ) cos sx dx
0
a
2 sin sx cos sx
(a x)
2 s s 2 0
2 cos sa 1 2 1 cos sa
2
2 s
2
s s 2
1 cos sa 1 cos sa
Since cos sx 2 is an even function and cos sx is an odd function
s s2
2 1 cos sa
cos sx ds
0 s2
sa
Since 1 cos 2 sin 2 1 cos sa 2 sin 2
2 2
2 cos sx sa
0 s 2
.2 sin 2
2
ds
sa
cos sx sin 2
4 2 ds (1)
0 s2
sa
sin 2
4 2 ds
a
0 s 2
sa a 2
Let t ds dt ds dt
2 2 a
2
4 sin t 2dt
a
0 2t 2 a
a
sin 2 t
2
dt
0 t 2
By parseval’s identity,
2 2
F ( s ) ds
f ( x ) dx
2
2 1 cos sa a
aa x dx
2
s 2
ds
2 a
2 1 cos sa
2 ds 2 ( a x ) dx
2
0
s 2
0
2
2 sa
2 sin a
2 ds 2 a x 1
3
4
0 s 2
3 0
4 sa
8 sin
3
2 ds a
0 s4 3
sa a 2dt
Let t dt ds ds
2 2 a
4 3
8 sin t 2dt a
0 2t 4 a 3
a
8 sin 4 t 4 a3
0 16t 4a a 2 dt
3
sin 4 t
0 t 4 dt 3
1 x 2 x 1
5) Find the complex Fourier transform of f(x) if f ( x) and
0 x 1
2
sin t t cos t sin x x cos x x sin s cos s
hence deduce (i ) 3
dt (ii ) 3
cos dx (iii ) ds
0 t 0 x 2 0 s3
Solution:
1
f (x) e
isx
F[f ( x )] dx
2π
a
1
(1 x
2
) e isx dx
2 a
a
1
2
a
(1 x 2 )[cos sx i sin sx ] dx
a
2
(1 x
2
) cos sx dx
2 0
1
2 2 sin sx cos sx 2 sin sx
1 x
sx 2
s s s 3 0
2 sin s s cos s
2
s3
1
F (s) e
isx
(i ) By inversion formula f ( x) ds
2
1 2 sin s s cos s
f ( x)
2
2
s3 (cos sx i sin sx )ds
sin s s cos s sin s s cos s
3 cos sx is an even function and sin sx is an odd function
s s3
4 sin s s cos s
0
f ( x) cos sx ds (1)
s3
Put x 0 in (1)
4 sin s s cos s
0
f ( 0) cos s (0) ds
s3
sin s s cos s
4 0 ds
s3
sin t t cos t
changing s to t ,
0 t 3
ds
4
Put x 1 in(1)
2
4 sin s s cos s
f (1 ) 1
cos s ( 2 ) ds
2 s 3
0
3 sin s s cos s s
cos s ( 2 ) ds
16 0 s3
changing s to x
3 sin x x cos x x
cos s ( 2 ) ds
16 0 x3
x2
6. Show that is self reciprocal under Fourier Transform.
e 2
Solution:
x
2
x2
1
e
isx
F e 2 e 2
dx
2
1
1 ( x 2 2 isx )
2
e 2
dx
2isx
Consider x 2 2isx x 2 x 2 2isx (is ) 2 (is ) 2
2x
( x is ) 2 i 2 s 2 ( x is ) 2 s 2
x
2
1
1 ( x is )) 2 s 2
F e 2
2
e 2
dx
1
1 s
2
x is 2
2
e 2
e 2
dx
Let x is u dx du
1
1 s
2
u2
2
e 2
e
2
du
1
2 s
2
u2
2
e 2
e
0
2
du
2 s
2
12 u 2
e 2 e du
2 2
0
2
s
e 2
7. Find Fourier Sine and Cosine transforms of
2 2 a
cos sxds ,a>0 and hence deduce the inverse formula.
e ax
0
a2 s2
Ans:
2
Fs f ( x) f ( x)sin sxdx
0
2
Fs e
ax
e ax sin sxdx
0
2 e ax 2 1 2 s
2 2 a sin sx s cos sx = 2 2 0 s
a s 0 a s a2 s2
2
Fc f ( x) f ( x) cos sxdx
0
2 e ax 2 1 2 a
2 2 a cos sx s sin sx 2 2 a
a s 0 a s a2 s2
2 2 s 2 2 a
ax ax
e sin sxds e cos sxds
0
a2 s2 0
a2 s2
2 2 2 s 2 a
F (s) ds f ( x) dx e 2 2 sin sxds 2 2 cos sxds
ax ax
c e
0 0
0 a s 0 a s
s ax a
0 a 2 s 2 sin sxds 2 e if a>0 a
0
2 2
s
cos sxds e ax if a>0
2
x, 0 x 1
8. Find Fourier Sine transform of f ( x) 2 x,1 x 2
0, x 2
Ans:
2
Fs f ( x) f ( x)sin sxdx
0
1 2
2
x sin sxdx (2 x)sin sxdx
0 1
u x, dv sin sxdx, u 2 x
cos sx
u 1, v ,
s u 1
sin sx
v
s2
2 x cos sx sin sx
1
cos sx sin sx
2
(2 x )
s s 2 0 s s 2 1
sin x, 0 x a
9. Find Fourier Sine transform of the function f ( x)
0, x a
2
Ans: Fs f ( x) f ( x)sin sxdx
0
a
2 2 cos(1 s) x cos(1 s) x
Fs f ( x) 0
sin x sin sxdx dx
0 2
a
1 sin(1 s) x sin(1 s) x
2 1 s 1 s 0
1 sin(1 s )a sin(1 s )a
Fs f ( x)
2 1 s 1 s
cos x, 0 x a
4.Find Fourier cosine transform of f ( x)
0, x a
Ans:
2
Fc f ( x) f ( x) cos sxdx
0
2
Fc f ( x) cos x cos sxdx
0
a
2 cos( s 1) x cos( s 1) x 1 sin( s 1) x sin( s 1) x
0 2
dx
2 s 1
s 1 0
1
ii) Fs f ( x)sin ax Fc (s a) Fc (s a)
2
1
iii) Fs f ( x) cos ax Fs (s a) Fs (s a)
2
1
iv) Fc f ( x)sin ax Fs (a s) Fs (a s)
2
1
v) Fc f ( x) cos ax Fc (s a) Fc (s a)
2
ii) Fc ( s ) ds f ( x) dx
2 2
0 0
Identities
If Fc(s), Gc(s) are the Fourier cosine transform and Fs(s), Gs(s) are the Fourier sine
transform of f(x) & g(x) respectively then
i) f ( x) g ( x)dx F ( s)G ( s)ds
c c
0 0
ii) f ( x) g ( x)dx Fs ( s)Gs ( s)ds
0 0
iii) | f ( x) |2 dx | Fc ( s ) |2 ds | Fs ( s ) |2 ds
0 0 0
x
1. Find Fourier Sine transform of and Fourier Cosine transform of
a x2
2
1
and hence deduce
a x2
2
dx x2
0 (a 2 x 2 )2 0 (a 2 x 2 )2 dx by using Parseval’s identity.
&
Ans:
2
Fs f ( x) f ( x)sin sxdx
0
x 2 x
Fs 2 2
a x
0 a x2
2
sin sxdx
x 2 as as
Fs 2 2
e e
a x 2 2
1 2 1
Fc 2 2
a x
0 a x2
2
cos sxdx
1 1 2 a
Fc 2 2 2 cos sxdx
a x a 0 a x
2
1 2 as 1 as
e e
a 2 a 2
Parseval’s identity for Fourier sine transform is
| f ( x) |
2
dx | Fs ( s ) |2 ds here f(x)=e-ax
0 0
2
2
s
(e ) dx
ax 2
ds
0 0
s a 2
2
2
2 s
e 2 ax 1
2 2
ds e 2 ax dx = 2a =
0 s a 0 0 2a
2
s x2
0 s 2 a 2 ds , a 0 therefore 2 2 2
dx ,a 0
4a 0 ( x a ) 4 a
| f ( x) |
2
dx | Fc ( s ) |2 ds here f(x)=e-ax
0 0
2
2
a
(e ) dx
ax 2
ds
0 0
a s 2
2
2
2 a
2 2
0 s a
ds e 2 ax dx
0
2 a2 e 2 ax 1
2 2
ds = =
0 (s a ) 2a 0 2a
dx
( x
0
2 2 2
a ) 4a 3
n e x x n 1dx, n 0
n
e ( x )n 1 dx
isx 0
0
insn
Put x=at , dx=adt when x=0,t=0; x=∞, t=∞
n e at (at ) n 1 adt a n e at (t ) n 1 dt
0 0
n n
e (t ) dt
at n 1
n
, e ax ( x) n 1 dx n (1)
0
a 0 a
Put a=is in (1)
n
e ( x) n 1 dx
isx
0
in sn
n
n
cos i sin
2 2 sn
n
n n n
(cos sx i sin sx)( x)
n 1
dx cos i sin
0 2 2 sn
Solution:
Fourier cosine transform of f(x) is given by
2
Fc [ f ( x)]
f ( x) cos(sx)dx
0
2
Fc [e ax ] e
ax
cos(sx)dx
0
2 e ax
2 2
( a cos( sx ) s sin( sx ))
s a 0
2 a
Hence Fc [e ax ] Fc ( s )
s a
2 2
2 2 a
f ( x)
0 s 2 a 2
cos( sx )ds
2a cos( sx )
0 s 2 a 2
e ax ds
cos( sx ) ax
s
2
a 2
ds
2a
e
Therefore 0
Solution:
2 a
Fs [e bx ] Gc ( s )
s b
2 2
2 a 2 b
0
s 2
a 2
s 2
b 2
ds e ax e bx dx
0
2ab 1
2
2 2 2
0 s a s b
ds e ( a b ) x dx
0
e ( a b ) x 1
( a b) 0 a b
1
0 s 2 a 2 s 2 b 2
ds
2ab(a b)
Hence
1
x 2
a 2
2 ds
x b 2
2ab(a b)
i.e., 0
1
5. Find the fourier sine transform of x
Solution:
Fourier sine transform of f(x) is given by
2
Fs [ f ( x)]
f ( x) sin(sx)dx
0
1 2 1
Fs
x
x sin(sx)dx
0
Replace sx = y
s dx = dy and hence dx = dy/s
1 2 sin y 2
Fs
x
y
dy
2
Therefore 0 2
sin y
y
dy
2
since 0
1
Fs
Hence x 2
Practice Problems:
1. Find the fourier sine transform of f(x) = e-ax, (a>0), and hence
prove that x sin
2
mx
2
dx e am
x a 2 0
2 s
Fs [e ax ] Fs ( s )
s a
2 2
Answer:
x sin mx
x 2
a 2
dx e am
2
By inversion formula for fourier sine transform 0
e as
s
2. Find the function f(x) if its fourier sine transform is , a>0.
2 a
f ' ( x)
x a
2 2
Answer:
2 x
f ( x) tan 1
a