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Unit IV-18MAB201T

The document discusses Fourier transforms and some of their properties. It introduces Fourier transforms and defines the complex Fourier transform and its inverse. It then outlines several key properties of Fourier transforms, including linearity, shifting in x, modulation, and change of scale. It also defines the Fourier integral theorem and discusses the Fourier transform of a function multiplied by a cosine term.

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0% found this document useful (0 votes)
62 views40 pages

Unit IV-18MAB201T

The document discusses Fourier transforms and some of their properties. It introduces Fourier transforms and defines the complex Fourier transform and its inverse. It then outlines several key properties of Fourier transforms, including linearity, shifting in x, modulation, and change of scale. It also defines the Fourier integral theorem and discusses the Fourier transform of a function multiplied by a cosine term.

Uploaded by

Cherry Y
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 40

Dr. V.

Suvitha, Department of Mathematics, SRMIST

Unit IV:Fourier Transforms

• Introduction of Fourier Transforms

• Fourier Transforms- problems

• Properties of Fourier transforms

• Fourier cosine, sine Transforms problems

• Properties of Fourier cosine, sine Transforms

• Convolution Theorem

• Parsevals Identity for Fourier transform

• Parsevals Identity for Fourier sine and cosine transforms

• Solving integral equation

Page 1
Dr. V. Suvitha, Department of Mathematics, SRMIST

Integral Transform:
If f (x) is defined in (a, b), the integral transform of f (x) with the Kernal K(s, x) is defined
by
Zb
F (s) = f (s) = f (x)K(s, x) dx
a

if the integral exists.


Note: If a, b are finite, the transform is finite and if a, b are infinite, it is an infinite
transform.
Fourier Integral Theorem
If f (x) is piece-wise continuously differentiable and absolutely integrable in (−∞, ∞), then
Z∞ Z∞
1
f (x) = f (t)ei(x−t)s dt ds

−∞ −∞

Complex Fourier Transform:


Let f (x) be a function defined in (−∞, ∞) and be piecewise continuous in each finite
partial interval and absolutely integrable in (−∞, ∞). Then the complex (or infinite) Fourier
transform of f (x) is given by
Z∞
1
f (s) = F (s) = F {f (x)} = √ f (x)eisx dx (1)

−∞

Inversion theorem for Complex Fourier Transform:


If f (x) satisfies the Dirichlet’s conditions in every finite interval (−l, l) and if it is absolutely
integrable in the range and if F (s) denotes the complex Fourier transform of f (x) then at
every point of continuity of f (x), we have
Z∞
1
f (x) = F −1
{F (s)} = √ F (s)e−isx ds (2)

−∞

Both equations (1) and (2) are called as Fourier Transforms pairs.

Properties of Fourier Transforms


Property 1: Linearity Property
Fourier transform is linear. i.e. F [af (x) + bg(x)] = aF [f (x)] + bF [g(x)] where F stands
for Fourier transform.

Page 2
Dr. V. Suvitha, Department of Mathematics, SRMIST

Proof:
Z∞
1
By definition F {f (x)} = √ f (x)eisx dx

−∞

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

−∞
Z∞ Z∞
1 isx 1
= a. √ f (x)e dx + b. √ f (x)eisx dx
2π 2π
−∞ −∞

= aF [f (x)] + bF [g(x)]
Property 2: Shifting property (in x )
If F {f (x)} = F (s) then F {f (x − a)} = eias F (s).
Proof:
Z∞
1
By definition F {f (x)} = √ f (x)eisx dx

−∞
Z∞
1
⇒ F {f (x − a)} = √ f (x − a)eisx dx

−∞

Putting x − a = t ⇒ dx = dt
Z∞
1
F {f (t)} = √ f (t)eis(t+a) dt

−∞
ias
= e F (s)
Property 3:
If F {f (x)} = F (s) then F {eiax f (x)} = F (s + a).
Proof:
Z∞
1
By definition F {f (x)} = √ f (x)eisx dx

−∞
Z∞
1
F eiax f (x) = √ eiax f (x)eisx dx


−∞
Z∞
1
=√ f (x)ei(s+a)x dx

−∞

= F (s + a)

Page 3
Dr. V. Suvitha, Department of Mathematics, SRMIST

Property 4: Change of scale property  


1 s
If F {f (x)} = F (s) then F {f (ax)} = F where a 6= 0.
|a| a
Z∞
1
Proof: F {f (ax)} = √ f (ax)eisx dx

−∞
Case (i): a > 0
Putting ax = t ⇒ a dx = dt
when x = −∞ ⇒ t = −∞ and when x = ∞ ⇒ t = ∞
Z∞
1 dt
f (t)eis( a )
t
F {f (ax)} = √
2π a
−∞
Z∞
1
f (t)eis( a ) dt
t
= √
a 2π
−∞

1 s
F {f (ax)} = F (3)
a a
Case (ii): a < 0
Putting ax = t ⇒ a dx = dt
when x = −∞ ⇒ t = ∞ and when x = ∞ ⇒ t = −∞
Z−∞
1 dt
f (t)eis( a )
t
F {f (ax)} = √
2π a

Z∞
1
f (t)eis( a ) dt
t
=− √
a 2π
−∞

1 s
=− F (4)
a a
1  s
From (3) and (4), we get F {f (ax)} = F .
|a| a
Property 5: Modulation Theorem
1
If F {f (x)} = F (s) then F {f (x) cos ax} = [F (s − a) + F (s + a)] .
2
Proof:
Z∞
1
F {f (x) cos ax} = √ f (x) cos axeisx dx

−∞
Z∞
eiax + e−iax isx
 
1
=√ f (x) e dx
2π 2
−∞

Page 4
Dr. V. Suvitha, Department of Mathematics, SRMIST
 
Z∞ Z∞
1 1 1
F {f (x) cos ax} = √ f (x)ei(s+a) dx + √ f (x)ei(s−a) dx
2 2π 2π
−∞ −∞
1
= [F (s − a) + F (s + a)] .
2
Property 6: Derivative of transform
n
n n d
If F {f (x)} = F (s) then F {x f (x)} = (−i) n
F (s).
ds

1
Z
Proof: By definition F {f (x)} = F (s) = √ f (x)eisx dx

−∞
Differentiating with respect to s both sides n times, we get
Z∞
dn 1
F (s) = √ f (x)(ix)n eisx dx
dsn 2π
−∞
 
Z∞
1
= in  √ xn f (x)eisx dx

−∞
n n
= i F {x f (x)}
1 dn
F {xn f (x)} = F (s)
in ds

n
n n
1 d
= F (s)
i dsn
 n n
i d
= F (s)
i×i dsn
dn
= (−i)n n F (s)
ds
Property 7: Fourier transform of Derivative
 ′
F f (x) = −isF (s) if f (x) → 0 as x → ±∞
Proof:
Z∞
n ′ o 1 ′
F f (x) = √ eisx f (x) dx

−∞
Z∞
1
=√ eisx d {f (x)}

−∞
 
Z∞
1 ∞
= √  eisx f (x) f (x)eisx dx

− is
2π −∞
−∞

= −isF (s) if f (x) → 0 as x → ±∞

Page 5
Dr. V. Suvitha, Department of Mathematics, SRMIST

Property
 x 8: 
Fourier transform of an integral function
F (s)
 Z 
F f (x) dx =
  (−is)
a
Proof:
Zx

Let φ(x) = f (x) dx then φ (x) = f (x)
a
n ′ o
F φ (x) = (−is)φ(s) by Property 7
= (−is)F (φ(x))
 x 
Z 
= (−is)F f (x) dx
 
a
 x 
Z  1 n ′ o
⇒F f (x) dx = F φ (x)
  (−is)
a
1 F (s)
= F (f (x)) =
(−is) (−is)
n o
Property 9: F f (−x) = F (s), where F (s) is the complex conjugate of F (s).
Proof:
Z∞
1
By definition F (s) = F {f (x)} = √ f (x)eisx dx

−∞
Z∞
1
Taking complex conjugate, we get F (s) = √ f (x)e−isx dx

−∞
Put x = −y ⇒ dx = − dy; When x → −∞ ⇒ y → ∞ and x → ∞ ⇒ y → −∞
Z−∞
1
F (s) = √ f (−y)eisy (− dy)


Z∞
1
=√ f (−y)eisy dy

−∞
Z∞
1
=√ f (−x)eisx dx, by changing the dummy variable

−∞
n o
= F f (−x)

Page 6
Dr. V. Suvitha, Department of Mathematics, SRMIST

Convolution of two function: The convolution of two functions f (x) and g(x) is defined
as
Z∞
1
f ∗g = √ f (t)g(x − t) dt

−∞

Theorem: Convolution Theorem or Faltung Theorem


The Fourier transforms of the convolution of f (x) and g(x) is the product of their Fourier
transforms.
That is F {f (x) ∗ g(x)} = F (s).G(s) = F {f (x)} .F {g(x)} .
Proof:
Z∞
1
By definition F {f (x)} = √ f (x)eisx dx

−∞

Z∞
1
⇒ F {f ∗ g} = √ (f (x) ∗ g(x)) eisx dx

−∞
 
Z∞ Z∞
1  √1
=√ f (t)g(x − t) dt eisx dx
2π 2π
−∞ −∞

 
Z∞
1 1
Z
=√ f (t)  √ g(x − t)eisx dx dt
2π 2π
−∞ −∞

by changing the order of integration


Z∞
1
=√ f (t)F {g(x − t)} dt

−∞

Z∞
1
F {f (x) ∗ g(x)} = √ f (t)eits G(s) dt

−∞

by shifting theorem
Z∞
1
= G(s). √ f (t)eits dt

−∞

= G(s).F (s)
= F (s).G(s) = F {f (x)} .F {g(x)}
Note:
By inversion, f ∗ g = F −1 {F (s)G(s)} = F −1 {F (s)} ∗ F −1 {G(s)} .

Page 7
Dr. V. Suvitha, Department of Mathematics, SRMIST

Parseval’s Identity
If F (s) is the Fourier transform of f (x) then
Z∞ Z∞
2
|f (x)| dx = |F (s)|2 ds
−∞ −∞

Proof:
By convolution theorem, F {f (x) ∗ g(x)} = F (s)G(s)
⇒ f ∗ g = F −1 {F (s)G(s)}
Z∞ Z∞
1 1
√ f (t)g(x − t) dt = √ F (s)G(s)e−isx ds
2π 2π
−∞ −∞

Put x = 0, we get
Z∞ Z∞
f (t)g(−t) dt = F (s)G(s) ds (5)
−∞ −∞

Take g(−t) = f (t) ⇒ g(t) = f (−t)


n o
Therefore G(s) = F {g(t)} = F f (−t) = F (s) by property 9
Hence equation (5) becomes
Z∞ Z∞
f (t)f (t) dt = F (s)F (s) ds
−∞ −∞
Z∞ Z∞
⇒ |f (t)|2 dt = |F (s)|2 ds
−∞ −∞
(
x for |x| ≤ a
Example 1: Find the complex Fourier transform of f (x) = .
0 for |x| > a
Solution:
Z∞
1
F {f (x)} = √ f (x)eisx dx

−∞
Za
1
=√ x(cos sx + i sin sx) dx

−a
 a 
Za
1  Z 
=√ x cos sx dx + i x sin sx dx
2π  
−a −a

Page 8
Dr. V. Suvitha, Department of Mathematics, SRMIST
 
Za
1  
F {f (x)} = √ 0 + 2i x sin sx dx
2π  
0

Since the first integral is an odd function and


the second integral is an even function.
   a
2i cos sx  sin sx
=√ x − −1 − 2
2π s s 0
 
2i −a cos sa sin sa
=√ +
2π s s2
 
2i sin sa − as cos sa
=√
2π s2
Example 2: (
1 − x2 if |x| < 1
Find the Fourier transform of f (x) = . Hence evaluate
0 if |x| > 1
Z∞  
x cos x − sin x x
cos dx.
x3 2
0
Z∞
1
Sol: By definition F (s) = F {f (x)} = √ f (x)eisx dx

−∞

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

−1
 1 
Z1
1  Z 
=√ (1 − x2 ) cos sxdx + i (1 − x2 ) sin sx dx
2π  
−1 −1
 1 
1  Z 
=√ 2 (1 − x2 ) cos sx dx + 0
2π  
0

Since the first integral is an even function and


the second integral is an odd function.
"  
2 2 sin sx  cos sx 
=√ (1 − x ) − (−2x) − 2
2π s s
  1
#  
sin sx 2 −2 cos s 2 sin s
+ (−2) − 3 =√ +
s 2π s2 s3
0

Page 9
Dr. V. Suvitha, Department of Mathematics, SRMIST
 
−4 s cos s − sin s
F (s) = √
2π s3
Z∞  
x cos x − sin x x
To find cos dx
x3 2
0
Z∞
1
Using inverse Fourier Transform f (x) = √ F (s)e−isx ds

−∞

Z∞  
1 −4 s cos s − sin s
f (x) = √ √ (cos sx − i sin sx) ds
2π 2π s3
−∞
( Z∞  
−2 s cos s − sin s
= cos sx ds
π s3
−∞
Z∞   )
s cos s − sin s
−i sin sx ds
s3
−∞
 ∞ 
Z  
−2  s cos s − sin s 
f (x) = 2 cos sx ds − 0
π  s3 
0

Since the first integral is an even function and


the second integral is an odd function.
1 1
Put x = in the above integral. But x = is a point of continuity of f (x).
2 2
1
Therefore value of the integral when x = is
2
 
1 1 3
f =1− = .
2 4 4
Z∞  
3 4 s cos s − sin s s
Therefore = − cos ds
4 π s3 2
0
Z∞  
s cos s − sin s s 3π
⇒ cos ds = −
s3 2 16
0
Z∞  
x cos x − sin x x 3π
Hence cos dx = − .
x3 2 16
0

Page 10
Dr. V. Suvitha, Department of Mathematics, SRMIST

Example 3: (
1, |x| < a
Find the Fourier transform of f (x) given by f (x) = and hence evaluate
0, |x| > a
Z∞ Z∞ Z∞  2
sin as cos sx sin x sin t π
(i) ds, (ii) dx and prove that dt = .
s x t 2
−∞ 0 0
Sol:
Z∞
1
F (s) = F {f (x)} = √ f (x)eisx dx

−∞
Za
1
=√ 1.(cos sx + i sin sx) dx

−a
 a 
Za
1  Z 
= √ cos sx dx + i sin sx dx
2π  
−a −a
 a 
1 
Z 
= √ 2 cos sx dx + 0
2π  
0

Since the first integral is an even function and


the second integral is an odd function.
 a
2 sin sx
=√
2π s 0
r
2 sin as
= .
π s
Z∞
sin as cos sx
To find (i) ds
s
−∞
Z∞
1
Using inverse Fourier Transform f (x) = √ F (s)e−isx ds

−∞

Z∞ r
1 2 sin as
f (x) = √ . (cos sx − i sin sx) ds
2π π s
−∞
 ∞ 
Z   Z∞  
1  sin as sin as 
1= cos sx ds − i sin sx ds
π s s 
−∞ −∞

Page 11
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞  
1 sin as
Equating the real part, we have 1 = cos sx ds
π s
−∞
Hence
Z∞
sin as cos sx
ds = π. (6)
s
−∞

Z∞
sin x
To find (ii) dx
x
0
Z∞
sin as
Put x = 0 in equation (6), we have ds = π.
s
−∞
Z∞
sin as
⇒2 ds = π. Since the given integral is an even.
s
0
Z∞
sin as π
.˙. ds = . Putting as = t ⇒ a ds = dt
s 2
0
Z∞ Z∞
sin t dt π sin t π
. = ⇒ dt = .
(t/a) a 2 t 2
0 0
Z∞
sin x π
Hence dx = .
x 2
0
Z∞  2
sin t π
(iii) To prove that dt =
t 2
0
Z∞ Z∞
Using Parseval’s identity |F (s)|2 ds = |f (x)|2 dx
−∞ −∞

Z∞  2 Za
2 sin as
⇒ ds = 1. dx
π s
−∞ −a
Z∞  2
2 sin as
⇒ .2 ds = (x)a−a
π s
0
Z∞  2
4 sin as
⇒ ds = 2a
π s
0

Page 12
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞  2
sin as aπ
⇒ ds =
s 2
0

Putting as = t ⇒ a ds = dt
Z∞  2
sin t dt aπ
⇒ . =
(t/a) a 2
0
Z∞  2
sin t π
⇒ dt = .
t 2
0

Example 4: (
a2 − x 2 |x| < a
Find the Fourier transform of f (x) = . Hence evaluate (i)
0 |x| > a
Z∞  
sin x − x cos x π
3
dx = and
x 4
0
Z∞  2
sin x − x cos x π
(ii) 3
dx =
x 15
0
Sol: Z∞
1
F (s) = F {f (x)} = √ f (x)eisx dx

−∞
Za
1
=√ (a2 − x2 )(cos sx + i sin sx) dx

−a
 a 
Za
1  Z 
F (s) = √ (a2 − x2 ) cos sxdx + i (a2 − x2 ) sin sx dx
2π  
−a −a
 a 
1  Z 
=√ 2 (a2 − x2 ) cos sx dx + 0
2π  
0

Since the first integral is an even function and


the second integral is an odd function
"  
2 2 2 sin sx  cos sx 
=√ (a − x ) − (−2x) − 2
2π s s
  a
#
sin sx
+ (−2) − 3
s
0

Page 13
Dr. V. Suvitha, Department of Mathematics, SRMIST
 
2 −2a cos as 2 sin as
F (s) = √ +
2π s2 s3
 
4 sin as − as cos as
=√
2π s3
Z∞  
sin x − x cos x π
To find (i) dx =
x3 4
0
Z∞
1
Using Inverse Fourier Transform f (x) = √ F (s)e−isx ds

−∞

Z∞  
1 4 sin as − as cos as
f (x) = √ √ (cos sx − i sin sx) ds
2π 2π s3
−∞

( Z∞  
2 sin as − as cos as
f (x) = cos sx ds
π s3
−∞

Z   )
sin as − as cos as
−i sin sx ds
s3
−∞
 ∞ 
Z  
2  sin as − as cos as 
= 2 cos sx ds − 0
π s3 
0

Since the first integral is an even function and


the second integral is an odd function
Put x = 0 in the above integral. But x = 0 is a point of continuity of f (x).
. ˙ . the value of the integral when x = 0 is f (0) = a2 − 0 = a2 .
Z∞  
2 4 sin as − as cos as
. ˙ .a = ds
π s3
0
Z∞ 
πa2

sin as − as cos as
⇒ ds =
s3 4
0

Putting as = t ⇒ a ds = dt, we get


Z∞  Z∞ 
πa2
 
sin t − t cos t dt sin t − t cos t π
= ⇒ dt =
(t/a)3 a 4 t3 4
0 0

Page 14
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞  
sin x − x cos x π
Hence 3
dx = .
x 4
0
Z∞  2
sin x − x cos x π
To find (ii) 3
dx =
x 15
0
Z∞ Z∞
2
Using Parseval’s identity |F (s)| ds = |f (x)|2 dx
−∞ −∞

Z∞  2 Za
16 sin as − as cos as
⇒ ds = (a2 − x2 )2 dx
2π s3
−∞ −a
Z∞  2 Za
8 sin as − as cos as
⇒ .2 ds = 2. (a2 − x2 )2 dx
π s3
0 0
Z∞  2 Za
sin as − as cos as π
⇒ ds = . (a4 − 2a2 x2 + x4 ) dx
s3 8
0 0

Z∞  2 3
a
x5

sin as − as cos as π 4 2x
⇒ ds = a x − 2a +
s3 8 3 5 0
0
Z∞  2
sin as − as cos as πa5
⇒ ds =
s3 15
0

Putting as = t ⇒ a ds = dt, we get


Z∞  2 Z∞  2
sin t − t cos t dt πa5 sin t − t cos t π
= ⇒ dt = .
(t/a)3 a 15 t3 15
0 0
Z∞  2
sin x − x cos x π
Hence dx = .
x3 15
0 (
a − |x|, |x| < a
Example 5: Find the Fourier transform of f (x) = and hence deduce
0, |x| > a
Z∞  2 Z∞  4
sin x π sin x π
that (i) dx = and (ii) dx = .
x 2 x 3
0 0
Sol:

Page 15
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞
1
F (s) = √ f (x)eisx dx

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

−a
 a 
Za
1  Z 
=√ (a − |x|) cos sxdx + i (a − |x|) sin sx dx
2π  
−a −a
 a 
1  Z 
F (s) = √ 2 (a − |x|) cos sx dx + 0
2π  
0

Since the first integral is an even function and


the second integral is an odd function
Za
2
=√ (a − x) cos sx dx

0    cos sx a
2 sin sx
=√ (a − x) − (−1) − 2
2π s s 0
 
2 − cos as 1
=√ 2
+ 2
2π s s
r  
2 1 − cos as
F (s) =
π s2
r 
2 2 sin2 (as/2)

= .
π s2
Z∞  2
sin x π
To find (i) dx =
x 2
0
Z∞
1
Using Inverse Fourier Transform f (x) = √ F (s)e−isx ds

−∞

Z∞ r 
2 2 sin2 (as/2)

1
f (x) = √ (cos sx − i sin sx) ds
2π π s2
−∞

Page 16
Dr. V. Suvitha, Department of Mathematics, SRMIST
 ∞ 
Z  2  Z∞  2 
2  sin (as/2) sin (as/2) 
f (x) = cos sx ds − i sin sx ds
π s2 s2 
−∞ −∞

Since the first integral is an even function and


the second integral is an odd function
 ∞ 
Z  2 
2  sin (as/2) 
= 2 cos sx ds − 0
π s2 
0
Put x = 0 in the above integral. But x = 0 is a point of continuity of f (x).
Therefore value of the integral when x = 0 is f (0) = a − 0 = a.
Z∞  2 
4 sin (as/2)
.˙. a = ds
π s2
0
Z∞ 
sin2 (as/2)

πa
⇒ ds =
s2 4
0
as
Putting = t. Therefore a ds = 2 dt
2
Z∞  Z∞  2
sin2 t πa2

2 dt sin t π
. = ⇒ dt =
(2t/a)2 a 4 t 2
0 0
Z∞  2
sin x π
Hence . dx =
x 2
0
Z∞  4
sin x π
To prove that (ii) dx =
x 3
0
Z∞ Z∞
Using Parseval’s identity |F (s)|2 ds = |f (x)|2 dx
−∞ −∞

Z∞ 2 Za
2 sin2 (as/2)

2
⇒ ds = (a − |x|)2 dx
π s2
−∞ −a
Z∞  2 Za
8 sin2 (as/2)
⇒ .2 ds = 2 (a − x)2 dx
π s2
0 0
Z∞ Za
8 sin4 (as/2)
⇒ ds = (a2 − 2ax + x2 ) dx
π s4
0 0

Page 17
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞ a
sin4 (as/2) x2 x3

8 2
⇒ ds = a x − 2a +
π s4 2 3 0
0
Z∞
8 sin4 (as/2) a3
⇒ ds =
π s4 3
0
Z∞
sin4 (as/2) πa3
⇒ ds =
s4 24
0
as
Put = t. Therefore a ds = 2 dt
2
Z∞ Z∞ 4
sin4 t 2 dt πa3 sin t π
Hence . = ⇒ dt = .
(2t/a)4 a 24 t4 3
0 0
Example 6:
2 2 2 2
Show that the transformation of e−x /2 is e−s /2 by finding the transform of e−a x , a > 0.
Sol:
Z∞
1
By the Fourier transform F (s) = F {f (x)} = √ f (x)eisx dx

−∞

Z∞
1 2 x2
F (s) = √ e−a eisx dx

−∞
Z∞
1 2 x2 −isx)
=√ e−(a dx

−∞
Z∞
1 2 2 2 2
h i
− a2 x2 −isx+ i s2 − i s2
=√ e 4a 4a dx

−∞

Z∞
1 2 2 s2
h i
e ( 2a )
− ax− is −i
F (s) = √ 4a2 dx

−∞
Z∞
1 2 i 2 s2
e−(ax− 2a ) .e 4a2 dx
is
=√

−∞
−s2 Z∞
e 4a2 2
e−(ax− 2a ) dx
is
=√

−∞

is
Putting t = ax − ⇒ dt = a dx
2a

Page 18
Dr. V. Suvitha, Department of Mathematics, SRMIST

when x = ∞ ⇒ t = ∞ and when x = −∞ ⇒ t = −∞


2 2 Z
∞ Z∞
−s2 /4a2
e−s /4a 2 dt e 2
. ˙ . F {f (x)} = √ e−t ⇒ F {f (x)} = √ .2 e−t dt; Since the integral is
2π a a 2π
−∞ 0
an even function.
du
Putting t2 = u ⇒ 2t dt = du ⇒ dt = √
2 u
2 2

2e−s /4a du
Z
. ˙ . F {f (x)} = √ e−u √
a 2π 2 u
0
R∞ √
We know that (Gamma definition) Γn = e−x xn−1 dx and Γ(1/2) = π
0
2 2
e−s /4a R∞ −u 1/2−1
⇒ F {f (x)} = √ e u du
a 2π 0
n 2 2 o e−s2 /4a2
F e−a x = √ Γ(1/2)
a 2π
2 2
e−s /4a √
= √ π
a 2π
2 2
e−s /4a
= √
a 2
1
Substituting a = √ in above, we get
2
n 2 o 2
F e−x /2 = e−s /2 .

Example 7: (
1 − |x| if |x| < 1
Find the Fourier transform of f (x) = and hence find the value of
0 if |x| > 1
Z∞
sin4 t
dt.
t4
0
Z∞
1
Sol: By the Fourier transform F (s) = √ f (x)eisx dx

−∞

Z1
1
F (s) = √ (1 − |x|)(cos sx + i sin sx) dx

−1
 1 
Z1
1  Z 
=√ (1 − |x|) cos sxdx + i (1 − |x|) sin sx dx
2π  
−1 −1

Page 19
Dr. V. Suvitha, Department of Mathematics, SRMIST
 1 
1  Z 
F (s) = √ 2 (1 − |x|) cos sx dx + 0
2π  
0

Since the first integral is an even function and


the second integral is an odd function
Z1
2
=√ (1 − x) cos sx dx

0

2
 
sin sx
  cos sx 1
=√ (1 − x) − (−1) − 2
2π s s 0
 
2 − cos s 1
=√ + 2
2π s2 s
r  
2 1 − cos s
=
π s2
r 
2 2 sin2 (s/2)

= .
π s2
Z∞
sin4 t
To find dt
t4
0
Z∞ Z∞
Using Parseval’s identity |F (s)|2 ds = |f (x)|2 dx
−∞ −∞

Z∞ 2 Z1
2 sin2 (s/2)

2
⇒ ds = (1 − |x|)2 dx
π s2
−∞ −1

Z∞  2 Z1
8 sin2 (s/2)
⇒ .2 ds = 2 (1 − x)2 dx
π s2
0 0
Z∞ Z1
8 (sin2 (s/2))2
⇒ ds = (1 − 2x + x2 ) dx
π s4
0 0
Z∞ 1
sin4 (s/2) x3

8 2
⇒ ds = x−x +
π s4 3 0
0
Z∞
8 sin4 (s/2) 1
⇒ ds =
π s4 3
0

Page 20
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞
sin4 (s/2) π
⇒ 4
ds = .
s 24
0
s
Put = t ⇒ s = 2t. Therefore ds = 2 dt
2
Z∞ 4
sin t π
Hence 4
.2 dt =
(2t) 24
0
Z∞
sin4 t π
⇒ dt = .
t4 3
0

Fourier cosine and Sine Transform

The Fourier Cosine and Sine transform of f (x) in (0, ∞) is defined to be


r Z∞
2
Fc (s) = f (x) cos sx dx
π
0

r Z∞
2
Fs (s) = f (x) sin sx dx
π
0

The inverse Fourier Cosine and Sine transform is defined as


r Z∞
2
f (x) = Fc (s) cos sx ds
π
0

r Z∞
2
Fs (s) = Fs (s) sin sx ds
π
0

Properties of Fourier Cosine and Sine Transforms


Property 1: Linearity Property
(i) Fc [af (x) + bg(x)] = aFc [f (x)] + bFc [g(x)]
(ii) Fs [af (x) + bg(x)] = aFs [f (x)] + bFs [g(x)]
Proof:
r Z∞
2
(i) By definition Fc {f (x)} = f (x) cos sx dx
π
0

Page 21
Dr. V. Suvitha, Department of Mathematics, SRMIST

r Z∞
2
Fc [af (x) + bg(x)] = (af (x) + bg(x)) cos sx dx
π
0
r Z∞ r Z∞
2 2
= a. f (x) cos sx dx + b. f (x) cos sx dx
π π
0 0

= aFc [f (x)] + bFc [g(x)]


r Z∞
2
(ii) By definition Fs {f (x)} = f (x) sin sx dx
π
0
r Z∞
2
Fs [af (x) + bg(x)] = (af (x) + bg(x)) sin sx dx
π
0
r Z∞ r Z∞
2 2
= a. f (x) sin sx dx + b. f (x) sin sx dx
π π
0 0

= aFs [f (x)] + bFs [g(x)]


Property 2: Modulation property
1
(i) Fc [f (x) cos ax] = [Fc (s + a) + Fc (s − a)]
2
1
(ii) Fs [f (x) cos ax] = [Fs (s + a) + Fs (s − a)]
2
1
(iii) Fc [f (x) sin ax] = [Fs (a + s) + Fs (a − s)]
2
1
(iv) Fs [f (x) sin ax] = [Fc (s − a) − Fc (s + a)]
2
Proof:
r Z∞
2
(i) By definition Fc {f (x)} = f (x) cos sx dx
π
0
r Z∞
2
Fc [f (x) cos ax] = f (x) cos ax cos sx dx
π
0
r Z∞
2 1
= . f (x) [cos(s + a)x + cos(s − a)x] dx
π 2
r 0 ∞ r Z∞ 
1 2 2
 Z 
= f (x) cos(s + a)x dx + f (x) cos(s − a)x dx
2 π π 
0 0

Page 22
Dr. V. Suvitha, Department of Mathematics, SRMIST

1
⇒ Fc [f (x) cos ax] = [Fc (s + a) + Fc (s − a)]
2
r Z∞
2
(ii) By definition FS {f (x)} = f (x) sin sx dx
π
0
r Z∞
2
Fs [f (x) cos ax] = f (x) cos ax sin sx dx
π
0
r Z∞
2 1
= . f (x) [sin(a + s)x − sin(a − s)x] dx
π 2
0
r Z∞
2 1
= . f (x) [sin(s + a)x + sin(s − a)x] dx
π 2
r 0 ∞ r Z∞ 
1 2 2
 Z 
= f (x) sin(s + a)x dx + f (x) sin(s − a)x dx
2 π π 
0 0
1
= [Fs (s + a) + Fs (s − a)]
2
r Z∞
2
(iii) By definition Fc {f (x)} = f (x) cos sx dx
π
0
r Z∞
2
Fc [f (x) sin ax] = f (x) sin ax cos sx dx
π
0
r Z∞
2 1
= . f (x) [sin(a + s)x + sin(a − s)x] dx
π 2
r 0 ∞ r Z∞ 
1 2 2
 Z 
= f (x) sin(a + s)x dx + f (x) sin(a − s)x dx
2 π π 
0 0
1
= [Fs (a + s) + Fs (a − s)]
2
r Z∞
2
(iv) By definition Fs {f (x)} = f (x) sin sx dx
π
0
r Z∞
2
Fs [f (x) sin ax] = f (x) sin ax sin sx dx
π
0

Page 23
Dr. V. Suvitha, Department of Mathematics, SRMIST

r Z∞
2 1
Fs [f (x) sin ax] = . f (x) [cos(a − s)x − cos(a + s)x] dx
π 2
0
r Z∞
2 1
= . f (x) [cos(s − a)x − cos(s + a)x] dx
π 2
r 0 ∞ r Z∞ 
1 2 2
 Z 
= f (x) cos(s − a)x dx − f (x) cos(s + a)x dx
2 π π 
0 0
1
= [Fc (s − a) − Fc (s + a)]
2
Property 3: Change of Scale property
1 s
(i) Fc {f (ax)} = Fc if a > 0
a a
1 s
(ii) Fs {f (ax)} = Fs if a > 0
a a
Proof:
r Z∞
2
(i) Fc {f (ax)} = f (ax) cos sx dx
π
0
Put ax = t ⇒ a dx = dt
When x = 0 ⇒ t = 0 and When x = ∞ ⇒ t = ∞
r Z∞  
2 t dt
Fc {f (ax)} = f (t) cos s
π a a
0
r Z∞
1 2 s
= f (t) cos t dt
a π a
0
1  s
= Fc
a a
r Z∞
2
(ii) Fs {f (ax)} = f (ax) sin sx dx
π
0
Put ax = t ⇒ a dx = dt
When x = 0 ⇒ t = 0 and When x = ∞ ⇒ t = ∞
r Z∞  
2 t dt
Fs {f (ax)} = f (t) sin s
π a a
0
r Z∞
1 2 s 1 s
= f (t) sin t dt = Fs
a π a a a
0

Page 24
Dr. V. Suvitha, Department of Mathematics, SRMIST

Property 4: Differentiation of Cosine and Sine Transform


d
(i) Fc [xf (x)] = [Fs (s)]
ds
d
(ii) Fs [xf (x)] = − [Fc (s)]
ds
Proof:
r Z∞
2
(i) By definition Fs {f (x)} = f (x) sin sx dx
π
0
Differentiate both sides with respect to s, we get
r Z∞
d 2
Fs (s) = f (x) cos sx.x dx
ds π
0
r Z∞
2
= [xf (x)] cos sx dx
π
0

= Fc [xf (x)]
r Z∞
2
(ii) By definition Fc {f (x)} = f (x) cos sx dx
π
0
Differentiate both sides with respect to s, we get
r Z∞
d 2
Fc (s) = f (x)(− sin sx).x dx
ds π
0
r Z∞
2
=− [xf (x)[sin sx dx
π
0

= −Fs [xf (x)]


d
⇒ Fs [xf (x)] = − ds Fc (s)
Property 5: Cosine and Sine transforms of derivative:
If f (x) is continuous and absolutely integrable in (−∞, ∞) and if f (x) → ∞ as x → ∞,
then r
 ′  2
(i) Fc f (x) = sFs (s) − f (0)
 ′  π
(ii) Fs f (x) = −sFc (s)
r
 ′′  2 ′
(iii) Fc f (x) = −s2 Fc (s) − f (0)

 ′′  2
(iv) Fs f (x) = −s2 Fs (s) + sf (0)
π

Page 25
Dr. V. Suvitha, Department of Mathematics, SRMIST

Parseval’s identities:
If Fc (s) and Gc (s) are the Fourier Cosine transforms and Fs (s) and Gs (s) are the
Fourier sine transforms of f (x) and g(x) respectively, then

Z∞ Z∞
1. f (x).g(x) dx = Fc (s).Gc (s) ds
0 0

Z∞ Z∞
2. f (x).g(x) dx = Fs (s).Gs (s) ds
0 0

Z∞ Z∞
2
3. |f (x)| dx = |Fc (s)|2 ds
0 0

Z∞ Z∞
2
4. |f (x)| dx = |Fs (s)|2 ds
0 0

Formula:
eax
Z
eax cos bx dx = 2 [a cos bx + b sin bx]
a + b2
eax
Z
ax
e sin bx dx = 2 [a sin bx − b cos bx]
a + b2
Example 1:
Find the Fourier Cosine and Sine transform of f (x) = e−ax , a > 0 and hence deduce that
Z∞ Z∞
cos sx π −ax sin sx π −ax
ds = e and ds = e . Also using Parseval’s identity evaluate
a2 + s 2 2a a2 + s 2 2
0 0
Z∞ Z∞ 2
dx x dx
and if a > 0.
(a2 + x2 ) 2 (a2 + x2 ) 2
0 0
Sol: r Z∞
2
By definition Fc (s) = f (x) cos sx dx
π
0
r Z∞
2
= e−ax cos sx dx
π
0
r  ∞
2 e−ax
= (−a cos sx + s sin sx)
π a2 + s 2 0

Page 26
Dr. V. Suvitha, Department of Mathematics, SRMIST
r    
2 1
Fc (s) = 0− (−a)
π a2 + s 2
r  
2 a
=
π a2 + s 2
r Z∞
2
By definition Fs (s) = f (x) sin sx dx
π
0

r Z∞
2
Fs (s) = e−ax sin sx dx
π
0
r  ∞
2 e−ax
= (−a sin sx − s cos sx)
π a2 + s 2 0
r    
2 1
= 0− (−s)
π a + s2
2
r  
2 s
=
π a2 + s 2
Z∞ Z∞
cos sx π −ax sin sx π −ax
To find ds = e and ds = e .
a2 + s 2 2a a2 + s 2 2
0 0
q Z∞
2
By inversion formula f (x) = π
Fc (s) cos sx ds
0

r Z∞ r  
2 2 a
⇒ f (x) = cos sx ds
π π a2 + s 2
0
Z∞
2a cos sx
⇒ e−ax = ds
π a2 + s 2
0
Z∞
cos sx π −ax
.˙. ds = e .
a2 + s 2 2a
0

r Z∞
2
By inversion formula f (x) = Fs (s) sin sx ds
π
0

r Z∞ r  
2 2 s
f (x) = sin sx ds
π π a2 + s 2
0

Page 27
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞
−ax 2 s sin sx
e = ds
π a2 + s 2
0
Z∞
s sin sx π
.˙. 2 2
ds = e−ax .
a +s 2
0
Z∞ Z∞
dx x2 dx
To find and
(a + x2 )2
2 (a2 + x2 )2
0 0
Z∞ Z∞
Using Parseval’s identity |Fc (s)|2 ds = |f (x)|2 dx
0 0

Z∞ "r  # 2 Z∞
2 a
⇒ 2 2
ds = (e−ax )2 dx
π a +s
0 0
Z∞ −2ax ∞
2a2
 
ds e
⇒ =
π (a2 + s2 ) 2 −2a 0
0
Z∞
2a2 ds 1
⇒ =
π (a2 + s2 )2 2a
0
Z∞
ds π
⇒ = 3
(a2 2
+s ) 2 4a
0
Z∞
dx π
.˙. = .
(a2 + x2 )2 4a3
0

Z∞ Z∞
Using Parseval’s identity |Fs (s)|2 ds = |f (x)|2 dx
0 0

Z∞ "r  # 2 Z∞
2 s
⇒ ds = (e−ax )2 dx
π a2 + s 2
0 0
Z∞ −2ax ∞
s2 ds
 
2 e
⇒ =
π (a2 + s2 )2 −2a 0
0
Z∞
2 s2 ds 1
⇒ 2 2 2
=
π (a + s ) 2a
0

Page 28
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞
s2 ds π
⇒ 2 2 2
=
(a + s ) 4a
0
Z∞
x2 dx π
.˙. 2 2 2
= .
(a + x ) 4a
0
Example 2:
Z∞
dx
Evaluate using transform methods.
(x + a )(x2 + b2 )
2 2
0
Sol:
Z∞ Z∞
dx 1 1
Given = . 2 dx
(x + a )(x2 + b2 )
2 2 (x2 + a ) (x + b2 )
2
0 0

Consider f (x) = e and g(x) = e−bx , a > 0, b > 0.


−ax
r   r  
2 a 2 b
Then Fc (s) = and Gc (s) = by problem 1.
π a2 + s 2 π b2 + s 2
Z∞ Z∞
By Parseval’s identity Fc (s)Gc (s) ds = f (x)g(x) dx
0 0

Z∞ r   r   Z∞
2 a 2 b
⇒ . ds = e−ax .e−bx dx
π a2 + s 2 π b2 + s 2
0 0
Z∞ Z∞
2ab ds
⇒ = e−(a+b)x dx
π (a2 + s2 )(b2 + s2 )
0 0
Z∞  −(a+b)x ∞
ds π e
⇒ 2 2 2 2
= .
(a + s )(b + s ) 2ab −(a + b) 0
0
Z∞
ds π
⇒ =
(a2 + s2 )(b2 + s2 ) 2ab(a + b)
0
Z∞
dx π
.˙. = .
(a2 + x2 )(b2 + x2 ) 2ab(a + b)
0

Example 3:
Z∞
x2 dx π
Prove that 2 2 2 2
= .
(x + a )(x + b ) 2(a + b)
0
Sol:

Page 29
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞ Z∞
x2 dx x x
Given = . 2 dx
(x2 + a2 )(x2 + b2 ) (x2 + a ) (x + b2 )
2
0 0

Consider f (x) = e−ax and g(x) = e−bx .


r   r  
2 s 2 s
Then Fs (s) = and Gs (s) = by problem 1.
π a2 + s 2 π b2 + s 2
Z∞ Z∞
By Parseval’s identity Fs (s)Gs (s) ds = f (x)g(x) dx
0 0
Z∞ r   r   Z∞
2 s 2 s
⇒ . ds = e−ax .e−bx dx
π a2 + s 2 π b2 + s 2
0 0
Z∞ Z∞
2 s2 ds
⇒ = e−(a+b)x dx
π (a2 + s2 )(b2 + s2 )
0 0
Z∞ ∞
s2 ds

π e−(a+b)x
⇒ = .
(a2 + s2 )(b2 + s2 ) 2 −(a + b) 0
0
Z∞
s2 ds π
⇒ 2 2 2 2
=
(a + s )(b + s ) 2(a + b)
0
Z∞
x2 dx π
.˙. = .
(a2 + x2 )(b2 + x2 ) 2(a + b)
0

Example 4:
Z∞
x2 dx
Using Parseval’s identity evaluate .
(x2 + a2 )2
0
Sol: r  
2 s
Let f (x) = e . We know that Fs (s) =
−ax
π a2 + s 2
Z∞ Z∞
By Parseval’s identity |Fs (s)|2 ds = |f (x)|2 dx
0 0
Z∞ "r  # 2 Z∞
2 s
⇒ 2 2
ds = (e−ax )2 dx
π a +s
0 0
Z∞ Z∞
2 s2 ds
⇒ = e−2ax dx
π (a2 + s2 )2
0 0

Page 30
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞ ∞
s2 ds

π e−2ax
⇒ = .
(a2 + s2 )2 2 −2a 0
0
Z∞
s2 ds π
⇒ 2 2 2
=
(a + s ) 4a
0
Z∞
x2 dx π
.˙. 2 2 2
= .
(a + x ) 4a
0

Example 5:
1
Find the Fourier Cosine transform of .
x2 + a2
Sol: By definition
r Z∞
2
Fc {f (x)} = f (x) cos sx dx
π
0
  r Z∞
1 2 1
Fc 2 2
= cos sx dx (7)
x +a π x + a2
2
0
r
2 a
We know that Fc {e−ax } = . 2
π a + s2
Taking Inverse Fourier Cosine transform, we get
r Z∞ r
2 2 a
e −ax
= . 2 cos sx ds
π π a + s2
0
Z∞
2a 1
e−ax = cos sx ds
π a2 + s2
0
Z∞
1 π
⇒ cos sx ds = e−ax
a2 +s 2 2a
0
Interchanging x and s, we get
Z∞
1 π
2 2
cos sx dx = e−as (8)
x +a 2a
0

Substituting (8) in (7), we get


  r
1 2 π −as
Fc 2 2
= . e
x +a  π 2a r
1 π e−as
Therefore Fc = . .
x 2 + a2 2 a

Page 31
Dr. V. Suvitha, Department of Mathematics, SRMIST

Example 6:
x
Find the Fourier sine transform of .
x2 + a2
Sol: By definition
r Z∞
2
Fs {f (x)} = f (x) sin sx dx
π
0
  r Z∞
x 2 x
Fs = sin sx dx (9)
x 2 + a2 π x 2 + a2
0
r
2 s
We know that Fs {e−ax } = . 2
π a + s2
Taking Inverse Fourier sine transform, we get
r Z∞ r
2 2 s
e−ax = . 2 sin sx ds
π π a + s2
0
Z∞
2 s
e−ax = sin sx ds
π a2 + s2
0
Z∞
s π
⇒ sin x ds = e−ax
a2 +s 2 2
0
Interchanging x and s, we get
Z∞
x π
2 2
sin sx dx = e−as (10)
x +a 2
0

Substituting (10)r in (9), we get


 
x 2 π −as
Fs 2 2
= . e
x +a  π 2 r
x π −as
Therefore Fs = .e .
x 2 + a2 2
Example 7:
1
Find Fourier Sine transform of .
x
Sol: By definition
r Z∞
2
Fs {f (x)} = f (x) sin sx dx
π
0
  r Z∞
1 2 1
Fs = sin sx dx
x π x
0
Putting sx = t ⇒ s dx = dt

Page 32
Dr. V. Suvitha, Department of Mathematics, SRMIST

  r Z∞
1 2 sin t dt
Fs = .
x π (t/s) s
0
r Z∞
2 sin t
= dt
π t
0
r
2 π
= . Refer problem 3; see page no.11
π 2
r
π
= .
2
Example 8:
1
Find the Fourier Sine and Cosine transform of xn−1 . Deduce taht √ is self reciprocal
x
under fourier sine and cosine transform.
Sol: r Z∞
 n−1 2
Fc x = xn−1 cos sx dx (11)
π
0
r Z∞
 n−1 2
Fs x = xn−1 sin sx dx (12)
π
0
Z∞
We know that Γn = e−x xn−1 dx; n > 0
0
Putting x = ist ⇒ dx = is dt
Z∞
Γn = e−ist (ist)n−1 is dt
0
Z∞
n n
=i s e−ist tn−1 dt
0
Z∞
Γn
⇒ e−ist tn−1 dt =
in s n
0
∞  n
1 Γn
Z
−isx n−1
⇒ e x dx =
i sn
0

Page 33
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞  n
−isx n−1 i Γn
⇒ e x dx =
i×i sn
0
Γn
= (−i)n
sn
n Γn
= e−πi/2
sn
Z∞
n−1
 nπ nπ  Γn
(cos sx − i sin sx)x dx = cos − i sin . n
2 2 s
0
Equating real and imaginary parts, we get
Z∞ nπ Z∞ nπ
cos .Γn sin .Γn
cos sxx n−1
dx = 2 and sin sxx n−1
dx = 2
sn sn
0 0
Hence equations (11) and (12) becomes
r  cos nπ .Γn 
2 2
Fc xn−1 =


π sn
r  sin nπ .Γn 
2 2
Fs xn−1 =


π sn

Taking n = 1/2, we get


r  cos π .Γ(1/2) 
 2 4
Fc x−1/2 = 
π s1/2
r √
2 1 π 1
= .√ . √ = √
π 2 s s
 1
Similarly Fs x−1/2 = √
s
1
Therefore √ is self reciprocal under fourier sine and cosine transform.
x

Page 34
Dr. V. Suvitha, Department of Mathematics, SRMIST

Example 9:
Find fourier cosine and sine transform of xe−ax .
Sol:
  d 
Fc xe−ax = Fs e−ax by property 4
ds "
r  #
d 2 s
= by example 1
ds π s 2 + a2
r 
2 (s2 + a2 ).1 − s.2s

=
π (s2 + a2 )2
r 
a2 − s 2

2
=
π (s2 + a2 )2
  d 
Fs xe−ax = − Fc e−ax by property 4
ds
"r  #
d 2 a
= by example 1
ds π s 2 + a2
r  
2 2as
=
π (s2 + a2 )2
Example 10:
2 2 2 2
Find Fourier Cosine transform of e−a x and hence evaluate fourier sine transform of xe−a x .
Sol:
The Fourier Cosine transform
n 2 2 o r 2 Z∞ 2 2
Fc e−a x = e−a x cos sx dx
π
0
r Z∞
2 2 x2
= Real part of e−a eisx dx
π
0
r Z∞
2 2 x2 −isx)
= Real part of e−(a dx
π
0
r Z∞
2 2 2 2 2
h i
− a2 x2 −isx+ i s2 − i s2
= Real part of e 4a 4a dx
π
0
r Z∞
2 2 2 s2
h i
e ( 2a )
ax− is
− −i
= Real part of 4a2 dx
π
0

Page 35
Dr. V. Suvitha, Department of Mathematics, SRMIST

r Z∞
n o 2 is 2 i 2 s2
Fc e −a2 x2
= Real part of e−(ax− 2a ) .e 4a2 dx
π
0
r Z∞
2 −s2 /4a2 2
e−(ax− 2a ) dx
is
= Real part of e
π
0

is
Putting t = ax − ⇒ dt = a dx
2a
when x = ∞ ⇒ t = ∞ and when x = −∞ ⇒ t = −∞
r Z∞
n
−a2 x2
o 2 −s2 /4a2 2 dt
Therefore Fc e = Real part of e e−t
π a
0
2 du
Putting t = u ⇒ 2t dt = du ⇒ dt = √
2 u
r −s2 /4a2 Z∞
n
2 2
o 2e du
Therefore Fc e−a x = Real part of e−u √
π a 2 u
0
Z∞

We know that (Gamma definition) Γn = e−x xn−1 dx and Γ(1/2) = π
0

r 2 2 Z∞
n
−a2 x2
o 2 e−s /4a
Fc e = Real part of e−u u1/2−1 du
π 2a
0
r
−s2 /4a2
2e
= Real part of Γ(1/2)
π 2a
r 2 2 2 2
2 e−s /4a √ e−s /4a
= Real part of π= √ .
π 2a a 2
 
2 2
To find Fs xe−a x
n
−a2 x2
o d h −a2 x2 i
Fs e = − Fc e
ds " #
2 2
d e−s /4a
=− √
ds a 2
 
1 −s2 /4a2 −2s
=− √ e .
a 2 4a2
s 2 2
= √ e−s /4a
2 2a3

Page 36
Dr. V. Suvitha, Department of Mathematics, SRMIST

e−as
Example 11: Find the function if its sine transform is .
s
e−as
Solution: Given Fs (s) = .
s
r Z∞
2
By inverse Fourier sine transform f (x) = Fs (s) sin sx ds
π
0
r Z∞
2 e−as
⇒ f (x) = sin sx ds (13)
π s
0

Differentiating w.r.to x, we get


r Z∞
df 2
= e−as cos sx ds
dx π
0
r  ∞
2 e−as
= (−a cos sx + x sin sx)
π a2 + x 2 0
r
2 a
=
π a + x2
2

Integrating w. r. to x, we get
r
2 x
f (x) = tan−1 + c (14)
π a
At x = 0, in (13), we get f (0) = 0.
Put x = 0 andrf (0) = 0 in (14), we get c = 0.
2 x
Hence f (x) = tan−1 .
π a
Z∞
Example 12: Solve for f (x) from the integral equation f (x) cos αx dx = e−α .
0
Z∞
Solution: Given f (x) cos αx dx = e−α .
0 r
2
Multiplying both sides by , we get
π
r Z∞ r
2 2 −α
f (x) cos αx dx = e
π π
0
r
2 −α
Fc {f (x)} = e by definition
π

Page 37
Dr. V. Suvitha, Department of Mathematics, SRMIST
r !
2 −α
⇒ f (x) = Fc−1 e
π
r Z∞ r
2 2 −α
= e cos αx dα
π π
 0 −α ∞
2 e
= (− cos αx + x sin αx)
π 1 + x2 0
2 1
= . .
π 1 + x2
Example 13: Solve for f (x) from the integral equation


1 for 0 ≤ s < 1
Z 

f (x) sin sx dx = 2 for 1 ≤ s < 2


0 0 for s ≥ 2
r
2
Solution: Multiplying both sides by , we get
π
r
 2

 for 0 ≤ s < 1
 rπ


Fs {f (x)} = 2
2 for 1 ≤ s < 2
π




0

for s ≥ 2
 r 
 2

 for 0 ≤ s < 1 
 rπ

 
−1 
⇒ f (x) = Fs  2 
2 for 1 ≤ s < 2

π
  
  
0

fors ≥ 2
r Z∞
2
= Fs (s) sin sx ds
π
0
r  Z1 r Z2 r

2  2 2 
= sin sx ds + 2 sin sx ds
π π π 
0 1
2  cos sx 1 4  cos sx 2
= − + −
π x 0
 π  x 1

2 1 − cos x 4 cos x − cos 2x
= +
π x π x
2
= (1 + cos x − 2 cos 2x) .
πx

Page 38
Dr. V. Suvitha, Department of Mathematics, SRMIST

Dirac delta function


Dirac delta function δ(t − a) is defined as δ(t − a) = lim I(h, t − a) where
h→0

1

for a < t < a + h
I(h, t − a) = h
0 for t < a and t > a + h

Example 14: Find the complex Fourier transform of dirac delta function δ(t − a).
Solution:
Z∞
1
By definition F {f (x)} = √ f (x)eist dt

−∞

Z∞
1
⇒ F {δ(t − a)} = √ δ(t − a)eist dt

−∞
a+h
1 1 ist
Z
= √ lim e dt
2π h→0 h
a
a+h
1 eist

1
=√ lim
2π h→0 h is a
 is(a+h)
− eisa

1 1 e
=√ lim
2π h→0 h is
isa
 ish 
e e −1
=√ lim
2π h→0 ish
isa
(ish) (ish)2 (ish)3
 
e 1
=√ lim 1+ + + + ... − 1
2π h→0 ish 1! 2! 3!
isa
(ish) (ish)2 eisa
 
e 1
=√ lim + + + ... = √
2π h→0 1! 2! 3! 2π
Relationship between
( Fourier and Laplace Transform
e g(t) for t > 0
−xt
Consider f (t) =
0 for t < 0
Then the Fourier transform of f (t) is given by
Z∞
1
F {f (t)} = √ eist f (t) dt

−∞
Z∞
1
=√ eist e−xt g(t) dt

0

Page 39
Dr. V. Suvitha, Department of Mathematics, SRMIST

Z∞
1
F {f (t)} = √ e−(x−is)t g(t) dt

0
Z∞
1
=√ e−pt g(t) dt where p = x − is

0
1
= √ L {g(t)}

1
Therefore Fourier transform of f (t) = √ × Laplace transform of g(t)

Page 40

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