Unit IV-18MAB201T
Unit IV-18MAB201T
• Convolution Theorem
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
Both equations (1) and (2) are called as Fourier Transforms pairs.
Page 2
Dr. V. Suvitha, Department of Mathematics, SRMIST
Proof:
Z∞
1
By definition F {f (x)} = √ f (x)eisx dx
2π
−∞
Z∞
1
F [af (x) + bg(x)] = √ (af (x) + bg(x)) eisx dx
2π
−∞
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
2π
−∞
Z∞
1
⇒ F {f (x − a)} = √ f (x − a)eisx dx
2π
−∞
Putting x − a = t ⇒ dx = dt
Z∞
1
F {f (t)} = √ f (t)eis(t+a) dt
2π
−∞
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
2π
−∞
Z∞
1
F eiax f (x) = √ eiax f (x)eisx dx
2π
−∞
Z∞
1
=√ f (x)ei(s+a)x dx
2π
−∞
= F (s + a)
Page 3
Dr. V. Suvitha, Department of Mathematics, SRMIST
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
2π
−∞
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
2π
−∞
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
2π
−∞
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
2π
−∞
Z∞
1
=√ eisx d {f (x)}
2π
−∞
Z∞
1 ∞
= √ eisx f (x) f (x)eisx dx
− is
2π −∞
−∞
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
2π
−∞
Z∞
1
Taking complex conjugate, we get F (s) = √ f (x)e−isx dx
2π
−∞
Put x = −y ⇒ dx = − dy; When x → −∞ ⇒ y → ∞ and x → ∞ ⇒ y → −∞
Z−∞
1
F (s) = √ f (−y)eisy (− dy)
2π
∞
Z∞
1
=√ f (−y)eisy dy
2π
−∞
Z∞
1
=√ f (−x)eisx dx, by changing the dummy variable
2π
−∞
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
2π
−∞
Z∞
1
⇒ F {f ∗ g} = √ (f (x) ∗ g(x)) eisx dx
2π
−∞
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
−∞ −∞
Z∞
1
F {f (x) ∗ g(x)} = √ f (t)eits G(s) dt
2π
−∞
by shifting theorem
Z∞
1
= G(s). √ f (t)eits dt
2π
−∞
= 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)
−∞ −∞
Page 8
Dr. V. Suvitha, Department of Mathematics, SRMIST
Za
1
F {f (x)} = √ 0 + 2i x sin sx dx
2π
0
Z1
1
F (s) = √ (1 − x2 )(cos sx + i sin sx) dx
2π
−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
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
2π
−∞
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
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
2π
−∞
Za
1
=√ 1.(cos sx + i sin sx) dx
2π
−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
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
2π
−∞
Za
1
=√ (a2 − x2 )(cos sx + i sin sx) dx
2π
−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
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
2π
−∞
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
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
Page 15
Dr. V. Suvitha, Department of Mathematics, SRMIST
Z∞
1
F (s) = √ f (x)eisx dx
2π
−∞
Za
1
=√ (a − |x|)(cos sx + i sin sx) dx
2π
−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
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
−∞ −∞
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
2π
−∞
Z∞
1 2 x2
F (s) = √ e−a eisx dx
2π
−∞
Z∞
1 2 x2 −isx)
=√ e−(a dx
2π
−∞
Z∞
1 2 2 2 2
h i
− a2 x2 −isx+ i s2 − i s2
=√ e 4a 4a dx
2π
−∞
Z∞
1 2 2 s2
h i
e ( 2a )
− ax− is −i
F (s) = √ 4a2 dx
2π
−∞
Z∞
1 2 i 2 s2
e−(ax− 2a ) .e 4a2 dx
is
=√
2π
−∞
−s2 Z∞
e 4a2 2
e−(ax− 2a ) dx
is
=√
2π
−∞
is
Putting t = ax − ⇒ dt = a dx
2a
Page 18
Dr. V. Suvitha, Department of Mathematics, SRMIST
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
2π
−∞
Z1
1
F (s) = √ (1 − |x|)(cos sx + i sin sx) dx
2π
−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
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
r Z∞
2
Fs (s) = f (x) sin sx dx
π
0
r Z∞
2
Fs (s) = Fs (s) sin sx ds
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
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
= 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
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
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
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
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
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
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
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
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
2π
−∞
Z∞
1
⇒ F {δ(t − a)} = √ δ(t − a)eist dt
2π
−∞
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
2π
−∞
Z∞
1
=√ eist e−xt g(t) dt
2π
0
Page 39
Dr. V. Suvitha, Department of Mathematics, SRMIST
Z∞
1
F {f (t)} = √ e−(x−is)t g(t) dt
2π
0
Z∞
1
=√ e−pt g(t) dt where p = x − is
2π
0
1
= √ L {g(t)}
2π
1
Therefore Fourier transform of f (t) = √ × Laplace transform of g(t)
2π
Page 40