Fourier Transform
Fourier Transform
Dr. K. Murugesan
Professor(HAG)
Department of Mathematics
National Insitute of Technology
Tiruchirappalli - 620015
Tamil Nadu, India
Email : [email protected]
1
FOURIER TRANSFORMS
1 ∞ ∞
Z Z
f (x) = f (t) cos λ(t − x) dt dλ
π 0 −∞
1. f (x) is well defined and single valued except at finite number of points in (−l, l) .
′
3. f (x) and f (x) are piecewise continuous in (−l, l) .
R∞
4. −∞
|f (x)|dx converges.
2 FOURIER TRANSFORM
The infinite Fourier transform (or) Complex Fourier Transform of a function f (x) is defined by
Z ∞
1
F [f (x)] = √ f (x) eisx dx
2π −∞
= F (s)
The function,
Z ∞
1
f (x) = √ F [f (x)] e−isx ds
2π −∞
is called the inversion formula for the Fourier Transform and it is denoted by F −1 [F (f (x))] .
Note: F [f (x)] and F −1 [f (x)] are called Fourier Transform Pairs.
and Z ∞
1
f (x) = √ F [f (x)] eisx ds
2π −∞
2
Form 2 :
Z ∞
F [f (x)] = f (x) e−isx dx
−∞
and Z ∞
1
f (x) = F [f (x)] eisx ds
2π −∞
Form 3 :
Z ∞
F [f (x)] = f (x) eisx dx
−∞
and Z ∞
1
f (x) = F [f (x)] e−isx ds
2π −∞
Proof :
Z ∞
1
F [f (x)] = √ f (x) eisx dx
2π −∞
Z ∞
1
F [a f (x) ± b g(x)] = √ [a f (x) ± b g(x)] eisx dx
2π −∞
Z ∞ Z ∞
1 1
=√ a f (x).eisx dx ± √ b g(x).eisx dx
2π −∞ 2π −∞
Z ∞ Z ∞
a b
=√ f (x).eisx dx ± √ g(x).eisx dx
2π −∞ 2π −∞
= a F (s) ± b G(s)
Proof:
Z ∞
1
F [f (x)] = √ f (x) eisx dx
2π −∞
3
Z ∞
1
F [f (ax)] = √ f (ax) eisx dx
2π −∞
Put ax = y x = −∞, y = −∞
a dx = dy x = ∞, y = ∞
dy
dx =
a
Z ∞ y
1 is dy
=√ f (y) e a .
2π −∞ a
s
Z ∞
1 1 i y
= √ f (y) e a .dy
a 2π −∞
1 s
= F
a a
1 s
∴ F [f (ax)] = F ,a > 0
a a
Z ∞
1
F [f (x − a)] = √ f (x − a) eisx dx
2π −∞
Put x − a = y x = −∞, y = −∞
dx = dy x = ∞, y = ∞
Z ∞
1
=√ f (y) eis(y+a) dy
2π −∞
∞
eias
Z
=√ f (y) eisy dy
2π −∞
Z ∞
1
= eias √ f (y) eisy dy
2π −∞
4
= eias F (s)
Proof of (ii) :
Z ∞
1
F [f (x)] = √ f (x) eisx dx
2π −∞
Z ∞
iax 1
F [e f (x)] = √ eiax f (x) eisx dx
2π −∞
Z ∞
1
=√ f (x) ei(s+a)x dx
2π −∞
∴ F [eiax f (x)] = F (s + a)
Proof:
Z ∞
1
F [f (x)] = √ f (x) eisx dx
2π −∞
Z ∞
1
F [f (x) cos ax] = √ f (x) cos ax eisx dx
2π −∞
eix + e−ix
Since, cos x =
2
∞
eiax + e−iax
Z
1
=√ f (x)eisx dx
2π −∞ 2
Z ∞ Z ∞
1 1 i(s+a)x 1 1
= √ f (x).e dx + √ f (x).ei(s−a)x dx
2 2π −∞ 2 2π −∞
1 1
= F (s + a) + F (s − a)
2 2
1
∴ F [f (x) cos ax] = [F (s + a) + F (s − a)]
2
5
Property 5 :
dn F (s)
F [xn f (x)] = (−i)n
dsn
Property 6 :
′
F [f (x)] = −is.F (s) if f (x) → 0 as x → ±∞
(OR)
n
d F (x)
F = (−is)n F (s)
dxn
Property 7 :
Z x
F (s)
F f (x)dx =
a (−is)
Property 8 :
F [f (x)] = F (−s)
Property 9 :
F [f (−x)] = F (−s)
Property 10 :
F [f (−x)] = F (s)
Z ∞
1
f ∗g = √ f (t) g(x − t) dt
2π −∞
6
3.1 CONVOLUTION THEOREM FOR FOURIER TRANSFORMS
STATEMENT :
If F (s) and G(s) are the Fourier transform of f (x) and g(x) respectively then the Fourier Transform of
the convolution of f (x) and g(x) is the product of their Fourier Transform .
PROOF :
Z ∞
1
F [(f ∗ g)x] = √ (f ∗ g)(x) eisx dx
2π −∞
Z ∞ Z ∞
1 1
=√ √ f (t).g(x − t) dt eisx dx
2π −∞ 2π −∞
Z ∞ Z ∞
1 1
=√ f (t) √ g(x − t) eisx dx dt
2π −∞ 2π −∞
(on changing the order of integration)
Z ∞
1
=√ f (t) F [g(x − t)] dt [U sing def inition of F.T ]
2π −∞
Z ∞
1
= G(s). √ f (t).eist dt
2π −∞
= G(s).F (s)
7
4 PARSEVAL’S IDENTITY
STATEMENT :
PROOF :
Z ∞ Z ∞
1 −isx 1
√ F (s).G(s) e ds = √ f (t) g(x − t) dt
2π −∞ 2π −∞
Put x = 0, we get,
Z ∞ Z ∞
F (s)G(s) ds = f (t)g(−t) dt .........(1)
−∞ −∞
Let,
F [g(t)] = F [f (−t)]
8
4.1 Write Parseval’s identity for Fourier sine transform
Solution:
Parseval’s identity for Fourier sine transform
Z ∞ Z ∞
2
|f (x)| dx = |Fs (s)|2 ds, Fs (s) = Fs [f (x)]
0 0
Note: Z ∞ Z ∞
1. f (x) g(x) dx = Fs [f (x)].Fs [g(x)] ds
0 0
Z ∞ Z ∞
2. f (x) g(x) dx = Fc [f (x)].Fc [g(x)] ds
0 0
5 SELF - RECIPROCAL
Definition:
If F [f (x)] is f (s), then f (x) is self reciprocal under Fourier transform.
Example
1 in |x| < a
1. Find the Fourier Transform of f (x) =
0 in |x| > a
Solution :
Z ∞
1
F [f (x)] = √ f (x).eisx dx
2π −∞
Z −a Z a Z ∞
1 1 1
=√ f (x).eisx dx + √ f (x).eisx dx + √ f (x).eisx dx
2π −∞ 2π −a 2π a
Z a
1
=√ 0+ f (x).eisx dx + 0
2π −a
Z a
1
=0+ √ 1.eisx dx + 0
2π −a
9
Z a
1
=√ 1.eisx dx
2π −a
eax
eax dx =
R
Using,
a
isx a
1 e
=√
2π is −a
1 1
√ . (eisa − e−isa )
2π is
eix − e−ix
Using, sin x =
2i
1 1
= √ . .2i sin sa
2π is
r
2 sin sa
∴ F [f (x)] = .
π s
Note ( Formula )
Z ∞
a
e−ax cos bxdx =
0 a2 + b2
Z ∞
b
e−ax sin bxdx =
0 a2 + b2
1
2. Find the Fourier Transform of p .
|x|
Solution :
Z ∞
1
F [f (x)] = √ f (x) eisx dx
2π −∞
" # Z ∞
1 1 1
F p =√ p eisx dx
|x| 2π −∞ |x|
Z ∞
1 cos sx + i sin sx
=√ p dx
2π −∞ |x|
10
"Z #
∞ Z ∞
1 cos sx sin sx
=√ p dx + i p dx
2π −∞ |x| −∞ |x|
Note:
sin sx R ∞ sin sx
p is odd ⇒ −∞ p dx = 0
|x| |x|
Since, In (0, ∞), |x| = x
Z ∞
1 cos sx
=√ 2 √ dx + 0
2π 0 x
∞
r Z
2 cos sx
= √ dx
π 0 x
r Z ∞
1
2 −
= cos sx.x 2 dx
π 0
r Z ∞
1
2 −1
= cos sx.x 2 dx
π 0
1 π
r Γ
cos
2 2 4
= .
π 1
s2
1
Note: Refer to Gamma function, Here n =
2
nπ
cos
∞ cos sx xn−1 dx = 2 .Γn
R
0 sn
r √
2 π 1
= . .√
π 1 2
s2
1 √
Since, γ( ) = π
2
1
=
1
s2
" #
1 1
∴ F p =√
|x| s
11
Exercise
1. Find the Fourier Transform of f (x) = xe−x , 0 ≤ x ≤ ∞
−x2 −s2
2. Show that the Fourier transform of f (x) = e 2 is e 2
x, |x| < a
3. Find the Fourier Transform of f (x) =
0, |x| > a
Example
2
a − |x|, f or |x| < a R∞ sin t π
1. Find the Fourier Transform of f (x) = .Deduce that 0 dt = .
0, f or |x| > a > 0 t 2
Solution :
Z ∞
1
F [f (x)] = √ f (x)eisx dx
2π −∞
Z −a Z a Z ∞
1 isx isx isx
=√ f (x)e dx + f (x)e dx + f (x)e dx
2π −∞ −a a
Z a
1
=√ 0+ [a − |x|]eisx dx + 0
2π −a
Z a
1
=√ [a − |x|](cos sx + i sin sx)dx
2π −a
Z a Z a
1
=√ [a − |x|] cos sxdx + i [a − |x|] sin sxdx
2π −a −a
12
Z a
1
= √ .2 [a − |x|] cos sx dx
2π 0
r a
2 sin sx − cos sx
= (a − x) − (−1)
π s s2 0
r a
2 sin sx cos sx
= (a − x) −
π s s2 0
r
2 sin as cos as sin 0 cos 0
= (a − a) − − (a − 0) −
π s s2 s s2
r
2 cos as 1
= 0− − 0− 2
π s2 s
r
2 1 cos as
= −
π s2 s2
r
2 1
= [1 − cos as]
π s2
r
2 1
F (s) = [1 − cos as]
π s2
∞
Z r
1 2 1
=√ . [1 − cos as].e−isx ds
2π −∞ π s2
x
Since, 1 − cos x = 2 sin2
2
Z ∞
1 1 2 as
= 2 sin .e−isx ds
π −∞ s2 2
as 2
2
Z ∞ sin
= 2 .e−isx ds............(A)
π −∞ s
13
Put x = 0 and a = 2 in (A),
Z ∞ 2
2 sin s
f (0) = ds
π −∞ s
Z ∞ 2
sin s π
ds = f (0)
−∞ s 2
(or)
Z ∞ 2
sin t
dt = π
−∞ t
Z ∞ 2
sin t
2 dt = π
0 t
Z ∞ 2
sin t π
dt =
0 t 2
Z 0 Z ∞
1
=√ e−|s|y .e−isx ds + e−|s|y .e−isx ds
2π −∞ 0
Z 0 Z ∞
1 sy −isx −sy −isx
=√ e .e ds + e .e ds
2π −∞ 0
Since |s| = −s
in (−∞, 0) and |s| = s in (0, ∞)
−sy
e in (0, ∞)
⇒ e−|s|y =
esy in (−∞, 0)
Z 0 Z ∞
1 s(y−ix) −s(y+ix)
=√ e ds + e ds
2π −∞ 0
" 0 ∞ #
es(y−ix) e−s(y+ix)
1
=√ +
2π y − ix −∞ −(y + ix) 0
14
e0 e−∞ e−∞ e−0
1
=√ − + −
2π y − ix y − ix −(y + ix) −(y + ix)
Since, e0 = 1, e−∞ = 0
1 1 1
=√ +
2π y − ix y + ix
1 y + ix + y − ix
=√
2π y 2 + x2
1 2y
=√
2π y 2 + x2
r
2 y
=
π y 2 + x2
Exercise
1. Find the Fourier Transform of e−|x| and hence find the Fourier transform of e−|x| cos 2x
(Hint: Use Modulation property to deduce the second part)
1 − x2 in |x| ≤ 1
2. Find the Fourier Transform of f (x) =
0 in |x| > 1
R∞ sin s − s cos s s 3π
Hence Prove that 0
cos ds = .
s3 2 16
R ∞ cos xt π −a|x|
3. Find the Fourier Transform of e−a|x| and hence deduce that 0 a2 + t2
dt = e
2a
15
PROBLEMS BASED ON INVERSION FORMULA , PARSEVAL’S IDENTITY AND
CONVOLUTION THEOREM
Example
R∞ 1 π
1. Find the Fourier Transform of e−a|x| if a > 0. Deduce that 0
dx = 3 if a > 0.
(x2 + a2 )2 4a
Solution :
Z ∞
1
F [f (x)] = √ f (x).eisx dx
2π −∞
Z ∞
−a|x| 1
F [e ]= √ e−a|x| .eisx dx
2π −∞
Note :
e−a|x| = e−ax in 0 ≤ x < ∞
e−a|x| = eax in −∞ < x < 0, a > 0
Z 0 Z ∞
1
=√ eax eisx dx + e−ax eisx dx
2π −∞ 0
Z 0 Z ∞
1
=√ e(a+is)x dx + e−(a−is)x dx
2π −∞ 0
" 0 ∞ #
ea+is x e−(a−is)x
1
=√ +
2π a + is −∞ −(a − is) 0
Since, e0 = 1, e−∞ = 0
1 1 1
=√ −0 +0 0−
2π a + is −(a − is)
1 1 1
=√ +
2π a + is a − is
1 a − is + a + is
=√
2π (a + is)(a − is)
1 2a
=√
2π s2 + a2
r
2 a
=
π s2 + a2
16
Parseval’s identity is
Z ∞ Z ∞
2
|f (x)| dx = |F (s)|2 ds
−∞ −∞
!2
∞ ∞
Z Z r
−a|x| 2 2 a
[e ] dx = ds
−∞ −∞ π s + a2
2
∞ ∞
a2
Z Z
−2ax 2
e dx = ds
0 π 0 (s2 + a2 )2
∞ ∞
e−2ax 2a2
Z
1
= ds
−2a 0 π 0 (s2 + a2 )2
∞
e−∞ e−0 2a2
Z
1
− = ds
−2a −2a π 0 (s2 + a2 )2
∞
2a2
Z
1 ds
0+ =
2a π 0 (s2 + a2 )2
Z ∞
ds π
= 3,a > 0
0 (s2 + a2 )2 4a
(or)
Z ∞
dx π
= 3
0 (x2 + a2 )2 4a
1, |x| < a
2. Find the Fourier Transform of f (x) if f (x) =
0, |x| > a > 0
R ∞ sin t π
Deduce that 0
dt =
t 2
Solution :
f (x) = 1, −a < x < a
Given ................(A)
f (x) = 0, −∞ < x < −a, a < x < ∞
Z ∞
1
∴ F [f (x)] = √ f (x)eisx dx
2π −∞
Z −a Z a Z ∞
1
=√ f (x)eisx dx + f (x)eisx dx + f (x)eisx dx
2π −∞ −a a
17
Z a
1 isx
=√ 0+ f (x)e dx + 0
2π −a [U sing A]
Z a
1
=√ eisx dx
2π −a
isx a
1 e
=√
2π is −a
e − e−ias
ias
1
= √
2π is
eix − e−ix
We know that , = sin x
2i
1
=√ 2i sin as
2π.is
r
2 sin as
= = F (s) ..............(1)
π s
Using(1),
∞
Z r
1 2 sin as
=√ . (cos sx − i sin sx)ds
2π −∞ π s
Z ∞ Z ∞
1 sin as i sin as
= . cos sxds − sin sxds
π −∞ s π −∞ s
sin as
Since sin sx is odd function
s
R ∞ sin as
∴ −∞
sin sx ds = 0
s
Z ∞
1 sin as i
f (x) = cos sx ds − (0)
π −∞ s π
Z ∞
2 sin as
f (x) = cos sx ds
π 0 s
Z ∞
sin as π
cos sx ds = f (x)
0 s 2
18
Put x = 0 , we get
Since, f (0) = 1
Z ∞
sin as π
ds =
0 s 2
Put as = t, s = 0, t = 0
dt
ds = s = ∞, t = ∞
a
t
Since, s =
s
Z ∞
sin t dt π
∴ . =
0
t a 2
a
Z ∞
sin t π
dt =
0 t 2
Exercise
R∞ dx π
1. Find the Fourier Transform of e−|x| . Deduce that 0
= .
(x2 + 1) 2 4
r
a2 − x2
|x| < a 2 sin as − as cos as
2. Show that the Fourier Transform of f (x) = is 2 .
0 |x| > a > 0 π s3
R ∞ sin t − t cos t π
Hence deduce that 0 3
dt = . Using Parseval’s Identity show that
t 4
R ∞ sin t − t cos t 2
π
0
dt =
t3 15
19
6 FOURIER SINE & COSINE TRANSFORM
6.1 FOURIER SINE TRANSFORM
The infinite Fourier Sine transform of f (x) is defined by
r Z ∞
2
Fs [f (x)] = f (x) sin sx dx = Fs (s)
π 0
The inverse Fourier sine transform denoted byFs−1 [Fs (f (x))] is defined by
r Z ∞
2
f (x) = Fs [f (x)] sin sx ds
π 0
Note : Fs [f (x)] and Fs−1 [Fs f (x)] are called Fourier sine transform pair .
The inverse Fourier Cosine transform denoted by Fc−1 [Fc (f (x))] is defined by
r Z ∞
2
f (x) = Fc [f (x)] cos sx ds
π 0
Note : Fc [f (x)] and fc−1 [fc f (x)] are called Fourier Cosine transform pair .
20
Note: F ormula
sin(A + B) + sin(A − B) = 2 sin A cos B
sin(A + B) − sin(A − B) = 2 cos A sin B
cos(A + B) + cos(A − B) = 2 cos A cos B
cos(A + B) − cos(A − B) = −2 sin A sin B
Property 3 : ′
Fs [f (x)] = −sFc (s)
Property 4 : r
′ 2
Fc [f (x)] = − f (0) + sFs (s)
π
Property 5 :
d
Fs [x.f (x)] = − Fc [f (x)]
ds
Property 6 :
d
Fc [x.f (x)] = Fs [f (x)]
ds
Property 7 :
1 s
(i)Fs [f (ax)] = Fs
a a
1 s
(ii)Fc [f (ax)] = Fs
a a
Property 8 : Z ∞ Z ∞
(i) Fc [f (x)].Gc [g(x)]ds = f (x)g(x)dx
0 0
Z ∞ Z ∞
(ii) Fs [f (x)].Gs [g(x)]ds = f (x)g(x)dx
0 0
Example
cos x, 0<x<a
1. Find the Fourier Cosine transform of f (x) if f (x) =
0, x≥a
Solution:
∞
r Z
2
Fc [f (x)] = f (x) cos sx dx
π 0
∞
r Z a Z
2
= f (x) cos sx dx + f (x) cos sx dx
π 0 a
21
Here, f (x) = cos x in 0 < x < a and f (x) = 0 in a < x < ∞
r Z a Z ∞
2
= cos x cos sx dx + 0. cos sx dx
π 0 a
r Z a
2 1
= {cos(1 + s)x + cos(1 − s)x} dx
π 0 2
a
1 sin(1 + s)x sin(1 − s)x
=√ +
2π 1+s 1−s 0
1 sin(1 + s)a sin(1 − s)a
=√ +
2π 1+s 1−s
e−ax
−ax
− e−bx
e
2. Find the Fourier Cosine transform of and hence find Fc .
x x
Solution :
∞
r Z
2
Fc [f (x)] = f (x) cos sx dx
π 0
r Z ∞ −ax
e−ax
2 e
Fc = . cos sx dx
x π 0 x
∞
r
e−ax
Z
2
Fc (s) = . cos sx dx
π 0 x
∞
r
e−ax
Z
2 ∂
= . cos sx dx
π 0 ∂s x
∞
r
e−ax ∂
Z
2
= (cos sx) dx
π 0 x ∂s
∞
r
e−ax
Z
2
= (− sin sx).x dx
π 0 x
∞
r Z
2
=− e−ax sin sx dx
π 0
22
R∞ b
Using , 0
e−ax sin bx dx =
a2 + b2
r
dFc (s) 2 s
=− . 2
ds π a + s2
Z r Z
dFc (s) 2 s
=− ds
ds π s + a2
2
r Z
21 2s
Fc (s) = − ds
π2 s2 + a2
2x
dx = log(x2 + a2 )
R
Using,
x2 + a2
r
2 1
=− . . log(s2 + a2 )
π 2
1
= − √ . log(s2 + a2 )
2π
e−ax
1
Fc = − √ . log(s2 + a2 )................(A)
x 2π
Similarly,
e−bx
1
Fc = − √ . log(s2 + b2 )................(B)
x 2π
Now,
e−ax − e−bx
−ax −bx
e e
Fc = Fc − Fc
x x x [Linear P roperty]
1 1
= − √ log(s2 + a2 ) + √ log(s2 + b2 ) [F rom (A) and (B)]
2π 2π
1
= √ [log(s2 + b2 ) − log(s2 + a2 )]
2π
m
Using, log m − log n = log
n
e−ax − e−bx
2
s + b2
1
Fc = √ log
x 2π s2 + a2
23
−x2
3. Show that e 2 is self reciprocal under Fourier Cosine transform.
Solution :
r Z ∞
2
Fc [f (x)] = f (x) cos sx dx
π 0
−x2 r Z ∞ −x2
2 2
Fc e = e 2 cos sx dx
π 0
−x2
Since, e 2 cos sx is even
r Z ∞
−x2
2 1
= . e 2 cos sx dx
π 2 −∞
Z ∞
−x2
1
=√ e 2 R.P of eisx dx
2π −∞
Z ∞
−x2
1
=√ R.P of e 2 eisx dx
2π −∞
Z ∞
−x2
1 +isx
=√ R.P of e 2 dx
2π −∞
2
s
Multiply and divide by e 2
Z ∞
−x2 s2 −s2
1 +isx
=√ R.P of e 2 e 2 .e 2 dx
2π −∞
−s2
Z ∞ −x2 s2
e 2 +isx+
= √ R.P of e 2 2 dx
2π −∞
−s2
Z ∞ −(x − is)2
e 2
= √ R.P of e 2 dx
2π −∞
x − is
Put √ =u x = −∞ u = −∞
2
1
√ dx = du x=∞ u=∞
2
24
−s2
Z ∞
e 2 2 √
= √ R.P of e−u . 2du
2π −∞
−s2 Z ∞
1 2
= √ .e 2 R.P of e−u du
π −∞
−s2 Z ∞
1 2
= √ .e 2 R.P of 2 e−u du
π 0
−s2 √
2 π
= √ .e 2 .
π 2
−s2
=e 2
−x2 −s2
2
Fc e =e 2
−x2
∴ e 2 is self reciprocal under Fourier Cosine transform
Exercise
1. Find the Fourier Cosine transform of e−ax cos ax.
2
x2
2. Find the Cosine transform of e−a
1, 0 < x < a
4. Find the Fourier Cosine transform of f (x) if f (x) =
0, x>a
25
PROBLEMS BASED ON FOURIER COSINE TRANSFORMS AND ITS INVERSION
FORMULA
R∞ R ∞ cos λx π
1. Solve the integral equation 0 f (x) cos λxdx = e−λ and hence show that 0 dx = e−λ .
1 + x2 2
Solution :
Z ∞
f (x) cos λx dx = e−λ
0
∞
r Z r
2 2 −λ
f (x) cos λx dx = e
π 0 π
r
2 −λ
Fc [f (x)] = e [Since changing λ to s]
π
r
2 −s
= e ......................(1)
π
∞
r Z r
2 2 −s
= e cos sx ds
π 0 π
Z ∞
2
= e−s cos sx ds
π 0
R∞ a
Using 0
e−ax cos bx dx = 2 here a = 1, b = x
a + b2
2
f (x) = ..................(2)
π(x2 + 1)
We know that ,
∞
r Z
2
Fc [f (x)] = f (x) cos λx dx
π 0
∞
r r Z
2 −λ 2 2 1
e = cos λx dx
π π 0 π 1 + x2
Z ∞
−λ 2 cos λx
e = dx
π 0 1 + x2
Since, λ = s
Z ∞
cos λx π
dx = e−λ
0 1 + x2 2
26
R ∞ sin2 t
R∞ 1 − λ, 0≤λ≤1
2. Solve the integral equation 0
f (x) cos λx dx = Hence evaluate 0 dt.
0, λ>1 t2
Solution :
Given Z ∞
1 − λ, 0≤λ≤1
f (x) cos λxdx =
0 0, λ>1
∞
r Z r
2 2 1 − λ, 0 ≤ λ ≤ 1
f (x) cos λxdx =
π 0 π 0, λ>1
r
2 1 − λ, 0≤λ≤1
Fc [f (x)] = .................(1)
π 0, λ>1
r Z 1
r
2 2
= (1 − s) cos sx ds [put λ = s in (1)]
π 0 π
Z 1
2
= (1 − s) cos sx ds
π 0
1
2 (sin sx) − cos sx
= (1 − s) − (−1)
π x x2 0
1
2 (sin sx) cos sx
= (1 − s) −
π x x2 0
2 cos x 1
= 0− 2 − 0− 2
π x x
2 cos x 1
= − 2 + 2
π x x
2
f (x) = [1 − cos x]
πx2
∞
r Z
2
Fc [f (x)] = f (x) cos λx dx ....................(2)
π 0
27
But,
2
f (x) = (1 − cos x) ....................(3)
πx2
Putting λ = 0, we get
∞
1 − cos x
Z
2
dx = 1
π 0 x2
∞
1 − cos x
Z
π
dx =
0 x2 2
x
Z ∞ 2 sin2
2 dx = π
0 x2 2
x
Put =t x=0 t=0
2
x = 2t x=∞ t=∞
dx = 2dt
∞
2 sin2 t.2
Z
π
dt =
0 (2t)2 2
∞
4 sin2 t
Z
π
dt =
0 4t2 2
∞
sin2 t
Z
π
2
dt =
0 t 2
Exercise
R ∞ cos xt π
1. Find the Fourier Cosine transforms of e−|x| and hence deduce that 0 1 + t2
dt = e−|x|
2
R ∞ cos sx π −ax
2. Find the Fourier Cosine transforms of e−ax , a > 0 and deduce that 0 s2 + a2
ds = e
2a
28
PROBLEMS BASED ON FOURIER SINE TRANSFORM
∞
r Z
−x 2
Fs [e cos x] = e−x cos x sin sx dx
π 0
sin(A + B) + sin(A − B)
Using, sin A cos B =
2
r Z ∞
2 sin(s + 1)x + sin(s − 1)x
= e−x dx
π 0 2
Z ∞ Z ∞
1 −x −x
=√ e sin(s + 1)x dx + e sin(s − 1)x dx
2π 0 0
R∞ b
Using 0
e−ax sin bx dx =
a2 + b2
1 s+1 s−1
√ +
2π (s + 1)2 + 1 (s − 1)2 + 1
1 s+1 s−1
=√ +
2π s2 + 2s + 2 s2 − 2s + 2
(s + 1)(s2 − 2s + 2) + (s − 1)(s2 + 2s + 2)
1
=√
2π (s2 + 2s + 2)(s2 − 2s + 2)
3
s − 2s2 + 2s + s2 − 2s + 2 + s3 + 2s2 + 2s − s2 − 2s − 2
1
=√
2π s4 − 2s3 + 2s2 + 2s3 − 4s2 + 4s + 2s2 − 4s + 4
2s3
1
=√
2π s4 + 4
1
2. Find the Fourier Sine transform of xn−1 . Deduce that √ is self reciprocal under Fourier Sine trans-
x
form .
Solution :
r Z ∞
2
Fs [f (x)] = f (x) sin sxdx
π 0
∞
r Z
n−1 2
Fs [x ]= xn−1 sin sxdx
π 0
29
R∞ Γn nπ
Using 0
xn−1 sin sx dx = sin
sn 2
r
2 Γn nπ
= n
sin
πs 2
1
Put n =
2
1 r Γ 1 sin π
−1 2 2 4
Fs [x 2 ] = .
π 1
s2
r √
1 2 π 1
Fs √ = . √ .√
x π s 2
1
=√
s
1
∴ √ is reciprocal under Fourier Sine transform .
x
e−ax
−ax
− e−bx
e
3. Find the Fourier Sine transform of f (x) = and hence find Fs .
x x
Solution :
∞
r Z
2
Fs [f (x)] = f (x) sin sx dx
π 0
∞
r
e−ax e−ax
Z
2
Fs = sin sx dx
x π 0 x
∞
r
e−ax
Z
2
Fs (s) = sin sx dx....................(1)
π 0 x
∞
r
e−ax
Z
2 ∂
= sin sx dx
π 0 ∂s x
∞
r
e−ax ∂
Z
2
= . (sin sx)dx
π 0 x ∂s
∞
r
xe−ax cos sx
Z
2
= dx
π 0 x
30
∞
r Z
2
= e−ax cos sxdx
π 0
r
2 a
=
π s + a2
2
r
dFs (s) 2 a
= .
ds π s2 + a2
Z Z r
2 a
dFs (s) = ds
π s + a2
2
r Z
2 a
Fs (s) = ds
π s2 + a2
R dx 1 −1 x
Using = tan
x2 + a2 a a
r
2 1 s
= a tan−1 +c
π a a
r
2 s
= tan−1 +c
π a
r
e−bx
2 s
Similarly, Fs = tan−1
x π b
e−ax − e−bx
−ax
e−bx
e
∴ Fs = Fs −
x x x
e−ax
−bx
e
= Fs − Fs
x x
r r
2 s 2 s
= tan−1 − tan−1
π a π b
r
2 h −1 s s i
= tan − tan−1
π a b
31
Exercise
sin x, 0≤x<a
1. Find the Sine transform of the function f (x) =
0, x>a
1
2. Find the Fourier Sine transform of f (x) =
x(a2 + x2 )
x, 0<x<1
3. Find the Fourier Sine transform of f (x) = 2 − x, 1 < x < 2
0, x>2
1
4. Find the Fourier Sine transform of f (x) =
x
Example
R∞ s π
1. Find Fourier Sine transform of e−ax , a > 0 and deduce that 0
sin sx ds = e−ax .
s2 +a2 2
Solution :
∞
r Z
2
Fs [f (x)] = f (x) sin sx dx
π 0
∞
r Z
−ax 2
Fs [e ]= e−ax sin sx dx
π 0
R∞ b
Using 0
e−ax sin bx dx =
a2 + b2
r
2 s
=
π s2 + a2
∞
r Z r
2 2 s
= sin sx ds
π 0 π s2 + a2
Z ∞
2 s
= sin sx ds
π 0 s2 + a2
Z ∞
π s sin sx
f (x) = ds
2 0 s2 + a2
Z ∞
s sin sx π
ds = e−ax
0 s2 + a2 2
32
R∞ 1, 0 ≤ s < 1
2. Solve the integral equation 0
f (x) sin sx dx = 2, 1 ≤ s < 2
0, s≥2
Solution :
Given
Z ∞ 1, 0 ≤ s < 1
f (x) sin sx dx = 2, 1 ≤ s < 2
0
0, s≥2
r Z ∞
r 1, 0 ≤ s < 1
2 2
f (x) sin sx dx = 2, 1 ≤ s < 2
π 0 π
0, s≥2
r 1, 0 ≤ s < 1
2
Fs [f (x)] = 2, 1 ≤ s < 2
π
0, s≥2
∞
r Z 1 Z 2 Z
2
= Fs [(x)] sin sx ds + Fs [(x)] sin sx ds + Fs [(x)] sin sx ds
π 0 1 2
r "r r #
Z 1 Z 2
2 2 2
= 1 sin sx ds + 2 sin sx ds + 0
π π 0 π 1
" 1 2 #
2 − cos sx − cos sx
= +2
π x 0 x 1
2 − cos x − cos 0 − cos 2x − cos x
= − +2 −
π x x x x
2 − cos x 1 2 cos 2x 2 cos x
= + − +
π x x x x
2 cos x 1 2 cos 2x
= + −
π x x x
2
= [1 + cos x − 2 cos 2x]
πx
33
Exercise
r
2 s
1. Find f (x) if its Fourier Sine transform is .
π s2 + 1
R ∞ x sin mx π
2. Find the Fourier Sine transform of e−|x| . Hence evaluate 0
dx = e−m , m > 0
1 + x2 2
e−as
1
3. Find f (x) , if its sine transform is . Hence find Fs−1
s s
Example
R ∞ cos 2x π
1. Find the Fourier Cosine transform e−4x . Deduce that 0 x2 + 16
dx = e−8 and
8
R ∞ x sin 2x π
0 x2 + 16
dx = e−8
2
Solution :
∞
r Z
2
Fc [f (x)] = f (x) cos sx dx
π 0
∞
r Z
−4x 2
Fc [e ]= e−4x cos sx dx
π 0
R∞ a
Using, 0 e−ax cos bx dx = Here a = 4 and b = s
a2 + b2
r
2 4
= .
π s2 + 16
∞
r Z
2
= Fc [e−4x ] cos sx ds
π 0
∞
r Z r
2 2 4
= 2
cos sx ds
π 0 π s + 16
Z ∞
8 cos sx
= ds
π 0 s2 + 16
Z ∞
cos sx π
= ds = f (x)
0 s2 + 16 8
34
π −4x
= e .............(1)
8
Z ∞
cos 2s π
2
ds = e−8
0 s + 16 8
r Z ∞
2
N ow, Fs [f (x)] = f (x) sin sx dx
π 0
∞
r Z
2
= e−4x sin sx dx
π 0
r
2 s
= . 2
π s + 16
∞
r Z
2
= Fs [e−4x ] sin sx ds
π 0
∞
r Z r
2 2 s
= . 2 sin sx ds
π 0 π s + 16
Z ∞
2 s sin sx
= ds
π 0 s2 + 16
Z ∞
s sin sx π π
2
ds = f (x) = e−4x ......................(2)
0 s + 16 2 2
Put x = 2 in (2)
Z ∞
s sin sx π
2
ds = e−8
0 s + 16 2
(or)
Z ∞
x sin 2s π
2
ds = e−8
0 x + 16 2
[Since s is a dummy variable it is replaced by x]
35
2. Find Fourier Sine transform of e−ax and hence find Fourier cosine transform of xe−ax
Solution :
r Z ∞
2
Fs [f (x)] = f (x) sin sx dx
π 0
r
2 s
=
π s2 + a2
To find Fc [xe−ax ]
d
Fc [xf (x)] = Fs [f (x)]
ds
d
Fc [xe−ax ] = Fs [e−ax ]
ds
But r
−ax 2 s
Fs [e ]=
π s + a2
2
"r #
−ax d 2 s
∴ Fc [xe ]=
ds π s + a2
2
r
2 (s2 + a2 ) − s.2s
=
π (s2 + a2 )2
r 2
a − s2
2
=
π (s2 + a2 )2
R∞ dx
3. Evaluate 0
using Fourier transform method
(x2 + 4)(x2 + 1)
Solution : r
−ax 2 2
We Know that, Fc [e ]= . 2
π s + a2
Put a = 1 and 2 we get, r
−2x 2 2
Fc [e ]= . ...........(1)
π s2 + 4
r
−x 2 1
Fc [e ]= ..............(2)
π s2 + 1
36
Z ∞ Z ∞
Fc [f (x)].Fc [g(x)]ds = f (x).g(x)dx [property 8]
0 0
∞ Z ∞
Z r r
2 2 2 1
. . ds = e−2x e−x dx
0 π s2 + 4 π s2 + 1 0
Z ∞ Z ∞
2 2
ds = e−(2+1)x dx
π 0 (s + 4)(s2 + 1)
2
0
Z ∞
= e−3x dx
0
∞
e−3x
=
−3 0
1
= − [e−∞ − e−0 ]
3
1 1
= − [0 − 1] =
3 3
Z ∞
4 ds 1
=
π 0 (s2 2
+ 4)(s + 1) 3
(or)
Z ∞
dx π
=
0 (x2 + 4)(x2 + 1) 12
Exercise
R∞ dx
1. Evaluate 0
using transforms.
(x2 + a2 )(x2 + b2 )
−x2 −x2
3. If f (x) = xe 2 is self reciprocal under the Fourier Cosine transform, deduce that g(x) = xe 2 is
self-reciprocal under the Fourier Sine transform.
37
PROBLEMS BASED ON PARSEVAL’S IDENTITY ON F.S.T AND F.C.T
Example
R∞ x2 dx
1. Using Fourier transform evaluate 0 (x2 + a2 )(x2 + b2 )
Solution:
Let f (x) = e−ax and g(x) = e−bx , a, b > 0
We know that , r
2 s
Fs [e−ax ] = , .................(1)
π s + a2
2
r
−bx 2 s
Fs [e ]= , .................(2)
π s + b2
2
∞ ∞
Z r r Z
2 s 2 s
ds = e−ax .e−bx dx
0 π s + a2
2 π s + b2
2
0
∞ ∞
s2
Z Z
2
ds = e−(a+b)x dx
π 0 (s + a )(s2 + b2 )
2 2
0
∞
e−(a+b)x
=
−(a + b) 0
e−∞ − e0
=
−(a + b)
0−1
=
−(a + b)
1
=
a+b
∞
s2
Z
π
2 2 2 2
ds =
0 (s + a )(s + b ) 2(a + b)
(or)
∞
x2
Z
π
2 2 2 2
dx =
0 (x + a )(x + b ) 2(a + b)
38
R∞ x2
2. Using transform methods, evaluate 0
dx.
(x2 + a2 )2
Solution :
r
−ax 2 s
Fs [e ]= = Fs (s)
π s + a2
2
∞ ∞
s2
Z Z
2
e−2ax dx = ds
0 π 0 (s2 + a2 )2
∞ ∞
s2
Z Z
π
ds = e−2ax dx
0 (s2 + a2 )2 2 0
∞
π e−2ax
=
2 −2a 0
π e−∞ − e−0
=
2 −2a
π 0−1 π 1 π
= = 0+ =
2 −2a 2 2a 4a
∞
s2
Z
π
ds =
0 (s2 + a2 )2 4a
(or)
∞
x2
Z
π
dx =
0 (x2 + a2 )2 4a
Exercise
R∞ dx
1. Using transform methods, evaluate 0
if a > 0.
(x2 + a2 )2
39
7 Finite Fourier Transforms
7.1 Finite Fourier sine transform
Let f (x) denote a function which is sectionally continuous over the range (0, l). Then the finite Fourier
sine transform of f (x) on this interval is defined as
Z l
pπx
Fs (p) = f¯s (p) = f (x) sin dx (1)
0 l
where p is an integer (Instead of s, we take p as a parameter).
Examples
1. Find the finite Fourier sine and cosine transforms of
i) f (x) = 1 in (0, π)
ii) f (x) = x in (0, l)
Solution
(i) finite Fourier sine transform:
f¯s (p) = Fs (1)
Z π
pπx
= 1. sin dx
π
0 π
− cos px
=
p 0
1 − cos pπ
= if p ̸= 0
p
40
finite Fourier cosine transform:
2π
2. Find f (x) if its finite Fourier sine transform is (−1)(p−1) for p = 1, 2, ..., and 0 < x < π
p3
Solution:
By inversion theorem,
∞
2 X 2π
f (x) = (−1)p−1 sin px
π p=1 p3
∞
X (−1)p−1
=4 sin px
p=1
p3
41
1 pπ
sin , for p = 1, 2, 3, ...
3. Find f (x) if its finite Fourier cosine transform is Fc (p) = 2p 2
π
, for p = 0 given 0 < x < 2π
4
Solution:
By inversion theorem,
∞
1 2X pπx
f (x) = Fc (0) + Fc (p). cos .
l l p=1 l
Exercises
1.Find the finite Fourier sine and cosine transforms of
i) f (x) = 2x in (0, 4)
ii) f (x) = cos ax in (0, π)
1 2pπ
cos , for p = 1, 2, 3, ...
2. Find f (x) if Fc (p) = (2p + 1)2 3
1, for p = 0 given 0 < x < 1
42