Fourier Transforms
Fourier Transforms
Fourier Transforms
Using the definitions of odd and even functions and the properties of definite integral we
have
T
Z a ( Z a
f (x) dx =
2 IS
f (x) dx, if f (x) is even
M
0
−a 0, if f (x) is odd
SR
Bernouli Formula
h,
es
Theorem. If f (x) is piecewise continuous in every finite interval in (−∞, ∞) and absolutely
integrable in (−∞, ∞) then
Z ∞ Z ∞
1
f (x) = f (t) cos s(t − x)dtds
π 0 −∞
Definition.
The Fourier transform and its inverse transform are defined as
Z ∞
1
F (s) = √ f (x)eisx dx
2π −∞
Z ∞
1
f (x) = √ F (s)e−isx ds
2π −∞
1
2
Z ∞ Z ∞ 2
sin t sin t
Hence deduce that dt and dt.
0 t 0 t
Solution.
Step 1 : FT
Z ∞
1
f (x)eisx dx
T
F [f (x)] = √
2π −∞ IS
Z −a Z a Z ∞
RM
1 isx isx isx
= √ 0e dx + 1e dx + 0e dx
2π −∞ −a a
,S
Z a Z a
1 isx 1
= √ e dx = √ (cos sx + i sin sx)dx
h
2π −a 2π −a
es
Z a Z a
1 2
ur
r a
2 sin sx
.E
=
π s 0
Dr
r
2 sin as
F (S) =
π s
Step 2 : IFT
Now applying Fourier inversion formula we have
Z ∞
1
f (x) = √ F (s)e−isx ds
2π −∞
Z ∞r
1 2 sin as
= √ (cos sx − i sin sx) ds
2π −∞ π s
2 ∞ sin as
Z
= cos sx ds − 0
π 0 s
we have
r !2
Z −a Z a Z ∞ Z ∞
2 sin as
0 dx + (1)2 dx + 0 dx = ds
−∞ −a a −∞ π s
Z ∞ 2
2 sin as
ds = 2a
π −∞ s
Z ∞ 2
sin as
2 ds = πa
s
T
0
Z ∞
sin as
2
ds =
IS
πa
RM
0 s 2
,S
By putting a = 1 we get
h
es
Z ∞ 2
sin t π
ur
dt =
t 2
.S
0
.E
f (x) = a − |x|, |x| < a
0, |x| > a > 0
Z ∞ 2 Z∞ 4
sin t π sin t π
Hence deduce that dt = and dt =
0 t 2 t 3
0
Solution.
Step 1 : FT
Z ∞
1
F [S] = √ f (x)eisx dx
2π −∞
Z a
1
= √ [a − |x|] eisx dx
2π −a
Z a
1
= √ [a − |x|] (cos sx + i sin sx) dx
2π −a
[a − |x|] → even fn, [a − |x|] cos sx → even fn, [a − |x|] sin sx → odd fn
Z a
2
F (S) = √ [a − |x|] cos sx dx
2π 0
4
r Z a
2
= [a − x] cos sx dx
π 0
r a
2 (a − x) sin sx cos sx
F (S) = −
π s s2 0
r
2 − cos as (−1)
= − 2
π s2 s
r
2 1 − cos as
=
π s2
r
2 2sin2 (as/2)
=
π s2
r 2
2 sin(as/2)
F (S) = 2
π s
Step 2 : IFT
T
Now applying Fourier inversion formula we have IS
RM
Z ∞
1
f (x) = √ F (s)e−isx ds
2π −∞
,S
Z ∞ √ 2
1 2 2 sin(as/2) −isx
h
= √ √ e ds
es
2π −∞ π s
ur
2
2 ∞ sin(as/2)
Z
.S
sin(as/2) sin(as/2)
Dr
put a = 2
Z ∞ 4 Z 2
16 sin s
ds = (2 − x)2 dx
π 0 s −2
Z ∞ 4
π 2 2
Z
sin s
ds = x − 4x + 4 dx
0 s 8 0
2
π x3
2
= − 2x + 4x
8 3 0
Replace s = t
Z ∞ 4
sin t π
=
0 t 3
T
sin t − t cos t
Z
π
and using Parseval’s theorem show that IS dt = .
0 t3 15
RM
Solution.
Step 1 : FT
,S
Z ∞
1
F [S] = √ f (x)eisx dx
h
es
2π −∞
ur
Z a
1
= √ (a2 − x2 )eisx dx
.S
2π −a
Z a
.E
1
= √ (a2 − x2 ) [cos sx + i sin sx] dx
2π −a
Dr
Step 2 : IFT
Now applying Fourier inversion formula we have
Z ∞
1
f (x) = √ F (s)e−isx ds
2π −∞
Z ∞ √
1 2 2 sin as − as cos as −isx
= √ √ e ds
2π −∞ π s3
2 ∞ sin as − as cos as
Z
= [cos sx − i sin sx] ds
π −∞ s3
6
sin as − as cos as sin as − as cos as
Since → evenf n, sin sx → oddf n
s3 s3
∞
sin as − as cos as
Z
π
f (x) = 2 cos sxds − 0
2 0 s3
∞
sin s − s cos s
Z
π
f (0) = ds
4 0 s3
∞
sin t − t cos t
Z
π
T heref ore 3
dt =
0 t 4
.
Using Parseval identity we have
Z ∞ Z ∞
T
2
|F (s)| ds = |f (x)|2 dx
−∞ IS −∞
RM
r !2
∞ a
2 sin sa − as cos as
Z Z
2 ds = (a2 − x2 )2 dx
π s3
,S
−∞ −a
2
8 ∞ sin sa − as cos as
Z Z a
ur
2× ds = 2 (a2 − x2 )2 dx
π 0 s3
.S
0
put a = 1
.E
2
8 ∞ sin s − s cos s
Z Z 1
ds = (1 − x2 )2 dx
Dr
π 0 s 3
0
Z 1
= (1 − 2x2 + x4 ) dx
0
1
x3 x5
= x−2 +
3 5
0
2 1
= 1− +
3 5
Z ∞ 2
8 sin s − s cos s 8
ds =
π 0 s3 15
Z ∞ 2
sin s − s cos s π
3
ds =
0 s 15
Z ∞ 2
sin t − t cos t π
3
dt =
0 t 15
2 2
Example 4. Find the Fourier transform of f (x) = e−a x , a > 0.
x2
Hence Show that Deduce that e− 2 is self reciprocal under Fourier transform.
Solution.
Step 1 : FT
Z ∞
1
F [S] = √ f (x)eisx dx
2π −∞
Z ∞
1 2 2
= √ e−a x eisx dx
2π −∞
Z ∞
1 2 2
= √ e−(a x −isx) dx
2π −∞
Note: (a − b)2 = a + b2 − 2ab
2
(a − b)2 − b2 = a2 − 2ab
is
Here a = ax , 2ab = isx and b = 2a
is
2 s2
Therefore (ax)2 − isx = ax − 2a + 4a 2
T
Z ∞
1 is 2 s2
h i
= √ e IS
− (ax− 2a )+ 4a2 dx
RM
2π −∞
s2
e− 4a2 ∞
Z 2
is
e−(ax− 2a ) dx
,S
= √
2π −∞
h
is
es
2a
s2
.S
e− 4a2 ∞ ∞ √
Z Z
−t2 −t2
= √ e dt Since e dt = π
.E
a 2π −∞ −∞
s 2
Dr
e− 4a2
h 2 2i
−a x 1
F e = √ P ut a = √
a 2 2
s2
−
e 4( 2 )
h x2 i 1
s2
− 2
F e = √ = e− 2
√1 2
2
x2
Hence e− 2 is self reciprocal under Fourier transform
−a|x|
Example 5. Find the
Z ∞Fourier transform of e if a > 0.
1 π
Hence deduce that dx = 3
0 (x2 + a2 )2 4a
Solution.
Step 1 : FT
T
−ax 2
ds = e dx
IS
0 π (a2 + s2 ) 0
RM
2a2 ∞ ∞
Z Z
1 −2ax
ds = e dx
π 0 (a + s2 )2
,S
2
0
Z ∞ ∞
π e−2ax
1 π 1
h
ds = = 2 0−
es
Z ∞
1 π
.S
dx = [P ut s = x]
0 (a2 + x2 )2 4a3
.E
Dr
1.7 Exercise
1.Find the Fourier transform of the function
f (x) = 1, |x| < 2
0, |x| > 2
Z ∞ Z ∞ 2
sin t sin t
Hence deduce that dt and dt.
0 t 0 t
2.Find the Fourier transform of the function
2
f (x) = 1 − x , |x| < 1
0, |x| > 1
∞ 2
3π ∞ sin t − t cos t
Z
sin t − t cos t
Z
s π
Deduce that 3
cos dt = , 3
dt = .
0 t 2 16 0 t 15
3. Find the Fourier transform of the function
f (x) = 1 − |x|, |x| < 1
0, |x| > 1 > 0
9
Z ∞ 2 Z∞ 4
sin t π sin t π
Hence deduce that dt = , dt =
0 t 2 t 3
0
4. Find the Fourier transform of the function
f (x) = x, |x| ≤ a
0, |x| > a
T
IS
RM
h,S
es
ur
.S
.E
Dr
10
Fourier Transforms
Lecture Notes 2
1.8 Cosine and Sine Transforms
1.8.1 Fourier Cosine Transform
The infinite Fourier Cosine Transform of f (x) is defined by
r Z ∞
2
Fc [f (x)] = f (x) cos sx dx.
π 0
r Z ∞
2
f (x) = Fc [f (x)] cos sx ds.
π 0
Note: Fc [f (x)] and f (x) are called Fourier Cosine Transforms Pairs.
T
IS
RM
1.8.2 Fourier Sine Transform
,S
r Z ∞
2
ur
r Z ∞
2
f (x) = Fs [f (x)] sin sx ds.
π 0
Note: Fs [f (x)] and f (x) are called Fourier Cosine Transforms Pairs.
AImportant Formulas:
Z ∞
a
t e−ax cos bxdx =
Z0 ∞ a2
+ b2
b
t e−ax sin bxdx = 2
Z0 ∞ a + b2
2 √
t e−t dt = π
Z−∞∞ √
−t2 π
t e dt =
Z0 ∞ 2
t e−x xn−1 dx = Γn , n > 0
Z0 ∞
Γn
t e−ax xn−1 dx = n
0 a
1 √
tΓ(n) = (n − 1)!, Γ = π
2
11
T
π 0 IS
r Z ∞ "r #
2a ∞ cos sx
RM
Z
2 2 a
f (x) = cos sx ds = ds
π 0 π s 2 + a2 π 0 s 2 + a2
,S
Z ∞
cos sx π π
ds = f (x) = e−ax , a > 0
h
2
s +a 2 2a 2a
es
0
ur
.S
Solution.
Step 1 : FST
r Z ∞
2
Fs [f (x)] = f (x) sin sx dx
π 0
r Z ∞
2
Fs [e−ax ] = e−ax sin sx dx
π 0
r
−ax 2 s
Fs [e ] =
π a2 + s 2
Step 2 : IFST
r Z ∞
2
f (x) = FS [f (x)] sin sx ds
π 0
r Z ∞r
2 ∞
Z
2 2 s s
f (x) = sin sxds = sin sx ds
π 0 π s 2 + a2 π 0 s 2 + a2
Z ∞
s sin sx π −ax
ds = e
0 s 2 + a2 2
Example 3. Find the cosine and sine transforms of e−ax cos ax.
12
Solution.
Step 1 : FCT
r Z ∞
2
Fc [f (x)] = f (x) cos sx dx
π 0
r Z ∞
2
= e−ax cos ax cos sx dx
π 0
1
cos A cos B = [cos(A + B) + cos(A − B)]
2
r
2 ∞ 1 h −ax
Z i
= e (cos(a + s)x + cos(a − s)x) dx
π 0 2
Z ∞
1
= √ e−ax cos(a + s)x dx
2π 0Z
∞
1
+√ e−ax cos(a − s)x dx
2π 0
1 a a
= √ +
2π a2 + (a + s)2 a2 + (a − s)2
Step 2 : FST
T
IS
RM
r Z ∞
2
Fs [f (x)] = f (x) sin sx dx
π 0
,S
r Z ∞
2
e−ax cos ax sin sx dx
h
=
es
π 0
ur
1
cos A sin B = [sin(A + B) − sin(A − B)]
.S
2
r Z ∞
2 1 −ax
.E
= e (sin(a + s)x − sin(a − s)x) dx
π 0 2
Dr
Z ∞
1
= √ e−ax sin(a + s)x dx
2π 0Z
∞
1
−√ e−ax sin(a − s)x dx
2π 0
1 s+a a−s
= √ −
2π a2 + (a + s)2 a2 + (a − s)2
Example 4. Find the cosine and sine transforms of e−ax sin ax.
Solution.
Step 1 : FCT
1 s+a a−s
Fc [f (x)] = √ +
2π a2 + (a + s)2 a2 + (a − s)2
Step 2 : FST
1 a a
Fs [f (x)] = √ −
2π a2 + (a − s)2 a2 + (a + s)2
d
Fc [xf (x)] = FS [f (x)]
ds
"r Z #
d 2 ∞ −ax
Fc [xe−ax ] = e sin sx dx
ds π 0
"r #
d 2 s
=
ds π a2 + s 2
r
2 (a2 + s2 ) − s2s
=
π (a2 + s2 )2
r
a2 − s 2
2
=
π (a2 + s2 )2
T
d
IS
RM
Fs [xf (x)] = − Fc [f (x)]
ds " #
,S
r Z ∞
d 2 −ax
Fs [xe−ax ] = − e cos sx dx
h
ds π 0
es
"r #
ur
d 2 a
= −
.S
ds π a2 + s 2
.E
r
2 0 − a2s
= −
Dr
π (a2 + s2 )2
r
2 2as
=
π (a2 + s2 )2
2 2 x2
Example 7. Find the Fourier cosine transform of e−a x and hence deduce that e− 2 is a
self reciprocal of Fourier cosine transform.
(or)
x2
Check whether e− 2 is a self reciprocal of Fourier cosine transform.
Solution.
r Z ∞
2
Fc [f (x)] = f (x) cos sx dx
π 0
r Z ∞
−a 2 2 2 2 2
Fc [e x ] = e−a x cos sx dx
π
r 0Z ∞
1 2 2 2
= e−a x cos sx dx
2 π −∞
r Z ∞
1 2 2
= R.P. e−a x eisx dx
2π −∞
14
is
Here a = ax , 2ab = isx and b = 2a
is 2 s2
Therefore (ax)2 − isx = ax − 2a + 4a 2
Z ∞
1 is 2 s2
h i
− (ax− 2a )+
= R.P. √ e 4a2 dx
2π −∞
s2
e− 4a2 ∞
Z 2
is
= R.P. √ e−(ax− 2a ) dx
2π −∞
is
Assume t = ax − 2a
and dt = adx
s2
e− 4a2 ∞ ∞ √
Z Z
−t2 −t2
= √ e dt Since e dt = π
a 2π −∞ −∞
T
s2
e− 4a2
2 2 1 IS
Fc [e−a x ] = √ P ut a = √
RM
a 2 2
h x2 i s2
FC e− 2 = e− 2
h ,S
x2
es
2 2
Example 8. Find the Fourier cosine transform of e−a x and hence evaluate Fourier sine
.S
2 2
transform of xe−a x .
.E
Solution.
Dr
s2
−
2 2 e 4a2
Fc [e−a x ] = √
a 2
Using the property
dFc [f (x)]
Fs [xf (x)] = −
ds
we have
2 2 d 2 2
Fs [xe−a x ] = − Fc [e−a x ]
ds
s2
d 1 − 2
= − √ e 4a
ds a 2
s2
−
1 −2s
= − √ e 4a
a 2 4a2
s2
s − 2
= √ e 4a
a3 2 2
15
x2
−
Example 9.Find the Fourier cosine transform of e 2 and hence evaluate Fourier sine
x2
−
transform of xe 2 .
Solution.
We can Solve the Problem in the similar way of Example 8
Z ∞
dx
Example 10. Use transform method to evaluate .
0 (x + a )(x2 + b2 )
2 2
Solution.
Let f (x) = e−ax
r and g(x) = e
−bx . Then
r
2 a 2 b
Fc (s) = 2 2
and Gc (s) = By the property of Fourier Cosine
π (s + a ) π (s + b2 )
2
transform we have
Z ∞ Z ∞
Fc (s)Gc (s) dx = f (x)g(x) dx
0 0
Z ∞r r Z ∞
2 a 2 b
ds = e−ax e−bx dx
0 π (s2 + a2 ) π (s2 + b2 ) 0
T
2 ∞
Z Z ∞
ab IS
2 2 2 2
ds = e−(a+b)x dx
π 0 (s + a )(s + b )
RM
0
Z ∞ −(a+b)x ∞
2ab ds e
=
,S
2 2
π 0 (s + a )(s + b ) 2 2 −(a + b) 0
h
0−1
es
=
−(a + b)
ur
1
.S
=
(a + b)
.E
Z ∞
ds π
=
Dr
2 2 2
(s + a )(s + b ) 2 2ab(a + b)
0
put s = x
Z ∞
dx π
2 2 2 2
=
0 (x + a )(x + b ) 2ab(a + b)
Z ∞
dx
Example 11. Use transform method to evaluate .
0 (x2 + 1)(x2 + 4)
Derive Example 10 and Substitute a = 1 and b = 2
Z ∞
dx
Example 12. Use transform method to evaluate .
0 (x2 + a2 )2
Solution.
We know that if f (x) = e−ax then the Fourier cosine transform
r
2 a
Fc (s) =
π (s2 + a2 )
r 2
Z ∞ Z ∞
2 a
ds = |e−ax |2 dx
0 π (s2 + a2 ) 0
Z ∞ 2 Z ∞
2 a
ds = e−2ax dx
π 0 (s + a2 )2
2
0 −2ax ∞
2 ∞ a2
0−1
Z
e 1
ds = = =
π 0 (s2 + a2 )2 −2a 0 −2a 2a
Z ∞
ds π
=
0 (s + a2 )2
2 4a3
put s = x
Z ∞
dx π
=
0 (x + a2 )2
2 4a3
∞
x2
Z
Example 13. Use transform method to evaluate dx.
0 (x2 + a2 )2
Solution. r
2 s
We know that if f (x) = e−ax then the Fourier sine transform Fs (s) =
π (s + a2 )
2
Now applying Parseval’s identity of Fourier sine transform we have
T
Z ∞
2
|Fs (s)| ds =
Z ∞ IS
|f (x)|2 dx
RM
0 0
r 2
Z ∞ Z ∞
2 s
,S
ds = |e−ax |2 dx
π (s + a2 )
2
h
0 0
es
∞ ∞
s2
Z Z
2
ur
ds = e−2ax dx
π 0 (s2 + a2 )2
.S
0
−2ax ∞
2 ∞ s2
0−1
Z
e 1
.E
ds = = =
π 0 (s2 + a2 )2 −2a 0 −2a 2a
Dr
Z ∞
s2 π
ds =
0 (s2 + a2 )2 4a
put s = x
Z ∞
x2 π
dx =
0 (x2 + a2 )2 4a
e−ax
Let f (x) =
rx Z ∞
2
Fc [f (x)] = f (x) cos sx dx
π 0
e−ax
−ax r Z ∞
e 2
Fc = cos sx dx
x π 0 x
Differentiating Partially w.r.t s
−ax r Z ∞
∂ e−ax
d e 2
Fc = cos sx dx
ds x π 0 ∂s x
17
e−ax ∂
r Z ∞" #
2
= (cos sx) dx
π 0 x ∂s
e−ax
r Z ∞" #
2
= (−x sin sx) ds
π 0 x
r Z ∞
2
= −e−ax sin sx ds
π
r 0 r Z
e−ax
0 2 s 2 1 2s
Fc = − =− ds
x π a2 + s 2 π 2 s 2 + a2
Integrating both sides w.r.t to s
−ax r
e 2 1 2 2 1
log(s2 + a2 )
Fc = − log(s + a ) = − √
x π 2 2π
Similarly
−bx
e 1
log(s2 + b2 )
Fc = −√
x 2π
e−ax − e−bx e−ax e−bx
" # " # " #
Fc = Fc − Fc
x x x
T
1
log(s2 + b2 ) − log(s2 + a2 )
= √ IS
2π
RM
2
s + b2
1
= √ log 2
s + a2
,S
2π
h
e−ax − e−bx
es
x
Solution.
.S
.E
r Z ∞
2
Fs [f (x)] = f (x) sin sx dx
π 0
Dr
1
Example 16. Find cosine and sine transform of xn−1 , 0 < n < 1.Hence show that √ is a
x
self-reciprocal under both the transforms.
Solution.
By the Definition of Gamma Function.
Z ∞
√
−ax n−1 Γn 1
e x dx = n , Γ = π
0 a 2
T
(is) i s
0
Γn
IS
RM
=
π π n n
cos + i sin s
,S
2 2
π π −n
h
cos + i sin Γn
es
= 2 2
ur
sn
nπ nπ
.S
Z ∞ cos − i sin Γn
(cos sx − i sin sx) xn−1 dx = 2 2
.E
0 sn
Dr
r Z ∞ r
2 2 cos nπ
cos sx xn−1 dx = 2
Γn
π 0 π sn
r Z ∞ r
2 n−1 2 sin nπ2
sin sx x dx = n
Γn
π 0 π s
h 1 i r 2 cos π
Fc x− 2 = 4
Γ1
π s 12 2
h 1 i r 2 sin π
F s x− 2 = 4
Γ1
π s 12 2
1 π π 1 √
Put n = , cos = sin = √ , Γ1 = π
2 4 4 2 2
19
1 1 1 1
Fc √ = √ and Fs √ = √
x s x s
1
Hence √ is self reciprocal under Fourier cosine transform and Fourier sine transform.
x
1
Example 17. (i) Find the Fourier cosine transform of 2
1 + x
x
(ii) Find the Fourier cosine transform of
1 + x2
Solution.
r Z ∞
1 2 1
Fc = cos sx dx
1 + x2 π 0 1 + x2
r
−ax 2 a
We know that Fc e =
π a2 + s 2
r
−x 2 1
Put a = 1 Fc e =
π 1 + s2
T
Applying IFCT with the above eqn
r Z ∞r
2
IS
2 1
RM
f (x) = cos sx ds
π 0 π 1 + s2
,S
r Z ∞r
π −x 2 1
e = cos sx ds
π 1 + s2
h
2 0
es
Replace s = x, x = s
ur
.S
.E
Z r
∞ r
2 1 π −s
cos sx dx = e
Dr
π 1+x 2 2
0
r
1 π −s
Fc 2
= e
1+x 2
r
x π −s
Similarly we can solve Fs 2
= e
1+x 2
1.10 Exercise
1. Find the Fourier sine and cosine transforms of the function f (x) = e−2x , x ≥ 0.
2. Find the sine and cosine transforms of
≤x<a
n
f (x) = 0sin αx, x0> a
T
Property 2. Change of scale property IS
RM
If F (s) is the Fourier transform of f (x), then for any real number a
1 s
F [f (ax)] = F .
,S
|a| a
h
Proof.
es
ur
Z ∞
1
F [f (ax)] = √ f (ax)eisx dx
.S
2π −∞
.E
ax = u ⇒ dx =
a
x = −∞ ⇒ u = −∞
x=∞ ⇒ u =∞
u
Z ∞
1 is du
F [f (ax)] = √ f (u) e a
2π −∞ a
s
Z ∞
1 1 i u
= ×√ f (u) e a du
a 2π −∞
1 s
= F
|a| a
Case (ii). a < 0 put
du
ax = u ⇒ dx =
a
x = −∞ ⇒ u = +∞
x=∞ ⇒ u = −∞
u
Z −∞
1 is du
F [f (ax)] = √ f (u) e a
2π ∞ a
s
Z ∞
1 1 i u
= ×√ f (u) e a du
(−a) 2π −∞
21
1 s
= F
|a| a
Z ∞
1
= √ f (u) eis(a + u) du
2π −∞
Z ∞
1
= √ f (u) eisa eisu du
2π −∞
Z ∞
T
ias 1
= e √ f (u) eisu du
IS
2π −∞
RM
= eias F (s)
,S
Proof.
.E
Z ∞
Dr
iax 1
F [e f (x)] = √ eiax f (x)eisx dx
2π −∞
Z ∞
1
= √ f (x)ei(s + a)x dx
2π −∞
= F (s + a)
F [f (x)] = F (−s).
Proof.
Z ∞
1
F [f (x)] = √ f (x)eisx dx
2π −∞
Z ∞
1
F [f (x)] = √ f (x)eisx dx
2π −∞
Z ∞
1
= √ f (x)eisx dx
2π −∞
Z ∞
1
= √ f (x)e−isx dx
2π −∞
= F (−s)
F [f (−x)] = F (s).
T
Proof.
IS
RM
Z ∞
1
F [f (x)] = F (s) = √ f (x)eisx dx
2π −∞
,S
Z ∞
1
h
F (s) = √ f (x)eisx dx
es
2π −∞
ur
Z ∞
1
= √ f (x)e−isx dx
.S
2π −∞
.E
put x = −u dx = −du
x = −∞ ⇒ u = ∞
Dr
x = ∞ ⇒ u = −∞
Z −∞
1
= √ f (−u)eisu (−du)
2π Z∞
∞
1
= √ f (−u)eisu (du)
2π −∞
= F [f (−x)]
Z ∞
dF (s) d 1
= √ f (x)eisx dx
ds ds 2π −∞
Z ∞
1 ∂ isx
= √ f (x) e dx
2π −∞ ∂s
23
Z ∞
1
= √ f (x)(ix)eisx dx
2π −∞
Z ∞
1
= i√ xf (x)eisx dx
2π −∞
= iF [xf (x)]
1 dF (s) dF (s)
=⇒ F [xf (x)] = = (−i)
i ds ds
Z ∞
d2 F (s) d 1
= √ f (x)eisx dx
ds2 ds 2π −∞
Z ∞
1 ∂ isx
= √ f (x)(ix) e dx
2π −∞ ∂s
Z ∞
1
= √ f (x)(ix)2 eisx dx
2π −∞
Z ∞
2 1
= i √ x2 f (x)eisx dx
2π −∞
= (i) F [x2 f (x)]
2
1 d2 F (s)
T
=⇒ F [x2 f (x)] =
(i)2 ds2 IS
RM
d2 F (s)
= (−i)2
ds2
,S
n Z ∞
d F (s) n 1
= i √ xn f (x)eisx dx
h
dsn 2π −∞
es
= in F [xn f (x)]
ur
1 dn F (s)
.S
=⇒ F [xn f (x)] =
(i)n dsn
.E
n
n d F (s)
= (−i)
Dr
dsn
if f, f 0 , f 00 , · · · f (n−1) −→ 0 as x −→ ±∞.
Proof.
Z ∞
df (x) 1
F = √ f 0 (x)eisx dx
dx 2π −∞
Z ∞
1
= √ eisx d(f (x))
2π −∞
n o∞ Z ∞
1 isx isx
= √ e f (x) − (is)f (x)e dx
2π −∞ −∞
Z ∞
1 isx
= √ 0− (is)f (x)e dx
2π −∞
since f (t) → 0 as t → ±∞
= −(is)F (s)
24
Z ∞
d2 f (x)
1
F = √ f 00 (x)eisx dx
dx2 2π −∞
Z ∞
1
= √ eisx d(f 0 (x))
2π −∞
1
n o∞ Z ∞
= √ isx
e f (x) 0
− 0
(is)f (x)e isx dx
2π ∞ −∞
Z ∞
1 0 isx
= √ 0 − (is) f (x)e dx
2π −∞
= (−is)2 F (s)
Now proceeding like this, by induction we have
n
d f (x)
F = (−is)n F (s)
dxn
T
2
Proof. IS
RM
Z ∞
1
F [f (x) cos ax] = √ f (x) cos ax eisx dx
2π −∞
,S
!
eiax + e−iax
Z ∞
1
h
= √ f (x) eisx dx
es
2π −∞ 2
ur
Z ∞
1 1
.S
= √ f (x)ei(s + a)x dx
2 2π −∞
.E
Z ∞
1 i(s − a)x
+√ f (x)e dx
Dr
2π −∞
1
= [F (s + a) + F (s − a)]
2
Proof.
Z ∞
1
F [f (x) ∗ g(x)] = √ (f (x) ∗ g(x))eisx dx
2π −∞
25
Z ∞ Z ∞
1 1
= √ √ f (t)g(x − t) dt eisx dx
2π −∞ 2π −∞
Z ∞ Z ∞
1 1 isx
= √ f (t) √ g(x − t)e dx dt
2π −∞ 2π −∞
Z ∞
1
= √ f (t) [G(s)] eist dt (using Property 3)
2π −∞
Z ∞
1
= √ f (t)eist dt [G(s)]
2π −∞
= F (s)G(s)
T
F [f (x) ∗ g(x)] = F (s)G(s)
f (x) ∗ g(x) = F −1 [F (s)G(s)]
IS
RM
Z ∞ Z ∞
1 1
√ f (t)g(x − t) dt = √ F (s)G(s)e−isx ds
,S
2π −∞ 2π −∞
h
es
Put x = 0 we get
ur
Z ∞ Z ∞
.S
f (t)g(−t) dt = F (s)G(s) ds
.E
−∞ −∞
Dr
Let
g(−t) = f (t)
g(t) = f (−t)
=⇒ F [g(t)] = F [f (−t)]
=⇒ G(s) = F (s) (by using Property 7)
Hence we have
Z ∞ Z ∞
f (t)f (t) dt = F (s)F (s) ds
Z−∞∞ Z−∞
∞
|f (x)|2 dx = |F (s)|2 ds
−∞ −∞
Proof.
Fc [af (x) + bg(x)]
r Z ∞
2
= [af (x) + bg(x)] cos sx dx
π 0
r Z ∞
2
= a f (x) cos sx dx
π 0
r Z ∞
2
+b g(x) cos sx dx
π 0
= aFc (s) + bGc (s)
Let Fs (s) and Gs (s) be the Fourier sine transforms of f (x) and g(x) respectively. Then
Fs [af (x) + bg(x)] = aFs (s) + bGs (s).
Proof.
Fs [af (x) + bg(x)]
r Z ∞
2
= [af (x) + bg(x)] sin sx dx
π 0
r Z ∞ r Z ∞
T
2 2
= a f (x) sin sx dx + b g(x) sin sx dx
IS
π 0 π 0
RM
= aFs (s) + bGs (s)
,S
1 s
Fc [f (ax)] = Fc .
.S
a a
.E
Proof.
Dr
r Z ∞
2
Fc [f (ax)] = f (ax) cos sx dx
π 0
du
put ax = u dx =
a
x=0⇒u=0
r= ∞
x ⇒u=∞
Z ∞
2 u du
= f (u) cos s
π a a
r 0Z ∞
1 2 s
= f (u) cos u du
a π 0 a
1 s
= Fc
a a
du
put ax = u dx =
a
x=0⇒u=0
r= ∞
x ⇒u=∞
Z ∞
2 u du
= f (u) sin s
π a a
r 0Z ∞
1 2 s
= f (u) sin u du
a π −∞ a
1 s
= Fs
a a
Property 3
Let Fc (s) be the Fourier cosine transform of f (x). Then
r
0 2
Fc [f (x)] = − f (0) + sFs [f (x)].
π
if f (x) −→ 0 as x −→ ∞.
Proof.
r Z ∞
T
0 2
Fc [f (x)] = f 0 (x) cos sx dx IS
π 0
RM
r Z ∞
2
= d[f (x)] cos sx dx
π
,S
0
r Z ∞
2
h
0
π 0
ur
r r Z ∞
2 2
.S
r
2
= − f (0) + sFs [f (x)]
Dr
π
by the assumption that f (x) −→ 0 as x −→ ∞
if f (x) −→ 0 as x −→ ∞.
Proof.
r Z ∞
0 2
Fs [f (x)] = f 0 (x) sin sx dx
π 0
r Z ∞
2
= d[f (x)] sin sx dx
π 0
r Z ∞
2
= (f (x) sin sx)∞
0 −s f (x) cos sx dx
π 0
rZ ∞
2
= 0−s f (x) cos sx dx
π 0
= −sFc [f (x)]
by the assumption that f (x) −→ 0 as x −→ ∞
28
Property 4
Let Fc (s) be the Fourier cosine transform of f (x). Then
T
Let Fs (s) be the Fourier sine transform of f (x) . Then IS
RM
Proof.
h
es
r Z ∞
2
Fc (s) = Fc [f (x)] = f (x) cos sx dx
ur
π 0
.S
"r Z #
∞
d d 1
Fc0 (s) =
.E
r Z ∞
2 ∂
= f (x) (cos sx) dx
π ∂s
r Z0 ∞
2
= f (x)(−x) sin sx dx
π 0
r Z ∞
2
= − xf (x) sin sx dx
π 0
= −Fs [xf (x)]
Property 5
Let Fc (s) be the Fourier cosine transform of f (x). Then
1
Fc [f (x) cos ax] = [Fc (a + s) + Fc (a − s)]
2
Proof.
r Z ∞
2
Fc [f (x) cos ax] = f (x) cos ax cos sx dx
π 0
r Z ∞
2 1
= f (x) [cos(a + s)x + cos(a − s)x] dx
π 0 2
29
"r Z
1 2 ∞
= f (x) cos(a + s)x dx
2 π 0
r Z ∞ #
2
+ f (x) cos(a − s)x dx
π 0
1
= [Fc (a + s) + Fc (a − s)]
2
Property 6
Let Fs (s) be the Fourier sine transform of f (x) . Then
1
Fs [f (x) cos ax] = [Fs (s + a) + Fs (s − a)]
2
Proof.
r Z ∞
2
Fs [f (x) cos ax] = f (x) cos ax sin sx dx
π 0
r Z ∞
2 1
= f (x) [sin(s + a)x + sin(s − a)x] dx
π 2
"r 0 Z
2 ∞
T
1
= f (x) sin(s + a)x dx
IS
2 π 0
RM
r Z ∞ #
2
+ f (x) sin(s − a)x dx
,S
π 0
h
1
es
= [Fs (s + a) + Fs (s − a)]
2
ur
.S
Property 7
.E
1
Fc [f (x) sin ax] = [Fs (a + s) + Fs (a − s)]
2
Proof.
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 Z
1 2 ∞
= f (x) sin(a + s)x dx
2 π 0
r Z ∞ #
2
+ f (x) sin(a − s)x dx
π 0
1
= [Fs (a + s) + Fs (a − s)]
2
Property 8
Let Fs (s) be the Fourier sine transform of f (x) . Then
1
Fs [f (x) sin ax] = [Fc (s − a) − Fc (s + a)]
2
30
Proof.
r Z ∞
2
Fs [f (x) sin ax] = f (x) sin ax sin sx dx
π 0
r Z ∞
2 1
= f (x) [cos(s − a)x − cos(s + a)x] dx
π 2
"r 0 Z
∞
1 2
= f (x) cos(s − a)x dx
2 π 0
r Z ∞ #
2
− f (x) cos(s + a)x dx
π 0
1
= [Fc (s − a) − Fc (s + a)]
2
Property 9
Let Fc (s) and Gc (s) be the Fourier cosine transforms of f (x) and g(x) respectively. Then
Z ∞ Z ∞
Fc (s)Gc (s) ds = f (x) g(x) dx
0 0
Proof.
T
Z ∞
Fc (s)Gc (s) ds
IS
RM
0
"r Z #
,S
∞
2 ∞
Z
= Fc (s) g(x) cos sx dx ds
h
0 π 0
es
Z ∞Z ∞ r
ur
2
= Fc (s) g(x) cos sx dx ds
.S
0 0 π
.E
Z ∞ "r Z #
2 ∞
= g(x) Fc (s) cos sx ds dx
0 π 0
Property 10
Let Fs (s) and Gs (s) be the Fourier sine transforms of f (x) and g(x) respectively. Then
Z ∞ Z ∞
Fs (s)Gs (s) ds = f (x) g(x) dx
0 0
Proof.
Z ∞
Fs (s)Gs (s) ds
0
"r Z #
Z ∞ ∞
2
= Fs (s) g(x) sin sx dx ds
0 π 0
31
Z ∞ Z ∞
r
2
= Fs (s) g(x) sin sx dx ds
0 0 π
T
2
(i) |f (x)| dx = |Fs (s)|2 ds
Z0 ∞ Z0 ∞ IS
RM
(ii) |f (x)|2 dx = |Fc (s)|2 ds
0 0
h ,S
es
ur
.S
.E
Dr