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Maths 1

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77 views8 pages

Maths 1

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arunadevy
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY

UNIT-IV

FOURIER TRANSFORMS

Fourier Transforms and its properties

Fourier Transform

We know that the complex form of Fourier integral is

1  
f(x) =   f(t) ei(t-x) dt d.
- -
2
Replacing  by s, we get

1  
f(x) = e - isx
ds  f(t) eist dt .
- -
2

It follows that if
1 

F(s) =  f(t) eist dt --------------------- (1)


2 
-

1 
Then, f(x) =  F(s) e-isx ds ---------------------- (2)
2 -

The function F(s), defined by (1), is called the Fourier Transform of f(x). The function
f(x), as given by (2), is called the inverse Fourier Transform of F(s). The equation (2) is
also referred to as the inversion formula.

Properties of Fourier Transforms

(1) Linearity Property

If F(s) and G(s) are Fourier Transforms of f(x) and g(x) respectively, then

MA8353 TRANSFORM AND PARTIAL DIFFERENTIAL EQUATIONS


ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY

F{a f(x) + bg(x)} = a F(s) + bG(s),

where a and b are constants.


1 
We have F(s) =  eisx f(x) dx
2 - 
1 
G(s) =  eisx g(x) dx
2 - 
Therefore,
1 
F{a f(x) + b g(x)} =  eisx {a f(x) + bg(x)}dx
2 - 
1  1 
= a  eisx f(x) dx + b  eisx g(x) dx
2 -  2 - 

= a F(s) + bG(s) i.e,

F{a f(x) + bg(x)} = a F(s) + bG(s)

(2) Shifting Property

(i) If F(s) is the complex Fourier Transform of f(x), then

F{f(x-a)} = eisa F(s).

1
We have F(s) =  eisx f(x) dx ---------------------( i )
2 - 

1 
Now, F{f(x-a)} =  eisx f(x-a) dx
2 - 
Putting x-a = t, we have 
1 
F{f(x-a)} =  eis(t+a) f(t) dt .
2 - 
1 
=e ias
 eist f(t) dt .
2 - 

MA8353 TRANSFORM AND PARTIAL DIFFERENTIAL EQUATIONS


ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY

= eias . F(s). ( by (i) ).

(ii) If F(s) is the complex Fourier Transform of f(x), then


F{eiax f(x) } = F(s+a).
1 
We have F(s) =  eisx f(x) dx ----------------------- ( i )
2 - 

1 
Now, iax
F{e f(x)} =  eisx .eiax f(x) dx.
2 - 

1 
=  ei(s+a)x. f(x) dx .
2 - 

= F(s+a) by (i) .

(3) Change of scale property

If F(s) is the complex Fourier transform of f(x), then

F{f(ax)} =1/a F(s/a), a  0.

1 
We have F(s) =  eisx f(x) dx ----------------------- ( i )
2 - 

1 
Now, F{f(ax)} =  eisx f(ax) dx.
2 - 

Put ax = t, so that dx = dt/a.

1 
F{f(ax)} =  e ist/a .f(t) dt/a .
2 - 

1 1 
= .  ei(s/a)t f(t) dt .a
2 - 

1

MA8353 TRANSFORM AND PARTIAL DIFFERENTIAL EQUATIONS


ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY

= . F(s/a). ( by (i) ).a

(4) Modulation theorem.

If F(s) is the complex Fourier transform of f(x), Then

F{f(x) cosax} = ½{F(s+a) + F(s-a)}.

1 
We have F(s) =  eisx f(x) dx
2 - 

1 
Now, F{f(x) cosax} =  eisx .f(x) cosax. dx.
2 - 

1  eiax + e-iax
=  eisx. f(x) dx .
2 -  2

1 1  1 
=  ei(s+a)x .f(x) dx +  ei(s-a)x f(x) dx
2 2 -  2 -

1
= { F(s+a) + F(s-a)}2

(5) nth derivative of the Fourier Transform

If F(s) is the complex Fourier Transform of f(x),Then

F{xn f(x)} = (-i)n dn/dsn .F(s).


1 
We have F(s) =  eisx f(x) dx --------------------------- (i)
2 - 

MA8353 TRANSFORM AND PARTIAL DIFFERENTIAL EQUATIONS


ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY

Differentiating (i) „n‟ times w.r.t „s‟, we get

dn F(s)  1
=  (ix)n. eisx f(x) dx
dsn 2 - 

(i) n 
=  eisx {xn f(x)} dx
2 -

= ( i )n F{xn f(x)}.

1 dn F(s)
 F{xn f(x)} = .
(i) n dsn

dn
i.e, F{xn f(x)} = (-i)n F(s).
dsn

(6) Fourier Transform of the derivatives of a function.

If F(s) is the complex Fourier Transform of f(x), Then,

F{f „(x)} = -is F(s) if f(x)  0 as x   .

1 
We have F(s) =  eisx f(x) dx .
2 - 

1 
Now, F{f „(x)} =  eisx f „(x) dx.
2 - 

1 
=  eisx d{f (x)}.
2 - 

1  
= eisx.f(x) - is  f(x). eisx dx.
2 - -

MA8353 TRANSFORM AND PARTIAL DIFFERENTIAL EQUATIONS


ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY

1
= - is  eisx f(x) dx , provided f(x) = 0
2 -  as x    .

= - is F(s).

i.e, F{f ‟(x)} = - is F(s) ------------------------------- ( i )

Then the Fourier Transform of f  (x),

1 
i.e, F{f (x)} =  eisx f (x) dx.
2 - 

1 
=  eisx d{f ‟(x)}.
2 - 

1  
= isx
e .f „(x) -  f „(x). eisx .(is)dx.
2 - -

1 
= - is  eisx f „(x) dx , provided f „(x) = 0
2 -  as x    .

= - is F{f „(x).}

= (-is).(-is)F(s). by( i ).

= (-is)2 . F(s).

i.e, F{f “(x)} = (- is)2 .F(s) , Provided f , f‟ 0


as x   .
In general, the Fourier transform of the nth derivative of f(x) is given byF{f

n
(x)} = (-is)n F(s),

provided the first „n-1‟ derivatives vanish as x  .

Property (7)
x F(s)
If F(s) is the complex Fourier Transform of f(x), then F  f(x)dx =
a (-is)

MA8353 TRANSFORM AND PARTIAL DIFFERENTIAL EQUATIONS


ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY

x
Let g(x) =  f(x) dx .
a

Then, g‟(x) = f(x). -------------------------------------------------- ( i )

Now f [g„(x)] = (-is) G(s), by property (6).

= (-is). F{g(x)}
x
= (-is). F  f(x) dx .
a
x
i.e, F{g‟(x)} = (-is). F  f(x) dx .
a

x 1
i.e, F  f(x) dx = . F{g‟(x)}.a
(-is)

1
= F{f (x)}. [ by ( i )](-
is)

x F(s)
Thus, F  f(x) dx = .
a (-is)

Property (8)

If F(s) is the complex Fourier transform of f(x),



Then, F{f(-x)} = F(s), where bar denotes complex conjugate.

Proof
  
1
F(s) =  f(x) e-isx dx .
2 -

Putting x = -t, we get

 1 
F(s) =  f(-t) eisx dt .
2 -

MA8353 TRANSFORM AND PARTIAL DIFFERENTIAL EQUATIONS


ROHINI COLLEGE OF ENGINEERING & TECHNOLOGY


= F{f(-x)} .

Note: If F{f(x)} = F(s), then

(i) F{f(-x)} = F(-s).



(ii) F{f(x)} = F(-s).

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