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Transforms and partial differential equations

This document covers various problems related to Fourier transforms, including sine transforms and properties such as the change of scale and convolution theorem. It provides solutions and proofs for specific cases involving exponential functions and their transforms. Additionally, it includes statements of important identities like Parseval's identity and examples of Fourier transform pairs.

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sanjusandhip1929
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0% found this document useful (0 votes)
3 views

Transforms and partial differential equations

This document covers various problems related to Fourier transforms, including sine transforms and properties such as the change of scale and convolution theorem. It provides solutions and proofs for specific cases involving exponential functions and their transforms. Additionally, it includes statements of important identities like Parseval's identity and examples of Fourier transform pairs.

Uploaded by

sanjusandhip1929
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 15

UNIT – IV: FOURIER TRANSFORMS

PART-A

Problem:1  AU N/D 2012, M/J 2013


Find the Fourier sine transform of e3 x
Solution :

2 3 x
Fs e 3 x   e sin sx dx
 0

2  e 3 x   eax
  e sin bxdx  2  a sin bx  b cos bx 
ax
  2 2  3sin sx  s cos sx  
 3  s 0  a  b2
2  1  2 s 

  0  9  s 2  0  s      9  s 2   Fs ( s )

2 s 
Fs e 3 x  
  s 2  9 

Problem:2 AU M/J2013 


1 s
If F  f ( x)   F (s) then F  f (ax)   F  , a  0
a a
Proof :
Case (i). a  0.

1 isx
F  f  x    e f  x  dx  F  s 
2 

1 isx
F  f  ax    e f  ax  dx
2 

dt
Put ax  t  adx  dt  dx  , when x   , t   
a
x   , t 

1
 ist
1 dt
F  f  ax     e a f t 
2 
a
 s
1 1 i  t
 . e a
f  t  dt
a 2 

1 s
F  f  ax    F  
a a
Problem:3 AU M/J 2012, A/M 2010 
What is the Fourier transform of f ( x  a ) if the Fourier transform of f ( x) is F ( s) ?
Solution :

1 isx
By definition F  f  x    e f  x  dx  F  s 
2 

1
F  f  x  a    eisx f  x  a  dx
2π 
Put t  x  a  x  t  a when x   , t  
dt  dx when x   , t  
 
1 is  t  a  1 is t
F  f  x  a    e f  t  dt  e eis a f  t  dt
2π  2π 

1
 eis a . e
is t
f  t  dt  eis a F (s )
2π 

Problem:4 AU M/J2012, A/M 2010, N/D2010


Find the Fourier sine transform of e  ax , a  0
Solution :

2
Fs  f  x     f ( x) sin sx dx
 0

2  ax
Fs  e ax   e sin sx dx
 0

2  e  ax 

  a 2  s 2   a sin sx  s cos sx  
 0
2  1  2 s 

 0  a 2  s 2  0  s      a 2  s 2   Fs ( s )

2 s 
Fs ( e ax ) 
  a 2  s 2 

2
Problem:5 AU N/D 2011, N/D 2013 
State and prove the change of scale property of Fourier Transform.
Solution :
1 s
If F  f ( x )  F ( s) then F  f (ax )  F  , a  0
a a
Proof :
Case (i). a  0.

1 isx
F  f  x    e f  x  dx  F  s 
2 

1 isx
F  f  ax    e f  ax  dx
2 

dt
Put ax  t  adx  dt  dx  , when x   , t   
a
x   , t 
 ist
1 dt
F  f  ax     e a f t 
2 
a
 s
1 1 i  t
 . e a
f  t  dt
a 2 

1 s
 F 
a a
Case(ii). a  0
Put a   m where m is positive

1 isx
F  f  ax    e f  mx  dx  F  s 
2 

dt
Put  mx  t   mdx  dt  dx 
m
when x   , t  
x   , t  
ist
1  dt
F  f  ax     e m f t 
2  m
 
 s 
i t
1 1   m 

 .  e f  t  dt
m 2 
 s
1 1 i  t 1 s
 . e a
f  t  dt   F      (2)
a 2 
a a

3
Problem:6 AU N/D2012, N/D 2013
Find the Fourier transform of f ( x)  e  a x , a  0
Solution
1

isx
 a x
 e e dx
2π 
0 
1 ax isx 1  a x isx
 e e dx   e e dx
2π  2π 0


1 0
e
 a  is  x dx  1    a  is  x
e dx
2π 
 2π 0
0 
  a  is  x    a  is  x 
1 e  1 e 
    


 a  is  


  a  is  
 0
1  1  1  1  1  1 1 
   0  0     
2π   a  is   2π    a  is   2π   a  is   a  is  
1  a  is  a  is 
  
2π   a  is  a  is  

2  a 
  2 2   F ( s)
2π   a  s  

2  a 
F ( s)   2 2 
2π   a  s  
Problem:7 AU N/D 2012
State Convolution theorem in Fourier transform
Solution :
Statement :
F  f ( x) * g ( x )  F ( s )G ( s )  F  f ( x) .G  g ( x) 

1
where f(x)  g(x)   f(t) g(x  t) dt
2π 

Problem:8 AU N/D 2010, N/D 2011


Write Fourier transform pair
Solution :

1 isx
F  f  x    e f  x  dx  F  s  ............(1)
2 

4
Inverse Fourier transform
1  isx
f  x   e F  s  ds ...............(2)
2π 
(1) and (2) together called Fourier transform pair
Problem:9 AU N/D 2011, N/D 2010 
State Parseval's identity on Fourier transform
Solution :
 
If F  f ( x)  F ( s ) then  f  x
2
dx   F s
2
ds
 

Problem:10 AU N/D 2011, N/D 2013


eikx , for a  x  b
Find the complex Fourier Transform of f ( x)  
0 , otherwise
Solution :

1 isx
F  f  x    e f  x  dx  F  s 
2 
b
1 isx ikx
 e e dx
2 a

1 i s  k  x
 e dx
2π 
b
1  ei  s  k  x 
  
2π  i  s  k  a
i  ei  s  k  b  e i  s  k  a 
  
2π  s  k 

5
PART B

Problem:1(i)  AU N/D 2009 A/M 2010 N/ D / 2011 N / D / 2012 

1  x for x  1
Find the Fourier Transform of f ( x)   and hence
0 , for x  1

sin 4 t
find the value of  dt
0
t4
Solution :

1 isx
By definition F  f  x    e f  x  dx  F  s 
2 
 1
1 1
 e 1     cos sx  i sin sx  1   dx
isx
 x f  x  dx  x
2  2 1
1 1
1 1


 cos sx  1  x
1
 dx 

 i sin sx 1
1
x  dx
1
2

2
 cos sx 1  x dx  0 (It is an odd function)
0
1
2   sin sx    cos sx  
 1  x   s     1   s 2  
2π      0
1
2  cos sx  2  cos s  1  2  1  cos s 
  2    2    2 
2  s  0 2  s  2  s 
s
 sin 2
2  s  4 2
2 sin 2   1  cos   2 sin
2
  . Hence F ( s)  2
s2 2  2  2 2 s
 
2 2
By Parseval's identity  f  x dx   F s
 
2
s
1  sin 2
2 4 2
 1 x dx   ds
1  2 s2

s
1 sin 4   
16  2  ds
2 1  x  2 dx   4
0
2  s
 4 s 
1 sin   
 1  x  3  16    2   ds
   .  4
 3  0 4   s 
 
 

6
 4 s
sin   
4 

   2   ds  1 (It is an even function)



   s 4
 3
 
 
 4 s 
  sin  
  2   ds   ................(1)
 s4 
  12
 
 
s dt 1 dt
put t  , s  2t ,   ds 
2 ds 2 2

 sin 4 t  
(1) becomes   4 
2dt 
  (2t )  12
 
 sin 4 t    sin 4 t  
  16t 4  2 d t     4  dt 
12  
8t  12

 sin 4 t  8 
 sin 4 t  
2  4  dt 
0
t  12 0  t 4  dt  3
Problem:1(ii)AU N/D 2010, N/D 2012
1, for | x |  a
Find the Fourier Transform of f ( x)   Hence evaluate
0 , for | x |  a
  2
 sin as cos sx   sin x  sin x 
  dx,  dx and 0  x  dx
s  0 x
Solution :

1 isx
By definition:F  f  x    e f  x  dx
2 
a
a e  isx
1 isx 1

2  e 1 dx  2  
a
 is  a

1  eisa e isa  1 2i sin as 2 sin as


    
2π is 2π is 2π s
 
2 sin as
Hence F ( s ) 
2π s
By inverse Fourier Transform

1  isx
f  x  e F  s  ds
2π 

1  isx 2 sin as
 e ds
2π  2π s 7

2 sin as
  (cos sx  i sin sx) d
2 
s

1 cos sx sin as
f ( x)   ds
 
s

cos sx sin as
 f ( x)   ds

s
 for x  a

cos sx sin as
 ds  

s 0 for x  a
Put x  0 and a  1 we get

sin s
 ds  

s

sin s 
 ds 
0
s 2

sin x 
Replace s by x   dx 
0 x 2
 
2 2
By Parseval's identity  f  x dx   F  s ds
 
a  2
2 sin as
 12 dx   ds
a  2π s
2
a 4   sin as 
 x  a    s  ds
2π 
 2
2  sin as 
2a    s  ds
π 
 2
 sin s 
Put a  1  π     ds  Integrand is an even function 
 
s 
 2  2
 sin s   sin x  π
π  2  ds    dx 
0  s  0 x  2
Problem 2.  AU N/D 2012, N/D 2013
1  x 2 for x  1
Find the Fourier Transform of f ( x)  
0 , otherwise

sin x  x cos x x
Hence evaluate  3
cos   dx
0
x  2

8
Solution :

1 isx
By definition:F  f  x    F  s   e f  x  dx
2π 
1
1
 e 1  x  dx.
isx 2

2π 1
1
1   eisx   eisx   eisx  
 1  x 2       2 x      2   
2π  is   is 2    is 3  
       1
1
1  2eisx 2 xeisx  2  eis eis   e is e is 
  3    3  2  3  2 
2π  is s 2  1 2π  is s   is s 
2  eis eis e  is e is 
  3  s 2  is 3  s 2 
2π  is 
2  1 is  is 1 is  is 

2π  s 2  e  e  
is 3
 e  e  
2  1 1 
   s 2 .2 cos s  is 3 .2 i sin s 

4  cos s sin s  4  sin s  s cos s 
F(s)   2 . 3  
2π  s s  2π  s3 
By inverse Fourier Transform:

1  isx
f  x  e F  s  ds
2π 

1 4  sin s  s cos s 

2π   cos sx  i sin sx 
 2π  s3 ds

1 4  sin s  s cos s 
  cos sx ds
2π  2π  s3

4  sin s  s cos s 
    cos sx ds
2π  s3

 sin s  s cos s  
   3  cos sx ds  f ( x)
 s  2
π
 1  x  for x  1
 2
 sin s  s cos s 
  s3  cos sx ds  2
0 ,otherwise
1
put x 
2

9

 sin s  s cos s  s   1  3
 
 s 3  cos 
 2


ds 
2
1   
 4 8

 sin x  x cos x   x 3
  3  cos   dx  (since ' s ' is dummy)

x   2 8

 sin x  x cos x   x 3
2  3  cos   dx 
0 
x  2 8

 sin x  x cos x  x 3
  3  cos   dx 
0
x  2 16
Problem:3  AU N/D/2011 , N/D/2012 
2 2
a  x for x  a
Find the Fourier Transform of f ( x)  
0 , otherwise

sin t  t cos t 
Hence deduce that  3
dt  .
0
t 4
 2
 sin t  t cos t  
Using Parsevals identity show that 0  t 3  dt  .
 15
Solution :

1 isx
By definition:F  f  x    F  s   e f  x  dx
2π 
a
1
 e 1  x  dx.
isx 2

2π a
a
1   eisx   eisx   eisx  
 1  x 2      2 x      2   
2π  is   is  2    is 3  
     a
a
1  2eisx 2 xeisx  2  eias eias   e ias e  ias  
  3     3  2    3  2  
2π  is s2  a 2π  is s   is s 
2  eias eias e ias e ias 
  3  s 2  is 3  s 2 
2π  is 
2  1 ias ias 1 ias  ias 

2π  s 2  e  e   is 3  e  e  
2  1 1 
   s 2 .2 cos as  is 3 .2 i sin as 

4  cos as sin as  4  sin as  s cos as 
F(s)    s 2 .  s 3  
2π 2π  s3 

10
4  sin as  s cos as 
Hence F(s) 
2π  s3 

By inverse Fourier Transform:



1  isx
f  x e F  s  ds
2π 

1 4  sin as  s cos as 


  cos sx  i sin sx 
 2π  s3 ds

1 4  sin as  s cos as 


 cos sx
 2π  s3 ds

4  sin as  s cos as 
    cos sx ds
2π  s3

 sin as  s cos as  
   3  cos sx ds  f ( x )

s  2
π
 1  x  for x  a
 2
 sin as  s cos as 
  s3  cos sx ds   2
0 , otherwise
put x  0

 sin as  s cos as   
  3  cos 0 ds  1  0   Put a  1

s  2 2

 sin s  s cos s  
  3  ds  (since ' s ' is dummy)
 s 2
 
 sin s  s cos s    sin s  s cos s  
2  3  ds   3  ds 
0  s  2 0  s  2

 sin x  x cos x  3
  x 3   16
0

By inverse Transform:

1  isx
f  x e F  s  ds
2π 

1  x 2  for x  1 1

 isx 4  sin s  s cos s 
  e ds
0 , otherwise 2π  2π  s3
Put x  0
 
4  sin s  s cos s  π  sin s  s cos s 
1   3 ds     ds It is an even function.
2π   s  2   s3

11

 sin s  s cos s  π
  3 ds 
0
s  4

 sin t  t cos t  π
  3 ds  ,( s replace by t )
0
t  4
 
2 2
By Parseval's Identity,  f  x dx   F s ds
 
a  2
2 2 4  sin s  s cos s 
 1  x  dx
a
 
 2  s3  ds
a  2
16  sin s  s cos s 
2 1  x  2 x dx 
4 2
   ds
0
2 
s3
a  2
 x5 2 x 3  8  sin s  s cos s 
2 x        ds
 5 3 0  
s3
 2
2  a5 2a 3   sin s  s cos s 
 a     2    ds (It is an even function)
8  5 3  0 
s3
 2
 8  sin s  s cos s 
.     ds put a  1
8 15 0 s3
 2
 sin s  s cos s  
  3  dt  Put s  t
0
s  15
 2
 sin t  t cos t  
  3  dt 
0
t  15
Problem:4(i) AU N/D 2012, N/D 2013

dx
Evaluate  (x 2
using Parsevals identity
0  a2 )2
Solution :

2
Fc  f  x     f ( x) cos sx dx
 0

2  ax
Fc e  ax   e cos sx dx
 0

2  e  ax 

  a 2  s 2   a cos sx  s sin sx  
 0
2  1 

 0  a 2  s 2   a (1)  

12
2 a 
  Fc (s )
  a 2  s 2 
By Parseval's Identity
 
2 2
 f  x dx   Fc  s  ds
0 0
2
 
2 a 
 e 
 ax 2
dx   ds
0 0
  a 2  s 2 
 
2a 2 ds
  e2ax  dx    2
0 0 a 2
 s2 
 
 e 2 ax  2a 2 ds
  2a     2
 0 0 s 2
 a2 

e0 2a 2 ds
0   2
 2a  0 s 2
 a2 

dx 
Replace s by x ,  
2 2 4a 3
0 x 2
a 
Problem:4(ii) AU N/D 2011, N/D 2012 

dx
Evaluate: using transform method
0
( x  4)( x 2  25)
2

Solution :
 
dx dx
I   2
0
( x  4)( x  25) 0 ( x  2 )( x 2  52 )
2 2 2

Take a  2 and b  5
Let f ( x )  e  ax , g ( x)  e bx , a, b  0
2 a 2 b
then Fc  s   . 2 2
, Gc  s   . 2
 s a  s  b2
By Parseval's' Identity
 

 f ( x ) g ( x ) dx   Fc  s  Gc  s  ds
0 0
 
 ax 2 a 2 b
e . e bx dx   . 2 . 2 ds
0 0
 s  a2  s  b2
 
(a  b)x 2 ds
e dx  ab  . 2
0  s  a  s  b 
2 2 2
0
π

13
 
ds   e ( a  b ) x    1 
0  s 2  a2  s 2  b2  2ab  (a  b)   2ab 0  (a  b) 
. 
0

dx π
 x  ( Replace ' s ' by ' x ').
0
2
a 2
 x 2
b 2
 2ab(a  b)
Replace a by 2 and b  5 in the above step we get

dx π 
 (x 2 2
 
0  4)( x  25) 2(2)(5)(2  5) 140
Problem:5(i) AU N/D 2010 A/M 2010 A/M 2011 

dx
Using Fourier cosine transform Evaluate  (x 2
.
0
 a )( x 2  b 2 )
2


dx
(OR) Evaluate  (t 2
0
 a )(t 2  b 2 )
2

Solution :
Let f ( x )  e  ax , g ( x )  e bx , a, b  0
2 a 2 b
then Fc  s   . 2 2
, Gc  s   . 2
 s a  s  b2
Let f ( x )  e  ax , g ( x )  e bx , a, b  0
2 a 2 b
then Fc  s   . 2 2
, Gc  s   . 2
 s a  s  b2
By Parseval's' Identity
 

 f ( x ) g ( x ) dx   Fc  s  Gc  s  ds
0 0
 
 ax 2 a 2 b
e . e bx dx   . 2 . 2 ds
0 0
 s  a2  s  b2
 
(a  b)x 2 ds
 e dx 
0 π
ab  . 2
0  s  a  s  b 
2 2 2

 
ds   e ( a  b ) x    1 
0  s 2  a2  s 2  b2  2ab  (a  b)   2ab 0  (a  b) 
. 
0

dx π
 x  ( Replace ' s ' by ' x ').
0
2
a 2
 x 2
b 2
 2ab(a  b)

dt π
 t  we replace ' s ' by ' t ' if the required answer is in t
0
2
 a 2  t 2  b 2  2ab(a  b)

14
Problem:5(ii) [AU N/D 2012 ]
2 2
Find the Fourier Cosine Transform of e- a x , a  0.Hence show that the function
 x2
2
e is a self reciprocal.
Solution :
2 2
f ( x)  ea x

2
Fc  f  x     f ( x) cos sx dx
 0

2  a 2 x2
 e cos sx dx.
 0
2   a 2 x2 isx
 R.Part of e e dx.
 0

1 2 2 2
 R.Part of  e a x eisx dx.
2  

1  a 2 x 2 isx
 R.Part of e e dx.
2 

1
 R.Part of  f ( x) eisx dx
2 

 R.Part of F  f ( x) 
2 2
 R.Part of  Fourier Transform ofe  a x 
 
2
 1  s2 
 R. Part of  e 4a 
 a 2 
s2
1 
4a2
 e
a 2
s2
1 
Fc  f ( x )  e 4 a2

a 2
s2
 a 2 x2 1 
Fc e  2
e 4a
  a 2
1
Put a  we get
2
2 2
 x   s
2 2
Fc e   e
 

15

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