Transforms and partial differential equations
Transforms and partial differential equations
PART-A
2 s
Fs e 3 x
s 2 9
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
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
2π
a is
2π
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
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
5
PART B
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
2π
cos sx 1 x
1
dx
2π
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
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
2π
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
2π
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 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
e2ax 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) ea 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