FOURIER TRANSFORMS

Fourier Cosine and Sine Transform

Consider the Fourier cosine integral representation of a function ! as

2 * * 2 * 2 *
! 5 = ( ( ! + cos $+ du cos $5 d$ = ( ( ! + cos $+ du cos $5 d$
' ) ) ' ) ' )

In this integration representation, we set

2 * Fourier cosine transform of ! in 0 < 5 < ∞

!"# $ = ( ! + cos $+ du
' ) Notation: :# (!)

2 * Inverse Fourier cosine transform of !"# $

Then ! 5 = ( !"# $ cos $5 d$
' ) Notation: :#=> (!"# <

2
Fourier Cosine and Sine Transform

Consider the Fourier sine integral representation of a function ! as

2 * * 2 * 2 *
! 4 = ( ( ! + sin $+ du sin $4 d$ = ( ( ! + sin $+ du sin $4 d$
' ) ) ' ) ' )

In this integration representation, we set

2 * Fourier sine transform of ! in 0 < 4 < ∞

!"# $ = ( ! + sin $+ du
' ) Notation: 9# (!)

2 * Inverse Fourier sine transform of !"# $

Then ! 4 = ( !"# $ sin $4 d$
' ) Notation: 9#<= (!"# ;

3
Fourier Cosine and Sine Transform
Important Properties:

(1) Linearity: Let ! and " are piecewise continuous and absolutely integrable functions.
Then for constants / and 1, we have

-3 (/! + 1") = /-3 (!) + 1-3 (") -. (/! + 1") = /-. (!) + 1-3 (")

Note that these properties are obvious and can be proved just using linearity of the integrals.

(2) Transform of Derivatives: Let !($) be continuous and absolutely integrable on $ −axis.

Let !′($) be piecewise continuous and on each finite interval on [0, ∞) and
! $ → 0 as $ → ∞.

2
-3 {! 5 ($)} = 7-. {!($)} − !(0) -. {! 5 ($)} = −7-3 {! $ }
9

4
Fourier Cosine and Sine Transform

Proof: By the definition of Fourier cosine transform we have

2 + $
!" #$ % = ) # % cos /% dx
( *

Integrating by parts we get

+
2
!" {# $ (%)} = # % cos /% |+
* + / ) # % sin /% dx
( *

Using the definition of Fourier sine transform we obtain

2
!" {# $ (%)} =− #(0) + /!< {#(%)}.
(

Similarly the other result for Fourier sine transform can be obtained.

5
Fourier Cosine and Sine Transform

Remark: The above results can easily be extended to the second order derivatives to have

2 5
&2 !) $ = −0 . &2 ! $ − ! 0
4

.
&' {! ) ($)} = 0!(0) − 0 . &' {!($)}
/

Note that here we have assumed continuity of ! and !′ and piecewise continuity of !′′.

Further, we also assumed that ! and !′ both goes to 0 as $ approaches to ∞

6
Worked Problems

Problem 1: Find the Fourier sine transform of ! "# , % > 0. 2 9

45 {! "# } =
8 1 + 92
+
% sin /%
Hence find the value of ) d%, />0
* 1 + %2

2 + "#
Solution: Using the definition of Fourier sine transform 45 ! "# = ) ! sin 9% d%
8 *

:
+ + +
:=) ! "# sin 9% d% = −! "# sin 9%|+
* +9) ! "# cos 9% d% = 9 ) ! "# cos 9% d%
* * *
+
=9 −! "# cos 9%|+
* − 9 ) ! "# sin 9%d% = 9 1 − 9:
*
9
⟹:=
1 + 92

7
Worked Problems

2 8 >
23 A sin CA
Fourier sine transform: ./ {1 }=
7 1 + 8; <
1 + A ; dA =?
=

Taking inverse Fourier transform

2 > 2 >
8
1 23 = ?
< @ 8 sin 8A d8 = < sin 8A d8
7 = / 7 = 1 + 8;

Changing A to C and 8 to A we get

>
A 7 2F
<
1 + A ; sin(AC) dA = 2 1
=

8
Worked Problems
$
Problem 2: Find the Fourier cosine transform of ! "# , & > 0.

Solution: By the definition of Fourier cosine transform we have

$ 2 3 2 3 "?$
*+ {! "# } = 1 4 (6)cos(;6) d6 = 1 ! cos(;6) d6
0 2 0 2

Differentiating > with respect to ;: >

=> = 3 "?$ 3
$
= 1 ! cos(;6) d6 = − 1 ! "? sin ;6 6 d6
=; =; 2 2

Integrating by parts:

=> 1 "?$ 3 ; 3 "?$ ;

= ! sin(;6D − 1 ! cos(;6)d6 = − >
=; 2 2 2 2 2

9
Worked Problems
C
>" ? )
"=A % &D )
cos(?F) dF
= − " ⟹ " = $% &( ⁄*
>? 2 B

) 2
9: % &< = "
4 4 4
Note that "(0) = ⟹$=
2 2

4 &()⁄*
Hence " = %
2

Therefore the desired Fourier cosine transform is given as

) 2 4 &()⁄* 1 &()⁄*
9: {% &< } = % = %
4 2 2

10
Key takeaway

Fourier Cosine Transform:

2 , 2 ,
!" # ≔ #%" & = * # - cos &- du # 3 = * #%" & cos &3 d&
) + ) +

Fourier Sine Transform:

2 , 2 ,
!4 # ≔ #%4 & = * # - sin &- du # 3 = * #%4 & sin &3 d&
) + ) +

11
The Exponential Fourier Integral / !"#$%&' (")*+&* ,-.&/*0% 1&$*&2&-.0.+"-

It is often convenient to introduce complex form of Fourier integral.

1 5 5
6(>) = 3 3 6 7 cos ; 7 − > du d;
D E 45

Note that the integral

5
3 6 7 cos ;(7 − >) du
45

is an even function of ;. Therefore this integral can be written as

1 5 5
6(>) = 3 3 6 7 cos ; 7 − > du d;
2D 45 45

12
The Exponential Fourier Integral

1 # #
We have $(,) = ! ! $ % cos ) % − , du d)
22 "# "#

Also, note that the integral

#
! $ % sin )(% − ,) du
"#

is an odd function of ). Therefore we have the following result

1 # #
! ! $ % sin ) % − , du d) = 0
22 "# "#

Combining the above two integrals we get

1 # #
$ , = ! ! $ % cos) % − , ± = sin)(% − ,) du dα
22 "# "#

13
The Exponential Fourier Integral

1 ) )
! " = ' ' ! * cos/ * − " ± 2sin/(* − ") du dα
2& () ()

This may be rewritten either as

1 ) )
! " = ' ' ! * 9 :;(<(=) du dα
2& () ()
or

1 ) )
! " = ' ' ! * 9 (:;(<(=) du dα
2& () ()

The above integrals are called HIJKLMN OIPQRMQ RSTMUQVL QMKQMWMSTVTRIS of !.

14
Fourier Transform

Consider the complex Fourier integral representation of !:

1 * *
! # = ( ( ! + , ./(1)2) du dα
2' )* )*

6
Now we split the exponential integrands and the pre-factor as
78
* *
1 1
! # = ( ( ! + , ./1 du , )./2 9:
2' )* 2' )*

Fourier transform of !
1 *
Fourier Transform of !: !F : = ( ! + , ./1 9+ =: G !
2' )*

1 *
Inverse Fourier Transform of !: ! # = ( !F : , )./2 9: =: G )6 !
2' )*

15
Fourier Transform

Remark: It should be noted that there are a number of alternative forms for the Fourier transform. Different

forms deals with a different pre-factor and power of exponential.

For example, we can also define Fourier and inverse Fourier transform in the following manner.

+ +
1 1
!(#) = ) !, - . /01 2- where ,
!(-) = ) ! (3). */04 23
2( *+ 2( *+

+
1 +
or !(#) = ) !, - . /01 2- where ,
!(-) = ) ! (3). */04 23
*+ 2( *+

+
1 +
or !(#) = ) !, (-) . /01 2- where ,
!(-) = ) ! (3). */04 23
2( *+ *+

16
Properties of Fourier Transform

Linearity: Let ! and % are piecewise continuous and absolutely integrable functions.
Then for constants & and ' we have

F(a f + b g) = a F(f) + b F(g)

2
1
Proof: ((&! + '%) = 0 &! 3 + '% 3 4 567 83
2/ 12

2 2
& '
= 0 ! 3 4 567 83 + 0 % 3 4 567 83
2/ 12 2/ 12

= &( ! + '( %

17
Properties of Fourier Transform

" ! is the Fourier transform of #(') then

Change of Scale Property: If #(%

1 %
([#(*')] = "
# , *≠0
|*| *

Proof: By the definition of Fourier transform we get

1 6
([#(*')] = 4 # (*')7 89: ;'
23 56

Substituting *' = < so that * ;' = ;<, we have

6
1 =
89> ;< 1 %
([#(*')] = 4 # (<)7 = "
# .
23 56 |*| |*| *

18
Properties of Fourier Transform

" ! is the Fourier transform of #(') then

Shifting Property: If #(%

)[#(' − ,)] = / 012 )[#(')(

Proof: By definition, we have

8
1
)[#(' − ,)] = 6 # (' − ,)/ 019 :'
25 78

Subst. ' − , = ;
8
1
= 6 # (;)/ 01(<=2) :;
25 78

"
= / 012 #(%)

19
Properties of Fourier Transform

$ ! is the Fourier transform of %(') then

Duality Property: If %(,

$
"[%(')] = %(−, !

Proof: By definition of the inverse Fourier transform, we have

2
1
%(') = 0 %$ (,)3 1456 7,
2/ 12

Renaming ' to , and , to ', we have

1 2
%(,) = 0 %$ (')3 1456 7'
2/ 12

Replacing , to − ,, we obtain
2
1
%(−,) = 0 %$ (')3 456 7' = "[%(')].
$
2/ 12

20
Properties of Fourier Transform
Fourier Transforms of Derivatives

If "($) is continuously differentiable and " $ → 0 as |$| → ∞, then

+ ", $ 3
= −/0 +["($)] = −/0 "(0)

Proof: By the definition of Fourier transform we have

9
1
+[" , ($)] = 7 " , ($) : ;<= >$
26 89

Integrating by parts we obtain

9
1 9
+[" , ($)] = " $ : ;<=
89
− 7 " $ : ;<= /0 >$
26 89

3
Since " $ → 0 as |$| → ∞, we get +[" , ($)] = −/0 "(0)

21
Properties of Fourier Transform

Fourier Transforms of Derivatives

If "($) is continuously differential and " $ → 0 as |$| → ∞, then

<
6[" = ($)] = (−:;)6["($)] = (−:;)"(;).

Note that the above result can be generalized.

If "($) is continuously %-times differentiable and " (&) $ → 0 as $ → ∞ for / = 1, 2, . . . , % − 1,

then the Fourier transform of %th derivative is

<
6[" (8) ($)] = −:; 8 "(;).

22
Properties of Fourier Transform

Convolution for Fourier Transforms ) * ∗ , = 2. ) * )(,)

Proof: By definition, we have

1 6 6
)[* ∗ ,] = 4 4 * # , ! − # d# 8 9:; d!
2. 56 56

Changing the order of integration we obtain

1 6 6
) *∗, = 4 4 * # , ! − # 8 9:; d! '#
2. 56 56

By substituting ! − # = % ⇒ '! = '%, we get

6 6
1
) *∗, = 4 4 * # , % 8 9:(<=>) d%d#
2. 56 56

23
Properties of Fourier Transform

Splitting the integrals we get

1 - 1 -
![# ∗ %] = 2) + # (/)1 234 d/ + % (6)1 237 d6
2) ,- 2) ,-

Finally we have the following result

! # ∗ % = 2) ! # ! % = 2) #9 : %(:
; 8

The above result is sometimes written by taking the inverse transform on both the sides as
-
(# ∗ %)(<) = + #9 : %; : 1 ,23= d:
,-

- -
+ # / % < − / d/ = + #9 : %; : 1 ,23= d:
,- ,-

24
Key takeaway

1 -
Scaling Property: ![#(%&)] = ,
#
|%| %

Shifting Property: ! # & − % = 0 123 ![#(&).

,
Duality Property: ![#(&)] = #(−- 4

,
Derivative Property: ![# (5) (&)] = −6- 5 #(-)

Convolution Property: ! # ∗ 8 = 2: ! # !(8)

25
Worked Problems
%
Problem 1: Find the Fourier transform of ! "#$ .

,
"#$%
1 %
Solution: & ! = + ! -.$ ! "#$ /0
2* ",

,
1 "#$% 2 , %
= + cos 40 + 6 sin 40 ! /0 = + cos 40 ! "#$ /0
2* ", * 9

, ,
"#$%
/= %
Let = = + cos 40 ! /0 ⟹ = − + sin 40 ! "#$ 0 /0
9 /4 9

/= 1 "#$ % , 4 , "#$ % /= 4
⟹ = sin 40 ! − + cos 40 ! /0 ⟹ =− =
/4 2@ 9 2@ 9 /4 2@

26
Worked Problems
B
*
34 1 7* 4 = @ cos 10 ' (9+ 30
⟹ =− 4 ⟹ 4 = 6' (89 A
31 2!
(9+ * 2
& ' = 4
? ?
Note 4 0 = =6
2 !

2 ? (7* 1 7*
(9+* (9+*
⟹& ' = ' 89 ⟹ & ' = ' (89
? 2 ! 2!

) ,*
Remark: If ! = 1⁄2 then & ' (*+* (*
=' . This shows & .(0) = .(1 )

Such a function is said to be self-reciprocal under the Fourier transformation.

27
Worked Problems
Problem 2: Find the Fourier transform of

;(1) = " #$|&| , −∞ < 1 < ∞, 6 > 0.

Solution: Using the definition of Fourier transform we have

- ,
1
! " #$|&| = + " $& " ./& d1 + + " #$& " ./& d1
2* #, -

1 " ($4./)& - " (#$4./)& ,

= 9 + 9
2* 6 + 78 #, −6 + 78 -

1 1 1
= + (−1)
2* 6 + 78 −6 + 78

1 1 1 1 26
= + =
2* 6 + 78 6 − 78 2* 6B + 8 B

28
Worked Problems

Problem 3: Find the Fourier transform of Dirac-Delta function "($ − &), & > 0.

Solution: Recall that the Dirac-Delta function can be thought as

0, when $ < &, &>0

1
"($ − &) = lim ". ($ − &) = lim , when & ≤ $ ≤ & + B
.→0 .→0 B
0, when $ > & + B

Applying the definition of Fourier transform we get

7 1 EF. 1
1
1 "($ − &) = 5 " ($ − &)8 9:; d$ = lim 5 8 9:; d$
24 67 24 .→0 E B

29
Worked Problems

@ :;,
1 1 1 456
! #(% − ') = ? # (% − ')3 456 d% = lim ? 3 d%
21 =@ 21 ,→. : 2

On integrating we obtain

1 1 3 456 :;, 1 1 1 45(:;,)

)
! #(% − ' = lim 9 = lim 3 − 3 45:
,→. 21 2 78 : ,→. 21 2 78

1 3 45, − 1
45: 1 45:
= 3 lim = 3
21 ,→. 782 21

With this results we deduce that ! => (1) = 21#(%<.

30
Worked Problems

Problem 3: Find Fourier transform of ! " #$ % , ' > 0

2 1
1 1
Solution: * ! " #$ % = − 0 ! " $ % " 34% 5! + 0 ! " #$ % " 34% 5!
2/ #1 2/ 2

Subst. ! = −7 in the first integral

1 1 1 1
= 0 7 " #$ 8 " #348 57 + 0 ! " #$ % " 34% 5!
2/ 2 2/ 2

1
2
= 0 ! " #$ % cos(=!) 5! = *? ! " #$%
2/ 2

2 1 #$% 2 '
*? " #$% = 0 " cos =! 5! =
/ 2 / '@ + = @

31
Worked Problems

2 ,
2 3 ! 1 # $% & = !" 1 # $%&
!" # $%& = * # $%& cos 01 21 =
) + ) 34 + 0 4

Differentiating both sides with respect to 3:

2 , $%& 2 34 + 0 4 − 23 3 2 0 4 − 34
− * # 1 cos 01 21 = =
) + ) 34 + 0 4 4 ) 34 + 0 4 4

2 34 − 0 4
⟹ !" 1 # $%& = 4 4 4 = ! 1 # $% &
) 3 +0

32
Worked Problems

Problem 4: Find the inverse Fourier transform of "! # = % & ' ( , where . ∈ (0, ∞).

Solution: By the definition of inverse Fourier transform

< <
1 1
! 7 =
5 &6 "(# ; "! (#)% &='> ?# = ; % &|'|( % &='> ?#
2: &< 2: &<

A <
1 1
= ; % '( % &='> ?# + ; % &'( % &='> ?#
2: &< 2: A

A <
1 1
= ; % ((&=>)' ?# + ; % &((C=>)' ?#
2: &< 2: A

33
Worked Problems

9 8
1 1
& % =
" #$ '() E . (/#01)3 F) + E . #(/;01)3 F)
2- #8 2- 9

(/#01)3 9 8
1 . . #(/;01)3 1
⟹ " #$ & % =
'() +
2- 4 − 67 #8 2- −(4 + 67) 9

Noting lim . (/#01)3 = 0 and lim . #(/;01)3 = 0, we obtain

3→#8 3→8

1 1 1 1
& % =
" #$ '() +
2- 4 − 67 2- 4 + 67

This can be further simplified to give

1 4 + 67 + 4 − 67 2 4
" #$ & % =
'() =
2- 4 − 67)(4 + 67 - 7G + 4G

34
Worked Problems

Problem 5: Find the Fourier transform of

1 − # ), when |#| < 1

!(#) = &
0, when |#| > 1

and hence evaluate

5 −#cos# + sin# #
3 cos d#.
4 #; 2

Solution: Using the definition of Fourier transform we get

H
? 1 5 1
!(@) = A !(#) = 3 D EFG !(#)d# = 3 D EFG 1 − # ) d#
2B C5 2B CH

35
Worked Problems

1 4
!
"($) = 9 * +,- 1 − 0 1 d0
2) 34

Integrating by parts we obtain

4
1 * +,- * +,-
!
"($) = (1 − 0 1 )|434 − 5 (−20)d0
2) .$ .$
34
Again, the application of integration by parts gives
4
2 * +,- * +,-
!
"($) = 0|4
−5 d0
2) .$ 1 34 .$ 1
34
Further simplifications leads to

2 1 * +,- 4 +, 3+,
! 12 +, * *
"($) = − 1 * +, + * 3+, − 8 = − * + * 3+, − +
2) $ .$ 34 2) $ 1 .$ .$

36
Worked Problems

1
2 78 6 78 6 478
!
"($) = − 6 +6 478 − +
,
2* $ =$ =$

Using Euler's equality we obtain

1 4 sin$ 1 4
!
"($) =− cos$ − =
, < −$cos$ + sin$
2* $ $ 2* $

We know from the Fourier inversion formula that

5
1
"(2) = 3 "! ($)6 4789 d$
2* 45

4 5 −$cos$ + sin$ 4789

This implies "(2) = 3 6 d$
2* 45 $<

37
Worked Problems

2 # −%cos% + sin% "CDE # −-cos- + sin- -

2(-) = ! B d% ! cos d- = ?
0 "# %, H -, 2
Equating real parts, on both sides we get
#
−% cos % + sin % 0
! , cos %-d% = 2(-)
"# % 2

Substituting the value of the function we obtain

# 0
−%cos% + sin% (1 − - 9 ), when|-| < 1
! , cos %-d% = 82
"# % 0, when |-| > 1

Substitution - = 1⁄2 gives

# −% cos % + sin % % 0 1 30
! , cos d% = 1− =
"# % 2 2 4 8

38