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Fourier Transforms-Complete Notes

The document provides an overview of Fourier Transforms, including integral transforms and their kernels, such as the Fourier, Mellin, and Laplace transforms. It explains the concept of piecewise continuous functions and presents important formulas related to integration. Additionally, it details the Fourier Integral Theorem and provides examples illustrating the application of Fourier integrals.

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Sherab Wangchuk
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0% found this document useful (0 votes)
9 views50 pages

Fourier Transforms-Complete Notes

The document provides an overview of Fourier Transforms, including integral transforms and their kernels, such as the Fourier, Mellin, and Laplace transforms. It explains the concept of piecewise continuous functions and presents important formulas related to integration. Additionally, it details the Fourier Integral Theorem and provides examples illustrating the application of Fourier integrals.

Uploaded by

Sherab Wangchuk
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Fourier Transforms

1. Introduction:

1.1 Integral Transforms.



The improper integral of the form I  f ( t )  =  K ( s, t ) f ( t ) dt , where ‘s’ may be real or
−

complex, is a function of ‘s’ denoted by F ( s ) . The function F ( s ) is called the Integral


Transform of f(t) and the function K(s, t) occurring in the integrand is called the Kernel of the
transform " I "

Note:
1. If K ( s, t ) = ei st , then the transform is called Fourier Transform and is denoted by F.

(ie) F  f ( t )  = e
ist
f ( t ) dt
−
s −1
t , t  0
2. If K ( s, t ) = , then the transform is called Mellin Transform and is denoted by M.
0, t  0

(ie) M  f ( t )  =  t s −1 f ( t ) dt
0
e− st , t  0
3. If K ( s, t ) = , then the transform is called Laplace Transform and is denoted by L.
0, t  0

(ie) L  f ( t )  =  e− st f ( t ) dt
0

1.2 Piecewise continuous function.


A function f(t) is called piecewise continuous or sectionally continuous in the interval   t  
if the interval can be divided into a finite number of sub-intervals such that in each of the sub-
intervals, the function f(t) is continuous and has finite left and right limits.

(OR)
f(t)
A piecewise continuous function
is one that has only a finite
number of finite discontinuities.

Note:
The figure shows a piecewise
continuous function with finite
discontinuities at t1 and t2.
O  t1 t2  t

Fig: Piecewise Continuity

Page1 Jayachandran V, Assistant Professor, College of Science and Technology


1.3 Important Formulae.

1.  udv = uv − u1v1 + u2v2 − u3v3 + u4v4 − u5v5 + ...... , where u1, u2 , u3 ,...... are the successive
derivatives of u and v, v1, v2 , v3 , ...... are the successive integrals of dv .
eax
2. e
ax
cos ( bx + c ) dx =  a cos ( bx + c ) + b sin ( bx + c ) 
a 2 + b2
eax
3. e
ax
sin ( bx + c ) dx = a sin ( bx + c ) − b cos ( bx + c ) 
a 2 + b2

− ax a
4. e cos bx dx =
a 2 + b2
0

− ax b
5. e sin bx dx =
a + b2
2
0

Page2 Jayachandran V, Assistant Professor, College of Science and Technology


2. Fourier Integral theorem.

2.1 Statement-Fourier Integral Theorem.


If f(x) is continuous or piece-wise continuously differentiable and absolutely integrable in
 
1
(−,), then f ( x ) =   f (t ) cos  (t − x ) dt d 
 0 −
Note:
 
1
1.
   f ( t ) cos  ( t − x ) dt d  is called the Fourier integral of the function f(x).
0 −
 
1
2. Since cos  ( t − x ) is an even function of  in ( −,  ) ,   f ( t ) cos  ( t − x ) dt d  can be
 0 −
 
11
written as   f ( t ) cos  ( t − x ) dt d 
 2 − −
Therefore the Fourier integral of f(x) can also be written as
 
1
f ( x) =   f ( t ) cos  ( t − x ) dt d 
2 − −

3. The Complex form of Fourier integral of the function f(x) is,


 
1 i ( t − x )
f ( x) =   f (t ) e dt d 
2 − −

Proof:

Since sin  ( t − x ) is an odd function in ( −,  ) ,  sin  ( t − x ) d  = 0
−
    
   f ( t )  sin  ( t − x ) d   dt = 0    f ( t ) sin  ( t − x ) d  dt = 0 − − − − − ( A )
 
−  −  − −
We know that Fourier Integral of f(x) is,
 
1
f ( x) =   f (t ) cos  (t − x ) dt d  {Refer Note 2 of 2.1}
2 − −
   
1
 f ( x) =   f ( t ) cos  ( t − x ) dt d  +   f ( t ) sin  (t − x ) d  dt
2 − − − −

   
 from equation ( )   f ( t ) sin  ( t − x ) d  dt = 0 
A ,
 − − 
   
1 i
=   f ( t ) cos  ( t − x ) dt d  +   f (t ) sin  (t − x ) d  dt
2 − −
2 − −
 
1
=
2   f ( t ) cos  ( t − x ) + i sin  ( t − x ) dt d 
− −
 
=
1
2
i ( t − x )
  f ( t ) e dt d   ei = cos  + i sin  
− −

Page3 Jayachandran V, Assistant Professor, College of Science and Technology


2.2 Examples.

Example 2.2.1
 
 , x 1 sin  
Find the Fourier Integral of the function f ( x) =  2 . Hence show that  d =
0, x  1  2
 0

Ans:
We know that Fourier integral of the function f(x) is,
 
1
f ( x) =   f ( t ) cos  ( t − x ) dt d  − − − − − − − − − (1)
 0 −
  
 , x 1  , t 1  , −1  t  1
Since f ( x ) =  2 , f (t ) =  2 (OR) f ( t ) =  2
0, x  1 0, t  1 0, otherwise
 
 From (1)
  
1
f ( x) = ( ) ( )
 0  −

 f t cos  t − x dt  d
 
  −1 1  
1 
=    0  cos  ( )
t − x dt +  cos  ( )  0  cos  ( t − x ) dt  d 
t − x dt +
 0  − 2 
 −1 1
 1   1
1  1  
=    cos  ( t − x ) dt  d  =    cos ( t −  x ) dt  d  − − − − − − − − − ( 2 )
 0  −1 2  2  
 0  −1

 sin ( t −  x )  sin (  −  x ) − sin ( − −  x ) sin (  −  x ) + sin (  +  x )


1 1

 cos ( t −  x ) dt =  


=

=

−1 t = −1

Substituting in (2),
 
1  sin (  −  x ) + sin (  +  x )  1 2sin (  ) cos (  x )
f ( x) =
2 
  d  = d
0
  2
0


sin (  ) cos (  x )
=  
d  , which is the Fourier Integral of f ( x)
0


sin (  ) cos (  x )
( i.e )  = f ( x ) − − − − − −(3)
0

Put x=0 in (3), we get


  

sin (  )    , x  1
 = f ( 0) =  f ( x) =  2 
 2  0, x  1 
0
  

Page4 Jayachandran V, Assistant Professor, College of Science and Technology


Example 2.2.2

e , x  0
ax
Find the Fourier Integral of the function f ( x) =  . Hence show that
− ax

 e , x  0
  ax
  e , x0
cos  x  2a
 a 2 +  2 d  =   − ax
0  e , x0

 2a
Ans:
We know that Fourier integral of the function f(x) is,
 
1
f ( x) =   f ( t ) cos  ( t − x ) dt d  − − − − − − − − − (1)
 0 −


e , x  0
ax 
e , t  0
at
Since f ( x ) =  , f (t ) = 
− ax − at
e , x  0
 e , t  0

 From (1)
 
1  
f ( x ) =    f ( t ) cos  ( t − x ) dt  d 
 0  − 
 0 
1  
=    eat cos  ( t − x ) dt +  e − at cos  ( t − x ) dt  d  − − − − − − − ( 2)
 0  − 0 

0 0
 e at cos  ( t − x ) dt = e
at
cos ( t −  x ) dt
− −
0
 eat 
= 2 
2 
a cos (  t −  x ) +  sin (  t −  x ) 

 a +   −
 e ax 
 e
ax
cos ( bx + c ) dx = 
 a cos ( bx + c ) + b sin ( b x + c ) 

 a 2 + b2 
 1  1
= 2 2 
a cos ( 0 −  x ) +  sin ( 0 −  x )   −  0 = 2 a cos ( − x ) +  sin ( − x ) 
a +   a + 2
a cos (  x ) −  sin (  x )
= − − − − − − − − − (3)
a2 +  2
 
− at
e cos  ( t − x ) dt =  e − at cos ( t −  x ) dt
0 0

 e− at 
= 2 
2 
− a cos (  t −  x ) +  sin (  t −  x ) 

 a +   0
 1 
=  0 −  2  − a cos ( 0 −  x ) +  sin ( 0 −  x )  
2 
a +  
 1  a cos (  x ) +  sin (  x )
=− 2 
 − a cos (  x ) −  sin (  x ) 
 = − − − − − −(4)
a + 2  a2 +  2

Page5 Jayachandran V, Assistant Professor, College of Science and Technology


Substituting (3) and (4) in (2), we get,

1  a cos (  x ) −  sin (  x ) a cos (  x ) +  sin (  x )  1 2a cos (  x )


 
f ( x) =
 0  
 +  d  = d
a2 +  2 a2 +  2   0 a 2
+  2

2a

cos (  x )
=
  a2 +  2
d  , which is the Fourier Integral of f ( x)
0

2a

cos (  x ) e ax , x  0
  d = f ( x) = 
 0 a2 +  2 − ax
e , x  0
  ax
e , x0

cos (  x )  e , x  0  2a
ax
 =  =
a2 +  2 2a e− ax , x  0   − ax
0 e , x0
 2a

2.3 Fourier Sine and Cosine Integral.

2.3.1 Fourier Cosine Integral


If f(x) is an even function of x, then Fourier integral of f(x) is,

2
f ( x) =   f ( t ) cos ( t ) cos (  x ) dt d  , which is called Fourier Cosine Integral of f(x).
 0 0

The Fourier integral of the function f(x) is,


 
1
f ( x) =   f ( t ) cos  ( t − x ) dt d 
 0 −
   
1 1
=  f ( t ) cos (  t −  x ) dt d  =   f ( t ) cos ( t ) cos (  x ) + sin ( t ) sin (  x ) dt d 
 0 −
 0 −
   
1 1
=
   f ( t ) cos ( t ) cos (  x ) dt d  +    f ( t ) sin ( t ) sin (  x ) dt d 
0 − 0 −

2
=
   f ( t ) cos ( t ) cos (  x ) dt d 
0 0

   
 1.  f ( t ) cos ( t ) cos (  x ) dt = 2  f ( t ) cos ( t ) cos (  x ) dt

 − 0 
 
 cos ( t ) and f ( t ) are even, f ( t ) cos ( t ) is even 
 

 
 2.  f ( t ) sin ( t ) sin (  x ) dt = 0 
 − 
 sin ( t ) is odd and f ( t ) is even, f ( t ) sin ( t ) is odd 
 

Page6 Jayachandran V, Assistant Professor, College of Science and Technology


2.3.2 Fourier Sine Integral
If f(x) is an odd function of x, then Fourier integral of f(x) is,

2
f ( x) =   f ( t ) sin ( t ) sin (  x ) dt d  , which is called Fourier Sine Integral of f(x).
 0 0

The Fourier integral of the function f(x) is,


 
1
f ( x) =   f ( t ) cos  ( t − x ) dt d 
 0 −
   
1 1
=
   f ( t ) cos ( t −  x ) dt d  =    f ( t ) cos ( t ) cos (  x ) + sin ( t ) sin (  x ) dt d 
0 − 0 −
   
1 1
=
   f ( t ) cos ( t ) cos (  x ) dt d  +    f ( t ) sin ( t ) sin (  x ) dt d 
0 − 0 −

2
=
   f ( t ) sin ( t ) sin (  x ) dt d 
0 0

  
 1.  f ( t ) cos ( t ) cos (  x ) dt = 0 
 − 
 
 cos ( t ) is even and f ( t ) is odd , f ( t ) cos ( t ) is odd 
  

 
 2.  f ( t ) sin ( t ) sin (  x ) dt = 2  f ( t ) sin ( t ) sin (  x ) dt 
 − 0 
 sin ( t ) and f ( t ) are odd , f ( t ) sin ( t ) is even 

2.4 Examples

Example 2.4.1

2 2 + 2
Using Fourier Cosine Integral formula, show that e− x cos x = cos (  x ) d  .
 0  4 + 4
Ans:
Let f ( x ) = e − x cos x
We know that Fourier Cosine integral of the function f(x) is,

2
f ( x) =   f (t ) cos ( t ) cos (  x ) dt d  − − − − − − − − − (1)
 0 0
Since f ( x ) = e− x cos x, f ( t ) = e −t cos t

 From (1)

2
f ( x) =  e
−t
cos ( t ) cos (  t ) cos (  x ) dt d 
 0 0
   −t 
2
=  cos (  x )   e cos ( t ) cos (  t ) dt  d  − − − − − − ( 2 )
 0  
0 

Page7 Jayachandran V, Assistant Professor, College of Science and Technology


 
1 −t
 e cos ( t ) cos ( t ) dt = e cos (  + 1) t + cos (  − 1) t  dt
−t

0
2 0
 
1  −t 
=   e cos (  + 1) t dt +  e −t cos (  − 1) t dt 
2  0 0 

1   
1 1 a 
 e cos ( bx ) dx =
− ax
=  +   
2 1 + (  + 1)2 1 + (  − 1)2   a + b2
2

  0

 2 
1  1   − 2 + 2 +  + 2 + 2
2
1 1 
=  2 + 2 =
2   + 2 + 2  − 2 + 2  2   2 + 2 + 2  2 − 2 + 2
 ( )( ) 

=

1 2  + 2
2
( )  =  +22

2  4 + 4   +44
 


2 + 2
2
 From ( 2 ) , f ( x ) =  cos (  x ) 4 d  − − − − − − ( 3)
 0  +4

2 2 + 2
 e − x cos x = cos (  x ) d 
 0  4 + 4

Example 2.4.2

 sin  x (
 e− ax − e−bx )
Using the Fourier integral, show that,  d =
0 (  2 + a2 )(  2 + b2 ) (
2 b2 − a 2 )
Let f ( x ) = e−ax − e−b x
We know that Fourier Sine integral of the function f(x) is,

2
f ( x) =   f (t ) sin ( t ) sin (  x ) dt d  − − − − − − − − − (1)
 00
Since f ( x ) = e−ax − e−b x , f ( t ) = e−at − e−bt

 From (1)

f ( x) =
2
 
(e − at
)
− e −bt sin ( t ) sin (  x ) dt d 
00
  
 0
2
 (
=  sin (  x )   e− at − e −bt sin ( t ) dt )  d  − − − − − − ( 2)

0 
  
 (e ) sin ( t ) dt =  e
− at −bt − at
−e sin ( t ) dt −  e −bt sin ( t ) dt
0 0 0
  
  1  1  − ax b
= 2
a + 2
− 2
b + 2
=  2
 a + 2
− 2 2 
b + 
  e sin ( bx ) dx = 
a 2 + b 2 
 0

Page8 Jayachandran V, Assistant Professor, College of Science and Technology


(
 b2 +  2 − a 2 +  2
=
)  = (b2 − a2 ) 
( )(
 a 2 +  2 b2 +  2
 )  ( a2 +  2 )(b2 +  2 )
2

 From ( 2 ) , f ( x ) =  sin (  x )
( b2 − a 2 ) 
d
 0 ( a 2
+  2
)( b 2
+  2
)
2 ( b2 − a 2 )   sin (  x )
=  d  − − − − − − ( 3)
0( )( )
 a 2
+  2
b 2
+  2

2 ( b2 − a 2 )   sin (  x )
− ax −b x
e −e =  d
0( )( )
 a 2
+  2
b 2
+  2


 sin  x  ( e− ax − e−bx )
 d =
0(  + )(  + ) 2 ( b2 − a 2 )
2 2 2 2
a b

Example 2.4.3

−s
Solve for f(x) from the integral equation,  f ( x ) cos sx dx = e
0
Ans:

−s
 f ( x ) cos sx dx = e − − − − − (1)
0
Let g ( s ) = e − s
We know that Fourier Cosine integral of the function g(s) is,

2
g (s) =   g ( t ) cos ( t ) cos (  s ) dt d 
 0 0
 
  −t 
2 2
=   e cos (  t ) cos (  s ) dt d  =  cos (  s )   e cos (  t ) dt  d 
−t
 00  0  
0 
  
2  1  a 
=  cos (  s )   d   e cos ( bt ) dt =
− at

 0  1+ 2   0 a 2 + b 2 

2 1
= cos (  s ) d 
0
 1+ 2

2 1
= cos ( xs ) dx By replacing  with x
0
 1 + x 2


2 1
 cos ( xs ) dx = g ( s ) = e − s − − − − − − − − − ( 2 )
0
 1+ x 2

2 1 
Comparing (1) and 2, f ( x ) =
  1 + x 2 

Page9 Jayachandran V, Assistant Professor, College of Science and Technology


3. Fourier Transforms

3.1 Definition of Fourier Transform.


Let f(x) be a continuous or piece wise continuous function defined in (-, ) and ‘s’ be a

1
 f ( x ) e dx , if exists, is a function of ‘s’ called the infinite
isx
parameter. Then the integral
2 −
Fourier Transform of f(x) and is denoted by F  f ( x ) or F ( s )

1
Thus F ( s ) =  f ( x ) e dx
isx
− − − − − − (1)
2 −

The function f(x) is called the Inverse Fourier Transform of F(s) and is given by,

1
f ( x) =  F (s) e
−i s x
ds − − − − − ( 2)
2 −

Proof:
By the complex form of Fourier Integral theorem {refer Note 3. of 2.1 and replace  with s},
 
1 is( t − x )
f ( x) =   f ( t ) e dt ds
2 − −
    
1 1
  f (t ) e   f ( t ) e dt  ds
ist − isx − isx
= dt ds = e
ist
e
2 2  
− − −  − 
  1  
1
= e − isx
  2  f ( t ) eist dt  ds
2 
−  − 
   
1 1 ist 
=  e−isx F ( s ) ds  F (s) =  f ( t ) e dt 
2 −  2 − 

Note:
The equations (1) and (2) together is called Fourier Transform pair and the different pairs are:

(1) F (s) =  f ( x ) e dx
isx

−

1
f ( x) =  F (s)e
−i s x
ds
2 −


1
( 2) F (s) =  f ( x ) e dx
isx
2 −

1
f ( x) =  F (s)e
−i s x
ds
2 −


1
( 3) F (s) =  f ( x ) e dx
isx
2 −

f ( x) =  F (s)e
−i s x
ds
−

Page10 Jayachandran V, Assistant Professor, College of Science and Technology


3.2 Examples.

Example 3.2.1

1, x a
Find the Fourier transform of f ( x ) =  .

0, x a
Ans:
1, x a 1, − a  x  a
f ( x) =  =
0, x  a 0, otherwise
 −a 
1  
a
1
F (s) =  f ( x ) ei s x dx =  0  e isx
dx +  1  e isx
dx +  0  e isx
dx 
2 − 2  − −a a 
a a
=
1
2
e
isx
dx =
1
2
 ( cos sx + i sin sx ) dx  ei = cos  + i sin  
−a −a
a a
1 i
=
2
 cos sx dx +
2
 sin sx dx
−a −a
a
=
1
2 cos sx dx + i  0  in ( −a, a ) , cos sx is even and sin sx is odd
2 0
a
2  sin sx  2 sin as
=   =
  s 0  s

Example 3.2.2
− x2
− a2 x2
Find the Fourier transform of e , a  0 .Hence show that e 2 is self-reciprocal under
Fourier Transform.

Ans:
f ( x ) = e− a
2 2
x

 
1 1
F (s) = f ( x) e e−a
2 2
 dx = 
isx x
ei s x dx
2 −
2 −

1

(
− a 2 x 2 −i s x ) dx − − − − − − (1)
=
2
 e
−
2 2
 is   is 
a2 x2 − i s x = ( a x ) − i s x = ( a x ) − i s x +   −    making perfect square
2 2
 2a   2a 
2 2 2
 is   is   is  s2
=  ax −  −   =  ax −  + 2
 2a   2a   2a  4a

 From (1) ,
 is 
2
s2  2
 −  ax −  + 2    is  s2
− ax −  −
1  2 a  4 a  1
F (s) =  e  dx =  e  2a  e 4a2 dx
2 −
2 −

Page11 Jayachandran V, Assistant Professor, College of Science and Technology


s2
−  is 
2

e 4a2  − ax − 
=
2
 e  2a  dx
−
is du
Put u = ax −  du = a dx  dx =
2a a
when x = , u =  and when x = −, u = −

s2 s2
− −
e 4a2  du e 4a2 
 F (s) = e −u e −u du
2 2

2
 =
a a 2 
− −
s2

 
4a 2 
e
2  e −u du e −u is even in ( −,  )
2 2
=
a 2 0
s2 s2
−  −  1
e 4a 2 e 2 2 −1 4a 2
2  e −u u 0 du = 2  e −u u 2 du
2
=
a 2 0 a 2 0
s2
− 
e 1 4a2  
2  e− x x 2 n−1dx = n 
2
= 
a 2 2  0 
s2 s2
− −
e 4a2 e 4a2  1 
=  =  =  
a 2 a 2  2 

s2

4a2
(ie) F e − a =e − − − − − − ( 2)
2 2
x
  a 2
1
Substitute a = in ( 2 ) , we get,
2
s2
− 2
 1 
  1  2
2
4 
 −  x  e  2
F e  2
= 1
  2
  2
 − x2  −
s2
 F e 2 =e 2
 
 
x2

Hence e 2 is self-reciprocal under Fourier Transform

Page12 Jayachandran V, Assistant Professor, College of Science and Technology


Example 3.2.3

a − x , x a
Find the Fourier transform of f ( x ) =  .

0, x a and a  0


2
 sin t 
Hence show that    dt = .
0
t  2
Ans:

a − x , if x  a a − x ,
 −a  x  a
f ( x) =  =

0, if x  a 
0, otherwise
 −a 
1  
a
F (s) =
1
 f ( x ) e isx
dx =   0  e isx
dx +  ( a − x ) e isx
dx  0  e isx
dx 
2 − 2  − −a a 
a a a
=
1
 ( a − x ) ( cos sx + i sin sx ) dx = 1  ( a − x ) cos sx dx + i  ( a − x ) sin sx dx
2 − a 2 − a 2 − a
a
=
1
2  ( a − x ) cos sx dx + 0
2 0
 ( a − x ) cos ( sx ) is even and ( a − x ) sin ( sx ) is odd 
a
=

2
 ( a − x ) cos sx dx  in ( 0, a ) , x = x 
0
a
2 sin sx cos sx  2  cos as   1  2  1 − cos as 
= (a − x) − 2  =  0 − 2  −  0 − 2   =

  s s 0   s   s    s2


  as  
 2sin 2   
2  2  − − − − − − 1
=  ()
  s 2

 

1 −i s x
By Inverse Fourier transform, f ( x ) =  F ( s ) e ds
2 −
  as  
  2sin 2   
 f ( x) =
1 2  2   e −i s x ds

2 −  

s 2

 

2  as 
 sin  
= 
2  2  −i s x
e ds − − − − − ( 2 )
 − s2
Put x = 0 in ( 2 )
 as  2  as 
sin 2  
  sin    sin 2 ( s ) 
2
f ( 0) =   2  ds = 4  2  ds − − − − − 3
( )
 0
 i s even 
 − s2 s2  s2 
 a − x , x a 
But f ( 0 ) = a − 0 = a  f ( x) =  
 0, x  a and a  0 

Page13 Jayachandran V, Assistant Professor, College of Science and Technology


2  as 
 sin  
 From ( 3) ,
4  2  ds = a − − − − − 4
 ( )
 0 s2

4 sin ( s ) sin 2 ( s )
 

2
Put a=2 in ( 4 ) , we get
 0 s 2
ds = 2  ds =
0 s2 2

sin 2 ( t ) 
Replacing s with t,  t 2
dt =
2
0

Example 3.2.4
Find the Fourier transform of Dirac delta function  ( t − a )
Ans:
 , t = a
We know that the Delta function  ( t − a ) =  is the limiting case ( when  → 0 ) of the
0, t  a
1
 , a  t  a +
function   ( t − a ) =  

0, t  a and t  a + 
1
 , a  t  a +
Hence  ( t − a ) = lim  
 →0

0, t  a and t  a + 
  1 a + 
1 1
 F  ( t − a )  =   (t − a ) e isx
dx = lim   ei s x dx 
2  →0  2  
−  a 
 a + 
1  1 a +  1  1  ei s x   1  1  ei s ( a + ) − ei s a  
= lim   e dx  =
isx
 lim    = lim   
2  →0   a    →   is 
 a    →   is  
 
 2 0  2 0

=
1
lim 
(
 e i s a ei s  − 1 
= e )
isa
lim 
 ei s  − 1 

2  →0  is  2  →0  is 
 
Put is =   as  → 0,  → 0

ei s a  e − 1  ei s a ei s a   e − 1  
 F  ( t − a )  = lim  = 1 =  lim   = 1
2  →0    2 2   →0    

Page14 Jayachandran V, Assistant Professor, College of Science and Technology


3.3 Properties of Fourier Transforms.

3.3.1 Linear Property:


If a and b are constants and f(x) and g(x) are two functions of x and if F  f ( x ) = F ( s ) and
F  g ( x ) = G ( s ) , then
F  a f ( x )  b g ( x )  = a F  f ( x )   b F  g ( x )  = a F ( s )  b G ( s )

Proof:
 
1 1
F  f ( x )  =  f ( x ) eisx dx = F ( s ) and F  g ( x )  =  g (x)e
isx
dx = G ( s )
2 − 2 −

1
F  a f ( x )  b g ( x )  =  a f ( x )  b g ( x ) e
isx
dx
2 −
 
1 1
=a  f ( x ) e dx  b
isx
 g ( x)e
isx
dx By Properties of Definite Integrals
2 − 2 −

= a F  f ( x )   b F  g ( x )  = a F ( s )  b G ( s )

3.3.2 Shifting Property:


(a) If F  f ( x ) = F ( s ) , then F  f ( x − a ) = ei a s F ( s ) = ei a s F  f ( x )

Proof:
   
1  1 isx 
F  f ( x − a )  =  f ( x − a ) eisx dx  F  ( )
 f x  =  ( )
f x e dx 
2 − 
 2 − 

Put u = x − a  du = dx and x = u + a
when x = , u =  and when x = −, u = −
 
1 is( u + a ) 1
 F  f ( x − a )  =  f (u ) e du =  f ( u ) e e du
isu isa
2 −
2 −

1
= eisa  f ( u ) e du = e F  f ( x ) = e F  s 
isu isa ias
2 −

(b) If F  f ( x ) = F ( s ) , then F eia x f ( x )  = F ( s + a ) = F  f ( x )   s → s + a


Proof:
   
1 1
F eia x f ( x )  =  eia x f ( x ) eisx dx  F  f ( x )  =  f ( x ) eisx dx 
  2 2
−  − 

1 i( s + a ) x
=
2
 f ( x) e dx
−


= F  s + a  = F  f ( x )  s → s + a

Page15 Jayachandran V, Assistant Professor, College of Science and Technology


3.3.3 Change Scale Property:
1 s 1
If F  f ( x ) = F ( s ) and a  0 , then F  f ( ax )  = F   =
a a a
F  f ( x )    s→
s
a

Proof:
Case-1 : a > 0
   
1  1 isx 
F  f ( ax )  =  f ( ax ) eisx dx  F  f ( x )  =  ( )
f x e d x 
2 − 
 2 − 

du u
Put u = ax  du = adx  dx = and x =
a a
since a  0, when x = , u =  and when x = −, u = −
 u  s
1 i s du 1 1 i  u
 F  f ( ax )  =  f ( )
u e a =  f ( )  a  du
u e
2 − a a 2
−
1 s 1 s
= F   = F   − − − − − (1)
a a a a
 If a  0, a = a
Case-2 : a < 0

1
F  f ( ax )  =  f ( ax ) e dx
isx
2 −
du u
Put u = ax  du = adx  dx =
and x =
a a
since a  0, when x = , u = − and when x = −, u = 
− u  s
1 is du 1 1 i u
 F  f ( ax )  =  f (u ) e a =−  f (u ) e  a  du
2 
a a 2 −
−1  s  1  s   −1 1 
= F = F − − − − − ( 2)  If a  0, is positive and equal to 
a  a  a  a   a a 
1 s
Therefore from (1) and (2), F  f ( ax )  = F  
a a
3.3.4 Modulation Property (Modulation Theorem):
1
If F  f ( x ) = F ( s ) , then F  f ( x ) cos ax  =  F ( s + a ) + F ( s − a ) 
2
Proof:
   
1  1 
F  f ( x ) cos ax  =  f ( x ) cos ax e isx
dx  F  f ( x )  =  f ( x ) eisx dx 
2 − 
 2 − 


1  eiax + e −iax  isx 
 ei + e−i 
=  f ( x)   e dx  cos  = 
2 −  2  
 2 

i ( s+a )x
 f ( x ) e + e ( )  dx
1 1 i s −a x
=
2 2 
−
 
1 1 i ( s+a )x
 1
f ( x ) e ( ) dx  =  F ( s + a ) + F ( s − a ) 
1 i s −a x
=   f ( x) e dx + 
2  2 2  2
 − − 

Page16 Jayachandran V, Assistant Professor, College of Science and Technology


n
n d
3.3.5 If F  f ( x ) = F ( s ) , then F  x n f ( x )  = ( −i ) F s
d sn
Proof:

1
F  s =  f ( x ) e dx
isx
− − − − − − − (1)
2 −
Differentiating both sides of (1) with respect to s ‘n’ times,
 
dn dn  1  1 n 
F  s  =   f ( x ) e isx
dx  =  
f ( x ) eisx  dx

ds n
d s  2 −
n
 2 −  s n

  d n ax n ax 
=
1
2
 f ( x )( ix ) eisx dx
n

 d x
n
e( )
= a e



−

1
= (i )  x n f ( x ) eisx dx = ( i ) F  xn f ( x )
n n
2  
−

1 dn n d
n  1 
n
 F  xn f ( x ) = n
  i d sn
F  s  = ( −i ) F s  = ( −i ) 
() d s n
 ( i )n 

3.3.6 Fourier Transform of Derivatives:


If F  f ( x ) = F ( s ) , then

(i ) F  f  ( x )  = ( −i s ) F  s  , if f ( x ) → 0 as x → 

( ii ) F  f n ( x )  = ( −i s ) F  s  , if f ( x ) , f  ( x ) , f  ( x ) , ....... f n −1 ( x ) → 0 as x → 
n

Proof:
  
1 1 1
F  f  ( x )  =  f  ( x ) eisx dx =  eisx f  ( x ) dx = e
isx
d  f ( x ) 
2 − 2 − 2 −

 isx  
1 
=  e f ( x )  − −  e ( is ) f ( x ) dx  integration by parts
isx
2  − 
  
=
1
 0 − 0 − ( is )  f ( x ) e dx 
isx
 f ( x ) → 0 as x → 
2  − 

1
= − ( is )  f ( x ) e dx = − ( is ) F ( s )
isx
2 −

Similarly, F  f ( x )  = ( −i s ) F  s  , if f ( x ) , f  ( x ) , f  ( x ) , ....... f n−1 ( x ) → 0 as x → 


n n

x  F  s
3.3.7 If F  f ( x ) = F ( s ) , then F   f ( x ) dx =
0  ( −i s )
Proof:
x
Let  ( x ) =  f ( x ) dx − − − − (1)
0
Then   ( x ) = f ( x ) − − − − − − ( 2 )
F   ( x )  = ( −i s ) F  ( x )   By Property 3.3.6

Page17 Jayachandran V, Assistant Professor, College of Science and Technology


x 
 F  f ( x )  = ( −i s ) F   f ( x ) dx   (1) and ( 2 )
 0 
x  F  f ( x )  F ( s )
 F   f ( x ) dx  =  =
 0  ( −i s ) ( −i s )

3.3.8 If F  f ( x ) = F ( s ) , then F  f ( − x )  = F  − s 

Proof:

1
F  f ( − x )  =  f ( − x ) e dx
isx
2 −
Put u = − x  du = − dx  dx = − du and x = −u
When x = , u = − and when x = −, u = 
− 
f ( u ) e ( ) ( −du ) =
1 i s −u 1 i ( − s )u
 F  f ( − x )  =   f ( u ) e du
2 
2 −
= F −s

3.4 Convolution Theorem and Parseval’s Identity

3.4.1 Definition- Convolution of functions


The Convolution of the functions f(x) and g(x) denoted by f (x) g(x) or (f  g)(x) is defined as,

1
( f  g ) ( x) =  f ( u ) g ( x − u ) du
2 −

3.4.2 Convolution Theorem

Statement:
If F  f ( x ) = F ( s ) and F  g ( x ) = G ( s ) , then
F  f ( x )  g ( x ) = F ( s )  G ( s ) = F  f ( x )  F  g ( x )

Proof:
   
1 1
F  f ( x )  g ( x )  =   f ( x )  g ( x )  eisx dx  F  f ( x )  =  f ( x ) eisx dx 
2 −  2 − 
      
1 1 1
=    f ( ) (
u g x − u )  eisx dx
du  f ( x)  g ( x) =  ( ) ( ) 
f u g x − u du
2 −  2 −   2 − 
     
1 1 1 1
=   f ( u ) g ( x − u ) eisx du dx =   f ( u )  g ( x − u ) e isx
dx  du
2 2 − − 2 2 −  − 
   1  
1
 ( )  2  ( )
  isx  
= f u g x − u e dx du
2 −  
  − 

Page18 Jayachandran V, Assistant Professor, College of Science and Technology


   
1 1
=   f ( u ) F  g ( x − u )   du  F  g ( x − u )  =  g ( x − u ) eisx dx 
2 −  2 − 

=
1
2
  f ( u ) ei su G  s  du
   By shifting property F  f ( x − a )  = ei sa F  s  
−

1
= G s  f ( u ) e du = G  s   F  s  = F  s   G  s 
i su
2 −
Note:
F −1  F ( s )  G ( s ) = F −1  F ( s )  F −1 G ( s ) = f ( x )  g ( x )

3.4.3 Parseval’s Identity

Statement:
If F(s) and G(s) are the Fourier transforms of f(x) and g(x) respectively, then
 
( i )  F ( s ) G ( s ) ds =  f ( x ) g ( x ) dx , where G ( s ) and g ( x ) are the complex conjugates of
− −
G ( s ) and g ( x ) respectively
 
( ii )  F ( s ) ds =  f ( x ) dx
2 2

− −

Proof:
We know that,
 
1 1 −i s x
G (s) =  g ( x) e
isx
dx and g ( x ) =  G (s)e ds
2 −
2 −
Taking the complex conjugate,
 
1 − isx 1
G (s) =  g ( x ) fe dx and g ( x ) =  G (s) ei s x ds
2 −
2 −
 
1 1
or G ( s ) =  g ( x ) e− i s x dx − − − (1) and g ( x) =  G (s) ei s x ds − − − − ( 2 )
2 −
2 −

Case (i)
   1  
 f ( x ) g ( x ) dx =  f ( x)
 2  G ( s ) e isx
ds  dx

 from ( 2 )
− −  − 
 1  
=  G (s)  f ( x ) ei s x dx  ds
 2 
−  − 
  
1 
=  G ( s ) F ( s ) ds  F (s) =  f ( x ) ei s x dx 
−  2 − 

=  F ( s ) G ( s ) ds − − − − − − − ( 3)
−

Page19 Jayachandran V, Assistant Professor, College of Science and Technology


Case (ii)
Putting g(x) = f(x) in (3). We get
 
 f ( x ) f ( x ) dx =  F ( s ) F ( s ) ds
− −
 
  f ( x ) dx =  F ( s )
2 2
ds  f ( x) = f ( x) 
− −

3.5 Examples.

Example 3.5.1

Find the Fourier transform of f ( x ) = e


−a x
. Hence show that F  x e
−a x =i 2 2a s
.
 
(
 s2 + a2
)
2

Ans:

F ( s ) = F e = 1
−a x −a x i s x
  2
 e e dx
−

1 −a x
= e ( cos sx + i sin sx ) dx
2 −
 
1 −a x i −a x
=
2
e cos sx dx +
2
e sin sx dx
− −

=
1
2 e
2 0
−a x
cos sx dx + 0  e
−a x
cos ( sx ) is even and e
−a x
sin ( sx ) is odd 

=
2

e −a x
cos sx dx  in ( 0, a ) , x =x
0

2 a    a 
−a x
= − − − − − − (1)  e cos bx dx = 2 
  a 2 + s 2   0 a + b 2 
dn
We know that F  x n f ( x )  = ( −i ) F s Property 3.3.5
n

d sn
d
 F  x f ( x )  = ( −i ) F s
ds

 F x e
−a x  = ( −i ) d F  e − a x  = ( −i ) d  2  a  
 
  d s   d s    a 2 + s 2  
2 −2as 2 2as
= ( −i ) =i

( a2 + s2 ) 
( a2 + s2 )
2 2

Page20 Jayachandran V, Assistant Professor, College of Science and Technology


Example 3.5.2
. Hence find F e cos 2 x  .
−x
Find the Fourier transform of f ( x ) = e
− x
 
Ans:
 
F ( s ) = F e = 1
− − x isx 1 − x

x
  e e dx = e ( cos sx + i sin sx ) dx
2 −
2 −
 
1 − x i − x
=
2
e cos sx dx +
2
e sin sx dx
− −

=
1
2 e
2 0
− x
cos sx dx + 0  e
− x
cos ( sx ) is even and e
− x
sin ( sx ) is odd 

=
2

e −x
cos sx dx  in ( 0, a ) , x = x 
0
  
2 1  2 1  −a x a
=   = − − − − − − (1)   e cos bx dx = 
 12 + s 2    s 2 + 1   0 a 2 + b 2 

We know that,
1
F  f ( x ) cos ax  =
 F ( s + a ) + F ( s − a )  Modultion Property (property 3.3.4)
2
1
 F e cos 2 x  =  F ( s + 2 ) + F ( s − 2 ) 
−x

2
1  2 1  2 1   1 2 1 1 
=    +   = + 2
2    ( s + 2 ) + 1 
2 2 
  ( s − 2 ) + 1   2   s + 4s + 5 s − 4s + 5 
2
 
1 2  s 2 − 4s + 5 + s 2 + 4s + 5  1 2  2 ( s + 5) 
2
2 s2 + 5 
=  2  =   =  4 
2   ( s + 4s + 5 )( s − 4s + 5 )  2   s − 6 s + 25 
2 4 2
  s − 6s + 25 
2
   

Example 3.5.3

1 − x ,
 x 1  sin t  
4
Find the Fourier transform of f ( x ) =  . Hence show that    dt = .

0, x 1 0
t  3
Ans:
 1
F ( s ) = F  f ( x )  =
1
 f ( x ) ei s x dx =
1
 (1 − x ) ei s x dx
2 − 2 −1
1 1 1
=
1
 (1 − x ) ( cos sx + i sin sx ) dx = 1  (1 − x ) cos sx dx + i  (1 − x ) sin sx dx
2 −1 2 −1 2 −1
1
=
1
2  (1 − x ) cos sx dx + 0
2 0
 (1 − x ) cos ( sx ) is even and (1 − x ) sin ( sx ) is odd 
1
=

2
 (1 − x ) cos sx dx  in ( 0, 1) , x = x 
0

Page21 Jayachandran V, Assistant Professor, College of Science and Technology


1
2 sin sx cos sx  2  cos s   1  2  1 − cos s 
= (1 − x ) − 2  =  0 − 2  −  0 − 2   =

  s s 0   s   s    s 2 
  s 
 2sin 2   
2  2  − − − − − − 1
=  ()
  s 2

 
 
 f ( x)  F (s) ds − − − − − ( 2 )
2 2
Parseval’s Identity is dx =
− −

1 − x , x 1
f ( x) = 
0, x 1
 −1 1  1 1
 0 dx +  (1 − x )  (1 − x ) dx = 2 (1 − x ) dx
2 2 2
 f ( x)
2
 dx = dx +  0 dx =
− − −1 1 −1 0
1
= 2  (1 − x ) dx
2
 in ( 0, 1) , x = x
0
1
 (1 − x )3  −2 2
= 2  = ( 0 − 1) = − − − − − ( 3)
 −3  3 3
0
  s 
 2sin 2   
F (s) =
2
  2 
  s 2

 
2 2
  s    s 
   2sin 2      2sin 2   
2  2 2  2   ds
 F (s)
2
 ds =  
  s2
 ds = 2 


  s 2

− − 0
   

4 s
 sin  
16  2  ds − − − − − ( 4)
=
  s4
0
Substituting (3) and (4) in (2)
4s 4 s
 sin    sin  
16  2  ds = 2  2  ds = 

 0 s 4
3
  s 4
24
0
s
Put = t  s = 2t and ds = 2dt
2
when s = 0, t = 0 and when s = , t = 

sin 4 ( t ) 

sin 4 ( t ) 
 4
2dt =  4
dt =
0 16 t 24 0 t 3

Page22 Jayachandran V, Assistant Professor, College of Science and Technology


Example 3.5.4
 a 2 − x 2 , x a
Show that the Fourier transform of f ( x ) =  is
0, x  a and a  0
2  sin as − as cos as 
2
   . Hence show that:
s3 
 
sint − t cost  ( sint − t cost )
2

(i)  t 3
dt =
4
(ii)  t 6
dt =
15
0 0

Ans:
 a 2 − x 2 , x a a 2 − x 2 , −a  x  a
f ( x) =   f ( x) = 
0, x  a and a  0 0, otherwise

( )
a
1 1
F ( s ) = F  f ( x )  =  f ( x ) ei s x dx =  a 2 − x 2 ei s x dx
2 − 2 − a
a
=
1
2 − a
2 2
( )
 a − x ( cos sx + i sin sx ) dx

( ) ( )
a a
1 i
= 
2 − a
a 2 − x 2 cos sx dx + 
2 − a
a 2 − x 2 sin sx dx

a
=
1
(
2  a 2 − x 2 cos sx dx + 0
2 0
)
 (a 2
) (
− x 2 cos ( sx ) is even and a 2 − x 2 sin ( sx ) is odd ) 
(a )
a
2

= 2
− x 2 cos sx dx
0
dv = cos sx dx
sin sx
u = a2 − x2 v=
s
− cos sx
u1 = −2 x v1 =
s2
− sin sx
u 2 = −2 v2 =
s2
a
=
2 2

 
a − x2 (
sin sx
s
− ( −2 x ) )
− cos sx
s 2
+ ( −2 )
− sin sx 
s3  0

a
=
2 2

 
(
a − x2
sin sx
s
)
cos sx sin sx 
− 2x 2 + 2 3 
s s 0
2  2a cos sa 2sin sa  
=  0 − +  − ( 0 − 0 + 0 ) 
  s2 s3  
2  sin as a cos as  2  sin as − as cos as 
=2  −  =2
 s 3
s 2
   s3

Page23 Jayachandran V, Assistant Professor, College of Science and Technology


(i) By inverse transform,
 
1 1 2  sin as − as cos as  −i s x
f ( x) =  F ( s ) e −i s x ds =  2  e ds
2 − 2 −   s3 

2  sin as − as cos sa 
=
 −   ( cos sx − i sin sx ) ds
s3 
 
2  sin as − as cos as  2i  sin as − as cos as 
=    cos sx ds −    sin sx ds
 −  s 3
  − s3 
 
4  sin as − as cos as  4  sin as − as cos as 
=   cos sx ds − 0 =    cos sx ds
 0 s 3
  0 s3 

4  sin as − as cos as 
 f ( 0) =  cos ( s  0 ) ds
 0  s3 

4 sin as − as cos as
ds = f ( 0 ) = a 2
 
 3
0 s
 a 2 − x 2 , − a  x  a 
 f ( x) =   f ( 0 ) = a 2 − 02 = a 2 
 0, otherwise 

sin as − as cos as  a2
  s3
ds =
4
0


sin s − s cos s 
Put a=1, we get  s 3
ds =
4
0

sin t − t cos t 
Changing s to t ,  dt =
0 t3 4

 
f ( x ) dx =  F (s) ds − − − − − ( 2 )
2 2
(ii) Parseval’s Identity is 
− −

a 2 − x 2 , −a  x  a
f ( x) = 
0, otherwise
 −a a  a
( )
2 a
22 2
f ( x ) dx =
2
   0 dx +  a −x dx +  0 dx =  a −x dx = 2 a 2 − x 2 dx
2 2 2

− − −a a −a 0

( ) ( )
a 2 a
= 2 a 2 − x 2 dx = 2  a 4 − 2a 2 x 2 + x 4 dx
0 0

 4 3 5 a
 5 2 a 5 a 5    15a5 − 10a5 + 3a5 
2 x x
=  a x − 2a +  = 2  a − +  − 0 = 2  
 3 5    3 5    15
0    
 8a5  16a5
= 2 = − − − − − − − − ( 3)
 15  15
 

Page24 Jayachandran V, Assistant Professor, College of Science and Technology


2  sin as − as cos as 
F (s) = 2
  s3


  2  2
2  sin as − as cos as  8  sin as − as cos as 
F ( s ) ds =
2
   2

s 3 

ds =  
 −  s3
 ds

− −
 2
16  sin as − as cos as 
=
 0   ds − − − − − ( 4 )
s3 
Substituting (3) and (4) in (2)
 2
16  sin as − as cos as  16a 5
 0  s3
 ds = 15

Put a = 1
 2
16  sin s − s cos s  16

 0
s 3 

ds =
15
 2
16  sin t − t cos t  16
Changing s to t ,    dt =
 0 t 3
 15

( sin t − t cos t )2 
  t 6
dt =
15
0

Page25 Jayachandran V, Assistant Professor, College of Science and Technology


Properties of Fourier Transforms
∞ ∞
1 1
F ( s ) =F  f ( x )  =  f ( x ) eisxdx f ( x) =  F ( s ) e-isxds
2π -∞ 2π -∞
Sl. Name of
Condition Property
No Property
F  f ( x ) = F ( s )
,
Linear
1 F  g ( x ) = G ( s ) F a f ( x )  b g ( x ) = a F ( s )  bG ( s )
Property
, a and b are
constants
(i) F  f ( x − a ) = ei a s F ( s )
Shifting
2
Property
F  f ( x ) = F ( s ) (ii) F  eia x f ( x )  = F ( s + a )
Change 1 s
3 Scale F  f ( x ) = F ( s ) F  f ( ax )  = F  
a a
Property
Modulation 1
4 F  f ( x ) = F ( s ) F  f ( x ) cos ax  =  F ( s + a ) + F ( s − a ) 
Property 2
n
n d
F s
Multiplication
5 F  f ( x ) = F ( s ) F  x n f ( x )  = ( −i )
by x n d sn
Fourier (i ) F  f  ( x )  = ( −i s ) F  s  , if f ( x ) → 0 as x → 
Transform
F  f ( x ) = F ( s ) ( ii ) F  f n ( x )  = ( −i s ) F  s  ,
n
6
of
Derivatives if f ( x ) , f  ( x ) , f  ( x ) , .... f n −1 ( x ) → 0 as x → 
Fourier x  F  s
7 Transform F  f ( x ) = F ( s ) F   f ( x ) dx  =
of Integrals 0  ( −i s )
8 F  f ( x ) = F ( s ) F  f ( − x )  = F  −s 

F  f ( x ) = F ( s ) F  f ( x ) * g ( x )  = F  s   G ( s )
Convolution
9 and Note: By Inversion,
Theorem
F  g ( x ) = G ( s ) F −1  F ( s )  G ( s )  = f ( x ) * g ( x )
 
F  f ( x ) = F ( s ) ( i )  F ( s ) G ( s ) ds =  f ( x ) g ( x ) dx
Parseval’s − −
10 and
Identity  
F  g ( x ) = G ( s ) ( ii )  f ( x )  F (s)
2 2
dx = ds
− −

Page26 Jayachandran V, Assistant Professor, College of Science and Technology


3.6 Fourier Cosine and Sine Transforms:

3.6.1 Fourier Cosine Transform


Definition.
If f(x) is a function defined in ( 0,  ) , then the infinite Fourier cosine transform of f(x), denoted
by Fc  f ( x )  or Fc ( s ) , is defined by,

2
Fc  f ( x )  =  f ( x ) cos ( s x ) dx − − − − − − − − (1)
 0

The function f(x) is called the Inverse Fourier Cosine Transform of Fc ( s ) and is given by,

2
f ( x) =  Fc ( s ) cos ( s x ) ds − − − − − ( 2)
 0

3.6.2 Fourier Sine Transform


Definition.
If f(x) is a function defined in ( 0,  ) , then the infinite Fourier Sine transform of f(x), denoted by
Fs  f ( x ) or Fs ( s ) , is defined by,

2
Fs  f ( x )  =  f ( x ) sin ( s x ) dx − − − − − − − − (1)
 0

The function f(x) is called the Inverse Fourier Sine Transform of Fs ( s ) and is given by,

2
f ( x) =  Fs ( s ) sin ( s x ) ds − − − − − ( 2)
 0

3.6.3 Example
− ax
Find the Fourier cosine and sine transform of f ( x ) = e . Hence find the Fourier Cosine
1
transform of
a2 + x2
Ans:
   
2 2
Fc e− ax  = − ax
 e cos ( s x ) dx  c  ( ) ( ) ( ) 
 0
F  f x  = f x cos s x dx
   0  

2  a    a 
− ax
= − − − − − − − (1)  e cos ( b x ) dx = 2 2 
  a 2 + s 2   0 a + b 
By inversion,
   
− ax 2 2  a  2
 cos ( s x ) ds f ( x) = ( ) ( )
 0
=  
  a 2 + s 2 
e Fc s cos s x ds
 0  

2  1   e− ax
cos ( s x ) ds =
 0  a 2 + s 2 

2 a

Page27 Jayachandran V, Assistant Professor, College of Science and Technology


Interchanging x and s

2  1   e− as
( )
 0  a 2 + x 2 
cos s x dx =
2 a
  
 1   e− as   1  2  1  
 Fc  2  =  Fc  2 2
=   a 2 + x2  cos ( s x ) dx 
 a + x2  2 a  a + x   
 0 

Fourier Sine transform of f ( x ) = e−ax .


   
2 2
Fs e− ax  = − ax
 e sin ( s x ) dx ( ) ( ) ( )
 0
 s
F  f x 
 = f x sin s x dx 
   0  
2  s    b 
− ax
=  e sin ( b x ) dx = 2 2 
  a 2 + s 2   0 a + b 

3.7 Properties of Fourier Cosine and Sine Transforms.

3.7.1 Linear Property:


(i) Fs  a f ( x )  b g ( x )  = a Fs  f ( x )   b Fs  g ( x )  = a Fs ( s )  b Gs ( s )

(ii) Fc  a f ( x )  b g ( x )  = a Fc  f ( x )   b Fc  g ( x )  = a Fc ( s )  b Gc ( s )

Proof:

2
(i) Fs  a f ( x )  b g ( x )  =  a f ( x )  b g ( x ) sin ( s x ) dx
 0
  
2
 Fs  f ( x )  =  f ( x ) sin ( s x ) dx 
  0 
 
2 2
=a
  f ( x ) sin ( s x ) dx  b   g ( x ) sin ( s x ) dx
0 0
= a Fs  f ( x )   b Fs  g ( x )  = a Fs ( s )  b Gs ( s )


2
(ii) Fc  a f ( x )  b g ( x ) =  a f ( x )  b g ( x ) cos ( s x ) dx
 0
  
2
 Fc  f ( x )  =  f ( x ) cos ( s x ) dx 
  0 
 
2 2
=a  f ( x ) cos ( s x ) dx  b  g ( x ) cos ( s x ) dx
 0
 0
= a Fc  f ( x )   b Fc  g ( x )  = a Fc ( s )  b Gc ( s )

Page28 Jayachandran V, Assistant Professor, College of Science and Technology


3.7.2 Change Scale Property:
If Fs  f ( x ) = Fs ( s ) and Fc  f ( x ) = Fc ( s ) and a  0 , then
1 s
(i) Fs  f ( ax )  = Fs  
a a
1 s
(ii) Fc  f ( ax )  = Fc  
a a

Proof:
(i):
   

( ) ( ) 
2 2
Fs  f ( ax )  =  f ( ax ) sin ( s x ) dx  s  ( )
F  f x  =  f x sin s x dx
   0 
0  
du u
Put u = ax  du = adx  dx = and x =
a a
when x = 0, u = 0 and when x = , u = 
 
2  u  du 1 2 s
 Fs  f ( ax )  =  f ( u ) sin  s  =  f ( u ) sin  a  u du
 0
 a a a  0
1 s 1
= Fs
a  a  a

= Fs  f ( x )  s → s
a
(ii):
   
2 2
Fc  f ( ax )  =  f ( ax ) cos ( s x ) dx  Fc  f ( x )  =  f ( x ) cos ( s x ) dx 
 
0  0 
du u
Put u = ax  du = adx  dx = and x =
a a
when x = 0, u = 0 and when x = , u = 
 
2  u  du 1 2 s
 Fc  f ( ax )  =  f ( u ) cos  s  =  f ( u ) cos  a  u du
 0
 a a a  0
1 s 1
= Fc
a  a  a

= Fc  f ( x )  s → s
a

3.7.3 Modulation Property:

If Fs  f ( x ) = Fs ( s ) and Fc  f ( x ) = Fc ( s ) then,


1
(i ) Fs  f ( x ) cos ax  =  Fs ( s + a ) + Fs ( s − a ) 
2
1
( ii ) Fs  f ( x ) sin ax  =  Fc ( s − a ) − Fc ( s + a )
2
1
( iii ) Fc  f ( x ) cos ax  =  Fc ( s + a ) + Fc ( s − a ) 
2
1
( iv ) Fc  f ( x ) sin ax  =  Fs ( a + s ) + Fs ( a − s )
2

Page29 Jayachandran V, Assistant Professor, College of Science and Technology


Proof:
1
(i) Fs  f ( x ) cos ax  =  Fs ( s + a ) + Fs ( s − a ) 
2

2
Fs  f ( x ) cos ( ax )  =  f ( x ) cos ( ax ) sin ( s x ) dx
 0

2  sin ( s + a ) x + sin ( s − a ) x 
=
  f ( x )  2
 dx

0
 
1 2 2 
=   f ( x ) sin ( s + a ) x dx +  f ( x ) sin ( s − a ) x dx 
2   
 0 0
1
=  Fs ( s + a ) + Fs ( s − a ) 
2

1
(ii) Fs  f ( x ) sin ax  =  Fc ( s − a ) − Fc ( s + a ) 
2

2
Fs  f ( x ) sin ( ax )  =  f ( x ) sin ( ax ) sin ( s x ) dx
 0

2  cos ( s − a ) x − cos ( s + a ) x 
=
  f ( x )  2
 dx

0
 
1 2 2 
=   f ( x ) cos ( s − a ) x dx −  f ( x ) cos ( s + a ) x dx 
2   
 0 0
1
=  Fc ( s − a ) − Fc ( s + a ) 
2

1
(iii) Fc  f ( x ) cos ax  =  Fc ( s + a ) + Fc ( s − a ) 
2

2
Fc  f ( x ) cos ( ax )  =  f ( x ) cos ( ax ) cos ( s x ) dx
 0

2  cos ( s + a ) x + cos ( s − a ) x 
=
  f ( x )  2
 dx

0
 
1 2 2 
=   f ( x ) cos ( s + a ) x dx +  f ( x ) cos ( s − a ) x dx 
2   
 0 0
1
=  Fc ( s + a ) + Fc ( s − a ) 
2

1
(iv) Fc  f ( x ) sin ax  =  Fs ( a + s ) + Fs ( a − s ) 
2

2
Fc  f ( x ) sin ( ax )  =  f ( x ) sin ( ax ) cos ( s x ) dx
 0

Page30 Jayachandran V, Assistant Professor, College of Science and Technology



2  sin ( a + s ) x + sin ( a − s ) x 
=
  f ( x )  2
 dx

0
 
1 2 2 
( ) ( ) ( ) ( )
2   
=  f x sin a + s x dx + f x sin a − s x dx 
 
 0 0
1
=  Fs ( a + s ) + Fs ( a − s ) 
2

3.7.4 Fourier Sine and Cosine Transform of Derivatives:

If Fs  f ( x ) = Fs ( s ) and Fc  f ( x ) = Fc ( s ) , then

(i ) Fs  f  ( x )  = − s Fc ( s ) , if f ( x ) → 0 as x → 
2
( ii ) Fc  f  ( x )  = s Fs ( s ) − f ( 0 ) , if f ( x ) → 0 as x → 

Proof:
(i) Fs  f  ( x )  = − s Fc ( s ) , if f ( x ) → 0 as x → 
   
2 2
Fs  f  ( x )  =  f  ( x ) sin ( s x ) dx  Fs  f ( x )  =  f ( x ) sin ( s x ) dx 
 0   0 

2
=
  sin ( s x ) d  f ( x )
0

2   
=  sin ( s x ) f ( x )  0 −  s cos ( s x ) f ( x ) dx   Integration by parts
  
 0

2  
=
 
 0 − 0  − s  f ( x ) cos ( s x ) dx   f ( x ) → 0 as x → 
 0 

2
= −s
  f ( x ) cos ( s x ) dx = − s Fc ( s )
0

2
(ii) Fc  f  ( x )  = s Fs ( s ) − f ( 0 ) , if f ( x ) → 0 as x → 

   
2 2
Fc  f  ( x )  =  f  ( x ) cos ( s x ) dx  Fc  f ( x )  =  f ( x ) cos ( s x ) dx 
 0   0 

2
=
  cos ( s x ) d  f ( x )
0

2   
=  cos ( s x ) f ( x )  0 +  s sin ( s x ) f ( x ) dx   Integration by parts
  
 0

Page31 Jayachandran V, Assistant Professor, College of Science and Technology



2  
=
 
 0 − f ( 0 )  + s  f ( x ) sin ( s x ) dx   f ( x ) → 0 as x → 
 0 

2 2
=− f ( 0) + s  f ( x ) sin ( s x ) dx
  0
2 2
=− f ( 0 ) + s Fs ( s ) = s Fs ( s ) − f ( 0)
 

3.7.5 Fourier Sine and Cosine Transform of Second Derivatives:

If Fs  f ( x ) = Fs ( s ) and Fc  f ( x ) = Fc ( s ) , then

2
(i ) Fs  f  ( x )  = − s 2 Fs ( s ) + s f ( 0 ) if , f ( x ) and f  ( x ) → 0 as x → 

2
( ii ) Fc  f  ( x )  = − s 2 Fc ( s ) − f  ( 0 ) , if f ( x ) and f  ( x ) → 0 as x → 

Proof:
2
(i) Fs  f  ( x )  = − s 2 Fs ( s ) + s f ( 0 ) if , f ( x ) and f  ( x ) → 0 as x → 

 
2 2
Fs  f  ( x )  =  f  ( x ) sin ( s x ) dx =  sin ( s x ) d  f  ( x )
 0
 0

2   
=  sin ( s x ) f  ( x )  0 −  s cos ( s x ) f  ( x ) dx   Integration by parts
  
 0

2  
=
 
 0 − 0  − s  f  ( x ) cos ( s x ) dx   f  ( x ) → 0 as x → 
 0 

2
= −s
  f  ( x ) cos ( s x ) dx = − s Fc  f  ( x ) 
0
 2   2 
= − s  sFs ( s ) − f ( 0 )  Fc  f  ( x )  = sFs ( s ) − f ( 0)
     
2
= − s 2 Fs ( s ) + s f ( 0)

2
(ii) Fc  f  ( x )  = − s 2 Fc ( s ) − f  ( 0 ) if , f ( x ) and f  ( x ) → 0 as x → 

 
2 2
Fc  f  ( x )  =  f  ( x ) cos ( s x ) dx =  cos ( s x ) d  f  ( x )
 0
 0

2   
=  cos ( s x ) f ( x )  0 +  s sin ( s x ) f  ( x ) dx 
  Integration by parts
  
 0

Page32 Jayachandran V, Assistant Professor, College of Science and Technology



2  
=
 
 0 − f  ( 0 )  + s  f  ( x ) sin ( s x ) dx   f  ( x ) → 0 as x → 
 0 

2 2 2
=s
  f  ( x ) sin ( s x ) dx −

f  ( 0 ) = s Fs  f  ( x )  −

f  (0)
0

= s  − s Fc ( s )  −
2

f  ( 0)  Fs  f  ( x )  = − s Fc ( s ) 
2
= − s 2 Fc ( s ) − f  ( 0)

3.7.6 If Fs  f ( x ) = Fs ( s ) and Fc  f ( x ) = Fc ( s ) , then


d
( i ) Fs  x f ( x )  = −  Fc ( s )
ds
d
( ii ) Fc  x f ( x )  =  Fs ( s )
ds

Proof:
d
(i) Fs  x f ( x )  = −  Fc ( s )
ds

2
Fc  f ( x )  =  f ( x ) cos ( s x ) dx
 0
Differentiating both sides with respect to s,
 
d 2 d   2
Fc  f ( x )  =   f ( x ) cos ( s x ) dx  =  − x f ( x ) sin ( s x ) dx
ds  ds  0  
  0

2
=−
   x f ( x ) sin ( s x ) dx = − Fs  x f ( x )
0
d d
 Fs  x f ( x )  = − Fc  f ( x )  = − Fc ( s )
ds ds

d
(ii) Fc  x f ( x )  =  Fs ( s ) 
ds

2
Fs  f ( x )  =  f ( x ) sin ( s x ) dx
 0
Differentiating both sides with respect to s,

 
d 2 d   2
Fs  f ( x )  =   f ( x ) sin ( s x ) dx  =  x f ( x ) cos ( s x ) dx
ds  ds  0  
  0

2
=
   x f ( x ) cos ( s x ) dx = Fc  x f ( x )
0
d d
 Fc  x f ( x )  = Fs  f ( x )  = Fs ( s )
ds ds

Page33 Jayachandran V, Assistant Professor, College of Science and Technology


3.7.7 Parseval’s Identity.
If Fc  f ( x ) = Fc ( s ) , Fc  g ( x ) = Gc ( s ) , Fs  f ( x ) = Fs ( s ) and Fs  g ( x ) = Gs ( s ) , then
 
(i )  Fc ( s ) Gc ( s ) ds =  f ( x ) g ( x ) dx
0 0
 
( ii )  Fs ( s ) Gs ( s ) ds =  f ( x ) g ( x ) dx
0 0
  
( iii )   f ( x )  dx =   Fc ( s )  ds =   Fs ( s )  ds
2 2 2

0 0 0

Proof:
 
(i)  Fc ( s ) Gc ( s ) ds =  f ( x ) g ( x ) dx
0 0
 
 2     
2
 c ( ) ( ) (
 c  )  ( )  Gc ( s ) = ( )
 0
F s G s ds = F s g x cos sx dx  ds g x cos sx dx 
c

0 0  0   

2
=
   Fc ( s ) g ( x ) cos sx dx ds
00

2
=
   Fc ( s ) g ( x ) cos sx ds dx Change of order of integration 
00
  2 
=  g ( x) ( )
   c
F s cos sx ds  dx

0  0 
   
2
=  g ( x ) f ( x ) dx  By inversion, f ( x ) = F ( s ) cos sx ds
 0 c

0  
 
(ii)  Fs ( s ) Gs ( s ) ds =  f ( x ) g ( x ) dx
0 0
   2     
2
 s ( ) ( ) (
 s  )  ( )  Gs ( s ) = ( )
 0
F s G s ds = F s g x sin sx dx  ds g x sin sx dx 
s

0 0  0   

2
=
   Fs ( s ) g ( x ) sin sx dx ds
00

2
=
   Fs ( s ) g ( x ) sin sx ds dx Change of order of integration 
00
  2 
=  g ( x) ( )
   s
F s s in sx ds  dx

0  0 
   
2
=  g ( x ) f ( x ) dx  By inversion, f ( x ) = F ( s ) sin sx ds
 0 s

0  

Page34 Jayachandran V, Assistant Professor, College of Science and Technology


  
  f ( x )  dx =   Fc ( s )  ds =   Fs ( s )  ds
2 2 2
(iii)
0 0 0

 
 Fc ( s ) Gc ( s ) ds =  f ( x ) g ( x ) dx
0 0

Replacing g(x) with f(x) we get,


 
 Fc ( s ) Fc ( s ) ds =  f ( x ) g ( x ) dx
0 0
 
   Fc ( s )  ds =   f ( x )  dx − − − − − − (1)
2 2

0 0

 
 Fs ( s ) Gs ( s ) ds =  f ( x ) g ( x ) dx
0 0

Replacing g(x) with f(x) we get,


 
 Fs ( s ) Fs ( s ) ds =  f ( x ) g ( x ) dx
0 0
 
   Fs ( s )  ds =   f ( x )  dx − − − − − − ( 2 )
2 2

0 0

Therefore from (1) and (2) we get

  
  f ( x )  dx =   Fs ( s )  ds =   Fc ( s )  ds
2 2 2

0 0 0

Page35 Jayachandran V, Assistant Professor, College of Science and Technology


Properties of Fourier Sine and Cosine Transforms
Sl. Name of
Condition Property
No Property
Fs  f ( x ) = Fs ( s ) ,
Fc  f ( x ) = Fc ( s ) (i ) Fs a f ( x )  b g ( x ) = a Fs ( s )  bGs ( s )
Linear
1
Property Fs  g ( x ) = Gs ( s ) ,
Gc  f ( x ) = Gc ( s ) , ( ii ) Fc a f ( x )  b g ( x ) = a Fc ( s )  bGc ( s )
a and b are constants
1 s
Change Fs  f ( x ) = Fs ( s ) , (i ) Fs  f ( ax )  = Fs  
a a
2 Scale
Fc  f ( x ) = Fc ( s )
( ii ) Fc  f ( ax )  = Fc  
1 s
Property
a a
1
( i ) Fs  f ( x ) cos ax  =  Fs ( s + a ) + Fs ( s − a )
2
Fs  f ( x ) = Fs ( s )
1
( ii ) Fs  f ( x ) sin ax  =  Fc ( s − a ) − Fc ( s + a )
Modulation 2
3 and
Property 1
Fc  f ( x ) = Fc ( s ) ( iii ) Fc  f ( x ) cos ax  =  Fc ( s + a ) + Fc ( s − a )
2
1
( iv ) Fc  f ( x ) sin ax  =  Fs ( a + s ) + Fs ( a − s )
2
Fourier Fs  f ( x ) = Fs ( s ) , ( i ) Fs  f  ( x )  = − s Fc ( s )
Transform
4 Fc  f ( x )  = Fc ( s ) 2
of ( ii ) Fc  f  ( x )  = s Fs ( s ) − f ( 0)
Derivatives and f ( x ) → 0 as x →  
Fs  f ( x ) = Fs ( s ) and 2
Fourier (i ) Fs  f  ( x )  = − s 2 Fs ( s ) + s f ( 0)
Transform Fc  f ( x ) = Fc ( s ) 
5
of second f ( x ) and f  ( x ) → 0 2
Derivatives ( ii ) Fc  f  ( x )  = − s 2 Fc ( s ) − f  ( 0)
as x →  
d
Fs  f ( x ) = Fs ( s ) and (i ) Fs  x f ( x )  = −  Fc ( s ) 
ds
6
Fc  f ( x ) = Fc ( s ) ( ii )
d
Fc  x f ( x )  =  Fs ( s ) 
ds
 
 Fc ( s ) Gc ( s ) ds =  f ( x ) g ( x ) dx
If Fc  f ( x )  = Fc ( s ) , 0 0
 
Fc  g ( x )  = Gc ( s ) ,
7
Parseval’s  Fs ( s ) Gs ( s ) ds =  f ( x ) g ( x ) dx
Identity Fs  f ( x )  = Fs ( s ) 0 0
  
and Fs  g ( x )  = Gs ( s )
  f ( x ) dx =   Fc ( s ) ds =   Fs ( s ) ds
2 2 2

0 0 0

Page36 Jayachandran V, Assistant Professor, College of Science and Technology


3.8 Examples

Example 3.8.1
cos x, 0 xa
Find the Fourier cosine transform of f ( x ) =  .
0, xa
Ans:

2
Fc  f ( x )  =  f ( x ) cos ( s x ) dx
 0

2
a
2
a
cos ( s + 1 ) x + cos ( s − 1 ) x
=
  cos x cos ( s x ) dx =   2
dx
0 0

1  sin ( s + 1 ) x sin ( s − 1 ) x  1  sin ( s + 1 ) a sin ( s − 1 ) a 


a
=  +  =  +  , if s  1
2  s +1 s −1 0 2  s +1 s −1 

Example 3.8.2
e− ax
Find the Fourier cosine transform of f ( x ) = . Hence find the Fourier Cosine transform of
x
e− ax − e−bx
x
Ans:

2
Fc ( s ) = Fc  f ( x )  =  f ( x ) cos ( s x ) dx
 0
 − ax
2 e
=  cos ( s x ) dx − − − − − − (1)
 0
x
Differentiating (1) w.r.t. s, we get,
 
d d  2 e − ax  2   e − ax 
 Fc ( s )  =   cos ( s x ) dx  =   cos ( s x )  dx
ds ds   x   0 s  x 
 0
 − ax 
2 e 2 − ax
  − x sin ( s x )  dx = − e sin ( s x ) dx

=
 0
x
0

2 s    b 
− ax
=− − − − − − − ( 2)   ( ) = 
  s 2 + a 2 
e sin b x dx
 0 a 2 + b 2 
Integrating ( 2 ) w.r.t. s, we get

Fc ( s ) = −
2
  s2 + a2
s
ds = −
2 1
 2
(
log s 2 + a 2 =
−1
2
)
log s 2 + a 2 ( )
 e − ax 
 Fc 
 x

 =

−1
2
log s 2 + a 2 ( )
 e−ax − e−bx   e− ax e−bx   e− ax   e−bx 
Fc 
  = Fc  −  = Fc   − Fc    Linear Property
 x   x x   x   x 

Page37 Jayachandran V, Assistant Professor, College of Science and Technology


=
−1
2
log s 2 + a 2 −(−1
2
log s 2 + b 2) ( )
 2 2
=
1
2  ( ) 2
(
log s 2 + b 2 − log s 2 + a 2  = 1 log  s + b 
)
 s2 + a2 
 

Example 3.8.3
Find the Fourier Cosine transform of x.
Ans:
   
2 2
Fc  x  =  x cos ( s x ) dx  Fc  f ( x )  =  f ( x ) cos ( s x ) dx 
 0   0 

=

2
R.P xe
−isx
dx  e−isx = cos sx − i sin sx 
0

 e−isx e−isx 
2
= R.P  x − 
  ( −is ) ( −is )2 
0
  1  
2 2  1 2 1
= R.P ( 0 − 0 ) −  0 −  = R.P  −  = −
   ( −is )2     s2   s2
 

Example 3.8.4
x2

Find the Fourier Cosine transform of e − a
2 2
x 2
. Hence show that e is self-reciprocal under
Fourier Cosine Transform.

Ans:
   
Fc e − a = 2 −a 2
cos ( s x ) dx  Fc  f ( x )  = f ( x ) cos ( s x ) dx 
2 2 2 2
e 
x x
   
0  0 

 

2 1
e− a cos ( s x ) dx e− a cos ( s x ) is even in ( −,  )
2 2 2 2
= 
x x
 2 −

=
1
2
R.P e
−a2 x2
eisx dx  eisx = cos sx + i sin sx 
−

1

(
− a 2 x 2 −i s x ) dx − − − − − − (1)
= R.P
2
 e
−
2 2
 is   is 
a2 x2 − i s x = ( a x ) − i s x = ( a x ) − i s x +   −   making perfect square
2 2
 2a   2a 
2 2 2
 is   is   is  s2
=  ax −  −   =  ax −  + 2
 2a   2a   2a  4a
 From (1) ,
 is 
2
s2  2
 −  ax −  + 2    is  s2
− ax −  −
Fc e − a  = R.P 1
2 2  2 a  4 a  1
 e   e  a 4a 2
x
dx = R.P 2
e dx
  2 2
− −

Page38 Jayachandran V, Assistant Professor, College of Science and Technology


s2
−   is 
2

e 4a 2 −  ax − 
=
2
R.P  e  2a  dx
−
is du
Put u = ax −  du = a dx  dx =
2a a
when x = , u =  and when x = −, u = −
s2 s2
− −
4a 2  4a 2 
 Fc e − a x  = R.P
2 2 e −u 2 du e −u 2
  
2 −
e
a
= R.P 
a 2 −
e du

s2

 
4a2 
e
2  e −u du e −u is even in ( −,  )
2 2
= R.P
a 2 0
s2 s2
−  −
 1
e 4a2 e 4a2 2 −1
2  e −u u 0 du −u 2
2
= R.P = R.P 2 e u 2 du
a 2 0 a 2 0
s2
− 
e 1 4a2  
2  e − x x 2 n−1dx = n 
2
= R.P 
a 2 2  0 
s2 s2
− −
e 4a2 e 4a2  1 
= R.P  =  =  
a 2 a 2  2 
1
Substitute a = , we get,
2
s2
2

 1 
  1 2 2  4   − x2  − s2
 −  x  e  2 
Fc e  2   =  Fc e 2  = e 2
1  
  2  
  2
x2

Hence e 2 is self-reciprocal under Fourier Cosine Transform.

Example 3.8.5
1
Find the Fourier Sine transform of .
x
Ans:
   
1 2 1 2
Fs   =
x   x sin ( s x ) dx  s  ( )
F  f x  =
  f ( x ) sin ( s x ) dx 
0  0 
dt
Put sx = t  s dx = dt  dx =
s
when x = , t =  and when x = 0, t = 0
   
1 2 s dt 2 sin ( t ) 2   sin ( t )  
 Fs   =  sin ( t ) =  dt = =   dt = 
x  t s  t  2 2  t 2
0 0 0 

Page39 Jayachandran V, Assistant Professor, College of Science and Technology


Example 3.8.6

−x cos xt  −x
Find the Fourier Cosine transform of e . Hence show that  1 + t 2 dt =
2
e
0
Ans:
   
Fc e  =
−x 2 −x 2
e cos ( s x ) dx  Fc  f ( x )  =  f ( x ) cos ( s x ) dx 
   
0  0 

=
2
 e
−x
cos ( s x ) dx  in ( 0,  ) , x = x
0
  
2  1  − ax a
=
  1 + s 2 
  e cos ( bx ) dx = 
a 2 + b 2 
 0
By inversion formula,

2
f ( x) =  Fc  f ( x ) cos ( s x ) ds
 0
 
−x 2 2  1  2 cos ( s x )
e =    cos ( s x ) ds =  ds
 0
  1+ s 
2  0 1 + s2

cos ( s x )  −x
 ds = e
0 1+ s 2 2
Replacing s with t

cos ( xt )  −x
 dt = e
0 1+ t 2 2

Example 3.8.7

x sin mx 
Find the Fourier Sine transform of e − x . Hence show that  dx = e− m
0 1+ x 2 2
Ans:
   
2 2  s   b
Fs e − x  = −x
 e sin ( s x ) dx = 
− ax
 e sin ( bx ) dx = 2 
     1 + s 2   a +b 
2
0  0 
By inversion formula,

2
f ( x) =  Fs  f ( x ) sin ( s x ) ds
 0
 
−x 2  s 
2 2 s sin ( s x )
e =    sin ( s x ) ds =  ds
 0   1+ s 
2  0 1 + s2

s sin ( sx ) 
 ds = e− x
0 1+ s 2 2
Changing x to m and s to x, we get

x sin ( mx ) 
 dx = e− m
0 1+ x 2 2

Page40 Jayachandran V, Assistant Professor, College of Science and Technology


Example 3.8.8
Find the Fourier Cosine transform of e
−x
. Hence find Fs x e ( −x
)
Ans:
 
Fc e  =

−x

2
 e
−x
cos ( s x ) dx =

2
e
−x
cos ( s x ) dx  in ( 0,  ) , x = x
0 0
  
2  1  − ax a
=
  1 + s 2 
  e cos ( bx ) dx = 2
+ 2 
 0 a b 

Fs  x e

−x  = − d  F e− x 
 ds 
c  ( ) 

d
 Fs  x f ( x )  = −  Fc ( s )  
ds


d  2  1 
=−  
ds    1 + s 2  
2 −1 2 2s
=− 2s =

( ) 
( )
2 2
1 + s2 1 + s2
Example 3.8.9

Find:
(i ) Fs e − x cos ( 2 x )  ( ii ) Fc e − x cos ( 2 x ) 
   
( iii ) Fs e − x sin ( 2 x )  ( iv ) Fc e − x sin ( 2 x ) 
   
Ans:
Let f ( x ) = e− x
Fc  s  = Fc  f ( x )  = Fc e − x 
 
   
2 −x 2  1  − ax a
= e cos ( s x ) dx =   e cos ( bx ) dx = 
 0
  1 + s 2   0 a 2 + b2 

Fs  s  = Fs  f ( x )  = Fs e− x 
 
   
2 −x 2  s  − ax b
= e sin ( s x ) dx =   e sin ( bx ) dx = 
 0
  1 + s 2   0 a 2 + b2 

(i) Fs e − x cos ( 2 x ) 
 
1
Fs e − x cos ( 2 x )  =  Fs ( s + 2 ) + Fs ( s − 2 ) 
  2
 1 
 Fs  f ( x ) cos ax  =  Fs ( s + a ) + Fs ( s − a )  
 2 
1  2  s + 2  2  s − 2  
=   +  
2    1 + ( s + 2 )2    1 + ( s − 2 )2  
    
1 2  s+2 s−2  1  s+2 s−2 
= + 2 = + 2
2   s + 4 s + 5 s − 4 s + 5 
 2  2 
2  s + 4 s + 5 s − 4s + 5 

Page41 Jayachandran V, Assistant Professor, College of Science and Technology


(ii) Fc e− x cos ( 2 x ) 
 

1
Fc e − x cos ( 2 x )  =  Fc ( s + 2 ) + Fc ( s − 2 ) 
  2
 1 
 Fc  f ( x ) cos ax  =  Fc ( s + a ) + Fc ( s − a )  
 2 
1  2  1  2 1 
=  +  
2    1 + ( s + 2 )2    1 + ( s − 2 )2  
    
1 2 1 1  1  1 1 
= + 2 = + 2

2   s + 4 s + 5 s − 4 s + 5 
2  2 
2  s + 4 s + 5 s − 4s + 5 

(iii) Fs e − x sin ( 2 x ) 
 

1
Fc e − x sin ( 2 x )  =  Fc ( s − 2 ) − Fc ( s + 2 ) 
  2
 1 
 Fs  f ( x ) sin ax  =  Fc ( s − a ) − Fc ( s + a )  
 2 
1  2  1  2 1 
=   −  
2    1 + ( s − 2 )2    1 + ( s + 2 )2  
    
1 2 1 1  1  1 1 
=  − 2  =  − 2 
2   s − 4s + 5 s + 4s + 5 
2 2  s − 4 s + 5 s + 4 s + 5 
2

(iv) Fc e − x sin ( 2 x ) 
 

1
Fc e − x sin ( 2 x )  =  Fs ( 2 + s ) + Fs ( 2 − s )  ( iv )
  2
 1 
 Fc  f ( x ) sin ax  =  Fs ( a + s ) + Fs ( a − s )  
 2 
1  2  2 + s  2  2 − s  
=  +  
2    1 + ( 2 + s )2    1 + ( 2 − s )2  
    
1 2  2+s 2−s  1  2+s 2−s 
= + 2 = + 2

2   s + 4 s + 5 s − 4 s + 5 
2  2 
2  s + 4s + 5 s − 4 s + 5 

Page42 Jayachandran V, Assistant Professor, College of Science and Technology


Example 3.8.10
Using transforms, evaluate the following:
  
dx x2 x2
(i)  (ii)  (iii) 
( )( ) ( )( )
dx dx
0 x2 + a2 x2 + b2 0 x2 + a2 x2 + b2 0 (x 2
+a )
2 2

Ans:

dx
(i) 
0 ( x2 + a2 )( x2 + b2 )
Let f ( x ) = e− ax

2 2  a 
 Fc ( s ) = Fc  f ( x )  = Fc e − ax  = e
− ax
cos ( s x ) dx = − − − (i )
   0
  a 2 + s 2 
Let g ( x ) = e−bx ,
2  b 
 Gc ( s ) = Gc e −bx  = − − − ( ii )
    b 2 + s 2 

By Parseval’s identity,
 
 Fc ( s ) Gc ( s ) ds =  f ( x ) g ( x ) dx
0 0
 
2  a  2  b 
      ds =  e − ax e −bx dx
0
 a +s   b +s 
2 2 2 2
0
 
ds =  e ( ) dx
2ab 1 − a +b x
 
 0 ( a2 + s2 )(b2 + s2 ) 0

 e − ( a +b ) x  1 1
=  = 0− =
 − ( a + b )  − (a + b) a + b
0

1 
 ds =
0 (a 2
+s 2
)(b 2
+s 2
) 2ab ( a + b )

1 
 dx =
(a )(b )
Replacing s with x,
2
+x 2 2
+x 2 2ab ( a + b )
0


x2
(ii) 
( x2 + a2 )( x2 + b2 )
dx
0

Let f ( x ) = e − ax

2 2  s 
 Fs ( s ) = Fs  f ( x )  = Fs e − ax  = e
− ax
sin ( s x ) dx = − − − (i )
   0
  a 2 + s 2 
Let g ( x ) = e −bx ,
2  s 
 Gs ( s ) = Gs e −bx  = − − − ( ii )
    b 2 + s 2 

Page43 Jayachandran V, Assistant Professor, College of Science and Technology


By Parseval’s identity,
 
 Fs ( s ) Gs ( s ) ds =  f ( x ) g ( x ) dx
0 0
 
2  s  2  s 
  ds =  e − ax e −bx dx
0
  a 2 + s 2    b 2 + s 2  0
 
s2
ds =  e ( ) dx
2 − a +b x
 

0 ( a2 + s2 )(b2 + s2 ) 0

 e − ( a +b ) x  1 1
=  = 0− =
 − ( a + b )  − (a + b) a + b
0

s2 
 ds =
0 ( a2 + s2 )(b2 + s2 ) 2 (a + b)

x2 
 dx =
( a2 + x2 )(b2 + x2 )
Replacing s with x,
2 (a + b)
0


x2
(iii)  dx
( )
2
0 x2 + a2

Let f ( x ) = e − ax

2 2  s 
 Fs ( s ) = Fs  f ( x )  = Fs e − ax  = e
− ax
sin ( s x ) dx =
   0
  a 2 + s 2 
By Parseval’s identity,
 
  Fs ( s ) ds =   f ( x ) 
2 2
dx
0 0
  2
 2  s 
( )
2
   2 2  ds =  e − ax dx
0
  a + s  0
 
2 s2
  ds =  e − 2 ax dx
 0 ( a2 + s ) 2 2
0


 e − 2 ax  1 1
=  = 0− =
 − 2a  0 − 2a 2a


s2  
 ds = =
2 ( 2a )
( a2 + s2 )
2 4a
0


x2 
Replacing s with x,  dx =
( a2 + x2 )
2 4a
0

Page44 Jayachandran V, Assistant Professor, College of Science and Technology


Example 3.8.11
 
cos sx 
Solve the integral equation  f ( x ) cos sx dx = e− s . Hence show that  1 + x2 dx = e− s
2
0 0
Ans:

 f ( x ) cos sx dx = e− s − − − − ( i )
0
2
Multiplying ( i ) both sides by we get ,


2 2
f ( x ) cos sx dx e− s

=
0

  
2 −s 2
 Fc  f ( x )  = e − − − − ( ii )   f ( x ) cos sx dx = Fc  f ( x )  
   0 
By inversion,
  
2 2 2 −s 2
f ( x) = F  f ( x )  cos sx ds = e − s cos sx ds
  c   
e cos sx ds =
0 0
 0
2 1 
=
  1 + x 2 
, which is the solution of the equation

2 −s
From ( ii ) , Fc  f ( x )  = e

 2  1  2 −s  2  1 
 Fc    =  f ( x) = 
  1 + x 2  
e
   1 + x  
2

 
2 1 
2 2 −s cos sx  −s
  
 0   1+ x 
2  cos sx dx =

e   1 + x 2 dx = 2 e
0

Example 3.8.12

1 −  , 0    1
Solve the integral equation  f ( x ) cos  x dx =  .
 0,  1
0
Ans:

1 −  , 0    1
 f ( x ) cos  x dx
=
0,  1
0
Replacing  with s

1 − s, 0  s  1
 f ( x ) cos sx dx =
0, s 1
− − − − (i )
0
2
Multiplying ( i ) both sides by we get,


2 2 1 − s, 0  s  1
f ( x ) cos sx dx

= 
0
 0, s 1

Page45 Jayachandran V, Assistant Professor, College of Science and Technology


  
2 1 − s, 0  s  1 2
 Fc  f ( x )  =  − − − − ( ii )   f ( x ) cos sx dx = Fc  f ( x )  
 0, s 1   0 
By inversion,
 
2  2 
1
2
f ( x) = ( ) ( )
 0 c    0  
F  f x 
 cos sx ds =  1 − s cos sx ds + 0  cos sx ds 
 1 
1
2
=
  (1 − s ) cos sx ds
0
1 1
2 sin sx − cos sx  2 sin sx cos sx 
= (1 − s ) − ( −1)  =  (1 − s ) − 2 
 x x2 0   x x 0
2  cos x   1   2  1 cos x 
=  0 − 2  −  0 − 2   =  2 − 2 
  x   x    x x 
2  1 − cos x 
=
  x 2 
, which is the solution of the equation

3.9 Finite Fourier Transform

3.9.1 Finite Fourier Sine Transform and its Inverse


Definition
If f(x) is a continuous or piece-wise continuous function defined in ( 0, l ) then the Finite Fourier
Sine Transform of f(x), denoted by Fs ( n ) or f s ( n ) , is defined by
l
 n x 
Fs ( n ) =  f ( x ) sin   dx − − − − − (1) , where n is an integer.
0
 l 

Inversion formula for Finite Fourier Sine Transform


If Fs ( n ) is the Finite Fourier Sine Transform of f(x) in ( 0, l ) , then f(x) is called the Inverse Finite
Fourier Sine Transform of Fs ( n ) and is given by,
2  n x
f ( x) = 
l n =1
Fs ( n ) sin
l
− − − − − ( 2)

Proof:
The Half Range Fourier Sine Series of f(x) defined on ( 0, l ) is

n x  n x 
l
2
f ( x ) =  bn sin − − − − − ( i ) where bn =  f ( x ) sin   dx
n =1 l l 0  l 
2  l
 n x  
 bn = Fs ( n ) − − − − − ( ii )  Fs ( n ) =  f ( x ) sin   dx 
l  0  l  
2 
n x
Substituting ( ii ) in ( i ) , f ( x ) =  Fs ( n ) sin
l n =1 l

Page46 Jayachandran V, Assistant Professor, College of Science and Technology


3.9.2 Finite Fourier Cosine Transform and its Inverse
Definition
If f(x) is a continuous or piece-wise continuous function defined in ( 0, l ) then the Finite Fourier
Cosine Transform of f(x), denoted by Fc ( n ) or f c ( n ) , is defined by,
l
 n x 
Fc ( n ) =  f ( x ) cos   dx − − − − − (1) , where n is an integer.
0
 l 

Inversion formula for Finite Fourier Cosine Transform


If Fc ( n ) is the Finite Fourier Cosine Transform of f(x) in ( 0, l ) , then f(x) is called the Inverse
Finite Fourier Cosine Transform of Fs ( n ) and is given by,

1 2  n x
f ( x ) = Fc ( 0 ) +  Fc ( n ) cos − − − − − ( 2)
l l n=1 l
Proof:
The Half Range Fourier Cosine Series of f(x) defined on ( 0, l ) is
a0  n x
f ( x) = +  an cos − − − − − ( i ) where
2 n =1 l
 n x 
l l
2 2
a0 =  f ( x ) dx and an =  f ( x ) cos   dx
l 0 l 0  l 
2  l
 n x  
 an = Fc ( n ) − − − − − ( ii )  Fc ( n ) =  f ( x ) cos   dx 
l  0  l  
2
a0 = Fc ( 0 ) − − − − − ( iii )
l
1 2  n x
Substituting ( ii ) and ( iii ) in ( i ) , f ( x ) = Fc ( 0 ) +  Fc ( n ) cos
l l n =1 l

3.10 Examples:

Example 3.10.1
 
 x, 0 x

Find the Finite Fourier Sine and Cosine Transforms of f ( x ) = 
2
 − x,   x  

 2
Ans:
 
 x, 0 x

f ( x) = 
2
 − x,   x  

 2

(i) Finite Fourier Sine Transform of f(x)


l  
n x n x
Fs ( n ) =  f ( x ) sin dx =  f ( x ) sin dx =  f ( x ) sin nx dx  l = 
0
l
0
 0

Page47 Jayachandran V, Assistant Professor, College of Science and Technology



2 
=  x sin nx dx +  ( − x ) sin nx dx
0 
2
 
 − cos nx − sin nx  2  − cos nx − sin nx 
= x − 2  + (  − x ) − ( −1) 
 n n 0  n n 2 
2
 
 cos nx sin nx  2  cos nx sin nx 
= − x + 2  +  − ( − x ) − 2 
 n n 0  n n 
2
         
  cos n 2 sin n 2      cos n 2 sin n 2 
=  − +  − ( 0 + 0 )  +  ( −0 − 0 ) −  − − 
 2 n n2     2 n n2 
      
    
  cos n 2 sin n 2  cos n 2 sin n 2  2 n
= − + + +  = sin
 2 n n2 2 n n2  n2 2
 

(ii) Finite Fourier Cosine and Cosine Transform of f(x)


l  
 n x   n x 
Fc ( n ) =  f ( x ) cos   dx =  f ( x ) cos   dx =  f ( x ) cos nx dx  l = 
0
 l  0
   0

2 
=  x cos nx dx +  ( − x ) cos nx dx
0 
2
 
 sin nx − cos nx  2  sin nx − cos nx 
= x − 2  + (  − x ) − ( −1) 
 n n 0  n n 2 
2
 
 sin nx cos nx  2  sin nx cos nx 
= x + 2  + (  − x ) − 2 
 n n 0  n n 
2
         
  sin n 2 cos n 2   1    cos n 
 
sin n
2−
cos n
2 
=  +  −  0 + 2   +  0 − − 2 
 2 n n2   n    n2   n n 2

      
    
  sin n 2 cos n 2 1 cos n  sin n 2 cos n 2 
= + 2
− 2− 2
− + 
 2 n n n n 2 n n2 
 
  
 2 cos n 2 1 ( −1)  1 
( )
n
n n 
= − 2 − 2  = 2  2 cos − 1 + ( −1) 
 n
2
n n  n  2 
 

Page48 Jayachandran V, Assistant Professor, College of Science and Technology


 n
 2 cos 2
 , if n is odd
=  n2
2  n 
 2 cos − 1 , if n is even and  0
n  2 
0, if n is odd

= 2  n 
 2 cos 2 − 1 , if n is even and  0
n 


l  2 
Fc ( 0 ) =  f ( x ) dx =  f ( x ) dx =  x dx +  ( − x ) dx
0 0 0 
2
 
 x2  2  x2  
=   +  x −  =
 2  0  2  2
2

 , if n = 0
 2
 Fc ( n ) = 0, if n is odd
2 n
 cos 
− 1 , if n is even
 n 
2  2 

Example 3.10.2
Find the Finite Fourier Cosine Transform of f ( x ) = ( x − 1) in (0, 1)
2

Ans:
l 1 1
 n x   n x 
Fc ( n ) =  f ( x ) cos   dx =  f ( x ) cos   dx =  f ( x ) cos n xdx  l = 1
0
 l 
0
 1 
0

2 sin ( n x ) cos ( n x ) sin ( n x ) 


1 1

=  ( x − 1) cos ( n x ) dx = ( x − 1) + 2 ( x − 1)
2
−2 3 3 
 n n 2
 2
n  0
0
  1  2
= ( 0 + 0 + 0 ) −  0 − 2 2 2 − 0   = 2 2 if n  0
  n   n 

1
l 1  ( x − 1)3  1 1
Fc ( 0 ) =  f ( x ) dx =  ( x − 1) dx =   = 0 − ( −1)  =
2

0 0  3  0 3 3
1
 3 , if n = 0
 Fc ( n ) = 
 2 , if n  0
 n 2 2

Page49 Jayachandran V, Assistant Professor, College of Science and Technology


Example 3.10.3
2
3 (
−1) for n = 1, 2,3,.... and 0  x   .
n −1
Find f(x) if it’s Finite Fourier Sine Transform is
n

Ans:
2
Fs ( n ) = 3
( −1)n−1 for n = 1, 2,3,.... and 0  x  
n

By inversion formula,
( −1)
n −1
2  n x 2  2 n x 
f ( x ) =  Fs ( n ) sin =  3 ( −1) sin = 4  l = 
n −1
sin nx
l n =1 l  n =1 n  n =1 n3

Page50 Jayachandran V, Assistant Professor, College of Science and Technology

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