Fourier Transform 1
Fourier Transform 1
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Table of Contents
3 Fourier Transform
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Fourier Integral Theorem
A periodic function f (x) defined in a finite interval (−L, L) can be expressed in
Fourier series. By extending this concept, non-periodic functions defined in −∞ <
x < ∞ (for all x) can be expressed as a Fourier integral, since in practice periodic
functions are fairly rare.
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Fourier Integral Theorem
A periodic function f (x) defined in a finite interval (−L, L) can be expressed in
Fourier series. By extending this concept, non-periodic functions defined in −∞ <
x < ∞ (for all x) can be expressed as a Fourier integral, since in practice periodic
functions are fairly rare.
Z ∞ Z ∞
1 1
A(w ) = f (t) cos(wt) dt and B(w ) = f (t) sin(wt) dt
π −∞ π −∞
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Note
Substituting the values of A(w ) and B(w ) in (1) yields
Z∞ Z∞ Z∞
1 1
f (x) = f (t) cos(wt)dt cos wx + f (t) sin(wt)dt sin wx dw
π π
0 −∞ −∞
Z∞ Z∞
1
= f (t)[cos(wt) cos wx + sin(wt) sin wx]dt dw
π
0 −∞
Z∞ Z∞
1
= f (t) cos w (t − x)dt dw
π
0 −∞
Thus
Z ∞ Z ∞
1
f (x) = f (t) cos w (t − x)dt dw
π 0 −∞
Then the Fourier integral (1) reduces to the Fourier cosine integral
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Fourier Cosine Integral
Then the Fourier integral (1) reduces to the Fourier cosine integral
Z ∞
f (x) = A(w ) cos wx dw ,
0
where
Z ∞
2
A(w ) = f (t) cos(wt) dt
π 0
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Fourier Sine Integral
Then the Fourier integral (1) reduces to the Fourier sine integral
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Fourier Sine Integral
Then the Fourier integral (1) reduces to the Fourier sine integral
Z ∞
f (x) = B(w ) sin wx dw ,
0
where
Z ∞
2
B(w ) = f (t) sin(wt) dt
π 0
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Example
Find the Fourier integral representation of the function
(
1 if |x| < 1
f (x) =
0 if |x| > 1
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Solution
∞ 1
1 1
Z Z
1 sin(wt) 2 sin w
A(w ) = f (t) cos(wt) dt = cos(wt) dt = =
π −∞ π −1 πw −1 πw
Z ∞ Z 1 1
1 1 cos(wt)
B(w ) = f (t) sin(wt) dt = sin(wt) dt = =0
π −∞ π −1 πw −1
Zt
sin w
We see that this integral is the limit of the so-called sine integral ,i.e., dw .
w
0
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Example
Find the Fourier integral representation of
(
e −x if x > 0
f (x) =
0 if x < 0
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Solution
1 ∞ 1 ∞ −t
Z Z
1
A(w ) = f (t) cos(wt) dt = e cos(wt) dt =
π −∞ π 0 π(1 + w 2 )
Z ∞ Z ∞
1 1 w
B(w ) = f (t) sin(wt) dt = e −t sin(wt) dt =
π −∞ π 0 π(1 + w 2 )
When x = 0, this last result is seen to reduce to the familiar definite integral
Z ∞
dw π
2
dw = .
0 1+w 2
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Example
Find the Fourier sine integral for f (x) = e −βx , β > 0 and hence show that
Z∞
π −βx w sin wx
e = dw .
2 w 2 + β2
0
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Solution
Z ∞ Z ∞
2 2
B(w ) = f (t) sin(wt) dt = e −βt sin(wt) dt
π 0 π 0
−βt ∞
2 e
= [−β sin(wt) − w cos(wt)]
π w2 + β 2
0
2w
=
π(w 2 + β 2 )
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Example
Express (
1 if 0 ≤ x ≤ π
f (x) =
0 if x > π
as a Fourier sine integral and hence evaluate
Z∞
1 − cos(πw )
sin(xw ) dw .
w
0
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Solution
2 ∞ 2 π
Z Z
B(w ) = f (t) sin(wt) dt = sin(wt) dt
π 0 π 0
π
2 − cos(wt) 2 1 − cos(πw )
= =
π w 0 π w
Therefore ∞
1 − cos(πw )
Z
π
sin wx dw = f (x).
0 w 2
At x = π, which is a point of discontinuity of f (x), the value of the above integral
is π2 1+0
2 = π4 . Thus
π
∞ 2
if 0 ≤ x < π
1 − cos(πw )
Z
sin wx dw = π4 if x = π
0 w
0 if x > π
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Example
Find the Fourier cosine and Fourier sine integrals of f (x) = e −kx , where x > 0 and
k > 0.
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Solution
Z ∞ Z ∞
2 2
A(w ) = e −kt cos wt dt
f (t) cos wt dt =
π 0 π 0
∞
e −kw
2 2 k
= − 2 2
(k cos wt − w sin wt) =
π k +w 0 π k + w2
2
Z ∞
2 k
f (x) = e −kx = cos(wx) dw
π 0 k2 + w2
Z ∞
cos(wx) π −kx
dw = e
0 k2 + w 2 2k
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Solution cont. . .
Z ∞ Z ∞
2 2
B(w ) = e −kt sin wt dt
f (t) sin wt dt =
π 0 π 0
∞
e −kw
2 2 w
= − 2 (w cos wt + k sin wt) =
π k + w2 0 π k 2 + w2
Z ∞
2 k
f (x) = e −kx = cos(wx) dw
π 0 k2 + w2
Z ∞
u sin(wx) π
dw = e −kx
0 k2 + w 2 2
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Exercise 1:
Find the FourierZintegral representation of f (x) = e −|x| .
2 ∞ cos(wx)
Ans: f (x) = dw
π 0 1 + w2
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Exercise 2: (
0 if |x| > a
Find the Fourier integral representation of the function f (x) = bx
.
a if |x| ≤ a
2b
Ans: A(w ) = 0, B(w ) = πaw 2 [sin(aw ) − aw cos(aw )] and
∞
[sin(aw ) − aw cos(aw )] sin(wx)
Z
2
f (x) = dw
πa 0 w2
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Exercise 3:
Find the(Fourier integral representation of the function
π
cos x if |x| < π2
f (x) = 2 .
0 if |x| > π2
∞
cos πw
2 cos wx
Z
Ans: f (x) = dw .
0 1 − w2
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Exercise 4:
Find theFourier integral representation of the function
0
if x < 0
f (x) = cos x if 0 < x < π .
0 if x > π
∞
w [sin(wx) − sin(π + x)w ]
Z
1
Ans: f (x) = dw .
π 0 w2 − 1
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Exercise 5:
Find the Fourier cosine integral representation of the following functions
(
2 ∞ sin w cos wx
Z
1 if 0 < x < 1
(a) f (x) = Ans: f (x) = dw
0 if x > 1 π 0 w
(
2 ∞ cos(πw ) + 1
Z
sin x if 0 < x < π
(b) f (x) = Ans: f (x) = cos(wx) dw
0 if x > π π 0 1 − w2
(
x 2 if 0 < x < 1
(c) f (x) =
0 if x > 1
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Exercise 6:
Find the Fourier sine integral representation of the following functions
(
2 ∞ 1 − cos w
Z
1 if 0 < x < 1
(a) f (x) = Ans: f (x) = sin wx dw
0 if x > 1 π 0 w
(
e x if 0 < x < 1
(b) f (x) =
0 if x > 1
2 ∞ w − e(w cos w − sin w )
Z
Ans: f (x) = sin wx dw
π 0 1 + w2
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Fourier Cosine Transform
The Fourier cosine transform concerns even functions. We obtain it from the Fourier
cosine integral
Z ∞
2 ∞
Z
f (x) = A(w ) cos wx dw , where A(w ) = f (t) cos(wt) dt
0 π 0
q
Namely, we set A(w ) = π2 fˆc (w ), where c suggests “cosine.” Then, writing t = x
in the formula for A(w ), we have
∞
r Z
2
fˆc (w ) = Fc (f ) = f (x) cos(wx) dx (3)
π 0
and
∞
r Z
2
f (x) = fˆc (w ) cos(wx) dw (4)
π 0
Formula (3) gives from f (x) a new function fˆc (w ), called the Fourier cosine trans-
form of f (x). Formula (4) gives us back f (x) from fˆc (w ) and we therefore call
f (x) the inverse Fourier cosine transform of fˆc (w ) and denote it by Fc −1 (f ).
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Fourier Sine Transform
The Fourier sine transform concerns odd functions. We obtain it from the Fourier
sine integral
Z ∞
2 ∞
Z
f (x) = B(w ) sin wx dw , where B(w ) = f (t) sin(wt) dt
0 π 0
q
Namely, we set B(w ) = π2 fˆs (w ), where s suggests “sine.” Then, writing t = x
in the formula for A(w ), we have
∞
r Z
2
fˆs (w ) = Fs (f ) = f (x) sin(wx) dx (5)
π 0
and
∞
r Z
2
f (x) = fˆs (w ) sin(wx) dw (6)
π 0
Formula (5) gives from f (x) a new function fˆs (w ), called the Fourier sine trans-
form of f (x). Formula (6) gives us back f (x) from fˆs (w ) and we therefore call
f (x) the inverse Fourier sine transform of fˆs (w ) and denote it by Fs −1 (f ).
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Example
Find the Fourier cosine and Fourier sine transforms of the function
(
k if 0 < x < a
f (x) =
0 if x > a
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Solution
From definitions of cosine and sine Fourier transforms, we have
r Z ∞ r Z a
2 2
Fc (f ) = f (x) cos(wx) dx = k cos(wx) dx
π 0 π 0
r a
2 sin wx
= k
π w 0
r
2 sin aw
= k
π w
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Solution
From definitions of cosine and sine Fourier transforms, we have
r Z ∞ r Z a
2 2
Fc (f ) = f (x) cos(wx) dx = k cos(wx) dx
π 0 π 0
r a
2 sin wx
= k
π w 0
r
2 sin aw
= k
π w
∞ ∞
r Z r Z
2 2
Fs (f ) = f (x) sin(wx) dx = k sin(wx) dx
π 0 π 0
r a
2 − cos wx
= k
π w 0
r
2 1 − cos aw
= k
π w
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Example
Find Fc (e −x ).
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Example
Find Fc (e −x ).
Solution
By definition of cosine Fourier transform, we get
r Z ∞
2
Fc (e −x ) = e −x cos(wx) dx
π 0
r ∞
2 e −x
= (− cos wx + w sin wx)
π 1 + w2 0
r
2 1
=
π 1 + w2
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Example
Find Fs (e −ax ).
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Example
Find Fs (e −ax ).
Solution
By definition of sine Fourier transform, we get
r Z ∞
2
Fs (e −ax ) = e −ax sin(wx) dx
π 0
r ∞
2 e −x
= (−a sin wx − w cos wx)
π a2 + w 2 0
r
2 w
=
π a2 + w 2
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Existance of Fourier cosine and sine transforms
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Linearity property of Fourier cosine and sine transforms
If f and g have Fourier cosine and sine transforms, so does af + bg for any
constants a and b, and
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Fourier Cosine and Sine Transforms of Derivatives
Fourier Cosine and Sine Transforms of Derivatives
Let f (x) be a continuous and absolutely integrable on the x-axis, let f ′ (x) be
piecewise continuous on every finite interval, and let f (x) → 0 as x → ∞.
Then q
✽ Fc (f ′ (x)) = w Fs (f (x)) − 2
πf (0).
✽ Fs (f ′ (x)) = −w Fc (f (x)).
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Fourier Cosine and Sine Transforms of Derivatives
Fourier Cosine and Sine Transforms of Derivatives
Let f (x) be a continuous and absolutely integrable on the x-axis, let f ′ (x) be
piecewise continuous on every finite interval, and let f (x) → 0 as x → ∞.
Then q
✽ Fc (f ′ (x)) = w Fs (f (x)) − 2
πf (0).
✽ Fs (f ′ (x)) = −w Fc (f (x)).
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Example
Find the Fourier cosine transform Fc (e −ax ) of f (x) = e −ax , where a > 0.
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Example
Find the Fourier cosine transform Fc (e −ax ) of f (x) = e −ax , where a > 0.
Solution
d 2 −ax
By Differentiation, e = a2 e −ax ; thus
dx 2
a2 f (x) = f ”(x)
a2 Fc (f ) = Fc (f ”)
r
2 ′
=⇒ a2 Fc (f ) = −w 2 Fc (f ) − f (0)
π
r
2 2 2
=⇒ (a + w )Fc (f ) = a
π
r
2 a
=⇒ Fc (f ) =
π a2 + w 2
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Example
e −ax e −ax − e −bx
Find the Fourier sine transform of f (x) = and hence find Fs .
x x
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Solution
∞
r Z
2
Fs (f ) = f (x) sin(wx) dx
π 0
∞
r
e −ax
Z
2
= sin(wx) dx
0 x π
r Z ∞ −ax
d 2 d e
=⇒ Fs (f ) = sin(wx) dx
dw π dw 0 x
r Z ∞
2
= e −ax cos(wx) dx
π 0
r ∞
2 e −ax
= (−acoswx + w sin wx)
π a2 + w 2 0
r
d 2 a
=⇒ Fs (f ) =
dw π a2 + w 2
Integrating, we get r
2 w
Fs (f ) = tan−1 +C
π a
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Solution cont. . .
Thus, we have
r
2 w
Fs (f ) =tan−1 +C
π a
∞
r r
e −ax
Z
2 2 w
=⇒ sin(wx) dx = tan−1 +C
π 0 x π a
Now
−ax
− e −bx
−ax −bx
e e e
Fs = Fs − Fs
x x x
r h w i r 2
2 w (b − a)w
= tan−1 − tan−1 = tan−1
π a b π ab + w 2
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Example
sin aw
Find the inverse Fourier cosine transform of .
w
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Example
sin aw
Find the inverse Fourier cosine transform of .
w
Solution
Given that fˆc (w ) = sin aw
w and we are required to find f (x). Therefore
2 ∞ˆ
rZ
f (x) = fc (w ) cos wx dw
π 0
Z ∞
1 sin(a + x)w + sin(a − x)w
=√ dw
2π 0 w
Z ∞ Z ∞
1 sin(a + x)w sin(a − x)w
=√ dw + dw
2π 0 w 0 w
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Solution cont. . .
(
Z ∞ π
sin ax 2 if a > 0
Using the result dx = , we obtain
0 x − π2 if a < 0
(
π π
1 2 + 2 if a + x > 0 and a − x > 0
f (x) = √
2π 0 if a < 0
(p
π
2 if 0 < x < a
=
0 if x > a
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Exercise 7:
1
if 0 < x < 1
ˆ
Find the Fourier cosine transform fc (w ) of f (x) = −1 if 1 < x < 2 .
0 if x > 2
r
2 2 sin w − sin 2w
Ans: fˆc (w ) =
π w
Exercise 8: (
x if 0 < x < 2
Find fˆc (w ) for f (x) = .
0 if x > 2
r
2 cos 2w + 2w sin 2w − 1
Ans: fˆc (w ) =
π w2
Exercise 9: (
x2 if 0 < x < 1
Find fˆc (w ) for f (x) = .
0 if x > 1
r
2 (w 2 − 2) sin w + 2w cos w
Ans: fˆc (w ) =
π w3
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Exercise 10:
Find the Fourier cosine transform of the function
(
cos x if 0 < x < a
f (x) = .
0 if x > a
ˆ 1 sin a(w + 1) sin a(w − 1)
Ans: fc (w ) = √ +
2π w +1 w −1
Exercise 11:
Does the Fourier cosine transform of x −1 sin x (0 < x < ∞) exist? Of
x −1 cos x (0 < x < ∞)? Give reasons.
Exercise 12: (
x2 if 0 < x < 1
Find fˆs (w ) for f (x) = .
0 if x > 1
r
2 (2 − w 2 ) cos w + 2w sin w − 2
Ans: fˆs (w ) =
π w3
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Exercise 13:
Find the inverse Fourier transform of
e −aw
Fs (f (x)) = , a>0
w
r
2 x
Ans: f (x) = tan−1
π a
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Exercise 14:
Find the function f (x) such that
Z ∞ 1 if 0 ≤ w < 1
f (x) sin wx dx = 2 if 1 ≤ w < 2 .
0
0 if w ≥ 2
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Solution
Since sin wx is present in the given integral, we have
q
2
r Z∞ r 1 if 0 ≤ w < 1
qπ
if 0 ≤ w < 1
2 2
Fs (f ) = f (x) sin wx dx = 2 if 1 ≤ w < 2 = 2 2 if 1 ≤ w < 2
π π π
0 if w ≥ 2
0
0 if w ≥ 2
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Exercise 15:
Find the function f (x), satisfying the integral equation
Z ∞
w
f (x) sin wx dx = 2
0 w + k2
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Fourier transform
Fourier transform
and
Z∞
1
f (x) = √ fˆ(w )e iwx dw .
2π
−∞
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Existence of the Fourier Transform
exists.
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Example
Find the Fourier transform of
(
1 if |x| < 1
f (x) =
0 otherwise
Z∞
sin x
and hence evaluate dx.
x
0
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Solution
By definition, we get
Z ∞
1
F (f ) = √ f (x)e −iwx dx
2π −∞
Z 1
1
= √ e −iwx dx
2π −1
−iwx 1
1 e
=√
2π −iw −1
1 1 e −iw − e iw
=√
2π w i
r
2 sin w
=
π w
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Solution cont. . .
Now, by inverse Fourier transform, we have
Z ∞
1 ∞ sin w iwx
Z
1
f (x) = √ F (f )e iwx
dw = e dw
2π −∞ π −∞ w
Putting x = 0 yields
Z ∞ Z∞
1 sin w 2 sin w
f (0) = dw = dw
π −∞ w π w
0
2 ∞ sin w
Z
=⇒ 1 = dw
π 0 w
Z ∞
π sin w
=⇒ = dw
2 0 w
Thus
Z ∞
sin x π
dx =
0 x 2
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Example
Find the Fourier transform F (f ) of f (x) if
(
e −ax if x > 0
f (x) = ,
0 if x < 0
here a > 0.
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