Module 3: Fourier Series and Fourier Transform

Lesson 29

Fourier Sine and Cosine Transform

In this lesson we introduce Fourier cosine and sine transforms. Evaluation and proper-
ties of Fourier cosine and sine transform will be discussed. The parseval’s identities for
Fourier cosine and sine transform will be given.

29.1 Fourier Cosine and Sine Transform

Consider the Fourier cosine integral representation of a function f as

r Z ∞ r Z ∞ !
∞Z ∞
2 2 2
Z
f (x) = f (u) cos αu du cos αx dα = f (u) cos αu du cos αx dα
π 0 0 π 0 π 0

In this integration representation, we set

r Z ∞
2
fˆc (α) = f (u) cos αu du (29.1)
π 0
and then
r Z ∞
2
f (x) = fˆc (α) cos αx dα (29.2)
π 0

The function fˆc (α) as given by (29.1) is known as the Fourier cosine transform of f (x)
in 0 < x < ∞. We shall denote Fourier cosine transform by Fc (f ). The function f (x)
as given by (29.2) is called inverse Fourier cosine transform of fˆc (α). It is denoted by
Fc−1 (fˆc ).

Similarly we define Fourier sine and inverse Fourier sine transform by

r Z ∞ r Z ∞
2 2
Fs (f ) = fˆs (α) := f (u) sin αu du and Fs−1 (fˆ) = f (x) := fˆs (α) sin αx dα
π 0 π 0

29.2 Properties

We mention here some important properties of Fourier cosine and sine transform that will
be used in the application to solving differential equations.
 Fourier Sine and Cosine Transform

1. Linearity: Let f and g are piecewise continuous and absolutely integrable functions.
Then for constants a and b we have

Fc (af + bg) = aFc (f ) + bFc (g) and Fs (af + bg) = aFs (f ) + bFc (g)

Note that these properties are obvious and can be proved just using linearity of the inte-
grals.
2. Transform of Derivatives: Let f (x) be continuous and absolutely integrable on
x−axis. Let f ′ (x) be piecewise continuous and on each finite interval on [0, ∞] and
f (x) → 0 as x → ∞. Then,
r
2
Fc {f ′ (x)} = αFs {f (x)} − f (0) and Fs {f ′ (x)} = −αFc {f (x)}
π
Proof: By the definition of Fourier cosine transform we have
r Z ∞
2
Fc {f ′ (x)} = f ′ (x) cos αx dx
π 0

Integrating by parts we get

r  Z ∞ 
′ 2 ∞
Fc {f (x)} = (f (x) cos αx)  + α f (x) sin αx dx

π 0 0

Using the definition of Fourier sine integral we obtain

r
′ 2
Fc {f (x)} = − f (0) + α Fs {f (x)}.
π
Similarly the other result for Fourier sine transform can be obtained.

Remark: The above results can easily be extended to the second order derivatives to
have
r r
2 ′ 2
Fc {f ′′ (x)} = −α2 Fc {f (x)} − f (0) and Fs {f ′′ (x)} = αf (0) − α2 Fs {f (x)}
π π
Note that here we have assumed continuity of f and f ′ and piecewise continuity of f ′′ .
Further, we also assumed that f and f ′ both goes to 0 as x approaches to ∞.
3. Parseval’s Identities: For Fourier sine and cosine transform we have the following
identities

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 Fourier Sine and Cosine Transform

Z ∞ Z ∞ Z ∞h i2 Z ∞
i) fˆc (α)ĝc(α) dα = f (x)g(x) dx ii) fˆc (α) dα = [f (x)]2
0 0 0 0

Z ∞ Z ∞ Z ∞h i2 Z ∞
iii) fˆs (α)ĝs (α) dα = f (x)g(x) dx iv) fˆs (α) dα = [f (x)]2
0 0 0 0
Proof: We prove the first identity and rest can be proved similarly. We take the right hand
side of the identity and use the definition of the inverse cosine transform to get
∞
r Z ∞ Z ∞
2
Z
f (x)g(x) dx = f (x) ĝc (α) cos(αx) dα dx
0 π 0 0

Changing the order of integration we obtain

∞
r Z ∞ Z ∞ Z ∞
2
Z
f (x)g(x) dx = ĝc (α) f (x) cos(αx) dx dα = fˆc (α)ĝc (α) dα
0 π 0 0 0

29.3 Example Problems

29.3.1 Problem 1

Find the Fourier sine transform of e−x , x > 0. Hence show that
∞
x sin mx πe−m
Z
d x = ,m>0
0 1 + x2 2

Solution: Using the definition of Fourier sine transform

r Z ∞
x 2
Fs {e } = e−x sin αx dx
π 0
Let us denote the integral on the right hand side by i and evaluate it by integrating by parts
as
Z ∞ ∞ Z ∞ Z ∞
−x −x −x
I= e sin αx dx = −e sin αx + α e cos αx dx = α e−x cos αx dx

0 0 0 0

Again integrating by parts

 ∞ Z ∞ 
−x −x
I = α −e cos αx − α e sin αx dx = α [1 − αI]

0 0

This implies
α
I=
1 + α2

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 Fourier Sine and Cosine Transform

Finally substituting the value of I to the expression of Fourier sine transform above we
get r  
2 α
Fs {ex } =
π 1 + α2
Taking inverse Fourier transform
r Z ∞
2 2 ∞ α
Z
e−x = ˆ
fs (α) sin αx dα = sin αx dα
π 0 π 0 1 + α2

Changing x to m and α to x we obtain

Z ∞
x π
2
sin(xm) dx = e−m
0 1+x 2

29.3.2 Problem 2
2
Find the Fourier cosine transform of e−x , x > 0.
Solution: By the definition of Fourier cosine transform we have
r Z ∞ r Z ∞
2 2 2 2
Fc {e−x }= f (u) cos(αu) du = e−u cos(αu) du
π 0 π 0

Let us denote the integral on the right hand side by I and differentiate it with respect to α
as Z ∞ Z ∞
dI d −u2 2
= e cos(αu) du = − e−u sin(αu)u du
dα dα 0 0
Integrating by parts we get
 Z ∞ 
dI 1 −u2 −u2 α
= e sin(αu) − α e cos(αu) du = − I
dα 2 0 2

This implies
2
/4
I = c e−α
√ √
π π
Using I(0) = 2 , we evaluate the constant c = 2 . Then we have
√
π −α2 /4
I= e
2
Therefore the desired Fourier cosine transform is given as
r √
−x2 2 π −α2 /4 1 2
Fc {e }= e = √ e−α /4
π 2 2

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 Fourier Sine and Cosine Transform

29.3.3 Problem 3

Using Parseval’s identities, prove that

∞
dt ∞
t2
Z Z
π π
i) 2 2 2 2
= ii) 2
dt =
0 (a + t )(b + t ) 2ab(a + b) 0 (t + 1) 4

Solution: i) For the first part let f (x) = e−ax and g(x) = e−bx . It can easily be shown that
r Z ∞ r
2 2 a
Fc {f } = fˆc (α) = e−ax
cos αx dx =
π 0 π a + α2
2

r Z ∞ r
2 2 b
Fc {g} = fˆc (α) = e−bx cos αx dx =
π 0 π b + α2
2

Using Parseval’s identity we get

∞ ∞ ∞ ∞
2
Z Z Z Z
a b
fˆc (α)ĝc(α) dα = f (x)g(x) dx ⇒ dα = e−(a+b)x dx
0 0 π 0 a + α b + α2
2 2 2
0

This can be further simplified as

∞
2ab dα e−(a+b)x ∞
Z
dα = −
π (a2 + α2 )(b2 + α2 ) a+b 0

0

Thus we get
∞
dα
Z
π
=
0 (a2 + α2 )(b2 + α2 ) ab(a + b)
ii) For the second part we use Fourier sine transform of e−x as
r
2 α
Fs {e−x } = fˆs (α) = .
π 1 + α2
Using Parseval’s identity we obtain

2 ∞
α2 1
Z Z

2
dα = ∞ e−x dx =
π 0 (1 + α2 )2 0 2

Hence we have the desired results

∞
α2
Z
π
2 2
dα = .
0 (1 + α ) 2

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 Fourier Sine and Cosine Transform

Suggested Readings

Debnath, L. and Bhatta, D. (2007). Integral Transforms and Their Applications. Second
Edition. Chapman and Hall/CRC (Taylor and Francis Group). New York.
Folland, G.B. (1992). Fourier Analysis and Its Applications. Indian Edition. American
Mathematical Society. Providence, Rhode Islands.
Hanna, J.R. and Rowland, J.H. (1990). Fourier Series, Transforms and Boundary Value
Problems. Second Edition. Dover Publications, Inc.. New York.
Iorio, R. and Iorio, V. de M. (2001). Fourier Analysis and Partial Differential Equations.
Cambridge University Press. United Kingdom.
Jeffrey, A. (2002). Advanced Engineering Mathematics. Elsevier Academic Press. New
Delhi.
Pinkus, A. and Zafrany, S. (1997). Fourier Series and Integral Transforms. Cambridge
University Press. United Kingdom.
Peter, V. O’Neil (2008). Advanced Engineering Mathematics. Cengage Learning (Indian
edition)
Kreyszig, E. (1993). Advanced Engineering Mathematics. Seventh Edition, John Willey
& Sons, Inc., New York.