Unit IV
Unit IV
INTRODUCTION
R.H.S is called the Fourier Complex integral or Fourier Complex integral representation of
f(x). OR f(x) = 1 𝑓(𝑡) 𝑐𝑜𝑠{𝑠(𝑥 − 𝑡)} 𝑑𝑡 𝑑𝑠 ---(ii)
∫ ∫
0 −
𝑎
RESULTS:1. ∫𝑎 𝑓(𝑥)𝑑𝑥 = 2 ∫ 𝑓(𝑥)𝑑𝑥 if f(-x)=f(x) that is f(x) is an even function
−𝑎 0
3.∫ 𝑢𝑑𝑣 = 𝑢𝑣 − 𝑢′𝑣1 + 𝑢′′𝑣2 − 𝑢′′′𝑣3 +….Bernoulli’s theorem where u &v are
function of x.
(2𝑛−1)
4. sin 0 = 0 , cos 0 =1 , cos n=(−1)𝑛where n=0,1,2,3 ,… sin n =0 , cos
2
(2𝑛−1)
=0 for all n & sin = (−1)(𝑛+1)for n=1,2,3,…
2
𝑒 𝑎𝑥 𝑎
5.∫𝑒𝑎𝑥𝑐𝑜𝑠𝑏𝑥𝑑𝑥 = {𝑎𝑐𝑜𝑠𝑏𝑥 + 𝑏𝑠𝑖𝑛𝑏𝑥} also ∫0 𝑒 𝑐𝑜𝑠𝑏𝑥𝑑𝑥 =
∞ −𝑎𝑥
𝑎2+𝑏2 𝑎 2+𝑏 2
𝑒−𝑎𝑥
∫ 𝑒 𝑠𝑖𝑛𝑏𝑥𝑑𝑥 =
−𝑎𝑥
{−𝑎𝑠𝑖𝑛𝑏𝑥 − 𝑏𝑐𝑜𝑠𝑏𝑥} also
𝑎2+𝑏2
∞ 𝑏
∫0 𝑒 𝑠𝑖𝑛𝑏𝑥𝑑𝑥 =
−𝑎𝑥
𝑎 2+𝑏 2
NOTE :
0 0
NOTE :
1. If f(x) (or f(t)) is even, then f(t) cos st is an even function of t and f(t) sin st is an odd
function of t.
2. If f(x) (or f(t)) is odd, then f(t) cos st is an odd function of t and f(t) sin st is an even
function of t.
f(x) = 2 𝑓(𝑡)𝑠𝑖𝑛 𝑠𝑥 𝑠𝑖𝑛 𝑠𝑡 𝑑𝑡 𝑑𝑠 R.H.S is called the Fourier sine integral of f(x)
∫ ∫
0 0
Problems:
Sol: Since the right hand side integrand contains Cosine term, We shall use cosine integral
formula.
2
f(x) = ∫ 𝑐𝑜𝑠𝑥(∫ 𝑓(𝑡)𝑐𝑜𝑠𝑡𝑑𝑡) 𝑑 Here f(t)= 𝑒−𝑡𝑐𝑜𝑠𝑡
0 0
= 2 ∫ 𝑐𝑜𝑠𝑥(∫ 𝑒−𝑡𝑐𝑜𝑠𝑡𝑐𝑜𝑠𝑡𝑑𝑡)d
0 0
2 1
= ∫ 𝑐𝑜𝑠𝑥(∫ 𝑒−𝑡 { ⌈𝑐𝑜𝑠(1 + )𝑡 + 𝑐𝑜𝑠(1 − )𝑡⌉} 𝑑𝑡)d
0 0 2
1 𝑒 −𝑡
= ∫ (𝑐𝑜𝑠𝑥 { [−𝑐𝑜𝑠(1 + )𝑡 + (1 + )𝑠𝑖𝑛(1 + )𝑡]} +
0 1+(1+)2 0
𝑒 −𝑡
{1+(1−)2 [−𝑐𝑜𝑠(1 − )𝑡 + (1 − )𝑠𝑖𝑛(1 − )𝑡]} ) d
0
1
1 ∫(𝑐𝑜𝑠𝑥 {0 − 1 (−1)}+{0 − (−1)}) d
=
0 1+(1+)2 1+(1−)2
1 1+(1−)2+1+(1+)2
= 𝑐𝑜𝑠𝑥 {(1+(1−)2)(1+(1+)2)}d
∫0
1 2−𝟐 +2+2+𝟐 +2
=
∫0
𝑐𝑜𝑠𝑥 { 2 }d
( −2+2)(2 +2+2)
1
= ∫ 𝑐𝑜𝑠𝑥 { 22+4
2 }d
0 ( +2) −4
2 2
1 2(2+2)
=
∫0
𝑐𝑜𝑠𝑥 {4 }d
+42−42 +4
2
∫ 𝑐𝑜𝑠𝑥 {(4+2)}d
2
f(x) =
0 +4
2 ∞ ∞
Sol: (i). Fourier sine integral for f(x) is f(x)= ∫0
𝑠𝑖𝑛𝑤𝑥{∫0 𝑓(𝑡)𝑠𝑖𝑛𝑤𝑡𝑑𝑡} d𝑤 Here
f(t)=e-t
2 ∞ ∞
f(x) = ∫ 𝑠𝑖𝑛𝑤𝑥{∫ 𝑒−𝑡𝑠𝑖𝑛𝑤𝑡𝑑𝑡} d𝑤
0 0
∞
2 ∞ 𝑒 −𝑡
𝑠𝑖𝑛𝑤𝑥 {1+𝑤2 [−𝑠𝑖𝑛𝑤𝑡 − 𝑤𝑐𝑜𝑠𝑤𝑡]} d𝑤
∫0
=
0
2 ∞ 𝑤
= ∫ 𝑠𝑖𝑛𝑤𝑥 d𝑤
0 1+𝑤2
𝜋 −𝑥
∞ 𝑤𝑠𝑖𝑛𝑤𝑥 𝑒 , 𝑥>0
∫ d𝑤 = f(x) =𝑓(𝑥) = {2 where f(x)= 𝑒−𝑥, 𝑥>0
0 1+𝑤2 2
2 ∞ ∞
(ii).Fourier Cosine integral for f(x) is f(x)= ∫ 𝑐𝑜𝑠𝑤𝑥{∫ 𝑓(𝑡)𝑐𝑜𝑠𝑤𝑡𝑑𝑡} d𝑤 Here f(t)=e-t
0 0
2 ∞ ∞
f(x) = ∫ 𝑐𝑜𝑠𝑤𝑥{∫ 𝑓(𝑡)𝑐𝑜𝑠𝑤𝑡𝑑𝑡} d𝑤
0 0
2 ∞ ∞
= ∫ 𝑐𝑜𝑠𝑤𝑥{∫ 𝑒−𝑡𝑐𝑜𝑠𝑤𝑡𝑑𝑡} d𝑤
0 0
∞
2 ∞ 𝑒 −𝑡
= ∫0 𝑐𝑜𝑠𝑤𝑥 { (−𝑐𝑜𝑠𝑤𝑡 + 𝑤𝑠𝑖𝑛𝑤𝑡)} 𝑑𝑤
𝜋 1+𝑤2 0
2 ∞ 1
= ∫ 𝑐𝑜𝑠𝑤𝑥 𝑑𝑤
𝜋0 1+𝑤2
∞ 1 𝜋 𝜋
∫ 𝑐𝑜𝑠𝑤𝑥 𝑑𝑤 = 𝑓(𝑥) = 𝑒 −𝑥 , x≥ 0
0 1+𝑤 2 2 2
1
1 ∞ 𝑠𝑖𝑛𝑤(𝑡−𝑥)
= ∫ { } dw
𝜋 0 𝑤 0
1 ∞
= ∫ [𝑠𝑖𝑛𝑤(1−𝑥) − 𝑠𝑖𝑛𝑤(−𝑥) ] 𝑑𝑤
0
𝜋 𝑤 𝑤
1 ∞
= ∫ [𝑠𝑖𝑛𝑤(1−𝑥)+𝑠𝑖𝑛𝑤𝑥 ] 𝑑𝑤
0
𝜋 𝑤
𝑤 (𝑤−2𝑤𝑥)
1 ∞ 2𝑠𝑖𝑛 2 𝑐𝑜𝑠 2 𝑑𝑤
= ∫0
𝜋 𝑤
𝑤 (𝑤−2𝑤𝑥)
∞ 𝑠𝑖𝑛 2 𝑐𝑜𝑠 2
𝑑𝑤 𝜋
∫0 𝑤
= 𝑓(𝑥)
2
FOURIER TRANSFORMS
DEFINITION
1 ∞
F[𝑓(𝑥)] = ∫−∞ 𝑓(𝑥)𝑒𝑖𝑠𝑥𝑑𝑥 is called the Fourier transform of f(x) and F is
√2𝜋
the Fourier transform operator, where s is used as the transform variable. Also it is denoted as
F(s)
NOTE: Sometimes the letter p or w is used as the transform variable and it is obtained from
Fourier complex integral representation of f(x)
1 ∞
The f(x)=𝐹−1[𝐹(𝑠)] = ∫−∞ 𝐹(𝑠)𝑒−𝑖𝑠𝑥𝑑𝑠 is called the inverse Fourier transform of F(s).
√2𝜋
NOTE: F[𝑓(𝑥)] & 𝑓(𝑥) = 𝐹−1[𝐹(𝑠)] together is called as Fourier transform pair.
1 ∞ 1 ∞
OR IF F[𝑓(𝑥)] = ∫−∞ 𝑓(𝑥)𝑒𝑖𝑠𝑥𝑑𝑥 THEN f(x)=𝐹−1[𝐹(𝑠)] = ∫−∞ 𝐹(𝑠)𝑒−𝑖𝑠𝑥𝑑𝑠
√2𝜋 √2𝜋
DEFINITION
2 ∞
Fc[𝑓(𝑥)] = √ ∫ 𝑓(𝑥)𝑐𝑜𝑠 𝑠𝑥 𝑑𝑥 is called as the Fourier cosine transform of f(x) and it is
𝜋0
2 ∞
f(x) = 𝐹−1[𝐹 (𝑓(𝑥)]=√ ∫ 𝐹 (𝑓(𝑥)𝑐𝑜𝑠 𝑠𝑥 𝑑𝑠 is called as the Inverse Fourier cosine
𝑐 𝑐 𝜋 0 𝑐
transform of f(x)
DEFINITION
2 ∞
Fs[𝑓(𝑥)] = √ ∫ 𝑓(𝑥)𝑠𝑖𝑛 𝑠𝑥 𝑑𝑥 is called as the Fourier sine transform of f(x) and it is
𝜋0
2 ∞
f(x) = 𝐹−1[𝐹 (𝑓(𝑥)]=√ ∫ 𝐹 (𝑓(𝑥))𝑠𝑖𝑛 𝑠𝑥 𝑑𝑠 is called as the Inverse Fourier sine
𝑠 𝑠 𝜋 0 𝑠
transform of f(x)
NOTE: Fs[𝑓(𝑥)] & 𝑓(𝑥) = 𝐹−1[Fs[𝑓(𝑥)] ] Together is called as Fourier sine transform
pair. Obtained from Fourier sine integral representation of f(x). OR IF Fs[𝑓(𝑥)] =
∞ 2 ∞
∫ 𝑓(𝑥)𝑠𝑖𝑛 𝑠𝑥 𝑑𝑥 THEN f(x) = 𝐹−1[𝐹 (𝑓(𝑥)]= ∫ 𝐹 (𝑓(𝑥)𝑠𝑖𝑛 𝑠𝑥 𝑑𝑠
0 𝑠 𝑠 𝜋 0 𝑐
=𝑐 ∫∞ (𝑓 (𝑥))𝑒𝑖𝑠𝑥𝑑𝑥+𝑐 ∫ ∞ (𝑓 (𝑥))𝑒𝑖𝑠𝑥𝑑𝑥
1 −∞ 1 2 −∞ 2
= 𝑐1𝐹[(𝑓1(𝑥))]+𝑐2𝐹[(𝑓2(𝑥))]
1 𝑠
2. CHANGE OF SCALE PROPERTY: If F[𝑓(𝑥)] = F[𝑠], then F[𝑓(𝑎𝑥)] = F [ ]
|𝑎| 𝑎
∞
F[𝑓(𝑎𝑥)] =∫
−∞
𝑓(𝑎𝑥) 𝑒𝑖𝑠𝑥𝑑𝑥 put ax=tand assuming that a>0
𝑡
∞ 𝑖𝑠 𝑑𝑡 1 𝑠
F[𝑓(𝑎𝑥)] =∫ 𝑓(𝑡) 𝑒 𝑎 = F[ ]
−∞ 𝑎 𝑎 𝑎
𝑡
−∞ 𝑖𝑠 𝑑𝑡 1 𝑠
But F[𝑓(𝑎𝑥)] =∫ 𝑓(𝑡) 𝑒 𝑎 = − F[ ], if a<0
∞ 𝑎 𝑎 𝑎
1 𝑠
Therefore F[𝑓(𝑎𝑥)] = F[ ]
|𝑎| 𝑎
F =
dt =dx, x→ implise t →
= F
F =
F = F (s+a)
Proof: F = dx
= dx
F =
= is , on integration by parts.
= 0 + is , by the given condition
NOTE: = where =
6. If = then
(i). =
(iii) =
Proof:
(i) =
= since therefore
(ii) =
=
= is , on integration by parts.
= 0 – is
(iii) = since =
= since F =
CONVOLUTION: (AU 2000, 2003, 2008 ) The convolution of two functions f(x) and g(x)
Convolution Theorem for Fourier Transforms: (or Faltung theorem): The Fourier
Transform of the convolution of f(x) and g(x) is the product of their Fourier Transforms
. =F .G
Proof:
=F
= dx
= du
F F that is = F(s).G(s)
NOTE: (i) =
Proof: F = =
That is =
Hence
= and =
(i) =
(i) =
(i) =
(i) =
If = , and = then
(i) =
(ii) =
(i) = s - f(0)
(ii) =- - f’(0)
(iii) =- s
(iv) =- +sf(0)
(ii) =
Proof: (i) Fc
= -
(ii) Fs
PROBLEMS
1.Find the Fourier transform of the unit step function and unit impulse function.
F since
NOTE: F = & F = =
F =
F =
F =
F = & F =
2. Find the Fourier transform of f(x) if Where a is a positive real
number, hence deduce that (i) (ii) dt= (AU 2003, 2004, 2005)
SOL: =
= =
f(x)= (
1=
= =
2a = ds
= =
( AU 2000, 2001,2004,2005,2006,2007,2010,2011)
Sol: F
F = =F(s)
By inversion formula f(x)= =
f(x)= =
f(x)= (since is an
= =
2 =
= =
Therefore = =
4. Find the Fourier transform of f(x) given by
(AU 2001,2005,2006,2007,2008,2009,2010,2011,2012)
Sol: F
F = =
f(x)= =
2 =
= =
Therefore
5. Find the Fourier transform of f(x) given by
Sol: F
F = =F(s)
f(x)= =
f(x)= (since
is an odd function )
=
2 =
= =
= =
6. Find the Fourier transform of f(x) given by
Sol: F
F = =
f(x)= =
)
By Parseval’s identity theorem
2 =
= =
Therefore
7. Find the Fourier transform of . Hence (i) Prove that is self reciprocal with
respect to Fourier transforms and (ii) Find the Fourier cosine transform of (AU 2007
2009
Sol: F
F =
=
F = ( )
bothsides , we get
2 =
Fc =
9. Find the Fourier sine transform of f(x) = , a>0 hence deduce that
= dx
Fs =
Fs =
f(x) =
f(x) =
= f(x) = ,
== By replacing s=x, x=m & a=1
Fs
Also Fs = and Fc =
= =
=
Sol: Fc
Fc (say)
= dx
=
=
when s=0,
(put x)
c=1
Fc
= that is
Sol: Fc
Fc
=
,a>0
Sol: Fs
Fs
Fs
Fs =
f(x) =
(AU 2005,2007,2009)
Sol: Fs
Fs (say)
= dx
= dx
a +c
To show that
We know that Fs
Fs =
Integrating with respect to ‘a’ on bothsides we get
Fs similarly Fs
Fs
16. Find the Fourier sine and cosine transform of and prove that is self reciprocal
= , n>0
= , n>0
= , n>0
=
= (c )
= (c )
= ( )
= since
=
cosine transforms.
By convolution theorem
(i) =
(ii) =
Sol (i)
Sol(ii)
2 dx =
Sol(iii)
2 dx =
18. Find the function whose sine transform is , a>0 (AU 2010,2011)
f(x) = =
and
Sol:
=
f(x) = =
f(x) = =
20. Find the Fourier sine transform of and Fourier cosine transform of
Sol: F
Fc (say) …..(i)
= dx …….(ii)
= dx
= dx
= dx dx
= dx dx
Differentiating
that is
and
Put s=0, …(i) and …(ii) since
s=0 gives
Fc
F ) = dx
F =- F =
Sol: Fs
Fs
=
Fs = Fs =
Sol: Fc
Fc
=
Fc =
Hence evaluate
Sol: =
Fc = ................................................................ (i)
f(x) = =
f(x) =
f(x) =
Fc =
Fc = …..(ii)
Now putting
dx =
(put x)
= =
Sol: Given =
Fc = ........................... (i)
f(x) =
f(x) =
Sol:Given =
Fs = ……(i)
Shifting property
iii. F = F ii. F = F
Proof: we know that
F =
dt =dx, x→ implise t →
= F
F =
F = F (s+a)