Dr. Z.

’s Calc5 Lecture 20 Handout: Fourier Integrals

By Doron Zeilberger

Important Definition: Fourier Integral Representation

The Fourier Integral Representation of a function f (x) defined on the real line (−∞, ∞) is
given by
1 ∞
Z
[ A(α) cos αx + B(α) sin αx ] dα ,
π 0
where Z ∞
A(α) = f (x) cos αx dx
−∞
Z ∞
B(α) = f (x) sin αx dx
−∞

R∞
Important Theorem: If f (x) is well-behaved and −∞ |f (x)| dx is finite, then the Fourier integral
of f (x) “converges” to it (in the sense of an improper integral over (0, ∞)), if f (x) is continuous.
If it is piece-wise continuous, it converges to it everywhere except at the discontinuities (in which
case it is the average of the limits from the left and right).

Problem 20.1: Find the Fourier integral representation of the function

0, if x < −1;
(
f (x) = 1, if −1 ≤ x < 2;
0, if x > 2;

Solution:
Z ∞ Z −1 Z 2 Z ∞
A(α) = f (x) cos αx dx = f (x) cos αx dx + f (x) cos αx dx + f (x) cos αx dx
−∞ −∞ −1 2

Z −1 Z 2 Z ∞ Z 2 Z 2
= 0 · cos αx dx + 1 · cos αx dx + 0 · cos αx dx = 0 + cos αx dx + 0 = cos αx dx
−∞ −1 2 −1 −1

sin αx 2 sin(α(2)) − sin(α(−1)) sin(2α) − sin(−α) sin 2α + sin α

= = = = .
α −1 α α α
Analogously,
Z ∞ Z −1 Z 2 Z ∞
B(α) = f (x) sin αx dx = f (x) sin αx dx + f (x) sin αx dx + f (x) sin αx dx
−∞ −∞ −1 2

Z −1 Z 2 Z ∞ Z 2 Z 2
= 0 · sin αx dx + 1 · sin αx dx + 0 · sin αx dx = 0 + sin αx dx + 0 = sin αx dx
−∞ −1 2 −1 −1

cos αx 2 cos(α(2)) − cos(α(−1)) cos(2α) − cos(−α) cos 2α − cos α

=− =− =− =− .
α −1 α α α

1
Putting both A(α) and B(α) into the formula for the Fourier Integral of f (x),
Z ∞
1
[ A(α) cos αx + B(α) sin αx ] dα ,
π 0

we get:
∞
cos 2α − cos α
Z
1 sin 2α + sin α
[ cos αx − sin αx ] dα .
π 0 α α
This is a correct answer, but using trig. identities, we can get a nicer answer:

1 ∞ sin 2α cos αx − cos 2α sin αx) + (sin α cos αx + cos α sin αx)
Z
dα
π 0 α
∞ ∞
(sin(2α − αx) + sin(α + αx) sin(α(2 − x)) + sin(α(1 + x))
Z Z
1 1
= dα = dα
π0 α π0 α
R∞
Ans. to 20.1: The Fourier integral representation of f (x) of the problem is π1 0 sin(α(2−x))+sin(α(1+x))
α dα.

Important Definition: Fourier Cosine Integral

The Fourier Cosine Integral of an even function f (x) defined on the real line (−∞, ∞) is the
cosine integral
2 ∞
Z
A(α) cos αx dα ,
π 0
where Z ∞
A(α) = f (x) cos αx dx
0

Important Definition: Fourier Sine Integral

The Fourier Integral of an odd function f (x) defined on the real line (−∞, ∞) is the sine
integral
2 ∞
Z
B(α) sin αx dα ,
π 0
where Z ∞
B(α) = f (x) sin αx dx
0

Note: If the function f (x) is only defined on the positive real line: (0, ∞), then you can extend it
either as an even function, and get a Fourier cosine integral, or an as an odd function, and get
a Fourier sine integral. Both of them are correct.

Problem 20.2: Find the cosine and sine integral representation of the function f (x) = xe−3x , x >
0.

Solution: Z ∞
A(α) = xe−3x cos αx dx .
0

2
Using Maple, or a table of intgerals (or if you have half an hour to spare, integration by parts), we
have
9 − α2
A(α) = 2 .
(α + 9)2
Similarly, Z ∞
B(α) = xe−3x sin αx dx
0

Using Maple, or a table of integrals, we have

6α
B(α) = .
(α2 + 9)2

Putting it into the cosine and sine integrals, we have

Fourier-cosine representation:
∞
(9 − α2 ) cos αx
Z
2
dα ,
π 0 (α2 + 9)2

Fourier-sine representation:
Z ∞ Z ∞
2 6α 12 α
2 2
sin αx dα = sin αx dα .
π 0 (α + 9) π 0 (α2 + 9)2

2
R∞ (9−α2 ) cos αx
Ans. to 20.2: The Fourier-cosine representation of f (x) is π 0 (α2 +9)2 dα and the Fourier-
R ∞ α sin αx
sine representation is 12
π 0 (α2 +9)2 dα .