Unit 4 TPDE

21MAB201T- Transforms and Boundary Value
Problems
Unit IV - Fourier Transforms
Dr.S.K.Thamilvanan
Assistant Professor,
Department of Mathematics,
Kattankulathur-603 203.
Dr.S.K.Thamilvanan,Dept.ofMathematics,KTR()SRMInstituteofScienceandTechnology 1 / 62
Introduction
We shall discuss the Fourier integral and Fourier transforms which are
useful in solving boundary value problems arising in engineering e.g.
conduction of heat, theory of communication, wave propagation etc.
Fourier series are helpful in problems involving periodic function. In
many practical problems, the function is non-periodic. A suitable repre-
sentation for non-periodic function can be obtained by considering the
limiting form of Fourier series when the fundamental period is infinite. In
such case, the Fourier series becomes Fourier Integral which can be ex-
pressed in terms of Fourier Transforms which transform a non-periodic
function.
Dr.S.K.Thamilvanan,Dept.ofMathematics,KTR()UnitIV-FourierTransforms 2 / 62
Introduction
The effect of applying an integral transforms to a partial differential

equation is to reduce the number of independent one. The choice of
particular transform is decided by the nature of the boundary
conditions and the facility with which the transform can be inverted to
give f (x).
Integral Transform
If f (x) is defined in (a, b), the integral transform of f (x) with the Kernal
K (s, x) is defined by
Zb
F (s) = f (s) = f (x)K (s, x) dx
a
if the integral exists.

Note: If a, b are finite, the transform is finite and if a, b are infinite, it is
an infinite transform.
Fourier Integral Theorem
If f (x) is piece-wise continuously differentiable and absolutely integrable

in (−∞, ∞), then
Z∞ Z∞
1
f (x) = f (t)ei(x−t)s dt ds
2π
−∞ −∞
Complex Fourier Transform
Let f (x) be a function defined in (−∞, ∞) and be piecewise continuous

in each finite partial interval and absolutely integrable in (−∞, ∞). Then
the complex (or infinite) Fourier transform of f (x) is given by
Z∞
1
f (s) = F (s) = F {f (x)} = √ f (x)eisx dx (1)
2π
−∞
Inversion theorem for Complex Fourier Transform
If f (x) satisfies the Dirichlet’s conditions in every finite interval (−l, l)

and if it is absolutely integrable in the range and if F (s) denotes the
complex Fourier transform of f (x) then at every point of continuity of
f (x), we have
Z∞
−1 1
f (x) = F {F (s)} = √ F (s)e−isx ds (2)
2π
−∞
Both equations (1) and (2) are called as Fourier Transforms pairs.
Properties of Fourier Transforms
Property 1: Linearity Property
Fourier transform is linear. i.e. F [af (x) + bg(x)] = aF [f (x)] + bF [g(x)]
where F stands for Fourier transform.
Proof:
Z∞
1
By definition F {f (x)} = √ f (x)eisx dx
2π
−∞
Z∞
1
F [af (x) + bg(x)] = √ (af (x) + bg(x)) eisx dx
2π
−∞
Z∞ Z∞
1 isx 1
= a. √ f (x)e dx + b. √ f (x)eisx dx
2π 2π
−∞ −∞
= aF [f (x)] + bF [g(x)]
Dr.S.K.Thamilvanan,Dept.ofMathematics,KTR()UnitIV-PropertiesofFourierTransforms 8 / 62
Property 2: Shifting property (in x)
If F {f (x)} = F (s) then F {f (x − a)} = eias F (s).
Proof:
Z∞
1
2π
−∞
Z∞
1
⇒ F {f (x − a)} = √ f (x − a)eisx dx
2π
−∞
Putting x − a = t ⇒ dx = dt
Z∞
1
F {f (t)} = √ f (t)eis(t+a) dt
2π
−∞
ias
=e F (s)
Property 3:
If F {f (x)} = F (s) then F eias f (x) = F (s + a).

Proof:
Z∞
1
2π
−∞
Z∞
n o 1
F eiax f (x) = √ eiax f (x)eisx dx
2π
−∞
Z∞
1
=√ f (x)ei(s+a)x dx
2π
−∞
= F (s + a)
Property 4: Change of scale property
1 s
If F {f (x)} = F (s) then F {f (ax)} = F where a 6= 0.
|a| a
Z∞
1
Proof: F {f (ax)} = √ f (ax)eisx dx
2π
−∞
Case (i): a > 0
Putting ax = t ⇒ a dx = dt
when x = −∞ ⇒ t = −∞ and when x = ∞ ⇒ t = ∞
Z∞
1 t dt
F {f (ax)} = √ f (t)eis( a )
2π a
−∞
Z∞
1 t
= √ f (t)eis( a ) dt
a 2π
−∞
Change of scale property (Contd.)
1 s
F {f (ax)} = F (3)
a a
Case (ii): a < 0
Putting ax = t ⇒ a dx = dt
when x = −∞ ⇒ t = ∞ and when x = ∞ ⇒ t = −∞
Z−∞
1 t dt
F {f (ax)} = √ f (t)eis( a )
2π a
∞
Z∞
1 t
=− √ f (t)eis( a ) dt
a 2π
−∞
1 s
=− F (4)
a a
1 s
From (3) and (4), we get F {f (ax)} = F .
|a| a
Property 5: Modulation Theorem
1
If F {f (x)} = F (s) then F {f (x) cos ax} = [F (s − a) + F (s + a)] .
2
Proof:
Z∞
1
F {f (x) cos ax} = √ f (x) cos axeisx dx
2π
−∞
Z∞
e + e−iax isx
iax
1
=√ f (x) e dx
2π 2
−∞
 
Z∞ Z∞
1 1 1
= √ f (x)ei(s+a) dx + √ f (x)ei(s−a) dx 
2 2π 2π
−∞ −∞
1
= [F (s − a) + F (s + a)] .
2
Property 6: Derivative of transform
dn
If F {f (x)} = F (s) then F {x n f (x)} = (−i)n F (s).
dsn
Proof: By definition
1 R∞
F {f (x)} = F (s) = √ f (x)eisx dx
2π −∞
Differentiating with respect to s both sides n times, we get
Z∞
dn 1
n
F (s) = √ f (x)(ix)n eisx dx
ds 2π
−∞
 
Z∞
1
= in √ x n f (x)eisx dx 
2π
−∞
n
n
= i F x f (x)
Derivative of transform (Contd.)
1 dn
F x n f (x) = n n F (s)

i ds
n n
1 d
= F (s)
i dsn
n n
i d
= F (s)
i ×i dsn
dn
= (−i)n n F (s)
ds
Property 7: Fourier transform of Derivative
n 0 o
F f (x) = −isF (s) if f (x) → ∞ as x → ±∞
Proof:
Z∞
n 0 o 1 0
F f (x) = √ eisx f (x) dx
2π
−∞
Z∞
1
=√ eisx d {f (x)}
2π
−∞
 
Z∞
1 n o∞
= √  eisx f (x) − is f (x)eisx dx 
2π ∞
−∞
= −isF (s) if f (x) → 0 as x → ±∞
Property 8: Fourier transform of an integral function

x
R F (s)
F f (x) dx =
a (−is)
Proof:
Zx
0
Let φ (x) = f (x) dx then φ (x) = f (x)
a
n 0 o
F φ (x) = (−is)φ (s)
= (−is)F (φ (x))
 
Zx 
= (−is)F f (x) dx
 
a
Fourier transform of an integral function (Contd.)
 
Zx 1 n 0 o
⇒F f (x) dx = F φ (x)
  (−is)
a
1
= F (f (x))
(−is)
F (s)
=
(−is)
n o
Property 9: F f (−x) = F (s), where F (s) is the complex conjugate of
F (s).
Proof:
R∞
By definition F {f (x)} = √1 f (x)eisx dx
2π −∞
Taking complex conjugate, we get
Z∞
1
F (s) = √ f (x)e−isx dx
2π
−∞
Put x = −y ⇒ dx = − dy
When x → −∞ ⇒ y → ∞ and x → ∞ ⇒ y → −∞
Property 9 (Contd.)
Z−∞
1
F (s) = √ f (−y)eisy (− dy)
2π
∞
Z∞
1
=√ f (−y)eisy dy
2π
−∞
Z∞
1
=√ f (−x)eisx dx, by changing the dummy variable
2π
−∞
n o
= F (s) = F f (−x)
Convolution Theorem or Faltung Theorem
Convolution of two function: The convolution of two functions f (x)

and g(x) is defined as
Z∞
1
f ∗g = √ f (t)g(x − t) dt
2π
−∞
Theorem: The Fourier transforms of the convolution of f (x) and g(x) is

the product of their Fourier transforms.
That is F {f (x) ∗ g(x)} = F (s).G(s) = F {f (x)} .F {g(x)} .
Proof:
Z∞
1
2π
−∞
Convolution Theorem (Contd.)
Z∞
1
⇒ F {f ∗ g} = √ (f (x) ∗ g(x)) eisx dx
2π
−∞
 
Z∞ Z∞
1  √1
=√ f (t)g(x − t) dt  eisx dx
2π 2π
−∞ −∞
 
∞ Z∞
1 1
Z
=√ f (t)  √ g(x − t)eisx dx  dt
2π 2π
−∞ −∞
by changing the order of integration
Z∞
1
=√ f (t)F {g(x − t)} dt
2π
−∞
Convolution Theorem (Contd.)
Z∞
1
F {f (x) ∗ g(x)} = √ f (t)eits G(s) dt
2π
−∞
by shifting theorem
Z∞
1
= G(s). √ f (t)eits dt
2π
−∞
= G(s).F (s)
= F (s).G(s) = F {f (x)} .F {g(x)}
Note:
By inversion, f ∗ g = F −1 {F (s)G(s)} = F −1 {F (s)} ∗ F −1 {G(s)} .
Parseval’s Identity
If F (s) is the Fourier transform of f (x) then

Z∞ Z∞
2
|f (x)| dx = |F (s)|2 ds
−∞ −∞
Proof:
By convolution theorem, F {f (x) ∗ g(x)} = F (s)G(s)
⇒ f ∗ g = F −1 {F (s)G(s)}
Z∞ Z∞
1 1
√ f (t)g(x − t) dt = √ F (s)G(s)e−isx ds
2π 2π
−∞ −∞
Parseval’s Identity
Put x = 0, we get
Z∞ Z∞
f (t)g(−t) dt = F (s)G(s) ds (5)
−∞ −∞
Take g(−t) = f (t) ⇒ g(t) = f (−t)

n o
Therefore G(s) = F {g(t)} = F f (−t) = F (s) by property 9
Hence equation (5) becomes
Z∞ Z∞
f (t)f (t) dt = F (s)F (s) ds
−∞ −∞
Z∞ Z∞
⇒ |f (t)|2 dt = |F (s)|2 ds
−∞ −∞
Example 1:
(
x for |x| ≤ a
Find the complex Fourier transform of f (x) = .
0 for |x| > a
Solution:
Z∞
1
F {f (x)} = √ f (x)eisx dx
2π
−∞
Za
1
=√ x(cos sx + i sin sx) dx
2π
−a
 
Za Za
1  
= √ x cos sx dx + i x sin sx dx
2π  
−a −a
Example 1: (Contd.)
 
Za
1  
F {f (x)} = √ 0 + 2i x sin sx dx
2π  
0
Since the first integral is an odd function and
the second integral is an even function.
sin sx a

2i cos sx
=√ x − −1 − 2
2π s s 0

2i −a cos sa sin sa
=√ +
2π s s2

2i sin sa − as cos sa
=√
2π s2
Example 2:
(
1 − x2 if |x| < 1
Find the Fourier transform of f (x) = . Hence
0 if |x| > 1
Z∞
x cos x − sin x x
evaluate cos dx.
x3 2
0
Z∞
1
Sol: By definition F (s) = F {f (x)} = √ f (x)eisx dx
2π
−∞
Z1
1
F (s) = √ (1 − x 2 )(cos sx + i sin sx) dx
2π
−1
 
Z1 Z1
1  
=√ (1 − x 2 ) cos sxdx + i (1 − x 2 ) sin sx dx
2π  
−1 −1
Example 2: (Contd.)
 
Z1
1  
F (s) = √ 2 (1 − x 2 ) cos sx dx + 0
2π  
0
Since the first integral is an even function and
the second integral is an odd function.
"
2 2 sin sx cos sx
=√ (1 − x ) − (−2x) −
2π s s2
#1
sin sx 2 −2 cos s 2 sin s
+ (−2) − 3 =√ +
s 2π s2 s3
0

−4 s cos s − sin s
=√
2π s3
Example 2: (Contd.)
Z∞
x cos x − sin x x
To find cos dx
x3 2
0
1 R∞
Using inverse Fourier Transform f (x) = √ F (s)e−isx ds
2π −∞
Z∞
1 −4 s cos s − sin s
f (x) = √ √ (cos sx − i sin sx) ds
2π 2π s3
−∞
( Z∞
−2 s cos s − sin s
= cos sx ds
π s3
−∞
Z∞ )
s cos s − sin s
−i sin sx ds
s3
−∞
Example 2: (Contd.)
 
Z∞
−2  s cos s − sin s 
f (x) = 2 cos sx ds − 0
π  s3 
0
1 1
Put x = in the above integral. But x = is a point of continuity of
2 2
f (x).
1
Therefore value of the integral when x = is
2

1 1 3
f = 1− = .
2 4 4
Example 2: (Contd.)
Z∞
3 4 s cos s − sin s s
Therefore = − cos ds
4 π s3 2
0
Z∞
s cos s − sin s s 3π
⇒ 3
cos ds = −
s 2 16
0
Z∞
x cos x − sin x x 3π
Hence cos dx = −
x3 2 16
0
Example 3:
(
1, |x| < a
Find the Fourier transform of f (x) given by f (x) = and
0, |x| > a
Z∞ Z∞
sin as cos sx sin x
hence evaluate (i) ds, (ii) dx and prove that
s x
−∞ 0
Z∞ 2
sin t π
dt = .
t 2
0
Sol:
Z∞
1
F (s) = F {f (x)} = √ f (x)eisx dx
2π
−∞
Za
1
=√ (cos sx + i sin sx) dx
2π
−a
Example 3: (Contd.)
 
Za Za
1  
F (s) = √ cos sx dx + i sin sx dx
2π  
−a −a
 
Za
1  
=√ 2 cos sx dx + 0
2π  
0
sin sx a

2
=√
2π s 0
r
2 sin as
= .
π s
Example 3: (Contd.)
Z∞
sin as cos sx
To find (i) ds
s
−∞
Z∞
1
Using inverse Fourier Transform f (x) = √ F (s)e−isx ds
2π
−∞
Z∞ r
1 2 sin as
f (x) = √ . (cos sx − i sin sx) ds
2π π s
−∞
 
∞ Z∞
1 sin as sin as
 Z 
1= cos sx ds − i sin sx ds
π s s 
−∞ −∞
Example 3: (Contd.)
Equating the real part, we have
Z∞
1 sin as
1= cos sx ds
π s
−∞
Hence
Z∞
sin as cos sx
ds = π. (6)
s
−∞
Z∞
sin x
To find (ii) dx
x
0
Put x = 0 in equation (6), we have
Z∞
sin as
ds = π.
s
−∞
Example 3: (Contd.)
Z∞
sin as
⇒2 ds = π. Since the given integral is an even.
s
0
Z∞
sin as π
.˙. ds = . Putting as = t ⇒ a ds = dt
s 2
0
Z∞ Z∞
sin t dt π sin t π
. = ⇒ dt = .
(t/a) a 2 t 2
0 0
Z∞
sin x π
Hence dx = .
x 2
0
Example 3: (Contd.)
Z∞ 2
sin t π
(iii) To prove that dt =
t 2
0
Z∞ Z∞
2
Using Parseval’s identity |F (s)| ds = |f (x)|2 dx
−∞ −∞
Z∞ 2 Za
2 sin as
⇒ ds = 1. dx
π s
−∞ −a
Z∞ 2
2 sin as
⇒ .2 ds = (x)a−a
π s
0
Z∞ 2
4 sin as
⇒ ds = 2a
π s
0
Example 3: (Contd.)
Z∞ 2
sin as aπ
⇒ ds =
s 2
0
Putting as = t ⇒ a ds = dt
Z∞ 2
sin t dt aπ
⇒ . =
(t/a) a 2
0
Z∞ 2
sin t π
⇒ dt = .
t 2
0
Example 4:
(
a2 − x 2 |x| < a
Find the Fourier transform of f (x) = . Hence
0 |x| > a
Z∞
sin x − x cos x π
evaluate (i) dx = and
x3 4
0
Z∞
sin x − x cos x 2

π
(ii) 3
dx =
x 15
0
Sol: Z∞
1
F (s) = F {f (x)} = √ f (x)eisx dx
2π
−∞
Z1
1
=√ (a2 − x 2 )(cos sx + i sin sx) dx
2π
−1
Dr.S. SIL, Dept. ofMathematics, KTR()Unit IV-Fourier Transforms 40 / 62

Example 4: (Contd.)
 
Za Za
1  
F (s) = √ (a2 − x 2 ) cos sxdx + i (a2 − x 2 ) sin sx dx
2π  
−a −a
 
Za
1  
=√ 2 (a2 − x 2 ) cos sx dx + 0
2π  
0
the second integral is an odd function
"
2 2 2 sin sx cos sx
=√ (a − x ) − (−2x) −
2π s s2
#a
sin sx
+ (−2) − 3
s
0
Example 4: (Contd.)

2 −2a cos as 2 sin as
F (s) = √ +
2π s2 s3

4 sin as − as cos as
=√
2π s3
Z∞
To find (i) dx =
x3 4
0
1 R∞
Using Inverse Fourier Transform f (x) = √ F (s)e−isx ds
2π −∞
Z∞
1 4 sin as − as cos as
f (x) = √ √ (cos sx − i sin sx) ds
2π 2π s3
−∞
Example 4: (Contd.)
( Z∞
f (x) = cos sx ds
π s3
−∞
Z∞ )
sin as − as cos as
−i sin sx ds
s3
−∞
 
Z∞
2 sin as − as cos as 
= 2 cos sx ds − 0
π s3 
0
Example 4: (Contd.)
Put x = 0 in the above integral. But x = 0 is a point of continuity of f (x).
. ˙ . the value of the integral when x = 0 is f (0) = a2 − 0 = a2 .
Z∞
2 4 sin as − as cos as
. ˙ .a = ds
π s3
0
Z∞
πa2

sin as − as cos as
⇒ ds =
s3 4
0
Putting as = t ⇒ a ds = dt, we get
Z∞ Z∞
πa2

sin t − t cos t dt sin t − t cos t π
3
= ⇒ 3
dt =
(t/a) a 4 t 4
0 0
Z∞
Hence dx = .
x3 4
0
Example 4: (Contd.)
Z∞ 2
To find (ii) dx =
x3 15
0
Z∞ Z∞
2
−∞ −∞
Z∞ 2 Za
⇒ ds = (a2 − x 2 )2 dx
2π s3
−∞ −a
Z∞ 2 Za
⇒ .2 ds = 2. (a2 − x 2 )2 dx
π s3
0 0
Z∞ 2 Za
sin as − as cos as π
⇒ ds = . (a4 − 2a2 x 2 + x 4 ) dx
s3 8
0 0
Example 4: (Contd.)
Z∞ 2 3
a
x5

sin as − as cos as π 4 2x
⇒ ds = a x − 2a +
s3 8 3 5 0
0
Z∞ 2
sin as − as cos as πa5
⇒ ds =
s3 15
0
Putting as = t ⇒ a ds = dt, we get

Z∞ Z∞
sin t − t cos t 2 dt πa5 sin t − t cos t 2

π
3
= ⇒ 3
dt = .
(t/a) a 15 t 15
0 0
Z∞ 2
Hence dx = .
x3 15
0
Example 5:
(
a − |x|, |x| < a
Find the Fourier transform of f (x) = and hence
0, |x| > a
Z∞ Z∞
sin x 2 sin x 4

π π
deduce that (i) dx = and (ii) dx = .
x 2 x 3
0 0
Sol: 1
Z∞
F (s) = √ f (x)eisx dx
2π
−∞
Za
1
=√ (a − |x|)(cos sx + i sin sx) dx
2π
−a
 
Za Z1
1  
=√ (a − |x|) cos sxdx + i (a − |x|) sin sx dx
2π  
−a −1
Example 5: (Contd.)
 
Za
1  
F (s) = √ 2 (a − |x|) cos sx dx + 0
2π  
0
Za
2
=√ (a − x) cos sx dx
2π
0
2

sin sx
cos sx a
=√ (a − x) − (−1) −
2π s s2 0

2 − cos as 1
=√ + 2
2π s2 s
Example 5: (Contd.)
r
2 1 − cos as
F (s) =
π s2
!
2 2 sin2 (as/2)
r
= .
π s2
Z∞ 2
sin x π
To find (i) dx =
x 2
0
Z∞
1
Using Inverse Fourier Transform f (x) = √ F (s)e−isx ds
2π
−∞
Z∞ r
!
1 2 2 sin2 (as/2)
f (x) = √ (cos sx − i sin sx) ds
2π π s2
−∞
Dr.S. SIL, Dept. ofMathematics, KTR()Unit IV-Fourier Transforms 49 / 62

Example 5: (Contd.)
 
Z∞ Z∞
! !
2 2
2 sin (as/2) sin (as/2) 
f (x) = cos sx ds − i sin sx ds
π s2 s2 
−∞ −∞
 
Z∞
!
2
2  sin (as/2) 
= 2 cos sx ds − 0
π s2 
0
Put x = 0 in the above integral. But x = 0 is a point of continuity of f (x).
Therefore value of the integral when x = 0 is f (0) = a − 0 = a.
Z∞
!
4 sin2 (as/2)
.˙. a= ds
π s2
0
Example 5: (Contd.)
Z∞
!
sin2 (as/2) πa
⇒ ds =
s2 4
0
as
Putting = t. Therefore a ds = 2 dt
2
Z∞ Z∞
!
sin2 t πa2 sin t 2

2 dt π
2
. = ⇒ dt =
(2t/a) a 4 t 2
0 0
Z∞ 2
sin x π
Hence dx = .
x 2
0
Example 5: (Contd.)
Z∞ 4
sin x π
To prove that (ii) dx =
x 3
0
Z∞ Z∞
2
−∞ −∞
Z∞
!2 Za
2 2 sin2 (as/2)
⇒ ds = (a − |x|)2 dx
π s2
−∞ −a
Z∞
!2 Za
8 sin2 (as/2)
⇒ .2 ds = 2 (a − x)2 dx
π s2
0 0
Z∞ 4 Za
2 sin (as/2)
⇒ ds = (a2 − 2ax + x 2 ) dx
π s4
0 0
Example 5: (Contd.)
Z∞ a
sin4 (as/2) x2 x3

8 2
⇒ ds = a x − 2a +
π s4 2 3 0
0
Z∞
8 sin4 (as/2) a3
⇒ ds =
π s4 3
0
Z∞
sin4 (as/2) πa3
⇒ ds =
s4 24
0
as
Put = t. Therefore a ds = 2 dt
2
Z∞ Z∞
sin4 t 2 dt πa3 sin4 t π
Hence . = ⇒ dt = .
(2t/a)4 a 24 t 4 3
0 0
Example 6:
2 /2 2 /2
Show that the transformation of e−x is e−s by finding the
2 2
transform of e−a x , a > 0.
Sol:
Z∞
1
By the Fourier transform F (s) = F {f (x)} = √ f (x)eisx dx
2π
−∞
Z∞
1 2x 2
F (s) = √ e−a eisx dx
2π
−∞
Z∞
1 2 x 2 −isx)
=√ e−(a dx
2π
−∞
Z∞ h 2 2 2 2
i
1 − a2 x 2 −isx+ i s2 − i s2
=√ e 4a 4a dx
2π
−∞
Example 6: (Contd.)
Z∞ h
is 2 i 2 s2
i
1 − (ax− 2a )− 2
F (s) = √ e 4a dx
2π
−∞
Z∞ i 2 s2
1 is 2
=√ e−(ax− 2a ) .e 4a2 dx
2π
−∞
−s2 Z∞
e 4a2 is 2
=√ e−(ax− 2a ) dx
2π
−∞
is
Putting t = ax − ⇒ dt = a dx
2a
when x = ∞ ⇒ t = ∞ and when x = −∞ ⇒ t = −∞
2 2 Z∞
e−s /4a 2 dt
. ˙ . F {f (x)} = √ e−t
2π a
−∞
Example 6: (Contd.)
2 2 Z∞
e−s /4a 2
⇒ F {f (x)} = √ .2 e−t dt; Since the integral is an even
a 2π
0
function.
du
Putting t 2 = u ⇒ 2t dt = du ⇒ dt = √
2 u
−s 2 /4a2 Z∞
2e du
. ˙ . F {f (x)} = √ e−u √
a 2π 2 u
0
R∞ √
We know that (Gamma definition) Γn = e−x x n−1 dx and Γ(1/2) = π
0
2 2
e−s /4a R∞
⇒ F {f (x)} = √ e−u u 1/2−1 du
a 2π 0
Example 6: (Contd.)
n 2 2
o e−s2 /4a2
F e−a x = √ Γ(1/2)
a 2π
2 2
e−s /4a √
= √ π
a 2π
2 2
e−s /4a
= √
a 2
1
Substituting a = √ in above, we get
2
n 2
o 2
F e−x /2 = e−s /2 .
Example 7:
(
1 − |x| if |x| < 1
Find the Fourier transform of f (x) = and hence find
0 if |x| > 1
Z∞
sin4 t
the value of dt.
t4
0
Z∞
1
Sol: By the Fourier transform F (s) = √ f (x)eisx dx
2π
−∞
Z1
1
F (s) = √ (1 − |x|)(cos sx + i sin sx) dx
2π
−1
 
Z1 Z1
1  
=√ (1 − |x|) cos sxdx + i (1 − |x|) sin sx dx
2π  
−1 −1
Example 7: (Contd.)
 
Z1
1  
F (s) = √ 2 (1 − |x|) cos sx dx + 0
2π  
0
Z1
2
=√ (1 − x) cos sx dx
2π
0
2

sin sx
cos sx 1
=√ (1 − x) − (−1) −
2π s s2 0

2 − cos s 1
=√ + 2
2π s2 s
Example 7: (Contd.)
r
2 1 − cos s
F (s) =
π s2
!
2 2 sin2 (s/2)
r
= .
π s2
Z∞
sin4 t
To find dt
t4
0
Z∞ Z∞
2
−∞ −∞
Z∞
!2 Z1
2 2 sin2 (s/2)
⇒ ds = (1 − |x|)2 dx
π s2
−∞ −1
Example 7: (Contd.)
Z∞
!2 Z1
8 sin2 (s/2)
⇒ .2 ds = 2 (1 − x)2 dx
π s2
0 0
∞ Z1
8 (sin2 (s/2))2
Z
⇒ ds = (1 − 2x + x 2 ) dx
π s4
0 0
Z∞ 1
sin4 (s/2) x3

8 2
⇒ ds = x − x +
π s4 3 0
0
Z∞
8 sin4 (s/2) 1
⇒ 4
ds =
π s 3
0
Z∞
sin4 (s/2) π
⇒ 4
ds = .
s 24
0
Example 7: (Contd.)
s
Put = t ⇒ s = 2t. Therefore ds = 2 dt
2
Z∞
sin4 t π
Hence 4
.2 dt =
(2t) 24
0
Z∞
sin4 t π
⇒ 4
dt = .
t 3
0

Unit 4 TPDE

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21MAB201T- Transforms and Boundary Value

The effect of applying an integral transforms to a partial differential

if the integral exists.

If f (x) is piece-wise continuously differentiable and absolutely integrable

Let f (x) be a function defined in (−∞, ∞) and be piecewise continuous

If f (x) satisfies the Dirichlet’s conditions in every finite interval (−l, l)

Property 8: Fourier transform of an integral function

Convolution of two function: The convolution of two functions f (x)

Theorem: The Fourier transforms of the convolution of f (x) and g(x) is

If F (s) is the Fourier transform of f (x) then

Take g(−t) = f (t) ⇒ g(t) = f (−t)

Dr.S. SIL, Dept. ofMathematics, KTR()Unit IV-Fourier Transforms 40 / 62

Putting as = t ⇒ a ds = dt, we get

Dr.S. SIL, Dept. ofMathematics, KTR()Unit IV-Fourier Transforms 49 / 62

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