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HWsol Chap11

과제 답지

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0% found this document useful (0 votes)
50 views

HWsol Chap11

과제 답지

Uploaded by

seob.kim
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Homework 1

§11.1
1. (a) If f (x) and g(x) have period p, show that h(x) = af (x)+bg(x)(a, b, constant)
has the period p.
Sol. Since p is a period of f and g,

h(x + p) = af (x + p) + bg(x + p) = af (x) + bg(x) = h(x).

Thus h(x) has the period p.

(b) If f (x) has period p, show that f (x/a), a ̸= 0, is a periodic function of x of


period ap.
Sol. Let h(x) = f (x/a). Since p is a period of f ,

h(x + ap) = f ((x + ap)/a)) = f (x/a + p) = f (x/a) = h(x).

Thus h(x) is a periodic function of x of period ap.

2. Find the Fourier series of the given periodic function f (x) of period 2π:
(a)

Sol.
∫ π ∫
1 1 π/2 1
a0 = f (x)dx = dx = ,
2π −π π 0 2
∫ π ∫ π/2
1 2 2 sin nπ
2
an = f (x) cos nxdx = cos nxdx = ,
π −π π 0 nπ
∫ ∫
1 π 1 π/2
bn = f (x) sin nxdx = sin nxdx = 0.
π −π π −π/2

Fourier series of f (x)



1 ∑ 2 sin nπ2
f (x) = + cos nx
2 n=1 nπ
1 2[ 1 1 ]
= + cos x − cos 3x + cos 5x + · · · .
2 π 3 5

Computational Science & Engineering (CSE) T. Jeong


Homework 2

(b)

Sol.
∫ π ∫
1 1 π π
a0 = f (x)dx = (−x + π)dx = ,
2π −π π 0 2
∫ π ∫ π
1 2 2(1 − cos nπ)
an = f (x) cos nxdx = (−x + π) cos nxdx = ,
π −π π 0 n2 π

1 π
bn = f (x) sin nxdx = 0.
π −π
Fourier series of f (x)

π ∑ 2(1 − cos nπ)
f (x) = + cos nx
2 n=1 n2 π
π 4[ 1 1 ]
= + cos x + 2 cos 3x + 2 cos 5x + · · · .
2 π 3 5

(c) f (x) = x2 (0 < x < 2π)


Sol.
∫ 2π ∫ 2π
1 1 4π 2
a0 = f (x)dx = x2 dx = ,
2π 0 2π 0 3
∫ ∫
1 2π 1 2π 2 4
an = f (x) cos nxdx = x cos nxdx = 2 ,
π 0 π 0 n
∫ 2π ∫ 2π
1 1 −4π
bn = f (x) sin nxdx = x2 sin nxdx = .
π 0 π 0 n
Fourier series of f (x)
∞ ∞
4π 2 ∑ 4 ∑ 4π
f (x) = + 2
cos nx − sin nx
3 n=1
n n=1
n
4π 2 [ 1 1 ]
= + 4 cos x + 2 cos 2x + 2 cos 3x + · · ·
3 2 3
[ 1 1 ]
− 4π sin x + sin 2x + sin 3x + · · · .
2 3

Computational Science & Engineering (CSE) T. Jeong


Homework 3
{
−4x if −π <x<0
(d) f (x) = .
4x if 0<x<π
Sol.
∫ π ∫
1 1 π
a0 = f (x)dx = 4xdx = 2π,
2π −π π 0
∫ ∫
1 π 2 π 8(cos nπ − 1)
an = f (x) cos nxdx = 4x cos nxdx = ,
π −π π 0 n2 π

1 π
bn = f (x) sin nxdx = 0.
π −π
Fourier series of f (x)

∑ 8(cos nπ − 1)
f (x) = 2π + cos nx
n=1
n2 π
16 [ 1 1 ]
= 2π − cos x + 2 cos 3x + 2 cos 5x + · · · .
π 3 5

3. Using Problem 2, find the sum of the series.


∑∞
1
(a) (−1)n−1
n=1
2n − 1
Sol. In Problem 2 (a), note that f is continuous at x = 0.
1 2[ 1 1 ]
1 = f (0) = + 1 − + + ···
2 π 3 5

∑ 1 π
Thus (−1)n−1 = .
n=1
2n − 1 4


∑ 1
(b)
n=1
(2n − 1)2
Sol. In Problem 2 (b), note that f is continuous at x = 0.
π 4[ 1 1 ]
π = f (0) = + 1 + 2 + 2 + ···
2 π 3 5

∑ 1 π2
Thus = .
n=1
(2n − 1)2 8

Computational Science & Engineering (CSE) T. Jeong


Homework 4

∑∞
1
(c)
n=1
n2
Sol. In Problem 2 (c), note that f is discontinuous at x = 0.
f (0+) + f (0−) 0 + 4π 2 4π 2 [ 1 1 ]
= = 2π 2 = + 4 1 + 2 + 2 + ···
2 2 3 2 3
∑∞
1 π2
Thus 2
= .
n=1
n 6

Computational Science & Engineering (CSE) T. Jeong


Homework 5

§11.2
1. (a) Find the Fourier series of the function f (x) = −1(−2 < x < 0), f (x) =
1(0 < x < 2), of the period p = 4.
Sol.

1 2
a0 = f (x)dx = 0,
4 −2

1 2 nπx
an = f (x) cos dx = 0,
2 −2 2
∫ ∫ 2
1 2 nπx nπx 2
bn = f (x) sin dx = sin dx = (1 − (−1)n ).
2 −2 2 0 2 nπ
Fourier series of f (x)
∑∞
2 nπx
f (x) = (1 − (−1)n ) sin
n=1
nπ 2
4[ πx 1 3πx 1 5πx ]
= sin + sin + sin + ··· .
π 2 3 2 5 2
(b) Find the Fourier series of the f (x) = sin πx(0 < x < 1), of the period p = 1.
Sol.
∫ 1
2
a0 = sin πxdx = ,
π
∫ 1
0

an = 2 sin πx cos 2nπxdx


∫ 1 0

= sin(1 + 2n)πx + sin(1 − 2n)πxdx


0
2 2 4
= + =
(1 + 2n)π (1 − 2n)π (1 − 4n2 )π
∫ 1
bn = 2 sin πx sin 2nπxdx
∫ 10

= − cos(1 + 2n)πx + cos(1 − 2n)πxdx = 0.


0

Fourier series of f (x)


∞ ∞
2 4∑ 1 2 4∑ 1
f (x) = + cos 2nπx = − cos 2nπx
π π n=1 (1 − 4n2 ) π π n=1 (2n − 1)(2n + 1)
2 4 [1 1 1 1 1 1 ]
= − · cos 2πx + · cos 4πx + · cos 6πx + · · · .
π π 1 3 3 5 5 7
Computational Science & Engineering (CSE) T. Jeong
Homework 6

(c) Find the Fourier series of the f (x) = x2 (−1 ≤ x ≤ 1), of the period p = 2, and
calculate ∞ ∞
∑ ∑
n−1 1 1
(−1) 2
, 2
.
n=1
n n=1
n
Sol.
∫ ∫ 1
1 1 2 1
a0 = x dx = x2 dx = ,
2 −1 0 3
∫ 1 ∫ 1
4 cos nπ
an = x2 cos nπxdx = 2 x2 cos nπxdx = 2π2
,
−1 0 n
∫ 1
bn = x2 sin nxdx = 0.
−1

Fourier series of f (x)



1 ∑ 4 cos nπ
f (x) = + cos nπx
3 n=1 n2 π 2
1 4[ 1 1 ]
= − 2 cos πx − 2 cos 2πx + 2 cos 3πx + · · · .
3 π 2 3
Notice that f is continuous at x = 0.
1 4[ 1 1 ]
0 = f (0) = − 2 1 − 2 + 2 + ···
3 π 2 3


n−1 1 π2
Thus (−1) = .
n=1
n2 12
Notice that f is continuous at x = 1.
1 4[ 1 1 ]
1 = f (1) = − 2 − 1 − 2 − 2 − ···
3 π 2 3
∑∞
1 π2
Thus 2
= .
n=1
n 6

Computational Science & Engineering (CSE) T. Jeong


Homework 7

2. Show that the identity cos3 x = 34 cos x+ 14 cos 3x can be interpreted as the Fourier
series expansion.
Sol. f (x) = cos3 x is a continuous, even, periodic function of period 2π. Since the

Fourier series of f (x) is a0 + ∞ 3 3 1
n=1 an cos nx, the identity cos x = 4 cos x + 4 cos 3x
is the Fourier series expansion.

Notice that
∫ π ∫ π ∫ π
cos nxdx = 0, cos nx cos mxdx = 0 (n ̸= m), cos2 nxdx = π.
−π −π −π

In fact,

∫ ∫
1 π 1 π 1 1
a0 = 3
cos xdx = (1 − sin2 x) cos xdx = [sin x − sin3 x]π0 = 0,
π 0 π 0 π 3
∫ π ∫ π
1 1 1 + cos 2x
an = cos3 x cos nxdx = cos x cos nxdx
π −π π −π 2
∫ π ∫ π
1 1
= cos x cos nxdx + cos x cos 2x cos nxdx
2π −π 2π −π
∫ π ∫ π ( )
1 1 1
= cos x cos nxdx + cos 3x + cos x cos nxdx
2π −π 2π −π 2
 3
 4 if n = 1
1
= if n = 3 .
 4
0 if otherwise

Fourier series of cos3 x : cos3 x = 43 cos x + 14 cos 3x

Thus the identity cos3 x = 43 cos x + 14 cos 3x can be interpreted as the Fourier series
expansion.

Computational Science & Engineering (CSE) T. Jeong


Homework 8

§11.3
1. Is the given function f (x) even or odd? Find its Fourier series.
(a) f (x) = 2x|x| (−1 < x < 1), f (x + 2) = f (x)
Sol. Since f (x) = −f (−x), f (x) is an odd function.
∫ 1
2 −4[n2 π 2 (−1)n + 2(1 − (−1)n )]
bn = 2 2x sin nπxdx =
n3 π 3
{ 0
−4
nπ if n = even
= 4(n π −4)
2 2 .
3
n π 3 if n = odd

Fourier series of f (x)



∑ −4[n2 π 2 (−1)n + 2(1 − (−1)n )]
f (x) = sin nπx
n=1
n3 π 3
[ π2 − 4 1 9π 2 − 4 1
= 4 sin πx − sin 2πx + sin 3π − sin 4πx
π3 2π 27π 3 4π
25π 2 − 4 1 ]
+ sin 5πx − sin 6πx + · · · .
125π 3 6π

(b) f (x) = πe|x| (−π < x < π), f (x + 2π) = f (x)

Sol. Since f (x) = f (−x), f (x) is an even function.



1 π x
a0 = πe dx = eπ − 1,
π 0
∫ ∫ π
2 π x
an = πe cos nxdx = 2 Re(ex einx )dx
π 0
∫ π 0
(1+in)x 1 (1+in)x π eπ (−1)n − 1
= 2Re[ e dx] = 2Re[ e ]0 = 2Re[ ]
0 1 + in 1 + in
2(eπ (−1)n − 1)
= .
1 + n2
Fourier series of f (x)

∑ 2(eπ (−1)n − 1)
f (x) = e − 1 +
π
cos nx
n=1
1 + n2
2 1
= (eπ − 1) − (eπ + 1) cos x + (eπ − 1) cos 2x − (eπ + 1) cos 3x + · · · .
5 5

Computational Science & Engineering (CSE) T. Jeong


Homework 9

2. Find the two half-range expansions of the functions.


(a) f (x) = 2 − x (0 < x < 2)

Sol. (Even periodic extension)



1 2
a0 = (2 − x)dx = 1,
2 0
∫ 2
nπx 4(1 − cos nπ)
an = (2 − x) cos dx = ,
0 2 n2 π 2
Fourier cosine series of f (x)
∑∞
4(1 − cos nπ) nπx
f (x) = 1 + cos
n=1
n2 π 2 2
8[ πx 1 3πx 1 5πx ]
= 1 + 2 cos + 2 cos + 2 cos + ··· .
π 2 3 2 5 2

(Odd periodic extension)


∫ 2
nπx 4
bn = (2 − x) sin dx = ,
0 2 nπ
Fourier sine series of f (x)
∑∞
4 nπx
f (x) = sin
n=1
nπ 2
4[ πx 1 1 3πx 1 ]
= sin + sin πx + sin + sin 2πx + · · · .
π 2 2 3 2 4

{
0 if 0 < x < 2
(b) f (x) = .
1 if 2 < x < 4
Sol. (Even periodic extension)

1 4 1
a0 = dx = ,
4 2 2
∫ 4
1 nπx −2 sin nπ
2
an = cos dx = ,
2 2 4 nπ
Fourier cosine series of f (x)

1 ∑ −2 sin nπ 2 nπx
f (x) = + cos
2 n=1 nπ 4
1 2[ πx 1 3πx 1 5πx ]
= − cos − cos + cos + ··· .
2 π 4 3 4 5 4
Computational Science & Engineering (CSE) T. Jeong
Homework 10

(Odd periodic extension)



1 4 nπx −2 nπ
bn = sin dx = (cos nπ − cos ),
2 2 4 nπ 2
Fourier sine series of f (x)

∑ −2 nπ nπx
f (x) = (cos nπ − cos ) sin
n=1
nπ 2 4
2[ πx πx 1 3πx ]
= sin − sin + sin + ··· .
π 4 2 3 4

Computational Science & Engineering (CSE) T. Jeong


Homework 11

§11.4 {
∫π 2π if n = m
inx −imx
1. (a) Show that −π e e dx = .
∫π 0 if n ̸
= m
Sol. In case n = m, −π einx e−imx dx = 2π.
∫π
In case n ̸= m, −π einx e−imx dx = [ (n−m)i
1
e(n−m)ix ]π−π = 0.


9
√ n inx ∫π
(b) Let f (x) = 1 + ( 2) e . Calculate −π f (x)f (x)dx.
n=1

9

Sol. Note that f (x) = ( 2)n einx . By (a),
n=0

∫ π ∫ π ∑
9 ∑
9

f (x)f (x)dx = ( 2)n+m einx e−imx dx
−π −π n=0 m=0


9 ∑ 9
√ n+m ∫ π
= ( 2) einx e−imx dx
n=0 m=0 −π

∑9
210 − 1
= 2π 2 = 2π · n
= 2046π.
n=0
2 − 1



(c) If f (x) = x = cn einx for all −π < x < π, find the coefficients cn , and calcu-
n=−∞


late |cn |2 .
n=−∞

∫Sol. Multiplying by e−imx on both sides and integrating from −π to π, we have


π −imx
−π xe dx = 2πcm .
{
1
∫π −inx 0 if n = 0
Then cn = 2π −π xe dx = (−1)n i .
n if n = ±1, ±2, · · ·
Notice that c−n = cn and
∫ π ∫ π ∞
∑ ∞

2 inx
x dx = ( cn e )( cm eimx )dx
−π −π n=−∞ m=−∞

∑ ∑∞ ∫ π
i(n+m)x
= c n cm e dx
n=−∞ m=−∞ −π

∑∞ ∞

= cn c−n 2π = |cn |2 2π.
n=−∞ n=−∞

Computational Science & Engineering (CSE) T. Jeong


Homework 12

Thus ∞ ∫
∑ 1 π
π2
|cn |2 = x2 dx = .
n=−∞
2π −π 3

2. Find the complex Fourier series of the function f (x) = x2 (−π < x < π), and
obtain from it the usual Fourier series.

Sol.
∫ π
1 π2
c0 = x2 dx = ,
2π −π 3
∫ π
1 2 −inx 2(−1)n
cn = xe dx = , n = ±1, ±2, · · · .
2π −π n2
complex Fourier series of the function f (x),


π2 (−1)n inx
f (x) = +2 e .
3 n2
n=−∞,n̸=0

(usual) Fourier series of f (x)


∑∞
π2 (−1)n inx
f (x) = +2 2
[e + e−inx ]
3 n=1
n
∑∞
π2 (−1)n
= +4 2
cos nx.
3 n=1
n

3. Show that the complex Fourier coefficients of an even function are real and those
of an odd function are pure imaginary.
Sol. Notice that
∫ π
1
cn = f (x)e−inx dx
2π −π
∫ π ∫ π
1
= [ f (x) cos nxdx − i f (x) sin nxdx].
2π −π −π
∫π
If f (x) is an even function, −π f (x) sin nxdx = 0. Thus, the complex Fourier coef-
ficients of an even function∫cn is real.
π
If f (x) is an odd function, −π f (x) cos nxdx = 0. Thus, the complex Fourier coeffi-
cients of an even function cn is pure imaginary.

Computational Science & Engineering (CSE) T. Jeong


Homework 13

§11.6
1. Find the trigonometric polynomial

N
F (x) = A0 + (An cos nx + Bn sin nx)
n=1

for which the square error with respect to the function f (x) on the interval −π ≤
x ≤ π is minimum, and compute the minimum value for N = 2.
(a) f (x) = x (−π < x < π)
Sol. The total square error of F with respect to the function f (x) = x (−π < x < π)
on −π ≤ x ≤ π is minimum iff the coefficients of F are the Fourier coefficients of f .
Thus
∫ π
1
A0 = xdx = 0,
2π −π

1 π
An = x cos nxdx = 0,
π −π
∫ ∫
1 π 2 π 2(−1)n+1
Bn = x sin nxdx = x sin nxdx = ,
π −π π 0 n
and

N
2(−1)n+1
F (x) = sin nx.
n=1
n
The minimum value for N = 2 is
∫ π ∫ π
E = |f (x) − F (x)| dx =
2
x2 dx − π[2A20 + A21 + A22 + B12 + B22 ]
−π −π
3
2π 2π 3
= − π[0 + 0 + 0 + 4 + 1] = − 5π.
3 3

(b) f (x) = |x| (−π < x < π)


Sol. The total square error of F with respect to the function f (x) = |x| (−π < x < π)
on −π ≤ x ≤ π is minimum iff the coefficients of F are the Fourier coefficients of f .
Thus
∫ π ∫
1 1 π π
A0 = |x|dx = xdx = ,
2π −π π 0 2
∫ π ∫ π
1 2 2(cos nπ − 1)
An = |x| cos nxdx = x cos nxdx = ,
π −π π 0 n2 π

1 π
Bn = |x| sin nxdx = 0,
π −π
Computational Science & Engineering (CSE) T. Jeong
Homework 14

and
π ∑ 2(cos nπ − 1)
N
F (x) = + cos nx.
2 n=1 n2 π
The minimum value for N = 2 is
∫ π ∫ π
E = |f (x) − F (x)| dx =
2
|x|2 dx − π[2A20 + A21 + A22 + B12 + B22 ]
−π −π
3 2
2π π 16 π 3 16
= − π[ + 2 + 0 + 0 + 0] = − .
3 2 π 6 π

2. Using Parseval’s identity and the given function f (x) of period 2π, show that
∑∞ {
1 π2 0 if − π < x < −π/2, π/2 < x < π
(a) = (Use f (x) = .)
(2n − 1) 2 8 1 if − π/2 < x < π/2
n=1
Sol. Notice that f is even.
∫ ∫
1 π 1 π/2 1
a0 = f (x)dx = dx = ,
π 0 π 0 2
∫ π ∫ π/2
2 2 2 sin nπ
2
an = f (x) cos nxdx = cos nxdx = .
π 0 π 0 nπ
Fourier series of f (x)

1 ∑ 2 sin nπ 2
f (x) = + cos nx
2 n=1 nπ
1 2[ 1 1 ]
= + cos x − cos 3x + cos 5x + · · · .
2 π 3 5
By Parseval’s identity,
∞ ∫ ∫
1 ∑ 2 2 1 1 π 2 1 π/2
2· 2 + ( )( 2
) = f (x)dx = dx = 1
2 n=1
π 2n − 1 π −π π −π/2

∑ 1 π2
Thus = .
n=1
(2n − 1)2 8


∑ {
1 π4 x + π if −π <x<0
(b) = (Use f (x) = .)
(2n − 1)4 96 π − x if 0 < x < π
n=1
Sol. Notice that f is even.
∫ ∫
1 π 1 π π
a0 = f (x)dx = (−x + π)dx = ,
π 0 π 0 2
∫ π ∫ π
2 2 2(1 − cos nπ)
an = f (x) cos nxdx = (−x + π) cos nxdx = .
π 0 π 0 n2 π
Computational Science & Engineering (CSE) T. Jeong
Homework 15

Fourier series of f (x)



π ∑ 2(1 − cos nπ)
f (x) = + cos nx
2 n=1 n2 π
π 4[ 1 1 ]
= + cos x + 2 cos 3x + 2 cos 5x + · · · .
2 π 3 5
By Parseval’s identity,
∞ ∫ 0 ∫ π
π2 ∑ 4 2 1 1 2π 2
2· 2 + ( )( 4
) = [ 2
(x + π) dx + (π − x) dx] =
2
.
2 n=1
π 2n − 1 π −π 0 3

∑ 1 π4
Thus = .
n=1
(2n − 1)4 96

∑∞
1 π2 1
(c) = − (Use f (x) = | sin x|(−π < x < π).)
n=1
(2n − 1)2 · (2n + 1)2 16 2
Sol. Notice that f is even.
∫ ∫
1 π 1 π 2
a0 = f (x)dx = sin xdx = ,
π 0 π 0 π
∫ π ∫ π
2 2
an = f (x) cos nxdx = sin x cos nxdx
π 0 π 0

1 π
= sin[(1 + n)x] + sin[(1 − n)x]dx
π 0
{ {
0 if n = 1 0 if n = 1, 3, 5, · · ·
= −2(1−(−1)n−1 ) = −4 .
(n2 −1)π if n = 2, 3, · · · (2n−1)(2n+1)π if 2n = 2, 4, 6 · · ·

Fourier series of f (x)



2 4∑ 1
f (x) = − cos 2nx
π π n=1 (2n − 1)(2n + 1)
2 4[ 1 1 1 ]
= − cos 2x + cos 4x + cos 6x + · · · .
π π 1·3 3·5 5·7
By Parseval’s identity,
∞ ∫ ∫ π
22 ∑ 4 2 1 1 π 1
2· 2 + ( ) = sin2 xdx = (1 − cos 2x)dx = 1.
π n=1
π (2n − 1)2 (2n + 1) 2 π −π 2π −π


∑ 1 π2 1
Thus = − .
n=1
(2n − 1)2 (2n + 1)2 16 2

Computational Science & Engineering (CSE) T. Jeong


Homework 16

§11.7
1. Show that 
∫ ∞ cos xw+w sin xw 0 if x<0
(a) 0 dw = π/2 if x=0 .
1+w2  −x
πe if x>0
{
0 if x < 0
Sol. Consider the Fourier integral of f (x) = .
e−x if x > 0

1 ∞ −v 1 1
A(w) = e cos wvdv = ,
π 0 π 1 + w2

1 ∞ −v 1 w
B(w) = e sin wvdv = .
π 0 π 1 + w2
Fourier integral of f :
∫ ∞
1 cos wx + w sin wx
f (x) = dw.
π 0 1 + w2
Notice that f (x) is discontinuous only at x = 0.

∫ ∞ 
0 + if x < 0
cos xw + w sin xw f (0 )+f (0− )
dw = π = π/2 if x = 0 .
0 1 + w2 
 πe−x
2
if x > 0


∫ ∞ (sin w−w cos w) sin xw  πx/2 if 0<x<1
(b) 0 dw = π/4 if x=1 .
w2 
0 if x>1
{
x if 0 < x < 1
Sol. Consider the Fourier sine integral of f (x) = .
0 if x > 1

2 1 2 −w cos w + sin w
B(w) = v sin wvdv = · .
π 0 π w2
Fourier integral of f :
∫ ∞
2 −w cos w + sin w
f (x) = sin wxdw.
π 0 w2
Notice that f (x) is discontinuous only at x = 1.

∫ ∞ 

π
f (x) = πx if 0 < x < 1
sin w − w cos w 2
π f (1+
)+f (1−
2
)
sin wxdw = = π/4 if x = 1 .
0 w 2  2 2
 π f (x) = 0
2 if x > 1

Computational Science & Engineering (CSE) T. Jeong


Homework 17
{
∫ ∞ cos(πw/2) cos xw π
cos x |x| < π/2
if
(c) dw = 2 .
0 1−w2 0 |x| ≥ π/2
if
{
cos x if |x| < π/2
Sol. Consider the Fourier cosine integral of f (x) = .
0 if |x| > π/2
∫ ∫
2 π/2 1 π/2
A(w) = cos v cos wvdv = cos[(w + 1)v] + cos[(w − 1)v]dv
π 0 π 0
1 sin( π2 (w + 1) sin( π2 (w − 1)
= = [ + ]
π w+1 w−1
1 cos πw cos πw
= = [ 2
− 2
]
π w+1 w−1
2 cos πw 2
=
π 1 − w2
Fourier cosine integral of f :

2 ∞ cos πw 2
f (x) = cos wxdw.
π 0 1 − w2
Notice that f (x) is continuous.
∫ ∞ { π
cos πw
2 2 f (x) = π2 cos x if |x| < π/2
cos wxdw = π .
0 1−w 2
2 f (x) = 0 if |x| ≥ π2

{
x if 0<x<1
2.(a) Find the Fourier cosine integral of f (x) = .
0 if x>1
Sol.

2 1 2 sin w 1
A(w) = v cos wvdv = [ + 2 (cos w − 1)]
π 0 π w w
2 w sin w + cos w − 1
= · .
π w2
Fourier cosine integral of f (x)

2 ∞ w sin w + cos w − 1
f (x) = cos wxdw.
π 0 w2

{
sin x if 0<x<π
(b) Find the Fourier sine integral of f (x) = .
0 if x>π
Sol. ∫ ∫
2 π 1 π
B(w) = sin v sin wvdv = − cos[(w + 1)v] − cos[(w − 1)v]dv
π 0 π 0
2 sin wπ
= · .
π 1 − w2
Computational Science & Engineering (CSE) T. Jeong
Homework 18

Fourier sine integral of f (x)


∫ ∞
2 sin wπ
f (x) = sin wxdw.
π 0 1 − w2

∫∞ ∫
2 ∞
3. Let f (x) = 0 A(w) cos∫ wxdw, where A(w) = π 0 f (v) cos wvdv.
1 ∞ w
(a) Show that∫ f (ax) = a 0 A( a ) cos wxdw
∫ (a > 0)
∞ 1 ∞
Sol. f (ax) = 0 A(w) cos waxdw = a 0 A( wa ) cos wxdw.
∫∞ 2
(b) x2 f (x) = 0 [− ddwA2 ] cos xwdw.
Sol. Note that A(w) and dA(w) dw go to zero as w → ∞.

2 ∞
And dA(w)
dw |w=0 = − π 0 vf (v) sin wvdv|w=0 = 0.
∫ ∞ ∫ ∞
d2 A dA dA
[− 2 ] cos xwdw = [− cos xw]∞
0 −x sin xwdw
dw dw dw
0 ∫ ∞ 0
dA
= −x sin xwdw
dw
0 ∫ ∞

= −x[A(w) sin xw]0 + x 2
A(w) cos xwdw
∫ ∞ 0
2
= x A(w) cos xwdw
0
2
= x f (x)

Computational Science & Engineering (CSE) T. Jeong


Homework 19

§11.9
1. Find the{Fourier transform of f (x).
e2ix if −1<x<1
(a) f (x) =
0 if otherwise
Sol.
∫ 1 ∫ 1
1 −iwx 1 1 e(2−w)i − e−(2−w)i
f (w) = √
ˆ 2ix
e e dx = √ e(2−w)ix
dx = √ ·
2π −1 2π −1 2π (2 − w)i

1 2 sin(2 − w) 2 sin(2 − w)
= √ · = · .
2π 2−w π 2−w

{
x if 0<x<1
(b) f (x) =
0 otherwise
Sol.
∫ 1
1 −iwx 1 ( e−iw e−iw − 1 )
f (w) = √
ˆ xe dx = √ +
2π 0 2π −iw w2
1 (wi + 1)e−iw − 1
= √ · .
2π w2

2. (a) Show that if f (x) has a Fourier transform, so does f (x−a), and F[f (x−a)] =
e−iwa F[f (x)]. ∫∞
Sol. Let fˆ(w) = √12π −∞ f (x)e−iwx dx. Then
∫ ∞
1
F[f (x − a)] = √ f (x − a)e−iwx dx
2π ∫−∞

1
= √ f (x)e−iw(x+a) dx = e−iwa fˆ(w)
2π −∞

Thus f (x − a) has a Fourier transform and F[f (x − a)] = e−iwa F[f (x)].

(b) Show that if fˆ(w) is the Fourier transform of f (x), then fˆ(w − a) is the Fourier
transform of eiax f (x).
Sol.
∫ ∞
1
F[e f (x)] = √
iax
eiax f (x)e−iwx dx
2π ∫−∞

1
= √ f (x)e−i(w−a)x dx = fˆ(w − a).
2π −∞
Computational Science & Engineering (CSE) T. Jeong
Homework 20

Thus fˆ(w − a) is the Fourier transform of eiax f (x).

[Another solution] ∫∞
Note that fˆ(w) = √12π −∞ f (x)e−iwx dx. Then
∫ ∞ ∫ ∞
1 1
fˆ(w − a) = √ f (x)e−i(w−a)x dx = √ f (x)eiax e−iwx dx.
2π −∞ 2π −∞

Thus fˆ(w − a) is the Fourier transform of eiax f (x).

2
√1 e− 4a , where f (x) = e−ax , a > 0, find the Fourier transform of
w
(c) Using fˆ(w) =
2

2a
−2x2 +4x+5
f (x) = (2x − 3)e .
Sol. Note that f (x) = (2x − 3)e−2x +4x+5 = 2(x − 1)e−2(x−1) +7 − e−2(x−1) +7 .
2 2 2

e7 −2x2 ′ e7 e7 1 w2 iw w2
F[2xe−2x ) ] = −iw F[e−2x ] = −iw · · e− 8 = − e− 8 +7
2 2
+7
] = F[− (e
2 2 2 2 4
1 w2
F[e−2x ] = F[e7 e−2x ] = e− 8 +7
2 2
+7
2
and
−2(x−1)2 +7 −iw iw − w2 −iw+7
−2x2 +7
F[2(x − 1)e ] = e F[2xe ]=− e 8
4
1 w 2
F[e−2(x−1) +7 ] = e−iw F[e−2x +7 ] = e− 8 −iw+7
2 2

2
.
Thus the Fourier transform of f (x)

fˆ(w) = F[2(x − 1)e−2(x−1) +7 ] − F[e−2(x−1) +7 ]


2 2

iw 1 w2
= −( + )e− 8 −iw+7
4 2

Computational Science & Engineering (CSE) T. Jeong


Homework 21

3. (a) Find the discrete Fourier transform of the signal f = [1, 2, 6, 4]T .
Sol. N = 4, wN = e−2πi/N = e−πi/2 = −i.
 0 0 0 0       
w w w w 1 1 1 1 1 1 13
w w w w  2 1 −i −1 i     
 2 = −5 + 2i .
0 1 2 3
f̂ = F4 f =    
w0 w2 w4 w6  6 = 1 −1 1 −1 6  1 
w0 w3 w6 w9 4 1 i −1 −i 4 −5 − 2i

(b) Using the fast Fourier transform, solve (a).


Sol. N = 4, wN = −i, M = 2, wM = e−2πi/2 = −1.

( ) ( )( ) ( )
fˆ0 1 1 1 7
f̂ev = ˆ = F2 fev = =
f2 1 −1 6 −5
( ) ( )( ) ( )
fˆ1 1 1 2 6
f̂od = ˆ = F2 fod = =
f3 1 −1 4 −2

and so

fˆ0 = fˆev,0 + wN
0 ˆ
fod,0 = 7 + 6 = 13,
fˆ1 = fˆev,1 + wN fˆod,1 = −5 − i(−2) = −5 + 2i,
1

fˆ2 = fˆev,0 − wN
0 ˆ
fod,0 = 7 − 6 = 1,
fˆ3 = fˆev,1 − w1 fˆod,1 = −5 − (−i)(−2) = −5 − 2i.
N

Computational Science & Engineering (CSE) T. Jeong

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