Integral Transforms Formula Sheet

created by Jaime X. Lopez

Definition of the FT and Convolution Parseval’s Relation

Z ∞ Z ∞ Z ∞
1
F {f (x)} = F (k) = √ e−ikx f (x) dx f (x) g (x)dx = F (k) G (k)dk (13)
2π −∞ −∞ −∞
Z ∞ Z ∞ Z ∞
−1 1 2 2
F {F (k)} = f (x) = √ eikx F (k) dk |f (x)| dx = |F (k)| dk (14)
2π −∞ −∞ −∞
Z ∞
1
f (x) ∗ g (x) = √ f (x − ξ) g (ξ) dξ Properties of Convolution
2π −∞
f ∗g =g∗f (15)
Generalized Functions f ∗ (g ∗ h) = (f ∗ g) ∗ h (16)

1 if x > a (f + g) ∗ h = f ∗ h + g ∗ h (17)
H (x − a) = √
0 if x < a
 f ∗ e = e ∗ f = f, e = 2πδ (18)
1, a ≤ x ≤ b
χ[a,b] (x) = F {f (x) ∗ g (x)} = F (k) G (k) (19)
0, elswhere

1 if x > 0 Transform Pairs
sgn (x) =
−1 if x < 0
Z ∞ Let F (k) = F {f (x)}
f (ξ) δ (ξ − x) dξ = f (x) f (x)
−∞ qF (k)
2 a
r
n 1
Z ∞ exp (−a |x|) , a > 0 π k2 +a2
exp −nx2 = eikx dk
 
δ (x) = lim q
2 −2aik
n→∞ π 2π −∞ x exp (−a |x|) , a > 0 2
q π (k22+a22)
x2
 
2 a −k
I (x) = lim exp − =1 |x| exp (−a |x|) , a > 0 +a2 )2 
π (k2
n→∞ 4n 2
√1 exp − k


exp −ax2 , a > 0 2a  4a 
−ik k2


Properties and Identities of the FT x exp −ax2 , a > 0 (2a)3/2
exp − 4a
 2
−k2 k


Let F (k) = F {f (x)} and G (k) = F {g (x)} x2 exp −ax2 , a > 0 (2a) 5/2 exp − 4a
2
 2
(−ik)
F {f (x − a)} = e−ika F (k) exp − k


(1) xn exp −ax2 , a > 0 (2a)(2n+1)/2
a
p π −a|k| 4a
x2 +a2 , a
>0 e
 
1 k p π2 −a|k|
F {f (ax)} = F (2) ax
|a| a x2 +a2 , a
>0
p π 8
ike
1

n o H (x) 2q δ (k) + iπk
F f (−x) = F {f (x)} (3) 2 sin ak
χ[−a,a] (x) π k
F eiax f (x) = F (k − a)

(4) δ (x) √1
2π
F {F (x)} = f (−k) (5) δ (x − a) √1 exp(−ika)
Z ∞ Z ∞ 2π√
1 √2πδ (k)
F (k) g (k) eikx dk = f (ξ) G (ξ − x) dξ (6)
−∞ −∞ x i√ 2πδ 0 (k)

d
 xn n
i√ 2πδ (n) (k)
F f (x, t) = ikF (k, t) (7) exp (iax) (k − a)
dx √ 2πδn (n)
 2  x exp (iax) 2πi δ (k − a)
d sin ax
pπ
χ (k)
F f (x, t) = −k 2 F (k, t) (8) x q2 [−a,a]
dx2 2
δ (x − a) + δ (x + a) cos (ak)
qπ
 n 
d n
F f (x, t) = (ik) F (k, t) (9) δ (x − a) − δ (x + a) 2
i sin (ak)
dxn πq
 n 2 1
dn

d sgn (x) π ik
F f (x, t) = F (k, t) (10) pπ
dtn dtn sin (x) −i [δ (k + a) − δ (k − a)]
pπ2
d cos (x) 2 [δ (k − a)
 + δ (k + a)]
F {xf (x)} = i F (k) (11) k2
√1 π


dk sin ax2 sin −
dn
2a  4a2 4

F {xn f (x)} = in n F (k) √1 k π

(12) cos ax2 2a
cos 4a − 4
dk

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 Integral Transforms Formula Sheet

Definition of the FCT and FST Properties of the Laplace Transform

r Z ∞
L e−at f (t) = f¯(s + a)

2
Fc {f (x)} = Fc (k) = f (x) cos(kx)dx
π 0
r Z ∞ L {tn f (t)} = (−1)n f¯(n) (s)
2  Z ∞
Fc−1 {Fc (k)} = f (x) =

Fc (k) cos(kx)dk f (t)
π 0 L = f¯(s)ds
r Z ∞ t s
2
Fs {f (x)} = Fs (k) = f (x) sin(kx)dx L {f (t − a)H(t − a)} = e−as f¯(s)
π 0
1 ¯ s 
r Z ∞ L {f (at)} = f
−1 2 |a| a
Fs {Fs (k)} = f (x) = Fs (k) sin(kx)dk
π 0 0 ¯
L {f (t)} = sf (s) − f (0)
Convolution Theorems for FCT and FST L {f 00 (t)} = s2 f¯(s) − sf (0) − f 0 (0)
Z ∞
1
Fc−1 {Fc Gc } = √ f (ξ) [g(x + ξ) + g(|x − ξ|)] dξ n o
2π 0 L f (n) (t) = sn f¯(s) − sn−1 f (0)
Z ∞
1 − sn−2 f 0 (0) − · · · − sf (n−2) (0) − f (n−1) (0)
Fc−1 {Fs Gs } = √ f (ξ) [g(ξ + x) + g(ξ − x)] dξ
2π 0
f¯(s)
Z ∞ Z t 
1 L
Fs−1 {Fs Gc } = √ g(ξ) [f (ξ + x) − f (ξ − x)] dξ f (τ )dτ =
s
2π 0 0
Z ∞
1
Fs−1 {Fc Gs } = √ f (ξ) [g(ξ + x) − g(ξ − x)] dξ Convolution for the Laplace Transform
2π 0
L−1 f¯(s)ḡ(s) = f (t) ∗ g(t)

Properties of the FCT and FST Z t
  f (t) ∗ g(t) = f (t − τ )g(τ )dτ
1 k 0
Fc {f (ax)} = Fc , a>0 (20)
a a Laplace Convolution also possesses the properties of asso-
1
 
k ciativity, commutativity, and distributivity.
Fs {f (ax)} = Fs , a>0 (21)
a a
r Special Functions
0 2 ∞
Fc {f (x)} = kFs (k) − f (0) (22)
Z
π
r Γ(a) = xa−1 e−x dx, a>0
0
2 0
Fc {f 00 (x)} = −k 2 Fc (k) − f (0) (23) Γ(a + 1) = aΓ(a), a>0
π
Fs {f 0 (x)} = −kFc (k) (24) Γ(n + 1) = n!, n ∈ N
Z x
2
r
00 2 2 erf(x) = √
2
e−α dα
Fs {f (x)} = −k Fs (k) − f (0) (25) π 0
π

Parseval’s Relation for FCT and FST Standard Laplace Transforms

Z ∞ Z ∞
f (t) f¯(s) s0
Fc (k)Gc (k)dk = f (x)g(x)dx (26)
0
Z0 ∞ 1
Z ∞ 1 0
2
|Fc (k)| dk =
2
|f (x)| dx (27) s
0 0 n!
Z ∞ Z ∞ tn 0
sn+1
Fs (k)Gs (k)dk = f (x)g(x)dx (28)
0 b
Z ∞ Z0 ∞ sin(bt) 0
2 2 s + b2
2
|Fs (k)| dk = |f (x)| dx (29) s
0 0 cos(bt) 0
s2 + b2
Definition of the Laplace Transform a
sinh(at) 0
Z ∞ s2 − a2
¯
L {f (t)} = f (s) = e−st f (t)dt, Re(s) > 0 s
0 cosh(at) 0
c+i∞
s − a2
2
Z
1 1
L−1 f¯(s) = f (t) = est f¯(s)ds, eat

c>0 0
2πi s−a
c−i∞

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