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STPDE Notes - Unit 4

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0% found this document useful (0 votes)
67 views33 pages

STPDE Notes - Unit 4

Uploaded by

Dr KM Prema
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

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UNIT-IV

FOURIER TRANSFORMS

4.1 Introduction
This unit starts with integral transforms and presents three well-known integral
transforms, namely, Complex Fourier transform, Fourier sine transform, Fourier cosine
transform and their inverse transforms. The concept of Fourier transforms will be
introduced after deriving the Fourier Integral Theorem. The various properties of these
transforms and many solved examples are provided in this chapter. Moreover, the
applications of Fourier Transforms in partial differential equations are many and are not
included here because it is a wide area and beyond the scope of the book.

P
4.2 Integral Transforms

AP
~
The integral transform f(s) of a function f(x) is defined by

~ b
f(s) =  f(x) K(s,x) dx,
a
R
if the integral exists and is denoted by I{f(x)}. Here, K(s,x) is called the kernel of the
transform. The kernel is a known function of „s‟ and „x‟. The function f(x) is called the
CO

inverse transform
~

of f(s). By properly selecting the kernel in the definition of general integral transform,
we get various integral transforms.
U

The following are some of the well-known transforms:


ST

(i) Laplace Transform


L{f(x)} =  f(x) e – sx dx
0
(ii) Fourier Transform

1 
F{f(x)} =  f(x) eisx dx
2 -

(iii) Mellin Transform



M{f(x)} =  f(x) x s-1 dx
0

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(iv) Hankel Transform



Hn{f(x)} =  f(x) x Jn(sx) dx,
0

where Jn(sx) is the Bessel function of the first kind and order „n‟.

4.3 FOURIER INTEGRAL THEOREM


If f(x) is defined in the interval (-ℓ,ℓ), and the following conditions

P
(i) f(x) satisfies the Dirichlet‟s conditions in every interval (-ℓ,ℓ),

AP

(ii)   f(x)  dx converges, i.e. f(x) is absolutely integrable in (-,)
-

 
are true, then f(x) = (1∕)   f(t) cos(t-x) dt d.
0 -

Consider a function f(x) which satisfies the Dirichlet‟s conditions in every interval (-ℓ,ℓ)
R
so that, we have
a0  nx nx
CO
f(x) = ----- +  an cos ---- + bn sin ---- -------(1)
2 n=1 ℓ ℓ

1 ℓ
where a0 = -----  f(t) dt
ℓ -ℓ
U

1 ℓ
an = -----  f(t) cos (nt / ℓ ) dt
ST

ℓ -ℓ

1 ℓ
and bn = -----  f(t) sin (nt / ℓ ) dt
ℓ -ℓ
Substituting the values of a0, an and bn in (1), we get

1 ℓ 1  ℓ n(t – x)
f(x) = -----  f(t) dt + ---   f(t) cos ----------- dt -------(2)
2ℓ -ℓ ℓ n=1 -ℓ ℓ

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Since, 1 ℓ 1 ℓ
-----  f(t) dt  -----   f(t) dt ,
2ℓ -ℓ 2ℓ -ℓ
then by assumption (ii), the first term on the right side of (2) approaches zero as ℓ  .
As ℓ  , the second term on the right side of (2) becomes

1   n(t – x)
ℓim ---   f(t) cos ----------- dt
ℓ   ℓ n=1 - ℓ

1  
= ℓim ---    f(t) cos { n  (t – x) } dt ,on taking (∕ℓ) =

P
.
-
0  n=1

AP
By the definition of integral as the limit of sum and (n∕ℓ ) =  as ℓ   , the second
term of (2) takes the form
1  
---   f(t) cos  (t – x) dt d ,
 0 -
R
Hence as ℓ  , (2) becomes
CO
1  
f(x) = ---   f(t) cos  (t – x) dt d ---------(3)
 0 -
which is known as the Fourier integral of f(x).

Note:
U

When f(x) satisfies the conditions stated above, equation (3) holds good at a point
of continuity. But at a point of discontinuity, the value of the integral is (1/ 2) [f(x+0) +
f(x-0)] as in the case of Fourier series.
ST

Fourier sine and cosine Integrals


The Fourier integral of f(x) is given by

1  
f(x) = ---   f(t) cos (t – x) dt d
 0 -

1  
= ---   f(t) { cost . cosx + sint . sinx } dt d
 0 -

1   1  

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= ---  cosx  f(t) cost dt d +  sinx  f(t) sint dt d ----(4)


- -
 0  0

When f(x) is an odd function, f(t) cost is odd while f(t) sint is even. Then the first
integral of (4) vanishes and, we get

2  
f(x) =  sinx  f(t) sint dt d -------(5)
-
 0

which is known as the Fourier sine integral.

P
Similarly, when f(x) is an even function, (4) takes the form

AP
2  
f(x) =  cosx  f(t) cost dt d -------(6)
-
 0

which is known as the Fourier cosine integral.


R
Complex form of Fourier Integrals
CO
The Fourier integral of f(x) is given by

1  
f(x) = ---   f(t) cos (t – x) dt d
 0 -
U

1  
= ---  f(t)  cos (t – x) d dt
-
 0
ST

Since cos (t – x) is an even function of , we have by the property of definite integrals

1  
f(x) = ---  f(t) (1/ 2)  cos (t – x) d dt
 - -

1  
i.e., f(x) = ---   f(t) cos (t – x) dt d ---------(7)
2 - -
Similarly, since sin (t – x) is an odd function of , we have

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 
0 = ---   f(t) sin (t – x) dt d ---------(8)
2 - -
Multiplying (8) by „i ‟ and adding to (7), we get

1  
f(x) = ---   f(t) ei(t – x) dt d ---------(9)
- -
2

which is the complex form of the Fourier integral.

4.4 Fourier Transforms and its properties

P
Fourier Transform

AP
We know that the complex form of Fourier integral is

1  
f(x) =   f(t) ei(t-x) dt d.
- -
2
R
Replacing  by s, we get

1
CO
 
f(x) =  e- isx ds  f(t) eist dt .
- -
2

It follows that if
1 
U

F(s) =  f(t) eist dt --------------- (1)


2 -
ST

1 
Then, f(x) =  F(s) e-isx ds --------------- (2)
2 -

The function F(s), defined by (1), is called the Fourier Transform of f(x). The function
f(x), as given by (2), is called the inverse Fourier Transform of F(s). The equation (2)
is also referred to as the inversion formula.

Properties of Fourier Transforms

(1) Linearity Property

If F(s) and G(s) are Fourier Transforms of f(x) and g(x) respectively, then

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F{a f(x) + bg(x)} = a F(s) + bG(s),

where a and b are constants.


1 
We have F(s) =  eisx f(x) dx
2 - 
1 
G(s) =  eisx g(x) dx
2 - 
Therefore,
1 

P
F{a f(x) + b g(x)} =  eisx {a f(x) + bg(x)}dx
2 - 

AP
1  1 
= a  e f(x) dx + b
isx
 eisx g(x) dx
2 -  2 - 

= a F(s) + bG(s)
R
i.e, F{a f(x) + bg(x)} = a F(s) + bG(s)
CO
(2) Shifting Property

(i) If F(s) is the complex Fourier Transform of f(x), then

F{f(x-a)} = eisa F(s).


U

1 
We have F(s) =  eisx f(x) dx ----------------( i )
2 - 
ST


1
Now, F{f(x-a)} =  eisx f(x-a) dx
2 - 
Putting x-a = t, we have

1 
F{f(x-a)} =  eis(t+a) f(t) dt .
2 - 
1 
=eias
 eist f(t) dt .
2 - 

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= eias . F(s). ( by (i) ).

(ii) If F(s) is the complex Fourier Transform of f(x), then


F{eiax f(x) } = F(s+a).
1 
We have F(s) =  eisx f(x) dx ----------------( i )
2 - 

 1
Now, F{e iax
f(x)} =  eisx .eiax f(x) dx.
2 - 

P
1 
=  ei(s+a)x. f(x) dx .

AP
2 - 

= F(s+a) by (i) .

(3) Change of scale property


R
If F(s) is the complex Fourier transform of f(x), then
CO
F{f(ax)} =1/a F(s/a), a  0.

 1
We have F(s) =  eisx f(x) dx ----------------( i )
2 - 
U

 1
Now, F{f(ax)} =  eisx f(ax) dx.
2 - 
ST

Put ax = t, so that dx = dt/a.

1
F{f(ax)} =  e ist/a .f(t) dt/a .
2 - 

1 1 
= .  ei(s/a)t f(t) dt .
a 2 - 

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= . F(s/a). ( by (i) ).
a

(4) Modulation theorem.

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

Then F{f(x) cosax} = ½{F(s+a) + F(s-a)}.

 1
We have F(s) =  eisx f(x) dx
2 - 

P
1 
Now, F{f(x) cosax} =  eisx .f(x) cosax. dx.

AP
2 - 


1 eiax + e-iax
=  eisx. f(x) dx .
2 - 
R 2

 1 
CO
1 1
=  ei(s+a)x
.f(x) dx +  ei(s-a)x f(x) dx
2 2 -  2 -

1
U

= { F(s+a) + F(s-a)}
2
ST

(5) nth derivative of the Fourier Transform

If F(s) is the complex Fourier Transform of f(x),

Then F{xn f(x)} = (-i)n dn/dsn .F(s).


1 
We have F(s) =  eisx f(x) dx ------------------- (i)
2 - 

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Differentiating (i) „n‟ times w.r.t „s‟, we get

dn F(s) 1
=  (ix)n. eisx f(x) dx
dsn 2 - 

(i)n 
=  eisx {xn f(x)} dx
2 -

= ( i )n F{xn f(x)}.

P
1 dn F(s)
 F{x f(x)} =
n

AP
.
(i)n dsn

dn
n n
i.e, F{x f(x)} = (-i) F(s).
n
ds
R
(6) Fourier Transform of the derivatives of a function.

If F(s) is the complex Fourier Transform of f(x),


CO

Then, F{f „(x)} = -is F(s) if f(x)  0 as x   .

1 
We have F(s) =  eisx f(x) dx .
U

2 - 

 1
ST

Now, F{f „(x)} =  eisx f „(x) dx.


2 - 

 1
=  eisx d{f (x)}.
2 - 

1 
= e .f(x) - is  f(x). eisx dx.
isx

2 - -

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1
= - is  eisx f(x) dx , provided f(x) = 0
2 -  as x    .

= - is F(s).

i.e, F{f ‟(x)} = - is F(s) ---------------------( i )

Then the Fourier Transform of f  (x),

1 
i.e, F{f (x)} =  eisx f (x) dx.

P
2 - 

AP
1
=  eisx d{f ‟(x)}.
2 - 

1  
R = e .f „(x) -  f „(x). eisx .(is)dx.
isx

2 - -
CO
1 
= - is  eisx f „(x) dx , provided f „(x) = 0
2 -  as x    .

= - is F{f „(x).}
U

= (-is).(-is)F(s). by( i ).

= (-is)2 . F(s).
ST

i.e, F{f “(x)} = (- is)2 .F(s) , Provided f , f‟ 0


as x   .
In general, the Fourier transform of the nth derivative of f(x) is given by

F{f n(x)} = (-is)n F(s),

provided the first „n-1‟ derivatives vanish as x  .

Property (7)
x F(s)
If F(s) is the complex Fourier Transform of f(x), then F  f(x)dx =
a (-is)

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x
Let g(x) =  f(x) dx .
a

Then, g‟(x) = f(x). ------------( i )

Now f [g„(x)] = (-is) G(s), by property (6).

= (-is). F{g(x)}
x
= (-is). F  f(x) dx .
a

P
x
i.e, F{g‟(x)} = (-is). F  f(x) dx .
a

AP
x 1
i.e, F  f(x) dx = . F{g‟(x)}.
a (-is)
R
1
= F{f (x)}. [ by ( i )]
(-is)
CO

x F(s)
Thus, F  f(x) dx = .
a (-is)
U

Property (8)
ST

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



Then, F{f(-x)} = F(s), where bar denotes complex conjugate.

Proof
 1  
F(s) =  f(x) e-isx dx .
2 -

Putting x = -t, we get

 1  
F(s) =  f(-t) eisx dt .
2 -

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= F{f(-x)} .

Note: If F{f(x)} = F(s), then

(i) F{f(-x)} = F(-s).



(ii) F{f(x)} = F(-s).

Example 1

Find the F.T of f(x) defined by

P
f(x) = 0 x<a
= 1 a<x<b
=0 x>b.

AP
The F.T of f(x) is given by
1 
F{f (x)} =  eisx f (x) dx.
2 - 

1 b
R
=  eisx .dx .
2 a
CO

1 eisx b
=
2 is a

1 eibs – eias
U

= .
2 is
ST

Example 2

Find the F.T of f(x) = x for  x   a


= 0 for  x  > a.

1
F{f (x)} =  eisx f (x) dx.
2 - 

1 a
=  eisx .[Link].
2 -a

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1 a eisx
=  x .d
2 -a is
a
1 xeisx eisx
= -
2 is (is)2
-a

1 aeisa eisa ae-isa e-isa


= - + +
2 is (is) 2
is (is)2

P
1 a 1

AP
isa -isa
= (e + e )+ (eisa - e-isa )
2 is s2
R 1 -2ai 2i
= cossa + sinsa
2 s s 2
CO

2i 1
= . [sinsa - as cossa].
s 2
2
i [sinsa - as cossa]
= (2/)
U

s2
ST

Example 3

Find the F.T of f(x) = eiax , 0 < x < 1

= 0 otherwise

The F.T of f(x) is given by


1 
F{f (x)} =  eisx f (x) dx.
2 - 

1 1
=  eisx . eiax dx.

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2 0

11
=  ei(s+a)x .dx .
2 0

1 ei(s+a)x 1
=
2 i(s+a) 0

P
= {ei(s+a)x -1}
i2.(s+a)

AP
i
= {1- ei(s+a)}
2.(s+a)

Example 4
2 2
-a x
R 2
-x / 2
2
-s / 2
Find the F.T of e , a>0 and hence deduce that the F.T of e is e .

The F.T of f(x) is given by


CO

 1
F{f (x)} =  eisx f (x) dx.
2 - 

2x 2 1 22
 e –a x . eisx .dx.
U

F e-a =
2 -
ST

2 2

e-s / 4a
 2
=  e-[ax – (is/2a)] dx .
2 -
2 2
 2
e-s / 4a
=  e-t dt, by putting ax –(is/2a) = t
a2 -
2 2
e-s / 4a
 2
= .  , since  e-t dt =  (using Gamma functions).
a2 -

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1 2 2
= e-s / 4a . ----------------(i)
2.a
2
To find F{e-x /2
}

Putting a = 1/ 2 in (1), we get

2 2
F{e-x /2
} = e-s /2
.

Note:

P
If the F.T of f(x) is f(s), the function f(x) is called self-reciprocal. In the above
2
example e -x /2
is self-reciprocal under F.T.

AP
Example 5

Find the F.T of


f(x) = 1 for x<1.
= 0 for x>1.
R

Hence evaluate  sinx dx.
0
x
CO

The F.T of f(x),


1
i.e., F{f (x)} =  eisx f (x) dx.
2 - 
U

1 1
=  eisx .(1).dx .
2 -1
ST

1
1 eisx
=
2 is -1

1 eis – e -is
= .
2 is
sins
=(2/) , s≠0
s
sins
Thus, F{f(x)}= F(s) =(2/). , s≠0

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s
Now by the inversion formula , we get

1 
f(x) =  f(s). e-isx .ds.
2 - 

 sins 1 for x<1


or =  (2/) . e-isx .ds.=
- s 0 for x>1.

P
1  sins 1 for x<1
i.e,  e-isx . ds.=

AP
 - s 0 for x>1.

Putting x = 0, we get

1  sins
 ds = 1
R  - s

2  sins
CO
i.e,  ds = 1, since the integrand is even.
 0 s

 sins 
  ds =
U

0 s 2

 sinx 
Hence, 
ST

dx =
0 x 2
Exercises

(1) Find the Fourier transform of


1 for x<a
f(x) =
0 for x>a.

(2) Find the Fourier transform of


x2 for xa
f(x) =
0 for x>a.

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(3) Find the Fourier transform of


a2 – x2 , x<a
f(x) =
0, x >a>0.

Hence deduce that  sint - tcost 


 dt =
- t3 4

(4) Find the Fourier transform of e-ax and x e-ax. Also deduce that

P
 cosxt 
 dt = e-ax

AP
- a2 + t2 2a

d
-ax
{Hint : F{x. e }= -i F{ e-ax}}
ds

4.5 Convolution Theorem and Parseval’s identity.


R
The convolution of two functions f(x) and g(x) is defined as
CO
1 
f(x) * g(x) =  f(t). g(x-t). dt.
2 -

Convolution Theorem for Fourier Transforms.


U

The Fourier Transform of the convolution of f(x) and g(x) is the product of their
Fourier Transforms,
ST

i.e, F{f(x) * g(x)} = F{f(x).F{g(x)}.


Proof:

F{f(x) * g(x)} = F{(f*g)x)}

1 
=  (f *g)(x). eisx . dx.
2 - 

1  1 
=   f(t). g(x-t). dt eisx dx .
2 - 2 -

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1 1 
=  f(t)  g(x-t). eisx dx . dt.
2 - 2 -
(by changing the order of integration).
1 
=  f (t).F{g(x-t)}. dt.
2 - 

1 
=  f(t). eits .G(s). dt. (by shifting property)
2 - 

P

1
= G(s).  f(t). eist dt.

AP
2 - 

= F(s).G(s).

Hence, F{f(x) * g(x)} = F{f(x).F{g(x)}.


R
Parseval’s identity for Fourier Transforms
CO
If F(s) is the F.T of f(x), then
 
 f(x) dx =  F(s)2 ds.
2

- -
Proof:
U

By convolution theorem, we have

F{f(x) * g(x)} = F(s).G(s).


ST

Therefore, (f*g) (x) = F-1{F(s).G(s)}.

 1 1 
i.e,  f(t). g(x-t). dt =  F(s).G(s).e-isx ds. ----------(1)
2 - 2 -
(by using the inversion formula)
Putting x = 0 in (1) , we get

 
 f(t). g(-t). dt =  F(s).G(s).ds. ----------(2)

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- -

 
Since (2) is true for all g(t), take g(t) = f(-t) and hence g(-t) = f(t) ---------(3)

Also, G(s) = F{g(t)}



= F{f(-t)}

= F(s) ----------------(4) (by the property of F.T).

Using (3) & (4) in (2), we have

P
   
 f(t).f(t). dt =  F(s).F(s).ds.
- -

AP
 
  f(t) dt =  F(s)2 ds.
2

- -

 
R
i.e,  f(x)2 dx =  F(s)2 ds.
- -
CO

Example 6

Find the F.T of f (x) = 1-x for x   1.


U

=0 for x > 1



and hence find the value  sin4t dt.
ST

0 t4

1 1
Here, F{f(x)}=  (1- x )eisx dx.
2 -1

1 1
=  (1- x) (cossx + i sinsx) dx.
2 -1

1 1 i 1
=  (1- x) cossx dx.+ (1- x) sinsx dx.
2 -1 2 -1

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1 1
= 2  (1- x) cossx dx. by the property of definite integral.
2 0

1 sinsx
= (2/)  (1-x) d
0 s
1
sinsx cossx
= (2/) (1-x) -(-1) -
s s2

P
0
1- coss
= (2/)

AP
s2

Using Parseval‟s identity, we get

2  1
 (1-coss) ds. = (1- x)2 dx.
2
R
 - s4 -1


CO
4 1
  (1-coss)2 ds. = 2 (1- x)2 dx = 2/3.
 0 s4 0

16 
i.e,  sin4(s/2) ds. = 2/3.
U

 0 s4
ST

Setting s/2 = x , we get


16  sin4 x
 [Link]. = 2/3.
 0 16x4

 sin4 x
  dx. = /3.
0 x4

Example 7
Find the F.T of f(x) if

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1 for x<a
f(x) =
0 for x>a>0.


Using Parseval‟s identity, prove  sint 2
dt. = /2.
0 t

Here, 1
a
F{f(x)} =  eisx .(1) .dx .
2 -a

P
1 eisx a
=
2

AP
is -a

1 eisa – eisa
=
2 is

sinas
R
= (2/)
s
CO

sinas
i.e., F(s) = (2/) .
s

Using Parseval‟s identity


U

 
  f (x)  2 dx =   F(s)  2 ds,
ST

- -

we have
a  sinas 2

 1 . dx =  (2/) ds.
-a - s

 sinas 2

2a = (2/)  ds.
- s

Setting as = t, we get

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 sint 2

(2/)  dt/a = 2a
- ( t/a)

 sint 2

i.e.,  dt = 
- t

 sint 2

 2  dt = 
0 t

P
 sint 2

Hence,  dt =  / 2.

AP
0 t

4.6 Fourier sine and cosine transforms:

Fourier sine Transform


R
We know that the Fourier sine integral is

2
CO
 
f(x) =  sin x .  f(t) sint dt.d.
 0 0

Replacing  by s, we get
U

2  
f(x) =  sinsx .  f(t) sinst dt. ds.
 0 0
ST

It follows that if

Fs(s) = (2/ )  f(t) sinst dt..
0


i.e., Fs(s) = (2/ )  f(x) sinsx dx. ------------(1)
0


then f(x) = (2/ )  Fs(s) sinsx ds. ------------(2)
0

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The function Fs(s), as defined by (1), is known as the Fourier sine transform of f(x).
Also the function f(x), as given by (2),is called the Inverse Fourier sine transform of
Fs(s) .

Fourier cosine transform

Similarly, it follows from the Fourier cosine integral


2  
f(x) =  cos x .  f(t) cost dt.d.

P
 0 0


that if Fc(s) = (2/ )  f(x) cossx dx. ------------(3)

AP
0


then f(x) = (2/ )  Fc(s) cossx ds. ------------(4)
0

The function Fc(s), as defined by (3), is known as the Fourier cosine transform of
R
f(x). Also the function f(x), as given by (4),is called the Inverse Fourier cosine
transform of Fc(s) .
CO

Properties of Fourier sine and cosine Transforms

If Fs(s) and Fc(s) are the Fourier sine and cosine transforms of f(x) respectively, the
following properties and identities are true.
U

(1) Linearity property

Fs [a f(x) + b g(x) ] = a Fs { f(x) } + b Fs { g(x) }.


ST

and Fc [a f(x) + b g(x) ] = a Fc { f(x) } + b Fc { g(x) }.


(2) Change of scale property

Fs [ f(ax) ] = (1/a) Fs [ s/a ].

and Fc [ f(ax) ] = (1/a) Fc [ s/a ].

(3) Modulation Theorem

i. Fs [ f(x) sinax ] = (1/2) [ Fc (s-a) - Fc (s+a)].

ii. Fs [ f(x) cosax ] = (1/2) [ Fs (s+a) + Fs (s-a)].

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iii. Fc[ f(x) cosax ] = (1/2) [ Fc (s+a) + Fc (s-a) ].

iv. Fc[ f(x) sinax ] = (1/2) [ Fs (s+a) - Fs (s-a) ].

Proof

The Fourier sine transform of f(x)sinax is given by



Fs [ f(x) sinax ] =(2/ )  (f(x) sinax) sinsx dx.

P
0


= (1/2) (2/ )  f(x) [cos(s-a)x – cos(s+a)x] dx.

AP
0

= (1/2) [ Fc (s-a) – Fc (s+a) ].

Similarly, we can prove the results (ii), (iii) & (iv).


R
(4) Parseval’s identity
CO
 
 Fc(s) Gc(s) ds =  f(x) g(x) dx .
0 0

 
 Fs(s) Gs(s) ds =  f(x) g(x) dx .
U

0 0

 
 Fc(s) 2
ds =  f(x) 2
dx .
ST

0 0

 
 Fs(s) 2
ds =  f(x) 2
dx .
0 0

Proof
  
 Fc(s) Gc(s) ds =  Fc(s) [(2/ )  g(t) cosst dt] ds
0 0 0

 
=  g(t) [(2/ )  Fc(s) cosst ds] dt
0 0


=  g(t) f(t) dt

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 
i.e.,  Fc(s) Gc(s) ds =  f(x) g(x) dx .
0 0

Similarly, we can prove the second identity and the other identities follow by setting
g(x) = f(x) in the first identity.

Property (5)
If Fs(s) and Fc(s) are the Fourier sine and cosine transforms of f(x) respectively, then

d
(i) Fs{ x f(x) } = - Fc(s) .

P
ds
d
(ii) Fc{ x f(x) } = - Fs(s) .

AP
ds
Proof
The Fourier cosine transform of f(x),

i.e., Fc(s) = (2/ )  f(x) cossx dx.
0
R
Differentiating w.r.t s, we get

d 
CO

[ Fc(s) ] = (2/ )  f(x) {- x sin sx } dx.


0
ds

= - (2/ )  ( x f(x)) sin sx dx.
0
U

= - Fs{x f(x)}
d
i.e., Fs{x f(x)} = - { Fc(s) }
ST

ds
Similarly, we can prove
d
Fc{x f(x)} = - { Fs(s) }
ds
Example 8

Find the Fourier sine and cosine transforms of e-ax and hence deduce the inversion
formula.

The Fourier sine transform of f(x) is given by



Fs { f(x) } = (2/ )  f(x) sinsx dx.
0

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Now , -ax
Fs { e } = (2/ )  e-ax sinsx dx.
0

e-ax ( - a sinsx – s cossx)
= (2/ )
a2 + s2
0

s
= (2/ ) , if a>0
2 2
a +s
The Fourier cosine transform of f(x) is given by

P
Fc { f(x) } = (2/ )  f(x) cossx dx.
0

AP

Now , Fc { e -ax
} = (2/ )  e-ax cossx dx.
0

-ax
e ( - a cossx + s sinsx)
= (2/ )
a2 + s2 0
R
a
= (2/ ) , if a>0
CO
2 2
a +s
Example 9
x, for 0<x<1
Find the Fourier cosine transform of f(x) = 2 – x, for 1<x<2
0, for x>2
U

The Fourier cosine transform of f(x),


1 2
ST

i.e., Fc { f(x) } = (2/ )0  x cossx dx. + (2/ )1  (2 - x ) cossx dx.
1 sinsx 2 sinsx
= (2/ )  x d + (2/ )  ( 2 – x) d
0 1
s s
1

sinsx cossx
= (2/ ) x  (1) -
s s2
0
2

sinsx cossx
+ (2/ ) (2 – x)  ( - 1) + -
s s2

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sins coss 1
= (2/ ) + -
s s2 s2
cos2s sins coss
+ - - +
s2 s s2

2 coss cos2s 1
= (2/ ) - -
s2 s2 s2

P
Example 10
 x sinmx e-m

AP
Find the Fourier sine transform of e- x . Hence show that  dx = ,
0 2
m>0. 1+x 2
The Fourier sine transform of f(x) is given by

Fs { f(x) } = (2/ )  f(x) sinsx dx.
0
R

= (2/ )  e-x sinsx dx.
0
CO


e-x ( - sinsx – s cossx)
= (2/ )
1 + s2
0
U

s
= (2/ ) .
1 + s2
ST

Using inversion formula for Fourier sine transforms, we get

 s
(2/ )  (2/ ) sin sx ds. = e-x
0 2
1+s

Replacing x by m,

 s sinms
e -m
= (2/ )  ds
0
1 + s2

 x sinmx

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= (2/ )  dx
0
1 + x2

 x sinmx e-m
Hence,  dx =
0 2
1+x 2
Example 11
x 1
Find the Fourier sine transform of and the Fourier cosine transform of .
a2+x2 a2+x2

P
x
To find the Fourier sine transform of ,
2 2
a +x

AP
We have to find Fs { e-ax }.


Consider, Fs { e-ax } = (2/ )  e-ax sin sx dx.
0
R
s
= (2/ ) .
a2 + s2
CO

Using inversion formula for Fourier sine transforms, we get


 s
e -ax
= (2/ )  (2/ ) sinsx ds.
0
a2 + s2
U

 s sinsx e-ax
i.e.,  ds = , a>0
ST

0
s2 + a2 2
Changing x by s, we get
 x sinsx e-as
 dx = ------------(1)
0 2 2
x +a 2

x  x
Now Fs = (2/ )  sinsx dx
2 2 0 2 2
x +a x +a

e-as
. = (2/ ) , using (1)
2

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= (/2) e-as
1
Similarly,for finding the Fourier cosine transform of , we have to findFc{e-ax}.
2 2
a +x


Consider , Fc{ e-ax } = (2/ )  e-ax cossx dx.
0

P
= (2/ ).
a2 + s2
Using inversion formula for Fourier cosine transforms, we get

AP
 a
e-ax = (2/ )  (2/ ) cossx ds.
0 2 2
a +s

 cossx e-ax
i.e.,  ds =
0
R
s2 + a2 2a
Changing x by s, we get
e-as
CO
 cossx
 dx = ------------(2)
0
x2 + a2 2a

1  1
Now, Fc = (2/ )  cossx dx
U

x2 + a2 0
x2 + a2
e-as
. = (2/ ) , using (2)
ST

2a

e-as
= (/2)
a

Example 12
2 2
Find the Fourier cosine transform of e-a x
and hence evaluate the Fourier sine transform
2 2
-a x
of xe .
2 2

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The Fourier cosine transform of e-a x


is given by

2 2  2 2
Fc{e-a x
} = (2/ )  e -a x
cossx dx
0

 2 2
= Real part of (2/ )  e-a x
e isx dx
0

1 2 2
= Real part of e -s / 4a
. (Refer example (4) of section 4.4)
a .2.

P
1 2 2
= e -s / 4a
. ----------------(i)

AP
a .2.

d
But , Fs {x f(x)} = - Fc (s)
ds
R
2 2 d 1 2 2
 Fs {x e-a x
} = - e -s / 4a
, by (1)
a 2
CO
ds

1 2 2
= - e -s / 4a
( - s / 2a2).
a 2
U

s 2 2
= e -s / 4a
.
2 2. a3
ST

Fc [ 1 / x ] = 1 / s

and Fs [ 1 / x ] = 1 / s

This shows that 1 / x is self-reciprocal.

Example 13
 dx
Evaluate  using transform methods.
0
(a2 + x2)(b2 + x2)

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Let f(x) = e –ax , g(x) = e- bx



Then Fc{ s } = (2/ )  e-ax cossx dx.
0

a
= (2/ ) .
a2 + s2

b
Similarly, Gc{ s } = (2/ ) .
2 2
b +s

P
Now using Parseval‟s identity for Fourier cosine transforms,
 
 Fc(s) . Gc(s) ds =  f(x) g(x)dx.

AP
i.e.,
0 0

2  ab 
we have,  ds =  e–(a+b)x dx
 0
(a2 + s2)(b2 +s2) 0

e–(a+b)x
2ab  ds
R 
or  =
 0
(a2 + s2)(b2 +s2) –(a+b) 0
CO

= 1 / ( a+b )

 dx 
Thus,  =
U

0
(a2 + x2)(b2 + x2) 2ab(a+b)
ST

Example 14

Using Parseval‟s identity, evaluate the integrals

 dx  x2
0  and  dx if a > 0
(a2 + x2)2 0
(a2 + x2)2
Let f(x) = e-ax
s
Then Fs(s) = (2/ ) ,
a2 + s2
a
Fc(s) = (2/ )
a2 + s2

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Now, Using Parseval‟s identity for sine transforms,

 
i.e.,  Fs(s) 2
ds =  f(x) 2
dx .
0 0

 s2 
we get, (2/ )  ds =  e-2ax dx
0
(a2 + s2)2 0

 s2 e-2ax  1
or (2/ )  ds = =
0
(a2 + s2)2 -2a 0
2a

P
 x2 

AP
Thus dx = , if a > 0
0
(a2 + x2)2 4a

Now, Using Parseval‟s identity for cosine transforms,


 
i.e.,  Fc(s) 2
ds =  f(x) 2
dx .
0 0
R
 a2 
we get, (2/ )  ds =  e-2ax dx
CO
0
(a2 + s2)2 0

 ds 1
or (2a / )
2
 =
0
(a2 + s2)2 2a
 dx 
U

Thus ,  = , if a > 0
0 2 2 2 3
(a + x ) 4a
ST

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Exercises
1. Find the Fourier sine transform of the function

P
f(x) = sin x , 0  x < a.
0 , x>a

AP
2. Find the Fourier cosine transform of e-x and hence deduce by using the inversion
formula
 cos x dx 
 = e -
0 2
(1 + x ) 2
R
3. Find the Fourier cosine transform of e-axsin ax.

4. Find the Fourier cosine transform of e-2x + 3 e-x


CO

5. Find the Fourier cosine transform of


(i) e-ax / x (ii) ( e-ax - e-bx ) / x

(n)
U

6. Find, when n > 0 


(i) Fs[xn-1] and (ii) Fc[xn-1] Hint: e-ax xn-1dx = ,n>0,a>0
0 n
a
ST

7. Find Fc[xe-ax] and Fs[xe-ax]

8. Show that the Fourier sine transform of 1 / (1 + x2) is (/2) e-s.

9. Show that the Fourier sine transform of x / (1 + x2) is (/2) e-s.


2
10. Show that x e-x / 2
is self reciprocal with respect to Fourier sine transform.

11. Using transform methods to evaluate

 dx
(i)  and
0
(x2+1)( x2+4)

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