STPDE Notes - Unit 4
STPDE Notes - Unit 4
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
1
F{f(x)} = f(x) eisx dx
2 -
where Jn(sx) is the Bessel function of the first kind and order „n‟.
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 nx nx
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 (nt / ℓ ) dt
ST
ℓ -ℓ
1 ℓ
and bn = ----- f(t) sin (nt / 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
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
1
f(x) = --- f(t) cos (t – x) dt d
0 -
1
= --- f(t) { cost . cosx + sint . sinx } dt d
0 -
1 1
When f(x) is an odd function, f(t) cost is odd while f(t) sint is even. Then the first
integral of (4) vanishes and, we get
2
f(x) = sinx f(t) sint dt d -------(5)
-
0
P
Similarly, when f(x) is an even function, (4) takes the form
AP
2
f(x) = cosx f(t) cost dt d -------(6)
-
0
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
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
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
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.
If F(s) and G(s) are Fourier Transforms of f(x) and g(x) respectively, then
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
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 -
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) .
1
We have F(s) = eisx f(x) dx ----------------( i )
2 -
U
1
Now, F{f(ax)} = eisx f(ax) dx.
2 -
ST
1
F{f(ax)} = e ist/a .f(t) dt/a .
2 -
1 1
= . ei(s/a)t f(t) dt .
a 2 -
= . F(s/a). ( by (i) ).
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
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.
1
We have F(s) = eisx f(x) dx .
U
2 -
1
ST
1
= eisx d{f (x)}.
2 -
1
= e .f(x) - is f(x). eisx dx.
isx
2 - -
1
= - is eisx f(x) dx , provided f(x) = 0
2 - as x .
= - is F(s).
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
Property (7)
x F(s)
If F(s) is the complex Fourier Transform of f(x), then F f(x)dx =
a (-is)
x
Let g(x) = f(x) dx .
a
= (-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
Proof
1
F(s) = f(x) e-isx dx .
2 -
1
F(s) = f(-t) eisx dt .
2 -
= F{f(-x)} .
Example 1
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
1
F{f (x)} = eisx f (x) dx.
2 -
1 a
= eisx .[Link].
2 -a
1 a eisx
= x .d
2 -a is
a
1 xeisx eisx
= -
2 is (is)2
-a
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
= 0 otherwise
1 1
= eisx . eiax dx.
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}
i2.(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 .
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
a2 -
2 2
e-s / 4a
2
= . , since e-t dt = (using Gamma functions).
a2 -
1 2 2
= e-s / 4a . ----------------(i)
2.a
2
To find F{e-x /2
}
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
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
s
Now by the inversion formula , we get
1
f(x) = f(s). e-isx .ds.
2 -
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
(4) Find the Fourier transform of e-ax and x e-ax. Also deduce that
P
cosxt
dt = e-ax
AP
- a2 + t2 2a
d
-ax
{Hint : F{x. e }= -i F{ e-ax}}
ds
The Fourier Transform of the convolution of f(x) and g(x) is the product of their
Fourier Transforms,
ST
1
= (f *g)(x). eisx . dx.
2 -
1 1
= f(t). g(x-t). dt eisx dx .
2 - 2 -
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).
- -
Proof:
U
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)
Since (2) is true for all g(t), take g(t) = f(-t) and hence g(-t) = f(t) ---------(3)
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
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
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
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
sin4 x
dx. = /3.
0 x4
Example 7
Find the F.T of f(x) if
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
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
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
2
CO
f(x) = sin x . f(t) sint 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
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) .
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
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
Proof
P
0
= (1/2) (2/ ) f(x) [cos(s-a)x – cos(s+a)x] dx.
AP
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
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
= - 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.
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
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
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
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
= (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
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
= (/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
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
Example 13
dx
Evaluate using transform methods.
0
(a2 + x2)(b2 + x2)
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
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
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
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
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.
(n)
U
dx
(i) and
0
(x2+1)( x2+4)