MODULE 8: THE FOURIER TRANSFORM METHDOS FOR PDES

Lecture 2

Fourier Sine and Cosine Transformations

In this lecture we shall discuss the Fourier sine and cosine transforms and their properties.
These transforms are appropriate for problems over semi-innite intervals in a spatial
variable in which the function or its derivative are prescribed on the boundary.
If a function is even or odd function then f can be represented by a Fourier integral
which takes a simpler form than in the case of an arbitrary function.
If f (x) is an even function, then B() = 0 in (3), and

A() = 2
f (t) cos tdt.
0

Hence, the Fourier integral reduces to the simpler form

1
f (x) =
A() cos(x)d.
0
Similarly, if f (x) is odd, then A() = 0 in (3), and

f (t) sin tdt.
B() = 2
0

Thus, (3) becomes

1
f (x) =
B() sin(x)d.
0
These Fourier integrals motivates to dene the Fourier cosine transform (FCT) and Fourier
sine transform (FST). The FT of an even function f is called FCT of f . The FT of an
odd function f is called the FST of f .
DEFINITION 1. (Fourier Cosine Transform) The FCT of a function f : [0, ) R
is dened as
Fc (f ) = fc () = Fc () =

2
f (x) cos(x)dx (0 < ).
0

(1)

DEFINITION 2. (Inverse Fourier Cosine Transform ) The Inverse FCT (IFCT) of a

function fc () (0 < ) is dened as

2
1
Fc [fc ] = fc (x) =
fc () cos(x)d (0 x < ).
(2)
0
DEFINITION 3. (Fourier Sine Transform) The FST of a function f : [0, ) R is
dened as

2
Fs (f ) = fs () = Fs () =
f (x) sin(x)dx (0 < ).
0

(3)

MODULE 8: THE FOURIER TRANSFORM METHDOS FOR PDES

DEFINITION 4. (Inverse Fourier Sine Transform) The Inverse FST (IFST) of a

function fs () (0 < ) is dened as
Fs1 (f )

2
= fs (x) = Fs () =
fs () sin(x)d (0 x < ).
0

(4)

Basic Properties of Fourier Cosine and Sine Transforms:

Linearity:
Fc [(af + bg)] = aFc [f ] + bFc [g].
Fs [(af + bg)] = aFs [f ] + bFs [g].
Let f be a function dened for x 0 and f (x) 0 as x . Then

2
sin(x)f (x)dx
Fs [f (x)] =
0
x=


2
2

=
sin(x)f (x)
cos(x)f (x)dx

0
x=0

= Fc [f ].
If we assume that f (x), f (x) then
x=


2
2
2


sin(x)f (x)dx =
sin(x)f (x)
cos(x)f (x)dx

0
x=0
x=

x=

2
2



sin(x)f (x)
cos(x)f (x)
=
+



x=0
x=0

2
sin(x)f (x)dx
2
0

2
=
f (0) 2 Fs [f ]

Thus, we have
Fs [f (x)] = Fc [f ].

Fs [f (x)] = Fs [f ] +
2

2
f (0).

A similar result is true for the Fourier cosine function.

Fc [f (x)] = Fs [f ]
f (0)

2
Fc [f (x)] = Fc [f ]
f (0).

MODULE 8: THE FOURIER TRANSFORM METHDOS FOR PDES

Note: Observe that the FST of a rst derivative of a function is given in terms of
the FCT of the function itself. However, the FST of a second derivative is given in
terms
of the sine transform of the function. There is an additional boundary term
2 f (0).
Transformation of partial derivatives:
(i) Let u = u(x, t) be a function dened for x 0 and t 0. If u(x, t) 0 as
x , and Fs [u](, t) = u
s (, t), then
Fs [ux ](, t) = Fc [u](, t).

2
Fc [ux ](, t) = Fs [u](, t)
u(0, t).

If, in addition, ux (x, t) 0 as x , then

2
u(0, t).
Fs [uxx ](, t) = 2 Fs [u](, t) +

2
2
Fc [uxx ](, t) = Fc [u](, t)
ux (0, t).

(ii) If we transform the partial derivative ut (x, t) (and if the variable of integration
in the transformation is x), then the transformation is given by
d
Fs [ut ](, t) = {Fs [u]}(, t).
dt
d
Fc [ut ](, t) = {Fc [u]}(, t).
dt
Thus, time dierentiation commutes with both the Fourier cosine and sine transformations.

Practice Problems
1. Find the FST and FCT of the function
{
1, 0 x 2,
f (x) =
0, x > 2.
2. If u = u(x, t) and u(x, t) 0 as x , then
(A) Fs ux (, t) = Fc [u](, t)
(B) Fc ux (, t) = 2 u(0, t) + Fs [u](, t)
3. If u(x, t) and ux (x, t) 0 as x , then

(A) Fs [uxx ](, t) = 2 Fs [u](, t) + 2 u(0, t)

(B) Fc [uxx ](, t) = 2 Fc [u](, t) 2 ux (0, t)