Intro to Fourier Integral

Xu-Yan Chen

Examples:

What is Fourier integral?

Fourier integral formula

An informal derivation of Fourier integral formula

Examples

What is Fourier series?

f (x): 2a-periodic function

Fourier series:
f (x) a0 +

n=1

an cos

 n 
 n 
x + bn sin
x
a
a

What is Fourier series?

f (x): 2a-periodic function

Fourier series:
f (x) a0 +

an cos

n=1

 n 
 n 
x + bn sin
x
a
a

f (x) is given by a linear combin. of cos(x) & sin(x)

with a discrete sequence of frequencies:
= 0,

2 3 4
,
,
,
,
a a a a

What is Fourier integral?

f (x): decaying (non-periodic ) function

f (x) is given by linear combin. of cos(x) & sin(x)
with a continuous interval of frequencies:
all real numbers 0.
Fourier integral:
f (x)

n
o
A() cos(x) + B() sin(x) d.

Fourier integral formula

R
If |f (x)|dx < , then
f (x)

n
o
A() cos(x) + B() sin(x) d,

where
1
A() =

f (x) cos(x)dx,

1
B() =

f (x) sin(x)dx.

Fourier integral formula

R
If |f (x)|dx < , then
f (x)

n
o
A() cos(x) + B() sin(x) d,

where
1
A() =

f (x) cos(x)dx,

1
B() =

f (x) sin(x)dx.

Convergence Theorem
R
If |f (x)|dx < and f (x) is sectionally smooth, then
Z

o
f (x+) + f (x)
.
A() cos(x) + B() sin(x) d =
2

Example 1.

x
f (x) =
0

for 1 < x < 2

everywhere else
f (x)

o
Rn
A() cos(x) + B() sin(x) d,
0

where
R
1
A() =
f (x) cos(x)dx
R2
1
= 1 x cos(x)dx
=

R
1
B() =
f (x) sin(x)dx
R2
1
= 1 x sin(x)dx

1 [ cos sin + cos(2) + 2 sin(2)],

2

The truncated Fourier integral SN (x) =

converges to

f (x+)+f (x)
,
2

1 [sin cos + sin(2) 2 cos(2)].

2

o
RN n
A() cos(x) + B() sin(x) d,
0

as N .

The Gibbs phenomenon occurs near the jumps x = 1 and x = 2.

Example 2.
 x
e
f (x) =
0

for x 0
for x < 0
f (x)

o
Rn
A() cos(x) + B() sin(x) d,
0

where
R
f (x) cos(x)dx
A() = 1
R
= 1 0 ex cos(x)dx

R
B() = 1
f (x) sin(x)dx
R
= 1 0 ex sin(x)dx

1
,
(1+2 )

The truncated Fourier integral SN (x) =

converges to

f (x+)+f (x)
,
2

.
(1+2 )

o
RN n
A() cos(x) + B() sin(x) d,
0

as N .

The Gibbs phenomenon occurs near the jump discontinuous point x = 0.

Example 3.

sin(x)
f (x) =
0
f (x)

for 0 < x < 1

everywhere else
o
Rn
A() cos(x) + B() sin(x) d,
0

where
R
A() = 1
f (x) cos(x)dx
R
1 1
= 0 sin(x) cos(x)dx

R
B() = 1
f (x) sin(x)dx
R
1 1
= 0 sin(x) sin(x)dx

1+cos
,
2 2

The truncated Fourier integral SN (x) =

sin
.
2 2

o
RN n
A() cos(x) + B() sin(x) d,
0

converges to f (x), as N .

The convergence is uniform, since f (x) is continuous and sectionally smooth.