University Of Zimbabwe

MT205 Engineering Mathematics 2

Section: Fourier Series

Lecturer: Department:
S. Maungira Mathematics

1
The Fourier Transform
Almost any periodic function can be represented as a linear combination of sine and
cosine terms, that is, we get a Fourier series representation of the function if the period
of the function is finite. However, many practical waveforms are not periodic, which
means they do not have a finite period. Such functions have a similar representation,
but this time its representation involves complex numbers. We call this the Fourier
integral representation.

Definition 0.1 Let f : R → R. The Fourier transform of f (x), denoted by F (µ) =

F[f (x)], is given by the integral
Z ∞
1
F (µ) = F[f (x)] = √ f (x)e−iµx dx,
2π −∞
for x ∈ R for which the integral exists.

The Inverse Fourier Transform is given by

Z ∞
1
f (x) = √ F (µ)eixµ dµ.
2π −∞
The Fourier Transform and the Inverse Fourier Transform constitute what we call
the Fourier transform pair.

Please take note that The Fourier Series representation has a summation sign and
the Fourier Integral representation has an integral sign.

Examples
Question 1
Given that  1
 2k
, for |x| ≤ k
f (x) =
0, for |x| > k k>0


Find the Fourier transform for f (x).

solution

2
 The Fourier transform of f (x) is given by

F (µ) = F[f (x)]

Z ∞
1
=√ f (x)e−iµx dx
2π −∞
Z k
1 1 −iµx
=√ e dx
2π −k 2k
1 1 1 h −iµx ik
= −√ . . e
2π 2k iµ −k
1 1 1 −iµkh
iµk
i
= −√ . . e −e
2π 2k iµ
1 1 1h i
= −√ . . cos µk − i sin µk − (cos µk + i sin µk)
2π 2k iµ
1 1 1h i
= −√ . . − 2isinµk
2π 2k iµ
sinµk
=√
2πkµ.

Question 2
Find the Fourier transform of

 0, for x ≤ 0
f (x) =
e−kx , for x > 0 k > 0.


solution

F (µ) = F[f (x)]

Z ∞
1
=√ f (x)e−iµx dx
2π −∞
Z ∞
1
=√ e−kx e−iµx dx
2π Z0
∞
1
=√ e−(k+iµ)x dx
2π 0
1 h 1 −(k+iµ)x
i
=√ − e
2π k + iµ
k − iµ
= 2 .
k + µ2
Go through work on Fourier Cosine and Fourier Sine Transforms using the two for-
mulae given in the previous notes.

3
Application of Fourier Transform to Partial Differen-
tial equations.
Fourier transform is a powerful tool used for solving problems involving partial differ-
ential equations. It converts a partial differential equation to an ordinary differential
equation. It is easier to solve a an ordinary differential equation that a partial differen-
tial equation.

Consider the equation

∂u ∂ 2u
= c2 2 .
∂t ∂x
Why is this differential equation a partial differential equation and not an ordinary
differential equation? It is a partial differential equation because it has derivatives with
respect to two variables x and t. Any differential equation with two or more independent
variables is a partial differential equation. If the differential equation has derivative with
respect to only one variable, it is an ordinary differential equation.

Heat Equation for an infinite rod

Solve the following heat equation using the Fourier Transform technique.

ut (x, t) − kuxx = 0, − ∞ < x < ∞, t > 0, k > 0

u(x, 0) = f (x).
∂u ∂2u
where ut = ∂t
and uxx = ∂x2
.

solution
You can take Fourier Transforms on both sides of the equation or you do it this way
Let U(µ, t) be the Fourier Transform of u(x, t). Remember we are looking for u(x, t).
We start from the Fourier Transform pair, that is
Z ∞
1
u(x, t) = √ U(µ, t)eixµ dµ
2π −∞
and Z ∞
1
F (µ) = F[u(x, t)] = U(µ, t) √ u(x, t)e−iµx dx.
2π −∞

and differentiate.
Z ∞
1
ut = √ Ut (µ, t)eixµ dµ.
2π −∞

4
Here we only differentiate U(µ, t) with respect to time t since it is the only function with
time t, eiµx is not affected since it does not have time. By the same argument,
Z ∞
1
ux = √ U(µ, t)(iµ)eixµ dµ
2π −∞
and Z ∞
1
uxx =√ U(µ, t)(iµ)2 eixµ dµ.
2π −∞
Therefore Z ∞
1
uxx = √ U(µ, t)(−µ)2 eixµ dµ.
2π −∞
We now take these and substitute in our partial differential equation and simplify, we
get
Z ∞ 
Ut + kµ2 U eiµx dµ = 0.
−∞
We now ask that U be a solution of the ordinary differential equation
Ut + kµ2 U = 0.
This is a first order linear ordinary differential equation since the equation involves only
derivative with respect to t. Solving this, we get
2t
U(µ, t) = A(µ)e−kµ
where A(µ) is constant of integration which is an an arbitrary function of µ. To find the
constant we make use of the initial condition u(x, 0) = f (x).
Taking the Fourier transform on both sides of the initial condition,
h h i
F u(x, 0) = F f (x) = U(µ, 0) = A(µ).

since t = 0. Therefore
Z ∞
h i 1
A(µ) = F f (x) = √ f (x)e−iµx dx
2π −∞
using the definition. So our Fourier transform is given by

2
U(µ, t) = A(µ)e−kµ t
Z ∞
1 2
=√ f (x)e−iµx dx.e−kµ t
2π −∞
Finally we use the inverse Fourier transform to find the required solution
Z ∞
1
u(x, t) = √ U(µ, t)eixµ dµ
2π −∞
by merely substituting U(µ, t).