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Fourier Transform - Revised 12.04.20 (1) - Merged
Fourier Transform - Revised 12.04.20 (1) - Merged
Fourier Transform
Fourier transform is an extremely powerful mathematical tool that transforms a function
defined in a domain to another mathematical function in a frequency domain.
An inverse transformation of transformed function in frequency domain transforms it again to
original function.
The Fourier transform and inverse Fourier transform are described in both continuous and
discrete domains. These transforms are widely used to solve numerous problems in science and
engineering in either continuous or discrete domain depending upon the nature and description
of the problem. The Fourier transform is of fundamental importance in a broad range of
applications, including both ordinary and partial differential equation, quantum mechanics,
signal and image processing, control theory and probability. Fourier transforms are also used
as a method of feature extraction in pattern recognition.
Integral Transform:
𝑏
Integral transform of a function 𝑓(𝑥) is defined as ∫𝑎 𝑓(𝑥)𝑘(𝜔, 𝑥)𝑑𝑥, 𝑘(𝜔, 𝑥) is kernelof the
transform and it is function of 𝜔 and 𝑥.
There are various kernels that define different kinds of transform such as
(i) Let 𝑓(𝑥) be function defined for 𝑥 ≥ 0 𝑎𝑛𝑑 𝑘(𝜔, 𝑥) = 𝑒 −𝜔𝑥 for Laplace
∞
transform of 𝑓(𝑥), then ℒ(𝑓(𝑥)) = ∫0 𝑓(𝑥) 𝑒 −𝜔𝑥 𝑑𝑥.
(ii) Let 𝑓(𝑥) be piecewise continuous on (−∞, ∞) and 𝑘(𝜔, 𝑥) = 𝑒 −𝑖𝜔𝑥 for Fourier
∞
transform of 𝑓(𝑥) , then ℱ(𝑓(𝑥)) = ∫−∞ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥.
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Lecture-6 Fourier Transform
∞
ℱ(𝑓(𝑥)) = ∫−∞ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥 = 𝐹(𝜔) and inverse Fourier transform of 𝐹(𝜔)is ℱ −1 [𝐹(𝜔)] =
1 ∞
∫ 𝐹(𝜔) 𝑒 𝑖𝜔𝑥 𝑑𝜔
2𝜋 −∞
= 𝑓(𝑥).
Note: Fourier transform and its inverse can be defined in a variety of ways. Fourier transform
and inverse Fourier transform must however be defined in pair.
Some alternative form of Fourier transforms and its inverse Fourier transforms are
1 ∞ 1 ∞
𝑓(𝑥) = ∫ 𝐹(𝜔)𝑒 −𝑖𝜔𝑥
√2𝜋 −∞
𝑑𝜔, where 𝐹(𝜔) = ∫ 𝑓(𝑥)𝑒 𝑖𝜔𝑥
√2𝜋 −∞
𝑑𝑥
or
1 ∞ 1 ∞
𝑓(𝑥) = ∫ 𝐹(𝜔)𝑒 𝑖𝜔𝑥
√2𝜋 −∞
𝑑𝜔 , where 𝐹(𝜔) = ∫ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥
√2𝜋 −∞
𝑑𝑥
or
1 ∞ ∞
𝑓(𝑥) = 2𝜋 ∫−∞ 𝐹(𝜔)𝑒 −𝑖𝜔𝑥 𝑑𝜔 , where 𝐹(𝜔) = ∫−∞ 𝑓(𝑥)𝑒 𝑖𝜔𝑥 𝑑𝑥
or
∞ 1 ∞
𝑓(𝑥) = ∫−∞ 𝐹(𝜔)𝑒 𝑖𝜔𝑥 𝑑𝜔 , where 𝐹(𝜔) = 2𝜋 ∫−∞ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥.
Note: Computation of Fourier transform and inverse Fourier transform depend on the choice
of the definition.
Example-1: Find the Fourier transform of function 𝑓(𝑥) defined on (−∞, ∞)
𝑎, − 𝑙 < 𝑥 < 𝑙
𝑓(𝑥) = { , 𝑎 > 0.
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Solution: Fourier transform of function 𝑓(𝑥)
∞
ℱ(𝑓(𝑥)) = 𝐹(𝜔) = ∫ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥
−∞
−𝑙 𝑙 ∞
ℱ(𝑓(𝑥)) = ∫−∞ 0 𝑑𝑥 + ∫−𝑙 𝑎 𝑒 −𝑖𝜔𝑥 𝑑𝑥 + ∫𝑙 0 𝑑𝑥
𝑙
=∫−𝑙 𝑎 𝑒 −𝑖𝜔𝑥 𝑑𝑥
𝑙
𝑒 −𝑖𝜔𝑥 𝑎
=𝑎 [ ] = − 𝑖 𝜔 (𝑒 −𝑖𝜔𝑙 − 𝑒 𝑖𝜔𝑙 )
−𝑖𝜔 −𝑙
2𝑎
= 𝑠𝑖𝑛(𝜔𝑙).
𝜔
0, 𝑥<0
Example-2: Find the Fourier transform of 𝑓(𝑥) = { −𝑎 𝑥 , 𝑎 > 0.
𝑒 , 𝑥≥0
Solution: The function 𝑓(𝑥) has a jump discontinuity at 𝑥 = 0 and is of magnitude 1. Also
∞ ∞ 1
∫−∞|𝑓(𝑥)| 𝑑𝑥 = ∫0 𝑒 −𝑎𝑥 𝑑𝑥 = 𝑎.
∞
ℱ(𝑓(𝑥)) = 𝐹(𝜔) = ∫ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥
−∞
0 ∞
=∫−∞ 0 𝑑𝑥 + ∫0 𝑒 −𝑎 𝑥 𝑒 −𝑖𝜔𝑥 𝑑𝑥
∞
=∫0 𝑒 −(𝑎+𝑖𝜔)𝑥 𝑑𝑥
∞
𝑒 −(𝑎+𝑖𝜔)𝑥 1
=[ −(𝑎+𝑖𝜔) ] = (𝑎+𝑖𝜔).
0
0, 𝑥 < 0
Example-3: Find the Fourier transform of 𝑓(𝑥) = 𝑥𝑒 −𝑥 𝐻(𝑥), where𝐻(𝑥) = { .
1, 𝑥 ≥ 0
0, 𝑥 < 0
Solution: Since𝑓(𝑥) = { −𝑥 , therefore
𝑥𝑒 , 𝑥≥0
∞
ℱ(𝑓(𝑥)) = 𝐹(𝜔) = ∫ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥
−∞
∞
=∫0 𝑥 𝑒 −𝑥 𝑒 −𝑖𝜔𝑥 𝑑𝑥
∞
=∫0 𝑥 𝑒 −(1+𝑖𝜔)𝑥 𝑑𝑥
∞
−𝑥𝑒 −(1+𝑖𝜔)𝑥 1 ∞
=[ | + 1+𝑖𝜔 ∫0 𝑒 −(1+𝑖𝜔)𝑥 𝑑𝑥]
(1+𝑖𝜔) 0
∞
𝑒 −(1+𝑖𝜔)𝑥 1
=0 + [−(1+𝑖𝜔)2 ] =(1+𝑖𝜔)2 .
0
Amplitude spectrum: The graph (𝜔|𝐹(𝜔)|) is called the amplitude spectrum of 𝑓(𝑥), 𝜔 is
called the frequency of the transform.
𝑘, − 3 ≤ 𝑥 ≤ 3
Example: Find the amplitude spectrum of the function 𝑓(𝑥) = { .
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
∞
Solution: We have ℱ(𝑓(𝑥)) = ∫−∞ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥
3 3 ∞
=∫−∞(0)𝑒 −𝑖𝜔𝑥 𝑑𝑥 + ∫−3(𝑘)𝑒 −𝑖𝜔𝑥 𝑑𝑥 + ∫3 (0)𝑒 −𝑖𝜔𝑥 𝑑𝑥
3
𝑒 −𝑖𝜔𝑥 𝑘 2𝑘
=[𝑘 ] =− 𝑖𝜔 [𝑒 −3𝑖𝜔 − 𝑒 3𝑖𝜔 = 𝑠𝑖𝑛3𝜔.
−𝑖𝜔 −3 𝜔
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Lecture-6 Fourier Transform
∞ ∞
=𝑎 ∫−∞ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥 + 𝑏 ∫−∞ 𝑔(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥
=𝑎ℱ(𝑓) + 𝑏ℱ(𝑔).
(ii) Change of scale property: If 𝐹(𝜔) is the Fourier transform of 𝑓(𝑥) ,
1 𝜔
then ℱ(𝑓(𝑎𝑥)) = a 𝐹 ( 𝑎 ) , 𝑎 ≠ 0.
∞
Proof: ℱ(𝑓(𝑥)) = ∫−∞ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥
∞
ℱ(𝑓(𝑎𝑥)) = ∫ 𝑓(𝑎𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥
−∞
𝜔
𝑢 ∞ 𝑑𝑢
Let 𝑎𝑥 = 𝑢 ⟹ 𝑥 = 𝑎, ℱ(𝑓(𝑎𝑥)) = ∫−∞ 𝑓(𝑢)𝑒 −𝑖( 𝑎 )𝑢 𝑎
1 𝜔
Therefore, ℱ(𝑓(𝑎𝑥)) = 𝑎 𝐹 ( 𝑎 ), 𝑎 ≠ 0.
(iii) Shifting on 𝒙 -axis: If ℱ(𝑓(𝑥)) = 𝐹(𝜔) and 𝑥0 is any real number, then ℱ[𝑓(𝑥 −
𝑥0 )] = 𝐹(𝜔)𝑒 −𝑖𝜔𝑥0 .
Proof: From the definition, we get
∞
ℱ[𝑓(𝑥 − 𝑥0 )] = ∫ 𝑓(𝑥 − 𝑥0 )𝑒 −𝑖𝜔𝑥 𝑑𝑥
−∞
∞
=𝑒 −𝑖𝜔𝑥0 ∫−∞ 𝑓(𝑡)𝑒 −𝑖𝜔𝑡 𝑑𝑡
=𝑒 −𝑖𝜔𝑥0 𝐹(𝜔)
Remark: ℱ −1 [𝐹(𝜔)𝑒 −𝑖𝜔𝑥0 ] = 𝑓(𝑥 − 𝑥0 )
(iv) Frequency shifting: If ℱ(𝑓(𝑥)) = 𝐹(𝜔) and 𝜔0 is any real number,
then ℱ[𝑒 𝑖𝜔0𝑥 𝑓(𝑥)] = 𝐹(𝜔 − 𝜔0 ).
∞
𝐹(𝜔 + 𝜔0 ) = ∫ 𝑓(𝑥)𝑒 −𝑖(𝜔+𝜔0)𝑥 𝑑𝑥
−∞
∞
𝐹(𝜔 − 𝜔0 ) = ∫ 𝑓(𝑥)𝑒 −𝑖(𝜔−𝜔0)𝑥 𝑑𝑥
−∞
Now,
∞ ∞
𝐹(𝜔 + 𝜔0 ) + 𝐹(𝜔 − 𝜔0 ) = ∫ 𝑓(𝑥)𝑒 −𝑖(𝜔+𝜔0)𝑥 𝑑𝑥 + ∫ 𝑓(𝑥)𝑒 −𝑖(𝜔−𝜔0)𝑥 𝑑𝑥
−∞ −∞
∞
=∫−∞ 𝑓(𝑥)[𝑒 −𝑖(𝜔+𝜔0)𝑥 + 𝑒 −𝑖(𝜔−𝜔0)𝑥 ]𝑑𝑥
1 ∞ 1
Therefore, 2 [𝐹(𝜔 + 𝜔0 ) + 𝐹(𝜔 − 𝜔0 )] = ∫−∞ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 2 [𝑒 𝑖𝜔0𝑥 + 𝑒 −𝑖𝜔0𝑥 ]𝑑𝑥
1 ∞
or 2 [𝐹(𝜔 + 𝜔0 ) + 𝐹(𝜔 − 𝜔0 )] = ∫−∞ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑐𝑜𝑠 (𝜔0 𝑥) 𝑑𝑥.
1 ∞
Similarly, we have 2 [𝐹(𝜔 + 𝜔0 ) − 𝐹(𝜔 − 𝜔0 )] = ∫−∞ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑠𝑖𝑛(𝜔0 𝑥) 𝑑𝑥.
Let 𝑓(𝑥) be continuous and 𝑓 (𝑘) (𝑥), 𝑘 = 1,2, . . . , 𝑛 be piecewise continuous on every interval
∞
[−𝑙, 𝑙] and ∫−∞|𝑓 (𝑘−1) (𝑥)| 𝑑𝑥, 𝑘 = 1,2, . . . , 𝑛 converge. Let 𝑓 (𝑘) (𝑥) → 0 𝑎𝑠 𝑥 → ∞ for 𝑘 =
0,1,2, . . . , 𝑛 − 1. If ℱ(𝑓(𝑥)) = 𝐹(𝜔) then ℱ(𝑓 (𝑛) (𝑥)) = (𝑖𝜔)𝑛 𝐹(𝜔).
Proof: From the definition, we have
∞
ℱ[𝑓'(𝑥)] = ∫ 𝑓'(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥
−∞
∞
=[𝑓(𝑥)𝑒 −𝑖𝜔𝑥 ]∞
−∞ − ∫−∞(−𝑖𝜔)𝑓(𝑥)𝑒
−𝑖𝜔𝑥
𝑑𝑥
=(𝑖𝜔)2 𝐹(𝜔)
By induction, we haveℱ(𝑓 (𝑛) (𝑥)) = (𝑖𝜔)𝑛 𝐹(𝜔).
(vii) Differentiation with respect to frequency 𝝎
∞
Let 𝑓(𝑥) be piecewise continuous on every interval [−𝑙, 𝑙].Let ∫−∞|𝑥 𝑛 𝑓(𝑥)|𝑑𝑥 converge. Then
ℱ(𝑥 𝑛 𝑓(𝑥)) = 𝑖 𝑛 𝐹 (𝑛) (𝜔).
Proof: From the definition, we have NI T
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Lecture-6 Fourier Transform
𝑑 ∞
𝐹′(𝜔) = ∫ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥
𝑑𝜔 −∞
∞ 𝑑
=∫−∞ 𝑑𝜔 [𝑓(𝑥)𝑒 −𝑖𝜔𝑥 ]𝑑𝑥
∞ 𝑑
=−𝑖 ∫−∞ 𝑑𝜔 [𝑥𝑓(𝑥)𝑒 −𝑖𝜔𝑥 ]𝑑𝑥 = −𝑖 ℱ(𝑥𝑓(𝑥))
𝑑 ∞
𝐹′′(𝜔) = −𝑖 ∫ 𝑥𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥
𝑑𝜔 −∞
∞ 𝑑
=−𝑖 ∫−∞ 𝑑𝜔 [𝑥 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 ]𝑑𝑥
∞ 𝑑
=(−𝑖)2 ∫−∞ [𝑥 2 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 ]𝑑𝑥 = (−𝑖)2 ℱ(𝑥 2 𝑓(𝑥))
𝑑𝜔
By induction, we have 𝐹 (𝑛) (𝜔) = (−𝑖)𝑛 ℱ(𝑥 𝑛 𝑓(𝑥)) and ℱ −1 [𝐹 (𝑛) (𝜔)] = (−𝑖)𝑛 𝑥 𝑛 𝑓(𝑥).
(viii) Fourier transform an integral
∞
Let 𝑓(𝑥) be piecewise continuous on every interval [−𝑙, 𝑙] and ∫−∞|𝑓(𝑥)|𝑑𝑥 converge. Let
𝑥 1
ℱ(𝑓(𝑥)) = 𝐹(𝜔) and 𝐹(𝜔) satisfies 𝐹(0) = 0, then ℱ[∫−∞ 𝑓(𝑡) 𝑑𝑡] = 𝑖𝜔 𝐹(𝜔).
1
ℱ[𝐻(𝑥)] = 𝑖𝜔.
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Lecture-6 Fourier Transform
and
∞
ℱ[𝐻(𝑥 − 𝑎)] = ∫ 𝐻(𝑥 − 𝑎)𝑒 −𝑖𝜔𝑥 𝑑𝑥
−∞
𝑎 ∞
=∫−∞(0)𝑒 −𝑖𝜔𝑥 𝑑𝑥 + ∫𝑎 (1)𝑒 −𝑖𝜔𝑥 𝑑𝑥
∞
𝑒 −𝑖𝜔𝑥 1
=0+[ ] = 𝑖𝜔 𝑒 −𝑖𝜔𝑎 .
−𝑖𝜔 𝑎
1
ℱ[𝐻(𝑥 − a)] = 𝑖𝜔 𝑒 −𝑖𝜔𝑎 .
Pulse Function
𝑎
, 𝑖𝑓 0 < 𝑥 < 𝑥0
A pulse function is defined by 𝑓(𝑥) = { 𝑥0 , where 𝑎 𝑎𝑛𝑑 𝑥0 are constants.
0, 𝑖𝑓 𝑥 < 0, 𝑥0 < 𝑥
Unit Impulse Function or Dirac-delta function
Impulse is a single stoke pulse signal applied for a small duration. Suppose 𝑓(𝑥) is a function
𝑎
lim 𝑥 , 𝑖𝑓 0 < 𝑥 < 𝑥0 𝑐, 𝑎 < 𝑥 < 𝑏
defined by 𝑓(𝑥) = {𝑥0 →∞ 0 or 𝑓(𝑥) = { , where 𝑐 is constant,
0, 𝑖𝑓 𝑥 < 0, 𝑥 < 𝑥 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
0
∞
𝑎 𝑎𝑛𝑑 𝑏 are values of 𝑥 , ∫−∞ 𝑓(𝑥)𝑑𝑥 = 𝐴 i.e. the bounded area is 𝐴.
Here, duration of the pulse is 𝜖 = 𝑏 − 𝑎, when 𝜖 → 0, then this pulse is termed as an impulse.
∞ 𝑏
It satisfies ∫−∞ 𝑓(𝑥)𝑑𝑥 = ∫𝑎 𝑓(𝑥)𝑑𝑥 = 𝐴 which is an area bounded by the pulse.
When the bounded are 𝐴 = 1 unit, then the impulse function is termed as unit impulse function
and is denoted by 𝛿(𝑥 − 𝑎) and 𝑏 = 𝑎 + 𝜖 i.e. when 𝜖 → 0, 𝑓(𝑥) → 𝛿(𝑥 − 𝑎).
∞ ∞
Therefore, lim ∫−∞ 𝑓(𝑥)𝑑𝑥 = ∫−∞ lim𝑓(𝑥)𝑑𝑥 = 1 . the unit impulse function 𝛿(𝑥 − 𝑎) is also
𝜀→0 𝜀→0
termed as Dirac-delta function.
Physical Interpretation of Impulse function
An impulse is limiting form of a rectangular pulse which becomes progressively narrower and
higher but maintains a constant area 𝐴. If 𝐴 = 1, then the impulse function is a unit impulse
function.
Example: In cricket, a ball touches the bat only at an instant of time during batting and applies
force to the ball. This force changes both the velocity and direction of the ball instantly. This
force is termed as an impulse force.
Fourier transform of Dirac-delta function
1
ℱ[𝛿(𝑥)] = lim [ ℱ{𝐻(𝑥) − 𝐻(𝑥 − 𝑘)}]
𝑘→∞ 𝑘
1 𝑘
= lim [𝑘 ∫0 𝑒 −𝑖𝜔𝑥 𝑑𝑥]
𝑘→∞
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Lecture-6 Fourier Transform
1 1−𝑒 −𝑖𝜔𝑘
=lim 𝑘 [ ]=1
𝑖𝜔
𝑘→∞
Therefore, Laplace transform and Fourier transform of the Dirac-Delta function are both equal
to 1.
Hence, ℱ −1 [1] = 𝛿(𝑥).
Physical interpretation of Fourier transform and its inverse
∞
The Fourier transform of a function 𝑓(𝑥) is represented by ℱ(𝑓(𝑥)) = ∫−∞ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥 =
1 ∞
𝐹(𝜔) and inverse Fourier transform of is represented by , 𝑓(𝑥) = 2𝜋 ∫−∞ 𝐹(𝜔)𝑒 𝑖𝜔𝑥 𝑑𝜔 .
These are complex exponential transforms related to sine and cosine functions. This
representation of 𝑓(𝑥) is also known as the spectral representation. 𝐹(𝜔)measure the intensity
of 𝑓(𝑥)in the interval 𝜔and 𝜔 + ∆𝜔. Here 𝐹(𝜔) is known as the spectral density. Also
∞
∫−∞|𝐹(𝜔)|2 𝑑𝜔represent the total energy of the related physical system when the system is
represented by 𝑓(𝑥).
2
Example: Find Fourier transform of 𝑒 −𝑥 .Hence find Fourier transform of
2
(i) 𝑒 −𝑎𝑥 , 𝑎 > 0
2
(ii) 𝑒 −4(𝑥−3)
2
(iii) 𝑒 −𝑥 𝑐𝑜𝑠 2𝑥.
2 ∞
Solution: We have ℱ(𝑒 −𝑥 ) = ∫−∞ 𝑓(𝑥)𝑒 −𝑖𝜔𝑥 𝑑𝑥
∞ 2
=∫−∞ 𝑒 −𝑥 𝑒 −𝑖𝜔𝑥 𝑑𝑥
∞ 2 +𝑖𝜔𝑥)
=∫−∞ 𝑒 −(𝑥 𝑑𝑥
2 2 𝑖2 𝜔2
∞ 2 +𝑖𝜔𝑥+𝑖 𝜔 )
=∫−∞ 𝑒 −(𝑥 4 𝑒 4 𝑑𝑥
2 2 𝜔2
∞ 2 +𝑖𝜔𝑥+𝑖 𝜔 )
=∫−∞ 𝑒 −(𝑥 4 𝑒 − 4 𝑑𝑥
𝜔2 𝜔
− ∞ −(𝑥+𝑖 )2
=𝑒 4 ∫−∞ 𝑒 2 𝑑𝑥
𝜔2 𝜔 2
∞
=2𝑒 − 4 ∫0 𝑒 −(𝑥+𝑖 2 ) 𝑑𝑥
𝜔 𝑑𝑡
Let (𝑥 + 𝑖 2 )2 = 𝑡 ⇒ 𝑑𝑥 = 2
√𝑡
𝜔2
∞ 𝑒 −𝑡
=𝑒 − 4 ∫0 𝑑𝑡
√𝑡
𝜔2
∞
=𝑒 − 4 ∫0 𝑡 −1/2 𝑒 −𝑡 𝑑𝑡
𝜔2 ∞
=𝑒 − 4 ∫0 𝑡1/2−1 𝑒 −𝑡 𝑑𝑡
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Lecture-6 Fourier Transform
𝜔2
1
=𝑒 − 4 Γ (2)
2 𝜔2
ℱ(𝑒 −𝑥 ) =√𝜋𝑒 − 4 = 𝐹(𝜔). (5)
2 2 1 𝜔
(i) ℱ(𝑒 −𝑎𝑥 ) = ℱ(𝑒 −(√𝑎𝑥) ) = 𝐹 ( 𝑎) [by change of scale property]
√𝑎 √
𝜔 2
−( )
1 √𝑎
=
√𝑎
√𝜋 𝑒 4
𝜔2
𝜋 −
=√𝑎 𝑒 4𝑎 .
𝜔2
2 𝜋
ℱ(𝑒 −𝑎𝑥 ) = √𝑎 𝑒 − 4𝑎 . (6)
2
(ii) Let 𝑔(𝑥) = 𝑒 −4𝑥 Substitute 𝑎 = 4 in equation (6), we get
2
ℱ(𝑔(𝑥)) = ℱ(𝑒 −4𝑥 )
𝜔2
𝜋 −
=√ 4 𝑒 16
𝜔2
√𝜋 −
ℱ(𝑔(𝑥))= 𝑒 16 (7)
2
−4(𝑥−3)2
Let ℎ(𝑥) = 𝑒 = 𝑔(𝑥 − 3)
ℱ(ℎ(𝑥)) = ℱ(𝑔(𝑥 − 3)) = 𝑒 −3𝑖𝜔 ℱ(𝑔(𝑥)) = 𝑒 −3𝑖𝜔 𝐺(𝜔)
√𝜋 −3𝑖𝜔 −𝜔2
= 𝑒 𝑒 16
2
𝜔2
√𝜋 −(3𝑖𝜔+ )
= 𝑒 16 .
2
−𝑥 2 1
(iii) ℱ(𝑒 𝑐𝑜𝑠2𝑥) = 2 [𝐹(𝜔 + 2) + 𝐹(𝜔 − 2)] [by Modulation theorem]
(𝜔+2)2 (𝜔−2)2
1 − −
= 2 [√𝜋𝑒 4 + √𝜋𝑒 4 ].
𝑒 4𝑖𝜔
Example: Find the inverse Fourier transform of 𝐹(𝜔) = 3+𝑖𝜔.
Solution:
1
Since ℱ(𝑒 −3𝑥 𝑢0 (𝑥)) = 3+𝑖𝜔
1
ℱ −1 ( ) = 𝑒 −3𝑥 𝑢0 (𝑥) = 𝑓(𝑥)
3 + 𝑖𝜔
𝑒 −(−4𝑖𝜔)
Using the shift theorem, we get ℱ −1 ( ) = 𝑓(𝑥 − (−4))
3+𝑖𝜔
−1
𝑒 4𝑖𝜔)
ℱ ( ) = 𝑒 −3(𝑥+4) 𝑢(𝑥 + 4)
3 + 𝑖𝜔
0, 𝑥 < −4
={ −3(𝑥+4) .
𝑒 , 𝑥 ≥ −4
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Lecture-6 Fourier Transform
𝜔2
−
√𝜋𝜔𝑒 8
Example: Find the inverse Fourier transform of 𝐹(𝜔) = .
4√2 𝑖
𝜔2 2
− 𝜔
√𝜋𝜔𝑒 8 √𝜋 𝑑
Solution: Since = (𝑒 − 8 )
4√2 𝑖 √2 𝑖 𝑑𝜔
𝜔2
− 𝜔2
√𝜋𝜔𝑒 √𝜋 −1 𝑑 8
ℱ −1 ( )=− ℱ [ (𝑒 − 8 )]
4√2 𝑖 √2 𝑖 𝑑𝜔
𝑑𝑛 𝑑𝑛 𝑥𝑛
[Since ℱ(𝑥 𝑛 𝑓(𝑥)) = (𝑖)𝑛 𝑑𝜔𝑛 𝐹(𝜔) ⇒ ℱ −1 (𝑑𝜔𝑛 𝐹(𝜔)) = (𝑖)𝑛 𝑓(𝑥)]
𝜔2
−
√𝜋 ℱ −1 (𝑒 8 )
=− 𝑖 𝑥
√2 𝑖
𝜔2
√𝜋 1 ∞ √𝜋
= 𝑥[2𝜋 ∫−∞ 𝑒 − 8 𝑒 𝑖𝜔𝑥 𝑑𝜔] = 𝑥 𝑓(𝑥)
√2 √2
𝜔2
1 ∞
Let𝑓(𝑥) = 2𝜋 ∫−∞ 𝑒 − 8 𝑒 𝑖𝜔𝑥 𝑑𝜔
2
1 ∞ − 𝜔 +𝑖𝜔𝑥
= ∫ 𝑒 8 𝑑𝜔
2𝜋 −∞
𝜔2
2 −( ∞ −𝑖𝜔𝑥)
= ∫ 𝑒
2𝜋 0
8 𝑑𝜔
1 𝜔2
1 ∞ −2𝑖𝜔𝑥+4𝑥 2 ) 2
= 𝜋 ∫0 𝑒 −2( 4 𝑒 2𝑥 𝑑𝜔
2 1 𝜔
𝑒 2𝑥 ∞
− ( −2𝑥) 2
= 𝜋
∫0 𝑒 2 2 𝑑𝜔
1 𝜔 𝜔
Let 2 ( − 2𝑥)2 = 𝑡 ⇒ ( − 2𝑥)2 = 2𝑡
2 2
𝜔 1 2 √2
2( − 2𝑥) 𝑑𝜔 = 2𝑑𝑡 ⇒ 𝑑𝜔 = 𝑑𝑡 = 𝑑𝑡
2 2 √2t √𝑡
√2 2𝑥 2 ∞ −𝑡 1 −1
= 𝑒 ∫0 𝑒 𝑡 2 𝑑𝑡
𝜋
√2 2𝑥 2 1
= 𝑒 Γ ( )
𝜋 2
√2 2𝑥 2 √2 2𝑥 2
= 𝑒 √ 𝜋= 𝑒
𝜋 √𝜋
𝜔2
−
√𝜋𝜔𝑒 8 √𝜋 √2 2𝑥 2
ℱ −1 ( )= 𝑥 𝑒
4√2 𝑖 √2 √𝜋
𝜔2
−
−1 √𝜋𝜔𝑒 8 2
Therefore, ℱ ( ) = 𝑥 𝑒 2𝑥 .
4√2 𝑖
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B.Tech. 2nd Semester, 2020
Lecture 7
In the previous lecture we have discussed about Fourier transform of a function 𝑓(𝑥). Now we
will discuss Fourier cosine and Fourier sine transform in this lecture.
The function 𝑓(𝑥) is called the inverse Fourier Sine Transforms of 𝐹 (𝜔).
Therefore
∞
𝑓(𝑥) = ∫ 𝐹 (𝜔) sin (𝜔𝑥)𝑑𝜔 (2)
This is the inverse Fourier sine transform f(x) .
The function 𝑓(𝑥) is then called the inverse Fourier cosine Transforms of 𝐹 (𝜔).
Therefore
∞
𝑓(𝑥) = ∫ 𝐹 (𝜔) cos (𝜔𝑥)𝑑𝜔 (4)
This is the inverse Fourier cosine transform 𝑓(𝑥) .
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Convolution Theorem
The Convolution of two functions 𝑓(𝑥 ) and 𝑔(𝑥) where −∞ < 𝑥 < ∞, is defined as
∞ ∞
ℎ(𝑥) = (𝑓 ∗ 𝑔)(𝑥) = 𝑓(𝑢)𝑔(𝑥 − 𝑢) 𝑑𝑢 = 𝑓(𝑥 − 𝑢)𝑔(𝑢) 𝑑𝑢
An important result, known as the convolution theorem for Fourier Transform, is the
following.
Convolution theorem: If ℎ(𝑥) is the Convolution of two functions 𝑓(𝑥) and 𝑔(𝑥), then
∞ ∞ ∞
ℎ(𝑥)𝑒 𝑑𝑥 = 𝑓 (𝑥 )𝑒 𝑑𝑥 𝑔(𝑥 )𝑒 𝑑𝑥
or Ӻ(𝑓 ∗ 𝑔) = Ӻ{𝑓}Ӻ{𝑔}
i.e. the Fourier Transform of the Convolution of two functions 𝑓(𝑥) and 𝑔(𝑥) is the product of
the following Fourier Transforms of 𝑓 and 𝑔.
∞
Proof: Ӻ(𝑓 ∗ 𝑔) = ∫ (𝑓 ∗ 𝑔)𝑒 𝑑𝑥
∞ ∞
= 𝑓 (𝑢 )𝑔(𝑥 − 𝑢) 𝑑𝑢 𝑒 𝑑𝑥
= Ӻ{𝑓}. Ӻ{𝑔}
If the Fourier Transform of 𝑓(𝑥) and g(x) are 𝐹(𝜔) and 𝐺(𝜔) respectively , then
∞ ∞
(i) ∫ 𝑓(𝑥)𝑔(𝑥) 𝑑𝑥 = ∫ 𝐹(𝜔)𝐺(𝜔) 𝑑𝜔
∞ ∞
(ii) ∫ |𝑓(𝑥)| 𝑑𝑥 = ∫ |𝐹(𝜔)| 𝑑𝜔
This are called Parseval’s identity for Fourier integrals. Here bar implies the complex conjugate.
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∞ ∞ ω
Proof. (i) ∫ 𝑓(𝑥 )𝑔(𝑥) 𝑑𝑥 = ∫ 𝑓 (𝑥 ) ∫ G(ω) e dω 𝑑𝑥
∞ ω
= ∫ G (ω ) ∫ 𝑓 (𝑥 ) e dx 𝑑𝜔
∞
1
= 𝐹 (𝜔 )𝐺(𝜔) 𝑑𝜔
2𝜋
(ii) taking 𝑓(𝑥) = 𝑔(𝑥), we get the result.
Note. Fore Fourier Sine and Fourier Cosine transform we also get the corresponding results
2 ∞ ∞
𝐹 (𝜔)𝐺 (𝜔) 𝑑𝜔 = 𝑓(𝑥)𝑔(𝑥)𝑑𝑥
𝜋
And
∞ ∞
2
𝐹 (𝜔)𝐺 (𝜔) 𝑑𝜔 = 𝑓(𝑥)𝑔(𝑥)𝑑𝑥
𝜋
2
𝐹 (𝜔)𝐺 (𝜔) 𝑑𝜔 = 𝑓(𝑥)𝑔(𝑥)𝑑𝑥
𝜋
2 𝑎𝑏 ( )
⇒ 𝑑𝜔 = 𝑒 𝑑𝑥
𝜋 (𝑎 + 𝜔 )(𝑏 + 𝜔 )
( )
or ∫ ( )( )
𝑑𝜔 = [ ] =
( )
𝑑𝜔 𝜋
⇒ =
(𝑎 + 𝜔 )(𝑏 + 𝜔 ) 2𝑎𝑏(𝑎 + 𝑏)
This transform are useful for such a boundary value problem in which at least two of the
boundaries separated by a finite distance.
𝑛𝜋𝑥
𝐹 (𝑛 ) = 𝑓(𝑥) sin ( )𝑑𝑥
𝑙
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where 𝑛 is an integer. The function 𝑓(𝑥) is then called the inverse Finite Fourier Sine
Transforms of 𝐹 (𝑛) and is given by
2 𝑛𝜋𝑥
𝑓(𝑥) = 𝐹 (𝑛)sin ( )
𝑙 𝑙
𝑛𝜋𝑥
𝐹 (𝑛) = 𝑓(𝑥) cos ( )𝑑𝑥
𝑙
where 𝑛 is an integer. The function 𝑓(𝑥) is then called the inverse Finite Fourier Cosine
Transforms of 𝐹 (𝑛) and is given by
1 2 𝑛𝜋𝑥
𝑓(𝑥) = 𝐹 (0 ) + 𝐹 (𝑛)cos ( )
𝑙 𝑙 𝑙
The Finite Fourier Transforms can be useful in solving differential equations.
Formula for inverse finite Fourier sine and finite Fourier cosine transforms are
obtained by using Fourier sine and cosine series expression of 𝑓(𝑥). 𝐹 (𝑛) and 𝐹 (𝑛)
are nothing but Fourier coefficients of Fourier sine and cosine series expression of
𝑓(𝑥) respectively as below-
𝑛𝜋𝑥
𝑓(𝑥) = 𝑏 sin ( )
𝑙
then 𝑏 = 𝐹 (𝑛)
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(b) If 𝑓(𝑥) is an even function in (−𝑙, 𝑙) then
𝑓 (𝑥 ) = +∑ 𝑎 𝑐𝑜𝑠 ( ),
then 𝑏 = 𝐹 (0)
Example 2- Find the (a) finite Fourier Sine Transforms and (b) finite Fourier Cosine
Transforms of the function (𝑥) = 2𝑥, 0 < 𝑥 < 4.
(𝑏) if 𝑛 > 0
𝑛𝜋𝑥 𝑛𝜋𝑥
𝐹 (𝑛 ) = 𝑓(𝑥) cos 𝑑𝑥 = 2𝑥 cos 𝑑𝑥
𝑙 4
if 𝑛 = 0,
𝐹 (𝑛) = 𝐹 (0) = ∫ 2𝑥 𝑑𝑥 = 16.
( )
Example 3. Find 𝑓(𝑥) if: (a) 𝐹 {𝑓(𝑥)} = , 𝑛 = 1, 2, 3. . . . . . . ., where 0 < 𝑥 < 8;
( ) ( )
= ∑ sin ( )=4 ∑ sin ( )
= . + ∑ = + ∑
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Lecture 8
1 ∶ |𝑥| < 𝑎
1. Find the Fourier Transform of 𝑓(𝑥) = .
0 ∶ |𝑥| > 𝑎
Also deduce the value of the integral
∞ ( ( ) ( ) ∞
(a) ∫ 𝑑𝜔, (b) ∫ 𝑑𝑢
= =2 , 𝜔≠0
∞
𝑓(𝑥) = ∫ 𝐹(𝜔)𝑒 𝑑𝜔
Using the previous result, by taking 𝐹(𝜔) = 2 , we get
1 ∶ |𝑥| < 𝑎
∞
1 𝑠𝑖𝑛𝜔𝑎 1
2 𝑒 𝑑𝜔 = ∶ |𝑥| = 𝑎
2𝜋 𝜔 2
0 ∶ |𝑥| > 𝑎
(𝑓 was not defined at |𝑥 | = 𝑎, but by the convergent theorem 𝑓(𝑥) converge to 1/2 at |𝑥| = 𝑎)
1 ∶ |𝑥| < 𝑎
∞ ( ( ) ( ) ∞
⇒ ∫ 𝑑𝜔 + ∫ 2 𝑑𝜔 = ∶ |𝑥| = 𝑎 ,
0: |𝑥| > 𝑎
𝜋 ∶ |𝑥| < 𝑎
∞ ( ( ) ( )
∫ 𝑑𝜔 = ∶ |𝑥| = 𝑎 .
0 ∶ |𝑥| > 𝑎
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(b): Put 𝑥 = 0 and 𝑎 = 1, in the above expression, we get:
∞ ∞
∫ 𝑑𝜔 = 𝜋 or ∫ 𝑑𝜔 = , since the integral is even.
𝑥 ∶ 0<𝑥<1
2. Find the Fourier sine and cosine Transform of 𝑓 (𝑥 ) = 2 − 𝑥 ∶ 1 < 𝑥 < 2
0 ∶ 𝑥>2
∞ ( ) ∞ ( )
and hence evaluate (i) ∫ sin 𝑥 𝑑𝑥 (ii) ∫ 𝑑𝑥.
= 𝑥 sin 𝜔𝑥 𝑑𝑥 + (2 − 𝑥) sin 𝜔𝑥 𝑑𝑥
= −𝑥 + − (2 − 𝑥) + , 𝜔≠0
or
∞
𝑓 (𝑥 ) = ∫ sin (𝜔𝑥)𝑑𝜔 ………………………………..(2)
From the given function 𝑓(𝑥 ) = , at 𝑥 = . Hence putting 𝑥 = in equation (2), we have
∞
1 2 2𝑠𝑖𝑛𝜔 − 𝑠𝑖𝑛2𝜔 3
= sin ( 𝜔)𝑑𝜔
2 𝜋 𝜔 2
or
∞
(1 − cos 𝜔) 3 𝜋
𝑠𝑖𝑛𝜔 sin 𝜔 𝑑𝜔 =
𝜔 2 8
= 𝑥 cos 𝜔𝑥 𝑑𝑥 + (2 − 𝑥) cos 𝜔𝑥 𝑑𝑥
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= 𝑥 + + (2 − 𝑥) − , 𝜔≠0
or
∞
𝑓(𝑥) = ∫ cos(𝜔𝑥)𝑑𝜔 ………………………………..(4)
or
∞
(1 − 𝑐𝑜𝑠𝜔) 𝜋
cos 𝜔 𝑑𝜔 =
𝜔 4
∞
3. Show that ∫ 𝑑𝜆 = 𝑒 , 𝑥 > 0.
Sol: Let 𝑓(𝑥) = 𝑒 in the Fourier integral theorem (for Fourier Cosine transform)
∞ ∞
2
𝑓(𝑥) = 𝑓 (𝑢 ) cos (𝜔𝑢)𝑑𝑢 cos (𝜔𝑥)𝑑𝜔
𝜋
then
∞ ∞
2
𝑒 cos(𝜔𝑢) 𝑑𝑢 cos(𝜔𝑥) 𝑑𝜔 = 𝑒
𝜋
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∞
since ∫ 𝑒 𝑐𝑜𝑠𝜔𝑢 𝑑𝑢 = , we have
∞
∫ 𝑑𝜔 = 𝑒
∞
or ∫ 𝑑𝜆 = 𝑒 .
∞ 1 − 𝑘 ∶ 0 ≤ 𝑘 ≤ 1
4. Solve the integral equation ∫ 𝐹 (𝑥 ) cos(𝑘𝑥 ) 𝑑𝑥 = .
0 ∶ 𝑘>0
∞ 1 − 𝑘 ∶ 0 ≤ 𝑘 ≤ 1
Sol: Let ∫ 𝐹 (𝑥 ) cos(𝑘𝑥 ) 𝑑𝑥 = 𝑓 (𝑘 ) and choose 𝑓 (𝑘) = .
0 ∶ 𝑘>0
5. Find (a) the finite Fourier sine transform and (b) Finite Fourier cosine transform of where
𝑈 is the function of 𝑥 and t for 0 < 𝑥 < 𝑙, 𝑡 > 0.
Sol;(a) By definition the finite Fourier sine transform of is, on integrating by parts,
or Ӻ =− Ӻ {𝑈}
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6. Find (a) the finite Fourier sine transform and (b) Finite Fourier cosine transform of
where 𝑈 is the function of 𝑥 and t for 0 < 𝑥 < 𝑙, 𝑡 > 0.
Ӻ =− Ӻ
𝑛 𝜋 𝑛𝜋
= Ӻ {𝑈} + {𝑈(0, 𝑡) − 𝑈(𝑙, 𝑡) cos 𝑛𝜋 }
𝑙 𝑙
𝑛 𝜋
=− Ӻ {𝑈} − {𝑈 (0, 𝑡) − 𝑈 (𝑙, 𝑡) cos 𝑛𝜋 }
𝑙
Sol: Take the finite Fourier sine transform with (𝑙 = 4) of both sides of the partial differential
equation to obtain
𝜕𝑈 𝑛𝜋𝑥 𝜕 𝑈 𝑛𝜋𝑥
sin 𝑑𝑥 = sin 𝑑𝑥
𝜕𝑡 4 𝜕𝑥 4
writing 𝑢 = Ӻ {𝑈} and using the above problem with the conditions 𝑈(0, 𝑡) = 0,
𝑈(4, 𝑡) = 0, we find
Taking the finite Fourier sine transform of the condition 𝑈(𝑥, 0) = 2𝑥, we have
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since 𝐴 = 𝑢(𝑛, 0), we have from equation (1) and (2)
𝑢= [1 − cos(𝑛𝜋)] 𝑒 ,
Hence by taking inverse Fourier sine transform, we have
Taking the Fourier sine transform of both sides of the partial differential equation, we have
∞ ∞
∫ sin(𝑘𝑥 ) 𝑑𝑥 = ∫ sin(𝑘𝑥 ) 𝑑𝑥………………………….. (1)
∞
then if 𝑢 = 𝑢 (𝑘, 𝑡) = ∫ 𝑈(𝑥, 𝑡) sin(𝑘𝑥 ) 𝑑𝑥
this becomes
={ sin(𝑘𝑥) − 𝑘𝑈(𝑥, 𝑡) 𝑐𝑜𝑠 𝑘𝑥}| − 𝑘 ∫ 𝑈(𝑥, 𝑡) sin(𝑘𝑥)𝑑𝑥
on integrating the right hand side of (1) by parts and assuming that 𝑈 and approach to
zero as 𝑥 → ∞,
From the condition for 𝑈(𝑥, 0), we have on taking the Fourier sine transform
∞
𝑢(𝑘, 0) = 𝑈(𝑥, 0) sin(𝑘𝑥) 𝑑𝑥
1 − cos 𝑘
𝑢(𝑘, 𝑡) = 𝑒
𝑘
Then taking the inverse Fourier sine transform, we have the required solution
∞
𝑈(𝑥, 𝑡) = ∫ 𝑒 sin(𝑘𝑥 ) 𝑑𝑘
We know that Fourier series deals with the expansion of the given function by using
periodic functions with a definite period, and now in this lecture, when we let this period
goes to infinity, then we will get a non-periodic function. This non-periodic function is
represented by an integration of a trigonometric function. This integral representation
of the function is termed as Fourier integral.
where,
Rl Rl 1 l
a0 = 1l −l f (t)dt, an = 1l −l f (t)cos nπt f (t)sin nπt
R
l
dt, b n = l −l l
dt
substituting a0 , an , bn in equation(1)
Z l ∞ Z l Z l
1 1X nπt nπx nπt nπx
f (x) = f (t)dt+ f (t)cos dt cos + f (t)sin dt sin
2l −l l n=1 −l l l −l l l
l ∞ l
nπ(t − x)
Z Z
1 1X
f (x) = f (t)dt + f (t)cos dt (2)
2l −l l n=1 −l l
nπ nπ (n−1)π π
Let ωn = l
, ∆ω = ωn − ωn−1 = l
− l
= l
we have
l ∞ Z
1X l
Z
∆ω
f (x) = f (t)dt + f (t)cosωn (t − x)dt∆ω (3)
2π −l π n=1 −l
R∞
if we assume −∞ |f (t)| dt converges then first term on the right hand side of equation
(3) approaches
R as Rl → ∞
to zero
1 l l
, Since 2l −l f (t)dt ≤ 2l1 −l |f (t)| dt.
Let l → ∞ in equation (3).Then ∆ω → 0and first term on right hand side of equation(3)
approaches to zero,we get
∞ Z ∞
X 1
f (x) = lim f (t)cosωn (t − x)dt ∆ω (4)
∆ω→0
n=1
π −∞
summation on right hand side of equation (4) resemables a Riemann sum of definite
integral. As ∆ω → 0, we have
Z ∞ Z ∞
1
f (x) = f (t)cosω(t − x)dtdω (5)
π 0 −∞
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Lecture-5 Fourier Integral
1 ∞
Z Z ∞ Z ∞
= f (t)cosωtdt cosωx + f (t)sinωtdt sinωx dω
π 0 −∞ −∞
Let Z ∞
A(ω) = f (t)cos(ωt)dt
−∞
Z ∞
B(ω) = f (t)sin(ωt)dt
−∞
Z ∞
1
f (x) = [A(ω)cos(ωx) + B(ω)sin(ωx)] dω (6)
π 0
Determine the convergence of the integral at x = a and find the value of the integral
R ∞ 1−cosω
0 ω2
dω.
a
asin(ωa) cos(ωt)
= +
ω ω2 0
asin(ωa) cos(ωa) − 1
= +
ω ω2
cos(ωa) + aωsin(ωa) − 1
=
ω2
Z ∞
B(ω) = f (t)sin(ωt)dt
−∞
Z a
= tsin(ωt)dt
0
a Z a
−tcos(ωt) cos(ωt)
= + dt
ω 0 0 ω
−acos(ωa) sin(ωa)
= +
ω ω2
1 ∞
Z
cos(ωa) + aωsin(ωa) − 1 sin(ωa) − aωcos(ωa)
f (x) = cos(ωx) + sin(ωx) dω
π 0 ω2 ω2
1 ∞ cos(ω(a − x)) + aωsin(ω(a − x)) − cos(ωx)
Z
f (x) = dω. (7)
π 0 ω2
The value of the Fourier integral at x = a is given as
∞
1 − cos(ωa)
Z
1 1 1 a
2
dω = lim f (x) + lim f (x) = [0 + a] = (8)
π 0 ω 2 x→a+ x→a− 2 2
For evaluating value of desired integral substituting a = 1 in equation (8) , we get
∞
1 − cos(ω)
Z
π
2
dω = .
0 ω 2
where, Z ∞
A(ω) = f (t)cos(ωt)dt
−∞
Z ∞
B(ω) = f (t)sin(ωt)dt
−∞
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Lecture-5 Fourier Integral
Z ∞
1
f (x) = [A(ω)cos(ωx)] dω
π 0
Z ∞
1
f (x) = [B(ω)sin(ωx)] dω
π 0
So, we can represent a function defined ∀x ≥ 0 by Fourier cosine and sine integral
by extending the function as an even and an odd function over the entire real axis
respectively.
where, Z ∞
A(ω) = 2 f (t)cos(ωt)dt,
0
where, Z ∞
B(ω) = 2 f (t)sin(ωt)dt
0
Moreover, Fourier cosine and sine integral represenation converges to f (x) at a point
of continuity and to 21 [f (x+ ) + f (x− )] at a point of discontinuity.
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Lecture-5 Fourier Integral
R∞ sin(πω)cos(πω) R∞ (1−cos(πω))sin(πω)
Hence evaluate 0 ω
dω and 0 ω
dω.
where, Z ∞
B(ω) = 2 f (t)sin(ωt)dt
0
Z π ∞ π
−cos(ωt) 1 − cos(ωπ)
Z
B(ω) = 2 (1)sin(ωt)dt + (0)sin(ωt)dt = 2 =2
0 π ω 0 ω
2 ∞ (1 − cos(ωπ)) sin(ωx)
Z
f (x) = dω
π 0 ω
To get desired integral, we substitute x = π is above integral, we get
∞
(1 − cos(ωπ)) sin(ωπ)
Z
2 1 1 1
dω = lim f (x) + lim f (x) = [0 + 1] =
π 0 ω 2 x→π+ x→π− 2 2
Z ∞
(1 − cos(ωπ)) sin(ωπ) π
⇒ dω = .
0 ω 4
Similarly, Fourier cosine integral representation is given by
Z ∞
1
f (x) = A(ω)cos(ωx) dω
π 0
where, Z ∞
A(ω) = 2 f (t)cos(ωt)dt
0
Z π
sin(πω)
⇒2 cos(ωt)dt = 2
0 ω
therefore, Z ∞
2 sin(ωπ)cos(ωx)
f (x) = dω (10)
π 0 ω
Substitute x = π in equation(10) for evaluating desired integral, we get
Z ∞
2 sin(ωπ)cos(ωπ) 1 1
= dω = [0 + 1] =
π 0 ω 2 2
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Lecture-5 Fourier Integral
Z ∞
sin(ωπ)cos(ωπ) π
⇒ dω = .
0 ω 4
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Lecture-6 Complex form of Fourier Integral
Z ∞
1
f (x) = C(ω)e−iωx dω
2π −∞
where, Z ∞
C(ω) = f (t)eiωt dt
−∞
Note: When multypying equation (3) by i and substracting from equation (2), then we
get another complex form of the Fourier integral representation
Z ∞
1
f (x) = C ∗ (ω)eiωx dω
2π −∞
where, Z ∞
∗
C (ω) = f (t)e−iωt dt.
−∞
where, Z ∞
C(ω) = f (t)eiωt dt
−∞
−1 Z 1 ∞ 1 1
(1 + t)eiωt eiωt 2i(sinω − eiω )
Z Z Z
iωt
C(ω) = 0dt+ (1+t)e dt+ 0dt = − dtC(ω) =
−∞ −1 1 iω −1 −1 iω ω2
∞
(sinω − eiω ) −iωx
Z
i
f (x) = e dω.
π −∞ ω2
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