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Finite Fourier Sine and Cosine Transforms: © 2007 by Taylor & Francis Group, LLC
Finite Fourier Sine and Cosine Transforms: © 2007 by Taylor & Francis Group, LLC
10.1 Introduction
This chapter deals with the theory and applications of finite Fourier sine
and cosine transforms. The basic operational properties including convolution
theorem of these transforms are discussed in some detail. Special attention is
given to the use of these transforms to the solutions of boundary value and
initial-boundary value problems.
The finite Fourier sine transform was first introduced by Doetsch (1935).
Subsequently, the method has been developed and generalized by several au-
thors including Kneitz (1938), Koschmieder (1941), Roettinger (1947), and
Brown (1944).
407
© 2007 by Taylor & Francis Group, LLC
408 INTEGRAL TRANSFORMS and THEIR APPLICATIONS
a nπx
Fs {f (x)} = f˜s (n) = f (x) sin dx, (10.2.1)
a
0
where n = 1, 2, 3, . . ..
It is a well-known result of the theory of Fourier series that the Fourier sine
series for f (x) in 0 < x < a
∞
2 ˜ nπx
fs (n) sin (10.2.2)
a n=1 a
converges to the value f (x) at each point of continuity in the interval 0 <
1
x < a and to the value [f (x + 0) + f (x − 0)] at each point x of the finite
2
discontinuity in 0 < x < a. In view of the definition (10.2.1), the inverse Fourier
sine transform is given by
∞
2 ˜ nπx
Fs−1 f˜s (n) = f (x) = fs (n) sin . (10.2.3)
a n=1 a
a nπx
Fc {f (x)} = f˜c (n) = f (x) cos dx, (10.2.4)
a
0
where n = 0, 1, 2, . . ..
It is also a well-known result of the theory of Fourier series that the Fourier
cosine series for f (x) in 0 < x < a
1 ˜
∞
2 ˜ nπx
fc (0) + fc (n) cos (10.2.5)
a a n=1 a
1
converges to f (x) at each point of continuity in 0 < x < a, and to [f (x + 0) +
2
f (x − 0)] at each point x of finite discontinuity in 0 < x < a. By virtue of the
definition (10.2.4), the inverse Fourier cosine transform is given by
1
∞
2 ˜ nπx
Fc−1 f˜c (n) = f (x) = f˜c (0) + fc (n) cos . (10.2.6)
a a n=1 a
Example 10.2.1
Find the finite Fourier sine and cosine transforms of
(a) We have
a nπx a
Fs (1) = f˜s (n) = sin dx = [1 − (−1)n ], (10.2.7)
a nπ
0
a
nπx a, n=0
Fc {1} = f˜c (n) = cos dx = . (10.2.8)
a 0, n = 0
0
Similar results can be obtained for the finite Fourier sine and cosine transforms
of higher derivatives of f (x).
Results (10.3.1)–(10.3.4) can be proved by integrating by parts. For exam-
ple, we have
a nπx
Fs {f (x)} = f (x) sin
dx,
a
0
THEOREM 10.3.1
If f1 (x) is the odd periodic extension of f (x) with period 2π, then, for any
constant α,
Fs {f1 (x − α) + f1 (x + α)} = 2 cos nα Fs {f (x)}. (10.3.9)
In particular, when α = π, and n = 1, 2, 3, . . . ,
Fs {f (x − π)} = (−1)n Fs {f (x)}. (10.3.10)
Similarly, we obtain
Fc {f1 (x + α) − f1 (x − α)} = 2 sin(nα) Fs {f (x)}. (10.3.11)
PROOF To prove (10.3.9), we follow Churchill (1972) and write the right
hand side of (10.3.9) as
π
2 cos nαf˜s (n) = 2 cos(nα) sin(nx)f (x)dx
0
π
=2 cos nα sin nxf1 (x)dx
0
π
= [sin n(x + α) + sin n(x − α)]f1 (x)dx,
0
which is, since the integrands are periodic function of t with period 2π, and
hence, the limits of integration can be replaced with limits −π to π,
π π
1 1
= sin nt f1 (t − α) dt + sin nt f1 (t + α) dt
2 2
−π −π
⎡ 0 ⎤
π
1
= ⎣ + ⎦ {sin nt f1 (t − α)}dt
2
−π 0
⎡ 0 ⎤
π
1⎣
+ + ⎦ {sin nt f1 (t + α)}dt. (10.3.12)
2
−π 0
Furthermore,
0 π
sin nt f1 (t − α) dt = sin nx f1 (x + α) dx
−π 0
π
f˜s (n) cos nπ = sin nx f (x − π)dx = Fs {f (x − π)},
0
THEOREM 10.3.2
If f2 (x) is the even periodic extension of f (x) with period 2π, then, for any
constant α,
This theorem is very much similar to that of Theorem 10.3.1, and hence, the
proof is left to the reader.
In the notation of Churchill (1972), we introduce the convolution of two
sectionally continuous periodic functions f (x) and g(x) defined in −π < x < π
by
π
f (x) ∗ g(x) = f (x − u) g(u) du. (10.3.15)
−π
Clearly, f (x) ∗ g(x) is continuous and periodic with period 2π. The convolution
is symmetric, that is, f ∗ g = g ∗ f . Furthermore, the convolution is an even
function if f (x) and g(x) are both even or both odd. It is odd if either f (x)
or g(x) is even or the other odd. We next prove the convolution theorem.
THEOREM 10.3.3
(Convolution). If f1 (x) and g1 (x) are the odd periodic extensions of f (x) and
g(x) respectively on 0 < x < π, and if f2 (x) and g2 (x) are the even periodic
Or, equivalently,
1
Fc−1 f˜s (n) g̃s (n) = − {f1 (x) ∗ g1 (x)}, (10.3.20)
2
1
Fc−1 f˜c (n) g̃c (n) = {f2 (x) ∗ g2 (x)}, (10.3.21)
2
1
Fs−1 f˜s (n) g̃c (n) = {f1 (x) ∗ g2 (x)}, (10.3.22)
2
1
Fs−1 f˜c (n) g̃s (n) = {f2 (x) ∗ g1 (x)}. (10.3.23)
2
where
x π
I1 = f (u) g(x + u) du, I2 = f (u) g(u − x)du, (10.3.27ab)
0 x
π−x π
I3 = f (u) g(x + u) du, I4 = f (u) g(2π − x − u)du. (10.3.28ab)
0 x
In view of (10.3.25), we thus obtain the desired result (10.3.16) from (10.3.24).
This completes the proof.
The other results included in Theorem 10.3.3 can be proved by the above
method of proof.
As an example of convolution theorem, we evaluate the inverse cosine Fouri-
er transform of (n2 − a2 )−1 . We write, for n = 0,
1 n(−1)n+1 (−1)n+1
= 2 · = f˜s (n) g̃s (n),
(n2 − a ) (n − a2 )
2 n
(−1)n+1
where f˜s (n) = n(−1)n+1 (n2 − a2 )−1 and g̃s (n) = so that
n
sin ax x
f (x) = and g(x)= .
sin aπ π
Evidently,
x
1 sin ax
= f˜s (n) g̃s (n) = Fs Fs .
(n2 − a2 ) sin aπ π
where f1 (x) is the periodic extension of the odd function f (x) with period 2π
x
and g1 (x) = . Thus, it turns out that
π
π π
1 1 1
Fc−1 =− f1 (x − u) g1 (u) du = − f1 (x − u) u du.
(n2 − a2 ) 2 2π
−π −π
Example 10.4.1
(Heat Conduction Problem in a Finite Domain with the Dirichlet Data at the
Boundary). We began by considering the solution of the temperature distri-
bution u(x, t) of the diffusion equation
ut = κ uxx, 0 ≤ x ≤ a, t > 0, (10.4.1)
with the boundary and initial conditions
u(0, t) = 0 = u(a, t), (10.4.2ab)
This series solution can be evaluated numerically using the Fast Fourier
transform which is an algorithm for the efficient calculation of the finite
Fourier transform.
Example 10.4.2
(Heat Conduction Problem in a Finite Domain with the Neumann Data at the
Boundary). We consider the solution of the diffusion equation (10.4.1) with
the prescribed heat flux at x = 0 and x = a, and the associated boundary and
initial data are
dũc nπ 2
+κ ũc = 0, (10.4.11)
dt a
ũc (n, 0) = f˜c (n). (10.4.12)
The inverse finite cosine transform (10.2.5) gives the formal solution
∞ nπ 2 nπx
1 ˜ 2 ˜
u(x, t) = fc (0) + fc (n) exp −κ t cos
a a n=1 a a
⎡ a ⎤
a ∞
1 2 ⎣ nπξ
= f (ξ)dξ + f (ξ) cos dξ ⎦
a a n=1 a
0 0
nπ 2 nπx
× exp −κ t cos . (10.4.14)
a a
Example 10.4.3
(The Static Deflection of a Uniform Elastic Beam). We consider the static
deflection y(x) of a uniform elastic beam of finite length which satisfies the
equilibrium equation
d4 y W (x)
= = w(x), 0 ≤ x ≤ , (10.4.15)
dx4 EI
where W (x) is the applied load per unit length of the beam, E is the Young’s
modulus of the beam, and I is the moment of inertia of the cross section of
the beam. If the beam is freely hinged at its ends, then
y(x) = y (x) = 0 at x = 0 and x = . (10.4.16)
Application of the finite Fourier sine transform of y(x) to (10.4.15) and
(10.4.16) gives
4
ỹs (n) = w̃s (n). (10.4.17)
nπ
Inverting this result, we find
∞
23 1 nπx
y(x) = 4 4
sin w̃s (n)
π n=1 n
∞ nπx
23 1 nπξ
= 4 sin w(ξ) sin dξ. (10.4.18)
π n=1 n4
0
Example 10.4.4
(Transverse Displacement of an Elastic Beam of Finite Length). We consider
the transverse displacement of an elastic beam at a point x in the down-
ward direction where the equilibrium position of the beam is along the x-axis.
With the applied load W (x, t) per unit length of the beam, the displacement
function y(x, t) satisfies the equation of motion
∂4y 1 ∂ 2 y W (x, t)
+ = , 0 ≤ x ≤ , t > 0, (10.4.20)
∂x4 a2 ∂t2 EI
where a2 = EI/(ρα), α is the cross-sectional area and ρ is the line density of
the beam.
If the beam is freely hinged at its ends, then
∂2y
y(x, t) = =0 at x = 0 and x = . (10.4.21)
∂x2
The initial conditions are
∂y
y(x, t) = f (x), = g(x) at t = 0 for 0 < x < . (10.4.22)
∂t
We use the joint Laplace transform with respect to t and the finite Fourier
sine transform with respect to x defined by
∞ nπx
−st
ũ¯s (n, s) = e dt u(x, t) sin dx. (10.4.23)
0 0
Thus, the inverse finite Fourier sine transform yields the formal solution as
2
∞ πnx
y(x, t) = ys (n, t) sin ,
n=1
2
∞ nπx g̃s (n)
= sin f˜s (n) cos(ct) + sin(ct)
n=1 c
⎤
2 t
a 1
+ sin c(t − τ ) W̃s (n, τ )dτ ⎦ , (10.4.26)
EI c
0
where
nπξ nπξ
f˜s (n) = f (ξ) sin dξ, g̃s (n) = g(ξ) sin dξ. (10.4.27ab)
0 0
The case of free vibrations is of interest. In this case, W (x, t) ≡ 0 and hence,
W̃s (n, t) ≡ 0. Consequently, solution (10.4.26) reduces to a simple form
∞ nπx
2 ˜ g̃s (n)
y(x, t) = fs (n) cos ct + sin ct sin , (10.4.28)
n=1 c
Example 10.4.5
(Free Transverse Vibrations of an Elastic String of Finite Length). We con-
sider the free vibration of a string of length stretched to a constant tension
T between two points (0, 0) and (0, ) lying on the x-axis. The free transverse
displacement function u(x, t) satisfies the wave equation
∂2u 2
2∂ u
= c , 0 ≤ x ≤ , t > 0, (10.4.29)
∂t2 ∂x2
T
where c2 = and ρ is the line density of the string.
ρ
The initial and boundary conditions are
∂u
u(x, t) = f (x), = g(x) at t = 0 for 0 ≤ x ≤ , (10.4.30ab)
∂t
u(x, t) = 0 at x = 0 and x = for t > 0. (10.4.31ab)
Application of the joint Laplace transform with respect to t and the finite
Fourier sine transform with respect to x defined by a similar result (10.4.23)
to (10.4.29)–(10.4.31ab) gives
˜
¯s (n, s) = sfs (n) + g̃s (n) ,
ũ (10.4.32)
(s2 + a2 ) (s2 + a2 )
nπc 2
where a2 = .
The inverse Laplace transform gives
g̃s (n)
ũs (n, t) = f˜s (n) cos at + sin at. (10.4.33)
a
The inverse finite Fourier sine transform leads to the solution for u(x, t) as
∞ nπx
2 ˜ g̃s (n)
u(x, t) = fs (n) cos at + sin at sin , (10.4.34)
n=1 a
Example 10.4.6
(Two-Dimensional Unsteady Couette Flow). We consider two-dimensional un-
steady viscous flow between the plate at z = 0 at rest and the plate z = h in
motion parallel to itself with a variable velocity U (t) in the x direction. The
fluid velocity u(z, t) satisfies the equation of motion
∂u P (t) ∂2u
=− +ν 2, 0 ≤ z ≤ h, t > 0, (10.4.35)
∂t ρ ∂z
Finally, the inverse finite Fourier sine transform gives the formal solution
2
∞ nπz
u(z, t) = ũs (n, t) sin . (10.4.41)
h n=1 h
This solution for the velocity field consists of both steady-state and transient
components. In the limit as t → ∞, the transient component decays to zero,
and the steady state is attained in the form
∞ 3 nπz
2P h
u(z, t) = − [1 + (−1)n+1 ] sin
μh n=1 nπ
nπz
∞
2U h2
+ 2 (−1)n+1 sin . (10.4.43)
h n=1 nπ h
This is known as the generalized Couette flow. In the absence of the pressure
gradient term, solution (10.4.46) reduces to the linear profile of simple Couette
flow. On the other hand, if U (t) ≡ 0 and P (t) = 0, the solution (10.4.46) rep-
resents the parabolic profile of Poiseuille flow between two parallel stationary
plates due to an imposed pressure gradient.
a b mπx nπy
Fs {f (x, y)} = f˜s (m, n) = sin sin dx dy. (10.5.1)
a b
0 0
Example 10.5.1
(Free Vibrations of a Rectangular Elastic Membrane). The initial value prob-
lem for the transverse displacement field u(x, y, t) satisfies the following equa-
tion and the boundary and initial data
2
2 ∂ u ∂2u ∂2u
c + = , for all (x, y) in D, t > 0, (10.5.4)
∂x2 ∂y 2 ∂t2
where
a b nπη
mπξ
f˜s (m, n) = f (ξ, η) sin sin dξdη, (10.5.13)
a b
0 0
a b nπη
mπξ
g̃s (m, n) = g(ξ, η) sin sin dξdη. (10.5.14)
a b
0 0
Example 10.5.2
(Deflection of a Simply Supported Rectangular Elastic Plate). The deflection
u(x, y) of the plate satisfies the biharmonic equation
2Eh3
where w(x, y) represents the applied load at a point (x, y) and D =
3(1 − σ 2 )
is the constant flexural rigidity of the plate.
On the edge of the simply supported plate the deflection and bending mo-
ments are zero; hence, equation (10.5.15) has to be solved subject to the
boundary conditions
⎫
u(x, y) = 0 on x = 0 and x = a⎪
⎪
⎪
⎪
u(x, y) = 0 on y = 0 and y = b ⎪
⎪
⎪
⎪
⎬
∂2u
=0 on x = 0 and x = a⎪ . (10.5.16)
∂x2 ⎪
⎪
⎪
⎪
∂2u ⎪
⎪
⎪
=0 on y = 0 and y = b ⎭
∂y 2
We first solve the problem due to a concentrated load W0 at the point (ξ, η)
inside D so that w(x, y) = P δ(x − ξ) δ(y − η), where P is a constant.
Application of the double finite Fourier sine transform (10.5.7) to (10.5.15)–
(10.5.16) gives
2 nπη
4 m2 n 2 P mπξ
π + 2 ũs (m, n) = sin sin ,
a2 b D a b
or,
P mπξ nπη
ũs (m, n) = sin sin , (10.5.17)
D π 4 ωmn
4 a b
10.6 Exercises
1. Find the finite Fourier cosine transform of f (x) = x2 .
2. Use the result (10.3.2) to prove
a3 a 3
(a) Fs {x2 } = (−1)n+1 − 2 [1 + (−1)n+1 ],
nπ nπ
a4 6 1
(b) Fs {x3 } = (−1)n 2 − .
π n3 π 3 nπ
3. Solve the initial-boundary value problem in a finite domain
ut = κ uxx , 0 ≤ x ≤ a, t > 0,
u(x, 0) = 0 for 0 ≤ x ≤ a,
u(0, t) = f (t) for t > 0,
u(a, t) = 0 for t > 0.
where h is a constant.
5. Solve the heat conduction problem
ut = κ uxx , 0 ≤ x ≤ a, t > 0,
ux (0, t) = f (t)
for t > 0,
ux (a, t) + h u = 0
u(x, 0) = 0 for 0 ≤ x ≤ a.
6. Solve the diffusion equation (10.4.1) with the following boundary and
initial data
1 ∂2u ∂2u
= 2 + F (x, t), 0 ≤ x ≤ , t > 0,
c2 ∂t2 ∂x
with the initial and boundary data
Derive the solution for special cases when f (x) = 0 = g(x) with
(i) an arbitrary non-zero F (x, t), and
P (t)
(ii) F (x, t) = δ(x − a), 0 ≤ a ≤ , where T is a constant.
T
10. For the finite Fourier sine transform defined over (0, π), show that
x 1
(a) Fs (π − x) = 3 [1 + (−1)n+1 ]
2 n
sinh a(π − x) n
(b) Fs = 2 , a = 0.
sinh aπ (n + a2 )
11. For the finite Fourier cosine transform defined over (0, π), show that
2π 2 π3
(a) Fc {(π − x)2 } = for n = 1, 2, . . . ; F s {(π − x) } = for n = 0.
n2 3
a sinh(aπ)
(b) Fc {cosh a(π − x)} = 2 for a = 0.
(n + a2 )
12. Use the finite Fourier sine transform to solve the problem of diffusion of
electricity along a cable of length a. The potential V (x, t) at any point
x of the cable of resistance R and capacitance C per unit length satisfies
the diffusion equation
Vt = κ Vxx , 0 ≤ x ≤ a, t > 0,
where κ = (RC)−1 and the boundary conditions (the ends of the cable
are earthed)
V (0, t) = 0 = V (a, t) for t > 0,
and the initial conditions
⎧ ⎫
⎪
⎪ 2V0 a⎪
⎪
⎨ x, 0≤x≤ ⎪ ⎪
a 2⎬
V (x, 0) = ,
⎪
⎪ 2V0 a ⎪
⎪
⎪
⎩ (a − x), ⎪
≤ x ≤ a⎭
a 2
where V0 is a constant.
13. Establish the following results
d
(a) Fs {f1 (x) ∗ g1 (x)} = 2nf˜s (n)g̃s (n),
dx
⎡ x ⎤
2
(b) Fs ⎣ {f1 (u) ∗ g1 (u)} du⎦ = f˜s (n)g̃s (n).
n
0
D ∇4 u + ρh utt = 0, 0 ≤ x ≤ a, 0 ≤ y ≤ b, t > 0,
where the deflection and the bending moments are all zero at the edges.